get_cov_mat
get_cov_mat(x_train, min_eigen_value = 1e-06)
Matrix or data.frame/data.table. Contains the data used to estimate the (conditional) distributions for the features needed to properly estimate the conditional expectations in the Shapley formula.
Numeric
Specifies the smallest allowed eigen value before the covariance matrix of x_train
is assumed to not be
positive definite, and Matrix::nearPD()
is used to find the nearest one.