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Based on the contribution to the ECDF-curve of the VBS of the portfolio
get_shapley_values( dsList, targets, scale.log = T, group_size = 5, max_perm_size = 10, normalize = T )
The DataSetList object
A list or data.table containing the targets per function / dimension. If this is a data.table, it needs columns 'target', 'DIM' and 'funcId'
Whether to use logarithmic scaling for the runtimes at which the ecdf will be sampled or not
How many permutation groups will be considered
The maximum limit for permutations to be considered
Whether or not to ensure the resulting values will be in [0,1]
data.table::setDTthreads(1) dsl_sub <- subset(dsl, funcId == 1) get_shapley_values(dsl_sub, get_ECDF_targets(dsl_sub), group_size = 2)
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