{ "_id": "6a0f5c8aacfb0bcc41c59762", "Package": "rollshap", "Type": "Package", "Title": "Rolling Shapley Values", "Version": "1.0.1", "Authors@R": "person(\"Jason\", \"Foster\", , \"jason.j.foster@gmail.com\", c(\"aut\", \"cre\"))", "Description": "Analytical computation of rolling and expanding Shapley\nvalues for time-series data. The 'rollshap' package decomposes\nthe coefficient of determination (R-squared) of a linear\nregression into nonnegative contributions from each explanatory\nvariable using the Shapley value from cooperative game theory\n(Shapley, 1953, ). For each\nwindow, the exact Shapley value is computed by fitting all\nsubsets of the explanatory variables and averaging the marginal\ncontribution to R-squared across all orderings, which returns\nan order-invariant attribution that sums to the full-model\nR-squared. Use cases include variable importance, factor\nattribution, and feature selection in time-series regression.\nThe package supports rolling and expanding windows, weights,\nand handling of missing values via 'min_obs', 'complete_obs',\nand 'na_restore' arguments. The implementation uses the online\nand offline algorithms from the 'roll' package to compute\nrolling and expanding cross-products efficiently with\nparallelism across columns and windows provided by\n'RcppParallel'.", "License": "GPL (>= 2)", "URL": "https://github.com/jasonjfoster/rollshap", "BugReports": "https://github.com/jasonjfoster/rollshap/issues", "SystemRequirements": "GNU make", "Encoding": "UTF-8", "Config/roxygen2/old_usage": "TRUE", "Config/roxygen2/version": "8.0.0", "NeedsCompilation": "yes", "Packaged": { "Date": "2026-05-21 16:58:48 UTC", "User": "root" }, "Author": "Jason Foster [aut, cre]", "Maintainer": "Jason Foster ", "Config/pak/sysreqs": "make", "Repository": "https://cran.r-universe.dev", "Date/Publication": "2026-05-21 09:10:02 UTC", "RemoteUrl": "https://github.com/cran/rollshap", "RemoteRef": "HEAD", "RemoteSha": "ccb6c1bed9d606384b1435bd0d3ee491fd15f0a0", "MD5sum": "7cba8476f702273900975001db1d8d50", "_user": "cran", "_type": "src", "_file": "rollshap_1.0.1.tar.gz", "_fileid": "b3fa5495c7ac31b197508b5444e93e4bfba7fb85b287a09dcb660e73f9df9198", "_filesize": 94662, "_sha256": "b3fa5495c7ac31b197508b5444e93e4bfba7fb85b287a09dcb660e73f9df9198", "_created": "2026-05-21T16:58:48.000Z", "_published": "2026-05-21T19:27:06.426Z", "_distro": "noble", "_jobs": [ { "job": 77251739227, "time": 159, "config": "linux-devel-arm64", "r": "4.7.0", "check": "OK", "artifact": "7142173492" }, { "job": 77251739318, "time": 143, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "7142167922" }, { "job": 77251739943, "time": 131, "config": "linux-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7142163917" }, { "job": 77251739925, "time": 129, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7142163077" }, { "job": 77251738604, "time": 207, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7142114605" }, { "job": 77251738345, "time": 107, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7145222346" } ], "_buildurl": "https://github.com/r-universe/cran/actions/runs/26240472995", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/cran/rollshap", "_commit": { "id": "ccb6c1bed9d606384b1435bd0d3ee491fd15f0a0", "author": "Jason Foster ", "committer": "cran-robot ", "message": "version 1.0.1\n", "time": 1779354602 }, "_maintainer": { "name": "Jason Foster", "email": "jason.j.foster@gmail.com", "login": "jasonjfoster", "description": "", "uuid": 7542282 }, "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 3.0.2", "role": "Depends" }, { "package": "Rcpp", "role": "LinkingTo" }, { "package": "RcppArmadillo", "role": "LinkingTo" }, { "package": "RcppParallel", "role": "LinkingTo" }, { "package": "roll", "version": ">= 1.1.7", "role": "LinkingTo" }, { "package": "Rcpp", "role": "Imports" }, { "package": "RcppParallel", "role": "Imports" }, { "package": "covr", "role": "Suggests" }, { "package": "testthat", "role": "Suggests" }, { "package": "zoo", "role": "Suggests" }, { "package": "relaimpo", "role": "Suggests" }, { "package": "roll", "role": "Suggests" } ], "_owner": "cran", "_selfowned": false, "_usedby": 0, "_updates": [ { "week": "2026-21", "n": 1 } ], "_tags": [ { "name": "1.0.1", "date": "2026-05-21" } ], "_stars": 0, "_contributors": [ { "user": "jasonjfoster", "count": 1, "uuid": 7542282 } ], "_userbio": { "uuid": 6899542, "type": "organization", "name": "cran", "description": "Unofficial read-only mirror of all CRAN R packages" }, "_downloads": { "count": 0, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/rollshap" }, "_devurl": "https://github.com/jasonjfoster/rollshap", "_searchresults": 2, "_topics": [ "openblas", "cpp", "openmp" ], "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/readme.html", "extra/readme.md", "extra/rollshap.html", "manual.pdf" ], "_cranurl": false, "_releases": [ { "version": "1.0.1", "date": "2026-05-21" } ], "_exports": [ "roll_shap" ], "_help": [ { "page": "rollshap-package", "title": "Rolling Shapley Values", "topics": [ "rollshap-package", "rollshap" ] }, { "page": "roll_shap", "title": "Rolling Shapley Values", "topics": [ "roll_shap" ] } ], "_readme": "https://github.com/cran/rollshap/raw/HEAD/README.md", "_rundeps": [ "Rcpp", "RcppArmadillo", "RcppParallel", "roll" ], "_sysdeps": [ { "shlib": "liblapack", "package": "libopenblas0-pthread", "source": "openblas", "version": "0.3.26+ds-1ubuntu0.1", "name": "openblas", "homepage": "https://www.openblas.net/", "description": "Optimized BLAS (linear algebra) library (shared lib, pthread)" }, { "shlib": "libblas", "package": "libopenblas0-pthread", "source": "openblas", "version": "0.3.26+ds-1ubuntu0.1", "name": "openblas", "homepage": "https://www.openblas.net/", "description": "Optimized BLAS (linear algebra) library (shared lib, pthread)" }, { "shlib": "libstdc++", "package": "libstdc++6", "source": "gcc", "version": "14.2.0-4ubuntu2~24.04.1", "name": "c++", "homepage": "http://gcc.gnu.org/", "description": "GNU Standard C++ Library v3" }, { "shlib": "libgomp", "package": "libgomp1", "source": "gcc", "version": "14.2.0-4ubuntu2~24.04.1", "name": "openmp", "homepage": "http://gcc.gnu.org/", "description": "GCC OpenMP (GOMP) support library" } ], "_score": 1.6989700043360187, "_indexed": false, "_nocasepkg": "rollshap", "_universes": [ "cran", "jasonjfoster" ], "_indexurl": "https://jasonjfoster.r-universe.dev/rollshap", "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "1.0.1", "date": "2026-05-21T17:01:33.000Z", "distro": "noble", "arch": "aarch64", "commit": "ccb6c1bed9d606384b1435bd0d3ee491fd15f0a0", "fileid": "ba64c7245d324587e5513c501e022b2ba79d9eae04e10f1bc66eb367a29853b3", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/26240472995" }, { "r": "4.7.0", "os": "linux", "version": "1.0.1", "date": "2026-05-21T17:01:15.000Z", "distro": "noble", "arch": "x86_64", "commit": "ccb6c1bed9d606384b1435bd0d3ee491fd15f0a0", "fileid": "af3e3dac031b05f2d5edb4099b0014079b4469ad4c610e796951f6a70818415b", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/26240472995" }, { "r": "4.6.0", "os": "linux", "version": "1.0.1", "date": "2026-05-21T17:01:06.000Z", "distro": "noble", "arch": "aarch64", "commit": "ccb6c1bed9d606384b1435bd0d3ee491fd15f0a0", "fileid": "b132a492a9a42e86f13902eabbce9b44b9e1391a8aead8b3b6347541a3108a11", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/26240472995" }, { "r": "4.6.0", "os": "linux", "version": "1.0.1", "date": "2026-05-21T17:01:05.000Z", "distro": "noble", "arch": "x86_64", "commit": "ccb6c1bed9d606384b1435bd0d3ee491fd15f0a0", "fileid": "d56616e0c38a7b0265833b8e2bef3101d5210510e7b2161dc0d6667a2edbefd5", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/26240472995" }, { "r": "4.6.0", "os": "wasm", "version": "1.0.1", "date": "2026-05-21T19:26:40.000Z", "arch": "emscripten", "commit": "ccb6c1bed9d606384b1435bd0d3ee491fd15f0a0", "fileid": "b475d569acff33d58dab6d775eaf4a0c964ac519e82d8f2c72cd97327a39fa99", "status": "success", "buildurl": "https://github.com/r-universe/cran/actions/runs/26240472995" } ] }