rollshap

1.0.1

Rolling Shapley Values

0packages depend

845downloads / year

73.9%test coverage

13/13checks pass

Overview

About

Maintained by Jason FosterFirst published 2026-05-211 releasesCRAN page ↗GitHub ↗

Analytical computation of rolling and expanding Shapley values for time-series data. The 'rollshap' package decomposes the coefficient of determination (R-squared) of a linear regression into nonnegative contributions from each explanatory variable using the Shapley value from cooperative game theory (Shapley, 1953, doi:10.1515/9781400881970-018). For each window, the exact Shapley value is computed by fitting all subsets of the explanatory variables and averaging the marginal contribution to R-squared across all orderings, which returns an order-invariant attribution that sums to the full-model R-squared. Use cases include variable importance, factor attribution, and feature selection in time-series regression. The package supports rolling and expanding windows, weights, and handling of missing values via 'min_obs', 'complete_obs', and 'na_restore' arguments. The implementation uses the online and offline algorithms from the 'roll' package to compute rolling and expanding cross-products efficiently with parallelism across columns and windows provided by 'RcppParallel'.

Install

R (CRAN)pak (dev)Ubuntu (r2u)openSUSE (OBS)

install.packages("rollshap", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("jasonjfoster/rollshap")

Development version from jasonjfoster/rollshap. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-rollshap

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-rollshap

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 2.3 min · r-oldrel-windows-x86_64

Code health

Yes

Tests · ratio 4.98

73.9%

Coverage · measured lines

100%

Documentation · exports

Dependencies · direct

Check history

OK2026-08-04
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-05-22
5 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 255 wordsVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 100%
Return-value docs: 100%
References docs: 0%

Downloads

845

CRAN downloads in the past year

Rank #11,767 · ~2/day · ~70/mo

Releases R versions

Daily download trend is not available in this view yet.

17530 days

84590 days

8451 year

Compare downloads with other packages →

Also on65 r2u

Repository

GitHub ↗ jasonjfoster/rollshap

3Stars

0Forks

0Open issues

0Open PRs

0Releases

43Commits

1Contributors

algorithmspackagerrcppshapley

43 commits · Last activity 2026-07-05

Stars over time

2024-05-04 · 32026-07-07 · 3

Repository practices

Upstream repositoryBeta

1 development-tooling and community-health practice detected across 1 family in the upstream repository

Checks run against github.com/jasonjfoster/rollshap on 2026-08-03.

Continuous integration (1)

GitHub Actions

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

11 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.0.2

Imports (2)

Rcpp RcppParallel

LinkingTo (4)

Rcpp RcppArmadillo RcppParallel roll

Suggests (5)

covr testthat zoo relaimpo roll

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (1)

Maintainer (1)

Jason Foster

Author, Maintainer

Authors (1)

Jason Foster

Author, Maintainer

Package Timeline

1 release. R releases are shown for context.

1.0.1Latest
2026-05-21 · current release
R
R 4.6.0 released · 2026-04-24

Package metadata

First published: 2026-05-21
Total releases: 1 / 1 yrs
License: GPL (>= 2) OSI
Minimum R: ≥ 3.0.2
Download size: not tracked yet
Installed size: not tracked yet
With dependencies: not tracked yet

Report a problem with this page →