Create shortcode for Categories widget?

I’ve found this
https://codex.www.ads-software.com/Function_Reference/get_categories
but can’t seem to make out how to create function for it to work as a shortcode.

Still can’t figure this out.

Not exactly sure what you’re after here, but if the end goal is to use a shortcode to display the categories widget (say within a post/page) then you could use the Widgets on Pages plugin to create a sidebar that can be called via a shortcode?

If you do this then you could add your categories widget to that sidebar… et voila!