dsnavega/lsmr: Linear Surrogate Model for Regression

This package implements as linear regression as surrogate model for more complex and black-box models. First predictors are decorrelated using ZCA, then a linear model is fitted in the ZCA space. Several properties that improve interpretation arise naturally. Based on work by Zuber and Strimmer (2011) and Biecek and Burzykowski (2021)

install.packages("remotes")
remotes::install_github("dsnavega/lsmr")