Package: GFT
Type: Package
Title: Generalized Fisher Transformation of Correlation Matrices
Version: 1.2.0
Authors@R: c(
    person("Ilya", "Archakov", role = "aut"),
    person("Peter Reinhard", "Hansen", email = "hansen@unc.edu",
           role = c("aut", "cre")))
Description: Forward and inverse generalized Fisher transformation
        (GFT) of correlation matrices, gamma = vecl(log C), which maps
        the positive definite correlation matrices one-to-one onto the
        Euclidean space of dimension n(n-1)/2, see Archakov and Hansen
        (2021) <doi:10.3982/ECTA16910>. The inverse is computed from a
        variational characterization by the GFT-FP+N algorithm:
        matrix-free inexact Newton steps for the log-diagonal residual,
        solved by preconditioned conjugate gradients, with fixed-point
        safeguards that guarantee global convergence. Sequential
        inversion with a tangent predictor, a certified quadrature
        preconditioner, and comparison solvers (the plain fixed point,
        Broyden's method, full Newton, Anderson acceleration, and
        limited-memory BFGS) are included. Uses base R only.
License: MIT + file LICENSE
Encoding: UTF-8
Depends: R (>= 3.5.0)
Suggests: testthat (>= 3.0.0), knitr, rmarkdown
VignetteBuilder: knitr
Config/testthat/edition: 3
URL: https://github.com/reinhardhansen/GFT
BugReports: https://github.com/reinhardhansen/GFT/issues
Repository: https://reinhardhansen.r-universe.dev
Date/Publication: 2026-09-22 16:47:38 UTC
RemoteUrl: https://github.com/reinhardhansen/gft
RemoteRef: HEAD
RemoteSha: 663d25d86e4dceedb8f5e8aa7694d398b5ab97ab
RemoteSubdir: r
NeedsCompilation: no
Packaged: 2026-09-22 19:22:14 UTC; root
Author: Ilya Archakov [aut],
  Peter Reinhard Hansen [aut, cre]
Maintainer: Peter Reinhard Hansen <hansen@unc.edu>