https://reinhardhansen.r-universe.devRecent package updates in reinhardhansenR-universehttps://github.com/reinhardhansen.pnghttps://reinhardhansen.r-universe.devTue, 22 Sep 2026 16:47:38 GMThansen@unc.edu (Peter Reinhard Hansen)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.https://github.com/r-universe/reinhardhansen/actions/runs/35772800219Tue, 22 Sep 2026 16:47:38 GMTGFT1.2.0successhttps://reinhardhansen.r-universe.devhttps://github.com/reinhardhansen/gftgft-intro.Rmdgft-intro.htmlThe generalized Fisher transformation and its inverse2026-08-08 15:54:472026-09-22 16:14:48