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
NeedsCompilation: no
Packaged: 2026-09-22 15:58:23 UTC; prhansen
Author: Ilya Archakov [aut],
  Peter Reinhard Hansen [aut, cre]
Maintainer: Peter Reinhard Hansen <hansen@unc.edu>
Repository: CRAN
Date/Publication: 2026-09-22 20:10:49 UTC
Built: R 4.5.3; ; 2026-09-23 07:32:52 UTC; windows
