Generalized Fisher Transformation of Correlation Matrices


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Documentation for package ‘GFT’ version 1.2.0

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GFT-package Generalized Fisher Transformation of Correlation Matrices
GFT Generalized Fisher Transformation of Correlation Matrices
gft Generalized Fisher Transformation
gft_predict Sequential Inversion with Warm Starts and the Tangent Predictor
inv_gft Inverse Generalized Fisher Transformation (GFT-FP+N)
inv_gft_anderson Anderson Acceleration of the GFT Fixed Point
inv_gft_broyden Inverse GFT by Broyden's Method
inv_gft_fp Inverse GFT by the Archakov-Hansen Fixed Point
inv_gft_lbfgs Limited-Memory BFGS for the Inverse GFT
inv_gft_newton Inverse GFT by Full Newton
inv_gft_path Sequential Inversion with Warm Starts and the Tangent Predictor
print.gft_inv Print an Inverse GFT Result
unvecl Stack and Unstack Below-Diagonal Elements
vecl Stack and Unstack Below-Diagonal Elements