Package: GFT
Type: Package
Title: Generalized Fisher Transformation of Correlation Matrices
Version: 1.0.1
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: a fixed-point phase in
    the log domain followed by a matrix-free inexact Newton phase with
    preconditioned conjugate gradients. Reference implementations of the
    plain fixed point, Broyden's method, and full Newton 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: 2026-08-22 20:54:24 UTC; prhansen
Author: Ilya Archakov [aut],
  Peter Reinhard Hansen [aut, cre]
Maintainer: Peter Reinhard Hansen <hansen@unc.edu>
Repository: CRAN
Date/Publication: 2026-08-23 15:40:08 UTC
Built: R 4.6.0; ; 2026-08-23 16:20:01 UTC; unix
