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.
| Version: | 1.0.0 |
| Depends: | R (≥ 3.5.0) |
| Suggests: | testthat (≥ 3.0.0), knitr, rmarkdown |
| Published: | 2026-08-21 |
| DOI: | 10.32614/CRAN.package.GFT (may not be active yet) |
| Author: | Ilya Archakov [aut], Peter Reinhard Hansen [aut, cre] |
| Maintainer: | Peter Reinhard Hansen <hansen at unc.edu> |
| BugReports: | https://github.com/reinhardhansen/GFT/issues |
| License: | MIT + file LICENSE |
| URL: | https://github.com/reinhardhansen/GFT |
| NeedsCompilation: | no |
| Materials: | README |
| CRAN checks: | GFT results [issues need fixing before 2026-09-12] |
| Reference manual: | GFT.html , GFT.pdf |
| Vignettes: |
The generalized Fisher transformation and its inverse (source, R code) |
| Package source: | GFT_1.0.0.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: GFT_1.0.0.zip |
| macOS binaries: | r-release (arm64): GFT_1.0.0.tgz, r-oldrel (arm64): GFT_1.0.0.tgz, r-release (x86_64): GFT_1.0.0.tgz, r-oldrel (x86_64): GFT_1.0.0.tgz |
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