Generalized Fisher Transformation of Correlation Matrices R package GFT version 1.0.0 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. Software Depends: R (>= 3.5.0) Suggests: testthat (>= 3.0.0), knitr, rmarkdown Peter Reinhard Hansen <hansen@unc.edu> Comprehensive R Archive Network (CRAN) Ilya Archakov [aut], Peter Reinhard Hansen [aut, cre] MIT + file LICENSE (https://CRAN.R-project.org/package=GFT/LICENSE) 2026-08-21 application/tgz https://CRAN.R-project.org/package=GFT doi:10.32614/CRAN.package.GFT