Supports teaching methods of estimating and testing time series
    factor models for use in robust portfolio construction and analysis. Unique
    in providing not only classical least squares, but also modern robust model
    fitting methods which are not much influenced by outliers. Includes
    returns and risk decompositions, with user choice of  standard deviation,
    value-at-risk, and expected shortfall risk measures. "Robust Statistics
    Theory and Methods (with R)", R. A. Maronna, R. D. Martin, V. J. Yohai, 
    M. Salibian-Barrera (2019) <doi:10.1002/9781119214656>.

Provides methods for estimating factor complexity coefficients in exploratory and confirmatory factor analysis (EFA/CFA) results. Included indices are the Hofman coefficient, Fleming's approach for factor simplicity, and others. Additional outputs include descriptive statistics (minimum, maximum, and mean) for target and non-target loadings, and visualization of results. References: Fleming, J.S. (2003) <doi:10.3758/bf03195531>; Hofmann, R.J. (1978) <doi:10.1207/s15327906mbr1302_9>; Kaiser, H.F. (1974) <doi:10.1007/BF02291575>; Bentler, P.M. (1977) <doi:10.1007/BF02294054>; Lorenzo-Seva, U. (2003) <doi:10.1007/BF02296652>.

Description: Provides comprehensive tools for analysing and characterizing
    mixed-level factorial designs arranged in blocks. Includes construction
    and validation of incidence structures, computation of C-matrices,
    evaluation of A-, D-, E-, and MV-efficiencies, checking of orthogonal
    factorial structure (OFS), diagnostics based on Hamming distance,
    discrepancy measures, B-criterion, Es^2 statistics, J2-distance and
    J2-efficiency, Phi-p optimality, and symmetry conditions for universal
    optimality. The methodological framework follows foundational work on
    factorial and mixed-level design assessment by Xu and Wu (2001) 
    <doi:10.1214/aos/1013699993>, and Gupta (1983) 
    <doi:10.1111/j.2517-6161.1983.tb01253.x>. These methods assist in selecting,
    comparing, and studying factorial block designs across a range of
    experimental situations.