Uses raw vectors to minimize memory consumption of categorical 
    variables with fewer than 256 unique values. Useful for analysis of large
    datasets involving variables such as age, years, states, countries, or
    education levels.

A flexible framework for estimating factor models with multiple
    latent variables. Supports linear, probit, ordered probit, and multinomial
    logit model components. Features include multi-stage estimation, automatic
    parameter initialization, analytical gradients and Hessians, and parallel
    estimation. Methods are described in Heckman, Humphries, and Veramendi
    (2016) <doi:10.1016/j.jeconom.2015.12.001>, Heckman, Humphries, and
    Veramendi (2018) <doi:10.1086/698760>, and Humphries, Joensen, and
    Veramendi (2024) <doi:10.1257/pandp.20241026>.

Tests for Kaiser-Meyer-Olkin (KMO) and
    communalities in a dataset. It provides a final sample by removing
    variables in a iterable manner while keeping account of the variables
    that were removed in each step. It follows the best practices and assumptions according to
    Hair, Black, Babin & Anderson (2018, ISBN:9781473756540).

Estimation, model selection and goodness-of-fit of (1) factor copula models for mixed continuous and discrete data in Kadhem and Nikoloulopoulos (2021) <doi:10.1111/bmsp.12231>; (2) bi-factor and second-order copula models for item response data in Kadhem and Nikoloulopoulos (2023) <doi:10.1007/s11336-022-09894-2>; (3) factor tree copula models for item response data in Kadhem and Nikoloulopoulos (2022) <arXiv:2201.00339>.

Inference methods for factor copula models for continuous data in Krupskii and Joe (2013) <doi:10.1016/j.jmva.2013.05.001>, Krupskii and Joe (2015) <doi:10.1016/j.jmva.2014.11.002>, Fan and Joe (2024) <doi:10.1016/j.jmva.2023.105263>, one factor truncated vine models in Joe (2018) <doi:10.1002/cjs.11481>, and Gaussian oblique factor models. Functions for computing tail-weighted dependence measures in Lee, Joe and Krupskii (2018) <doi:10.1080/10485252.2017.1407414> and estimating tail dependence parameter.