# Roger Koenker

#### 6 packages on CRAN

Estimation and inference methods for models of conditional quantiles: Linear and nonlinear parametric and non-parametric (total variation penalized) models for conditional quantiles of a univariate response and several methods for handling censored survival data. Portfolio selection methods based on expected shortfall risk are also now included.

Kiefer-Wolfowitz maximum likelihood estimation for mixture models and some other density estimation and regression methods based on convex optimization. See Koenker and Gu (2017) REBayes: An R Package for Empirical Bayes Mixture Methods, Journal of Statistical Software, 82, 1--26, <DOI:10.18637/jss.v082.i08>.

Some basic linear algebra functionality for sparse matrices is provided: including Cholesky decomposition and backsolving as well as standard R subsetting and Kronecker products.

Extended techniques for generalized linear models (GLMs), especially for binary responses, including parametric links and heteroskedastic latent variables.

A collection of functions for data manipulation, plotting and statistical computing, to use separately or with the book "Visual Statistics. Use R!": Shipunov (2019) <http://ashipunov.info/shipunov/software/r/r-en.htm>. Most useful functions are probably Bclust(), Jclust() and BootA() which bootstrap hierarchical clustering; Recode() which does multiple recoding in a fast, flexible and simple way; Misclass() which outputs confusion matrix even if classes are not concerted; Overlap() which calculates overlaps of convex hulls from any projection; Biarrows() which converts any scatterplot into biplot, and Pleiad() which is fast and flexible correlogram. There are much more useful functions, please see documentation.