Charlotte Wickham

176 posts

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Charlotte Wickham

Charlotte Wickham

@CVWickham

Developer Educator @posit_pbc working on the @quarto_pub team

Corvallis, OR Katılım Eylül 2011
105 Takip Edilen6.1K Takipçiler
Charlotte Wickham
Charlotte Wickham@CVWickham·
@kara_woo August 2021 for us…I’m using baby loosely since he’s acting a lot like a toddler 😬
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Charlotte Wickham
Charlotte Wickham@CVWickham·
Starting soon...my talk at @RLadiesDC #1" target="_blank" rel="nofollow noopener">cwickham.github.io/this-month-I-l…
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Charlotte Wickham
Charlotte Wickham@CVWickham·
@healthandstats Feeling the same. I now realise I should have blocked out the entire day in my calendar, like I would have if I had to travel to be there.
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Charlotte Wickham
Charlotte Wickham@CVWickham·
Do you have a favourite metaphor for subsetting lists in #rstats? I'm collecting links for my students. So far, I've got the condiments metaphor (#lists-of-condiments" target="_blank" rel="nofollow noopener">r4ds.had.co.nz/vectors.html#l…) and the train metaphor (#subset-single" target="_blank" rel="nofollow noopener">adv-r.hadley.nz/subsetting.htm…).
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Charlotte Wickham retweetledi
Spencer Winegar
Spencer Winegar@utahpadre·
Doing your part to stay away from everyone? Treat yourself by watching @CVWickham first @pluralsight course "Building Your First R Analytics Solution" bit.ly/2QKXpeG. Happy to set up anyone with a 30-day free trial. #rstats
GIF
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Isabella R. Ghement
Isabella R. Ghement@IsabellaGhement·
I am not sure how to interpret this: "Fit regression model, use differenced series, or specify ARIMA(0, d, 0) errors." Fit regression model to differenced series x_t and y_t assuming ARIMA(0,0,0) errors? Fit regression model to original x_t and y_t assuming ARIMA(0, d, 0) errors?
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Charlotte Wickham
Charlotte Wickham@CVWickham·
@IsabellaGhement I'm hesitant provide a concrete answer to this, since my head has been out of this material for too long. My intuition says yes, but I'd check by simulating and testing it out.
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Isabella R. Ghement
Isabella R. Ghement@IsabellaGhement·
If y_t and x_t are non-stationary (e.g., both exhibit a linear trend), can we fit a model of the form y_t = beta0 + beta1*xt + e_t to the original time series which allows e_t to be ARIMA(0,d,0) and examine the residuals r_t of this model for ARMA(p,q) structure?
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Charlotte Wickham retweetledi
Brendan Cullen
Brendan Cullen@_bcullen·
Are you an #rstats user in the PNW? Want to share your work with fellow researchers/data scientists? Submit a proposal for a 5-min lightning talk for the 4th-annual #CascadiaRConf in Eugene, OR! Call for lightning talks is open through April 15th, 2020: bit.ly/2Tdskke
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Posit PBC
Posit PBC@posit_pbc·
RStudio's 2020 summer intern program is now accepting applications: please see buff.ly/2T8sFVa for the announcement and buff.ly/2wJHoyn for the application form. #rstats
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Charlotte Wickham
Charlotte Wickham@CVWickham·
@qitaana 👋🏻 It was impossible to find anyone you were looking for. Next time?
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