GIMMEgVAR
Group Iterative Multiple Model Estimation with 'graphicalVAR'
v0.1.0
·
May 16, 2024
·
GPL-2
Description
Data-driven approach for arriving at person-specific time series models from within a Graphical Vector Autoregression (VAR) framework. The method first identifies which relations replicate across the majority of individuals to detect signal from noise. These group-level relations are then used as a foundation for starting the search for person-specific (or individual-level) relations. All estimates are obtained uniquely for each individual in the final models. The method for the 'graphicalVAR' approach is found in Epskamp, Waldorp, Mottus & Borsboom (2018) <doi:10.1080/00273171.2018.1454823>.
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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
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0.1.0
Mar 10, 2026