Group Iterative Multiple Model Estimation with 'graphicalVAR'
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>.