The implied Yule–Walker estimator and its analytic standard errors are implemented in our new timecop R package, which is currently available on GitHub (link below). Feedback always welcomed!
https://t.co/rrDRxdB0aj
New preprint!
I’m excited to share our recent work on discrete-valued time series, where we derive analytic standard errors for a flexible modeling framework.
Preprint link and more details below 👇
https://t.co/kaOTWSMhee
The paper focuses on a copula-style approach that accommodates a broad class of marginal distributions through deterministic functions of a latent Gaussian process. We present analytic standard errors for the implied Yule–Walker estimator of the latent Gaussian dynamics.
We have a new preprint!
I'm excited to share recent work related to modeling multiple-subject, multivariate time series.
We extend the multi-VAR framework to allow for data-driven identification and penalized estimation of subgroup-specific dynamics.
https://t.co/AqnttQcjCl
We have a new preprint!
I'm excited to share recent work related to modeling multiple-subject, multivariate time series.
We extend the multi-VAR framework to allow for data-driven identification and penalized estimation of subgroup-specific dynamics.
https://t.co/AqnttQcjCl
We conducted a simulation study to evaluate the performance of subgrouping multi-VAR across a range of factors and found that it performs well with respect to model/subgroup recovery and quality of estimates. Performance was also assessed in the context of an empirical example.
Hi folks!
Sharing a pre-print that we just submitted from my dissertation work.
We adapted and extended the GIMME framework for identifying group-level structure in person-specific dynamics to the continuous-time framework via modification indices
https://t.co/VG88RFbMIm
It’s out!
Paper I wrote with @fishingwithzack and my advisors: Sy-Miin Chow and Peter Molenaar on how well subgrouping methods developed in the discrete-time framework perform when the data-generating process is continuous.
https://t.co/nz181kLY1h
Hi folks!
Been working on a chapter for using fuzzy community detection methods in clustering VAR models.
We argue that fuzziness may be a feature rather than a bug and that ambiguity in cluster assignments could be meaningful.
Preprint:
https://t.co/33NIUq231Y
Please be kind
After four years of working closely together to refine study manuals, train junior RAs, and collect and clean study data, it was truly such a joy to collaborate with @TaliaFR_98 on this paper on PA regulation in early adolescence—just released in Emotion! https://t.co/2Whej4Jcvs