Clustering vector autoregressive models: Capturing qualitative differences in within-person dynamics
In psychology, studying multivariate dynamical processes within a person is gaining ground. An increasingly often used method is vector autoregressive (VAR) modeling, in which each variable is regressed on all variables (including itself) at the previous time points. This approach reveals the tempor...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
Frontiers Media S.A.
2016-10-01
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Series: | Frontiers in Psychology |
Subjects: | |
Online Access: | http://journal.frontiersin.org/Journal/10.3389/fpsyg.2016.01540/full |