gimme - Group Iterative Multiple Model Estimation

Data-driven approach for arriving at person-specific time series models. 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. See Gates & Molenaar (2012) <doi:10.1016/j.neuroimage.2012.06.026>.