Extracts the time-varying factor strengths \(\alpha_t\) from a fitted low-rank model in tidy data-frame format, ready for plotting with ggplot2. Each factor captures how strongly one latent dimension of the influence structure drives the dynamics at each time point. The returned data frame includes posterior means and 95\ credible intervals.
Value
Data frame with columns: time, mean (posterior mean of
\(\alpha_k(t)\)), lo (2.5th percentile), hi (97.5th
percentile), and factor (factor index).
See also
dbn() with model = "lowrank", plot_dbn() for built-in
diagnostic plots