Intercept from a trend regression performed on each column of a matrix.
Syntax: @cintercept(m)
m: matrix
Return: vector
Returns a vector of intercepts from trend regressions, each the result of applying @intercept to each column of m.
Examples
vector trend = @grid(0, 10000, 10001)
matrix m1 = @hcat(1+0.5*trend, 1+2*trend) + @mnrnd(10001, 2)
= @cintercept(m1)
produces a vector of two elements, both of which should be approximately 1.
Cross-references