@cintercept |

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