Closed elray1 closed 3 years ago
The intercept parameter will be a single real number. To handle this in the filtering, set up a column vector c of length m with first entry equal to the intercept parameter and all others 0.
We should see if we can figure out how to make this optional. One possibility:
include_intercept
The intercept parameter will be a single real number. To handle this in the filtering, set up a column vector c of length m with first entry equal to the intercept parameter and all others 0.