IMSL C# Numerical Library

ARMA.ConvergenceTolerance Property

The tolerance level used to determine convergence of the nonlinear least-squares algorithm.

public double ConvergenceTolerance {get; set;}

Property Value

A double scalar containing the tolerance level used to determine convergence of the nonlinear least-squares algorithm.

Remarks

ConvergenceTolerance represents the minimum relative decrease in sum of squares between two iterations required to determine convergence. Hence, ConvergenceTolerance must be greater than or equal to 0. By default ConvergenceTolerance = 10^{-20}.

See Also

ARMA Class | Imsl.Stat Namespace