The tolerance level used to determine convergence of the nonlinear least-squares algorithm.
A double
scalar containing the tolerance level used to determine convergence of the nonlinear least-squares algorithm.
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
= .
ARMA Class | Imsl.Stat Namespace