IMSL C# Numerical Library

ARMA.RelativeError Property

The stopping criterion for use in the nonlinear equation solver.

public double RelativeError {get; set;}

Property Value

A double scalar containing the stopping criterion for use in the nonlinear equation solver used in both the method of moments and least-squares algorithms.

Remarks

By default, RelativeError = 100 * 2.2204460492503131e-16.

See Also

ARMA Class | Imsl.Stat Namespace