IMSL C# Numerical Library

ARMAEstimateMissing.ConvergenceTolerance Property

The covergence tolerance used by the AR_1 and AR_p missing value estimation methods.

public double ConvergenceTolerance {get; set;}

Property Value

A double scalar value. By default, ConvergenceTolerance = 1.0e-09.

See Also

ARMAEstimateMissing Class | Imsl.Stat Namespace