IMSL C# Numerical Library

ARMAMaxLikelihood.GradientTolerance Property

The gradient tolerance for the convergence algorithm.

public double GradientTolerance {get; set;}

Property Value

A double scalar containing the tolerance used for numerically estimating the gradient by differences.

Remarks

By default, GradientTolerance = 1e-04.

See Also

ARMAMaxLikelihood Class | Imsl.Stat Namespace