IMSL C# Numerical Library

ARMAMaxLikelihood.Tolerance Property

The tolerance for the convergence algorithm.

public double Tolerance {get; set;}

Property Value

A double scalar containing the value to use for the convergence tolerance during maximum likelihood estimation.

Remarks

By default, Tolerance = 2.220446049e-016.

See Also

ARMAMaxLikelihood Class | Imsl.Stat Namespace