The convergence criterion.
A double scalar specifying the convergence criterion.
Convergence is assumed when the maximum relative change in any coefficient estimate is less than ConvergenceTolerance from one iteration to the next or when the relative change in the log-likelihood, OptimizedCriterion, from one iteration to the next is less than ConvergenceTolerance/100. ConvergenceTolerance must be greater than 0.
By default, ConvergenceTolerance = .001.
| Exception Type | Condition |
|---|---|
| ArgumentException | is thrown if ConvergenceTolerance is or equal to 0 |
CategoricalGenLinModel Class | Imsl.Stat Namespace