IMSL C# Numerical Library

CategoricalGenLinModel.ConvergenceTolerance Property

The convergence criterion.

public virtual double ConvergenceTolerance {set;}

Property Value

A double scalar specifying the convergence criterion.

Remarks

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.

Exceptions

Exception TypeCondition
ArgumentException is thrown if ConvergenceTolerance is or equal to 0

See Also

CategoricalGenLinModel Class | Imsl.Stat Namespace