The convergence criterion used to terminate the iterations.
A double
used to terminate the iterations.
For the least squares and and maximum likelihood methods convergence is assumed when the relative change in the criterion is less than ConvergenceCriterion1
. For alpha factor analysis, convergence is assumed when the maximum change (relative to the variance) of a uniqueness is less than ConvergenceCriterion1
. ConvergenceCriterion1
is not referenced for the other estimation methods. By default, ConvergenceCriterion1
is set to 0.0001.
FactorAnalysis Class | Imsl.Stat Namespace