IMSL C# Numerical Library

InverseCdf.Tolerance Property

The tolerance to be used as the convergence criterion.

public double Tolerance {get; set;}

Property Value

A double scalar value representing the convergence criterion.

Remarks

When the relative change from one iteration to the next is less than tolerance, convergence is assumed. The default value for tolerance is 0.0001.

See Also

InverseCdf Class | Imsl.Stat Namespace