IMSL C# Numerical Library

KalmanFilter.Tolerance Property

The tolerance used in determining linear dependence.

public double Tolerance {get; set;}

Property Value

A double scalar containing the tolerance used in determining linear dependence.

Remarks

By default, Tolerance = 100.0*2.2204460492503131e-16.

See Also

KalmanFilter Class | Imsl.Stat Namespace