ARMAEstimateMissing.RelativeError Property

ARMAEstimateMissingRelativeError Property

The relative error used for the MethodOfMoments and LeastSquares estimation methods.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

public double RelativeError { get; set; }

Public Property RelativeError As Double
	Get
	Set

public:
property double RelativeError {
	double get ();
	void set (double value);
}

member RelativeError : float with get, set

Property Value

Type: Double
A double scalar containing the stopping criterion for use in the nonlinear equation solver used in both the method of moments and least-squares algorithm.

Remarks

By default, RelativeError = 100 * 2.2204460492503131e-16.

Reference

ARMAEstimateMissing Class

Imsl.Stat Namespace