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ARMAMaxLikelihoodGradientTolerance Property
The gradient tolerance for the convergence algorithm.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax
public double GradientTolerance { get; set; }

Property Value

Type: Double
A double scalar containing the tolerance used for numerically estimating the gradient by differences.
Remarks
By default, GradientTolerance = 1e-04.
See Also