ARMA.ConvergenceTolerance Property

ARMAConvergenceTolerance Property

The tolerance level used to determine convergence of the nonlinear least-squares algorithm.

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

Syntax

public double ConvergenceTolerance { get; set; }

Public Property ConvergenceTolerance As Double
	Get
	Set

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

member ConvergenceTolerance : float with get, set

Property Value

Type: Double
A double scalar containing the tolerance level used to determine convergence of the nonlinear least-squares algorithm.

Remarks

ConvergenceTolerance represents the minimum relative decrease in sum of squares between two iterations required to determine convergence. Hence, ConvergenceTolerance must be greater than or equal to 0. By default ConvergenceTolerance = $10^{-20}$ .

Reference

ARMA Class

Imsl.Stat Namespace