The convergence criterion used to terminate the iterations.
Namespace:
Imsl.Stat
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
C# |
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public double ConvergenceCriterion1 { get; set; } |
Visual Basic (Declaration) |
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Public Property ConvergenceCriterion1 As Double |
Visual C++ |
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public: property double ConvergenceCriterion1 { double get (); void set (double value); } |
Field Value
A double used to terminate the iterations.
Remarks
For the least squares and and maximum likelihood methods convergence
is assumed when the relative change in the criterion is less than
ConvergenceCriterion1. For alpha factor analysis, convergence
is assumed when the maximum change (relative to the variance) of a
uniqueness is less than ConvergenceCriterion1.
ConvergenceCriterion1 is not referenced for the other
estimation methods. By default, ConvergenceCriterion1 is set
to 0.0001.