ARMAMaxLikelihood.GradientTolerance Property

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; }

Public Property GradientTolerance As Double
	Get
	Set

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

member GradientTolerance : float with get, set

Type: Double
A double scalar containing the tolerance used for numerically estimating the gradient by differences.

Remarks

By default, GradientTolerance = 1e-04.