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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; }

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}.

See Also