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CategoricalGenLinModelConvergenceTolerance Property
The convergence criterion.

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

Property Value

Type: Double
A double scalar specifying the convergence criterion.
Exceptions
ExceptionCondition
ArgumentException is thrown if ConvergenceTolerance is or equal to 0
Remarks

Convergence is assumed when the maximum relative change in any coefficient estimate is less than ConvergenceTolerance from one iteration to the next or when the relative change in the log-likelihood, OptimizedCriterion, from one iteration to the next is less than ConvergenceTolerance/100. ConvergenceTolerance must be greater than 0.

By default, ConvergenceTolerance = .001.

See Also