Sets backcasting option.
Namespace:
Imsl.Stat
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
| C# |
|---|
public void SetBackcasting(
int maxBackcast,
double tolerance
) |
| Visual Basic (Declaration) |
|---|
Public Sub SetBackcasting ( _
maxBackcast As Integer, _
tolerance As Double _
) |
| Visual C++ |
|---|
public:
void SetBackcasting(
int maxBackcast,
double tolerance
) |
Parameters
- maxBackcast
- Type: System..::.Int32
An int scalar containing the maximum length of backcasting and
must be greater than or equal to 0. By default, maxBackcast = 10.
- tolerance
- Type: System..::.Double
A double scalar containing the tolerance level used to
determine convergence of the backcast algorithm. Typically,
tolerance is set to a fraction of an estimate of the standard
deviation of the time series. By default, tolerance = 0.01 *
standard deviation of z.
See Also
