The convergence criterion.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0

Syntax

C#
public virtual double ConvergenceTolerance { set; }
Visual Basic (Declaration)
Public Overridable WriteOnly Property ConvergenceTolerance As Double
Visual C++
public:
virtual property double ConvergenceTolerance {
	void set (double value);
}

Field Value

A double scalar specifying the convergence criterion.

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.

Exceptions

ExceptionCondition
System..::.ArgumentException is thrown if ConvergenceTolerance is or equal to 0

See Also