The tolerance used in determining linear dependence.

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

Syntax

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

Field Value

A double value used in determining linear dependence.

Default: Tolerance = 0.22204460492503130808e-14.

Remarks

When linear dependence is detected, a RankDeficientException is thrown and no results are computed. Computations for a rank deficient model can be forced to continue by specifying a negative tolerance. If Tolerance is negative, the absolute value of Tolerance will be used to determine linear dependence, but computations will proceed with a rank deficient warning. In this case the results should be carefully inspected and used with caution.

See Also