ts_change {noisyCE2} | R Documentation |
Deterministic stopping rule based on the last change in the value of
\gamma_n
. Changes smaller than tol
, or relative changes
smaller than reltol
stop the algorithm. This criterion is suitable
only in case of deterministic objective functions.
ts_change(x, reltol = 1e-04, tol = 1e-12)
x |
|
reltol |
relative changes smaller than |
tol |
changes smaller than |
A numeric
indicating whether the algorithm has converged:
0 |
the algorithm has converged. |
1 |
the algorithm has not converged. |
Other stopping rules:
geweke()