ts_change {noisyCE2}

Time series change stopping rule

Description

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.

Usage

ts_change(x, reltol = 1e-04, tol = 1e-12)

Arguments

x

numeric vector of last \gamma_n values, as selected by the function passed to noisyCE2() through the argument stopwindow.

reltol

relative changes smaller than tol stop the algorithm.

tol

changes smaller than tol stop the algorithm.

Value

A numeric indicating whether the algorithm has converged:

0

the algorithm has converged.

1

the algorithm has not converged.

See Also

Other stopping rules: geweke()