NearestCorrelationMatrixTerminationReason Enumeration

Indicates why a nearest-correlation matrix calculation ended.

Definition

Namespace: Numerics.NET.Statistics
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.10.0

public enum NearestCorrelationMatrixTerminationReason

Visual Basic

Public Enumeration NearestCorrelationMatrixTerminationReason

C++/CLI

public enum class NearestCorrelationMatrixTerminationReason

type NearestCorrelationMatrixTerminationReason

Converged	0	The alternating-projection stopping measure reached its threshold.
IterationLimitReached	1	The iteration budget was exhausted before reaching the stopping threshold.
DirectApproximationCompleted	2	Scaled projection completed its direct approximation, without a nearest-matrix convergence test.
NumericalFailure	3	A result or required diagnostic calculation could not be evaluated finitely.