Gretl Manual: Gnu Regression, Econometrics and Time-series Library
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# Controlling termination

The NLS estimation procedure is an iterative process. Iteration is terminated when a convergence criterion is met or when a set maximum number of iterations is reached, whichever comes first. The maximum number of iterations is `100*(k+1)` when analytical derivatives are given and `200*(k+1)` when numerical derivatives are used, where `k` denotes the number of parameters being estimated. The convergence criterion is that the relative error in the sum of squares, and/or the relative error between the the coefficient vector and the solution, is estimated to be no larger than some small value. This "small value" is by default the machine precision to the power 3/4, but it can be set with the `genr` command using the special variable `toler`. For example

    genr toler = .0001

will relax the tolerance to 0.0001.

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