Dakota Reference Manual  Version 6.4
Large-Scale Engineering Optimization and Uncertainty Analysis
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gr_threshold


Convergence tolerance for the Gelman-Rubin statistic

Topics

This keyword is related to the topics:

Specification

Alias: none

Argument(s): REAL

Default: 1.2

Description

The gr_threshold is the convergence tolerance for the Gelman-Rubin statistic which will govern the convergence of the multiple chain process.