IMCMCParameters.IterationsToDiscard

Fore Syntax

IterationsToDiscard: Integer;

Fore.NET Syntax

IterationsToDiscard: integer;

Description

The IterationsToDiscard property determines the number of excluded iterations.

Comments

By default 300 excluded iterations are set.

To determine the number of iterations, use the IMCMCParameters.NumOfIterations property.

Fore and Fore.NET Examples

The property use is given in the example for ISmMarkovSwitchingGARCH.MCMCParameters.

See also:

IMCMCParameters