11.7.2. Defining the TCirce properties

Once the TCirce object has been constructed, it is possible to configure several hyperparameters of the algorithm.

The first one is the tolerance parameter used as a stopping criterion. Its default value is 1.0e-5, but it can be modified with the setTolerance method, whose prototype is the following:

setTolerance(dtol)

This method accepts a single argument: a double precision value defining the new tolerance.

It is also possible to provide initial values for the algorithm:

• an initial vector of biases (default value is null vector), set with setBVectorInitial;

• an initial correlation matrix (default value is identity matrix), set with setCMatrixInitial.

setBVectorInitial(vec)
setCMatrixInitial(mat)

Each method accepts a single argument, namely the initial TVectorD (for the biases) or the initial TMatrixD (for the correlation matrix).

Finally, the user can define the number of iterations for running the algorithm with different initial correlation matrices (default value is 1) using the setNCMatrix method, whose prototype is the following:

setNCMatrix(n)

This method accepts a single integer argument that sets the number of iterations.

All these methods have corresponding getter functions, which allow retrieving the current values:

• getTolerance returns the tolerance (double),

• getBVectorInitial returns the initial bias vector (TVectorD),

• getCMatrixInitial returns the initial correlation matrix (TMatrixD),

• getNCMatrix returns the number of iterations (integer).