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DOC: update doc to reflect new collinearity tolerance
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jeffgortmaker committed Apr 10, 2022
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4 changes: 2 additions & 2 deletions pyblp/options.py
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element in :math:`R` has a magnitude less than ``collinear_atol + collinear_rtol * sd`` where ``sd`` is the column's
standard deviation.
The default absolute tolerance is ``1e-14``. To disable collinearity checks, set
The default absolute tolerance is ``1e-10``. To disable collinearity checks, set
``pyblp.options.collinear_atol = pyblp.options.collinear_rtol = 0``.
collinear_rtol : `float`
Relative tolerance for detecting collinear columns, which is by default also ``1e-14``.
Relative tolerance for detecting collinear columns, which is by default also ``1e-10``.
psd_atol : `float`
Absolute tolerance for detecting non-positive semidefinite matrices. For example, this check is applied to any
custom weighting matrix, :math:`W`.
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