pub fn agreement(a: &Prior, b: &Prior) -> Result<Consistency, FittingError>Expand description
The agreement of two independent estimates a and b of the same
parameters, each a mean with its covariance:
q = dᵀ(C_a + C_b)⁻¹d, with d the difference of the means, follows χ²
with as many degrees of freedom as parameters when both estimate the same
values.
§Errors
FittingError::InvalidConfig if a and b are over different
parameters, either has a mean that is not finite or a measured sd not
finite and positive, or q is not a number, as overflow in whitening can
give; FittingError::EvaluationFailed if C_a + C_b is
not positive definite in floating point.