Module statistics 

Consistency of a fit with its prior, and agreement between two estimates.

Structs

Consistency

A χ² test: the statistic q, its degrees of freedom dof, and the probability p of a q at least as large under the hypothesis tested.

Functions

agreement

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.

consistency

The consistency of the fitted values estimate of a prior’s parameters with it, in the prior’s order, given the fit’s covariance posterior of them.