fips.Estimator.reduced_chi2#

property Estimator.reduced_chi2: float#

Reduced Chi-squared statistic. Tarantola (1987).

\[\begin{split}\\chi^2 = \\frac{1}{n_z} ((z - H\\hat{x})^T S_z^{-1} (z - H\\hat{x}) + (\\hat{x} - x_0)^T S_0^{-1} (\\hat{x} - x_0))\end{split}\]

Note

I can’t find a copy of Tarantola (1987) to verify this equation, but it appears in Kunik et al. (2019) https://doi.org/10.1525/elementa.375