fips.posterior.Solution.chi2_tests

Solution.chi2_tests()

Return Rodgers’ four chi-squared tests, each its chi-squared and degrees of freedom.

Keyed innovation (\(z - H x_0 - c\)), residual (\(z - H \hat{x} - c\)), modeled_increment (\(H (\hat{x} - x_0)\)) and increment (\(\hat{x} - x_0\)): for each, \(v^T C^{+} v\) and the rank of \(C\), its covariance (Posterior.chi2_tests(), which adds the p-values). A method whose estimate is linear in the observations gives two pairs of the same numbers.

Return type:

dict[str, tuple[float, int]]