Clarfication on coverage computation
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stefangachter commented
The navigation package references https://ieeexplore.ieee.org/document/10104150. Therein, the confidence interval for computing the coverage of NEES is defined as:
The degree of freedom of the chi-squared distribution where N is the number of simulations (samples) if I am not mistaken. However, the implementation uses the dimension of the error vector as the degree of freedom:
Line 62 in a0b127b
Thus, I am wondering which one is correct. Can somebody clarify my confusion?
stefangachter commented
Considering it again, then the implementation is correct, it should be the dimension of the error vector. The single-sided bound is computed for a single experiment, i.e. N=1, and, thus, the remaining degree of freedom is given by the dimension of the error vector.