Syntax
where N1, N2, ..., are the names of elements or bases.
The intention of this command is to perform coherence checking prior to
carrying out an adjustment of a collection B by a collection D. To
use the command, it is necessary first that the collection B be
prepared for adjustment. That is, B must be currently defined to be the
collection being adjusted. This is the case when you have already
performed an adjustment, as in
Otherwise, a collection can be prepared for adjustment by issuing the
command
Suppose that we gather the
elements and bases supplied as arguments to the command into the
collection D. The COHERENCE: command now checks the coherence
of the variance matrix specified over B and D jointly.
The effect of the command is essentially to perform the same kind of
preliminary coherence check that is ordinarily made when you issue an
ADJUST: type command. See §6.2 for details of
specifying collections for the definition part.
The command will be applied typically to checking the coherence of
beliefs expressed about second-order exchangeable sequences as outlined
in §16.1. Suppose that
To use the COHERENCE: command, you must set the infovar
control to point to the belief store containing U+G and the
modelvar control to point to the belief store containing G.
One coherence check then is to check that both G and U are
nonnegative definite.
Note that, to use the infinite exchangeability representation, the
collection formed by B and the mean components of D must
have a nonnegative definite joint variance matrix.
To check that a single variance matrix is nonnegative definite, the
COHERENCE: command can be used in exactly the same way, but with
the modelvar and infovar controls pointing to the same
belief store. In such a case the variance matrix for the collection D
in the inidicated belief store has its coherence checked.
Data are not
taken into account.
is the 
observation on the vector D. The variance matrices of interest are
, 
, and U, the
difference between them. Usually, U+G and G are specified directly,
rather than U and G being specified.
