aggregate_errors combines two or more error objects
an error object or a list of error objects
depth to check for an error object
When only a single argument is provided, it should be a list
of error objects. When multiple arguments are provided, they
will be combined into a list using
In the simplest case where
x is a list of error objects,
the function will return the error statistics of the combined
sample, which can be done by appropriately weighting the error
A single error object or a list of error objects
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