combine_cov_estimates
combine_cov_estimates(batch_mean_cov, b)
| batch_mean_cov | the matrix which contains estimated means and covariance for each batch of data. For n variable, and k batches, it is (n+1)*(n.k) size, with the first row being the means and rest of the rows being the covariance matrices. Covariance matrices were concatenated column-wise resulting in n.k columns. |
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| b | a vector containing number of samples in each batch of data |