Compute the sampling covariance matrix for the combined covariance matrix

Compute the sampling covariance matrix for the combined covariance matrix

Usage

covcomb_compute_sampling_covariance(
  psi,
  partial_covs,
  var_indices,
  degrees_freedom
)

Arguments

psi

Combined covariance matrix

partial_covs

List of partial covariance matrices

var_indices

List of variable indices for each partial covariance matrix

degrees_freedom

Degrees of freedom for each partial covariance matrix

Value

Sampling covariance matrix for the combined covariance matrix