merge_moments_and_count_bivar {hermiter}

Internal method to consistently merge the number of observations, means and variances of two bivariate Hermite estimators

Description

The algorithm to merge the variances consistently comes from Schubert, Erich, and Michael Gertz. "Numerically stable parallel computation of (co-) variance." Proceedings of the 30th International Conference on Scientific and Statistical Database Management. 2018.

Usage

merge_moments_and_count_bivar(hermite_estimator1, hermite_estimator2)

Arguments

hermite_estimator1

A hermite_estimator_bivar object.

hermite_estimator2

A hermite_estimator_bivar object.

Value

An object of class hermite_estimator_bivar