agramfort/mne-python — comment on commit 0c22e6093c8ba04d800ec856e3363b3d13c257a0
File:  line 0
By agramfort:

> Wouldn't it be better to use a weighted sum, i.e.,
>
> data = (n_free_1 * data_1 + n_free_2 * data_2) / (n_free_1 + n_free_2)
>
> Like this, the sum covariance would be closer to "cov(np.r_[timeseries_1, timeseries_2])" (it is still not perfect since we already subtracted the mean).

oops you're right. Let me fixed that. I had not paid attention that is
was already divided by n_samples.