Given a per-observation score matrix, aggregates by cluster and forms \(V_{CL} = c \cdot V_p M_{CL} V_p + B_2\) with HC1 correction.
assemble_cluster_sandwich(scores, cluster_id, Vp, B2)A p x p covariance matrix.
Per-observation score matrix (n_obs x p).
Cluster membership vector.
Bayesian posterior covariance (p x p).
Bias correction matrix (p x p, or scalar 0).