def METHOD_NAME(cls, covar_list):
    """Stack sub-covariance matrices from list
    Parameters
    ----------
    covar_list : list of `Covariance`
        List of sub-covariances
    Returns
    -------
    covar : `Covariance`
        Stacked covariance
    """
    parameters = Parameters.METHOD_NAME([_.parameters for _ in covar_list])
    covar = cls(parameters)
    for subcovar in covar_list:
        covar.set_subcovariance(subcovar)
    return covar