apollo_addCovariance function

Adds covariance matrix to Apollo model

Receives an estimated model object, calculates its Hessian, and classical and robust covariance matrix, and returns the same model object, but with these additional elements.

apollo_addCovariance(model, apollo_inputs)

Arguments

• model: Model object. Estimated model object as returned by function apollo_estimate .
• apollo_inputs: List grouping most common inputs. Created by function apollo_validateInputs .

Returns

model.