apollo_addCovariance {apollo}

Adds covariance matrix to Apollo model

Description

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.

Usage

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.

Value

model.