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adds class for covariance for using with linearmodels inheriting from HomoskedasticCovariance

@amichuda amichuda linked an issue Oct 12, 2022 that may be closed by this pull request
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amichuda commented Oct 12, 2022

@s3alfisc

It seems fairly straightforward to implement this. Most of fun is done in one function cov in this function. I'm not clear though on what the bootalgo function returns. Is it supposed to be a test statistic or a covariance matrix? If the latter, then we can just pop the function in and we should be done.

Also, don't merge it yet as I think we should merge this in once boot_algo3 and other associated pull requests are merged first

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