efp.matrix: implement lrvar and vcov parameters

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#32 opened on Mar 12, 2021 2 comments 0 reactions 1 assignee View on GitHub

@appelmar is already working on this.

Since Mar 12, 2021.

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Description

enhancement

@appelmar Could you check this part? Achim implemented two optional parameters to efp[.formula], could this be ported to the matrix function as well? Or maybe we should merge the two functions so that changes like that are easier to integrate?

Originally posted by @GreatEmerald in https://github.com/bfast2/strucchangeRcpp/pull/29#discussion_r584194275

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