IRIS Toolbox Reference Manual

## covmat

Covariance matrix prior dummy observations for BVARs

#### Syntax

    O = BVAR.covmat(C,Rep)

#### Input arguments

- `C` [ numeric ] - Prior covariance matrix of residuals; if `C` is a vector it will be converted to a diagonal matrix.

- `Rep` [ numeric ] - The number of times the dummy observations will be repeated.

#### Output arguments

- `O` [ bvarobj ] - BVAR object that can be passed into the `VAR/estimate` function.

#### Description

#### Example

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