def S_white(x, d):
 r = np.ones(d.shape[1])
 return aggregate_cov(x, d, r=r, weights=None)

def S_white ( x , d ) : r = np . ones ( d . shape [ 1 ] ) return aggregate_cov ( x , d , r = r , weights = None )
simple white heteroscedasticity robust covariance note: calculating this way is very inefficient .