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Solve the following problem using Python, implementing the functions described below, one line at a time
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Description:

def _initialize_connection(api_key, app_key):
    '''
    Initialize Datadog connection
    '''
    if api_key is None:
        raise SaltInvocationError('api_key must be specified')
    if app_key is None:
        raise SaltInvocationError('app_key must be specified')
    options = {
        'api_key': api_key,
        'app_key': app_key
    }
    datadog.initialize(**options)