ENH: Add api for covstruct. Clear __init__. Closes #1917.

covstruct: The code is currently only useful for GEE. It's tightly integrated with the GEE class
We need more general covariance estimators, for example Kevin add a newey west covariance similar to the inner part of the sandwiches.
So I'd like to reserve any generic `covariance` name for when we have useful standalone functions.