% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
Sigma_e_calibrated=M.Sigma_e;
H_calibrated=M.H;
%check covariance for structural errors
covariance_pos=find(tril(Sigma_e_calibrated,-1));%off-diagonal elements set by covariances before updating correlation matrix to reflect estimated covariances
covariance_pos_ME=find(tril(H_calibrated,-1));%off-diagonal elements set by covariances before updating correlation matrix to reflect estimated covariances
%locally updated M
M=set_all_parameters(xparam1,estim_params,M);
correlation_pos=find(tril(M.Correlation_matrix,-1));%off-diagonal elements set by correlations after accounting for estimation
[rows,columns]=ind2sub(size(M.Sigma_e),calibrated_covariance_pos);%find linear indices of lower triangular covariance entries
estim_params.calibrated_covariances.position=[calibrated_covariance_pos;sub2ind(size(M.Sigma_e),columns,rows)];%get linear entries of upper triangular parts
[rows,columns]=ind2sub(size(M.H),calibrated_covariance_pos_ME);%find linear indices of lower triangular covariance entries
estim_params.calibrated_covariances_ME.position=[calibrated_covariance_pos_ME;sub2ind(size(M.H),columns,rows)];%get linear entries of upper triangular parts