=> Removed the first test (calibrated covariance of structural
shocks). We probably want to put it back, but need to change
the model for that (by adding e_f in the model).
Uses preprocessing capabilities introduced in 07137e804bFixes#392 and #494. Also fixes a bug in the checking for positive definiteness of covariance matrices in likelihood functions
Allows for calibrated covariances by reading them out and setting them after covariance matrix has been reconstructed from correlation and variances.
Adds unit test
Johannes Pfeifer
Stéphane Adjemian (Hermes)
Johannes Pfeifer