Hi Sebastien (et al)
On our EstimationModule design wiki page http://www.dynare.org/DynareWiki/EstimationModule we have few _id vectors indexing shocks and measurement errors correlation parameters into xparam1 such as..
*
ncx_id ncx by 1 vector of integers.(for estimated structural shock correlations). .
*
ncn_id ncn by 1 vector of integers (estimated measurement error correlations).
We have those *_id's indices into xparam1 but what indices are there into Q and H matrices respectively , including for pairs of (symmetric) coordinates on the lines of
estim_params_.corrx(i,1); and k1 = options_.lgyidx2varobs(estim_params_.corrn(i,1)); *used in DsgeLikelihood.m*?
Shall we continue to use those as separate entities in estim_params_, including. estim_params_.var_exo and estim_params_.var_endo, or store separate new ones into the new EstimationModule params structure?