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?