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  • Johannes Pfeifer's avatar
    Fix several bugs related to estimated measurement errors · 7518072e
    Johannes Pfeifer authored
    1. The first call to set_prior overwrote the first column of
    estim_params_.var_endo storing the position of the variable with
    measurement error in M_.endo_names with the position in
    options_.var_obs. All subsequent calls to set_prior then lead to
    crashes.
    2. At the same time, for correlations of ME, the first column of
    estim_params_.corrn still stored the position of the variable with
    measurement error in M_.endo_names. But subsequent calls to it were done
    as if it stored the position in options_.var_obs
    
    I introduced two new variables in estim_params_ storing the respective
    positions in var_obs so as to not necessitate changes in the
    preprocessors.
    
    3. For cases of calibrated measurement error correlations, the
    covariance matrix was not updated.
    
    4. Fixing a lot of smaller bugs related to measurement errors, including
    some copy and paste errors
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    7518072e