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Closes #112, #514

Bugfixes for correlated shocks

Uses preprocessing capabilities introduced in 07137e80

Fixes #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

Add function to check covariances for consistency

adding comments

Add options for providing the variances, an identity matrix , and user specified matrices as proposal densities

Deals with #507 and #112
Includes a unit test

Closes #515

Closes #507

Add more explicit information in case of singularity problem

It is not clear what we should do in that case anyways.

If the homogeneized equation evaluates to zero, then we skip the
test (otherwise the 2nd derivative of the log is infinite, and the test fails
while it should not necessarily).

Closes #506

Various fixes by Ferhat

Johannes Pfeifer authored Oct 27, 2013 and Stéphane Adjemian committed Oct 28, 2013

Fixes #508

(cherry picked from commit 8ce11bc8)

Add a flag for calib_smoother command and apply a setup similar to the one used for stoch_simul command:
- Add auxiliary variables for leaded and lagged exogenous
- Set the cutoff applied to the Jacobian at zero for the static and the dynamic models

Fixes #508

Fix variable name and document saving of conditional forecasts

Improve on documentation regarding treatment of predetermined variables

reporting: change series class name to report_series to avoid conflict with control systems toolbox function series