Correctly update covariance matrix of shocks for posterior draws

(cherry picked from commit b333f6bf)

matlab/dsge_simulated_theoretical_correlation.m

@@ -104,6 +104,7 @@ for file = 1:NumberOfDrawsFiles
     for linee = 1:NumberOfDraws
         linea = linea+1;
         if isdrsaved
+            M_=set_parameters_locally(M_,pdraws{linee,1});% Needed to update the covariance matrix of the state innovations.
             dr = pdraws{linee,2};
         else
             M_=set_parameters_locally(M_,pdraws{linee,1});

matlab/dsge_simulated_theoretical_covariance.m

@@ -103,6 +103,7 @@ for file = 1:NumberOfDrawsFiles
     for linee = 1:NumberOfDraws
         linea = linea+1;
         if isdrsaved
+            M_=set_parameters_locally(M_,pdraws{linee,1});% Needed to update the covariance matrix of the state innovations.
             dr = pdraws{linee,2};
         else
             M_=set_parameters_locally(M_,pdraws{linee,1});

matlab/dsge_simulated_theoretical_variance_decomposition.m

@@ -111,6 +111,7 @@ for file = 1:NumberOfDrawsFiles
     for linee = 1:NumberOfDraws
         linea = linea+1;
         if isdrsaved
+            M_=set_parameters_locally(M_,pdraws{linee,1});% Needed to update the covariance matrix of the state innovations.
             dr = pdraws{linee,2};
         else
             M_=set_parameters_locally(M_,pdraws{linee,1});