Discuss merging dsge_simulated_theoretical_correlation and dsge_simulated_theoretical_covariance
options_.ar = 0 before calling
dsge_simulated_theoretical_correlation again calls
th_autocovariances and therefore recomputes the variance. One call with
options_.nar would suffice. This inefficiency is even more pronounced at higher order with
pruning where we need to call
We should either
- Merge the two functions.
dsge_simulated_theoretical_covariancecompute and store everything and only use
dsge_simulated_theoretical_correlationto fill the fields.