Add posterior distribution of contemporaneous correlations
Currently, we only save the covariances, but users often want correlations, see e.g. http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=6968.
Currently, we only save the covariances, but users often want correlations, see e.g. http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=6968.