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  • Johannes Pfeifer's avatar
    Bugfixes for correlated shocks · fddee8e1
    Johannes Pfeifer authored
    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
    fddee8e1