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function set_shocks_param(xparam1)
% Copyright (C) 2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global estim_params_ M_
nvx = estim_params_.nvx;
ncx = estim_params_.ncx;
np = estim_params_.np;
Sigma_e = M_.Sigma_e;
offset = 0;
if nvx
offset = offset + nvx;
var_exo = estim_params_.var_exo;
for i=1:nvx
k = var_exo(i,1);
Sigma_e(k,k) = xparam1(i)^2;
end
end
if ncx
offset = offset + estim_params_.nvn;
corrx = estim_params_.corrx;
for i=1:ncx
k1 = corrx(i,1);
k2 = corrx(i,2);
Sigma_e(k1,k2) = xparam1(i+offset)*sqrt(Sigma_e_(k1,k1)*Sigma_e_(k2,k2));
Sigma_e(k2,k1) = Sigma_e_(k1,k2);
end
end
M_.Sigma_e = Sigma_e;
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