Bugfixes for correlated shocks

Uses preprocessing capabilities introduced in 07137e804b34a0e615398cb7cb5876f4a9027274

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
Merge pull request #511 from JohannesPfeifer/Correlated_errors_preprocessor

Bugfixes for correlated shocks