transformation of tvp parameters into kalman compatible ones
CALLING SEQUENCE
[Q,R]=tvp_param2(param)
PARAMETERS
Input
* param = vector of parameters
Output
* Q = variance of the state equation
* R = variance of the observation equation
DESCRIPTION
In a time-varying estimation, transforms the vectors parameters into their matrix and vectors counterpart in the corresponding Kalman filter.
NOTE: Q is assumed diagonal and priorb0 is estimated
EXAMPLE
// This function should have no other use than providing the transformation of the parameters// that must be estimated into the matrices used in the kalman filter.