We consider the non-aggregate model with structural changes.
We keep index numbers to indM1 and indM2 together with state number vector sind
for the case with a single break. Then we set
k1=k[indM1[.,sind[t+1]]] for the first group
and
k1=k[indM2[.,sind[t+1]]] for the second group.
If we have two breaks, we will have
k1=k[indM3[.,sind[t+1]]] for the last group.
In general, we keep index numbers to indMs that is (n x dim) x dim matrix.
We pick every n elements in order.
