diff --git a/matlab/dsge_likelihood.m b/matlab/dsge_likelihood.m index 49a27a7eced310ce413288858773474c6ed778a8..ae9babbc24c3abd21517cec0d58853b9a51d978d 100644 --- a/matlab/dsge_likelihood.m +++ b/matlab/dsge_likelihood.m @@ -670,7 +670,7 @@ singularity_has_been_detected = false; if ((kalman_algo==1) || (kalman_algo==3))% Multivariate Kalman Filter if no_missing_data_flag && ~DynareOptions.occbin.likelihood.status if DynareOptions.block - LIK = block_kalman_filter(T,R,Q,H,Pstar,Y,start,Z,kalman_tol,riccati_tol, Model.nz_state_var, Model.n_diag, Model.nobs_non_statevar); + [LIK,lik] = block_kalman_filter(T,R,Q,H,Pstar,Y,start,Z,kalman_tol,riccati_tol, Model.nz_state_var, Model.n_diag, Model.nobs_non_statevar); elseif DynareOptions.fast_kalman_filter if diffuse_periods %kalman_algo==3 requires no diffuse periods (stationary