fixed issues with estimation of non-stationary models. Option lik_init=2

is contradictory with diffuse_filter or unit_root_variables
declaration. Models with non-stationary variables, but only stationary
observed variables need diffuse_filter option and make a useless call
to kalman_filter_d (this seems better than trying to distinguish these
rare cases)

matlab/dynare_estimation_init.m

@@ -69,8 +69,13 @@ end
 % Set options_.lik_init equal to 3 if diffuse filter is used or
 % kalman_algo refers to a diffuse filter algorithm.
 if (options_.diffuse_filter==1) || (options_.kalman_algo > 2)
+    if options_.lik_init == 2
+        error(['options diffuse_filter, lik_init and/or kalman_algo have ' ...
+               'contradictory settings'])
+    else
         options_.lik_init = 3;
     end
+end
 
 % If options_.lik_init == 1
 %  set by default options_.qz_criterium to 1-1e-6

matlab/kalman/likelihood/kalman_filter_d.m

@@ -58,6 +58,7 @@ t    = start;              % Initialization of the time index.
 dlik = zeros(smpl,1);      % Initialization of the vector gathering the densities.
 dLIK = Inf;                % Default value of the log likelihood.
 oldK = Inf;
+s    = 0;
 
 while rank(Pinf,kalman_tol) && (t<=last)
     s = t-start+1;

tests/arima/mod1c.mod

@@ -23,5 +23,4 @@ stderr y,INV_GAMMA_PDF,0.01,inf;
 end;
 
 varobs x y;
-unit_root_vars x y;
 estimation(datafile=data1,nobs=1000,mh_replic=2000,lik_init=2,mh_jscale=1.2);
\ No newline at end of file

tests/arima/mod2a.mod

@@ -29,5 +29,4 @@ end;
 
 varobs dx dy;
 
-unit_root_vars x y;
-estimation(datafile=data2,nobs=100,mh_replic=0,lik_init=2);
+estimation(datafile=data2,nobs=100,mh_replic=0,diffuse_filter);

tests/arima/mod2b.mod

@@ -29,5 +29,4 @@ end;
 
 varobs x y;
 
-unit_root_vars x y;
-estimation(datafile=data2,nobs=100,mh_replic=0,lik_init=2);
+estimation(datafile=data2,nobs=100,mh_replic=0,diffuse_filter);

tests/arima/mod3a.mod

-var dx dy;
-varexo e_x e_y;
-
-parameters rho_x rho_y;
-
-rho_x = 0.5;
-rho_y = -0.3;
-
-model;
-dx = rho_x*dx(-1)+e_x;
-dy = rho_y*dy(-1)+e_y;
-end;
-
-estimated_params;
-rho_x,NORMAL_PDF,0.5,0.1;
-rho_y,NORMAL_PDF,-0.3,0.1;
-stderr e_x,INV_GAMMA_PDF,0.01,inf;
-stderr e_y,INV_GAMMA_PDF,0.01,inf;
-end;
-
-varobs dx dy;
-check;
-estimation(datafile=data1,nobs=1000,mh_replic=0,load_mh_file);
-stab_map_;
\ No newline at end of file