non_linear_dsge_likelihood.m: do not set use_k_order_solver with pruning

local_state_space_iteration_k does not support it, use local_state_space_iteration_2 at order=2 instead and error out with order=3

matlab/initial_estimation_checks.m

@@ -63,6 +63,9 @@ if DynareOptions.order>1
             end
         end
     end
+    if DynareOptions.order>2 && DynareOptions.particle.pruning==1
+        error('initial_estimation_checks:: the particle filter with order>2 does not support pruning')
+    end
 end
 
 non_zero_ME=length(EstimatedParameters.H_entries_to_check_for_positive_definiteness);

matlab/non_linear_dsge_likelihood.m

@@ -119,7 +119,7 @@ ReducedForm.H = H;
 ReducedForm.mf0 = mf0;
 ReducedForm.mf1 = mf1;
 
-if DynareOptions.k_order_solver
+if DynareOptions.k_order_solver && ~(DynareOptions.particle.pruning && DynareOptions.order==2)
     ReducedForm.use_k_order_solver = true;
     ReducedForm.dr = dr;
 else