Merge remote-tracking branch 'ratto/4.3' into 4.3

matlab/dsge_likelihood.m

@@ -426,6 +426,13 @@ switch DynareOptions.lik_init
                                                         T,R,Q,H1,Z,mmm,pp,rr);
         diffuse_periods = length(dlik);
     end
+    if isnan(dLIK),
+        info = 45;
+        fval = objective_function_penalty_base + 100;
+        exit_flag = 0;
+        return
+    end
+    
   case 4% Start from the solution of the Riccati equation.
     if kalman_algo ~= 2
         kalman_algo = 1;

matlab/kalman/likelihood/univariate_kalman_filter_d.m

@@ -155,8 +155,8 @@ while newRank && (t<=last)
 end
 
 if (t>last)
-    error(['univariate_diffuse_kalman_filter:: There isn''t enough information to estimate the initial conditions of the nonstationary variables']);
-    LIK = NaN;
+    warning(['univariate_diffuse_kalman_filter:: There isn''t enough information to estimate the initial conditions of the nonstationary variables']);
+    dLIK = NaN;
     return
 end