Make sure non_linear_dsge_likelihood.m and dsge_var_likelihood.m return correct error codes if prior or likelihood are Inf or NaN

Closes #284

matlab/dsge_var_likelihood.m

@@ -239,10 +239,38 @@ else% Evaluation of the likelihood of the dsge-var model when the dsge prior wei
     lik = .5*lik;% Minus likelihood
 end
 
+if isnan(lik)
+    info = 45;
+    fval = objective_function_penalty_base + 100;
+    exit_flag = 0;
+    return
+end
+
+if imag(lik)~=0
+    info = 46;
+    fval = objective_function_penalty_base + 100;
+    exit_flag = 0;
+    return
+end
+
 % Add the (logged) prior density for the dsge-parameters.
 lnprior = priordens(xparam1,BayesInfo.pshape,BayesInfo.p6,BayesInfo.p7,BayesInfo.p3,BayesInfo.p4);
 fval = (lik-lnprior);
 
+if isnan(fval)
+    info = 47;
+    fval = objective_function_penalty_base + 100;
+    exit_flag = 0;
+    return
+end
+
+if imag(fval)~=0
+    info = 48;
+    fval = objective_function_penalty_base + 100;
+    exit_flag = 0;
+    return
+end
+
 if (nargout == 8)
     if isinf(dsge_prior_weight)
         iXX = iGXX;

matlab/non_linear_dsge_likelihood.m

@@ -319,9 +319,11 @@ DynareOptions.warning_for_steadystate = 0;
 LIK = feval(DynareOptions.particle.algorithm,ReducedForm,Y,start,DynareOptions);
 set_dynare_random_generator_state(s1,s2);
 if imag(LIK)
+    info = 46;
     likelihood = objective_function_penalty_base;
     exit_flag  = 0;
 elseif isnan(LIK)
+    info = 45;
     likelihood = objective_function_penalty_base;
     exit_flag  = 0;
 else
@@ -332,4 +334,18 @@ DynareOptions.warning_for_steadystate = 1;
 % Adds prior if necessary
 % ------------------------------------------------------------------------------
 lnprior = priordens(xparam1(:),BayesInfo.pshape,BayesInfo.p6,BayesInfo.p7,BayesInfo.p3,BayesInfo.p4);
-fval    = (likelihood-lnprior);
+fval    = (likelihood-lnprior);
+
+if isnan(fval)
+    info = 47;
+    fval = objective_function_penalty_base + 100;
+    exit_flag = 0;
+    return
+end
+
+if imag(fval)~=0
+    info = 48;
+    fval = objective_function_penalty_base + 100;
+    exit_flag = 0;
+    return
+end