From a5c8fa54b65f6c8c70235bc142654a50eb8e4bb2 Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Tue, 26 Jan 2021 08:31:31 +0100
Subject: [PATCH] dsge_likelihood.m:  error out with non-empty gradient for
 analytic_derivation

Matlab optimizers require it
---
 matlab/dsge_likelihood.m | 6 +++++-
 1 file changed, 5 insertions(+), 1 deletion(-)

diff --git a/matlab/dsge_likelihood.m b/matlab/dsge_likelihood.m
index 94c37513d..62d5ff570 100644
--- a/matlab/dsge_likelihood.m
+++ b/matlab/dsge_likelihood.m
@@ -140,7 +140,11 @@ SteadyState = [];
 trend_coeff = [];
 exit_flag   = 1;
 info        = zeros(4,1);
-DLIK        = [];
+if DynareOptions.analytic_derivation
+    DLIK        = NaN(1,length(xparam1));
+else
+    DLIK        = [];
+end
 Hess        = [];
 
 % Ensure that xparam1 is a column vector.