return a list in RcppArmadillo

  List out;

  out["mTheta"]       = mTheta;
  out["mInnovations"] = mInnovations;
  out["mTheta_tilde"] = mTheta_tilde;

  out["vY"]   = vY;
  out["vLLK"] = vLLK;
  out["dLLK"] = dLLK;