"Igår", "idag" used to be incorrect, but due to many people writing it this way in daily life it is now consider correct. However, I would recommend to write "i går" and "i dag", especially in academic papers or other formal writing.

I found this: http://www.mobildebat.dk/archive/index.php?t-128087.html My sense is that i dag, i går, and i morgon are the preferred writings (like "a lot" vs. "alot" in English), but that the idag, igår, and imorgon variants pop up all over the place in less highbrow style. But I'm not a Swede, so I don't have a dog in this fight. :D

Both are accepted.