add two new m files

MatlabFiles/MSV/fwz_msv_msre.m

+function [F1, F2, G1, G2, V, err] = fwz_msv_msre(P, A, B, Psi, s, x, max_count, tol)
+%[ F1 F2 G1 G2 V err ] = fwz_msv_msre(P, A, B, Psi, s, x, max_count, tol)
+% Computes MSV solution of 
+%
+%   A(s(t) x(t) = B(s(t) x(t-1) + Psi(s(t)) epsilon(t) + Pi eta(t)
+%
+% using Newton's Method.  Assumes that Pi' = [zeros(s,n-s)  eye(s)] and
+% that A{i} is invertible.  P is the transition matrix and P(i,j) is the
+% probability that s(t+1)=j given that s(t)=i.  Note that the rows of P
+% must sum to one.  x is the initial value and if not passed is set to
+% zero.  max_count is the maximum number of iterations on Newton's method
+% before failing and tol is the convergence criterion.
+%
+% The solution is of the form
+%
+%   x(t) = V{s(t)}*F1{s(t)}*x(t-1) + V{s(t)}*G1{s(t)}*epsilon(t)
+%
+%  eta(t) = F2{s(t)}*x(t-1) + G2{s(t)}*epsilont(t)
+%
+% err is set to 0 upon sucess.  A positive value is the number of
+% iterations before the method was terminated.
+%
+
+h=size(P,1);
+n=size(A{1},1);
+r=size(Psi{1},2);
+
+if (nargin <= 7) || (tol <= 0)
+    tol=1e-5;
+end
+
+if (nargin <= 6) || (max_count <= 0)
+    max_count=1000;
+end
+
+if nargin <= 5
+    x=zeros(h*s*(n-s),1);
+end
+f=zeros(h*s*(n-s),1);
+
+
+Is=eye(s);
+I=eye(n-s);
+
+% The following code would be used if Pi were passed instead of the
+% assumption that Pi' = [zeros(s,n-s)  eye(s)].
+% for i=1:h
+%     [Q,R] = qr(Pi{i});
+%     W=[zeros(n-s,s)  I; inv(R(1:s,1:s)); zeros(s,n-s)]*Q';
+%     A{i}=W*A{i};
+%     B{i}=W*B{i};
+%     Psi{i}=W*Psi{i};
+% end
+
+U=cell(h,1);
+for i=1:h
+    U{i}=inv(A{i});
+end
+C=cell(h,h);
+for i=1:h
+    for j=1:h
+        C{i,j}=P(i,j)*B{j}*U{i};
+    end
+end
+
+cont=true;
+count=1;
+D=zeros(h*s*(n-s),h*s*(n-s));
+X=cell(h,1);
+for i=1:h
+    X{i}=reshape(x((i-1)*s*(n-s)+1:i*s*(n-s)),s,n-s);
+end
+while cont
+    for i=1:h
+        for j=1:h
+            W1=C{i,j}*[I; -X{i}];
+            W2=W1(1:n-s,:);
+            D((i-1)*s*(n-s)+1:i*s*(n-s),(j-1)*s*(n-s)+1:j*s*(n-s)) = kron(W2',Is);
+            if i == j
+                W1=zeros(s,n);
+                for k=1:h
+                    W1=W1+[X{k}  Is]*C{i,k};
+                end
+              W2=-W1(:,n-s+1:end);
+              D((i-1)*s*(n-s)+1:i*s*(n-s),(j-1)*s*(n-s)+1:j*s*(n-s)) = D((i-1)*s*(n-s)+1:i*s*(n-s),(j-1)*s*(n-s)+1:j*s*(n-s)) + kron(I,W2);
+            end
+        end
+    end
+    
+    for i=1:h
+        mf=zeros(s,n-s);
+        for j=1:h
+            mf=mf+[X{j} Is]*C{i,j}*[I; -X{i}];
+        end
+        f((i-1)*s*(n-s)+1:i*s*(n-s))=reshape(mf,s*(n-s),1);
+    end
+    
+    y=D\f;
+    x=x - y;
+    
+    if (count > max_count) || (norm(f) < tol)
+        cont=false;
+    else
+        count=count+1;
+        for i=1:h
+            X{i}=reshape(x((i-1)*s*(n-s)+1:i*s*(n-s)),s,n-s);
+        end
+    end
+end
+
+if (norm(f) < tol)
+    err=0;
+else
+    err=count;
+end
+
+F1=cell(h,1);
+F2=cell(h,1);
+G1=cell(h,1);
+G2=cell(h,1);
+V=cell(h,1);
+pi=[zeros(n-s,s); Is]; 
+for i=1:h
+    X=reshape(x((i-1)*s*(n-s)+1:i*s*(n-s)),s,n-s);
+    V{i}=U{i}*[I; -X];
+    W=[A{i}*V{i} pi];
+    F=W\B{i};
+    F1{i}=F(1:n-s,:);
+    F2{i}=F(n-s+1:end,:);
+    G=W\Psi{i};
+    G1{i}=G(1:n-s,:);
+    G2{i}=G(n-s+1:end,:);
+end
+  
\ No newline at end of file

MatlabFiles/fn_multigraphn_3g_shadedbands.m

+function scaleout = fn_multigraphn_3g_shadedbands(imfn,...
+                         xlab,ylab,tstring,XTick,YTickIndx,scaleIndx,nrowg,ncolg)
+%Searching <<>> for ad hoc and specific changes.
+%
+%Stacking n sets of impulse responses in one graph.  See fn_multigraph2_ver2.m.
+%   imfn: row: "nstp" time horizon (in the graphics),
+%         column: "nrow "variables such as responses (row in the graphics),
+%         3rd D: across "ncol" different situations such as shocks (column in the graphics),
+%         4th D: low band, estimate, high band (in each graph).
+%   xlab:   x-axis labels on the top
+%   ylab:   y-axis labels on the left
+%   tstring:  string for time (e.g., month or quarter) -- x-axis labels at the bottom
+%   YTickIndx:  1: enable YTick; 0: disable;
+%     To get a better picture, it is sometimes better to set YtickIndx to zero.
+%   scaleIndx:  1: enable scale along Y-axis; 0: disable
+%   nrowg: number of rows in the graph
+%   ncolg: number of columns in the graph
+%
+%  See imrgraph, imcerrgraph, imrerrgraph
+nstp = size(imfn,1);
+nrow = size(imfn,2);
+ncol = size(imfn,3);
+nmodels = size(imfn,4);
+t = 1:nstp;
+treverse = fliplr(t);
+
+if (nargin < 9)
+  nrowg = nrow;
+  ncolg = ncol;
+end
+if (nrowg*ncolg < nrow*ncol)
+   nrowg
+   ncolg
+   nrow
+   ncol
+
+   error('fn_multigraphn_3g_shadedbands.m: nrowg*ncolg must be greater than nrow*ncol')
+end
+
+
+tempmax=zeros(ncol,1);
+tempmin=zeros(ncol,1);
+maxval=zeros(nrow,1);
+minval=zeros(nrow,1);
+for i = 1:nrow
+   for j = 1:ncol
+      tempmax(j) = -realmax;
+      tempmin(j) = realmax;
+      for k=1:nmodels
+         jnk = max(imfn(:,i,j,k));
+         tempmax(j) = max([jnk tempmax(j)]);
+         %
+         jnk = min(imfn(:,i,j,k));
+         tempmin(j) = min([jnk tempmin(j)]);
+      end
+	end
+   maxval(i)=max(tempmax);
+   minval(i)=min(tempmin);
+end
+
+scaleout = [maxval(:) minval(:)];
+
+%--------------
+%  Column j: Shock 1 to N; Row i: Responses to
+%-------------
+%figure
+
+
+rowlabel = 1;
+for i = 1:nrow      % column: from top to bottom
+   columnlabel = 1;
+
+   if minval(i)<0
+      if maxval(i)<=0
+         yt=[minval(i) 0];
+		else
+         yt=[minval(i) 0 maxval(i)];
+		end
+   else % (minval(i) >=0)
+      if maxval(i) > 0
+         yt=[0 maxval(i)];
+		else % (identically zero responses)
+			yt=[-1 0 1];
+		end
+	end
+
+
+   scale=[1 nstp minval(i) maxval(i)];
+   
+   for j = 1:ncol        % row: from left to right
+      k1=(i-1)*ncol+j;
+      subplot(nrowg,ncolg,k1)
+
+      %set(0,'DefaultAxesColorOrder',[1 0 0;0 1 0;0 0 1],...
+      %   'DefaultAxesLineStyleOrder','-|--|:')
+      %set(0,'DefaultAxesLineStyleOrder','-|--|:|-.')
+      %---<<>>
+      %set(0,'DefaultAxesColorOrder',[0 0 0],...
+      %   'DefaultAxesLineStyleOrder','-.|-.|-|--|-.|-*|--o|:d')
+
+      nseries = zeros(nstp, nmodels);
+      for k=1:nmodels
+         nseries(:,k) = imfn(:,i,j,k);
+      end     
+      
+      %---<<>> 
+      fill([t treverse],[nseries(:,[3])' fliplr(nseries(:,[1])')],[0.8,0.8,0.8],'EdgeColor','none');
+      %plot(t,nseries(:,[1 3]), '-.k','LineWidth',1.0); %,'Color','k');
+      hold on
+      plot(t,nseries(:,[2]), '-k','LineWidth',1.5);
+      %plot(t,nseries(:,[4]), '--k','LineWidth',1.6);
+      hold off
+      
+      %set(gca,'LineStyleOrder','-|--|:|-.')
+      %set(gca,'LineStyleOrder',{'-*',':','o'})
+      grid;
+      if scaleIndx
+         axis(scale);
+      end
+      %set(gca,'YLim',[minval(i) maxval(i)])
+      %
+		set(gca,'XTick',XTick)
+      if YTickIndx
+         set(gca,'YTick',yt)
+      end
+
+      if i<nrow
+        set(gca,'XTickLabelMode','manual','XTickLabel',[])
+     end
+      %set(gca,'XTickLabel',' ');
+      if (scaleIndx) && (j>1)
+         set(gca,'YTickLabel',' ');
+      end
+      if rowlabel == 1
+         %title(['x' num2str(j)])
+         %title(eval(['x' num2str(j)]))
+         if (~isempty(xlab)), title(char(xlab(j))), end
+      end
+      if columnlabel == 1
+         %ylabel(['x' num2str(i)])
+         %ylabel(eval(['x' num2str(i)]))
+			if (~isempty(ylab)), ylabel(char(ylab(i))), end
+      end
+      if (i==nrow)  && (~isempty(tstring))
+         xlabel(tstring)
+      end
+      columnlabel = 0;
+   end
+   rowlabel = 0;
+end
+
+
+%Order of line styles and markers used in a plot.
+%This property specifies which line styles and markers to use and in what order
+%when creating multiple-line plots. For example,set(gca,'LineStyleOrder', '-*|:|o')sets LineStyleOrder to solid line with asterisk
+%marker, dotted line, and hollow circle marker. The default is (-), which specifies
+%a solid line for all data plotted. Alternatively, you can create a cell array
+%of character strings to define the line styles:set(gca,'LineStyleOrder',{'-*',':','o'})MATLAB supports four line styles, which you can specify any number of
+%times in any order. MATLAB cycles through the line styles only after using
+%all colors defined by the ColorOrder property. For example,
+%the first eight lines plotted use the different colors defined by ColorOrder with
+%the first line style. MATLAB then cycles through the colors again, using the
+%second line style specified, and so on.You can also specify line style and color directly with the plot and plot3 functions
+%or by altering the properties of theline or
+%lineseries objects after creating the graph. High-Level Functions and LineStyleOrderNote that, if the axes NextPlot property is set
+%to replace (the default), high-level functions like plot reset
+%the LineStyleOrder property before determining the line
+%style to use. If you want MATLAB to use a LineStyleOrder that
+%is different from the default, set NextPlot to replacechildren. Specifying a Default LineStyleOrderYou can also specify your own default LineStyleOrder.
+%For example, this statementset(0,'DefaultAxesLineStyleOrder',{'-*',':','o'})
+%creates a default value for