--- imach/src/imach.c 2015/02/12 08:19:57 1.182 +++ imach/src/imach.c 2015/03/10 20:34:32 1.183 @@ -1,6 +1,14 @@ -/* $Id: imach.c,v 1.182 2015/02/12 08:19:57 brouard Exp $ +/* $Id: imach.c,v 1.183 2015/03/10 20:34:32 brouard Exp $ $State: Exp $ $Log: imach.c,v $ + Revision 1.183 2015/03/10 20:34:32 brouard + Summary: 0.98q0, trying with directest, mnbrak fixed + + We use directest instead of original Powell test; probably no + incidence on the results, but better justifications; + We fixed Numerical Recipes mnbrak routine which was wrong and gave + wrong results. + Revision 1.182 2015/02/12 08:19:57 brouard Summary: Trying to keep directest which seems simpler and more general Author: Nicolas Brouard @@ -565,7 +573,7 @@ */ #define POWELL /* Instead of NLOPT */ -#define POWELLDIRECT /* Directest to decide new direction instead of Powell test */ +/* #define POWELLORIGINAL */ /* Don't use Directest to decide new direction but original Powell test */ #include #include @@ -648,11 +656,11 @@ typedef struct { #define ODIRSEPARATOR '\\' #endif -/* $Id: imach.c,v 1.182 2015/02/12 08:19:57 brouard Exp $ */ +/* $Id: imach.c,v 1.183 2015/03/10 20:34:32 brouard Exp $ */ /* $State: Exp $ */ -char version[]="Imach version 0.98p, Février 2015,INED-EUROREVES-Institut de longevite-Japan Society for the Promotion of Science (Grant-in-Aid for Scientific Research 25293121), Intel Software 2015"; -char fullversion[]="$Revision: 1.182 $ $Date: 2015/02/12 08:19:57 $"; +char version[]="Imach version 0.98q0, March 2015,INED-EUROREVES-Institut de longevite-Japan Society for the Promotion of Science (Grant-in-Aid for Scientific Research 25293121), Intel Software 2015"; +char fullversion[]="$Revision: 1.183 $ $Date: 2015/03/10 20:34:32 $"; char strstart[80]; char optionfilext[10], optionfilefiname[FILENAMELENGTH]; int erreur=0, nberr=0, nbwarn=0; /* Error number, number of errors number of warnings */ @@ -767,7 +775,7 @@ static double maxarg1,maxarg2; #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a)) #define rint(a) floor(a+0.5) /* http://www.thphys.uni-heidelberg.de/~robbers/cmbeasy/doc/html/myutils_8h-source.html */ -/* #define mytinydouble 1.0e-16 */ +#define mytinydouble 1.0e-16 /* #define DEQUAL(a,b) (fabs((a)-(b))= x) a=x; else b=x; SHFT(v,w,x,u) - SHFT(fv,fw,fx,fu) - } else { - if (u < x) a=u; else b=u; - if (fu <= fw || w == x) { - v=w; - w=u; - fv=fw; - fw=fu; - } else if (fu <= fv || v == x || v == w) { - v=u; - fv=fu; - } - } + SHFT(fv,fw,fx,fu) + } else { + if (u < x) a=u; else b=u; + if (fu <= fw || w == x) { + v=w; + w=u; + fv=fw; + fw=fu; + } else if (fu <= fv || v == x || v == w) { + v=u; + fv=fu; + } + } } nrerror("Too many iterations in brent"); *xmin=x; @@ -1306,7 +1314,11 @@ double brent(double ax, double bx, doubl void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, double (*func)(double)) -{ +{ /* Given a function func , and given distinct initial points ax and bx , this routine searches in +the downhill direction (defined by the function as evaluated at the initial points) and returns +new points ax , bx , cx that bracket a minimum of the function. Also returned are the function +values at the three points, fa, fb , and fc such that fa > fb and fb < fc. + */ double ulim,u,r,q, dum; double fu; @@ -1314,17 +1326,21 @@ void mnbrak(double *ax, double *bx, doub *fb=(*func)(*bx); if (*fb > *fa) { SHFT(dum,*ax,*bx,dum) - SHFT(dum,*fb,*fa,dum) - } + SHFT(dum,*fb,*fa,dum) + } *cx=(*bx)+GOLD*(*bx-*ax); *fc=(*func)(*cx); - while (*fb > *fc) { /* Declining fa, fb, fc */ +#ifdef DEBUG + printf("mnbrak0 *fb=%.12e *fc=%.12e\n",*fb,*fc); + fprintf(ficlog,"mnbrak0 *fb=%.12e *fc=%.12e\n",*fb,*fc); +#endif + while (*fb > *fc) { /* Declining a,b,c with fa> fb > fc */ r=(*bx-*ax)*(*fb-*fc); q=(*bx-*cx)*(*fb-*fa); u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ - (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); /* Minimum abscisse of a parabolic estimated from (a,fa), (b,fb) and (c,fc). */ - ulim=(*bx)+GLIMIT*(*cx-*bx); /* Maximum abscisse where function can be evaluated */ - if ((*bx-u)*(u-*cx) > 0.0) { /* if u between b and c */ + (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); /* Minimum abscissa of a parabolic estimated from (a,fa), (b,fb) and (c,fc). */ + ulim=(*bx)+GLIMIT*(*cx-*bx); /* Maximum abscissa where function should be evaluated */ + if ((*bx-u)*(u-*cx) > 0.0) { /* if u_p is between b and c */ fu=(*func)(u); #ifdef DEBUG /* f(x)=A(x-u)**2+f(u) */ @@ -1333,23 +1349,75 @@ void mnbrak(double *ax, double *bx, doub fparabu= *fa - A*(*ax-u)*(*ax-u); printf("mnbrak (*ax=%.12f, *fa=%.12lf), (*bx=%.12f, *fb=%.12lf), (*cx=%.12f, *fc=%.12lf), (*u=%.12f, fu=%.12lf, fparabu=%.12f)\n",*ax,*fa,*bx,*fb,*cx,*fc,u,fu, fparabu); fprintf(ficlog, "mnbrak (*ax=%.12f, *fa=%.12lf), (*bx=%.12f, *fb=%.12lf), (*cx=%.12f, *fc=%.12lf), (*u=%.12f, fu=%.12lf, fparabu=%.12f)\n",*ax,*fa,*bx,*fb,*cx,*fc,u,fu, fparabu); + /* And thus,it can be that fu > *fc even if fparabu < *fc */ + /* mnbrak (*ax=7.666299858533, *fa=299039.693133272231), (*bx=8.595447774979, *fb=298976.598289369489), + (*cx=10.098840694817, *fc=298946.631474258087), (*u=9.852501168332, fu=298948.773013752128, fparabu=298945.434711494134) */ + /* In that case, there is no bracket in the output! Routine is wrong with many consequences.*/ #endif +#ifdef MNBRAKORI +#else + if (fu > *fc) { +#ifdef DEBUG + printf("mnbrak4 fu > fc \n"); + fprintf(ficlog, "mnbrak4 fu > fc\n"); +#endif + /* SHFT(u,*cx,*cx,u) /\* ie a=c, c=u and u=c; in that case, next SHFT(a,b,c,u) will give a=b=b, b=c=u, c=u=c and *\/ */ + /* SHFT(*fa,*fc,fu,*fc) /\* (b, u, c) is a bracket while test fb > fc will be fu > fc will exit *\/ */ + dum=u; /* Shifting c and u */ + u = *cx; + *cx = dum; + dum = fu; + fu = *fc; + *fc =dum; + } else { /* end */ +#ifdef DEBUG + printf("mnbrak3 fu < fc \n"); + fprintf(ficlog, "mnbrak3 fu < fc\n"); +#endif + dum=u; /* Shifting c and u */ + u = *cx; + *cx = dum; + dum = fu; + fu = *fc; + *fc =dum; + } +#endif } else if ((*cx-u)*(u-ulim) > 0.0) { /* u is after c but before ulim */ +#ifdef DEBUG + printf("mnbrak2 u after c but before ulim\n"); + fprintf(ficlog, "mnbrak2 u after c but before ulim\n"); +#endif fu=(*func)(u); if (fu < *fc) { +#ifdef DEBUG + printf("mnbrak2 u after c but before ulim AND fu < fc\n"); + fprintf(ficlog, "mnbrak2 u after c but before ulim AND fu = 0.0) { /* u outside ulim (verifying that ulim is beyond c) */ +#ifdef DEBUG + printf("mnbrak2 u outside ulim (verifying that ulim is beyond c)\n"); + fprintf(ficlog, "mnbrak2 u outside ulim (verifying that ulim is beyond c)\n"); +#endif u=ulim; fu=(*func)(u); - } else { + } else { /* u could be left to b (if r > q parabola has a maximum) */ +#ifdef DEBUG + printf("mnbrak2 u could be left to b (if r > q parabola has a maximum)\n"); + fprintf(ficlog, "mnbrak2 u could be left to b (if r > q parabola has a maximum)\n"); +#endif u=(*cx)+GOLD*(*cx-*bx); fu=(*func)(u); - } + } /* end tests */ SHFT(*ax,*bx,*cx,u) - SHFT(*fa,*fb,*fc,fu) - } + SHFT(*fa,*fb,*fc,fu) +#ifdef DEBUG + printf("mnbrak2 (*ax=%.12f, *fa=%.12lf), (*bx=%.12f, *fb=%.12lf), (*cx=%.12f, *fc=%.12lf), (*u=%.12f, fu=%.12lf)\n",*ax,*fa,*bx,*fb,*cx,*fc,u,fu); + fprintf(ficlog, "mnbrak2 (*ax=%.12f, *fa=%.12lf), (*bx=%.12f, *fb=%.12lf), (*cx=%.12f, *fc=%.12lf), (*u=%.12f, fu=%.12lf)\n",*ax,*fa,*bx,*fb,*cx,*fc,u,fu); +#endif + } /* end while; ie return (a, b, c, fa, fb, fc) such that a < b < c with f(a) > f(b) and fb < f(c) */ } /*************** linmin ************************/ @@ -1474,7 +1542,7 @@ void powell(double p[], double **xi, int #endif printf("%d",i);fflush(stdout); fprintf(ficlog,"%d",i);fflush(ficlog); - linmin(p,xit,n,fret,func); + linmin(p,xit,n,fret,func); /* xit[n] has been loaded for direction i */ if (fabs(fptt-(*fret)) > del) { /* We are keeping the max gain on each of the n directions because that direction will be replaced unless the gain del is small in comparison with the 'probable' gain, mu^2, with the last average direction. @@ -1546,9 +1614,12 @@ void powell(double p[], double **xi, int /* will reach at f3 = fm + h^2/2 f"m ; f" = (f1 -2f2 +f3 ) / h**2 */ /* Conditional for using this new direction is that mu^2 = (f1-2f2+f3)^2 /2 < del */ /* t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); */ - - t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del); /* Intel compiler doesn't work on one line */ +#ifdef NRCORIGINAL + t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)- del*SQR(fp-fptt); /* Original Numerical Recipes in C*/ +#else + t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del); /* Intel compiler doesn't work on one line; bug reported */ t= t- del*SQR(fp-fptt); +#endif directest = fp-2.0*(*fret)+fptt - 2.0 * del; /* If del was big enough we change it for a new direction */ #ifdef DEBUG printf("t1= %.12lf, t2= %.12lf, t=%.12lf directest=%.12lf\n", 2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del),del*SQR(fp-fptt),t,directest); @@ -1560,7 +1631,9 @@ void powell(double p[], double **xi, int printf("tt= %.12lf, t=%.12lf\n",2.0*(fp-2.0*(*fret)+fptt)*(fp-(*fret)-del)*(fp-(*fret)-del)-del*(fp-fptt)*(fp-fptt),t); fprintf(ficlog, "tt= %.12lf, t=%.12lf\n",2.0*(fp-2.0*(*fret)+fptt)*(fp-(*fret)-del)*(fp-(*fret)-del)-del*(fp-fptt)*(fp-fptt),t); #endif -#ifdef POWELLDIRECT +#ifdef POWELLORIGINAL + if (t < 0.0) { /* Then we use it for new direction */ +#else if (directest*t < 0.0) { /* Contradiction between both tests */ printf("directest= %.12lf, t= %.12lf, f1= %.12lf,f2= %.12lf,f3= %.12lf, del= %.12lf\n",directest, t, fp,(*fret),fptt); printf("f1-2f2+f3= %.12lf, f1-f2-del= %.12lf, f1-f3= %.12lf\n",fp-2.0*(*fret)+fptt, fp -(*fret) -del, fp-fptt); @@ -1568,8 +1641,6 @@ void powell(double p[], double **xi, int fprintf(ficlog,"f1-2f2+f3= %.12lf, f1-f2-del= %.12lf, f1-f3= %.12lf\n",fp-2.0*(*fret)+fptt, fp -(*fret) -del, fp-fptt); } if (directest < 0.0) { /* Then we use it for new direction */ -#else - if (t < 0.0) { /* Then we use it for new direction */ #endif linmin(p,xit,n,fret,func); /* computes minimum on the extrapolated direction.*/ for (j=1;j<=n;j++) { @@ -1940,8 +2011,27 @@ double func( double *x) which slows down the processing. The difference can be up to 10% lower mortality. */ - lli=log(out[s1][s2] - savm[s1][s2]); - + /* If, at the beginning of the maximization mostly, the + cumulative probability or probability to be dead is + constant (ie = 1) over time d, the difference is equal to + 0. out[s1][3] = savm[s1][3]: probability, being at state + s1 at precedent wave, to be dead a month before current + wave is equal to probability, being at state s1 at + precedent wave, to be dead at mont of the current + wave. Then the observed probability (that this person died) + is null according to current estimated parameter. In fact, + it should be very low but not zero otherwise the log go to + infinity. + */ +/* #ifdef INFINITYORIGINAL */ +/* lli=log(out[s1][s2] - savm[s1][s2]); */ +/* #else */ +/* if ((out[s1][s2] - savm[s1][s2]) < mytinydouble) */ +/* lli=log(mytinydouble); */ +/* else */ +/* lli=log(out[s1][s2] - savm[s1][s2]); */ +/* #endif */ + lli=log(out[s1][s2] - savm[s1][s2]); } else if (s2==-2) { for (j=1,survp=0. ; j<=nlstate; j++) @@ -1972,6 +2062,10 @@ double func( double *x) ipmx +=1; sw += weight[i]; ll[s[mw[mi][i]][i]] += 2*weight[i]*lli; + /* if (lli < log(mytinydouble)){ */ + /* printf("Close to inf lli = %.10lf < %.10lf i= %d mi= %d, s[%d][i]=%d s1=%d s2=%d\n", lli,log(mytinydouble), i, mi,mw[mi][i], s[mw[mi][i]][i], s1,s2); */ + /* fprintf(ficlog,"Close to inf lli = %.10lf i= %d mi= %d, s[mw[mi][i]][i]=%d\n", lli, i, mi,s[mw[mi][i]][i]); */ + /* } */ } /* end of wave */ } /* end of individual */ } else if(mle==2){ @@ -5766,40 +5860,40 @@ int hPijx(double *p, int bage, int fage) pstamp(ficrespij); fprintf(ficrespij,"#****** h Pij x Probability to be in state j at age x+h being in i at x "); i1= pow(2,cptcoveff); - for(cptcov=1,k=0;cptcov<=i1;cptcov++){ - /*for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){*/ - k=k+1; - /* for (k=1; k <= (int) pow(2,cptcoveff); k++){*/ - fprintf(ficrespij,"\n#****** "); - for(j=1;j<=cptcoveff;j++) - fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]); - fprintf(ficrespij,"******\n"); + /* for(cptcov=1,k=0;cptcov<=i1;cptcov++){ */ + /* /\*for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){*\/ */ + /* k=k+1; */ + for (k=1; k <= (int) pow(2,cptcoveff); k++){ + fprintf(ficrespij,"\n#****** "); + for(j=1;j<=cptcoveff;j++) + fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]); + fprintf(ficrespij,"******\n"); + + for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */ + nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ + nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */ - for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */ - nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ - nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */ - - /* nhstepm=nhstepm*YEARM; aff par mois*/ - - p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm); - oldm=oldms;savm=savms; - hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k); - fprintf(ficrespij,"# Cov Agex agex+h hpijx with i,j="); + /* nhstepm=nhstepm*YEARM; aff par mois*/ + + p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm); + oldm=oldms;savm=savms; + hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k); + fprintf(ficrespij,"# Cov Agex agex+h hpijx with i,j="); + for(i=1; i<=nlstate;i++) + for(j=1; j<=nlstate+ndeath;j++) + fprintf(ficrespij," %1d-%1d",i,j); + fprintf(ficrespij,"\n"); + for (h=0; h<=nhstepm; h++){ + /*agedebphstep = agedeb + h*hstepm/YEARM*stepm;*/ + fprintf(ficrespij,"%d %3.f %3.f",k, agedeb, agedeb + h*hstepm/YEARM*stepm ); for(i=1; i<=nlstate;i++) for(j=1; j<=nlstate+ndeath;j++) - fprintf(ficrespij," %1d-%1d",i,j); - fprintf(ficrespij,"\n"); - for (h=0; h<=nhstepm; h++){ - /*agedebphstep = agedeb + h*hstepm/YEARM*stepm;*/ - fprintf(ficrespij,"%d %3.f %3.f",k, agedeb, agedeb + h*hstepm/YEARM*stepm ); - for(i=1; i<=nlstate;i++) - for(j=1; j<=nlstate+ndeath;j++) - fprintf(ficrespij," %.5f", p3mat[i][j][h]); - fprintf(ficrespij,"\n"); - } - free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm); + fprintf(ficrespij," %.5f", p3mat[i][j][h]); fprintf(ficrespij,"\n"); } + free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm); + fprintf(ficrespij,"\n"); + } /*}*/ } }