Diff for /imach/src/imach.c between versions 1.201 and 1.207

version 1.201, 2015/09/15 17:34:58 version 1.207, 2015/10/27 17:36:57
Line 1 Line 1
 /* $Id$  /* $Id$
   $State$    $State$
   $Log$    $Log$
     Revision 1.207  2015/10/27 17:36:57  brouard
     *** empty log message ***
   
     Revision 1.206  2015/10/24 07:14:11  brouard
     *** empty log message ***
   
     Revision 1.205  2015/10/23 15:50:53  brouard
     Summary: 0.98r3 some clarification for graphs on likelihood contributions
   
     Revision 1.204  2015/10/01 16:20:26  brouard
     Summary: Some new graphs of contribution to likelihood
   
     Revision 1.203  2015/09/30 17:45:14  brouard
     Summary: looking at better estimation of the hessian
   
     Also a better criteria for convergence to the period prevalence And
     therefore adding the number of years needed to converge. (The
     prevalence in any alive state shold sum to one
   
     Revision 1.202  2015/09/22 19:45:16  brouard
     Summary: Adding some overall graph on contribution to likelihood. Might change
   
   Revision 1.201  2015/09/15 17:34:58  brouard    Revision 1.201  2015/09/15 17:34:58  brouard
   Summary: 0.98r0    Summary: 0.98r0
   
Line 644 Line 666
   
 /* #define DEBUG */  /* #define DEBUG */
 /* #define DEBUGBRENT */  /* #define DEBUGBRENT */
   /* #define DEBUGLINMIN */
   /* #define DEBUGHESS */
   #define DEBUGHESSIJ
   /* #define LINMINORIGINAL  /\* Don't use loop on scale in linmin (accepting nan)*\/ */
 #define POWELL /* Instead of NLOPT */  #define POWELL /* Instead of NLOPT */
 #define POWELLF1F3 /* Skip test */  #define POWELLF1F3 /* Skip test */
 /* #define POWELLORIGINAL /\* Don't use Directest to decide new direction but original Powell test *\/ */  /* #define POWELLORIGINAL /\* Don't use Directest to decide new direction but original Powell test *\/ */
Line 735  typedef struct { Line 761  typedef struct {
 /* $State$ */  /* $State$ */
 #include "version.h"  #include "version.h"
 char version[]=__IMACH_VERSION__;  char version[]=__IMACH_VERSION__;
 char copyright[]="September 2015,INED-EUROREVES-Institut de longevite-Japan Society for the Promotion of Science (Grant-in-Aid for Scientific Research 25293121), Intel Software 2015";  char copyright[]="October 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[]="$Revision$ $Date$";   char fullversion[]="$Revision$ $Date$"; 
 char strstart[80];  char strstart[80];
 char optionfilext[10], optionfilefiname[FILENAMELENGTH];  char optionfilext[10], optionfilefiname[FILENAMELENGTH];
Line 802  char command[FILENAMELENGTH]; Line 828  char command[FILENAMELENGTH];
 int  outcmd=0;  int  outcmd=0;
   
 char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
 char fileresu[FILENAMELENGTH]; /* Without r in front */  char fileresu[FILENAMELENGTH]; /* fileres without r in front */
 char filelog[FILENAMELENGTH]; /* Log file */  char filelog[FILENAMELENGTH]; /* Log file */
 char filerest[FILENAMELENGTH];  char filerest[FILENAMELENGTH];
 char fileregp[FILENAMELENGTH];  char fileregp[FILENAMELENGTH];
Line 926  static int split( char *path, char *dirc Line 952  static int split( char *path, char *dirc
     }      }
     /* got dirc from getcwd*/      /* got dirc from getcwd*/
     printf(" DIRC = %s \n",dirc);      printf(" DIRC = %s \n",dirc);
   } else {                              /* strip direcotry from path */    } else {                              /* strip directory from path */
     ss++;                               /* after this, the filename */      ss++;                               /* after this, the filename */
     l2 = strlen( ss );                  /* length of filename */      l2 = strlen( ss );                  /* length of filename */
     if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
Line 1598  void linmin(double p[], double xi[], int Line 1624  void linmin(double p[], double xi[], int
   double xx,xmin,bx,ax;     double xx,xmin,bx,ax; 
   double fx,fb,fa;    double fx,fb,fa;
   
   double scale=10., axs, xxs, xxss; /* Scale added for infinity */  #ifdef LINMINORIGINAL
    #else
     double scale=10., axs, xxs; /* Scale added for infinity */
   #endif
     
   ncom=n;     ncom=n; 
   pcom=vector(1,n);     pcom=vector(1,n); 
   xicom=vector(1,n);     xicom=vector(1,n); 
   nrfunc=func;     nrfunc=func; 
   for (j=1;j<=n;j++) {     for (j=1;j<=n;j++) { 
     pcom[j]=p[j];       pcom[j]=p[j]; 
     xicom[j]=xi[j];       xicom[j]=xi[j]; /* Former scale xi[j] of currrent direction i */
   }     } 
   
   /* axs=0.0; */  #ifdef LINMINORIGINAL
   /* xxss=1; /\* 1 and using scale *\/ */    xx=1.;
   xxs=1;  #else
   /* do{ */    axs=0.0;
     ax=0.;    xxs=1.;
     do{
     xx= xxs;      xx= xxs;
   #endif
       ax=0.;
     mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);  /* Outputs: xtx[j]=pcom[j]+(*xx)*xicom[j]; fx=f(xtx[j]) */      mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);  /* Outputs: xtx[j]=pcom[j]+(*xx)*xicom[j]; fx=f(xtx[j]) */
     /* brackets with inputs ax=0 and xx=1, but points, pcom=p, and directions values, xicom=xi, are sent via f1dim(x) */      /* brackets with inputs ax=0 and xx=1, but points, pcom=p, and directions values, xicom=xi, are sent via f1dim(x) */
     /* xt[x,j]=pcom[j]+x*xicom[j]  f(ax) = f(xt(a,j=1,n)) = f(p(j) + 0 * xi(j)) and  f(xx) = f(xt(x, j=1,n)) = f(p(j) + 1 * xi(j))   */      /* xt[x,j]=pcom[j]+x*xicom[j]  f(ax) = f(xt(a,j=1,n)) = f(p(j) + 0 * xi(j)) and  f(xx) = f(xt(x, j=1,n)) = f(p(j) + 1 * xi(j))   */
Line 1622  void linmin(double p[], double xi[], int Line 1654  void linmin(double p[], double xi[], int
     /* Given input ax=axs and xx=xxs, xx might be too far from ax to get a finite f(xx) */      /* Given input ax=axs and xx=xxs, xx might be too far from ax to get a finite f(xx) */
     /* Searches on line, outputs (ax, xx, bx) such that fx < min(fa and fb) */      /* Searches on line, outputs (ax, xx, bx) such that fx < min(fa and fb) */
     /* Find a bracket a,x,b in direction n=xi ie xicom, order may change. Scale is [0:xxs*xi[j]] et non plus  [0:xi[j]]*/      /* Find a bracket a,x,b in direction n=xi ie xicom, order may change. Scale is [0:xxs*xi[j]] et non plus  [0:xi[j]]*/
   /*   if (fx != fx){ */  #ifdef LINMINORIGINAL
   /*    xxs=xxs/scale; /\* Trying a smaller xx, closer to initial ax=0 *\/ */  #else
   /*    printf("\nLinmin NAN : input [axs=%lf:xxs=%lf], mnbrak outputs fx=%lf <(fb=%lf and fa=%lf) with xx=%lf in [ax=%lf:bx=%lf] \n",  axs, xxs, fx,fb, fa, xx, ax, bx); */      if (fx != fx){
   /*   } */          xxs=xxs/scale; /* Trying a smaller xx, closer to initial ax=0 */
   /* }while(fx != fx); */          printf("|");
           fprintf(ficlog,"|");
   #ifdef DEBUGLINMIN
           printf("\nLinmin NAN : input [axs=%lf:xxs=%lf], mnbrak outputs fx=%lf <(fb=%lf and fa=%lf) with xx=%lf in [ax=%lf:bx=%lf] \n",  axs, xxs, fx,fb, fa, xx, ax, bx);
   #endif
       }
     }while(fx != fx);
   #endif
     
 #ifdef DEBUGLINMIN  #ifdef DEBUGLINMIN
   printf("\nLinmin after mnbrak: ax=%12.7f xx=%12.7f bx=%12.7f fa=%12.2f fx=%12.2f fb=%12.2f\n",  ax,xx,bx,fa,fx,fb);    printf("\nLinmin after mnbrak: ax=%12.7f xx=%12.7f bx=%12.7f fa=%12.2f fx=%12.2f fb=%12.2f\n",  ax,xx,bx,fa,fx,fb);
     fprintf(ficlog,"\nLinmin after mnbrak: ax=%12.7f xx=%12.7f bx=%12.7f fa=%12.2f fx=%12.2f fb=%12.2f\n",  ax,xx,bx,fa,fx,fb);
 #endif  #endif
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); /* Giving a bracketting triplet (ax, xx, bx), find a minimum, xmin, according to f1dim, *fret(xmin),*/    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); /* Giving a bracketting triplet (ax, xx, bx), find a minimum, xmin, according to f1dim, *fret(xmin),*/
   /* fa = f(p[j] + ax * xi[j]), fx = f(p[j] + xx * xi[j]), fb = f(p[j] + bx * xi[j]) */    /* fa = f(p[j] + ax * xi[j]), fx = f(p[j] + xx * xi[j]), fb = f(p[j] + bx * xi[j]) */
Line 1642  void linmin(double p[], double xi[], int Line 1682  void linmin(double p[], double xi[], int
 #endif  #endif
 #ifdef DEBUGLINMIN  #ifdef DEBUGLINMIN
   printf("linmin end ");    printf("linmin end ");
     fprintf(ficlog,"linmin end ");
 #endif  #endif
   for (j=1;j<=n;j++) {     for (j=1;j<=n;j++) { 
     /* printf(" before xi[%d]=%12.8f", j,xi[j]); */  #ifdef LINMINORIGINAL
     xi[j] *= xmin; /* xi rescaled by xmin: if xmin=-1.237 and xi=(1,0,...,0) xi=(-1.237,0,...,0) */      xi[j] *= xmin; 
     /* if(xxs <1.0) */  #else
     /*   printf(" after xi[%d]=%12.8f, xmin=%12.8f, ax=%12.8f, xx=%12.8f, bx=%12.8f, xxs=%12.8f", j,xi[j], xmin, ax, xx, bx,xxs ); */  #ifdef DEBUGLINMIN
       if(xxs <1.0)
         printf(" before xi[%d]=%12.8f", j,xi[j]);
   #endif
       xi[j] *= xmin*xxs; /* xi rescaled by xmin and number of loops: if xmin=-1.237 and xi=(1,0,...,0) xi=(-1.237,0,...,0) */
   #ifdef DEBUGLINMIN
       if(xxs <1.0)
         printf(" after xi[%d]=%12.8f, xmin=%12.8f, ax=%12.8f, xx=%12.8f, bx=%12.8f, xxs=%12.8f", j,xi[j], xmin, ax, xx, bx,xxs );
   #endif
   #endif
     p[j] += xi[j]; /* Parameters values are updated accordingly */      p[j] += xi[j]; /* Parameters values are updated accordingly */
   }     } 
   /* printf("\n"); */  
 #ifdef DEBUGLINMIN  #ifdef DEBUGLINMIN
     printf("\n");
   printf("Comparing last *frec(xmin=%12.8f)=%12.8f from Brent and frec(0.)=%12.8f \n", xmin, *fret, (*func)(p));    printf("Comparing last *frec(xmin=%12.8f)=%12.8f from Brent and frec(0.)=%12.8f \n", xmin, *fret, (*func)(p));
     fprintf(ficlog,"Comparing last *frec(xmin=%12.8f)=%12.8f from Brent and frec(0.)=%12.8f \n", xmin, *fret, (*func)(p));
   for (j=1;j<=n;j++) {     for (j=1;j<=n;j++) { 
     printf(" xi[%d]= %12.7f p[%d]= %12.7f",j,xi[j],j,p[j]);      printf(" xi[%d]= %14.10f p[%d]= %12.7f",j,xi[j],j,p[j]);
     if(j % ncovmodel == 0)      fprintf(ficlog," xi[%d]= %14.10f p[%d]= %12.7f",j,xi[j],j,p[j]);
       if(j % ncovmodel == 0){
       printf("\n");        printf("\n");
         fprintf(ficlog,"\n");
       }
   }    }
   #else
 #endif  #endif
   free_vector(xicom,1,n);     free_vector(xicom,1,n); 
   free_vector(pcom,1,n);     free_vector(pcom,1,n); 
Line 1691  void powell(double p[], double **xi, int Line 1746  void powell(double p[], double **xi, int
   xits=vector(1,n);     xits=vector(1,n); 
   *fret=(*func)(p);     *fret=(*func)(p); 
   for (j=1;j<=n;j++) pt[j]=p[j];     for (j=1;j<=n;j++) pt[j]=p[j]; 
     rcurr_time = time(NULL);      rcurr_time = time(NULL);  
   for (*iter=1;;++(*iter)) {     for (*iter=1;;++(*iter)) { 
     fp=(*fret); /* From former iteration or initial value */      fp=(*fret); /* From former iteration or initial value */
     ibig=0;       ibig=0; 
Line 1735  void powell(double p[], double **xi, int Line 1790  void powell(double p[], double **xi, int
       for (j=1;j<=n;j++) xit[j]=xi[j][i]; /* Directions stored from previous iteration with previous scales */        for (j=1;j<=n;j++) xit[j]=xi[j][i]; /* Directions stored from previous iteration with previous scales */
       fptt=(*fret);         fptt=(*fret); 
 #ifdef DEBUG  #ifdef DEBUG
           printf("fret=%lf, %lf, %lf \n", *fret, *fret, *fret);        printf("fret=%lf, %lf, %lf \n", *fret, *fret, *fret);
           fprintf(ficlog, "fret=%lf, %lf, %lf \n", *fret, *fret, *fret);        fprintf(ficlog, "fret=%lf, %lf, %lf \n", *fret, *fret, *fret);
 #endif  #endif
           printf("%d",i);fflush(stdout); /* print direction (parameter) i */        printf("%d",i);fflush(stdout); /* print direction (parameter) i */
       fprintf(ficlog,"%d",i);fflush(ficlog);        fprintf(ficlog,"%d",i);fflush(ficlog);
       linmin(p,xit,n,fret,func); /* Point p[n]. xit[n] has been loaded for direction i as input.*/        linmin(p,xit,n,fret,func); /* Point p[n]. xit[n] has been loaded for direction i as input.*/
                                     /* Outputs are fret(new point p) p is updated and xit rescaled */                                      /* Outputs are fret(new point p) p is updated and xit rescaled */
Line 1836  void powell(double p[], double **xi, int Line 1891  void powell(double p[], double **xi, int
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del); /* Intel compiler doesn't work on one line; bug reported */        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);        t= t- del*SQR(fp-fptt);
 #endif  #endif
       directest = fp-2.0*(*fret)+fptt - 2.0 * del; /* If del was big enough we change it for a new direction */        directest = fp-2.0*(*fret)+fptt - 2.0 * del; /* If delta was big enough we change it for a new direction */
 #ifdef DEBUG  #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);        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);
       fprintf(ficlog,"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);        fprintf(ficlog,"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);
Line 1851  void powell(double p[], double **xi, int Line 1906  void powell(double p[], double **xi, int
       if (t < 0.0) { /* Then we use it for new direction */        if (t < 0.0) { /* Then we use it for new direction */
 #else  #else
       if (directest*t < 0.0) { /* Contradiction between both tests */        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,del);          printf("directest= %.12lf (if <0 we include P0 Pn as new direction), t= %.12lf, f1= %.12lf,f2= %.12lf,f3= %.12lf, del= %.12lf\n",directest, t, fp,(*fret),fptt,del);
         printf("f1-2f2+f3= %.12lf, f1-f2-del= %.12lf, f1-f3= %.12lf\n",fp-2.0*(*fret)+fptt, fp -(*fret) -del, fp-fptt);          printf("f1-2f2+f3= %.12lf, f1-f2-del= %.12lf, f1-f3= %.12lf\n",fp-2.0*(*fret)+fptt, fp -(*fret) -del, fp-fptt);
         fprintf(ficlog,"directest= %.12lf, t= %.12lf, f1= %.12lf,f2= %.12lf,f3= %.12lf, del= %.12lf\n",directest, t, fp,(*fret),fptt, del);          fprintf(ficlog,"directest= %.12lf (if <0 we include P0 Pn as new direction), t= %.12lf, f1= %.12lf,f2= %.12lf,f3= %.12lf, del= %.12lf\n",directest, t, fp,(*fret),fptt, del);
         fprintf(ficlog,"f1-2f2+f3= %.12lf, f1-f2-del= %.12lf, f1-f3= %.12lf\n",fp-2.0*(*fret)+fptt, fp -(*fret) -del, fp-fptt);          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 */        if (directest < 0.0) { /* Then we use it for new direction */
Line 1861  void powell(double p[], double **xi, int Line 1916  void powell(double p[], double **xi, int
 #ifdef DEBUGLINMIN  #ifdef DEBUGLINMIN
         printf("Before linmin in direction P%d-P0\n",n);          printf("Before linmin in direction P%d-P0\n",n);
         for (j=1;j<=n;j++) {           for (j=1;j<=n;j++) { 
           printf("Before xit[%d]= %12.7f p[%d]= %12.7f",j,xit[j],j,p[j]);            printf(" Before xit[%d]= %12.7f p[%d]= %12.7f",j,xit[j],j,p[j]);
           if(j % ncovmodel == 0)            fprintf(ficlog," Before xit[%d]= %12.7f p[%d]= %12.7f",j,xit[j],j,p[j]);
             if(j % ncovmodel == 0){
             printf("\n");              printf("\n");
               fprintf(ficlog,"\n");
             }
         }          }
 #endif  #endif
         linmin(p,xit,n,fret,func); /* computes minimum on the extrapolated direction: changes p and rescales xit.*/          linmin(p,xit,n,fret,func); /* computes minimum on the extrapolated direction: changes p and rescales xit.*/
 #ifdef DEBUGLINMIN  #ifdef DEBUGLINMIN
         for (j=1;j<=n;j++) {           for (j=1;j<=n;j++) { 
           printf("After xit[%d]= %12.7f p[%d]= %12.7f",j,xit[j],j,p[j]);            printf("After xit[%d]= %12.7f p[%d]= %12.7f",j,xit[j],j,p[j]);
           if(j % ncovmodel == 0)            fprintf(ficlog,"After xit[%d]= %12.7f p[%d]= %12.7f",j,xit[j],j,p[j]);
             if(j % ncovmodel == 0){
             printf("\n");              printf("\n");
               fprintf(ficlog,"\n");
             }
         }          }
 #endif  #endif
         for (j=1;j<=n;j++) {           for (j=1;j<=n;j++) { 
Line 1901  void powell(double p[], double **xi, int Line 1962  void powell(double p[], double **xi, int
   
 /**** Prevalence limit (stable or period prevalence)  ****************/  /**** Prevalence limit (stable or period prevalence)  ****************/
   
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)  double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int *ncvyear, int ij)
 {  {
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
      matrix by transitions matrix until convergence is reached */       matrix by transitions matrix until convergence is reached with precision ftolpl */
       /* Wx= Wx-1 Px-1= Wx-2 Px-2 Px-1  = Wx-n Px-n ... Px-2 Px-1 I */
     /* Wx is row vector: population in state 1, population in state 2, population dead */
     /* or prevalence in state 1, prevalence in state 2, 0 */
     /* newm is the matrix after multiplications, its rows are identical at a factor */
     /* Initial matrix pimij */
     /* {0.85204250825084937, 0.13044499163996345, 0.017512500109187184, */
     /* 0.090851990222114765, 0.88271245433047185, 0.026435555447413338, */
     /*  0,                   0                  , 1} */
     /*
      * and after some iteration: */
     /* {0.45504275246439968, 0.42731458730878791, 0.11764266022681241, */
     /*  0.45201005341706885, 0.42865420071559901, 0.11933574586733192, */
     /*  0,                   0                  , 1} */
     /* And prevalence by suppressing the deaths are close to identical rows in prlim: */
     /* {0.51571254859325999, 0.4842874514067399, */
     /*  0.51326036147820708, 0.48673963852179264} */
     /* If we start from prlim again, prlim tends to a constant matrix */
   
   int i, ii,j,k;    int i, ii,j,k;
   double min, max, maxmin, maxmax,sumnew=0.;    double min, max, maxmin, maxmax,sumnew=0.;
   /* double **matprod2(); */ /* test */    /* double **matprod2(); */ /* test */
   double **out, cov[NCOVMAX+1], **pmij();    double **out, cov[NCOVMAX+1], **pmij();
   double **newm;    double **newm;
   double agefin, delaymax=50 ; /* Max number of years to converge */    double agefin, delaymax=100 ; /* Max number of years to converge */
     int ncvloop=0;
       
   for (ii=1;ii<=nlstate+ndeath;ii++)    for (ii=1;ii<=nlstate+ndeath;ii++)
     for (j=1;j<=nlstate+ndeath;j++){      for (j=1;j<=nlstate+ndeath;j++){
Line 1921  double **prevalim(double **prlim, int nl Line 2000  double **prevalim(double **prlim, int nl
   cov[1]=1.;    cov[1]=1.;
       
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
     /* Start at agefin= age, computes the matrix of passage and loops decreasing agefin until convergence is reached */
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
       ncvloop++;
     newm=savm;      newm=savm;
     /* Covariates have to be included here again */      /* Covariates have to be included here again */
     cov[2]=agefin;      cov[2]=agefin;
Line 1956  double **prevalim(double **prlim, int nl Line 2037  double **prevalim(double **prlim, int nl
         sumnew=0;          sumnew=0;
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
         prlim[i][j]= newm[i][j]/(1-sumnew);          prlim[i][j]= newm[i][j]/(1-sumnew);
         /*printf(" prevalim i=%d, j=%d, prmlim[%d][%d]=%f, agefin=%d \n", i, j, i, j, prlim[i][j],(int)agefin);*/  
         max=FMAX(max,prlim[i][j]);          max=FMAX(max,prlim[i][j]);
         min=FMIN(min,prlim[i][j]);          min=FMIN(min,prlim[i][j]);
           printf(" age= %d prevalim i=%d, j=%d, prmlim[%d][%d]=%f, agefin=%d max=%f min=%f\n", (int)age, i, j, i, j, prlim[i][j],(int)agefin, max, min);
       }        }
       maxmin=max-min;        maxmin=(max-min)/(max+min)*2;
       maxmax=FMAX(maxmax,maxmin);        maxmax=FMAX(maxmax,maxmin);
     } /* j loop */      } /* j loop */
       *ncvyear= (int)age- (int)agefin;
       printf("maxmax=%lf maxmin=%lf ncvloop=%d, age=%d, agefin=%d ncvyear=%d \n", maxmax, maxmin, ncvloop, (int)age, (int)agefin, *ncvyear);
     if(maxmax < ftolpl){      if(maxmax < ftolpl){
         /* printf("maxmax=%lf maxmin=%lf ncvloop=%ld, age=%d, agefin=%d ncvyear=%d \n", maxmax, maxmin, ncvloop, (int)age, (int)agefin, *ncvyear); */
       return prlim;        return prlim;
     }      }
   } /* age loop */    } /* age loop */
     printf("Warning: the stable prevalence at age %d did not converge with the required precision %g > ftolpl=%g. \n\
   Earliest age to start was %d-%d=%d, ncvloop=%d, ncvyear=%d\n", (int)age, maxmax, ftolpl, (int)age, (int)delaymax, (int)agefin, ncvloop, *ncvyear);
   /* Try to lower 'ftol', for example from 1.e-8 to 6.e-9.\n", ftolpl, (int)age, (int)delaymax, (int)agefin, ncvloop, (int)age-(int)agefin); */
   return prlim; /* should not reach here */    return prlim; /* should not reach here */
 }  }
   
Line 2542  double funcone( double *x) Line 2629  double funcone( double *x)
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;        ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
       /*printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */        /*printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */
       if(globpr){        if(globpr){
         fprintf(ficresilk,"%9ld %6d %2d %2d %1d %1d %3d %11.6f %8.4f\          fprintf(ficresilk,"%9ld %6.1f %6d %2d %2d %2d %2d %3d %11.6f %8.4f %8.3f\
  %11.6f %11.6f %11.6f ", \   %11.6f %11.6f %11.6f ", \
                 num[i],i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],                  num[i], agexact, i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],weight[i]*gipmx/gsw,
                 2*weight[i]*lli,out[s1][s2],savm[s1][s2]);                  2*weight[i]*lli,out[s1][s2],savm[s1][s2]);
         for(k=1,llt=0.,l=0.; k<=nlstate; k++){          for(k=1,llt=0.,l=0.; k<=nlstate; k++){
           llt +=ll[k]*gipmx/gsw;            llt +=ll[k]*gipmx/gsw;
Line 2577  void likelione(FILE *ficres,double p[], Line 2664  void likelione(FILE *ficres,double p[],
   
   if(*globpri !=0){ /* Just counts and sums, no printings */    if(*globpri !=0){ /* Just counts and sums, no printings */
     strcpy(fileresilk,"ILK_");       strcpy(fileresilk,"ILK_"); 
     strcat(fileresilk,fileres);      strcat(fileresilk,fileresu);
     if((ficresilk=fopen(fileresilk,"w"))==NULL) {      if((ficresilk=fopen(fileresilk,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresilk);        printf("Problem with resultfile: %s\n", fileresilk);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);        fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
     }      }
     fprintf(ficresilk, "#individual(line's_record) s1 s2 wave# effective_wave# number_of_matrices_product pij weight -2ln(pij)*weight 0pij_x 0pij_(x-stepm) cumulating_loglikeli_by_health_state(reweighted=-2ll*weightXnumber_of_contribs/sum_of_weights) and_total\n");      fprintf(ficresilk, "#individual(line's_record) count age s1 s2 wave# effective_wave# number_of_matrices_product pij weight weight/gpw -2ln(pij)*weight 0pij_x 0pij_(x-stepm) cumulating_loglikeli_by_health_state(reweighted=-2ll*weightXnumber_of_contribs/sum_of_weights) and_total\n");
     fprintf(ficresilk, "#num_i i s1 s2 mi mw dh likeli weight 2wlli out sav ");      fprintf(ficresilk, "#num_i age i s1 s2 mi mw dh likeli weight %%weight 2wlli out sav ");
     /*  i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],2*weight[i]*lli,out[s1][s2],savm[s1][s2]); */      /*  i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],2*weight[i]*lli,out[s1][s2],savm[s1][s2]); */
     for(k=1; k<=nlstate; k++)       for(k=1; k<=nlstate; k++) 
       fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k);        fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k);
Line 2593  void likelione(FILE *ficres,double p[], Line 2680  void likelione(FILE *ficres,double p[],
   *fretone=(*funcone)(p);    *fretone=(*funcone)(p);
   if(*globpri !=0){    if(*globpri !=0){
     fclose(ficresilk);      fclose(ficresilk);
     fprintf(fichtm,"\n<br>File of contributions to the likelihood (if mle=1): <a href=\"%s\">%s</a><br>\n",subdirf(fileresilk),subdirf(fileresilk));      if (mle ==0)
     fflush(fichtm);         fprintf(fichtm,"\n<br>File of contributions to the likelihood computed with initial parameters and mle = %d.",mle);
   }       else if(mle >=1)
         fprintf(fichtm,"\n<br>File of contributions to the likelihood computed with optimized parameters mle = %d.",mle);
       fprintf(fichtm," You should at least run with mle >= 1 to get starting values corresponding to the optimized parameters in order to visualize the real contribution of each individual/wave: <a href=\"%s\">%s</a><br>\n",subdirf(fileresilk),subdirf(fileresilk));
       
       fprintf(fichtm,"<br>- The function drawn is -2Log(L) in Log scale: by state of origin <a href=\"%s-ori.png\">%s-ori.png</a><br> \
   <img src=\"%s-ori.png\">",subdirf2(optionfilefiname,"ILK_"),subdirf2(optionfilefiname,"ILK_"),subdirf2(optionfilefiname,"ILK_"));
       fprintf(fichtm,"<br>- and by state of destination <a href=\"%s-dest.png\">%s-dest.png</a><br> \
   <img src=\"%s-dest.png\">",subdirf2(optionfilefiname,"ILK_"),subdirf2(optionfilefiname,"ILK_"),subdirf2(optionfilefiname,"ILK_"));
       fflush(fichtm);
         
       for (k=1; k<= nlstate ; k++) {
         fprintf(fichtm,"<br>- Probability p%dj by origin %d and destination j <a href=\"%s-p%dj.png\">%s-p%dj.png</a><br> \
   <img src=\"%s-p%dj.png\">",k,k,subdirf2(optionfilefiname,"ILK_"),k,subdirf2(optionfilefiname,"ILK_"),k,subdirf2(optionfilefiname,"ILK_"),k);
       }
     }
   return;    return;
 }  }
   
Line 2669  void mlikeli(FILE *ficres,double p[], in Line 2770  void mlikeli(FILE *ficres,double p[], in
 #endif  #endif
   free_matrix(xi,1,npar,1,npar);    free_matrix(xi,1,npar,1,npar);
   fclose(ficrespow);    fclose(ficrespow);
   printf("#Number of iterations & function calls = %d & %d, -2 Log likelihood = %.12f\n",iter, countcallfunc,func(p));    printf("\n#Number of iterations & function calls = %d & %d, -2 Log likelihood = %.12f\n",iter, countcallfunc,func(p));
   fprintf(ficlog,"#Number of iterations & function calls = %d & %d, -2 Log likelihood = %.12f\n",iter, countcallfunc,func(p));    fprintf(ficlog,"\n#Number of iterations & function calls = %d & %d, -2 Log likelihood = %.12f\n",iter, countcallfunc,func(p));
   fprintf(ficres,"#Number of iterations & function calls = %d & %d, -2 Log likelihood = %.12f\n",iter, countcallfunc,func(p));    fprintf(ficres,"#Number of iterations & function calls = %d & %d, -2 Log likelihood = %.12f\n",iter, countcallfunc,func(p));
   
 }  }
   
 /**** Computes Hessian and covariance matrix ***/  /**** Computes Hessian and covariance matrix ***/
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))  void hesscov(double **matcov, double **hess, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
 {  {
   double  **a,**y,*x,pd;    double  **a,**y,*x,pd;
   double **hess;    /* double **hess; */
   int i, j;    int i, j;
   int *indx;    int *indx;
   
   double hessii(double p[], double delta, int theta, double delti[],double (*func)(double []),int npar);    double hessii(double p[], double delta, int theta, double delti[],double (*func)(double []),int npar);
   double hessij(double p[], double delti[], int i, int j,double (*func)(double []),int npar);    double hessij(double p[], double **hess, double delti[], int i, int j,double (*func)(double []),int npar);
   void lubksb(double **a, int npar, int *indx, double b[]) ;    void lubksb(double **a, int npar, int *indx, double b[]) ;
   void ludcmp(double **a, int npar, int *indx, double *d) ;    void ludcmp(double **a, int npar, int *indx, double *d) ;
   double gompertz(double p[]);    double gompertz(double p[]);
   hess=matrix(1,npar,1,npar);    /* hess=matrix(1,npar,1,npar); */
   
   printf("\nCalculation of the hessian matrix. Wait...\n");    printf("\nCalculation of the hessian matrix. Wait...\n");
   fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");    fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
   for (i=1;i<=npar;i++){    for (i=1;i<=npar;i++){
     printf("%d",i);fflush(stdout);      printf("%d-",i);fflush(stdout);
     fprintf(ficlog,"%d",i);fflush(ficlog);      fprintf(ficlog,"%d-",i);fflush(ficlog);
         
      hess[i][i]=hessii(p,ftolhess,i,delti,func,npar);       hess[i][i]=hessii(p,ftolhess,i,delti,func,npar);
           
Line 2705  void hesscov(double **matcov, double p[] Line 2806  void hesscov(double **matcov, double p[]
   for (i=1;i<=npar;i++) {    for (i=1;i<=npar;i++) {
     for (j=1;j<=npar;j++)  {      for (j=1;j<=npar;j++)  {
       if (j>i) {         if (j>i) { 
         printf(".%d%d",i,j);fflush(stdout);          printf(".%d-%d",i,j);fflush(stdout);
         fprintf(ficlog,".%d%d",i,j);fflush(ficlog);          fprintf(ficlog,".%d-%d",i,j);fflush(ficlog);
         hess[i][j]=hessij(p,delti,i,j,func,npar);          hess[i][j]=hessij(p,hess, delti,i,j,func,npar);
                   
         hess[j][i]=hess[i][j];              hess[j][i]=hess[i][j];    
         /*printf(" %lf ",hess[i][j]);*/          /*printf(" %lf ",hess[i][j]);*/
Line 2741  void hesscov(double **matcov, double p[] Line 2842  void hesscov(double **matcov, double p[]
   fprintf(ficlog,"\n#Hessian matrix#\n");    fprintf(ficlog,"\n#Hessian matrix#\n");
   for (i=1;i<=npar;i++) {     for (i=1;i<=npar;i++) { 
     for (j=1;j<=npar;j++) {       for (j=1;j<=npar;j++) { 
       printf("%.3e ",hess[i][j]);        printf("%.6e ",hess[i][j]);
       fprintf(ficlog,"%.3e ",hess[i][j]);        fprintf(ficlog,"%.6e ",hess[i][j]);
     }      }
     printf("\n");      printf("\n");
     fprintf(ficlog,"\n");      fprintf(ficlog,"\n");
   }    }
   
     /* printf("\n#Covariance matrix#\n"); */
     /* fprintf(ficlog,"\n#Covariance matrix#\n"); */
     /* for (i=1;i<=npar;i++) {  */
     /*   for (j=1;j<=npar;j++) {  */
     /*     printf("%.6e ",matcov[i][j]); */
     /*     fprintf(ficlog,"%.6e ",matcov[i][j]); */
     /*   } */
     /*   printf("\n"); */
     /*   fprintf(ficlog,"\n"); */
     /* } */
   
   /* Recompute Inverse */    /* Recompute Inverse */
   for (i=1;i<=npar;i++)    /* for (i=1;i<=npar;i++) */
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];    /*   for (j=1;j<=npar;j++) a[i][j]=matcov[i][j]; */
   ludcmp(a,npar,indx,&pd);    /* ludcmp(a,npar,indx,&pd); */
   
     /*  printf("\n#Hessian matrix recomputed#\n"); */
   
     /* for (j=1;j<=npar;j++) { */
     /*   for (i=1;i<=npar;i++) x[i]=0; */
     /*   x[j]=1; */
     /*   lubksb(a,npar,indx,x); */
     /*   for (i=1;i<=npar;i++){  */
     /*     y[i][j]=x[i]; */
     /*     printf("%.3e ",y[i][j]); */
     /*     fprintf(ficlog,"%.3e ",y[i][j]); */
     /*   } */
     /*   printf("\n"); */
     /*   fprintf(ficlog,"\n"); */
     /* } */
   
   /*  printf("\n#Hessian matrix recomputed#\n");    /* Verifying the inverse matrix */
   #ifdef DEBUGHESS
     y=matprod2(y,hess,1,npar,1,npar,1,npar,matcov);
   
      printf("\n#Verification: multiplying the matrix of covariance by the Hessian matrix, should be unity:#\n");
      fprintf(ficlog,"\n#Verification: multiplying the matrix of covariance by the Hessian matrix. Should be unity:#\n");
   
   for (j=1;j<=npar;j++) {    for (j=1;j<=npar;j++) {
     for (i=1;i<=npar;i++) x[i]=0;  
     x[j]=1;  
     lubksb(a,npar,indx,x);  
     for (i=1;i<=npar;i++){       for (i=1;i<=npar;i++){ 
       y[i][j]=x[i];        printf("%.2f ",y[i][j]);
       printf("%.3e ",y[i][j]);        fprintf(ficlog,"%.2f ",y[i][j]);
       fprintf(ficlog,"%.3e ",y[i][j]);  
     }      }
     printf("\n");      printf("\n");
     fprintf(ficlog,"\n");      fprintf(ficlog,"\n");
   }    }
   */  #endif
   
   free_matrix(a,1,npar,1,npar);    free_matrix(a,1,npar,1,npar);
   free_matrix(y,1,npar,1,npar);    free_matrix(y,1,npar,1,npar);
   free_vector(x,1,npar);    free_vector(x,1,npar);
   free_ivector(indx,1,npar);    free_ivector(indx,1,npar);
   free_matrix(hess,1,npar,1,npar);    /* free_matrix(hess,1,npar,1,npar); */
   
   
 }  }
   
 /*************** hessian matrix ****************/  /*************** hessian matrix ****************/
 double hessii(double x[], double delta, int theta, double delti[], double (*func)(double []), int npar)  double hessii(double x[], double delta, int theta, double delti[], double (*func)(double []), int npar)
 {  { /* Around values of x, computes the function func and returns the scales delti and hessian */
   int i;    int i;
   int l=1, lmax=20;    int l=1, lmax=20;
   double k1,k2;    double k1,k2, res, fx;
   double p2[MAXPARM+1]; /* identical to x */    double p2[MAXPARM+1]; /* identical to x */
   double res;  
   double delt=0.0001, delts, nkhi=10.,nkhif=1., khi=1.e-4;    double delt=0.0001, delts, nkhi=10.,nkhif=1., khi=1.e-4;
   double fx;  
   int k=0,kmax=10;    int k=0,kmax=10;
   double l1;    double l1;
   
Line 2803  double hessii(double x[], double delta, Line 2929  double hessii(double x[], double delta,
       p2[theta]=x[theta]-delt;        p2[theta]=x[theta]-delt;
       k2=func(p2)-fx;        k2=func(p2)-fx;
       /*res= (k1-2.0*fx+k2)/delt/delt; */        /*res= (k1-2.0*fx+k2)/delt/delt; */
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */        res= (k1+k2)/delt/delt/2.; /* Divided by 2 because L and not 2*L */
               
 #ifdef DEBUGHESS  #ifdef DEBUGHESSII
       printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);        printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);
       fprintf(ficlog,"%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);        fprintf(ficlog,"%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);
 #endif  #endif
Line 2819  double hessii(double x[], double delta, Line 2945  double hessii(double x[], double delta,
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){         else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
         delts=delt;          delts=delt;
       }        }
     }      } /* End loop k */
   }    }
   delti[theta]=delts;    delti[theta]=delts;
   return res;     return res; 
       
 }  }
   
 double hessij( double x[], double delti[], int thetai,int thetaj,double (*func)(double []),int npar)  double hessij( double x[], double **hess, double delti[], int thetai,int thetaj,double (*func)(double []),int npar)
 {  {
   int i;    int i;
   int l=1, lmax=20;    int l=1, lmax=20;
   double k1,k2,k3,k4,res,fx;    double k1,k2,k3,k4,res,fx;
   double p2[MAXPARM+1];    double p2[MAXPARM+1];
   int k;    int k, kmax=1;
     double v1, v2, cv12, lc1, lc2;
     
   fx=func(x);    fx=func(x);
   for (k=1; k<=2; k++) {    for (k=1; k<=kmax; k=k+10) {
     for (i=1;i<=npar;i++) p2[i]=x[i];      for (i=1;i<=npar;i++) p2[i]=x[i];
     p2[thetai]=x[thetai]+delti[thetai]/k;      p2[thetai]=x[thetai]+delti[thetai]*k;
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;      p2[thetaj]=x[thetaj]+delti[thetaj]*k;
     k1=func(p2)-fx;      k1=func(p2)-fx;
       
     p2[thetai]=x[thetai]+delti[thetai]/k;      p2[thetai]=x[thetai]+delti[thetai]*k;
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;      p2[thetaj]=x[thetaj]-delti[thetaj]*k;
     k2=func(p2)-fx;      k2=func(p2)-fx;
       
     p2[thetai]=x[thetai]-delti[thetai]/k;      p2[thetai]=x[thetai]-delti[thetai]*k;
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;      p2[thetaj]=x[thetaj]+delti[thetaj]*k;
     k3=func(p2)-fx;      k3=func(p2)-fx;
       
     p2[thetai]=x[thetai]-delti[thetai]/k;      p2[thetai]=x[thetai]-delti[thetai]*k;
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;      p2[thetaj]=x[thetaj]-delti[thetaj]*k;
     k4=func(p2)-fx;      k4=func(p2)-fx;
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */      res=(k1-k2-k3+k4)/4.0/delti[thetai]/k/delti[thetaj]/k/2.; /* Because of L not 2*L */
 #ifdef DEBUG      if(k1*k2*k3*k4 <0.){
     printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);        kmax=kmax+10;
     fprintf(ficlog,"%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);        if(kmax >=10){
         printf("Warning: directions %d-%d, you are not estimating the Hessian at the exact maximum likelihood; increase ftol=%.2e\n",thetai,thetaj, ftol);
         fprintf(ficlog,"Warning: directions %d-%d, you are not estimating the Hessian at the exact maximum likelihood; increase ftol=%.2e\n",thetai,thetaj, ftol);
         printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti*k=%.12e deltj*k=%.12e, xi-de*k=%.12e xj-de*k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);
         fprintf(ficlog,"%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti*k=%.12e deltj*k=%.12e, xi-de*k=%.12e xj-de*k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);
         }
       }
   #ifdef DEBUGHESSIJ
       v1=hess[thetai][thetai];
       v2=hess[thetaj][thetaj];
       cv12=res;
       /* Computing eigen value of Hessian matrix */
       lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
       lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
       if ((lc2 <0) || (lc1 <0) ){
         printf("Warning: sub Hessian matrix '%d%d' does not have positive eigen values \n",thetai,thetaj);
         fprintf(ficlog, "Warning: sub Hessian matrix '%d%d' does not have positive eigen values \n",thetai,thetaj);
         printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);
         fprintf(ficlog,"%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);
       }
 #endif  #endif
   }    }
   return res;    return res;
 }  }
   
       /* Not done yet: Was supposed to fix if not exactly at the maximum */
   /* double hessij( double x[], double delti[], int thetai,int thetaj,double (*func)(double []),int npar) */
   /* { */
   /*   int i; */
   /*   int l=1, lmax=20; */
   /*   double k1,k2,k3,k4,res,fx; */
   /*   double p2[MAXPARM+1]; */
   /*   double delt=0.0001, delts, nkhi=10.,nkhif=1., khi=1.e-4; */
   /*   int k=0,kmax=10; */
   /*   double l1; */
     
   /*   fx=func(x); */
   /*   for(l=0 ; l <=lmax; l++){  /\* Enlarging the zone around the Maximum *\/ */
   /*     l1=pow(10,l); */
   /*     delts=delt; */
   /*     for(k=1 ; k <kmax; k=k+1){ */
   /*       delt = delti*(l1*k); */
   /*       for (i=1;i<=npar;i++) p2[i]=x[i]; */
   /*       p2[thetai]=x[thetai]+delti[thetai]/k; */
   /*       p2[thetaj]=x[thetaj]+delti[thetaj]/k; */
   /*       k1=func(p2)-fx; */
         
   /*       p2[thetai]=x[thetai]+delti[thetai]/k; */
   /*       p2[thetaj]=x[thetaj]-delti[thetaj]/k; */
   /*       k2=func(p2)-fx; */
         
   /*       p2[thetai]=x[thetai]-delti[thetai]/k; */
   /*       p2[thetaj]=x[thetaj]+delti[thetaj]/k; */
   /*       k3=func(p2)-fx; */
         
   /*       p2[thetai]=x[thetai]-delti[thetai]/k; */
   /*       p2[thetaj]=x[thetaj]-delti[thetaj]/k; */
   /*       k4=func(p2)-fx; */
   /*       res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /\* Because of L not 2*L *\/ */
   /* #ifdef DEBUGHESSIJ */
   /*       printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4); */
   /*       fprintf(ficlog,"%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4); */
   /* #endif */
   /*       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)|| (k4 <khi/nkhi/2.)|| (k4 <khi/nkhi/2.)){ */
   /*      k=kmax; */
   /*       } */
   /*       else if((k1 >khi/nkhif) || (k2 >khi/nkhif) || (k4 >khi/nkhif) || (k4 >khi/nkhif)){ /\* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. *\/ */
   /*      k=kmax; l=lmax*10; */
   /*       } */
   /*       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){  */
   /*      delts=delt; */
   /*       } */
   /*     } /\* End loop k *\/ */
   /*   } */
   /*   delti[theta]=delts; */
   /*   return res;  */
   /* } */
   
   
 /************** Inverse of matrix **************/  /************** Inverse of matrix **************/
 void ludcmp(double **a, int n, int *indx, double *d)   void ludcmp(double **a, int n, int *indx, double *d) 
 {   { 
Line 3793  void cvevsij(double ***eij, double x[], Line 3993  void cvevsij(double ***eij, double x[],
 }  }
   
 /************ Variance ******************/  /************ Variance ******************/
 void varevsij(char optionfilefiname[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij, int estepm, int cptcov, int cptcod, int popbased, int mobilav, char strstart[])   void varevsij(char optionfilefiname[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int *ncvyear, int ij, int estepm, int cptcov, int cptcod, int popbased, int mobilav, char strstart[])
 {  {
   /* Variance of health expectancies */    /* Variance of health expectancies */
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
Line 3841  void varevsij(char optionfilefiname[], d Line 4041  void varevsij(char optionfilefiname[], d
   /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/    /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
   strcat(fileresprobmorprev,digit); /* Tvar to be done */    strcat(fileresprobmorprev,digit); /* Tvar to be done */
   strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */    strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
   strcat(fileresprobmorprev,fileres);    strcat(fileresprobmorprev,fileresu);
   if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {    if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
     printf("Problem with resultfile: %s\n", fileresprobmorprev);      printf("Problem with resultfile: %s\n", fileresprobmorprev);
     fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
Line 3919  void varevsij(char optionfilefiname[], d Line 4119  void varevsij(char optionfilefiname[], d
         xp[i] = x[i] + (i==theta ?delti[theta]:0);          xp[i] = x[i] + (i==theta ?delti[theta]:0);
       }        }
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);          hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ncvyear,ij);
   
       if (popbased==1) {        if (popbased==1) {
         if(mobilav ==0){          if(mobilav ==0){
Line 3950  void varevsij(char optionfilefiname[], d Line 4150  void varevsij(char optionfilefiname[], d
       for(i=1; i<=npar; i++) /* Computes gradient x - delta */        for(i=1; i<=npar; i++) /* Computes gradient x - delta */
         xp[i] = x[i] - (i==theta ?delti[theta]:0);          xp[i] = x[i] - (i==theta ?delti[theta]:0);
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);          hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ncvyear, ij);
     
       if (popbased==1) {        if (popbased==1) {
         if(mobilav ==0){          if(mobilav ==0){
Line 4025  void varevsij(char optionfilefiname[], d Line 4225  void varevsij(char optionfilefiname[], d
     /* end ppptj */      /* end ppptj */
     /*  x centered again */      /*  x centered again */
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);        hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
     prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);      prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ncvyear,ij);
     
     if (popbased==1) {      if (popbased==1) {
       if(mobilav ==0){        if(mobilav ==0){
Line 4103  void varevsij(char optionfilefiname[], d Line 4303  void varevsij(char optionfilefiname[], d
 }  /* end varevsij */  }  /* end varevsij */
   
 /************ Variance of prevlim ******************/  /************ Variance of prevlim ******************/
 void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij, char strstart[])   void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int *ncvyear, int ij, char strstart[])
 {  {
   /* Variance of prevalence limit */    /* Variance of prevalence limit  for each state ij using current parameters x[] and estimates of neighbourhood give by delti*/
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
   
   double **dnewm,**doldm;    double **dnewm,**doldm;
Line 4142  void varprevlim(char fileres[], double * Line 4342  void varprevlim(char fileres[], double *
       for(i=1; i<=npar; i++){ /* Computes gradient */        for(i=1; i<=npar; i++){ /* Computes gradient */
         xp[i] = x[i] + (i==theta ?delti[theta]:0);          xp[i] = x[i] + (i==theta ?delti[theta]:0);
       }        }
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ncvyear,ij);
       for(i=1;i<=nlstate;i++)        for(i=1;i<=nlstate;i++)
         gp[i] = prlim[i][i];          gp[i] = prlim[i][i];
           
       for(i=1; i<=npar; i++) /* Computes gradient */        for(i=1; i<=npar; i++) /* Computes gradient */
         xp[i] = x[i] - (i==theta ?delti[theta]:0);          xp[i] = x[i] - (i==theta ?delti[theta]:0);
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ncvyear,ij);
       for(i=1;i<=nlstate;i++)        for(i=1;i<=nlstate;i++)
         gm[i] = prlim[i][i];          gm[i] = prlim[i][i];
   
Line 4164  void varprevlim(char fileres[], double * Line 4364  void varprevlim(char fileres[], double *
   
     for(i=1;i<=nlstate;i++)      for(i=1;i<=nlstate;i++)
       varpl[i][(int)age] =0.;        varpl[i][(int)age] =0.;
       if((int)age==67 ||(int)age== 66 ){
       matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
       matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
       }else{
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);      matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);      matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
       }
     for(i=1;i<=nlstate;i++)      for(i=1;i<=nlstate;i++)
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */        varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
   
Line 4213  void varprob(char optionfilefiname[], do Line 4418  void varprob(char optionfilefiname[], do
     fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
   }    }
   strcpy(fileresprobcov,"PROBCOV_");     strcpy(fileresprobcov,"PROBCOV_"); 
   strcat(fileresprobcov,fileres);    strcat(fileresprobcov,fileresu);
   if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {    if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
     printf("Problem with resultfile: %s\n", fileresprobcov);      printf("Problem with resultfile: %s\n", fileresprobcov);
     fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
   }    }
   strcpy(fileresprobcor,"PROBCOR_");     strcpy(fileresprobcor,"PROBCOR_"); 
   strcat(fileresprobcor,fileres);    strcat(fileresprobcor,fileresu);
   if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {    if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
     printf("Problem with resultfile: %s\n", fileresprobcor);      printf("Problem with resultfile: %s\n", fileresprobcor);
     fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
Line 4571  fprintf(fichtm," \n<ul><li><b>Graphs</b> Line 4776  fprintf(fichtm," \n<ul><li><b>Graphs</b>
      fprintf(fichtm,"<br>- Logit model, for example: logit(pij)=log(pij/pii)= aij+ bij age + V1 age + etc. as a function of age: <a href=\"%s_%d-1.svg\">%s_%d-1.svg</a><br> \       fprintf(fichtm,"<br>- Logit model, for example: logit(pij)=log(pij/pii)= aij+ bij age + V1 age + etc. as a function of age: <a href=\"%s_%d-1.svg\">%s_%d-1.svg</a><br> \
 <img src=\"%s_%d-1.svg\">",subdirf2(optionfilefiname,"PE_"),jj1,subdirf2(optionfilefiname,"PE_"),jj1,subdirf2(optionfilefiname,"PE_"),jj1);  <img src=\"%s_%d-1.svg\">",subdirf2(optionfilefiname,"PE_"),jj1,subdirf2(optionfilefiname,"PE_"),jj1,subdirf2(optionfilefiname,"PE_"),jj1);
      /* Pij */       /* Pij */
      fprintf(fichtm,"<br>\n- Pij or Conditional probabilities to be observed in state j being in state i, %d (stepm) months before: <a href=\"%s_%d-2.svg\">%s_%d-2.svg</a><br> \       fprintf(fichtm,"<br>\n- Pij or conditional probabilities to be observed in state j being in state i, %d (stepm) months before: <a href=\"%s_%d-2.svg\">%s_%d-2.svg</a><br> \
 <img src=\"%s_%d-2.svg\">",stepm,subdirf2(optionfilefiname,"PE_"),jj1,subdirf2(optionfilefiname,"PE_"),jj1,subdirf2(optionfilefiname,"PE_"),jj1);       <img src=\"%s_%d-2.svg\">",stepm,subdirf2(optionfilefiname,"PE_"),jj1,subdirf2(optionfilefiname,"PE_"),jj1,subdirf2(optionfilefiname,"PE_"),jj1);     
      /* Quasi-incidences */       /* Quasi-incidences */
      fprintf(fichtm,"<br>\n- Iij or Conditional probabilities to be observed in state j being in state i %d (stepm) months\       fprintf(fichtm,"<br>\n- Iij or Conditional probabilities to be observed in state j being in state i %d (stepm) months\
Line 4596  divided by h: hPij/h : <a href=\"%s_%d-3 Line 4801  divided by h: hPij/h : <a href=\"%s_%d-3
 <img src=\"%s_%d-%d.svg\">", cpt, cpt, nlstate, subdirf2(optionfilefiname,"P_"),cpt,jj1,subdirf2(optionfilefiname,"P_"),cpt,jj1,subdirf2(optionfilefiname,"P_"),cpt,jj1);  <img src=\"%s_%d-%d.svg\">", cpt, cpt, nlstate, subdirf2(optionfilefiname,"P_"),cpt,jj1,subdirf2(optionfilefiname,"P_"),cpt,jj1,subdirf2(optionfilefiname,"P_"),cpt,jj1);
      }       }
      for(cpt=1; cpt<=nlstate;cpt++) {       for(cpt=1; cpt<=nlstate;cpt++) {
        fprintf(fichtm,"\n<br>- Life expectancy by health state (%d) at initial age and its decomposition into health expectancies in each alive state (1 to %d) (or area under each survival functions): <a href=\"%s%d%d.svg\">%s%d%d.svg</a> <br> \         fprintf(fichtm,"\n<br>- Life expectancy by health state (%d) at initial age and its decomposition into health expectancies in each alive state (1 to %d) (or area under each survival functions): <a href=\"%s_%d%d.svg\">%s_%d%d.svg</a> <br> \
 <img src=\"%s_%d%d.svg\">",cpt,nlstate,subdirf2(optionfilefiname,"EXP_"),cpt,jj1,subdirf2(optionfilefiname,"EXP_"),cpt,jj1,subdirf2(optionfilefiname,"EXP_"),cpt,jj1);  <img src=\"%s_%d%d.svg\">",cpt,nlstate,subdirf2(optionfilefiname,"EXP_"),cpt,jj1,subdirf2(optionfilefiname,"EXP_"),cpt,jj1,subdirf2(optionfilefiname,"EXP_"),cpt,jj1);
      }       }
    /* } /\* end i1 *\/ */     /* } /\* end i1 *\/ */
Line 4606  divided by h: hPij/h : <a href=\"%s_%d-3 Line 4811  divided by h: hPij/h : <a href=\"%s_%d-3
  fprintf(fichtm,"\   fprintf(fichtm,"\
 \n<br><li><h4> <a name='secondorder'>Result files (second order: variances)</a></h4>\n\  \n<br><li><h4> <a name='secondorder'>Result files (second order: variances)</a></h4>\n\
  - Parameter file with estimated parameters and covariance matrix: <a href=\"%s\">%s</a> <br> \   - Parameter file with estimated parameters and covariance matrix: <a href=\"%s\">%s</a> <br> \
  - 95%% confidence intervals and Wald tests of the estimated parameters are in the log file.<br> \   - 95%% confidence intervals and Wald tests of the estimated parameters are in the log file if optimization has been done (mle != 0).<br> \
 But because parameters are usually highly correlated (a higher incidence of disability \  But because parameters are usually highly correlated (a higher incidence of disability \
 and a higher incidence of recovery can give very close observed transition) it might \  and a higher incidence of recovery can give very close observed transition) it might \
 be very useful to look not only at linear confidence intervals estimated from the \  be very useful to look not only at linear confidence intervals estimated from the \
Line 4666  See page 'Matrix of variance-covariance Line 4871  See page 'Matrix of variance-covariance
      }       }
      for(cpt=1; cpt<=nlstate;cpt++) {       for(cpt=1; cpt<=nlstate;cpt++) {
        fprintf(fichtm,"<br>- Observed (cross-sectional) and period (incidence based) \         fprintf(fichtm,"<br>- Observed (cross-sectional) and period (incidence based) \
 prevalence (with 95%% confidence interval) in state (%d): %s%d_%d.svg <br>\  prevalence (with 95%% confidence interval) in state (%d): <a href=\"%s_%d%d.svg\"> %s_%d-%d.svg <br>\
 <img src=\"%s_%d-%d.svg\">",cpt,subdirf2(optionfilefiname,"V_"),cpt,jj1,subdirf2(optionfilefiname,"V_"),cpt,jj1);    <img src=\"%s_%d-%d.svg\">",cpt,subdirf2(optionfilefiname,"V_"),cpt,jj1,subdirf2(optionfilefiname,"V_"),cpt,jj1,subdirf2(optionfilefiname,"V_"),cpt,jj1);  
      }       }
      fprintf(fichtm,"\n<br>- Total life expectancy by age and \       fprintf(fichtm,"\n<br>- Total life expectancy by age and \
 health expectancies in states (1) and (2). If popbased=1 the smooth (due to the model) \  health expectancies in states (1) and (2). If popbased=1 the smooth (due to the model) \
 true period expectancies (those weighted with period prevalences are also\  true period expectancies (those weighted with period prevalences are also\
  drawn in addition to the population based expectancies computed using\   drawn in addition to the population based expectancies computed using\
  observed and cahotic prevalences: %s_%d.svg<br>\   observed and cahotic prevalences:  <a href=\"%s_%d.svg\">%s_%d.svg<br>\
 <img src=\"%s_%d.svg\">",subdirf2(optionfilefiname,"E_"),jj1,subdirf2(optionfilefiname,"E_"),jj1);  <img src=\"%s_%d.svg\">",subdirf2(optionfilefiname,"E_"),jj1,subdirf2(optionfilefiname,"E_"),jj1,subdirf2(optionfilefiname,"E_"),jj1);
    /* } /\* end i1 *\/ */     /* } /\* end i1 *\/ */
  }/* End k1 */   }/* End k1 */
  fprintf(fichtm,"</ul>");   fprintf(fichtm,"</ul>");
Line 4698  void printinggnuplot(char fileresu[], ch Line 4903  void printinggnuplot(char fileresu[], ch
     /*#endif */      /*#endif */
   m=pow(2,cptcoveff);    m=pow(2,cptcoveff);
   
     /* Contribution to likelihood */
     /* Plot the probability implied in the likelihood */
       fprintf(ficgp,"\n# Contributions to the Likelihood, mle >=1. For mle=4 no interpolation, pure matrix products.\n#\n");
       fprintf(ficgp,"\n set log y; unset log x;set xlabel \"Age\"; set ylabel \"Likelihood (-2Log(L))\";");
       /* fprintf(ficgp,"\nset ter svg size 640, 480"); */ /* Too big for svg */
       fprintf(ficgp,"\nset ter pngcairo size 640, 480");
   /* nice for mle=4 plot by number of matrix products.
      replot  "rrtest1/toto.txt" u 2:($4 == 1 && $5==2 ? $9 : 1/0):5 t "p12" with point lc 1 */
   /* replot exp(p1+p2*x)/(1+exp(p1+p2*x)+exp(p3+p4*x)+exp(p5+p6*x)) t "p12(x)"  */
       /* fprintf(ficgp,"\nset out \"%s.svg\";",subdirf2(optionfilefiname,"ILK_")); */
       fprintf(ficgp,"\nset out \"%s-dest.png\";",subdirf2(optionfilefiname,"ILK_"));
       fprintf(ficgp,"\nset log y;plot  \"%s\" u 2:(-$12):5 t \"All sample, transitions colored by destination\" with dots lc variable; set out;\n",subdirf(fileresilk));
       fprintf(ficgp,"\nset out \"%s-ori.png\";",subdirf2(optionfilefiname,"ILK_"));
       fprintf(ficgp,"\nset log y;plot  \"%s\" u 2:(-$12):4 t \"All sample, transitions colored by origin\" with dots lc variable; set out;\n\n",subdirf(fileresilk));
       for (i=1; i<= nlstate ; i ++) {
         fprintf(ficgp,"\nset out \"%s-p%dj.png\";set ylabel \"Probability for each individual/wave\";",subdirf2(optionfilefiname,"ILK_"),i);
         fprintf(ficgp,"unset log;\n# plot weighted, mean weight should have point size of 0.5\n plot  \"%s\"",subdirf(fileresilk));
         fprintf(ficgp,"  u  2:($4 == %d && $5==%d ? $9 : 1/0):($11/4.):5 t \"p%d%d\" with points pointtype 7 ps variable lc variable \\\n",i,1,i,1);
         for (j=2; j<= nlstate+ndeath ; j ++) {
           fprintf(ficgp,",\\\n \"\" u  2:($4 == %d && $5==%d ? $9 : 1/0):($11/4.):5 t \"p%d%d\" with points pointtype 7 ps variable lc variable ",i,j,i,j);
         }
         fprintf(ficgp,";\nset out; unset ylabel;\n"); 
       }
       /* unset log; plot  "rrtest1_sorted_4/ILK_rrtest1_sorted_4.txt" u  2:($4 == 1 && $5==2 ? $9 : 1/0):5 t "p12" with points lc variable */              
       /* fprintf(ficgp,"\nset log y;plot  \"%s\" u 2:(-$11):3 t \"All sample, all transitions\" with dots lc variable",subdirf(fileresilk)); */
       /* fprintf(ficgp,"\nreplot  \"%s\" u 2:($3 <= 3 ? -$11 : 1/0):3 t \"First 3 individuals\" with line lc variable", subdirf(fileresilk)); */
       fprintf(ficgp,"\nset out;unset log\n");
       /* fprintf(ficgp,"\nset out \"%s.svg\"; replot; set out; # bug gnuplot",subdirf2(optionfilefiname,"ILK_")); */
   
   strcpy(dirfileres,optionfilefiname);    strcpy(dirfileres,optionfilefiname);
   strcpy(optfileres,"vpl");    strcpy(optfileres,"vpl");
  /* 1eme*/   /* 1eme*/
Line 4816  plot [%.f:%.f]  ", ageminpar, agemaxpar) Line 5050  plot [%.f:%.f]  ", ageminpar, agemaxpar)
   } /* end covariate */      } /* end covariate */  
   
   /* Survival functions (period) from state i in state j by final state j */    /* Survival functions (period) from state i in state j by final state j */
   for (k1=1; k1<= m ; k1 ++) { /* For each multivariate if any */    for (k1=1; k1<= m ; k1 ++) { /* For each covariate if any */
     for (cpt=1; cpt<=nlstate ; cpt ++) { /* For each inital state  */      for (cpt=1; cpt<=nlstate ; cpt ++) { /* For each inital state  */
       k=3;        k=3;
       fprintf(ficgp,"\n#\n#\n# Survival functions in state j and all livestates from state i by final state j: 'lij' files, cov=%d state=%d",k1, cpt);        fprintf(ficgp,"\n#\n#\n# Survival functions in state j and all livestates from state i by final state j: 'lij' files, cov=%d state=%d",k1, cpt);
Line 4849  plot [%.f:%.f]  ", ageminpar, agemaxpar) Line 5083  plot [%.f:%.f]  ", ageminpar, agemaxpar)
     } /* end cpt state*/       } /* end cpt state*/ 
   } /* end covariate */      } /* end covariate */  
   
   /* CV preval stable (period) */    /* CV preval stable (period) for each covariate */
   for (k1=1; k1<= m ; k1 ++) { /* For each multivariate if any */    for (k1=1; k1<= m ; k1 ++) { /* For each covariate if any */
     for (cpt=1; cpt<=nlstate ; cpt ++) { /* For each life state */      for (cpt=1; cpt<=nlstate ; cpt ++) { /* For each life state */
       k=3;        k=3;
       fprintf(ficgp,"\n#\n#\n#CV preval stable (period): 'pij' files, cov=%d state=%d",k1, cpt);        fprintf(ficgp,"\n#\n#\n#CV preval stable (period): 'pij' files, cov=%d state=%d",k1, cpt);
Line 6276  void syscompilerinfo(int logged) Line 6510  void syscompilerinfo(int logged)
   
  }   }
   
 int prevalence_limit(double *p, double **prlim, double ageminpar, double agemaxpar){   int prevalence_limit(double *p, double **prlim, double ageminpar, double agemaxpar, double ftolpl, int *ncvyear){
   /*--------------- Prevalence limit  (period or stable prevalence) --------------*/    /*--------------- Prevalence limit  (period or stable prevalence) --------------*/
   int i, j, k, i1 ;    int i, j, k, i1 ;
   double ftolpl = 1.e-10;    /* double ftolpl = 1.e-10; */
   double age, agebase, agelim;    double age, agebase, agelim;
     double tot;
   
     strcpy(filerespl,"PL_");    strcpy(filerespl,"PL_");
     strcat(filerespl,fileresu);    strcat(filerespl,fileresu);
     if((ficrespl=fopen(filerespl,"w"))==NULL) {    if((ficrespl=fopen(filerespl,"w"))==NULL) {
       printf("Problem with period (stable) prevalence resultfile: %s\n", filerespl);return 1;      printf("Problem with period (stable) prevalence resultfile: %s\n", filerespl);return 1;
       fprintf(ficlog,"Problem with period (stable) prevalence resultfile: %s\n", filerespl);return 1;      fprintf(ficlog,"Problem with period (stable) prevalence resultfile: %s\n", filerespl);return 1;
     }    }
     printf("Computing period (stable) prevalence: result on file '%s' \n", filerespl);    printf("Computing period (stable) prevalence: result on file '%s' \n", filerespl);
     fprintf(ficlog,"Computing period (stable) prevalence: result on file '%s' \n", filerespl);    fprintf(ficlog,"Computing period (stable) prevalence: result on file '%s' \n", filerespl);
     pstamp(ficrespl);    pstamp(ficrespl);
     fprintf(ficrespl,"# Period (stable) prevalence \n");    fprintf(ficrespl,"# Period (stable) prevalence. Precision given by ftolpl=%g \n", ftolpl);
     fprintf(ficrespl,"#Age ");    fprintf(ficrespl,"#Age ");
     for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);    for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);
     fprintf(ficrespl,"\n");    fprintf(ficrespl,"\n");
       
     /* prlim=matrix(1,nlstate,1,nlstate);*/ /* back in main */      /* prlim=matrix(1,nlstate,1,nlstate);*/ /* back in main */
   
Line 6326  int prevalence_limit(double *p, double * Line 6561  int prevalence_limit(double *p, double *
         for(j=1;j<=cptcoveff;j++) {          for(j=1;j<=cptcoveff;j++) {
           fprintf(ficrespl,"V%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtabm(k,j)]);            fprintf(ficrespl,"V%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtabm(k,j)]);
         }          }
         for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);          for(i=1; i<=nlstate;i++) fprintf(ficrespl,"  %d-%d   ",i,i);
         fprintf(ficrespl,"\n");          fprintf(ficrespl,"Total Years_to_converge\n");
                   
         for (age=agebase; age<=agelim; age++){          for (age=agebase; age<=agelim; age++){
         /* for (age=agebase; age<=agebase; age++){ */          /* for (age=agebase; age<=agebase; age++){ */
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);            prevalim(prlim, nlstate, p, age, oldm, savm, ftolpl, ncvyear, k);
           fprintf(ficrespl,"%.0f ",age );            fprintf(ficrespl,"%.0f ",age );
           for(j=1;j<=cptcoveff;j++)            for(j=1;j<=cptcoveff;j++)
             fprintf(ficrespl,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtabm(k,j)]);              fprintf(ficrespl,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtabm(k,j)]);
           for(i=1; i<=nlstate;i++)            tot=0.;
             for(i=1; i<=nlstate;i++){
               tot +=  prlim[i][i];
             fprintf(ficrespl," %.5f", prlim[i][i]);              fprintf(ficrespl," %.5f", prlim[i][i]);
           fprintf(ficrespl,"\n");            }
             fprintf(ficrespl," %.3f %d\n", tot, *ncvyear);
         } /* Age */          } /* Age */
         /* was end of cptcod */          /* was end of cptcod */
     } /* cptcov */      } /* cptcov */
Line 6430  int main(int argc, char *argv[]) Line 6668  int main(int argc, char *argv[])
 #endif  #endif
   int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav);    int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav);
   int i,j, k, n=MAXN,iter=0,m,size=100, cptcod;    int i,j, k, n=MAXN,iter=0,m,size=100, cptcod;
     int ncvyearnp=0;
     int *ncvyear=&ncvyearnp; /* Number of years needed for the period prevalence to converge */
   int jj, ll, li, lj, lk;    int jj, ll, li, lj, lk;
   int numlinepar=0; /* Current linenumber of parameter file */    int numlinepar=0; /* Current linenumber of parameter file */
   int num_filled;    int num_filled;
Line 6478  int main(int argc, char *argv[]) Line 6717  int main(int argc, char *argv[])
   double ***param; /* Matrix of parameters */    double ***param; /* Matrix of parameters */
   double  *p;    double  *p;
   double **matcov; /* Matrix of covariance */    double **matcov; /* Matrix of covariance */
     double **hess; /* Hessian matrix */
   double ***delti3; /* Scale */    double ***delti3; /* Scale */
   double *delti; /* Scale */    double *delti; /* Scale */
   double ***eij, ***vareij;    double ***eij, ***vareij;
Line 6537  int main(int argc, char *argv[]) Line 6777  int main(int argc, char *argv[])
   printf("\nIMaCh version %s, %s\n%s",version, copyright, fullversion);    printf("\nIMaCh version %s, %s\n%s",version, copyright, fullversion);
   if(argc <=1){    if(argc <=1){
     printf("\nEnter the parameter file name: ");      printf("\nEnter the parameter file name: ");
     fgets(pathr,FILENAMELENGTH,stdin);      if(!fgets(pathr,FILENAMELENGTH,stdin)){
         printf("ERROR Empty parameter file name\n");
         goto end;
       }
     i=strlen(pathr);      i=strlen(pathr);
     if(pathr[i-1]=='\n')      if(pathr[i-1]=='\n')
       pathr[i-1]='\0';        pathr[i-1]='\0';
     i=strlen(pathr);      i=strlen(pathr);
     if(pathr[i-1]==' ') /* This may happen when dragging on oS/X! */      if(i >= 1 && pathr[i-1]==' ') {/* This may happen when dragging on oS/X! */
       pathr[i-1]='\0';        pathr[i-1]='\0';
    for (tok = pathr; tok != NULL; ){      }
       i=strlen(pathr);
       if( i==0 ){
         printf("ERROR Empty parameter file name\n");
         goto end;
       }
       for (tok = pathr; tok != NULL; ){
       printf("Pathr |%s|\n",pathr);        printf("Pathr |%s|\n",pathr);
       while ((val = strsep(&tok, "\"" )) != NULL && *val == '\0');        while ((val = strsep(&tok, "\"" )) != NULL && *val == '\0');
       printf("val= |%s| pathr=%s\n",val,pathr);        printf("val= |%s| pathr=%s\n",val,pathr);
Line 6684  int main(int argc, char *argv[]) Line 6933  int main(int argc, char *argv[])
     }      }
     printf("ftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\n",ftol, stepm, ncovcol, nlstate,ndeath, maxwav, mle, weightopt);      printf("ftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\n",ftol, stepm, ncovcol, nlstate,ndeath, maxwav, mle, weightopt);
   }    }
     /* ftolpl=6*ftol*1.e5; /\* 6.e-3 make convergences in less than 80 loops for the prevalence limit *\/ */
     ftolpl=6.e-3; /* 6.e-3 make convergences in less than 80 loops for the prevalence limit */
   /* Third parameter line */    /* Third parameter line */
   while(fgets(line, MAXLINE, ficpar)) {    while(fgets(line, MAXLINE, ficpar)) {
     /* If line starts with a # it is a comment */      /* If line starts with a # it is a comment */
Line 6714  int main(int argc, char *argv[]) Line 6964  int main(int argc, char *argv[])
       }        }
     }      }
     /* printf(" model=1+age%s modeltemp= %s, model=%s\n",model, modeltemp, model);fflush(stdout); */      /* printf(" model=1+age%s modeltemp= %s, model=%s\n",model, modeltemp, model);fflush(stdout); */
       printf("model=1+age+%s\n",model);fflush(stdout);
   }    }
   /* fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d model=1+age+%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncovcol, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model); */    /* fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d model=1+age+%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncovcol, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model); */
   /* numlinepar=numlinepar+3; /\* In general *\/ */    /* numlinepar=numlinepar+3; /\* In general *\/ */
   /* printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=1+age+%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate,ndeath, maxwav, mle, weightopt,model); */    /* printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=1+age+%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate,ndeath, maxwav, mle, weightopt,model); */
   if(model[strlen(model)-1]=='.') /* Suppressing leading dot in the model */    fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=1+age+%s.\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     model[strlen(model)-1]='\0';    fprintf(ficlog,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=1+age+%s.\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
   fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=1+age%s.\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);  
   fprintf(ficlog,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=1+age%s.\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);  
   fflush(ficlog);    fflush(ficlog);
   /* if(model[0]=='#'|| model[0]== '\0'){ */    /* if(model[0]=='#'|| model[0]== '\0'){ */
   if(model[0]=='#'){    if(model[0]=='#'){
Line 6786  int main(int argc, char *argv[]) Line 7035  int main(int argc, char *argv[])
     fprintf(ficlog," You chose mle=-3, look at file %s for a template of covariance matrix \n",filereso);      fprintf(ficlog," You chose mle=-3, look at file %s for a template of covariance matrix \n",filereso);
     param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);      param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     matcov=matrix(1,npar,1,npar);      matcov=matrix(1,npar,1,npar);
       hess=matrix(1,npar,1,npar);
   }    }
   else{    else{
     /* Read guessed parameters */      /* Read guessed parameters */
Line 6894  run imach with mle=-1 to get a correct t Line 7144  run imach with mle=-1 to get a correct t
     ungetc(c,ficpar);      ungetc(c,ficpar);
       
     matcov=matrix(1,npar,1,npar);      matcov=matrix(1,npar,1,npar);
       hess=matrix(1,npar,1,npar);
     for(i=1; i <=npar; i++)      for(i=1; i <=npar; i++)
       for(j=1; j <=npar; j++) matcov[i][j]=0.;        for(j=1; j <=npar; j++) matcov[i][j]=0.;
               
Line 7089  Please run with mle=-1 to get a correct Line 7340  Please run with mle=-1 to get a correct
            *    15 i=8 1     2     2     2             *    15 i=8 1     2     2     2
            *    16     2     2     2     2             *    16     2     2     2     2
            */             */
   for(h=1; h <=100 ;h++){     /* /\* for(h=1; h <=100 ;h++){  *\/ */
     /* printf("h=%2d ", h); */    /*   /\* printf("h=%2d ", h); *\/ */
      /* for(k=1; k <=10; k++){ */    /*    /\* for(k=1; k <=10; k++){ *\/ */
        /* printf("k=%d %d ",k,codtabm(h,k)); */    /*      /\* printf("k=%d %d ",k,codtabm(h,k)); *\/ */
      /*   codtab[h][k]=codtabm(h,k); */    /*    /\*   codtab[h][k]=codtabm(h,k); *\/ */
      /* } */    /*    /\* } *\/ */
      /* printf("\n"); */    /*    /\* printf("\n"); *\/ */
   }    /* } */
   /* for(k=1;k<=cptcoveff; k++){ /\* scans any effective covariate *\/ */    /* for(k=1;k<=cptcoveff; k++){ /\* scans any effective covariate *\/ */
   /*   for(i=1; i <=pow(2,cptcoveff-k);i++){ /\* i=1 to 8/1=8; i=1 to 8/2=4; i=1 to 8/8=1 *\/  */    /*   for(i=1; i <=pow(2,cptcoveff-k);i++){ /\* i=1 to 8/1=8; i=1 to 8/2=4; i=1 to 8/8=1 *\/  */
   /*     for(j=1; j <= ncodemax[k]; j++){ /\* For each modality of this covariate ncodemax=2*\/ */    /*     for(j=1; j <= ncodemax[k]; j++){ /\* For each modality of this covariate ncodemax=2*\/ */
Line 7136  Please run with mle=-1 to get a correct Line 7387  Please run with mle=-1 to get a correct
     printf("Problem with file %s",optionfilegnuplot);      printf("Problem with file %s",optionfilegnuplot);
   }    }
   else{    else{
     fprintf(ficgp,"\n# %s\n", version);       fprintf(ficgp,"\n# IMaCh-%s\n", version); 
     fprintf(ficgp,"# %s\n", optionfilegnuplot);       fprintf(ficgp,"# %s\n", optionfilegnuplot); 
     //fprintf(ficgp,"set missing 'NaNq'\n");      //fprintf(ficgp,"set missing 'NaNq'\n");
     fprintf(ficgp,"set datafile missing 'NaNq'\n");      fprintf(ficgp,"set datafile missing 'NaNq'\n");
Line 7163  Please run with mle=-1 to get a correct Line 7414  Please run with mle=-1 to get a correct
   else{    else{
   fprintf(fichtmcov,"<html><head>\n<title>IMaCh Cov %s</title></head>\n <body><font size=\"2\">%s <br> %s</font> \    fprintf(fichtmcov,"<html><head>\n<title>IMaCh Cov %s</title></head>\n <body><font size=\"2\">%s <br> %s</font> \
 <hr size=\"2\" color=\"#EC5E5E\"> \n\  <hr size=\"2\" color=\"#EC5E5E\"> \n\
 Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n",\  Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=1+age+%s<br>\n",\
           optionfilehtmcov,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model);            optionfilehtmcov,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model);
   }    }
   
   fprintf(fichtm,"<html><head>\n<title>IMaCh %s</title></head>\n <body><font size=\"2\">%s <br> %s</font> \    fprintf(fichtm,"<html><head>\n<head>\n<meta charset=\"utf-8\"/><meta http-equiv=\"Content-Type\" content=\"text/html; charset=utf-8\" />\n<title>IMaCh %s</title></head>\n <body><font size=\"7\"><a href=http:/euroreves.ined.fr/imach>IMaCh for Interpolated Markov Chain</a> </font><br>\n<font size=\"3\">Sponsored by Copyright (C)  2002-2015 <a href=http://www.ined.fr>INED</a>-EUROREVES-Institut de longévité-Japan Society for the Promotion of Sciences 日本学術振興会 (<a href=https://www.jsps.go.jp/english/e-grants/>Grant-in-Aid for Scientific Research 25293121</a>) - <a href=https://software.intel.com/en-us>Intel Software 2015</a></font><br>  \
   <hr size=\"2\" color=\"#EC5E5E\"> \n\
   <font size=\"2\">IMaCh-%s <br> %s</font> \
 <hr size=\"2\" color=\"#EC5E5E\"> \n\  <hr size=\"2\" color=\"#EC5E5E\"> \n\
 Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n\  Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=1+age+%s<br>\n\
 \n\  \n\
 <hr  size=\"2\" color=\"#EC5E5E\">\  <hr  size=\"2\" color=\"#EC5E5E\">\
  <ul><li><h4>Parameter files</h4>\n\   <ul><li><h4>Parameter files</h4>\n\
Line 7361  Interval (in months) between two waves: Line 7614  Interval (in months) between two waves:
 #endif    #endif  
     fclose(ficrespow);      fclose(ficrespow);
           
     hesscov(matcov, p, NDIM, delti, 1e-4, gompertz);       hesscov(matcov, hess, p, NDIM, delti, 1e-4, gompertz); 
   
     for(i=1; i <=NDIM; i++)      for(i=1; i <=NDIM; i++)
       for(j=i+1;j<=NDIM;j++)        for(j=i+1;j<=NDIM;j++)
         matcov[i][j]=matcov[j][i];          matcov[i][j]=matcov[j][i];
           
     printf("\nCovariance matrix\n ");      printf("\nCovariance matrix\n ");
       fprintf(ficlog,"\nCovariance matrix\n ");
     for(i=1; i <=NDIM; i++) {      for(i=1; i <=NDIM; i++) {
       for(j=1;j<=NDIM;j++){         for(j=1;j<=NDIM;j++){ 
         printf("%f ",matcov[i][j]);          printf("%f ",matcov[i][j]);
           fprintf(ficlog,"%f ",matcov[i][j]);
       }        }
       printf("\n ");        printf("\n ");  fprintf(ficlog,"\n ");
     }      }
           
     printf("iter=%d MLE=%f Eq=%lf*exp(%lf*(age-%d))\n",iter,-gompertz(p),p[1],p[2],agegomp);      printf("iter=%d MLE=%f Eq=%lf*exp(%lf*(age-%d))\n",iter,-gompertz(p),p[1],p[2],agegomp);
Line 7434  Please run with mle=-1 to get a correct Line 7689  Please run with mle=-1 to get a correct
     free_matrix(ximort,1,NDIM,1,NDIM);      free_matrix(ximort,1,NDIM,1,NDIM);
 #endif  #endif
   } /* Endof if mle==-3 mortality only */    } /* Endof if mle==-3 mortality only */
   /* Standard maximisation */    /* Standard  */
   else{ /* For mle >=1 */    else{ /* For mle !=- 3, could be 0 or 1 or 4 etc. */
     globpr=0;/* debug */      globpr=0;/* Computes sum of likelihood for globpr=1 and funcone */
     /* Computes likelihood for initial parameters */      /* Computes likelihood for initial parameters, uses funcone to compute gpimx and gsw */
     likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */      likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
     printf("First Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);      printf("First Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
     for (k=1; k<=npar;k++)      for (k=1; k<=npar;k++)
       printf(" %d %8.5f",k,p[k]);        printf(" %d %8.5f",k,p[k]);
     printf("\n");      printf("\n");
     globpr=1; /* again, to print the contributions */      if(mle>=1){ /* Could be 1 or 2, Real Maximization */
         /* mlikeli uses func not funcone */
         mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);
       }
       if(mle==0) {/* No optimization, will print the likelihoods for the datafile */
         globpr=0;/* Computes sum of likelihood for globpr=1 and funcone */
         /* Computes likelihood for initial parameters, uses funcone to compute gpimx and gsw */
         likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
       }
       globpr=1; /* again, to print the individual contributions using computed gpimx and gsw */
     likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */      likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
     printf("Second Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);      printf("Second Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
     for (k=1; k<=npar;k++)      for (k=1; k<=npar;k++)
       printf(" %d %8.5f",k,p[k]);        printf(" %d %8.5f",k,p[k]);
     printf("\n");      printf("\n");
     if(mle>=1){ /* Could be 1 or 2, Real Maximisation */  
       mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);  
     }  
           
     /*--------- results files --------------*/      /*--------- results files --------------*/
     fprintf(ficres,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle= 0 weight=%d\nmodel=1+age+%s.\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate, ndeath, maxwav, weightopt,model);      fprintf(ficres,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle= 0 weight=%d\nmodel=1+age+%s.\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate, ndeath, maxwav, weightopt,model);
Line 7478  Please run with mle=-1 to get a correct Line 7739  Please run with mle=-1 to get a correct
         }          }
       }        }
     }      }
     if(mle!=0){      if(mle != 0){
       /* Computing hessian and covariance matrix */        /* Computing hessian and covariance matrix only at a peak of the Likelihood, that is after optimization */
       ftolhess=ftol; /* Usually correct */        ftolhess=ftol; /* Usually correct */
       hesscov(matcov, p, npar, delti, ftolhess, func);        hesscov(matcov, hess, p, npar, delti, ftolhess, func);
     }        printf("Parameters and 95%% confidence intervals\n W is simply the result of the division of the parameter by the square root of covariance of the parameter.\n And Wald-based confidence intervals plus and minus 1.96 * W .\n But be careful that parameters are highly correlated because incidence of disability is highly correlated to incidence of recovery.\n It might be better to visualize the covariance matrix. See the page 'Matrix of variance-covariance of one-step probabilities' and its graphs.\n");
     printf("Parameters and 95%% confidence intervals\n W is simply the result of the division of the parameter by the square root of covariance of the parameter.\n And Wald-based confidence intervals plus and minus 1.96 * W .\n But be careful that parameters are highly correlated because incidence of disability is highly correlated to incidence of recovery.\n It might be better to visualize the covariance matrix. See the page 'Matrix of variance-covariance of one-step probabilities' and its graphs.\n");        fprintf(ficlog, "Parameters, Wald tests and Wald-based confidence intervals\n W is simply the result of the division of the parameter by the square root of covariance of the parameter.\n And Wald-based confidence intervals plus and minus 1.96 * W \n  It might be better to visualize the covariance matrix. See the page 'Matrix of variance-covariance of one-step probabilities' and its graphs.\n");
     fprintf(ficlog, "Parameters, Wald tests and Wald-based confidence intervals\n W is simply the result of the division of the parameter by the square root of covariance of the parameter.\n And Wald-based confidence intervals plus and minus 1.96 * W \n  It might be better to visualize the covariance matrix. See the page 'Matrix of variance-covariance of one-step probabilities' and its graphs.\n");        for(i=1,jk=1; i <=nlstate; i++){
     for(i=1,jk=1; i <=nlstate; i++){          for(k=1; k <=(nlstate+ndeath); k++){
       for(k=1; k <=(nlstate+ndeath); k++){            if (k != i) {
         if (k != i) {              printf("%d%d ",i,k);
           printf("%d%d ",i,k);              fprintf(ficlog,"%d%d ",i,k);
           fprintf(ficlog,"%d%d ",i,k);              for(j=1; j <=ncovmodel; j++){
           for(j=1; j <=ncovmodel; j++){                printf("%12.7f W=%8.3f CI=[%12.7f ; %12.7f] ",p[jk], p[jk]/sqrt(matcov[jk][jk]), p[jk]-1.96*sqrt(matcov[jk][jk]),p[jk]+1.96*sqrt(matcov[jk][jk]));
             printf("%12.7f W=%8.3f CI=[%12.7f ; %12.7f] ",p[jk], p[jk]/sqrt(matcov[jk][jk]), p[jk]-1.96*sqrt(matcov[jk][jk]),p[jk]+1.96*sqrt(matcov[jk][jk]));                fprintf(ficlog,"%12.7f W=%8.3f CI=[%12.7f ; %12.7f] ",p[jk], p[jk]/sqrt(matcov[jk][jk]), p[jk]-1.96*sqrt(matcov[jk][jk]),p[jk]+1.96*sqrt(matcov[jk][jk]));
             fprintf(ficlog,"%12.7f W=%8.3f CI=[%12.7f ; %12.7f] ",p[jk], p[jk]/sqrt(matcov[jk][jk]), p[jk]-1.96*sqrt(matcov[jk][jk]),p[jk]+1.96*sqrt(matcov[jk][jk]));                jk++; 
             jk++;               }
               printf("\n");
               fprintf(ficlog,"\n");
           }            }
           printf("\n");  
           fprintf(ficlog,"\n");  
         }          }
       }        }
     }      } /* end of hesscov and Wald tests */
   
       /*  */
     fprintf(ficres,"# Scales (for hessian or gradient estimation)\n");      fprintf(ficres,"# Scales (for hessian or gradient estimation)\n");
     printf("# Scales (for hessian or gradient estimation)\n");      printf("# Scales (for hessian or gradient estimation)\n");
     fprintf(ficlog,"# Scales (for hessian or gradient estimation)\n");      fprintf(ficlog,"# Scales (for hessian or gradient estimation)\n");
Line 7524  Please run with mle=-1 to get a correct Line 7786  Please run with mle=-1 to get a correct
     }      }
           
     fprintf(ficres,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");      fprintf(ficres,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     if(mle>=1)      if(mle >= 1) /* To big for the screen */
       printf("# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");        printf("# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     fprintf(ficlog,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");      fprintf(ficlog,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     /* # 121 Var(a12)\n\ */      /* # 121 Var(a12)\n\ */
Line 7587  Please run with mle=-1 to get a correct Line 7849  Please run with mle=-1 to get a correct
                         fprintf(ficres," Var(%s%1d%1d)",ca,i,j);                          fprintf(ficres," Var(%s%1d%1d)",ca,i,j);
                       }else{                        }else{
                         if(mle>=1)                          if(mle>=1)
                           printf(" %.5e",matcov[jj][ll]);                             printf(" %.7e",matcov[jj][ll]); 
                         fprintf(ficlog," %.5e",matcov[jj][ll]);                           fprintf(ficlog," %.7e",matcov[jj][ll]); 
                         fprintf(ficres," %.5e",matcov[jj][ll]);                           fprintf(ficres," %.7e",matcov[jj][ll]); 
                       }                        }
                     }                      }
                   }                    }
Line 7717  Please run with mle=-1 to get a correct Line 7979  Please run with mle=-1 to get a correct
     /*--------------- Prevalence limit  (period or stable prevalence) --------------*/      /*--------------- Prevalence limit  (period or stable prevalence) --------------*/
     /*#include "prevlim.h"*/  /* Use ficrespl, ficlog */      /*#include "prevlim.h"*/  /* Use ficrespl, ficlog */
     prlim=matrix(1,nlstate,1,nlstate);      prlim=matrix(1,nlstate,1,nlstate);
     prevalence_limit(p, prlim,  ageminpar, agemaxpar);      prevalence_limit(p, prlim,  ageminpar, agemaxpar, ftolpl, ncvyear);
     fclose(ficrespl);      fclose(ficrespl);
   
 #ifdef FREEEXIT2  #ifdef FREEEXIT2
Line 7879  Please run with mle=-1 to get a correct Line 8141  Please run with mle=-1 to get a correct
         for(vpopbased=0; vpopbased <= popbased; vpopbased++){ /* Done for vpopbased=0 and vpopbased=1 if popbased==1*/          for(vpopbased=0; vpopbased <= popbased; vpopbased++){ /* Done for vpopbased=0 and vpopbased=1 if popbased==1*/
           oldm=oldms;savm=savms; /* ZZ Segmentation fault */            oldm=oldms;savm=savms; /* ZZ Segmentation fault */
           cptcod= 0; /* To be deleted */            cptcod= 0; /* To be deleted */
           varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,vpopbased,mobilav, strstart); /* cptcod not initialized Intel */            varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl, ncvyear, k, estepm, cptcov,cptcod,vpopbased,mobilav, strstart); /* cptcod not initialized Intel */
           fprintf(ficrest,"# Total life expectancy with std error and decomposition into time to be expected in each health state\n#  (weighted average of eij where weights are ");            fprintf(ficrest,"# Total life expectancy with std error and decomposition into time to be expected in each health state\n#  (weighted average of eij where weights are ");
           if(vpopbased==1)            if(vpopbased==1)
             fprintf(ficrest,"the age specific prevalence observed (cross-sectionally) in the population i.e cross-sectionally\n in each health state (popbased=1) (mobilav=%d)\n",mobilav);              fprintf(ficrest,"the age specific prevalence observed (cross-sectionally) in the population i.e cross-sectionally\n in each health state (popbased=1) (mobilav=%d)\n",mobilav);
Line 7891  Please run with mle=-1 to get a correct Line 8153  Please run with mle=-1 to get a correct
           /* printf("Which p?\n"); for(i=1;i<=npar;i++)printf("p[i=%d]=%lf,",i,p[i]);printf("\n"); */            /* printf("Which p?\n"); for(i=1;i<=npar;i++)printf("p[i=%d]=%lf,",i,p[i]);printf("\n"); */
           epj=vector(1,nlstate+1);            epj=vector(1,nlstate+1);
           for(age=bage; age <=fage ;age++){            for(age=bage; age <=fage ;age++){
             prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k); /*ZZ Is it the correct prevalim */              prevalim(prlim, nlstate, p, age, oldm, savm, ftolpl, ncvyear, k); /*ZZ Is it the correct prevalim */
             if (vpopbased==1) {              if (vpopbased==1) {
               if(mobilav ==0){                if(mobilav ==0){
                 for(i=1; i<=nlstate;i++)                  for(i=1; i<=nlstate;i++)
Line 7903  Please run with mle=-1 to get a correct Line 8165  Please run with mle=-1 to get a correct
             }              }
                   
             fprintf(ficrest," %4.0f %d %d",age, vpopbased, mobilav);              fprintf(ficrest," %4.0f %d %d",age, vpopbased, mobilav);
               /* fprintf(ficrest," %4.0f %d %d %d %d",age, vpopbased, mobilav,Tvaraff[j],nbcode[Tvaraff[j]][codtabm(k,j)]); */ /* to be done */
             /* printf(" age %4.0f ",age); */              /* printf(" age %4.0f ",age); */
             for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){              for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){
               for(i=1, epj[j]=0.;i <=nlstate;i++) {                for(i=1, epj[j]=0.;i <=nlstate;i++) {
Line 7963  Please run with mle=-1 to get a correct Line 8226  Please run with mle=-1 to get a correct
               
         varpl=matrix(1,nlstate,(int) bage, (int) fage);          varpl=matrix(1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;          oldm=oldms;savm=savms;
         varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k,strstart);          varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl, ncvyear, k, strstart);
         free_matrix(varpl,1,nlstate,(int) bage, (int)fage);          free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
       /*}*/        /*}*/
     }      }
Line 7982  Please run with mle=-1 to get a correct Line 8245  Please run with mle=-1 to get a correct
     free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);      free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(covar,0,NCOVMAX,1,n);      free_matrix(covar,0,NCOVMAX,1,n);
     free_matrix(matcov,1,npar,1,npar);      free_matrix(matcov,1,npar,1,npar);
       free_matrix(hess,1,npar,1,npar);
     /*free_vector(delti,1,npar);*/      /*free_vector(delti,1,npar);*/
     free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);       free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
     free_matrix(agev,1,maxwav,1,imx);      free_matrix(agev,1,maxwav,1,imx);

Removed from v.1.201  
changed lines
  Added in v.1.207


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