--- imach/src/imach.c 2002/11/20 07:56:21 1.62 +++ imach/src/imach.c 2015/12/16 08:52:24 1.215 @@ -1,4 +1,605 @@ -/* $Id: imach.c,v 1.62 2002/11/20 07:56:21 brouard Exp $ +/* $Id: imach.c,v 1.215 2015/12/16 08:52:24 brouard Exp $ + $State: Exp $ + $Log: imach.c,v $ + Revision 1.215 2015/12/16 08:52:24 brouard + Summary: 0.98r4 working + + Revision 1.214 2015/12/16 06:57:54 brouard + Summary: temporary not working + + Revision 1.213 2015/12/11 18:22:17 brouard + Summary: 0.98r4 + + Revision 1.212 2015/11/21 12:47:24 brouard + Summary: minor typo + + Revision 1.211 2015/11/21 12:41:11 brouard + Summary: 0.98r3 with some graph of projected cross-sectional + + Author: Nicolas Brouard + + Revision 1.210 2015/11/18 17:41:20 brouard + Summary: Start working on projected prevalences + + Revision 1.209 2015/11/17 22:12:03 brouard + Summary: Adding ftolpl parameter + Author: N Brouard + + We had difficulties to get smoothed confidence intervals. It was due + to the period prevalence which wasn't computed accurately. The inner + parameter ftolpl is now an outer parameter of the .imach parameter + file after estepm. If ftolpl is small 1.e-4 and estepm too, + computation are long. + + Revision 1.208 2015/11/17 14:31:57 brouard + Summary: temporary + + 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 + Summary: 0.98r0 + + - Some new graphs like suvival functions + - Some bugs fixed like model=1+age+V2. + + Revision 1.200 2015/09/09 16:53:55 brouard + Summary: Big bug thanks to Flavia + + Even model=1+age+V2. did not work anymore + + Revision 1.199 2015/09/07 14:09:23 brouard + Summary: 0.98q6 changing default small png format for graph to vectorized svg. + + Revision 1.198 2015/09/03 07:14:39 brouard + Summary: 0.98q5 Flavia + + Revision 1.197 2015/09/01 18:24:39 brouard + *** empty log message *** + + Revision 1.196 2015/08/18 23:17:52 brouard + Summary: 0.98q5 + + Revision 1.195 2015/08/18 16:28:39 brouard + Summary: Adding a hack for testing purpose + + After reading the title, ftol and model lines, if the comment line has + a q, starting with #q, the answer at the end of the run is quit. It + permits to run test files in batch with ctest. The former workaround was + $ echo q | imach foo.imach + + Revision 1.194 2015/08/18 13:32:00 brouard + Summary: Adding error when the covariance matrix doesn't contain the exact number of lines required by the model line. + + Revision 1.193 2015/08/04 07:17:42 brouard + Summary: 0.98q4 + + Revision 1.192 2015/07/16 16:49:02 brouard + Summary: Fixing some outputs + + Revision 1.191 2015/07/14 10:00:33 brouard + Summary: Some fixes + + Revision 1.190 2015/05/05 08:51:13 brouard + Summary: Adding digits in output parameters (7 digits instead of 6) + + Fix 1+age+. + + Revision 1.189 2015/04/30 14:45:16 brouard + Summary: 0.98q2 + + Revision 1.188 2015/04/30 08:27:53 brouard + *** empty log message *** + + Revision 1.187 2015/04/29 09:11:15 brouard + *** empty log message *** + + Revision 1.186 2015/04/23 12:01:52 brouard + Summary: V1*age is working now, version 0.98q1 + + Some codes had been disabled in order to simplify and Vn*age was + working in the optimization phase, ie, giving correct MLE parameters, + but, as usual, outputs were not correct and program core dumped. + + Revision 1.185 2015/03/11 13:26:42 brouard + Summary: Inclusion of compile and links command line for Intel Compiler + + Revision 1.184 2015/03/11 11:52:39 brouard + Summary: Back from Windows 8. Intel Compiler + + Revision 1.183 2015/03/10 20:34:32 brouard + Summary: 0.98q0, trying with directest, mnbrak fixed + + We use directest instead of original Powell test; probably no + incidence on the results, but better justifications; + We fixed Numerical Recipes mnbrak routine which was wrong and gave + wrong results. + + Revision 1.182 2015/02/12 08:19:57 brouard + Summary: Trying to keep directest which seems simpler and more general + Author: Nicolas Brouard + + Revision 1.181 2015/02/11 23:22:24 brouard + Summary: Comments on Powell added + + Author: + + Revision 1.180 2015/02/11 17:33:45 brouard + Summary: Finishing move from main to function (hpijx and prevalence_limit) + + Revision 1.179 2015/01/04 09:57:06 brouard + Summary: back to OS/X + + Revision 1.178 2015/01/04 09:35:48 brouard + *** empty log message *** + + Revision 1.177 2015/01/03 18:40:56 brouard + Summary: Still testing ilc32 on OSX + + Revision 1.176 2015/01/03 16:45:04 brouard + *** empty log message *** + + Revision 1.175 2015/01/03 16:33:42 brouard + *** empty log message *** + + Revision 1.174 2015/01/03 16:15:49 brouard + Summary: Still in cross-compilation + + Revision 1.173 2015/01/03 12:06:26 brouard + Summary: trying to detect cross-compilation + + Revision 1.172 2014/12/27 12:07:47 brouard + Summary: Back from Visual Studio and Intel, options for compiling for Windows XP + + Revision 1.171 2014/12/23 13:26:59 brouard + Summary: Back from Visual C + + Still problem with utsname.h on Windows + + Revision 1.170 2014/12/23 11:17:12 brouard + Summary: Cleaning some \%% back to %% + + The escape was mandatory for a specific compiler (which one?), but too many warnings. + + Revision 1.169 2014/12/22 23:08:31 brouard + Summary: 0.98p + + Outputs some informations on compiler used, OS etc. Testing on different platforms. + + Revision 1.168 2014/12/22 15:17:42 brouard + Summary: update + + Revision 1.167 2014/12/22 13:50:56 brouard + Summary: Testing uname and compiler version and if compiled 32 or 64 + + Testing on Linux 64 + + Revision 1.166 2014/12/22 11:40:47 brouard + *** empty log message *** + + Revision 1.165 2014/12/16 11:20:36 brouard + Summary: After compiling on Visual C + + * imach.c (Module): Merging 1.61 to 1.162 + + Revision 1.164 2014/12/16 10:52:11 brouard + Summary: Merging with Visual C after suppressing some warnings for unused variables. Also fixing Saito's bug 0.98Xn + + * imach.c (Module): Merging 1.61 to 1.162 + + Revision 1.163 2014/12/16 10:30:11 brouard + * imach.c (Module): Merging 1.61 to 1.162 + + Revision 1.162 2014/09/25 11:43:39 brouard + Summary: temporary backup 0.99! + + Revision 1.1 2014/09/16 11:06:58 brouard + Summary: With some code (wrong) for nlopt + + Author: + + Revision 1.161 2014/09/15 20:41:41 brouard + Summary: Problem with macro SQR on Intel compiler + + Revision 1.160 2014/09/02 09:24:05 brouard + *** empty log message *** + + Revision 1.159 2014/09/01 10:34:10 brouard + Summary: WIN32 + Author: Brouard + + Revision 1.158 2014/08/27 17:11:51 brouard + *** empty log message *** + + Revision 1.157 2014/08/27 16:26:55 brouard + Summary: Preparing windows Visual studio version + Author: Brouard + + In order to compile on Visual studio, time.h is now correct and time_t + and tm struct should be used. difftime should be used but sometimes I + just make the differences in raw time format (time(&now). + Trying to suppress #ifdef LINUX + Add xdg-open for __linux in order to open default browser. + + Revision 1.156 2014/08/25 20:10:10 brouard + *** empty log message *** + + Revision 1.155 2014/08/25 18:32:34 brouard + Summary: New compile, minor changes + Author: Brouard + + Revision 1.154 2014/06/20 17:32:08 brouard + Summary: Outputs now all graphs of convergence to period prevalence + + Revision 1.153 2014/06/20 16:45:46 brouard + Summary: If 3 live state, convergence to period prevalence on same graph + Author: Brouard + + Revision 1.152 2014/06/18 17:54:09 brouard + Summary: open browser, use gnuplot on same dir than imach if not found in the path + + Revision 1.151 2014/06/18 16:43:30 brouard + *** empty log message *** + + Revision 1.150 2014/06/18 16:42:35 brouard + Summary: If gnuplot is not in the path try on same directory than imach binary (OSX) + Author: brouard + + Revision 1.149 2014/06/18 15:51:14 brouard + Summary: Some fixes in parameter files errors + Author: Nicolas Brouard + + Revision 1.148 2014/06/17 17:38:48 brouard + Summary: Nothing new + Author: Brouard + + Just a new packaging for OS/X version 0.98nS + + Revision 1.147 2014/06/16 10:33:11 brouard + *** empty log message *** + + Revision 1.146 2014/06/16 10:20:28 brouard + Summary: Merge + Author: Brouard + + Merge, before building revised version. + + Revision 1.145 2014/06/10 21:23:15 brouard + Summary: Debugging with valgrind + Author: Nicolas Brouard + + Lot of changes in order to output the results with some covariates + After the Edimburgh REVES conference 2014, it seems mandatory to + improve the code. + No more memory valgrind error but a lot has to be done in order to + continue the work of splitting the code into subroutines. + Also, decodemodel has been improved. Tricode is still not + optimal. nbcode should be improved. Documentation has been added in + the source code. + + Revision 1.143 2014/01/26 09:45:38 brouard + Summary: Version 0.98nR (to be improved, but gives same optimization results as 0.98k. Nice, promising + + * imach.c (Module): Trying to merge old staffs together while being at Tokyo. Not tested... + (Module): Version 0.98nR Running ok, but output format still only works for three covariates. + + Revision 1.142 2014/01/26 03:57:36 brouard + Summary: gnuplot changed plot w l 1 has to be changed to plot w l lt 2 + + * imach.c (Module): Trying to merge old staffs together while being at Tokyo. Not tested... + + Revision 1.141 2014/01/26 02:42:01 brouard + * imach.c (Module): Trying to merge old staffs together while being at Tokyo. Not tested... + + Revision 1.140 2011/09/02 10:37:54 brouard + Summary: times.h is ok with mingw32 now. + + Revision 1.139 2010/06/14 07:50:17 brouard + After the theft of my laptop, I probably lost some lines of codes which were not uploaded to the CVS tree. + I remember having already fixed agemin agemax which are pointers now but not cvs saved. + + Revision 1.138 2010/04/30 18:19:40 brouard + *** empty log message *** + + Revision 1.137 2010/04/29 18:11:38 brouard + (Module): Checking covariates for more complex models + than V1+V2. A lot of change to be done. Unstable. + + Revision 1.136 2010/04/26 20:30:53 brouard + (Module): merging some libgsl code. Fixing computation + of likelione (using inter/intrapolation if mle = 0) in order to + get same likelihood as if mle=1. + Some cleaning of code and comments added. + + Revision 1.135 2009/10/29 15:33:14 brouard + (Module): Now imach stops if date of birth, at least year of birth, is not given. Some cleaning of the code. + + Revision 1.134 2009/10/29 13:18:53 brouard + (Module): Now imach stops if date of birth, at least year of birth, is not given. Some cleaning of the code. + + Revision 1.133 2009/07/06 10:21:25 brouard + just nforces + + Revision 1.132 2009/07/06 08:22:05 brouard + Many tings + + Revision 1.131 2009/06/20 16:22:47 brouard + Some dimensions resccaled + + Revision 1.130 2009/05/26 06:44:34 brouard + (Module): Max Covariate is now set to 20 instead of 8. A + lot of cleaning with variables initialized to 0. Trying to make + V2+V3*age+V1+V4 strb=V3*age+V1+V4 working better. + + Revision 1.129 2007/08/31 13:49:27 lievre + Modification of the way of exiting when the covariate is not binary in order to see on the window the error message before exiting + + Revision 1.128 2006/06/30 13:02:05 brouard + (Module): Clarifications on computing e.j + + Revision 1.127 2006/04/28 18:11:50 brouard + (Module): Yes the sum of survivors was wrong since + imach-114 because nhstepm was no more computed in the age + loop. Now we define nhstepma in the age loop. + (Module): In order to speed up (in case of numerous covariates) we + compute health expectancies (without variances) in a first step + and then all the health expectancies with variances or standard + deviation (needs data from the Hessian matrices) which slows the + computation. + In the future we should be able to stop the program is only health + expectancies and graph are needed without standard deviations. + + Revision 1.126 2006/04/28 17:23:28 brouard + (Module): Yes the sum of survivors was wrong since + imach-114 because nhstepm was no more computed in the age + loop. Now we define nhstepma in the age loop. + Version 0.98h + + Revision 1.125 2006/04/04 15:20:31 lievre + Errors in calculation of health expectancies. Age was not initialized. + Forecasting file added. + + Revision 1.124 2006/03/22 17:13:53 lievre + Parameters are printed with %lf instead of %f (more numbers after the comma). + The log-likelihood is printed in the log file + + Revision 1.123 2006/03/20 10:52:43 brouard + * imach.c (Module): changed, corresponds to .htm file + name. <head> headers where missing. + + * imach.c (Module): Weights can have a decimal point as for + English (a comma might work with a correct LC_NUMERIC environment, + otherwise the weight is truncated). + Modification of warning when the covariates values are not 0 or + 1. + Version 0.98g + + Revision 1.122 2006/03/20 09:45:41 brouard + (Module): Weights can have a decimal point as for + English (a comma might work with a correct LC_NUMERIC environment, + otherwise the weight is truncated). + Modification of warning when the covariates values are not 0 or + 1. + Version 0.98g + + Revision 1.121 2006/03/16 17:45:01 lievre + * imach.c (Module): Comments concerning covariates added + + * imach.c (Module): refinements in the computation of lli if + status=-2 in order to have more reliable computation if stepm is + not 1 month. Version 0.98f + + Revision 1.120 2006/03/16 15:10:38 lievre + (Module): refinements in the computation of lli if + status=-2 in order to have more reliable computation if stepm is + not 1 month. Version 0.98f + + Revision 1.119 2006/03/15 17:42:26 brouard + (Module): Bug if status = -2, the loglikelihood was + computed as likelihood omitting the logarithm. Version O.98e + + Revision 1.118 2006/03/14 18:20:07 brouard + (Module): varevsij Comments added explaining the second + table of variances if popbased=1 . + (Module): Covariances of eij, ekl added, graphs fixed, new html link. + (Module): Function pstamp added + (Module): Version 0.98d + + Revision 1.117 2006/03/14 17:16:22 brouard + (Module): varevsij Comments added explaining the second + table of variances if popbased=1 . + (Module): Covariances of eij, ekl added, graphs fixed, new html link. + (Module): Function pstamp added + (Module): Version 0.98d + + Revision 1.116 2006/03/06 10:29:27 brouard + (Module): Variance-covariance wrong links and + varian-covariance of ej. is needed (Saito). + + Revision 1.115 2006/02/27 12:17:45 brouard + (Module): One freematrix added in mlikeli! 0.98c + + Revision 1.114 2006/02/26 12:57:58 brouard + (Module): Some improvements in processing parameter + filename with strsep. + + Revision 1.113 2006/02/24 14:20:24 brouard + (Module): Memory leaks checks with valgrind and: + datafile was not closed, some imatrix were not freed and on matrix + allocation too. + + Revision 1.112 2006/01/30 09:55:26 brouard + (Module): Back to gnuplot.exe instead of wgnuplot.exe + + Revision 1.111 2006/01/25 20:38:18 brouard + (Module): Lots of cleaning and bugs added (Gompertz) + (Module): Comments can be added in data file. Missing date values + can be a simple dot '.'. + + Revision 1.110 2006/01/25 00:51:50 brouard + (Module): Lots of cleaning and bugs added (Gompertz) + + Revision 1.109 2006/01/24 19:37:15 brouard + (Module): Comments (lines starting with a #) are allowed in data. + + Revision 1.108 2006/01/19 18:05:42 lievre + Gnuplot problem appeared... + To be fixed + + Revision 1.107 2006/01/19 16:20:37 brouard + Test existence of gnuplot in imach path + + Revision 1.106 2006/01/19 13:24:36 brouard + Some cleaning and links added in html output + + Revision 1.105 2006/01/05 20:23:19 lievre + *** empty log message *** + + Revision 1.104 2005/09/30 16:11:43 lievre + (Module): sump fixed, loop imx fixed, and simplifications. + (Module): If the status is missing at the last wave but we know + that the person is alive, then we can code his/her status as -2 + (instead of missing=-1 in earlier versions) and his/her + contributions to the likelihood is 1 - Prob of dying from last + health status (= 1-p13= p11+p12 in the easiest case of somebody in + the healthy state at last known wave). Version is 0.98 + + Revision 1.103 2005/09/30 15:54:49 lievre + (Module): sump fixed, loop imx fixed, and simplifications. + + Revision 1.102 2004/09/15 17:31:30 brouard + Add the possibility to read data file including tab characters. + + Revision 1.101 2004/09/15 10:38:38 brouard + Fix on curr_time + + Revision 1.100 2004/07/12 18:29:06 brouard + Add version for Mac OS X. Just define UNIX in Makefile + + Revision 1.99 2004/06/05 08:57:40 brouard + *** empty log message *** + + Revision 1.98 2004/05/16 15:05:56 brouard + New version 0.97 . First attempt to estimate force of mortality + directly from the data i.e. without the need of knowing the health + state at each age, but using a Gompertz model: log u =a + b*age . + This is the basic analysis of mortality and should be done before any + other analysis, in order to test if the mortality estimated from the + cross-longitudinal survey is different from the mortality estimated + from other sources like vital statistic data. + + The same imach parameter file can be used but the option for mle should be -3. + + Agnès, who wrote this part of the code, tried to keep most of the + former routines in order to include the new code within the former code. + + The output is very simple: only an estimate of the intercept and of + the slope with 95% confident intervals. + + Current limitations: + A) Even if you enter covariates, i.e. with the + model= V1+V2 equation for example, the programm does only estimate a unique global model without covariates. + B) There is no computation of Life Expectancy nor Life Table. + + Revision 1.97 2004/02/20 13:25:42 lievre + Version 0.96d. Population forecasting command line is (temporarily) + suppressed. + + Revision 1.96 2003/07/15 15:38:55 brouard + * imach.c (Repository): Errors in subdirf, 2, 3 while printing tmpout is + rewritten within the same printf. Workaround: many printfs. + + Revision 1.95 2003/07/08 07:54:34 brouard + * imach.c (Repository): + (Repository): Using imachwizard code to output a more meaningful covariance + matrix (cov(a12,c31) instead of numbers. + + Revision 1.94 2003/06/27 13:00:02 brouard + Just cleaning + + Revision 1.93 2003/06/25 16:33:55 brouard + (Module): On windows (cygwin) function asctime_r doesn't + exist so I changed back to asctime which exists. + (Module): Version 0.96b + + Revision 1.92 2003/06/25 16:30:45 brouard + (Module): On windows (cygwin) function asctime_r doesn't + exist so I changed back to asctime which exists. + + Revision 1.91 2003/06/25 15:30:29 brouard + * imach.c (Repository): Duplicated warning errors corrected. + (Repository): Elapsed time after each iteration is now output. It + helps to forecast when convergence will be reached. Elapsed time + is stamped in powell. We created a new html file for the graphs + concerning matrix of covariance. It has extension -cov.htm. + + Revision 1.90 2003/06/24 12:34:15 brouard + (Module): Some bugs corrected for windows. Also, when + mle=-1 a template is output in file "or"mypar.txt with the design + of the covariance matrix to be input. + + Revision 1.89 2003/06/24 12:30:52 brouard + (Module): Some bugs corrected for windows. Also, when + mle=-1 a template is output in file "or"mypar.txt with the design + of the covariance matrix to be input. + + Revision 1.88 2003/06/23 17:54:56 brouard + * imach.c (Repository): Create a sub-directory where all the secondary files are. Only imach, htm, gp and r(imach) are on the main directory. Correct time and other things. + + Revision 1.87 2003/06/18 12:26:01 brouard + Version 0.96 + + Revision 1.86 2003/06/17 20:04:08 brouard + (Module): Change position of html and gnuplot routines and added + routine fileappend. + + Revision 1.85 2003/06/17 13:12:43 brouard + * imach.c (Repository): Check when date of death was earlier that + current date of interview. It may happen when the death was just + prior to the death. In this case, dh was negative and likelihood + was wrong (infinity). We still send an "Error" but patch by + assuming that the date of death was just one stepm after the + interview. + (Repository): Because some people have very long ID (first column) + we changed int to long in num[] and we added a new lvector for + memory allocation. But we also truncated to 8 characters (left + truncation) + (Repository): No more line truncation errors. + + Revision 1.84 2003/06/13 21:44:43 brouard + * imach.c (Repository): Replace "freqsummary" at a correct + place. It differs from routine "prevalence" which may be called + many times. Probs is memory consuming and must be used with + parcimony. + Version 0.95a3 (should output exactly the same maximization than 0.8a2) + + Revision 1.83 2003/06/10 13:39:11 lievre + *** empty log message *** + + Revision 1.82 2003/06/05 15:57:20 brouard + Add log in imach.c and fullversion number is now printed. + +*/ +/* Interpolated Markov Chain Short summary of the programme: @@ -32,100 +633,260 @@ hPijx is the probability to be observed in state i at age x+h conditional to the observed state i at age x. The delay 'h' can be split into an exact number (nh*stepm) of unobserved intermediate - states. This elementary transition (by month or quarter trimester, - semester or year) is model as a multinomial logistic. The hPx + states. This elementary transition (by month, quarter, + semester or year) is modelled as a multinomial logistic. The hPx matrix is simply the matrix product of nh*stepm elementary matrices and the contribution of each individual to the likelihood is simply hPijx. Also this programme outputs the covariance matrix of the parameters but also - of the life expectancies. It also computes the stable prevalence. + of the life expectancies. It also computes the period (stable) prevalence. - Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr). - Institut national d'études démographiques, Paris. + Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr). + Institut national d'études démographiques, Paris. This software have been partly granted by Euro-REVES, a concerted action from the European Union. It is copyrighted identically to a GNU software product, ie programme and software can be distributed freely for non commercial use. Latest version can be accessed at http://euroreves.ined.fr/imach . + + Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach + or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so + **********************************************************************/ - +/* + main + read parameterfile + read datafile + concatwav + freqsummary + if (mle >= 1) + mlikeli + print results files + if mle==1 + computes hessian + read end of parameter file: agemin, agemax, bage, fage, estepm + begin-prev-date,... + open gnuplot file + open html file + period (stable) prevalence | pl_nom 1-1 2-2 etc by covariate + for age prevalim() | #****** V1=0 V2=1 V3=1 V4=0 ****** + | 65 1 0 2 1 3 1 4 0 0.96326 0.03674 + freexexit2 possible for memory heap. + + h Pij x | pij_nom ficrestpij + # Cov Agex agex+h hpijx with i,j= 1-1 1-2 1-3 2-1 2-2 2-3 + 1 85 85 1.00000 0.00000 0.00000 0.00000 1.00000 0.00000 + 1 85 86 0.68299 0.22291 0.09410 0.71093 0.00000 0.28907 + + 1 65 99 0.00364 0.00322 0.99314 0.00350 0.00310 0.99340 + 1 65 100 0.00214 0.00204 0.99581 0.00206 0.00196 0.99597 + variance of p one-step probabilities varprob | prob_nom ficresprob #One-step probabilities and stand. devi in () + Standard deviation of one-step probabilities | probcor_nom ficresprobcor #One-step probabilities and correlation matrix + Matrix of variance covariance of one-step probabilities | probcov_nom ficresprobcov #One-step probabilities and covariance matrix + + forecasting if prevfcast==1 prevforecast call prevalence() + health expectancies + Variance-covariance of DFLE + prevalence() + movingaverage() + varevsij() + if popbased==1 varevsij(,popbased) + total life expectancies + Variance of period (stable) prevalence + end +*/ + +/* #define DEBUG */ +/* #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 POWELLF1F3 /* Skip test */ +/* #define POWELLORIGINAL /\* Don't use Directest to decide new direction but original Powell test *\/ */ +/* #define MNBRAKORIGINAL /\* Don't use mnbrak fix *\/ */ + #include <math.h> #include <stdio.h> #include <stdlib.h> +#include <string.h> + +#ifdef _WIN32 +#include <io.h> +#include <windows.h> +#include <tchar.h> +#else #include <unistd.h> +#endif + +#include <limits.h> +#include <sys/types.h> + +#if defined(__GNUC__) +#include <sys/utsname.h> /* Doesn't work on Windows */ +#endif + +#include <sys/stat.h> +#include <errno.h> +/* extern int errno; */ + +/* #ifdef LINUX */ +/* #include <time.h> */ +/* #include "timeval.h" */ +/* #else */ +/* #include <sys/time.h> */ +/* #endif */ + +#include <time.h> + +#ifdef GSL +#include <gsl/gsl_errno.h> +#include <gsl/gsl_multimin.h> +#endif + + +#ifdef NLOPT +#include <nlopt.h> +typedef struct { + double (* function)(double [] ); +} myfunc_data ; +#endif + +/* #include <libintl.h> */ +/* #define _(String) gettext (String) */ + +#define MAXLINE 1024 /* Was 256. Overflow with 312 with 2 states and 4 covariates. Should be ok */ -#define MAXLINE 256 #define GNUPLOTPROGRAM "gnuplot" /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/ -#define FILENAMELENGTH 80 -/*#define DEBUG*/ -#define windows +#define FILENAMELENGTH 132 + #define GLOCK_ERROR_NOPATH -1 /* empty path */ #define GLOCK_ERROR_GETCWD -2 /* cannot get cwd */ -#define MAXPARM 30 /* Maximum number of parameters for the optimization */ -#define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */ +#define MAXPARM 128 /**< Maximum number of parameters for the optimization */ +#define NPARMAX 64 /**< (nlstate+ndeath-1)*nlstate*ncovmodel */ #define NINTERVMAX 8 -#define NLSTATEMAX 8 /* Maximum number of live states (for func) */ -#define NDEATHMAX 8 /* Maximum number of dead states (for func) */ -#define NCOVMAX 8 /* Maximum number of covariates */ +#define NLSTATEMAX 8 /**< Maximum number of live states (for func) */ +#define NDEATHMAX 8 /**< Maximum number of dead states (for func) */ +#define NCOVMAX 20 /**< Maximum number of covariates, including generated covariates V1*V2 */ +#define codtabm(h,k) (1 & (h-1) >> (k-1))+1 +/*#define decodtabm(h,k,cptcoveff)= (h <= (1<<cptcoveff)?(((h-1) >> (k-1)) & 1) +1 : -1)*/ +#define decodtabm(h,k,cptcoveff) (((h-1) >> (k-1)) & 1) +1 #define MAXN 20000 -#define YEARM 12. /* Number of months per year */ +#define YEARM 12. /**< Number of months per year */ #define AGESUP 130 #define AGEBASE 40 -#ifdef windows +#define AGEOVERFLOW 1.e20 +#define AGEGOMP 10 /**< Minimal age for Gompertz adjustment */ +#ifdef _WIN32 #define DIRSEPARATOR '\\' +#define CHARSEPARATOR "\\" #define ODIRSEPARATOR '/' #else #define DIRSEPARATOR '/' +#define CHARSEPARATOR "/" #define ODIRSEPARATOR '\\' #endif -char version[80]="Imach version 0.9, November 2002, INED-EUROREVES "; -int erreur; /* Error number */ -int nvar; -int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov; +/* $Id: imach.c,v 1.215 2015/12/16 08:52:24 brouard Exp $ */ +/* $State: Exp $ */ +#include "version.h" +char version[]=__IMACH_VERSION__; +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: 1.215 $ $Date: 2015/12/16 08:52:24 $"; +char strstart[80]; +char optionfilext[10], optionfilefiname[FILENAMELENGTH]; +int erreur=0, nberr=0, nbwarn=0; /* Error number, number of errors number of warnings */ +int nagesqr=0, nforce=0; /* nagesqr=1 if model is including age*age, number of forces */ +/* Number of covariates model=V2+V1+ V3*age+V2*V4 */ +int cptcovn=0; /**< cptcovn number of covariates added in the model (excepting constant and age and age*product) */ +int cptcovt=0; /**< cptcovt number of covariates added in the model (excepting constant and age) */ +int cptcovs=0; /**< cptcovs number of simple covariates V2+V1 =2 */ +int cptcovage=0; /**< Number of covariates with age: V3*age only =1 */ +int cptcovprodnoage=0; /**< Number of covariate products without age */ +int cptcoveff=0; /* Total number of covariates to vary for printing results */ +int cptcov=0; /* Working variable */ int npar=NPARMAX; int nlstate=2; /* Number of live states */ int ndeath=1; /* Number of dead states */ -int ncovmodel, ncovcol; /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */ +int ncovmodel=0, ncovcol=0; /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */ int popbased=0; int *wav; /* Number of waves for this individuual 0 is possible */ -int maxwav; /* Maxim number of waves */ -int jmin, jmax; /* min, max spacing between 2 waves */ -int mle, weightopt; +int maxwav=0; /* Maxim number of waves */ +int jmin=0, jmax=0; /* min, max spacing between 2 waves */ +int ijmin=0, ijmax=0; /* Individuals having jmin and jmax */ +int gipmx=0, gsw=0; /* Global variables on the number of contributions + to the likelihood and the sum of weights (done by funcone)*/ +int mle=1, weightopt=0; int **mw; /* mw[mi][i] is number of the mi wave for this individual */ int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */ int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between * wave mi and wave mi+1 is not an exact multiple of stepm. */ -double jmean; /* Mean space between 2 waves */ +int countcallfunc=0; /* Count the number of calls to func */ +double jmean=1; /* Mean space between 2 waves */ +double **matprod2(); /* test */ double **oldm, **newm, **savm; /* Working pointers to matrices */ double **oldms, **newms, **savms; /* Fixed working pointers to matrices */ -FILE *fic,*ficpar, *ficparo,*ficres, *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop; -FILE *ficlog; +/*FILE *fic ; */ /* Used in readdata only */ +FILE *ficpar, *ficparo,*ficres, *ficresp, *ficresphtm, *ficresphtmfr, *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop; +FILE *ficlog, *ficrespow; +int globpr=0; /* Global variable for printing or not */ +double fretone; /* Only one call to likelihood */ +long ipmx=0; /* Number of contributions */ +double sw; /* Sum of weights */ +char filerespow[FILENAMELENGTH]; +char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */ +FILE *ficresilk; FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor; FILE *ficresprobmorprev; -FILE *fichtm; /* Html File */ +FILE *fichtm, *fichtmcov; /* Html File */ FILE *ficreseij; char filerese[FILENAMELENGTH]; +FILE *ficresstdeij; +char fileresstde[FILENAMELENGTH]; +FILE *ficrescveij; +char filerescve[FILENAMELENGTH]; FILE *ficresvij; char fileresv[FILENAMELENGTH]; FILE *ficresvpl; char fileresvpl[FILENAMELENGTH]; char title[MAXLINE]; char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH], filerespl[FILENAMELENGTH]; -char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH]; +char plotcmd[FILENAMELENGTH], pplotcmd[FILENAMELENGTH]; +char tmpout[FILENAMELENGTH], tmpout2[FILENAMELENGTH]; +char command[FILENAMELENGTH]; +int outcmd=0; char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH]; +char fileresu[FILENAMELENGTH]; /* fileres without r in front */ char filelog[FILENAMELENGTH]; /* Log file */ char filerest[FILENAMELENGTH]; char fileregp[FILENAMELENGTH]; char popfile[FILENAMELENGTH]; -char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH]; +char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH], optionfilehtmcov[FILENAMELENGTH] ; + +/* struct timeval start_time, end_time, curr_time, last_time, forecast_time; */ +/* struct timezone tzp; */ +/* extern int gettimeofday(); */ +struct tm tml, *gmtime(), *localtime(); + +extern time_t time(); + +struct tm start_time, end_time, curr_time, last_time, forecast_time; +time_t rstart_time, rend_time, rcurr_time, rlast_time, rforecast_time; /* raw time */ +struct tm tm; + +char strcurr[80], strfor[80]; + +char *endptr; +long lval; +double dval; #define NR_END 1 #define FREE_ARG char* @@ -150,87 +911,118 @@ static double maxarg1,maxarg2; #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a)) #define rint(a) floor(a+0.5) - +/* http://www.thphys.uni-heidelberg.de/~robbers/cmbeasy/doc/html/myutils_8h-source.html */ +#define mytinydouble 1.0e-16 +/* #define DEQUAL(a,b) (fabs((a)-(b))<mytinydouble) */ +/* http://www.thphys.uni-heidelberg.de/~robbers/cmbeasy/doc/html/mynrutils_8h-source.html */ +/* static double dsqrarg; */ +/* #define DSQR(a) (DEQUAL((dsqrarg=(a)),0.0) ? 0.0 : dsqrarg*dsqrarg) */ static double sqrarg; #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg) #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} +int agegomp= AGEGOMP; int imx; -int stepm; +int stepm=1; /* Stepm, step in month: minimum step interpolation*/ int estepm; /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/ int m,nb; -int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage; +long *num; +int firstpass=0, lastpass=4,*cod, *cens; +int *ncodemax; /* ncodemax[j]= Number of modalities of the j th + covariate for which somebody answered excluding + undefined. Usually 2: 0 and 1. */ +int *ncodemaxwundef; /* ncodemax[j]= Number of modalities of the j th + covariate for which somebody answered including + undefined. Usually 3: -1, 0 and 1. */ double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint; double **pmmij, ***probs; +double *ageexmed,*agecens; double dateintmean=0; double *weight; int **s; /* Status */ -double *agedc, **covar, idx; -int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff; +double *agedc; +double **covar; /**< covar[j,i], value of jth covariate for individual i, + * covar=matrix(0,NCOVMAX,1,n); + * cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*age; */ +double idx; +int **nbcode, *Tvar; /**< model=V2 => Tvar[1]= 2 */ +int *Tage; +int *Ndum; /** Freq of modality (tricode */ +/* int **codtab;*/ /**< codtab=imatrix(1,100,1,10); */ +int **Tvard, *Tprod, cptcovprod, *Tvaraff; +double *lsurv, *lpop, *tpop; -double ftol=FTOL; /* Tolerance for computing Max Likelihood */ -double ftolhess; /* Tolerance for computing hessian */ +double ftol=FTOL; /**< Tolerance for computing Max Likelihood */ +double ftolhess; /**< Tolerance for computing hessian */ /**************** split *************************/ static int split( char *path, char *dirc, char *name, char *ext, char *finame ) { + /* From a file name with (full) path (either Unix or Windows) we extract the directory (dirc) + the name of the file (name), its extension only (ext) and its first part of the name (finame) + */ char *ss; /* pointer */ - int l1, l2; /* length counters */ + int l1=0, l2=0; /* length counters */ l1 = strlen(path ); /* length of path */ if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH ); ss= strrchr( path, DIRSEPARATOR ); /* find last / */ - if ( ss == NULL ) { /* no directory, so use current */ + if ( ss == NULL ) { /* no directory, so determine current directory */ + strcpy( name, path ); /* we got the fullname name because no directory */ /*if(strrchr(path, ODIRSEPARATOR )==NULL) printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/ -#if defined(__bsd__) /* get current working directory */ - extern char *getwd( ); - - if ( getwd( dirc ) == NULL ) { + /* get current working directory */ + /* extern char* getcwd ( char *buf , int len);*/ +#ifdef WIN32 + if (_getcwd( dirc, FILENAME_MAX ) == NULL ) { #else - extern char *getcwd( ); - - if ( getcwd( dirc, FILENAME_MAX ) == NULL ) { + if (getcwd(dirc, FILENAME_MAX) == NULL) { #endif return( GLOCK_ERROR_GETCWD ); } - strcpy( name, path ); /* we've got it */ - } else { /* strip direcotry from path */ + /* got dirc from getcwd*/ + printf(" DIRC = %s \n",dirc); + } else { /* strip directory from path */ ss++; /* after this, the filename */ l2 = strlen( ss ); /* length of filename */ if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH ); strcpy( name, ss ); /* save file name */ strncpy( dirc, path, l1 - l2 ); /* now the directory */ - dirc[l1-l2] = 0; /* add zero */ + dirc[l1-l2] = '\0'; /* add zero */ + printf(" DIRC2 = %s \n",dirc); } + /* We add a separator at the end of dirc if not exists */ l1 = strlen( dirc ); /* length of directory */ -#ifdef windows - if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; } -#else - if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; } -#endif + if( dirc[l1-1] != DIRSEPARATOR ){ + dirc[l1] = DIRSEPARATOR; + dirc[l1+1] = 0; + printf(" DIRC3 = %s \n",dirc); + } ss = strrchr( name, '.' ); /* find last / */ - ss++; - strcpy(ext,ss); /* save extension */ - l1= strlen( name); - l2= strlen(ss)+1; - strncpy( finame, name, l1-l2); - finame[l1-l2]= 0; + if (ss >0){ + ss++; + strcpy(ext,ss); /* save extension */ + l1= strlen( name); + l2= strlen(ss)+1; + strncpy( finame, name, l1-l2); + finame[l1-l2]= 0; + } + return( 0 ); /* we're done */ } /******************************************/ -void replace(char *s, char*t) +void replace_back_to_slash(char *s, char*t) { int i; - int lg=20; + int lg=0; i=0; lg=strlen(t); for(i=0; i<= lg; i++) { @@ -239,6 +1031,120 @@ void replace(char *s, char*t) } } +char *trimbb(char *out, char *in) +{ /* Trim multiple blanks in line but keeps first blanks if line starts with blanks */ + char *s; + s=out; + while (*in != '\0'){ + while( *in == ' ' && *(in+1) == ' '){ /* && *(in+1) != '\0'){*/ + in++; + } + *out++ = *in++; + } + *out='\0'; + return s; +} + +/* char *substrchaine(char *out, char *in, char *chain) */ +/* { */ +/* /\* Substract chain 'chain' from 'in', return and output 'out' *\/ */ +/* char *s, *t; */ +/* t=in;s=out; */ +/* while ((*in != *chain) && (*in != '\0')){ */ +/* *out++ = *in++; */ +/* } */ + +/* /\* *in matches *chain *\/ */ +/* while ((*in++ == *chain++) && (*in != '\0')){ */ +/* printf("*in = %c, *out= %c *chain= %c \n", *in, *out, *chain); */ +/* } */ +/* in--; chain--; */ +/* while ( (*in != '\0')){ */ +/* printf("Bef *in = %c, *out= %c *chain= %c \n", *in, *out, *chain); */ +/* *out++ = *in++; */ +/* printf("Aft *in = %c, *out= %c *chain= %c \n", *in, *out, *chain); */ +/* } */ +/* *out='\0'; */ +/* out=s; */ +/* return out; */ +/* } */ +char *substrchaine(char *out, char *in, char *chain) +{ + /* Substract chain 'chain' from 'in', return and output 'out' */ + /* in="V1+V1*age+age*age+V2", chain="age*age" */ + + char *strloc; + + strcpy (out, in); + strloc = strstr(out, chain); /* strloc points to out at age*age+V2 */ + printf("Bef strloc=%s chain=%s out=%s \n", strloc, chain, out); + if(strloc != NULL){ + /* will affect out */ /* strloc+strlenc(chain)=+V2 */ /* Will also work in Unicode */ + memmove(strloc,strloc+strlen(chain), strlen(strloc+strlen(chain))+1); + /* strcpy (strloc, strloc +strlen(chain));*/ + } + printf("Aft strloc=%s chain=%s in=%s out=%s \n", strloc, chain, in, out); + return out; +} + + +char *cutl(char *blocc, char *alocc, char *in, char occ) +{ + /* cuts string in into blocc and alocc where blocc ends before FIRST occurence of char 'occ' + and alocc starts after first occurence of char 'occ' : ex cutv(blocc,alocc,"abcdef2ghi2j",'2') + gives blocc="abcdef" and alocc="ghi2j". + If occ is not found blocc is null and alocc is equal to in. Returns blocc + */ + char *s, *t; + t=in;s=in; + while ((*in != occ) && (*in != '\0')){ + *alocc++ = *in++; + } + if( *in == occ){ + *(alocc)='\0'; + s=++in; + } + + if (s == t) {/* occ not found */ + *(alocc-(in-s))='\0'; + in=s; + } + while ( *in != '\0'){ + *blocc++ = *in++; + } + + *blocc='\0'; + return t; +} +char *cutv(char *blocc, char *alocc, char *in, char occ) +{ + /* cuts string in into blocc and alocc where blocc ends before LAST occurence of char 'occ' + and alocc starts after last occurence of char 'occ' : ex cutv(blocc,alocc,"abcdef2ghi2j",'2') + gives blocc="abcdef2ghi" and alocc="j". + If occ is not found blocc is null and alocc is equal to in. Returns alocc + */ + char *s, *t; + t=in;s=in; + while (*in != '\0'){ + while( *in == occ){ + *blocc++ = *in++; + s=in; + } + *blocc++ = *in++; + } + if (s == t) /* occ not found */ + *(blocc-(in-s))='\0'; + else + *(blocc-(in-s)-1)='\0'; + in=s; + while ( *in != '\0'){ + *alocc++ = *in++; + } + + *alocc='\0'; + return s; +} + int nbocc(char *s, char occ) { int i,j=0; @@ -251,27 +1157,45 @@ int nbocc(char *s, char occ) return j; } -void cutv(char *u,char *v, char*t, char occ) -{ - /* cuts string t into u and v where u is ended by char occ excluding it - and v is after occ excluding it too : ex cutv(u,v,"abcdef2ghi2j",2) - gives u="abcedf" and v="ghi2j" */ - int i,lg,j,p=0; - i=0; - for(j=0; j<=strlen(t)-1; j++) { - if((t[j]!= occ) && (t[j+1]== occ)) p=j+1; - } - - lg=strlen(t); - for(j=0; j<p; j++) { - (u[j] = t[j]); - } - u[p]='\0'; +/* void cutv(char *u,char *v, char*t, char occ) */ +/* { */ +/* /\* cuts string t into u and v where u ends before last occurence of char 'occ' */ +/* and v starts after last occurence of char 'occ' : ex cutv(u,v,"abcdef2ghi2j",'2') */ +/* gives u="abcdef2ghi" and v="j" *\/ */ +/* int i,lg,j,p=0; */ +/* i=0; */ +/* lg=strlen(t); */ +/* for(j=0; j<=lg-1; j++) { */ +/* if((t[j]!= occ) && (t[j+1]== occ)) p=j+1; */ +/* } */ + +/* for(j=0; j<p; j++) { */ +/* (u[j] = t[j]); */ +/* } */ +/* u[p]='\0'; */ + +/* for(j=0; j<= lg; j++) { */ +/* if (j>=(p+1))(v[j-p-1] = t[j]); */ +/* } */ +/* } */ - for(j=0; j<= lg; j++) { - if (j>=(p+1))(v[j-p-1] = t[j]); - } +#ifdef _WIN32 +char * strsep(char **pp, const char *delim) +{ + char *p, *q; + + if ((p = *pp) == NULL) + return 0; + if ((q = strpbrk (p, delim)) != NULL) + { + *pp = q + 1; + *q = '\0'; + } + else + *pp = 0; + return p; } +#endif /********************** nrerror ********************/ @@ -311,6 +1235,21 @@ void free_ivector(int *v, long nl, long free((FREE_ARG)(v+nl-NR_END)); } +/************************lvector *******************************/ +long *lvector(long nl,long nh) +{ + long *v; + v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long))); + if (!v) nrerror("allocation failure in ivector"); + return v-nl+NR_END; +} + +/******************free lvector **************************/ +void free_lvector(long *v, long nl, long nh) +{ + free((FREE_ARG)(v+nl-NR_END)); +} + /******************* imatrix *******************************/ int **imatrix(long nrl, long nrh, long ncl, long nch) /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ @@ -365,6 +1304,10 @@ double **matrix(long nrl, long nrh, long for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol; return m; + /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) or &(m[1][0]) +m[i] = address of ith row of the table. &(m[i]) is its value which is another adress +that of m[i][0]. In order to get the value p m[i][0] but it is unitialized. + */ } /*************************free matrix ************************/ @@ -404,7 +1347,10 @@ double ***ma3x(long nrl, long nrh, long for (j=ncl+1; j<=nch; j++) m[i][j]=m[i][j-1]+nlay; } - return m; + return m; + /* gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1]) + &(m[i][j][k]) <=> *((*(m+i) + j)+k) + */ } /*************************free ma3x ************************/ @@ -415,12 +1361,83 @@ void free_ma3x(double ***m, long nrl, lo free((FREE_ARG)(m+nrl-NR_END)); } -/***************** f1dim *************************/ -extern int ncom; -extern double *pcom,*xicom; -extern double (*nrfunc)(double []); - -double f1dim(double x) +/*************** function subdirf ***********/ +char *subdirf(char fileres[]) +{ + /* Caution optionfilefiname is hidden */ + strcpy(tmpout,optionfilefiname); + strcat(tmpout,"/"); /* Add to the right */ + strcat(tmpout,fileres); + return tmpout; +} + +/*************** function subdirf2 ***********/ +char *subdirf2(char fileres[], char *preop) +{ + + /* Caution optionfilefiname is hidden */ + strcpy(tmpout,optionfilefiname); + strcat(tmpout,"/"); + strcat(tmpout,preop); + strcat(tmpout,fileres); + return tmpout; +} + +/*************** function subdirf3 ***********/ +char *subdirf3(char fileres[], char *preop, char *preop2) +{ + + /* Caution optionfilefiname is hidden */ + strcpy(tmpout,optionfilefiname); + strcat(tmpout,"/"); + strcat(tmpout,preop); + strcat(tmpout,preop2); + strcat(tmpout,fileres); + return tmpout; +} + +/*************** function subdirfext ***********/ +char *subdirfext(char fileres[], char *preop, char *postop) +{ + + strcpy(tmpout,preop); + strcat(tmpout,fileres); + strcat(tmpout,postop); + return tmpout; +} + +/*************** function subdirfext3 ***********/ +char *subdirfext3(char fileres[], char *preop, char *postop) +{ + + /* Caution optionfilefiname is hidden */ + strcpy(tmpout,optionfilefiname); + strcat(tmpout,"/"); + strcat(tmpout,preop); + strcat(tmpout,fileres); + strcat(tmpout,postop); + return tmpout; +} + +char *asc_diff_time(long time_sec, char ascdiff[]) +{ + long sec_left, days, hours, minutes; + days = (time_sec) / (60*60*24); + sec_left = (time_sec) % (60*60*24); + hours = (sec_left) / (60*60) ; + sec_left = (sec_left) %(60*60); + minutes = (sec_left) /60; + sec_left = (sec_left) % (60); + sprintf(ascdiff,"%ld day(s) %ld hour(s) %ld minute(s) %ld second(s)",days, hours, minutes, sec_left); + return ascdiff; +} + +/***************** f1dim *************************/ +extern int ncom; +extern double *pcom,*xicom; +extern double (*nrfunc)(double []); + +double f1dim(double x) { int j; double f; @@ -435,11 +1452,17 @@ double f1dim(double x) /*****************brent *************************/ double brent(double ax, double bx, double cx, double (*f)(double), double tol, double *xmin) -{ +{ + /* Given a function f, and given a bracketing triplet of abscissas ax, bx, cx (such that bx is + * between ax and cx, and f(bx) is less than both f(ax) and f(cx) ), this routine isolates + * the minimum to a fractional precision of about tol using Brent’s method. The abscissa of + * the minimum is returned as xmin, and the minimum function value is returned as brent , the + * returned function value. + */ int iter; double a,b,d,etemp; - double fu,fv,fw,fx; - double ftemp; + double fu=0,fv,fw,fx; + double ftemp=0.; double p,q,r,tol1,tol2,u,v,w,x,xm; double e=0.0; @@ -453,7 +1476,7 @@ double brent(double ax, double bx, doubl /* if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/ printf(".");fflush(stdout); fprintf(ficlog,".");fflush(ficlog); -#ifdef DEBUG +#ifdef DEBUGBRENT printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol); fprintf(ficlog,"br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol); /* if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */ @@ -488,19 +1511,19 @@ double brent(double ax, double bx, doubl if (fu <= fx) { if (u >= x) a=x; else b=x; SHFT(v,w,x,u) - SHFT(fv,fw,fx,fu) - } else { - if (u < x) a=u; else b=u; - if (fu <= fw || w == x) { - v=w; - w=u; - fv=fw; - fw=fu; - } else if (fu <= fv || v == x || v == w) { - v=u; - fv=fu; - } - } + SHFT(fv,fw,fx,fu) + } else { + if (u < x) a=u; else b=u; + if (fu <= fw || w == x) { + v=w; + w=u; + fv=fw; + fw=fu; + } else if (fu <= fv || v == x || v == w) { + v=u; + fv=fu; + } + } } nrerror("Too many iterations in brent"); *xmin=x; @@ -511,46 +1534,139 @@ double brent(double ax, double bx, doubl void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, double (*func)(double)) -{ +{ /* Given a function func , and given distinct initial points ax and bx , this routine searches in +the downhill direction (defined by the function as evaluated at the initial points) and returns +new points ax , bx , cx that bracket a minimum of the function. Also returned are the function +values at the three points, fa, fb , and fc such that fa > fb and fb < fc. + */ double ulim,u,r,q, dum; double fu; - - *fa=(*func)(*ax); - *fb=(*func)(*bx); + + double scale=10.; + int iterscale=0; + + *fa=(*func)(*ax); /* xta[j]=pcom[j]+(*ax)*xicom[j]; fa=f(xta[j])*/ + *fb=(*func)(*bx); /* xtb[j]=pcom[j]+(*bx)*xicom[j]; fb=f(xtb[j]) */ + + + /* while(*fb != *fb){ /\* *ax should be ok, reducing distance to *ax *\/ */ + /* printf("Warning mnbrak *fb = %lf, *bx=%lf *ax=%lf *fa==%lf iter=%d\n",*fb, *bx, *ax, *fa, iterscale++); */ + /* *bx = *ax - (*ax - *bx)/scale; */ + /* *fb=(*func)(*bx); /\* xtb[j]=pcom[j]+(*bx)*xicom[j]; fb=f(xtb[j]) *\/ */ + /* } */ + if (*fb > *fa) { SHFT(dum,*ax,*bx,dum) - SHFT(dum,*fb,*fa,dum) - } + SHFT(dum,*fb,*fa,dum) + } *cx=(*bx)+GOLD*(*bx-*ax); *fc=(*func)(*cx); - while (*fb > *fc) { +#ifdef DEBUG + printf("mnbrak0 *fb=%.12e *fc=%.12e\n",*fb,*fc); + fprintf(ficlog,"mnbrak0 *fb=%.12e *fc=%.12e\n",*fb,*fc); +#endif + while (*fb > *fc) { /* Declining a,b,c with fa> fb > fc */ r=(*bx-*ax)*(*fb-*fc); q=(*bx-*cx)*(*fb-*fa); u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ - (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); - ulim=(*bx)+GLIMIT*(*cx-*bx); - if ((*bx-u)*(u-*cx) > 0.0) { + (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); /* Minimum abscissa of a parabolic estimated from (a,fa), (b,fb) and (c,fc). */ + ulim=(*bx)+GLIMIT*(*cx-*bx); /* Maximum abscissa where function should be evaluated */ + if ((*bx-u)*(u-*cx) > 0.0) { /* if u_p is between b and c */ fu=(*func)(u); - } else if ((*cx-u)*(u-ulim) > 0.0) { +#ifdef DEBUG + /* f(x)=A(x-u)**2+f(u) */ + double A, fparabu; + A= (*fb - *fa)/(*bx-*ax)/(*bx+*ax-2*u); + fparabu= *fa - A*(*ax-u)*(*ax-u); + printf("mnbrak (*ax=%.12f, *fa=%.12lf), (*bx=%.12f, *fb=%.12lf), (*cx=%.12f, *fc=%.12lf), (*u=%.12f, fu=%.12lf, fparabu=%.12f)\n",*ax,*fa,*bx,*fb,*cx,*fc,u,fu, fparabu); + fprintf(ficlog, "mnbrak (*ax=%.12f, *fa=%.12lf), (*bx=%.12f, *fb=%.12lf), (*cx=%.12f, *fc=%.12lf), (*u=%.12f, fu=%.12lf, fparabu=%.12f)\n",*ax,*fa,*bx,*fb,*cx,*fc,u,fu, fparabu); + /* And thus,it can be that fu > *fc even if fparabu < *fc */ + /* mnbrak (*ax=7.666299858533, *fa=299039.693133272231), (*bx=8.595447774979, *fb=298976.598289369489), + (*cx=10.098840694817, *fc=298946.631474258087), (*u=9.852501168332, fu=298948.773013752128, fparabu=298945.434711494134) */ + /* In that case, there is no bracket in the output! Routine is wrong with many consequences.*/ +#endif +#ifdef MNBRAKORIGINAL +#else +/* if (fu > *fc) { */ +/* #ifdef DEBUG */ +/* printf("mnbrak4 fu > fc \n"); */ +/* fprintf(ficlog, "mnbrak4 fu > fc\n"); */ +/* #endif */ +/* /\* SHFT(u,*cx,*cx,u) /\\* ie a=c, c=u and u=c; in that case, next SHFT(a,b,c,u) will give a=b=b, b=c=u, c=u=c and *\\/ *\/ */ +/* /\* SHFT(*fa,*fc,fu,*fc) /\\* (b, u, c) is a bracket while test fb > fc will be fu > fc will exit *\\/ *\/ */ +/* dum=u; /\* Shifting c and u *\/ */ +/* u = *cx; */ +/* *cx = dum; */ +/* dum = fu; */ +/* fu = *fc; */ +/* *fc =dum; */ +/* } else { /\* end *\/ */ +/* #ifdef DEBUG */ +/* printf("mnbrak3 fu < fc \n"); */ +/* fprintf(ficlog, "mnbrak3 fu < fc\n"); */ +/* #endif */ +/* dum=u; /\* Shifting c and u *\/ */ +/* u = *cx; */ +/* *cx = dum; */ +/* dum = fu; */ +/* fu = *fc; */ +/* *fc =dum; */ +/* } */ +#ifdef DEBUG + printf("mnbrak34 fu < or >= fc \n"); + fprintf(ficlog, "mnbrak34 fu < fc\n"); +#endif + dum=u; /* Shifting c and u */ + u = *cx; + *cx = dum; + dum = fu; + fu = *fc; + *fc =dum; +#endif + } else if ((*cx-u)*(u-ulim) > 0.0) { /* u is after c but before ulim */ +#ifdef DEBUG + printf("mnbrak2 u after c but before ulim\n"); + fprintf(ficlog, "mnbrak2 u after c but before ulim\n"); +#endif fu=(*func)(u); if (fu < *fc) { +#ifdef DEBUG + printf("mnbrak2 u after c but before ulim AND fu < fc\n"); + fprintf(ficlog, "mnbrak2 u after c but before ulim AND fu <fc \n"); +#endif SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) - SHFT(*fb,*fc,fu,(*func)(u)) - } - } else if ((u-ulim)*(ulim-*cx) >= 0.0) { + SHFT(*fb,*fc,fu,(*func)(u)) + } + } else if ((u-ulim)*(ulim-*cx) >= 0.0) { /* u outside ulim (verifying that ulim is beyond c) */ +#ifdef DEBUG + printf("mnbrak2 u outside ulim (verifying that ulim is beyond c)\n"); + fprintf(ficlog, "mnbrak2 u outside ulim (verifying that ulim is beyond c)\n"); +#endif u=ulim; fu=(*func)(u); - } else { + } else { /* u could be left to b (if r > q parabola has a maximum) */ +#ifdef DEBUG + printf("mnbrak2 u could be left to b (if r > q parabola has a maximum)\n"); + fprintf(ficlog, "mnbrak2 u could be left to b (if r > q parabola has a maximum)\n"); +#endif u=(*cx)+GOLD*(*cx-*bx); fu=(*func)(u); - } + } /* end tests */ SHFT(*ax,*bx,*cx,u) - SHFT(*fa,*fb,*fc,fu) - } + SHFT(*fa,*fb,*fc,fu) +#ifdef DEBUG + printf("mnbrak2 (*ax=%.12f, *fa=%.12lf), (*bx=%.12f, *fb=%.12lf), (*cx=%.12f, *fc=%.12lf), (*u=%.12f, fu=%.12lf)\n",*ax,*fa,*bx,*fb,*cx,*fc,u,fu); + fprintf(ficlog, "mnbrak2 (*ax=%.12f, *fa=%.12lf), (*bx=%.12f, *fb=%.12lf), (*cx=%.12f, *fc=%.12lf), (*u=%.12f, fu=%.12lf)\n",*ax,*fa,*bx,*fb,*cx,*fc,u,fu); +#endif + } /* end while; ie return (a, b, c, fa, fb, fc) such that a < b < c with f(a) > f(b) and fb < f(c) */ } /*************** linmin ************************/ - +/* Given an n -dimensional point p[1..n] and an n -dimensional direction xi[1..n] , moves and +resets p to where the function func(p) takes on a minimum along the direction xi from p , +and replaces xi by the actual vector displacement that p was moved. Also returns as fret +the value of func at the returned location p . This is actually all accomplished by calling the +routines mnbrak and brent .*/ int ncom; double *pcom,*xicom; double (*nrfunc)(double []); @@ -565,32 +1681,111 @@ void linmin(double p[], double xi[], int int j; double xx,xmin,bx,ax; double fx,fb,fa; - + +#ifdef LINMINORIGINAL +#else + double scale=10., axs, xxs; /* Scale added for infinity */ +#endif + ncom=n; pcom=vector(1,n); xicom=vector(1,n); nrfunc=func; for (j=1;j<=n;j++) { pcom[j]=p[j]; - xicom[j]=xi[j]; + xicom[j]=xi[j]; /* Former scale xi[j] of currrent direction i */ } - ax=0.0; - xx=1.0; - mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); - *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); + +#ifdef LINMINORIGINAL + xx=1.; +#else + axs=0.0; + xxs=1.; + do{ + 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]) */ + /* 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)) */ + /* Outputs: fa=f(p(j)) and fx=f(p(j) + xxs * xi(j) ) and f(bx)= f(p(j)+ bx* xi(j)) */ + /* 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) */ + /* 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]]*/ +#ifdef LINMINORIGINAL +#else + if (fx != fx){ + xxs=xxs/scale; /* Trying a smaller xx, closer to initial ax=0 */ + 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 + 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 + *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]) */ + /* fmin = f(p[j] + xmin * xi[j]) */ + /* P+lambda n in that direction (lambdamin), with TOL between abscisses */ + /* f1dim(xmin): for (j=1;j<=ncom;j++) xt[j]=pcom[j]+xmin*xicom[j]; */ #ifdef DEBUG printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin); fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin); #endif +#ifdef DEBUGLINMIN + printf("linmin end "); + fprintf(ficlog,"linmin end "); +#endif for (j=1;j<=n;j++) { +#ifdef LINMINORIGINAL xi[j] *= xmin; - p[j] += xi[j]; +#else +#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 */ } +#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)); + 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++) { + printf(" xi[%d]= %14.10f p[%d]= %12.7f",j,xi[j],j,p[j]); + fprintf(ficlog," xi[%d]= %14.10f p[%d]= %12.7f",j,xi[j],j,p[j]); + if(j % ncovmodel == 0){ + printf("\n"); + fprintf(ficlog,"\n"); + } + } +#else +#endif free_vector(xicom,1,n); free_vector(pcom,1,n); } + /*************** powell ************************/ +/* +Minimization of a function func of n variables. Input consists of an initial starting point +p[1..n] ; an initial matrix xi[1..n][1..n] , whose columns contain the initial set of di- +rections (usually the n unit vectors); and ftol , the fractional tolerance in the function value +such that failure to decrease by more than this amount on one iteration signals doneness. On +output, p is set to the best point found, xi is the then-current direction set, fret is the returned +function value at p , and iter is the number of iterations taken. The routine linmin is used. + */ void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, double (*func)(double [])) { @@ -598,36 +1793,73 @@ void powell(double p[], double **xi, int double (*func)(double [])); int i,ibig,j; double del,t,*pt,*ptt,*xit; + double directest; double fp,fptt; double *xits; + int niterf, itmp; + pt=vector(1,n); ptt=vector(1,n); xit=vector(1,n); xits=vector(1,n); *fret=(*func)(p); for (j=1;j<=n;j++) pt[j]=p[j]; + rcurr_time = time(NULL); for (*iter=1;;++(*iter)) { - fp=(*fret); + fp=(*fret); /* From former iteration or initial value */ ibig=0; del=0.0; - printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret); - fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f",*iter,*fret); - for (i=1;i<=n;i++) + rlast_time=rcurr_time; + /* (void) gettimeofday(&curr_time,&tzp); */ + rcurr_time = time(NULL); + curr_time = *localtime(&rcurr_time); + printf("\nPowell iter=%d -2*LL=%.12f %ld sec. %ld sec.",*iter,*fret, rcurr_time-rlast_time, rcurr_time-rstart_time);fflush(stdout); + fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f %ld sec. %ld sec.",*iter,*fret,rcurr_time-rlast_time, rcurr_time-rstart_time); fflush(ficlog); +/* fprintf(ficrespow,"%d %.12f %ld",*iter,*fret,curr_time.tm_sec-start_time.tm_sec); */ + for (i=1;i<=n;i++) { printf(" %d %.12f",i, p[i]); - fprintf(ficlog," %d %.12f",i, p[i]); + fprintf(ficlog," %d %.12lf",i, p[i]); + fprintf(ficrespow," %.12lf", p[i]); + } printf("\n"); fprintf(ficlog,"\n"); - for (i=1;i<=n;i++) { - for (j=1;j<=n;j++) xit[j]=xi[j][i]; + fprintf(ficrespow,"\n");fflush(ficrespow); + if(*iter <=3){ + tml = *localtime(&rcurr_time); + strcpy(strcurr,asctime(&tml)); + rforecast_time=rcurr_time; + itmp = strlen(strcurr); + if(strcurr[itmp-1]=='\n') /* Windows outputs with a new line */ + strcurr[itmp-1]='\0'; + printf("\nConsidering the time needed for the last iteration #%d: %ld seconds,\n",*iter,rcurr_time-rlast_time); + fprintf(ficlog,"\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,rcurr_time-rlast_time); + for(niterf=10;niterf<=30;niterf+=10){ + rforecast_time=rcurr_time+(niterf-*iter)*(rcurr_time-rlast_time); + forecast_time = *localtime(&rforecast_time); + strcpy(strfor,asctime(&forecast_time)); + itmp = strlen(strfor); + if(strfor[itmp-1]=='\n') + strfor[itmp-1]='\0'; + printf(" - if your program needs %d iterations to converge, convergence will be \n reached in %s i.e.\n on %s (current time is %s);\n",niterf, asc_diff_time(rforecast_time-rcurr_time,tmpout),strfor,strcurr); + fprintf(ficlog," - if your program needs %d iterations to converge, convergence will be \n reached in %s i.e.\n on %s (current time is %s);\n",niterf, asc_diff_time(rforecast_time-rcurr_time,tmpout),strfor,strcurr); + } + } + for (i=1;i<=n;i++) { /* For each direction i */ + for (j=1;j<=n;j++) xit[j]=xi[j][i]; /* Directions stored from previous iteration with previous scales */ fptt=(*fret); #ifdef DEBUG - printf("fret=%lf \n",*fret); - fprintf(ficlog,"fret=%lf \n",*fret); + printf("fret=%lf, %lf, %lf \n", *fret, *fret, *fret); + fprintf(ficlog, "fret=%lf, %lf, %lf \n", *fret, *fret, *fret); #endif - printf("%d",i);fflush(stdout); + printf("%d",i);fflush(stdout); /* print direction (parameter) i */ fprintf(ficlog,"%d",i);fflush(ficlog); - linmin(p,xit,n,fret,func); - if (fabs(fptt-(*fret)) > del) { + 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 */ + if (fabs(fptt-(*fret)) > del) { /* We are keeping the max gain on each of the n directions */ + /* because that direction will be replaced unless the gain del is small */ + /* in comparison with the 'probable' gain, mu^2, with the last average direction. */ + /* Unless the n directions are conjugate some gain in the determinant may be obtained */ + /* with the new direction. */ del=fabs(fptt-(*fret)); ibig=i; } @@ -640,14 +1872,29 @@ void powell(double p[], double **xi, int fprintf(ficlog," x(%d)=%.12e",j,xit[j]); } for(j=1;j<=n;j++) { - printf(" p=%.12e",p[j]); - fprintf(ficlog," p=%.12e",p[j]); + printf(" p(%d)=%.12e",j,p[j]); + fprintf(ficlog," p(%d)=%.12e",j,p[j]); } printf("\n"); fprintf(ficlog,"\n"); #endif - } - if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) { + } /* end loop on each direction i */ + /* Convergence test will use last linmin estimation (fret) and compare former iteration (fp) */ + /* But p and xit have been updated at the end of linmin, *fret corresponds to new p, xit */ + /* New value of last point Pn is not computed, P(n-1) */ + if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) { /* Did we reach enough precision? */ + /* We could compare with a chi^2. chisquare(0.95,ddl=1)=3.84 */ + /* By adding age*age in a model, the new -2LL should be lower and the difference follows a */ + /* a chisquare statistics with 1 degree. To be significant at the 95% level, it should have */ + /* decreased of more than 3.84 */ + /* By adding age*age and V1*age the gain (-2LL) should be more than 5.99 (ddl=2) */ + /* By using V1+V2+V3, the gain should be 7.82, compared with basic 1+age. */ + /* By adding 10 parameters more the gain should be 18.31 */ + + /* Starting the program with initial values given by a former maximization will simply change */ + /* the scales of the directions and the directions, because the are reset to canonical directions */ + /* Thus the first calls to linmin will give new points and better maximizations until fp-(*fret) is */ + /* under the tolerance value. If the tolerance is very small 1.e-9, it could last long. */ #ifdef DEBUG int k[2],l; k[0]=1; @@ -677,22 +1924,82 @@ void powell(double p[], double **xi, int free_vector(ptt,1,n); free_vector(pt,1,n); return; - } + } /* enough precision */ if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); - for (j=1;j<=n;j++) { + for (j=1;j<=n;j++) { /* Computes the extrapolated point P_0 + 2 (P_n-P_0) */ ptt[j]=2.0*p[j]-pt[j]; xit[j]=p[j]-pt[j]; pt[j]=p[j]; } - fptt=(*func)(ptt); - if (fptt < fp) { - t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); - if (t < 0.0) { - linmin(p,xit,n,fret,func); + fptt=(*func)(ptt); /* f_3 */ +#ifdef POWELLF1F3 +#else + if (fptt < fp) { /* If extrapolated point is better, decide if we keep that new direction or not */ +#endif + /* (x1 f1=fp), (x2 f2=*fret), (x3 f3=fptt), (xm fm) */ + /* From x1 (P0) distance of x2 is at h and x3 is 2h */ + /* Let f"(x2) be the 2nd derivative equal everywhere. */ + /* Then the parabolic through (x1,f1), (x2,f2) and (x3,f3) */ + /* will reach at f3 = fm + h^2/2 f"m ; f" = (f1 -2f2 +f3 ) / h**2 */ + /* Conditional for using this new direction is that mu^2 = (f1-2f2+f3)^2 /2 < del */ + /* t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); */ +#ifdef NRCORIGINAL + t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)- del*SQR(fp-fptt); /* Original Numerical Recipes in C*/ +#else + t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del); /* Intel compiler doesn't work on one line; bug reported */ + t= t- del*SQR(fp-fptt); +#endif + directest = fp-2.0*(*fret)+fptt - 2.0 * del; /* If delta was big enough we change it for a new direction */ +#ifdef DEBUG + printf("t1= %.12lf, t2= %.12lf, t=%.12lf directest=%.12lf\n", 2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del),del*SQR(fp-fptt),t,directest); + 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); + printf("t3= %.12lf, t4= %.12lf, t3*= %.12lf, t4*= %.12lf\n",SQR(fp-(*fret)-del),SQR(fp-fptt), + (fp-(*fret)-del)*(fp-(*fret)-del),(fp-fptt)*(fp-fptt)); + fprintf(ficlog,"t3= %.12lf, t4= %.12lf, t3*= %.12lf, t4*= %.12lf\n",SQR(fp-(*fret)-del),SQR(fp-fptt), + (fp-(*fret)-del)*(fp-(*fret)-del),(fp-fptt)*(fp-fptt)); + printf("tt= %.12lf, t=%.12lf\n",2.0*(fp-2.0*(*fret)+fptt)*(fp-(*fret)-del)*(fp-(*fret)-del)-del*(fp-fptt)*(fp-fptt),t); + fprintf(ficlog, "tt= %.12lf, t=%.12lf\n",2.0*(fp-2.0*(*fret)+fptt)*(fp-(*fret)-del)*(fp-(*fret)-del)-del*(fp-fptt)*(fp-fptt),t); +#endif +#ifdef POWELLORIGINAL + if (t < 0.0) { /* Then we use it for new direction */ +#else + if (directest*t < 0.0) { /* Contradiction between both tests */ + printf("directest= %.12lf (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); + 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); + } + if (directest < 0.0) { /* Then we use it for new direction */ +#endif +#ifdef DEBUGLINMIN + printf("Before linmin in direction P%d-P0\n",n); for (j=1;j<=n;j++) { - xi[j][ibig]=xi[j][n]; - xi[j][n]=xit[j]; + printf(" Before xit[%d]= %12.7f p[%d]= %12.7f",j,xit[j],j,p[j]); + fprintf(ficlog," Before xit[%d]= %12.7f p[%d]= %12.7f",j,xit[j],j,p[j]); + if(j % ncovmodel == 0){ + printf("\n"); + fprintf(ficlog,"\n"); + } + } +#endif + linmin(p,xit,n,fret,func); /* computes minimum on the extrapolated direction: changes p and rescales xit.*/ +#ifdef DEBUGLINMIN + for (j=1;j<=n;j++) { + printf("After xit[%d]= %12.7f p[%d]= %12.7f",j,xit[j],j,p[j]); + fprintf(ficlog,"After xit[%d]= %12.7f p[%d]= %12.7f",j,xit[j],j,p[j]); + if(j % ncovmodel == 0){ + printf("\n"); + fprintf(ficlog,"\n"); + } + } +#endif + for (j=1;j<=n;j++) { + xi[j][ibig]=xi[j][n]; /* Replace direction with biggest decrease by last direction n */ + xi[j][n]=xit[j]; /* and this nth direction by the by the average p_0 p_n */ } + printf("Gaining to use new average direction of P0 P%d instead of biggest increase direction %d :\n",n,ibig); + fprintf(ficlog,"Gaining to use new average direction of P0 P%d instead of biggest increase direction %d :\n",n,ibig); + #ifdef DEBUG printf("Direction changed last moved %d in place of ibig=%d, new last is the average:\n",n,ibig); fprintf(ficlog,"Direction changed last moved %d in place of ibig=%d, new last is the average:\n",n,ibig); @@ -703,151 +2010,227 @@ void powell(double p[], double **xi, int printf("\n"); fprintf(ficlog,"\n"); #endif - } - } - } + } /* end of t or directest negative */ +#ifdef POWELLF1F3 +#else + } /* end if (fptt < fp) */ +#endif + } /* loop iteration */ } -/**** Prevalence limit (stable 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 - 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; - double min, max, maxmin, maxmax,sumnew=0.; - double **matprod2(); - double **out, cov[NCOVMAX], **pmij(); + double *min, *max, *meandiff, maxmax,sumnew=0.; + /* double **matprod2(); */ /* test */ + double **out, cov[NCOVMAX+1], **pmij(); double **newm; - double agefin, delaymax=50 ; /* Max number of years to converge */ + double agefin, delaymax=200. ; /* 100 Max number of years to converge */ + int ncvloop=0; + + min=vector(1,nlstate); + max=vector(1,nlstate); + meandiff=vector(1,nlstate); for (ii=1;ii<=nlstate+ndeath;ii++) for (j=1;j<=nlstate+ndeath;j++){ oldm[ii][j]=(ii==j ? 1.0 : 0.0); } - - cov[1]=1.; - - /* Even if hstepm = 1, at least one multiplication by the unit matrix */ + + cov[1]=1.; + + /* 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){ + ncvloop++; newm=savm; /* Covariates have to be included here again */ - cov[2]=agefin; - - for (k=1; k<=cptcovn;k++) { - cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]]; - /* printf("ij=%d k=%d Tvar[k]=%d nbcode=%d cov=%lf codtab[ij][Tvar[k]]=%d \n",ij,k, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k], codtab[ij][Tvar[k]]);*/ - } - for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2]; - for (k=1; k<=cptcovprod;k++) - cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]]; - - /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/ - /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/ - /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/ - out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm); - + cov[2]=agefin; + if(nagesqr==1) + cov[3]= agefin*agefin;; + for (k=1; k<=cptcovn;k++) { + /* cov[2+nagesqr+k]=nbcode[Tvar[k]][codtabm(ij,Tvar[k])]; */ + cov[2+nagesqr+k]=nbcode[Tvar[k]][codtabm(ij,k)]; + /* printf("prevalim ij=%d k=%d Tvar[%d]=%d nbcode=%d cov=%lf codtabm(%d,Tvar[%d])=%d \n",ij,k, k, Tvar[k],nbcode[Tvar[k]][codtabm(ij,Tvar[k])],cov[2+k], ij, k, codtabm(ij,Tvar[k])]); */ + } + /*wrong? for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2]; */ + /* for (k=1; k<=cptcovage;k++) cov[2+nagesqr+Tage[k]]=nbcode[Tvar[k]][codtabm(ij,Tvar[k])]*cov[2]; */ + for (k=1; k<=cptcovage;k++) cov[2+nagesqr+Tage[k]]=nbcode[Tvar[k]][codtabm(ij,k)]*cov[2]; + for (k=1; k<=cptcovprod;k++) /* Useless */ + /* cov[2+nagesqr+Tprod[k]]=nbcode[Tvard[k][1]][codtabm(ij,Tvard[k][1])] * nbcode[Tvard[k][2]][codtabm(ij,Tvard[k][2])]; */ + cov[2+nagesqr+Tprod[k]]=nbcode[Tvard[k][1]][codtabm(ij,k)] * nbcode[Tvard[k][2]][codtabm(ij,k)]; + + /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/ + /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/ + /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/ + /* savm=pmij(pmmij,cov,ncovmodel,x,nlstate); */ + /* out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm); /\* Bug Valgrind *\/ */ + out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm); /* Bug Valgrind */ + savm=oldm; oldm=newm; - maxmax=0.; - for(j=1;j<=nlstate;j++){ - min=1.; - max=0.; - for(i=1; i<=nlstate; i++) { - sumnew=0; - for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k]; + + for(j=1; j<=nlstate; j++){ + max[j]=0.; + min[j]=1.; + } + for(i=1;i<=nlstate;i++){ + sumnew=0; + for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k]; + for(j=1; j<=nlstate; j++){ prlim[i][j]= newm[i][j]/(1-sumnew); - max=FMAX(max,prlim[i][j]); - min=FMIN(min,prlim[i][j]); + max[j]=FMAX(max[j],prlim[i][j]); + min[j]=FMIN(min[j],prlim[i][j]); } - maxmin=max-min; - maxmax=FMAX(maxmax,maxmin); } + + maxmax=0.; + for(j=1; j<=nlstate; j++){ + meandiff[j]=(max[j]-min[j])/(max[j]+min[j])*2.; /* mean difference for each column */ + maxmax=FMAX(maxmax,meandiff[j]); + /* printf(" age= %d meandiff[%d]=%f, agefin=%d max[%d]=%f min[%d]=%f maxmax=%f\n", (int)age, j, meandiff[j],(int)agefin, j, max[j], j, min[j],maxmax); */ + } /* 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){ + /* printf("maxmax=%lf ncvloop=%ld, age=%d, agefin=%d ncvyear=%d \n", maxmax, ncvloop, (int)age, (int)agefin, *ncvyear); */ + free_vector(min,1,nlstate); + free_vector(max,1,nlstate); + free_vector(meandiff,1,nlstate); return prlim; } - } + } /* age loop */ + /* After some age loop it doesn't converge */ + printf("Warning: the stable prevalence at age %d did not converge with the required precision (%g > ftolpl=%g) within %.0f years. Try to lower 'ftolpl'. \n\ +Earliest age to start was %d-%d=%d, ncvloop=%d, ncvyear=%d\n", (int)age, maxmax, ftolpl, delaymax, (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); */ + free_vector(min,1,nlstate); + free_vector(max,1,nlstate); + free_vector(meandiff,1,nlstate); + + return prlim; /* should not reach here */ } /*************** transition probabilities ***************/ double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate ) { - double s1, s2; + /* According to parameters values stored in x and the covariate's values stored in cov, + computes the probability to be observed in state j being in state i by appying the + model to the ncovmodel covariates (including constant and age). + lnpijopii=ln(pij/pii)= aij+bij*age+cij*v1+dij*v2+... = sum_nc=1^ncovmodel xij(nc)*cov[nc] + and, according on how parameters are entered, the position of the coefficient xij(nc) of the + ncth covariate in the global vector x is given by the formula: + j<i nc+((i-1)*(nlstate+ndeath-1)+j-1)*ncovmodel + j>=i nc + ((i-1)*(nlstate+ndeath-1)+(j-2))*ncovmodel + Computes ln(pij/pii) (lnpijopii), deduces pij/pii by exponentiation, + sums on j different of i to get 1-pii/pii, deduces pii, and then all pij. + Outputs ps[i][j] the probability to be observed in j being in j according to + the values of the covariates cov[nc] and corresponding parameter values x[nc+shiftij] + */ + double s1, lnpijopii; /*double t34;*/ - int i,j,j1, nc, ii, jj; + int i,j, nc, ii, jj; for(i=1; i<= nlstate; i++){ - for(j=1; j<i;j++){ - for (nc=1, s2=0.;nc <=ncovmodel; nc++){ - /*s2 += param[i][j][nc]*cov[nc];*/ - s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc]; - /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/ - } - ps[i][j]=s2; - /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/ - } - for(j=i+1; j<=nlstate+ndeath;j++){ - for (nc=1, s2=0.;nc <=ncovmodel; nc++){ - s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc]; - /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/ - } - ps[i][j]=s2; - } - } - /*ps[3][2]=1;*/ - - for(i=1; i<= nlstate; i++){ - s1=0; - for(j=1; j<i; j++) - s1+=exp(ps[i][j]); - for(j=i+1; j<=nlstate+ndeath; j++) - s1+=exp(ps[i][j]); - ps[i][i]=1./(s1+1.); - for(j=1; j<i; j++) - ps[i][j]= exp(ps[i][j])*ps[i][i]; - for(j=i+1; j<=nlstate+ndeath; j++) - ps[i][j]= exp(ps[i][j])*ps[i][i]; - /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */ - } /* end i */ - - for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){ - for(jj=1; jj<= nlstate+ndeath; jj++){ - ps[ii][jj]=0; - ps[ii][ii]=1; + for(j=1; j<i;j++){ + for (nc=1, lnpijopii=0.;nc <=ncovmodel; nc++){ + /*lnpijopii += param[i][j][nc]*cov[nc];*/ + lnpijopii += x[nc+((i-1)*(nlstate+ndeath-1)+j-1)*ncovmodel]*cov[nc]; +/* printf("Int j<i s1=%.17e, lnpijopii=%.17e\n",s1,lnpijopii); */ + } + ps[i][j]=lnpijopii; /* In fact ln(pij/pii) */ +/* printf("s1=%.17e, lnpijopii=%.17e\n",s1,lnpijopii); */ + } + for(j=i+1; j<=nlstate+ndeath;j++){ + for (nc=1, lnpijopii=0.;nc <=ncovmodel; nc++){ + /*lnpijopii += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];*/ + lnpijopii += x[nc + ((i-1)*(nlstate+ndeath-1)+(j-2))*ncovmodel]*cov[nc]; +/* printf("Int j>i s1=%.17e, lnpijopii=%.17e %lx %lx\n",s1,lnpijopii,s1,lnpijopii); */ + } + ps[i][j]=lnpijopii; /* In fact ln(pij/pii) */ + } } - } - - - /* for(ii=1; ii<= nlstate+ndeath; ii++){ - for(jj=1; jj<= nlstate+ndeath; jj++){ - printf("%lf ",ps[ii][jj]); - } - printf("\n "); + + for(i=1; i<= nlstate; i++){ + s1=0; + for(j=1; j<i; j++){ + s1+=exp(ps[i][j]); /* In fact sums pij/pii */ + /*printf("debug1 %d %d ps=%lf exp(ps)=%lf s1+=%lf\n",i,j,ps[i][j],exp(ps[i][j]),s1); */ + } + for(j=i+1; j<=nlstate+ndeath; j++){ + s1+=exp(ps[i][j]); /* In fact sums pij/pii */ + /*printf("debug2 %d %d ps=%lf exp(ps)=%lf s1+=%lf\n",i,j,ps[i][j],exp(ps[i][j]),s1); */ + } + /* s1= sum_{j<>i} pij/pii=(1-pii)/pii and thus pii is known from s1 */ + ps[i][i]=1./(s1+1.); + /* Computing other pijs */ + for(j=1; j<i; j++) + ps[i][j]= exp(ps[i][j])*ps[i][i]; + for(j=i+1; j<=nlstate+ndeath; j++) + ps[i][j]= exp(ps[i][j])*ps[i][i]; + /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */ + } /* end i */ + + for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){ + for(jj=1; jj<= nlstate+ndeath; jj++){ + ps[ii][jj]=0; + ps[ii][ii]=1; + } } - printf("\n ");printf("%lf ",cov[2]);*/ -/* - for(i=1; i<= npar; i++) printf("%f ",x[i]); - goto end;*/ + + + /* for(ii=1; ii<= nlstate+ndeath; ii++){ */ + /* for(jj=1; jj<= nlstate+ndeath; jj++){ */ + /* printf(" pmij ps[%d][%d]=%lf ",ii,jj,ps[ii][jj]); */ + /* } */ + /* printf("\n "); */ + /* } */ + /* printf("\n ");printf("%lf ",cov[2]);*/ + /* + for(i=1; i<= npar; i++) printf("%f ",x[i]); + goto end;*/ return ps; } /**************** Product of 2 matrices ******************/ -double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b) +double **matprod2(double **out, double **in,int nrl, int nrh, int ncl, int nch, int ncolol, int ncoloh, double **b) { /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */ /* in, b, out are matrice of pointers which should have been initialized before: only the contents of out is modified. The function returns a pointer to pointers identical to out */ - long i, j, k; + int i, j, k; for(i=nrl; i<= nrh; i++) - for(k=ncolol; k<=ncoloh; k++) - for(j=ncl,out[i][k]=0.; j<=nch; j++) - out[i][k] +=in[i][j]*b[j][k]; - + for(k=ncolol; k<=ncoloh; k++){ + out[i][k]=0.; + for(j=ncl; j<=nch; j++) + out[i][k] +=in[i][j]*b[j][k]; + } return out; } @@ -856,19 +2239,23 @@ double **matprod2(double **out, double * double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij ) { - /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month - duration (i.e. until - age (in years) age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices. + /* Computes the transition matrix starting at age 'age' over + 'nhstepm*hstepm*stepm' months (i.e. until + age (in years) age+nhstepm*hstepm*stepm/12) by multiplying + nhstepm*hstepm matrices. Output is stored in matrix po[i][j][h] for h every 'hstepm' step - (typically every 2 years instead of every month which is too big). + (typically every 2 years instead of every month which is too big + for the memory). Model is determined by parameters x and covariates have to be included manually here. */ int i, j, d, h, k; - double **out, cov[NCOVMAX]; + double **out, cov[NCOVMAX+1]; double **newm; + double agexact; + double agebegin, ageend; /* Hstepm could be zero and should return the unit matrix */ for (i=1;i<=nlstate+ndeath;i++) @@ -882,12 +2269,20 @@ double ***hpxij(double ***po, int nhstep newm=savm; /* Covariates have to be included here again */ cov[1]=1.; - cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM; - for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]]; - for (k=1; k<=cptcovage;k++) - cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2]; - for (k=1; k<=cptcovprod;k++) - cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]]; + agexact=age+((h-1)*hstepm + (d-1))*stepm/YEARM; /* age just before transition */ + cov[2]=agexact; + if(nagesqr==1) + cov[3]= agexact*agexact; + for (k=1; k<=cptcovn;k++) + cov[2+nagesqr+k]=nbcode[Tvar[k]][codtabm(ij,k)]; + /* cov[2+nagesqr+k]=nbcode[Tvar[k]][codtabm(ij,Tvar[k])]; */ + for (k=1; k<=cptcovage;k++) /* Should start at cptcovn+1 */ + /* cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2]; */ + cov[2+nagesqr+Tage[k]]=nbcode[Tvar[Tage[k]]][codtabm(ij,k)]*cov[2]; + /* cov[2+nagesqr+Tage[k]]=nbcode[Tvar[Tage[k]]][codtabm(ij,Tvar[Tage[k]])]*cov[2]; */ + for (k=1; k<=cptcovprod;k++) /* Useless because included in cptcovn */ + cov[2+nagesqr+Tprod[k]]=nbcode[Tvard[k][1]][codtabm(ij,k)]*nbcode[Tvard[k][2]][codtabm(ij,k)]; + /* cov[2+nagesqr+Tprod[k]]=nbcode[Tvard[k][1]][codtabm(ij,Tvard[k][1])]*nbcode[Tvard[k][2]][codtabm(ij,Tvard[k][2])]; */ /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/ @@ -900,38 +2295,72 @@ double ***hpxij(double ***po, int nhstep for(i=1; i<=nlstate+ndeath; i++) for(j=1;j<=nlstate+ndeath;j++) { po[i][j][h]=newm[i][j]; - /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]); - */ + /*if(h==nhstepm) printf("po[%d][%d][%d]=%f ",i,j,h,po[i][j][h]);*/ } + /*printf("h=%d ",h);*/ } /* end h */ +/* printf("\n H=%d \n",h); */ return po; } +#ifdef NLOPT + double myfunc(unsigned n, const double *p1, double *grad, void *pd){ + double fret; + double *xt; + int j; + myfunc_data *d2 = (myfunc_data *) pd; +/* xt = (p1-1); */ + xt=vector(1,n); + for (j=1;j<=n;j++) xt[j]=p1[j-1]; /* xt[1]=p1[0] */ + + fret=(d2->function)(xt); /* p xt[1]@8 is fine */ + /* fret=(*func)(xt); /\* p xt[1]@8 is fine *\/ */ + printf("Function = %.12lf ",fret); + for (j=1;j<=n;j++) printf(" %d %.8lf", j, xt[j]); + printf("\n"); + free_vector(xt,1,n); + return fret; +} +#endif /*************** log-likelihood *************/ double func( double *x) { int i, ii, j, k, mi, d, kk; - double l, ll[NLSTATEMAX], cov[NCOVMAX]; + double l, ll[NLSTATEMAX+1], cov[NCOVMAX+1]; double **out; double sw; /* Sum of weights */ double lli; /* Individual log likelihood */ int s1, s2; - double bbh; + double bbh, survp; long ipmx; + double agexact; /*extern weight */ /* We are differentiating ll according to initial status */ /* for (i=1;i<=npar;i++) printf("%f ", x[i]);*/ /*for(i=1;i<imx;i++) printf(" %d\n",s[4][i]); */ + + ++countcallfunc; + cov[1]=1.; for(k=1; k<=nlstate; k++) ll[k]=0.; if(mle==1){ for (i=1,ipmx=0, sw=0.; i<=imx; i++){ - for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i]; + /* Computes the values of the ncovmodel covariates of the model + depending if the covariates are fixed or variying (age dependent) and stores them in cov[] + Then computes with function pmij which return a matrix p[i][j] giving the elementary probability + to be observed in j being in i according to the model. + */ + for (k=1; k<=cptcovn;k++){ /* Simple and product covariates without age* products */ + cov[2+nagesqr+k]=covar[Tvar[k]][i]; + } + /* In model V2+V1*V4+age*V3+V3*V2 Tvar[1] is V2, Tvar[2=V1*V4] + is 6, Tvar[3=age*V3] should not be computed because of age Tvar[4=V3*V2] + has been calculated etc */ for(mi=1; mi<= wav[i]-1; mi++){ for (ii=1;ii<=nlstate+ndeath;ii++) for (j=1;j<=nlstate+ndeath;j++){ @@ -940,48 +2369,227 @@ double func( double *x) } for(d=0; d<dh[mi][i]; d++){ newm=savm; - cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM; + agexact=agev[mw[mi][i]][i]+d*stepm/YEARM; + cov[2]=agexact; + if(nagesqr==1) + cov[3]= agexact*agexact; for (kk=1; kk<=cptcovage;kk++) { - cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2]; + cov[Tage[kk]+2+nagesqr]=covar[Tvar[Tage[kk]]][i]*agexact; /* Tage[kk] gives the data-covariate associated with age */ } - out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath, 1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate)); savm=oldm; oldm=newm; - - } /* end mult */ /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */ - /* But now since version 0.9 we anticipate for bias and large stepm. + /* But now since version 0.9 we anticipate for bias at large stepm. * If stepm is larger than one month (smallest stepm) and if the exact delay * (in months) between two waves is not a multiple of stepm, we rounded to * the nearest (and in case of equal distance, to the lowest) interval but now * we keep into memory the bias bh[mi][i] and also the previous matrix product - * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the + * (i.e to dh[mi][i]-1) saved in 'savm'. Then we inter(extra)polate the * probability in order to take into account the bias as a fraction of the way - * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies + * from savm to out if bh is negative or even beyond if bh is positive. bh varies * -stepm/2 to stepm/2 . * For stepm=1 the results are the same as for previous versions of Imach. * For stepm > 1 the results are less biased than in previous versions. */ s1=s[mw[mi][i]][i]; s2=s[mw[mi+1][i]][i]; - bbh=(double)bh[mi][i]/(double)stepm; - lli= (savm[s1][s2]>(double)1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2])); - /*lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.-bbh)*out[s1][s2]));*/ + bbh=(double)bh[mi][i]/(double)stepm; + /* bias bh is positive if real duration + * is higher than the multiple of stepm and negative otherwise. + */ + /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/ + if( s2 > nlstate){ + /* i.e. if s2 is a death state and if the date of death is known + then the contribution to the likelihood is the probability to + die between last step unit time and current step unit time, + which is also equal to probability to die before dh + minus probability to die before dh-stepm . + In version up to 0.92 likelihood was computed + as if date of death was unknown. Death was treated as any other + health state: the date of the interview describes the actual state + and not the date of a change in health state. The former idea was + to consider that at each interview the state was recorded + (healthy, disable or death) and IMaCh was corrected; but when we + introduced the exact date of death then we should have modified + the contribution of an exact death to the likelihood. This new + contribution is smaller and very dependent of the step unit + stepm. It is no more the probability to die between last interview + and month of death but the probability to survive from last + interview up to one month before death multiplied by the + probability to die within a month. Thanks to Chris + Jackson for correcting this bug. Former versions increased + mortality artificially. The bad side is that we add another loop + which slows down the processing. The difference can be up to 10% + lower mortality. + */ + /* If, at the beginning of the maximization mostly, the + cumulative probability or probability to be dead is + constant (ie = 1) over time d, the difference is equal to + 0. out[s1][3] = savm[s1][3]: probability, being at state + s1 at precedent wave, to be dead a month before current + wave is equal to probability, being at state s1 at + precedent wave, to be dead at mont of the current + wave. Then the observed probability (that this person died) + is null according to current estimated parameter. In fact, + it should be very low but not zero otherwise the log go to + infinity. + */ +/* #ifdef INFINITYORIGINAL */ +/* lli=log(out[s1][s2] - savm[s1][s2]); */ +/* #else */ +/* if ((out[s1][s2] - savm[s1][s2]) < mytinydouble) */ +/* lli=log(mytinydouble); */ +/* else */ +/* lli=log(out[s1][s2] - savm[s1][s2]); */ +/* #endif */ + lli=log(out[s1][s2] - savm[s1][s2]); + + } else if (s2==-2) { + for (j=1,survp=0. ; j<=nlstate; j++) + survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j]; + /*survp += out[s1][j]; */ + lli= log(survp); + } + + else if (s2==-4) { + for (j=3,survp=0. ; j<=nlstate; j++) + survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j]; + lli= log(survp); + } + + else if (s2==-5) { + for (j=1,survp=0. ; j<=2; j++) + survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j]; + lli= log(survp); + } + + else{ + lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */ + /* lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2]));*/ /* linear interpolation */ + } /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/ /*if(lli ==000.0)*/ /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */ + ipmx +=1; + sw += weight[i]; + ll[s[mw[mi][i]][i]] += 2*weight[i]*lli; + /* if (lli < log(mytinydouble)){ */ + /* printf("Close to inf lli = %.10lf < %.10lf i= %d mi= %d, s[%d][i]=%d s1=%d s2=%d\n", lli,log(mytinydouble), i, mi,mw[mi][i], s[mw[mi][i]][i], s1,s2); */ + /* fprintf(ficlog,"Close to inf lli = %.10lf i= %d mi= %d, s[mw[mi][i]][i]=%d\n", lli, i, mi,s[mw[mi][i]][i]); */ + /* } */ + } /* end of wave */ + } /* end of individual */ + } else if(mle==2){ + for (i=1,ipmx=0, sw=0.; i<=imx; i++){ + for (k=1; k<=cptcovn;k++) cov[2+nagesqr+k]=covar[Tvar[k]][i]; + for(mi=1; mi<= wav[i]-1; mi++){ + for (ii=1;ii<=nlstate+ndeath;ii++) + for (j=1;j<=nlstate+ndeath;j++){ + oldm[ii][j]=(ii==j ? 1.0 : 0.0); + savm[ii][j]=(ii==j ? 1.0 : 0.0); + } + for(d=0; d<=dh[mi][i]; d++){ + newm=savm; + agexact=agev[mw[mi][i]][i]+d*stepm/YEARM; + cov[2]=agexact; + if(nagesqr==1) + cov[3]= agexact*agexact; + for (kk=1; kk<=cptcovage;kk++) { + cov[Tage[kk]+2+nagesqr]=covar[Tvar[Tage[kk]]][i]*agexact; + } + out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath, + 1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate)); + savm=oldm; + oldm=newm; + } /* end mult */ + + s1=s[mw[mi][i]][i]; + s2=s[mw[mi+1][i]][i]; + bbh=(double)bh[mi][i]/(double)stepm; + lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2])); /* linear interpolation */ + ipmx +=1; + sw += weight[i]; + ll[s[mw[mi][i]][i]] += 2*weight[i]*lli; + } /* end of wave */ + } /* end of individual */ + } else if(mle==3){ /* exponential inter-extrapolation */ + for (i=1,ipmx=0, sw=0.; i<=imx; i++){ + for (k=1; k<=cptcovn;k++) cov[2+nagesqr+k]=covar[Tvar[k]][i]; + for(mi=1; mi<= wav[i]-1; mi++){ + for (ii=1;ii<=nlstate+ndeath;ii++) + for (j=1;j<=nlstate+ndeath;j++){ + oldm[ii][j]=(ii==j ? 1.0 : 0.0); + savm[ii][j]=(ii==j ? 1.0 : 0.0); + } + for(d=0; d<dh[mi][i]; d++){ + newm=savm; + agexact=agev[mw[mi][i]][i]+d*stepm/YEARM; + cov[2]=agexact; + if(nagesqr==1) + cov[3]= agexact*agexact; + for (kk=1; kk<=cptcovage;kk++) { + cov[Tage[kk]+2+nagesqr]=covar[Tvar[Tage[kk]]][i]*agexact; + } + out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath, + 1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate)); + savm=oldm; + oldm=newm; + } /* end mult */ + + s1=s[mw[mi][i]][i]; + s2=s[mw[mi+1][i]][i]; + bbh=(double)bh[mi][i]/(double)stepm; + lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* exponential inter-extrapolation */ + ipmx +=1; + sw += weight[i]; + ll[s[mw[mi][i]][i]] += 2*weight[i]*lli; + } /* end of wave */ + } /* end of individual */ + }else if (mle==4){ /* ml=4 no inter-extrapolation */ + for (i=1,ipmx=0, sw=0.; i<=imx; i++){ + for (k=1; k<=cptcovn;k++) cov[2+nagesqr+k]=covar[Tvar[k]][i]; + for(mi=1; mi<= wav[i]-1; mi++){ + for (ii=1;ii<=nlstate+ndeath;ii++) + for (j=1;j<=nlstate+ndeath;j++){ + oldm[ii][j]=(ii==j ? 1.0 : 0.0); + savm[ii][j]=(ii==j ? 1.0 : 0.0); + } + for(d=0; d<dh[mi][i]; d++){ + newm=savm; + agexact=agev[mw[mi][i]][i]+d*stepm/YEARM; + cov[2]=agexact; + if(nagesqr==1) + cov[3]= agexact*agexact; + for (kk=1; kk<=cptcovage;kk++) { + cov[Tage[kk]+2+nagesqr]=covar[Tvar[Tage[kk]]][i]*agexact; + } + + out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath, + 1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate)); + savm=oldm; + oldm=newm; + } /* end mult */ + + s1=s[mw[mi][i]][i]; + s2=s[mw[mi+1][i]][i]; + if( s2 > nlstate){ + lli=log(out[s1][s2] - savm[s1][s2]); + }else{ + lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */ + } ipmx +=1; sw += weight[i]; 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]); */ } /* end of wave */ } /* end of individual */ - } else{ + }else{ /* ml=5 no inter-extrapolation no jackson =0.8a */ for (i=1,ipmx=0, sw=0.; i<=imx; i++){ - for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i]; + for (k=1; k<=cptcovn;k++) cov[2+nagesqr+k]=covar[Tvar[k]][i]; for(mi=1; mi<= wav[i]-1; mi++){ for (ii=1;ii<=nlstate+ndeath;ii++) for (j=1;j<=nlstate+ndeath;j++){ @@ -990,9 +2598,12 @@ double func( double *x) } for(d=0; d<dh[mi][i]; d++){ newm=savm; - cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM; + agexact=agev[mw[mi][i]][i]+d*stepm/YEARM; + cov[2]=agexact; + if(nagesqr==1) + cov[3]= agexact*agexact; for (kk=1; kk<=cptcovage;kk++) { - cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2]; + cov[Tage[kk]+2+nagesqr]=covar[Tvar[Tage[kk]]][i]*agexact; } out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath, @@ -1001,10 +2612,13 @@ double func( double *x) oldm=newm; } /* end mult */ + s1=s[mw[mi][i]][i]; + s2=s[mw[mi+1][i]][i]; lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */ ipmx +=1; sw += weight[i]; 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]);*/ } /* end of wave */ } /* end of individual */ } /* End of if */ @@ -1014,58 +2628,271 @@ double func( double *x) return -l; } - -/*********** Maximum Likelihood Estimation ***************/ - -void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double [])) +/*************** log-likelihood *************/ +double funcone( double *x) { - int i,j, iter; - double **xi,*delti; - double fret; + /* Same as likeli but slower because of a lot of printf and if */ + int i, ii, j, k, mi, d, kk; + double l, ll[NLSTATEMAX+1], cov[NCOVMAX+1]; + double **out; + double lli; /* Individual log likelihood */ + double llt; + int s1, s2; + double bbh, survp; + double agexact; + double agebegin, ageend; + /*extern weight */ + /* We are differentiating ll according to initial status */ + /* for (i=1;i<=npar;i++) printf("%f ", x[i]);*/ + /*for(i=1;i<imx;i++) + printf(" %d\n",s[4][i]); + */ + cov[1]=1.; + + for(k=1; k<=nlstate; k++) ll[k]=0.; + + for (i=1,ipmx=0, sw=0.; i<=imx; i++){ + for (k=1; k<=cptcovn;k++) cov[2+nagesqr+k]=covar[Tvar[k]][i]; + for(mi=1; mi<= wav[i]-1; mi++){ + for (ii=1;ii<=nlstate+ndeath;ii++) + for (j=1;j<=nlstate+ndeath;j++){ + oldm[ii][j]=(ii==j ? 1.0 : 0.0); + savm[ii][j]=(ii==j ? 1.0 : 0.0); + } + + agebegin=agev[mw[mi][i]][i]; /* Age at beginning of effective wave */ + ageend=agev[mw[mi][i]][i] + (dh[mi][i])*stepm/YEARM; /* Age at end of effective wave and at the end of transition */ + for(d=0; d<dh[mi][i]; d++){ /* Delay between two effective waves */ + /*dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i] + and mw[mi+1][i]. dh depends on stepm.*/ + newm=savm; + agexact=agev[mw[mi][i]][i]+d*stepm/YEARM; + cov[2]=agexact; + if(nagesqr==1) + cov[3]= agexact*agexact; + for (kk=1; kk<=cptcovage;kk++) { + cov[Tage[kk]+2+nagesqr]=covar[Tvar[Tage[kk]]][i]*agexact; + } + + /* savm=pmij(pmmij,cov,ncovmodel,x,nlstate); */ + out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath, + 1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate)); + /* out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath, */ + /* 1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate)); */ + savm=oldm; + oldm=newm; + } /* end mult */ + + s1=s[mw[mi][i]][i]; + s2=s[mw[mi+1][i]][i]; + bbh=(double)bh[mi][i]/(double)stepm; + /* bias is positive if real duration + * is higher than the multiple of stepm and negative otherwise. + */ + if( s2 > nlstate && (mle <5) ){ /* Jackson */ + lli=log(out[s1][s2] - savm[s1][s2]); + } else if (s2==-2) { + for (j=1,survp=0. ; j<=nlstate; j++) + survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j]; + lli= log(survp); + }else if (mle==1){ + lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */ + } else if(mle==2){ + lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* linear interpolation */ + } else if(mle==3){ /* exponential inter-extrapolation */ + lli= (savm[s1][s2]>(double)1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* exponential inter-extrapolation */ + } else if (mle==4){ /* mle=4 no inter-extrapolation */ + lli=log(out[s1][s2]); /* Original formula */ + } else{ /* mle=0 back to 1 */ + lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */ + /*lli=log(out[s1][s2]); */ /* Original formula */ + } /* End of if */ + ipmx +=1; + sw += weight[i]; + 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]); */ + if(globpr){ + fprintf(ficresilk,"%9ld %6.1f %6.1f %6d %2d %2d %2d %2d %3d %11.6f %8.4f %8.3f\ + %11.6f %11.6f %11.6f ", \ + num[i], agebegin, ageend, 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]); + for(k=1,llt=0.,l=0.; k<=nlstate; k++){ + llt +=ll[k]*gipmx/gsw; + fprintf(ficresilk," %10.6f",-ll[k]*gipmx/gsw); + } + fprintf(ficresilk," %10.6f\n", -llt); + } + } /* end of wave */ + } /* end of individual */ + for(k=1,l=0.; k<=nlstate; k++) l += ll[k]; + /* printf("l1=%f l2=%f ",ll[1],ll[2]); */ + l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */ + if(globpr==0){ /* First time we count the contributions and weights */ + gipmx=ipmx; + gsw=sw; + } + return -l; +} + + +/*************** function likelione ***********/ +void likelione(FILE *ficres,double p[], int npar, int nlstate, int *globpri, long *ipmx, double *sw, double *fretone, double (*funcone)(double [])) +{ + /* This routine should help understanding what is done with + the selection of individuals/waves and + to check the exact contribution to the likelihood. + Plotting could be done. + */ + int k; + + if(*globpri !=0){ /* Just counts and sums, no printings */ + strcpy(fileresilk,"ILK_"); + strcat(fileresilk,fileresu); + if((ficresilk=fopen(fileresilk,"w"))==NULL) { + printf("Problem with resultfile: %s\n", fileresilk); + fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk); + } + fprintf(ficresilk, "#individual(line's_record) count ageb ageend 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 ageb agend 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]); */ + for(k=1; k<=nlstate; k++) + fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k); + fprintf(ficresilk," -2*gipw/gsw*weight*ll(total)\n"); + } + + *fretone=(*funcone)(p); + if(*globpri !=0){ + fclose(ficresilk); + if (mle ==0) + 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)); + + + for (k=1; k<= nlstate ; k++) { + fprintf(fichtm,"<br>- Probability p<sub>%dj</sub> by origin %d and destination j. Dot's sizes are related to corresponding weight: <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); + } + 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); + } + return; +} + + +/*********** Maximum Likelihood Estimation ***************/ + +void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double [])) +{ + int i,j, iter=0; + double **xi; + double fret; + double fretone; /* Only one call to likelihood */ + /* char filerespow[FILENAMELENGTH];*/ + +#ifdef NLOPT + int creturn; + nlopt_opt opt; + /* double lb[9] = { -HUGE_VAL, -HUGE_VAL, -HUGE_VAL, -HUGE_VAL, -HUGE_VAL, -HUGE_VAL, -HUGE_VAL, -HUGE_VAL, -HUGE_VAL }; /\* lower bounds *\/ */ + double *lb; + double minf; /* the minimum objective value, upon return */ + double * p1; /* Shifted parameters from 0 instead of 1 */ + myfunc_data dinst, *d = &dinst; +#endif + + xi=matrix(1,npar,1,npar); for (i=1;i<=npar;i++) for (j=1;j<=npar;j++) xi[i][j]=(i==j ? 1.0 : 0.0); printf("Powell\n"); fprintf(ficlog,"Powell\n"); + strcpy(filerespow,"POW_"); + strcat(filerespow,fileres); + if((ficrespow=fopen(filerespow,"w"))==NULL) { + printf("Problem with resultfile: %s\n", filerespow); + fprintf(ficlog,"Problem with resultfile: %s\n", filerespow); + } + fprintf(ficrespow,"# Powell\n# iter -2*LL"); + for (i=1;i<=nlstate;i++) + for(j=1;j<=nlstate+ndeath;j++) + if(j!=i)fprintf(ficrespow," p%1d%1d",i,j); + fprintf(ficrespow,"\n"); +#ifdef POWELL powell(p,xi,npar,ftol,&iter,&fret,func); +#endif - printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p)); - fprintf(ficlog,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p)); - fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p)); +#ifdef NLOPT +#ifdef NEWUOA + opt = nlopt_create(NLOPT_LN_NEWUOA,npar); +#else + opt = nlopt_create(NLOPT_LN_BOBYQA,npar); +#endif + lb=vector(0,npar-1); + for (i=0;i<npar;i++) lb[i]= -HUGE_VAL; + nlopt_set_lower_bounds(opt, lb); + nlopt_set_initial_step1(opt, 0.1); + + p1= (p+1); /* p *(p+1)@8 and p *(p1)@8 are equal p1[0]=p[1] */ + d->function = func; + printf(" Func %.12lf \n",myfunc(npar,p1,NULL,d)); + nlopt_set_min_objective(opt, myfunc, d); + nlopt_set_xtol_rel(opt, ftol); + if ((creturn=nlopt_optimize(opt, p1, &minf)) < 0) { + printf("nlopt failed! %d\n",creturn); + } + else { + printf("found minimum after %d evaluations (NLOPT=%d)\n", countcallfunc ,NLOPT); + printf("found minimum at f(%g,%g) = %0.10g\n", p[0], p[1], minf); + iter=1; /* not equal */ + } + nlopt_destroy(opt); +#endif + free_matrix(xi,1,npar,1,npar); + fclose(ficrespow); + printf("\n#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)); } /**** 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 **hess; - int i, j,jk; + /* double **hess; */ + int i, j; int *indx; - double hessii(double p[], double delta, int theta, double delti[]); - double hessij(double p[], double delti[], int i, int j); + double hessii(double p[], double delta, int theta, double delti[],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 ludcmp(double **a, int npar, int *indx, double *d) ; - - hess=matrix(1,npar,1,npar); + double gompertz(double p[]); + /* hess=matrix(1,npar,1,npar); */ printf("\nCalculation of the hessian matrix. Wait...\n"); fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n"); for (i=1;i<=npar;i++){ - printf("%d",i);fflush(stdout); - fprintf(ficlog,"%d",i);fflush(ficlog); - hess[i][i]=hessii(p,ftolhess,i,delti); - /*printf(" %f ",p[i]);*/ - /*printf(" %lf ",hess[i][i]);*/ + printf("%d-",i);fflush(stdout); + fprintf(ficlog,"%d-",i);fflush(ficlog); + + hess[i][i]=hessii(p,ftolhess,i,delti,func,npar); + + /* printf(" %f ",p[i]); + printf(" %lf %lf %lf",hess[i][i],ftolhess,delti[i]);*/ } for (i=1;i<=npar;i++) { for (j=1;j<=npar;j++) { if (j>i) { - printf(".%d%d",i,j);fflush(stdout); - fprintf(ficlog,".%d%d",i,j);fflush(ficlog); - hess[i][j]=hessij(p,delti,i,j); + printf(".%d-%d",i,j);fflush(stdout); + fprintf(ficlog,".%d-%d",i,j);fflush(ficlog); + hess[i][j]=hessij(p,hess, delti,i,j,func,npar); + hess[j][i]=hess[i][j]; /*printf(" %lf ",hess[i][j]);*/ } @@ -1098,71 +2925,96 @@ void hesscov(double **matcov, double p[] fprintf(ficlog,"\n#Hessian matrix#\n"); for (i=1;i<=npar;i++) { for (j=1;j<=npar;j++) { - printf("%.3e ",hess[i][j]); - fprintf(ficlog,"%.3e ",hess[i][j]); + printf("%.6e ",hess[i][j]); + fprintf(ficlog,"%.6e ",hess[i][j]); } printf("\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 */ - for (i=1;i<=npar;i++) - for (j=1;j<=npar;j++) a[i][j]=matcov[i][j]; - ludcmp(a,npar,indx,&pd); + /* for (i=1;i<=npar;i++) */ + /* for (j=1;j<=npar;j++) a[i][j]=matcov[i][j]; */ + /* 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"); */ + /* } */ + + /* Verifying the inverse matrix */ +#ifdef DEBUGHESS + y=matprod2(y,hess,1,npar,1,npar,1,npar,matcov); - /* printf("\n#Hessian matrix recomputed#\n"); + 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 (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("%.2f ",y[i][j]); + fprintf(ficlog,"%.2f ",y[i][j]); } printf("\n"); fprintf(ficlog,"\n"); } - */ +#endif free_matrix(a,1,npar,1,npar); free_matrix(y,1,npar,1,npar); free_vector(x,1,npar); free_ivector(indx,1,npar); - free_matrix(hess,1,npar,1,npar); + /* free_matrix(hess,1,npar,1,npar); */ } /*************** hessian matrix ****************/ -double hessii( double x[], double delta, int theta, double delti[]) -{ +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 l=1, lmax=20; - double k1,k2; - double p2[NPARMAX+1]; - double res; - double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4; - double fx; + double k1,k2, res, fx; + double p2[MAXPARM+1]; /* identical to x */ + double delt=0.0001, delts, nkhi=10.,nkhif=1., khi=1.e-4; int k=0,kmax=10; double l1; fx=func(x); for (i=1;i<=npar;i++) p2[i]=x[i]; - for(l=0 ; l <=lmax; l++){ + 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 = delta*(l1*k); p2[theta]=x[theta] +delt; - k1=func(p2)-fx; + k1=func(p2)-fx; /* Might be negative if too close to the theoretical maximum */ p2[theta]=x[theta]-delt; k2=func(p2)-fx; /*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 DEBUG +#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); 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 @@ -1171,53 +3023,130 @@ double hessii( double x[], double delta, k=kmax; } else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */ - k=kmax; l=lmax*10.; + k=kmax; l=lmax*10; } else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ delts=delt; } - } + } /* End loop k */ } delti[theta]=delts; return res; } -double hessij( double x[], double delti[], int thetai,int thetaj) +double hessij( double x[], double **hess, double delti[], int thetai,int thetaj,double (*func)(double []),int npar) { int i; - int l=1, l1, lmax=20; + int l=1, lmax=20; double k1,k2,k3,k4,res,fx; - double p2[NPARMAX+1]; - int k; + double p2[MAXPARM+1]; + int k, kmax=1; + double v1, v2, cv12, lc1, lc2; + int firstime=0; + 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]; - p2[thetai]=x[thetai]+delti[thetai]/k; - p2[thetaj]=x[thetaj]+delti[thetaj]/k; + 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; + 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; + 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; + 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 DEBUG - 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); + res=(k1-k2-k3+k4)/4.0/delti[thetai]/k/delti[thetaj]/k/2.; /* Because of L not 2*L */ + if(k1*k2*k3*k4 <0.){ + firstime=1; + kmax=kmax+10; + } + if(kmax >=10 || firstime ==1){ + 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 } 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 **************/ void ludcmp(double **a, int n, int *indx, double *d) { @@ -1292,28 +3221,68 @@ void lubksb(double **a, int n, int *indx } } +void pstamp(FILE *fichier) +{ + fprintf(fichier,"# %s.%s\n#IMaCh version %s, %s\n#%s\n# %s", optionfilefiname,optionfilext,version,copyright, fullversion, strstart); +} + /************ Frequencies ********************/ -void freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvaraff, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2,double jprev1, double mprev1,double anprev1,double jprev2, double mprev2,double anprev2) +void freqsummary(char fileres[], int iagemin, int iagemax, int **s, double **agev, int nlstate, int imx, \ + int *Tvaraff, int **nbcode, int *ncodemax,double **mint,double **anint, char strstart[],\ + int firstpass, int lastpass, int stepm, int weightopt, char model[]) { /* Some frequencies */ - int i, m, jk, k1,i1, j1, bool, z1,z2,j; + int i, m, jk, j1, bool, z1,j; + int mi; /* Effective wave */ int first; double ***freq; /* Frequencies */ - double *pp; - double pos, k2, dateintsum=0,k2cpt=0; - FILE *ficresp; - char fileresp[FILENAMELENGTH]; - + double *pp, **prop; + double pos,posprop, k2, dateintsum=0,k2cpt=0; + char fileresp[FILENAMELENGTH], fileresphtm[FILENAMELENGTH], fileresphtmfr[FILENAMELENGTH]; + double agebegin, ageend; + pp=vector(1,nlstate); - probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX); - strcpy(fileresp,"p"); - strcat(fileresp,fileres); + prop=matrix(1,nlstate,iagemin,iagemax+3); + strcpy(fileresp,"P_"); + strcat(fileresp,fileresu); + /*strcat(fileresphtm,fileresu);*/ if((ficresp=fopen(fileresp,"w"))==NULL) { printf("Problem with prevalence resultfile: %s\n", fileresp); fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp); exit(0); } - freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3); + + strcpy(fileresphtm,subdirfext(optionfilefiname,"PHTM_",".htm")); + if((ficresphtm=fopen(fileresphtm,"w"))==NULL) { + printf("Problem with prevalence HTM resultfile '%s' with errno='%s'\n",fileresphtm,strerror(errno)); + fprintf(ficlog,"Problem with prevalence HTM resultfile '%s' with errno='%s'\n",fileresphtm,strerror(errno)); + fflush(ficlog); + exit(70); + } + else{ + fprintf(ficresphtm,"<html><head>\n<title>IMaCh PHTM_ %s\n %s
%s
\ +
\n\ +Title=%s
Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=1+age+%s
\n",\ + fileresphtm,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model); + } + fprintf(ficresphtm,"Current page is file %s
\n\n

Frequencies and prevalence by age at begin of transition

\n",fileresphtm, fileresphtm); + + strcpy(fileresphtmfr,subdirfext(optionfilefiname,"PHTMFR_",".htm")); + if((ficresphtmfr=fopen(fileresphtmfr,"w"))==NULL) { + printf("Problem with frequency table HTM resultfile '%s' with errno='%s'\n",fileresphtmfr,strerror(errno)); + fprintf(ficlog,"Problem with frequency table HTM resultfile '%s' with errno='%s'\n",fileresphtmfr,strerror(errno)); + fflush(ficlog); + exit(70); + } + else{ + fprintf(ficresphtmfr,"\nIMaCh PHTM_Frequency table %s\n %s
%s
\ +
\n\ +Title=%s
Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=1+age+%s
\n",\ + fileresphtmfr,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model); + } + fprintf(ficresphtmfr,"Current page is file %s
\n\n

Frequencies of all effective transitions by age at begin of transition

Unknown status is -1
\n",fileresphtmfr, fileresphtmfr); + + freq= ma3x(-5,nlstate+ndeath,-5,nlstate+ndeath,iagemin,iagemax+3); j1=0; j=cptcoveff; @@ -1321,64 +3290,124 @@ void freqsummary(char fileres[], int ag first=1; - for(k1=1; k1<=j;k1++){ - for(i1=1; i1<=ncodemax[k1];i1++){ - j1++; + for (j1 = 1; j1 <= (int) pow(2,cptcoveff); j1++){ /* Loop on covariates combination */ /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]); scanf("%d", i);*/ - for (i=-1; i<=nlstate+ndeath; i++) - for (jk=-1; jk<=nlstate+ndeath; jk++) - for(m=agemin; m <= agemax+3; m++) + for (i=-5; i<=nlstate+ndeath; i++) + for (jk=-5; jk<=nlstate+ndeath; jk++) + for(m=iagemin; m <= iagemax+3; m++) freq[i][jk][m]=0; + for (i=1; i<=nlstate; i++) + for(m=iagemin; m <= iagemax+3; m++) + prop[i][m]=0; + dateintsum=0; k2cpt=0; - for (i=1; i<=imx; i++) { + for (i=1; i<=imx; i++) { /* For each individual i */ bool=1; - if (cptcovn>0) { - for (z1=1; z1<=cptcoveff; z1++) - if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) - bool=0; - } + if (cptcovn>0) { /* Filter is here: Must be looked at for model=V1+V2+V3+V4 */ + for (z1=1; z1<=cptcoveff; z1++) + if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtabm(j1,z1)]){ + /* Tests if the value of each of the covariates of i is equal to filter j1 */ + bool=0; + /* printf("bool=%d i=%d, z1=%d, Tvaraff[%d]=%d, covar[Tvarff][%d]=%2f, codtabm(%d,%d)=%d, nbcode[Tvaraff][codtabm(%d,%d)=%d, j1=%d\n", + bool,i,z1, z1, Tvaraff[z1],i,covar[Tvaraff[z1]][i],j1,z1,codtabm(j1,z1), + j1,z1,nbcode[Tvaraff[z1]][codtabm(j1,z1)],j1);*/ + /* For j1=7 in V1+V2+V3+V4 = 0 1 1 0 and codtabm(7,3)=1 and nbcde[3][?]=1*/ + } + } /* cptcovn > 0 */ + if (bool==1){ - for(m=firstpass; m<=lastpass; m++){ - k2=anint[m][i]+(mint[m][i]/12.); - if ((k2>=dateprev1) && (k2<=dateprev2)) { - if(agev[m][i]==0) agev[m][i]=agemax+1; - if(agev[m][i]==1) agev[m][i]=agemax+2; + /* for(m=firstpass; m<=lastpass; m++){ */ + for(mi=1; mi=firstpass && m <=lastpass){ + k2=anint[m][i]+(mint[m][i]/12.); + /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/ + if(agev[m][i]==0) agev[m][i]=iagemax+1; /* All ages equal to 0 are in iagemax+1 */ + if(agev[m][i]==1) agev[m][i]=iagemax+2; /* All ages equal to 1 are in iagemax+2 */ + if (s[m][i]>0 && s[m][i]<=nlstate) /* If status at wave m is known and a live state */ + prop[s[m][i]][(int)agev[m][i]] += weight[i]; /* At age of beginning of transition, where status is known */ if (m1) && (agev[m][i]< (agemax+3))) { - dateintsum=dateintsum+k2; - k2cpt++; + /* if(s[m][i]==4 && s[m+1][i]==4) */ + /* printf(" num=%ld m=%d, i=%d s1=%d s2=%d agev at m=%d\n", num[i], m, i,s[m][i],s[m+1][i], (int)agev[m][i]); */ + if(s[m][i]==-1) + printf(" num=%ld m=%d, i=%d s1=%d s2=%d agev at m=%d agebegin=%.2f ageend=%.2f, agemed=%d\n", num[i], m, i,s[m][i],s[m+1][i], (int)agev[m][i],agebegin, ageend, (int)((agebegin+ageend)/2.)); + freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i]; /* At age of beginning of transition, where status is known */ + /* freq[s[m][i]][s[m+1][i]][(int)((agebegin+ageend)/2.)] += weight[i]; */ + freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i]; /* Total is in iagemax+3 *//* At age of beginning of transition, where status is known */ } + } + if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3)) && (anint[m][i]!=9999) && (mint[m][i]!=99)) { + dateintsum=dateintsum+k2; + k2cpt++; + /* printf("i=%ld dateintmean = %lf dateintsum=%lf k2cpt=%lf k2=%lf\n",i, dateintsum/k2cpt, dateintsum,k2cpt, k2); */ } - } - } - } + /*}*/ + } /* end m */ + } /* end bool */ + } /* end i = 1 to imx */ - fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2); - + /* fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/ + pstamp(ficresp); if (cptcovn>0) { fprintf(ficresp, "\n#********** Variable "); - for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]); - fprintf(ficresp, "**********\n#"); + fprintf(ficresphtm, "\n

********** Variable "); + fprintf(ficresphtmfr, "\n

********** Variable "); + for (z1=1; z1<=cptcoveff; z1++){ + fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtabm(j1,z1)]); + fprintf(ficresphtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtabm(j1,z1)]); + fprintf(ficresphtmfr, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtabm(j1,z1)]); + } + fprintf(ficresp, "**********\n#"); + fprintf(ficresphtm, "**********

\n"); + fprintf(ficresphtmfr, "**********\n"); + fprintf(ficlog, "\n#********** Variable "); + for (z1=1; z1<=cptcoveff; z1++) fprintf(ficlog, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtabm(j1,z1)]); + fprintf(ficlog, "**********\n"); } - for(i=1; i<=nlstate;i++) + fprintf(ficresphtm,""); + for(i=1; i<=nlstate;i++) { fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i); + fprintf(ficresphtm, "",i,i); + } fprintf(ficresp, "\n"); + fprintf(ficresphtm, "\n"); + + /* Header of frequency table by age */ + fprintf(ficresphtmfr,"
AgePrev(%d)N(%d)N
"); + fprintf(ficresphtmfr," "); + for(jk=-1; jk <=nlstate+ndeath; jk++){ + for(m=-1; m <=nlstate+ndeath; m++){ + if(jk!=0 && m!=0) + fprintf(ficresphtmfr," ",jk,m); + } + } + fprintf(ficresphtmfr, "\n"); - for(i=(int)agemin; i <= (int)agemax+3; i++){ - if(i==(int)agemax+3){ + /* For each age */ + for(i=iagemin; i <= iagemax+3; i++){ + fprintf(ficresphtm,""); + if(i==iagemax+1){ + fprintf(ficlog,"1"); + fprintf(ficresphtmfr," "); + }else if(i==iagemax+2){ + fprintf(ficlog,"0"); + fprintf(ficresphtmfr," "); + }else if(i==iagemax+3){ fprintf(ficlog,"Total"); + fprintf(ficresphtmfr," "); }else{ if(first==1){ first=0; printf("See log file for details...\n"); } + fprintf(ficresphtmfr," ",i); fprintf(ficlog,"Age %d", i); } for(jk=1; jk <=nlstate ; jk++){ @@ -1390,7 +3419,7 @@ void freqsummary(char fileres[], int ag pos += freq[jk][m][i]; if(pp[jk]>=1.e-10){ if(first==1){ - printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]); + printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]); } fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]); }else{ @@ -1403,10 +3432,11 @@ void freqsummary(char fileres[], int ag for(jk=1; jk <=nlstate ; jk++){ for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++) pp[jk] += freq[jk][m][i]; - } - - for(jk=1,pos=0; jk <=nlstate ; jk++) + } + for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){ pos += pp[jk]; + posprop += prop[jk][i]; + } for(jk=1; jk <=nlstate ; jk++){ if(pos>=1.e-5){ if(first==1) @@ -1417,124 +3447,145 @@ void freqsummary(char fileres[], int ag printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk); fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk); } - if( i <= (int) agemax){ + if( i <= iagemax){ if(pos>=1.e-5){ - fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos); - probs[i][jk][j1]= pp[jk]/pos; + fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop); + fprintf(ficresphtm,"",i,prop[jk][i]/posprop, prop[jk][i],posprop); + /*probs[i][jk][j1]= pp[jk]/pos;*/ /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/ } - else - fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos); + else{ + fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop); + fprintf(ficresphtm,"",i, prop[jk][i],posprop); + } } } - for(jk=-1; jk <=nlstate+ndeath; jk++) - for(m=-1; m <=nlstate+ndeath; m++) - if(freq[jk][m][i] !=0 ) { - if(first==1) - printf(" %d%d=%.0f",jk,m,freq[jk][m][i]); + for(jk=-1; jk <=nlstate+ndeath; jk++){ + for(m=-1; m <=nlstate+ndeath; m++){ + if(freq[jk][m][i] !=0 ) { /* minimizing output */ + if(first==1){ + printf(" %d%d=%.0f",jk,m,freq[jk][m][i]); + } fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]); } - if(i <= (int) agemax) + if(jk!=0 && m!=0) + fprintf(ficresphtmfr," ",freq[jk][m][i]); + } + } + fprintf(ficresphtmfr,"\n "); + if(i <= iagemax){ fprintf(ficresp,"\n"); + fprintf(ficresphtm,"\n"); + } if(first==1) printf("Others in log...\n"); fprintf(ficlog,"\n"); - } - } - } + } /* end loop i */ + fprintf(ficresphtm,"
Age%d%d
0
Unknown
Total
%d%d%.5f%.0f%.0f%dNaNq%.0f%.0f%.0f
\n"); + fprintf(ficresphtmfr,"\n"); + /*}*/ + } /* end j1 */ dateintmean=dateintsum/k2cpt; fclose(ficresp); - free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3); + fclose(ficresphtm); + fclose(ficresphtmfr); + free_ma3x(freq,-5,nlstate+ndeath,-5,nlstate+ndeath, iagemin, iagemax+3); free_vector(pp,1,nlstate); - + free_matrix(prop,1,nlstate,iagemin, iagemax+3); /* End of Freq */ } /************ Prevalence ********************/ -void prevalence(int agemin, float agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2, double calagedate) -{ /* Some frequencies */ +void prevalence(double ***probs, double agemin, double agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2, int firstpass, int lastpass) +{ + /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people + in each health status at the date of interview (if between dateprev1 and dateprev2). + We still use firstpass and lastpass as another selection. + */ - int i, m, jk, k1, i1, j1, bool, z1,z2,j; - double ***freq; /* Frequencies */ - double *pp; - double pos, k2; - - pp=vector(1,nlstate); - - freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3); + int i, m, jk, j1, bool, z1,j; + int mi; /* Effective wave */ + int iage; + double agebegin, ageend; + + double **prop; + double posprop; + double y2; /* in fractional years */ + int iagemin, iagemax; + int first; /** to stop verbosity which is redirected to log file */ + + iagemin= (int) agemin; + iagemax= (int) agemax; + /*pp=vector(1,nlstate);*/ + prop=matrix(1,nlstate,iagemin,iagemax+3); + /* freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/ j1=0; - j=cptcoveff; + /*j=cptcoveff;*/ if (cptcovn<1) {j=1;ncodemax[1]=1;} - for(k1=1; k1<=j;k1++){ - for(i1=1; i1<=ncodemax[k1];i1++){ - j1++; - - for (i=-1; i<=nlstate+ndeath; i++) - for (jk=-1; jk<=nlstate+ndeath; jk++) - for(m=agemin; m <= agemax+3; m++) - freq[i][jk][m]=0; - - for (i=1; i<=imx; i++) { - bool=1; - if (cptcovn>0) { - for (z1=1; z1<=cptcoveff; z1++) - if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) - bool=0; - } - if (bool==1) { - for(m=firstpass; m<=lastpass; m++){ - k2=anint[m][i]+(mint[m][i]/12.); - if ((k2>=dateprev1) && (k2<=dateprev2)) { - if(agev[m][i]==0) agev[m][i]=agemax+1; - if(agev[m][i]==1) agev[m][i]=agemax+2; - if (m0) - freq[s[m][i]][s[m+1][i]][(int)(agev[m][i]+1-((int)calagedate %12)/12.)] += weight[i]; - else - freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i]; - freq[s[m][i]][s[m+1][i]][(int)(agemax+3)] += weight[i]; - } - } - } - } - } - for(i=(int)agemin; i <= (int)agemax+3; i++){ - for(jk=1; jk <=nlstate ; jk++){ - for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++) - pp[jk] += freq[jk][m][i]; - } - for(jk=1; jk <=nlstate ; jk++){ - for(m=-1, pos=0; m <=0 ; m++) - pos += freq[jk][m][i]; - } - - for(jk=1; jk <=nlstate ; jk++){ - for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++) - pp[jk] += freq[jk][m][i]; - } - - for(jk=1,pos=0; jk <=nlstate ; jk++) pos += pp[jk]; - - for(jk=1; jk <=nlstate ; jk++){ - if( i <= (int) agemax){ - if(pos>=1.e-5){ - probs[i][jk][j1]= pp[jk]/pos; + first=1; + for(j1=1; j1<= (int) pow(2,cptcoveff);j1++){ + for (i=1; i<=nlstate; i++) + for(iage=iagemin; iage <= iagemax+3; iage++) + prop[i][iage]=0.0; + + for (i=1; i<=imx; i++) { /* Each individual */ + bool=1; + if (cptcovn>0) { /* Filter is here: Must be looked at for model=V1+V2+V3+V4 */ + for (z1=1; z1<=cptcoveff; z1++) + if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtabm(j1,z1)]) + bool=0; + } + if (bool==1) { + /* for(m=firstpass; m<=lastpass; m++){/\* Other selection (we can limit to certain interviews*\/ */ + for(mi=1; mi=firstpass && m <=lastpass){ + y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */ + if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */ + if(agev[m][i]==0) agev[m][i]=iagemax+1; + if(agev[m][i]==1) agev[m][i]=iagemax+2; + if((int)agev[m][i] iagemax+3) printf("Error on individual =%d agev[m][i]=%f m=%d\n",i, agev[m][i],m); + if (s[m][i]>0 && s[m][i]<=nlstate) { + /*if(i>4620) printf(" i=%d m=%d s[m][i]=%d (int)agev[m][i]=%d weight[i]=%f prop=%f\n",i,m,s[m][i],(int)agev[m][m],weight[i],prop[s[m][i]][(int)agev[m][i]]);*/ + prop[s[m][i]][(int)agev[m][i]] += weight[i];/* At age of beginning of transition, where status is known */ + prop[s[m][i]][iagemax+3] += weight[i]; + } /* end valid statuses */ + } /* end selection of dates */ + } /* end selection of waves */ + } /* end effective waves */ + } /* end bool */ + } + for(i=iagemin; i <= iagemax+3; i++){ + for(jk=1,posprop=0; jk <=nlstate ; jk++) { + posprop += prop[jk][i]; + } + + for(jk=1; jk <=nlstate ; jk++){ + if( i <= iagemax){ + if(posprop>=1.e-5){ + probs[i][jk][j1]= prop[jk][i]/posprop; + } else{ + if(first==1){ + first=0; + printf("Warning Observed prevalence probs[%d][%d][%d]=%lf because of lack of cases\nSee others on log file...\n",jk,i,j1,probs[i][jk][j1]); } } - }/* end jk */ - }/* end i */ - } /* end i1 */ - } /* end k1 */ - - - free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3); - free_vector(pp,1,nlstate); - -} /* End of Freq */ + } + }/* end jk */ + }/* end i */ + /*} *//* end i1 */ + } /* end j1 */ + + /* free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/ + /*free_vector(pp,1,nlstate);*/ + free_matrix(prop,1,nlstate, iagemin,iagemax+3); +} /* End of prevalence */ /************* Waves Concatenation ***************/ @@ -1550,178 +3601,305 @@ void concatwav(int wav[], int **dh, int int i, mi, m; /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1; double sum=0., jmean=0.;*/ - int first; + int first, firstwo; int j, k=0,jk, ju, jl; double sum=0.; first=0; - jmin=1e+5; + firstwo=0; + jmin=100000; jmax=-1; jmean=0.; - for(i=1; i<=imx; i++){ + for(i=1; i<=imx; i++){ /* For simple cases and if state is death */ mi=0; m=firstpass; - while(s[m][i] <= nlstate){ - if(s[m][i]>=1) + while(s[m][i] <= nlstate){ /* a live state */ + if(s[m][i]>=1 || s[m][i]==-2 || s[m][i]==-4 || s[m][i]==-5) mw[++mi][i]=m; if(m >=lastpass) break; else m++; }/* end while */ - if (s[m][i] > nlstate){ + if (s[m][i] > nlstate){ /* In a death state */ mi++; /* Death is another wave */ /* if(mi==0) never been interviewed correctly before death */ /* Only death is a correct wave */ mw[mi][i]=m; + }else if (andc[i] != 9999) { /* A death occured after lastpass */ + m++; + mi++; + s[m][i]=nlstate+1; /* We are setting the status to the last of non live state */ + mw[mi][i]=m; + nbwarn++; + if(firstwo==0){ + printf("Warning! Death for individual %ld line=%d occurred after last wave %d. Since 0.98r4 we considered a status %d at wave %d\nOthers in log file only\n",num[i],i,lastpass,nlstate+1, m); + fprintf(ficlog,"Warning! Death for individual %ld line=%d occurred after last wave %d. Since 0.98r4 we considered a status %d at wave %d\n",num[i],i,lastpass,nlstate+1, m); + firstwo=1; + } + if(firstwo==1){ + fprintf(ficlog,"Warning! Death for individual %ld line=%d occurred after last wave %d. Since 0.98r4 we considered a status %d at wave %d\n",num[i],i,lastpass,nlstate+1, m); + } } - wav[i]=mi; if(mi==0){ + nbwarn++; if(first==0){ - printf("Warning, no any valid information for:%d line=%d and may be others, see log file\n",num[i],i); + printf("Warning! No valid information for individual %ld line=%d (skipped) and may be others, see log file\n",num[i],i); first=1; } if(first==1){ - fprintf(ficlog,"Warning, no any valid information for:%d line=%d\n",num[i],i); + fprintf(ficlog,"Warning! No valid information for individual %ld line=%d (skipped)\n",num[i],i); } } /* end mi==0 */ - } + } /* End individuals */ + /* wav and mw are no more changed */ + for(i=1; i<=imx; i++){ for(mi=1; mi nlstate) { + if (s[mw[mi+1][i]][i] > nlstate) { /* A death */ if (agedc[i] < 2*AGESUP) { - j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); - if(j==0) j=1; /* Survives at least one month after exam */ - k=k+1; - if (j >= jmax) jmax=j; - if (j <= jmin) jmin=j; - sum=sum+j; - /*if (j<0) printf("j=%d num=%d \n",j,i); */ + j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); + if(j==0) j=1; /* Survives at least one month after exam */ + else if(j<0){ + nberr++; + printf("Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]); + j=1; /* Temporary Dangerous patch */ + printf(" We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview. You MUST fix the contradiction between dates.\n",stepm); + fprintf(ficlog,"Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]); + fprintf(ficlog," We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview. You MUST fix the contradiction between dates.\n",stepm); + } + k=k+1; + if (j >= jmax){ + jmax=j; + ijmax=i; + } + if (j <= jmin){ + jmin=j; + ijmin=i; + } + sum=sum+j; + /*if (j<0) printf("j=%d num=%d \n",j,i);*/ + /* printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/ } } else{ j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12)); +/* if (j<0) printf("%d %lf %lf %d %d %d\n", i,agev[mw[mi+1][i]][i], agev[mw[mi][i]][i],j,s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]); */ + k=k+1; - if (j >= jmax) jmax=j; - else if (j <= jmin)jmin=j; + if (j >= jmax) { + jmax=j; + ijmax=i; + } + else if (j <= jmin){ + jmin=j; + ijmin=i; + } /* if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */ + /*printf("%d %lf %d %d %d\n", i,agev[mw[mi][i]][i],j,s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);*/ + if(j<0){ + nberr++; + printf("Error! Negative delay (%d) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]); + fprintf(ficlog,"Error! Negative delay (%d) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]); + } sum=sum+j; } jk= j/stepm; jl= j -jk*stepm; ju= j -(jk+1)*stepm; - if(jl <= -ju){ - dh[mi][i]=jk; - bh[mi][i]=jl; - } - else{ - dh[mi][i]=jk+1; - bh[mi][i]=ju; - } - if(dh[mi][i]==0){ - dh[mi][i]=1; /* At least one step */ - bh[mi][i]=ju; /* At least one step */ - printf(" bh=%d ju=%d jl=%d dh=%d jk=%d stepm=%d %d\n",bh[mi][i],ju,jl,dh[mi][i],jk,stepm,i); - } - if(i==298 || i==287 || i==763 ||i==1061)printf(" bh=%d ju=%d jl=%d dh=%d jk=%d stepm=%d",bh[mi][i],ju,jl,dh[mi][i],jk,stepm); + if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */ + if(jl==0){ + dh[mi][i]=jk; + bh[mi][i]=0; + }else{ /* We want a negative bias in order to only have interpolation ie + * to avoid the price of an extra matrix product in likelihood */ + dh[mi][i]=jk+1; + bh[mi][i]=ju; + } + }else{ + if(jl <= -ju){ + dh[mi][i]=jk; + bh[mi][i]=jl; /* bias is positive if real duration + * is higher than the multiple of stepm and negative otherwise. + */ + } + else{ + dh[mi][i]=jk+1; + bh[mi][i]=ju; + } + if(dh[mi][i]==0){ + dh[mi][i]=1; /* At least one step */ + bh[mi][i]=ju; /* At least one step */ + /* printf(" bh=%d ju=%d jl=%d dh=%d jk=%d stepm=%d %d\n",bh[mi][i],ju,jl,dh[mi][i],jk,stepm,i);*/ + } + } /* end if mle */ } - } + } /* end wave */ } jmean=sum/k; - printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean); - fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean); + printf("Delay (in months) between two waves Min=%d (for indiviudal %ld) Max=%d (%ld) Mean=%f\n\n ",jmin, num[ijmin], jmax, num[ijmax], jmean); + fprintf(ficlog,"Delay (in months) between two waves Min=%d (for indiviudal %d) Max=%d (%d) Mean=%f\n\n ",jmin, ijmin, jmax, ijmax, jmean); } /*********** Tricode ****************************/ -void tricode(int *Tvar, int **nbcode, int imx) +void tricode(int *Tvar, int **nbcode, int imx, int *Ndum) { - - int Ndum[20],ij=1, k, j, i, maxncov=19; - int cptcode=0; - cptcoveff=0; - - for (k=0; k cptcode) cptcode=ij; /* getting the maximum of covariable - Tvar[j]. If V=sex and male is 0 and - female is 1, then cptcode=1.*/ - } - - for (i=0; i<=cptcode; i++) { - if(Ndum[i]!=0) ncodemax[j]++; /* Nomber of modalities of the j th covariates. In fact ncodemax[j]=2 (dichotom. variables) but it can be more */ - } + /**< Uses cptcovn+2*cptcovprod as the number of covariates */ + /* Tvar[i]=atoi(stre); find 'n' in Vn and stores in Tvar. If model=V2+V1 Tvar[1]=2 and Tvar[2]=1 + * Boring subroutine which should only output nbcode[Tvar[j]][k] + * Tvar[5] in V2+V1+V3*age+V2*V4 is 2 (V2) + * nbcode[Tvar[j]][1]= + */ - ij=1; - for (i=1; i<=ncodemax[j]; i++) { - for (k=0; k<= maxncov; k++) { - if (Ndum[k] != 0) { - nbcode[Tvar[j]][ij]=k; - /* store the modality in an array. k is a modality. If we have model=V1+V1*sex then: nbcode[1][1]=0 ; nbcode[1][2]=1; nbcode[2][1]=0 ; nbcode[2][2]=1; */ - - ij++; - } - if (ij > ncodemax[j]) break; - } - } - } + int ij=1, k=0, j=0, i=0, maxncov=NCOVMAX; + int modmaxcovj=0; /* Modality max of covariates j */ + int cptcode=0; /* Modality max of covariates j */ + int modmincovj=0; /* Modality min of covariates j */ - for (k=0; k< maxncov; k++) Ndum[k]=0; - for (i=1; i<=ncovmodel-2; i++) { - /* Listing of all covariables in staement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/ - ij=Tvar[i]; - Ndum[ij]++; - } + cptcoveff=0; + + for (k=1; k <= maxncov; k++) ncodemax[k]=0; /* Horrible constant again replaced by NCOVMAX */ - ij=1; - for (i=1; i<= maxncov; i++) { + /* Loop on covariates without age and products */ + for (j=1; j<=(cptcovs); j++) { /* From model V1 + V2*age+ V3 + V3*V4 keeps V1 + V3 = 2 only */ + for (k=-1; k < maxncov; k++) Ndum[k]=0; + for (i=1; i<=imx; i++) { /* Loop on individuals: reads the data file to get the maximum value of the + modality of this covariate Vj*/ + ij=(int)(covar[Tvar[j]][i]); /* ij=0 or 1 or -1. Value of the covariate Tvar[j] for individual i + * If product of Vn*Vm, still boolean *: + * If it was coded 1, 2, 3, 4 should be splitted into 3 boolean variables + * 1 => 0 0 0, 2 => 0 0 1, 3 => 0 1 1, 4=1 0 0 */ + /* Finds for covariate j, n=Tvar[j] of Vn . ij is the + modality of the nth covariate of individual i. */ + if (ij > modmaxcovj) + modmaxcovj=ij; + else if (ij < modmincovj) + modmincovj=ij; + if ((ij < -1) && (ij > NCOVMAX)){ + printf( "Error: minimal is less than -1 or maximal is bigger than %d. Exiting. \n", NCOVMAX ); + exit(1); + }else + Ndum[ij]++; /*counts and stores the occurence of this modality 0, 1, -1*/ + /* If coded 1, 2, 3 , counts the number of 1 Ndum[1], number of 2, Ndum[2], etc */ + /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/ + /* getting the maximum value of the modality of the covariate + (should be 0 or 1 now) Tvar[j]. If V=sex and male is coded 0 and + female is 1, then modmaxcovj=1.*/ + } /* end for loop on individuals i */ + printf(" Minimal and maximal values of %d th covariate V%d: min=%d max=%d \n", j, Tvar[j], modmincovj, modmaxcovj); + fprintf(ficlog," Minimal and maximal values of %d th covariate V%d: min=%d max=%d \n", j, Tvar[j], modmincovj, modmaxcovj); + cptcode=modmaxcovj; + /* Ndum[0] = frequency of 0 for model-covariate j, Ndum[1] frequency of 1 etc. */ + /*for (i=0; i<=cptcode; i++) {*/ + for (k=modmincovj; k<=modmaxcovj; k++) { /* k=-1 ? 0 and 1*//* For each value k of the modality of model-cov j */ + printf("Frequencies of covariates %d ie V%d with value %d: %d\n", j, Tvar[j], k, Ndum[k]); + fprintf(ficlog, "Frequencies of covariates %d ie V%d with value %d: %d\n", j, Tvar[j], k, Ndum[k]); + if( Ndum[k] != 0 ){ /* Counts if nobody answered modality k ie empty modality, we skip it and reorder */ + if( k != -1){ + ncodemax[j]++; /* ncodemax[j]= Number of modalities of the j th + covariate for which somebody answered excluding + undefined. Usually 2: 0 and 1. */ + } + ncodemaxwundef[j]++; /* ncodemax[j]= Number of modalities of the j th + covariate for which somebody answered including + undefined. Usually 3: -1, 0 and 1. */ + } + /* In fact ncodemax[j]=2 (dichotom. variables only) but it could be more for + historical reasons: 3 if coded 1, 2, 3 and 4 and Ndum[2]=0 */ + } /* Ndum[-1] number of undefined modalities */ + + /* j is a covariate, n=Tvar[j] of Vn; Fills nbcode */ + /* For covariate j, modalities could be 1, 2, 3, 4, 5, 6, 7. + If Ndum[1]=0, Ndum[2]=0, Ndum[3]= 635, Ndum[4]=0, Ndum[5]=0, Ndum[6]=27, Ndum[7]=125; + modmincovj=3; modmaxcovj = 7; + There are only 3 modalities non empty 3, 6, 7 (or 2 if 27 is too few) : ncodemax[j]=3; + which will be coded 0, 1, 2 which in binary on 2=3-1 digits are 0=00 1=01, 2=10; + defining two dummy variables: variables V1_1 and V1_2. + nbcode[Tvar[j]][ij]=k; + nbcode[Tvar[j]][1]=0; + nbcode[Tvar[j]][2]=1; + nbcode[Tvar[j]][3]=2; + To be continued (not working yet). + */ + ij=0; /* ij is similar to i but can jump over null modalities */ + for (i=modmincovj; i<=modmaxcovj; i++) { /* i= 1 to 2 for dichotomous, or from 1 to 3 or from -1 or 0 to 1 currently*/ + if (Ndum[i] == 0) { /* If nobody responded to this modality k */ + break; + } + ij++; + nbcode[Tvar[j]][ij]=i; /* stores the original value of modality i in an array nbcode, ij modality from 1 to last non-nul modality.*/ + cptcode = ij; /* New max modality for covar j */ + } /* end of loop on modality i=-1 to 1 or more */ + + /* for (k=0; k<= cptcode; k++) { /\* k=-1 ? k=0 to 1 *\//\* Could be 1 to 4 *\//\* cptcode=modmaxcovj *\/ */ + /* /\*recode from 0 *\/ */ + /* k is a modality. If we have model=V1+V1*sex */ + /* then: nbcode[1][1]=0 ; nbcode[1][2]=1; nbcode[2][1]=0 ; nbcode[2][2]=1; */ + /* But if some modality were not used, it is recoded from 0 to a newer modmaxcovj=cptcode *\/ */ + /* } */ + /* /\* cptcode = ij; *\/ /\* New max modality for covar j *\/ */ + /* if (ij > ncodemax[j]) { */ + /* printf( " Error ij=%d > ncodemax[%d]=%d\n", ij, j, ncodemax[j]); */ + /* fprintf(ficlog, " Error ij=%d > ncodemax[%d]=%d\n", ij, j, ncodemax[j]); */ + /* break; */ + /* } */ + /* } /\* end of loop on modality k *\/ */ + } /* end of loop on model-covariate j. nbcode[Tvarj][1]=0 and nbcode[Tvarj][2]=1 sets the value of covariate j*/ + + for (k=-1; k< maxncov; k++) Ndum[k]=0; + + for (i=1; i<=ncovmodel-2-nagesqr; i++) { /* -2, cste and age and eventually age*age */ + /* Listing of all covariables in statement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/ + ij=Tvar[i]; /* Tvar might be -1 if status was unknown */ + Ndum[ij]++; /* Might be supersed V1 + V1*age */ + } + + ij=0; + for (i=0; i<= maxncov-1; i++) { /* modmaxcovj is unknown here. Only Ndum[2(V2),3(age*V3), 5(V3*V2) 6(V1*V4) */ + /*printf("Ndum[%d]=%d\n",i, Ndum[i]);*/ if((Ndum[i]!=0) && (i<=ncovcol)){ - Tvaraff[ij]=i; /*For printing */ ij++; + /*printf("diff Ndum[%d]=%d\n",i, Ndum[i]);*/ + Tvaraff[ij]=i; /*For printing (unclear) */ + }else{ + /* Tvaraff[ij]=0; */ } } - - cptcoveff=ij-1; /*Number of simple covariates*/ + /* ij--; */ + cptcoveff=ij; /*Number of total covariates*/ + } + /*********** Health Expectancies ****************/ -void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij, int estepm,double delti[],double **matcov ) +void evsij(double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int cij, int estepm,char strstart[] ) { - /* Health expectancies */ - int i, j, nhstepm, hstepm, h, nstepm, k, cptj; + /* Health expectancies, no variances */ + int i, j, nhstepm, hstepm, h, nstepm; + int nhstepma, nstepma; /* Decreasing with age */ double age, agelim, hf; - double ***p3mat,***varhe; - double **dnewm,**doldm; - double *xp; - double **gp, **gm; - double ***gradg, ***trgradg; - int theta; + double ***p3mat; + double eip; - varhe=ma3x(1,nlstate*2,1,nlstate*2,(int) bage, (int) fage); - xp=vector(1,npar); - dnewm=matrix(1,nlstate*2,1,npar); - doldm=matrix(1,nlstate*2,1,nlstate*2); - - fprintf(ficreseij,"# Health expectancies\n"); + pstamp(ficreseij); + fprintf(ficreseij,"# (a) Life expectancies by health status at initial age and (b) health expectancies by health status at initial age\n"); fprintf(ficreseij,"# Age"); - for(i=1; i<=nlstate;i++) - for(j=1; j<=nlstate;j++) - fprintf(ficreseij," %1d-%1d (SE)",i,j); + for(i=1; i<=nlstate;i++){ + for(j=1; j<=nlstate;j++){ + fprintf(ficreseij," e%1d%1d ",i,j); + } + fprintf(ficreseij," e%1d. ",i); + } fprintf(ficreseij,"\n"); + if(estepm < stepm){ printf ("Problem %d lower than %d\n",estepm, stepm); } @@ -1730,7 +3908,7 @@ void evsij(char fileres[], double ***eij * This is mainly to measure the difference between two models: for example * if stepm=24 months pijx are given only every 2 years and by summing them * we are calculating an estimate of the Life Expectancy assuming a linear - * progression inbetween and thus overestimating or underestimating according + * progression in between and thus overestimating or underestimating according * to the curvature of the survival function. If, for the same date, we * estimate the model with stepm=1 month, we can keep estepm to 24 months * to compare the new estimate of Life expectancy with the same linear @@ -1752,131 +3930,284 @@ void evsij(char fileres[], double ***eij hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ agelim=AGESUP; - for (age=bage; age<=fage; age ++){ /* If stepm=6 months */ - /* nhstepm age range expressed in number of stepm */ - nstepm=(int) rint((agelim-age)*YEARM/stepm); - /* Typically if 20 years nstepm = 20*12/6=40 stepm */ - /* if (stepm >= YEARM) hstepm=1;*/ - nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */ - p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm); - gradg=ma3x(0,nhstepm,1,npar,1,nlstate*2); - gp=matrix(0,nhstepm,1,nlstate*2); - gm=matrix(0,nhstepm,1,nlstate*2); - + /* If stepm=6 months */ /* Computed by stepm unit matrices, product of hstepm matrices, stored in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */ - hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij); - + +/* nhstepm age range expressed in number of stepm */ + nstepm=(int) rint((agelim-bage)*YEARM/stepm); /* Biggest nstepm */ + /* Typically if 20 years nstepm = 20*12/6=40 stepm */ + /* if (stepm >= YEARM) hstepm=1;*/ + nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */ + p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm); + + for (age=bage; age<=fage; age ++){ + nstepma=(int) rint((agelim-bage)*YEARM/stepm); /* Biggest nstepm */ + /* Typically if 20 years nstepm = 20*12/6=40 stepm */ + /* if (stepm >= YEARM) hstepm=1;*/ + nhstepma = nstepma/hstepm;/* Expressed in hstepm, typically nhstepma=40/4=10 */ + /* If stepm=6 months */ + /* Computed by stepm unit matrices, product of hstepma matrices, stored + in an array of nhstepma length: nhstepma=10, hstepm=4, stepm=6 months */ + + hpxij(p3mat,nhstepma,age,hstepm,x,nlstate,stepm,oldm, savm, cij); + hf=hstepm*stepm/YEARM; /* Duration of hstepm expressed in year unit. */ + + printf("%d|",(int)age);fflush(stdout); + fprintf(ficlog,"%d|",(int)age);fflush(ficlog); + + /* Computing expectancies */ + for(i=1; i<=nlstate;i++) + for(j=1; j<=nlstate;j++) + for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){ + eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf; + + /* if((int)age==70)printf("i=%2d,j=%2d,h=%2d,age=%3d,%9.4f,%9.4f,%9.4f\n",i,j,h,(int)age,p3mat[i][j][h],hf,eij[i][j][(int)age]);*/ - /* Computing Variances of health expectancies */ + } - for(theta=1; theta <=npar; theta++){ - for(i=1; i<=npar; i++){ - xp[i] = x[i] + (i==theta ?delti[theta]:0); + fprintf(ficreseij,"%3.0f",age ); + for(i=1; i<=nlstate;i++){ + eip=0; + for(j=1; j<=nlstate;j++){ + eip +=eij[i][j][(int)age]; + fprintf(ficreseij,"%9.4f", eij[i][j][(int)age] ); } - hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij); + fprintf(ficreseij,"%9.4f", eip ); + } + fprintf(ficreseij,"\n"); + + } + free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm); + printf("\n"); + fprintf(ficlog,"\n"); - cptj=0; - for(j=1; j<= nlstate; j++){ - for(i=1; i<=nlstate; i++){ - cptj=cptj+1; - for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){ - gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.; - } +} + +void cvevsij(double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int cij, int estepm,double delti[],double **matcov,char strstart[] ) + +{ + /* Covariances of health expectancies eij and of total life expectancies according + to initial status i, ei. . + */ + int i, j, nhstepm, hstepm, h, nstepm, k, cptj, cptj2, i2, j2, ij, ji; + int nhstepma, nstepma; /* Decreasing with age */ + double age, agelim, hf; + double ***p3matp, ***p3matm, ***varhe; + double **dnewm,**doldm; + double *xp, *xm; + double **gp, **gm; + double ***gradg, ***trgradg; + int theta; + + double eip, vip; + + varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage); + xp=vector(1,npar); + xm=vector(1,npar); + dnewm=matrix(1,nlstate*nlstate,1,npar); + doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate); + + pstamp(ficresstdeij); + fprintf(ficresstdeij,"# Health expectancies with standard errors\n"); + fprintf(ficresstdeij,"# Age"); + for(i=1; i<=nlstate;i++){ + for(j=1; j<=nlstate;j++) + fprintf(ficresstdeij," e%1d%1d (SE)",i,j); + fprintf(ficresstdeij," e%1d. ",i); + } + fprintf(ficresstdeij,"\n"); + + pstamp(ficrescveij); + fprintf(ficrescveij,"# Subdiagonal matrix of covariances of health expectancies by age: cov(eij,ekl)\n"); + fprintf(ficrescveij,"# Age"); + for(i=1; i<=nlstate;i++) + for(j=1; j<=nlstate;j++){ + cptj= (j-1)*nlstate+i; + for(i2=1; i2<=nlstate;i2++) + for(j2=1; j2<=nlstate;j2++){ + cptj2= (j2-1)*nlstate+i2; + if(cptj2 <= cptj) + fprintf(ficrescveij," %1d%1d,%1d%1d",i,j,i2,j2); } + } + fprintf(ficrescveij,"\n"); + + if(estepm < stepm){ + printf ("Problem %d lower than %d\n",estepm, stepm); + } + else hstepm=estepm; + /* We compute the life expectancy from trapezoids spaced every estepm months + * This is mainly to measure the difference between two models: for example + * if stepm=24 months pijx are given only every 2 years and by summing them + * we are calculating an estimate of the Life Expectancy assuming a linear + * progression in between and thus overestimating or underestimating according + * to the curvature of the survival function. If, for the same date, we + * estimate the model with stepm=1 month, we can keep estepm to 24 months + * to compare the new estimate of Life expectancy with the same linear + * hypothesis. A more precise result, taking into account a more precise + * curvature will be obtained if estepm is as small as stepm. */ + + /* For example we decided to compute the life expectancy with the smallest unit */ + /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. + nhstepm is the number of hstepm from age to agelim + nstepm is the number of stepm from age to agelin. + Look at hpijx to understand the reason of that which relies in memory size + and note for a fixed period like estepm months */ + /* We decided (b) to get a life expectancy respecting the most precise curvature of the + survival function given by stepm (the optimization length). Unfortunately it + means that if the survival funtion is printed only each two years of age and if + you sum them up and add 1 year (area under the trapezoids) you won't get the same + results. So we changed our mind and took the option of the best precision. + */ + hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ + + /* If stepm=6 months */ + /* nhstepm age range expressed in number of stepm */ + agelim=AGESUP; + nstepm=(int) rint((agelim-bage)*YEARM/stepm); + /* Typically if 20 years nstepm = 20*12/6=40 stepm */ + /* if (stepm >= YEARM) hstepm=1;*/ + nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */ + + p3matp=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm); + p3matm=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm); + gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate); + trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar); + gp=matrix(0,nhstepm,1,nlstate*nlstate); + gm=matrix(0,nhstepm,1,nlstate*nlstate); + + for (age=bage; age<=fage; age ++){ + nstepma=(int) rint((agelim-bage)*YEARM/stepm); /* Biggest nstepm */ + /* Typically if 20 years nstepm = 20*12/6=40 stepm */ + /* if (stepm >= YEARM) hstepm=1;*/ + nhstepma = nstepma/hstepm;/* Expressed in hstepm, typically nhstepma=40/4=10 */ + + /* If stepm=6 months */ + /* Computed by stepm unit matrices, product of hstepma matrices, stored + in an array of nhstepma length: nhstepma=10, hstepm=4, stepm=6 months */ + + hf=hstepm*stepm/YEARM; /* Duration of hstepm expressed in year unit. */ + + /* Computing Variances of health expectancies */ + /* Gradient is computed with plus gp and minus gm. Code is duplicated in order to + decrease memory allocation */ + for(theta=1; theta <=npar; theta++){ + for(i=1; i<=npar; i++){ + xp[i] = x[i] + (i==theta ?delti[theta]:0); + xm[i] = x[i] - (i==theta ?delti[theta]:0); } - - - for(i=1; i<=npar; i++) - xp[i] = x[i] - (i==theta ?delti[theta]:0); - hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij); - - cptj=0; + hpxij(p3matp,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, cij); + hpxij(p3matm,nhstepm,age,hstepm,xm,nlstate,stepm,oldm,savm, cij); + for(j=1; j<= nlstate; j++){ - for(i=1;i<=nlstate;i++){ - cptj=cptj+1; - for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){ - gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.; + for(i=1; i<=nlstate; i++){ + for(h=0; h<=nhstepm-1; h++){ + gp[h][(j-1)*nlstate + i] = (p3matp[i][j][h]+p3matp[i][j][h+1])/2.; + gm[h][(j-1)*nlstate + i] = (p3matm[i][j][h]+p3matm[i][j][h+1])/2.; } } } - for(j=1; j<= nlstate*2; j++) + + for(ij=1; ij<= nlstate*nlstate; ij++) for(h=0; h<=nhstepm-1; h++){ - gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta]; + gradg[h][theta][ij]= (gp[h][ij]-gm[h][ij])/2./delti[theta]; } - } - -/* End theta */ - - trgradg =ma3x(0,nhstepm,1,nlstate*2,1,npar); - - for(h=0; h<=nhstepm-1; h++) - for(j=1; j<=nlstate*2;j++) + }/* End theta */ + + + for(h=0; h<=nhstepm-1; h++) + for(j=1; j<=nlstate*nlstate;j++) for(theta=1; theta <=npar; theta++) trgradg[h][j][theta]=gradg[h][theta][j]; - + - for(i=1;i<=nlstate*2;i++) - for(j=1;j<=nlstate*2;j++) - varhe[i][j][(int)age] =0.; + for(ij=1;ij<=nlstate*nlstate;ij++) + for(ji=1;ji<=nlstate*nlstate;ji++) + varhe[ij][ji][(int)age] =0.; printf("%d|",(int)age);fflush(stdout); fprintf(ficlog,"%d|",(int)age);fflush(ficlog); for(h=0;h<=nhstepm-1;h++){ for(k=0;k<=nhstepm-1;k++){ - matprod2(dnewm,trgradg[h],1,nlstate*2,1,npar,1,npar,matcov); - matprod2(doldm,dnewm,1,nlstate*2,1,npar,1,nlstate*2,gradg[k]); - for(i=1;i<=nlstate*2;i++) - for(j=1;j<=nlstate*2;j++) - varhe[i][j][(int)age] += doldm[i][j]*hf*hf; + matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov); + matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]); + for(ij=1;ij<=nlstate*nlstate;ij++) + for(ji=1;ji<=nlstate*nlstate;ji++) + varhe[ij][ji][(int)age] += doldm[ij][ji]*hf*hf; } } + /* Computing expectancies */ + hpxij(p3matm,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, cij); for(i=1; i<=nlstate;i++) for(j=1; j<=nlstate;j++) for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){ - eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf; + eij[i][j][(int)age] += (p3matm[i][j][h]+p3matm[i][j][h+1])/2.0*hf; -/* if((int)age==70)printf("i=%2d,j=%2d,h=%2d,age=%3d,%9.4f,%9.4f,%9.4f\n",i,j,h,(int)age,p3mat[i][j][h],hf,eij[i][j][(int)age]);*/ + /* if((int)age==70)printf("i=%2d,j=%2d,h=%2d,age=%3d,%9.4f,%9.4f,%9.4f\n",i,j,h,(int)age,p3mat[i][j][h],hf,eij[i][j][(int)age]);*/ } - fprintf(ficreseij,"%3.0f",age ); - cptj=0; + fprintf(ficresstdeij,"%3.0f",age ); + for(i=1; i<=nlstate;i++){ + eip=0.; + vip=0.; + for(j=1; j<=nlstate;j++){ + eip += eij[i][j][(int)age]; + for(k=1; k<=nlstate;k++) /* Sum on j and k of cov(eij,eik) */ + vip += varhe[(j-1)*nlstate+i][(k-1)*nlstate+i][(int)age]; + fprintf(ficresstdeij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[(j-1)*nlstate+i][(j-1)*nlstate+i][(int)age]) ); + } + fprintf(ficresstdeij," %9.4f (%.4f)", eip, sqrt(vip)); + } + fprintf(ficresstdeij,"\n"); + + fprintf(ficrescveij,"%3.0f",age ); for(i=1; i<=nlstate;i++) for(j=1; j<=nlstate;j++){ - cptj++; - fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) ); + cptj= (j-1)*nlstate+i; + for(i2=1; i2<=nlstate;i2++) + for(j2=1; j2<=nlstate;j2++){ + cptj2= (j2-1)*nlstate+i2; + if(cptj2 <= cptj) + fprintf(ficrescveij," %.4f", varhe[cptj][cptj2][(int)age]); + } } - fprintf(ficreseij,"\n"); + fprintf(ficrescveij,"\n"); - free_matrix(gm,0,nhstepm,1,nlstate*2); - free_matrix(gp,0,nhstepm,1,nlstate*2); - free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*2); - free_ma3x(trgradg,0,nhstepm,1,nlstate*2,1,npar); - free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm); } + free_matrix(gm,0,nhstepm,1,nlstate*nlstate); + free_matrix(gp,0,nhstepm,1,nlstate*nlstate); + free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate); + free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar); + free_ma3x(p3matm,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm); + free_ma3x(p3matp,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm); printf("\n"); fprintf(ficlog,"\n"); + free_vector(xm,1,npar); free_vector(xp,1,npar); - free_matrix(dnewm,1,nlstate*2,1,npar); - free_matrix(doldm,1,nlstate*2,1,nlstate*2); - free_ma3x(varhe,1,nlstate*2,1,nlstate*2,(int) bage, (int)fage); + free_matrix(dnewm,1,nlstate*nlstate,1,npar); + free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate); + free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage); } /************ 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) + 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 *ncvyearp, int ij, int estepm, int cptcov, int cptcod, int popbased, int mobilav, char strstart[]) { /* Variance of health expectancies */ /* double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/ /* double **newm;*/ + /* int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav)*/ + + int movingaverage(); double **dnewm,**doldm; double **dnewmp,**doldmp; int i, j, nhstepm, hstepm, h, nstepm ; - int k, cptcode; + int k; double *xp; double **gp, **gm; /* for var eij */ double ***gradg, ***trgradg; /*for var eij */ @@ -1894,11 +4225,11 @@ void varevsij(char optionfilefiname[], d if(popbased==1){ if(mobilav!=0) - strcpy(digitp,"-populbased-mobilav-"); - else strcpy(digitp,"-populbased-nomobil-"); + strcpy(digitp,"-POPULBASED-MOBILAV_"); + else strcpy(digitp,"-POPULBASED-NOMOBIL_"); } else - strcpy(digitp,"-stablbased-"); + strcpy(digitp,"-STABLBASED_"); if (mobilav!=0) { mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX); @@ -1908,19 +4239,20 @@ void varevsij(char optionfilefiname[], d } } - strcpy(fileresprobmorprev,"prmorprev"); + strcpy(fileresprobmorprev,"PRMORPREV-"); sprintf(digit,"%-d",ij); /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/ strcat(fileresprobmorprev,digit); /* Tvar to be done */ strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */ - strcat(fileresprobmorprev,fileres); + strcat(fileresprobmorprev,fileresu); if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) { printf("Problem with resultfile: %s\n", fileresprobmorprev); fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev); } printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev); fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev); - fprintf(ficresprobmorprev,"# probabilities of dying during a year and weighted mean w1*p1j+w2*p2j+... stand dev in()\n"); + pstamp(ficresprobmorprev); + fprintf(ficresprobmorprev,"# probabilities of dying before estepm=%d months for people of exact age and weighted probabilities w1*p1j+w2*p2j+... stand dev in()\n",estepm); fprintf(ficresprobmorprev,"# Age cov=%-d",ij); for(j=nlstate+1; j<=(nlstate+ndeath);j++){ fprintf(ficresprobmorprev," p.%-d SE",j); @@ -1928,30 +4260,24 @@ void varevsij(char optionfilefiname[], d fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j); } fprintf(ficresprobmorprev,"\n"); - if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) { - printf("Problem with gnuplot file: %s\n", optionfilegnuplot); - fprintf(ficlog,"Problem with gnuplot file: %s\n", optionfilegnuplot); - exit(0); - } - else{ - fprintf(ficgp,"\n# Routine varevsij"); - } - if((fichtm=fopen(optionfilehtm,"a"))==NULL) { - printf("Problem with html file: %s\n", optionfilehtm); - fprintf(ficlog,"Problem with html file: %s\n", optionfilehtm); - exit(0); - } - else{ - fprintf(fichtm,"\n
  • Computing probabilities of dying as a weighted average (i.e global mortality independent of initial healh state)

  • \n"); - fprintf(fichtm,"\n
    %s (à revoir)
    \n",digitp); - } + + fprintf(ficgp,"\n# Routine varevsij"); + fprintf(ficgp,"\nunset title \n"); +/* fprintf(fichtm, "#Local time at start: %s", strstart);*/ + fprintf(fichtm,"\n
  • Computing probabilities of dying over estepm months as a weighted average (i.e global mortality independent of initial healh state)

  • \n"); + fprintf(fichtm,"\n
    %s
    \n",digitp); +/* } */ varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath); - - fprintf(ficresvij,"# Variance and covariance of health expectancies e.j \n# (weighted average of eij where weights are the stable prevalence in health states i\n"); + pstamp(ficresvij); + fprintf(ficresvij,"# Variance and covariance of health expectancies e.j \n# (weighted average of eij where weights are "); + if(popbased==1) + fprintf(ficresvij,"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); + else + fprintf(ficresvij,"the age specific period (stable) prevalences in each health state \n"); fprintf(ficresvij,"# Age"); for(i=1; i<=nlstate;i++) for(j=1; j<=nlstate;j++) - fprintf(ficresvij," Cov(e%1d, e%1d)",i,j); + fprintf(ficresvij," Cov(e.%1d, e.%1d)",i,j); fprintf(ficresvij,"\n"); xp=vector(1,npar); @@ -1972,12 +4298,11 @@ void varevsij(char optionfilefiname[], d /* For example we decided to compute the life expectancy with the smallest unit */ /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. nhstepm is the number of hstepm from age to agelim - nstepm is the number of stepm from age to agelin. - Look at hpijx to understand the reason of that which relies in memory size - and note for a fixed period like k years */ - /* We decided (b) to get a life expectancy respecting the most precise curvature of the + nstepm is the number of stepm from age to agelim. + Look at function hpijx to understand why because of memory size limitations, + we decided (b) to get a life expectancy respecting the most precise curvature of the survival function given by stepm (the optimization length). Unfortunately it - means that if the survival funtion is printed only each two years of age and if + means that if the survival funtion is printed every two years of age and if you sum them up and add 1 year (area under the trapezoids) you won't get the same results. So we changed our mind and took the option of the best precision. */ @@ -1993,11 +4318,11 @@ void varevsij(char optionfilefiname[], d for(theta=1; theta <=npar; theta++){ - for(i=1; i<=npar; i++){ /* Computes gradient */ + for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/ xp[i] = x[i] + (i==theta ?delti[theta]:0); } - 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,ncvyearp,ij); if (popbased==1) { if(mobilav ==0){ @@ -2009,23 +4334,27 @@ void varevsij(char optionfilefiname[], d } } + hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij); /* Returns p3mat[i][j][h] for h=1 to nhstepm */ for(j=1; j<= nlstate; j++){ for(h=0; h<=nhstepm; h++){ for(i=1, gp[h][j]=0.;i<=nlstate;i++) gp[h][j] += prlim[i][i]*p3mat[i][j][h]; } } - /* This for computing forces of mortality (h=1)as a weighted average */ - for(j=nlstate+1,gpp[j]=0.;j<=nlstate+ndeath;j++){ - for(i=1; i<= nlstate; i++) + /* Next for computing probability of death (h=1 means + computed over hstepm matrices product = hstepm*stepm months) + as a weighted average of prlim. + */ + for(j=nlstate+1;j<=nlstate+ndeath;j++){ + for(i=1,gpp[j]=0.; i<= nlstate; i++) gpp[j] += prlim[i][i]*p3mat[i][j][1]; } - /* end force of mortality */ + /* end probability of death */ - for(i=1; i<=npar; i++) /* Computes gradient */ + for(i=1; i<=npar; i++) /* Computes gradient x - delta */ xp[i] = x[i] - (i==theta ?delti[theta]:0); - 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,ncvyearp, ij); if (popbased==1) { if(mobilav ==0){ @@ -2037,23 +4366,29 @@ void varevsij(char optionfilefiname[], d } } - for(j=1; j<= nlstate; j++){ + hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij); + + for(j=1; j<= nlstate; j++){ /* Sum of wi * eij = e.j */ for(h=0; h<=nhstepm; h++){ for(i=1, gm[h][j]=0.;i<=nlstate;i++) gm[h][j] += prlim[i][i]*p3mat[i][j][h]; } } - /* This for computing force of mortality (h=1)as a weighted average */ - for(j=nlstate+1,gmp[j]=0.;j<=nlstate+ndeath;j++){ - for(i=1; i<= nlstate; i++) - gmp[j] += prlim[i][i]*p3mat[i][j][1]; + /* This for computing probability of death (h=1 means + computed over hstepm matrices product = hstepm*stepm months) + as a weighted average of prlim. + */ + for(j=nlstate+1;j<=nlstate+ndeath;j++){ + for(i=1,gmp[j]=0.; i<= nlstate; i++) + gmp[j] += prlim[i][i]*p3mat[i][j][1]; } - /* end force of mortality */ + /* end probability of death */ for(j=1; j<= nlstate; j++) /* vareij */ for(h=0; h<=nhstepm; h++){ gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta]; } + for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */ gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta]; } @@ -2070,6 +4405,7 @@ void varevsij(char optionfilefiname[], d for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */ for(theta=1; theta <=npar; theta++) trgradgp[j][theta]=gradgp[theta][j]; + hf=hstepm*stepm/YEARM; /* Duration of hstepm expressed in year unit. */ for(i=1;i<=nlstate;i++) @@ -2085,7 +4421,7 @@ void varevsij(char optionfilefiname[], d vareij[i][j][(int)age] += doldm[i][j]*hf*hf; } } - + /* pptj */ matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov); matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp); @@ -2093,8 +4429,9 @@ void varevsij(char optionfilefiname[], d for(i=nlstate+1;i<=nlstate+ndeath;i++) varppt[j][i]=doldmp[j][i]; /* end ppptj */ - hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij); - prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij); + /* x centered again */ + + prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ncvyearp,ij); if (popbased==1) { if(mobilav ==0){ @@ -2105,13 +4442,17 @@ void varevsij(char optionfilefiname[], d prlim[i][i]=mobaverage[(int)age][i][ij]; } } - - /* This for computing force of mortality (h=1)as a weighted average */ - for(j=nlstate+1,gmp[j]=0.;j<=nlstate+ndeath;j++){ - for(i=1; i<= nlstate; i++) + + /* This for computing probability of death (h=1 means + computed over hstepm (estepm) matrices product = hstepm*stepm months) + as a weighted average of prlim. + */ + hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij); + for(j=nlstate+1;j<=nlstate+ndeath;j++){ + for(i=1,gmp[j]=0.;i<= nlstate; i++) gmp[j] += prlim[i][i]*p3mat[i][j][1]; } - /* end force of mortality */ + /* end probability of death */ fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij); for(j=nlstate+1; j<=(nlstate+ndeath);j++){ @@ -2138,17 +4479,23 @@ void varevsij(char optionfilefiname[], d free_vector(gmp,nlstate+1,nlstate+ndeath); free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath); free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/ - fprintf(ficgp,"\nset noparametric;set nolabel; set ter png small;set size 0.65, 0.65"); + /* fprintf(ficgp,"\nunset parametric;unset label; set ter png small size 320, 240"); */ + fprintf(ficgp,"\nunset parametric;unset label; set ter svg size 640, 480"); /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */ - fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";"); - fprintf(ficgp,"\n plot \"%s\" u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); - fprintf(ficgp,"\n replot \"%s\" u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); - fprintf(ficgp,"\n replot \"%s\" u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); - fprintf(fichtm,"\n
    File (multiple files are possible if covariates are present): %s\n",fileresprobmorprev,fileresprobmorprev); - fprintf(fichtm,"\n
    Probability is computed over estepm=%d months.

    \n", stepm,digitp,digit); - /* fprintf(fichtm,"\n
    Probability is computed over estepm=%d months and then divided by estepm and multiplied by %.0f in order to have the probability to die over a year

    \n", stepm,YEARM,digitp,digit); + fprintf(ficgp,"\n set log y; unset log x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";"); + fprintf(ficgp,"\nset out \"%s%s.svg\";",subdirf3(optionfilefiname,"VARMUPTJGR-",digitp),digit); +/* fprintf(ficgp,"\n plot \"%s\" u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */ +/* fprintf(ficgp,"\n replot \"%s\" u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */ +/* fprintf(ficgp,"\n replot \"%s\" u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */ + fprintf(ficgp,"\n plot \"%s\" u 1:($3) not w l lt 1 ",subdirf(fileresprobmorprev)); + fprintf(ficgp,"\n replot \"%s\" u 1:(($3+1.96*$4)) t \"95%% interval\" w l lt 2 ",subdirf(fileresprobmorprev)); + fprintf(ficgp,"\n replot \"%s\" u 1:(($3-1.96*$4)) not w l lt 2 ",subdirf(fileresprobmorprev)); + fprintf(fichtm,"\n
    File (multiple files are possible if covariates are present): %s\n",subdirf(fileresprobmorprev),subdirf(fileresprobmorprev)); + fprintf(fichtm,"\n
    Probability is computed over estepm=%d months.

    \n", estepm,subdirf3(optionfilefiname,"VARMUPTJGR-",digitp),digit); + /* fprintf(fichtm,"\n
    Probability is computed over estepm=%d months and then divided by estepm and multiplied by %.0f in order to have the probability to die over a year

    \n", stepm,YEARM,digitp,digit); */ - fprintf(ficgp,"\nset out \"varmuptjgr%s%s.png\";replot;",digitp,digit); +/* fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.svg\";replot;",digitp,optionfilefiname,digit); */ + fprintf(ficgp,"\nset out;\nset out \"%s%s.svg\";replot;set out;\n",subdirf3(optionfilefiname,"VARMUPTJGR-",digitp),digit); free_vector(xp,1,npar); free_matrix(doldm,1,nlstate,1,nlstate); @@ -2158,26 +4505,27 @@ void varevsij(char optionfilefiname[], d free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath); if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX); fclose(ficresprobmorprev); - fclose(ficgp); - fclose(fichtm); -} + fflush(ficgp); + fflush(fichtm); +} /* end varevsij */ /************ 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) + 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 *ncvyearp, 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 **newm; + double **dnewm,**doldm; int i, j, nhstepm, hstepm; - int k, cptcode; double *xp; double *gp, *gm; double **gradg, **trgradg; + double **mgm, **mgp; double age,agelim; int theta; - - fprintf(ficresvpl,"# Standard deviation of stable prevalences \n"); + + pstamp(ficresvpl); + fprintf(ficresvpl,"# Standard deviation of period (stable) prevalences \n"); fprintf(ficresvpl,"# Age"); for(i=1; i<=nlstate;i++) fprintf(ficresvpl," %1d-%1d",i,i); @@ -2195,6 +4543,8 @@ void varprevlim(char fileres[], double * if (stepm >= YEARM) hstepm=1; nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */ gradg=matrix(1,npar,1,nlstate); + mgp=matrix(1,npar,1,nlstate); + mgm=matrix(1,npar,1,nlstate); gp=vector(1,nlstate); gm=vector(1,nlstate); @@ -2202,18 +4552,27 @@ void varprevlim(char fileres[], double * for(i=1; i<=npar; i++){ /* Computes gradient */ xp[i] = x[i] + (i==theta ?delti[theta]:0); } - prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij); - for(i=1;i<=nlstate;i++) + if((int)age==79 ||(int)age== 80 ||(int)age== 81 ) + prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ncvyearp,ij); + else + prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ncvyearp,ij); + for(i=1;i<=nlstate;i++){ gp[i] = prlim[i][i]; - + mgp[theta][i] = prlim[i][i]; + } for(i=1; i<=npar; i++) /* Computes gradient */ xp[i] = x[i] - (i==theta ?delti[theta]:0); - prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij); - for(i=1;i<=nlstate;i++) + if((int)age==79 ||(int)age== 80 ||(int)age== 81 ) + prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ncvyearp,ij); + else + prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ncvyearp,ij); + for(i=1;i<=nlstate;i++){ gm[i] = prlim[i][i]; - + mgm[theta][i] = prlim[i][i]; + } for(i=1;i<=nlstate;i++) gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta]; + /* gradg[theta][2]= -gradg[theta][1]; */ /* For testing if nlstate=2 */ } /* End theta */ trgradg =matrix(1,nlstate,1,npar); @@ -2221,11 +4580,34 @@ void varprevlim(char fileres[], double * for(j=1; j<=nlstate;j++) for(theta=1; theta <=npar; theta++) trgradg[j][theta]=gradg[theta][j]; + /* if((int)age==79 ||(int)age== 80 ||(int)age== 81 ){ */ + /* printf("\nmgm mgp %d ",(int)age); */ + /* for(j=1; j<=nlstate;j++){ */ + /* printf(" %d ",j); */ + /* for(theta=1; theta <=npar; theta++) */ + /* printf(" %d %lf %lf",theta,mgm[theta][j],mgp[theta][j]); */ + /* printf("\n "); */ + /* } */ + /* } */ + /* if((int)age==79 ||(int)age== 80 ||(int)age== 81 ){ */ + /* printf("\n gradg %d ",(int)age); */ + /* for(j=1; j<=nlstate;j++){ */ + /* printf("%d ",j); */ + /* for(theta=1; theta <=npar; theta++) */ + /* printf("%d %lf ",theta,gradg[theta][j]); */ + /* printf("\n "); */ + /* } */ + /* } */ for(i=1;i<=nlstate;i++) varpl[i][(int)age] =0.; + if((int)age==79 ||(int)age== 80 ||(int)age== 81){ + 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(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg); + } for(i=1;i<=nlstate;i++) varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */ @@ -2235,6 +4617,8 @@ void varprevlim(char fileres[], double * fprintf(ficresvpl,"\n"); free_vector(gp,1,nlstate); free_vector(gm,1,nlstate); + free_matrix(mgm,1,npar,1,nlstate); + free_matrix(mgp,1,npar,1,nlstate); free_matrix(gradg,1,npar,1,nlstate); free_matrix(trgradg,1,nlstate,1,npar); } /* End age */ @@ -2246,41 +4630,40 @@ void varprevlim(char fileres[], double * } /************ Variance of one-step probabilities ******************/ -void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax) +void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax, char strstart[]) { - int i, j=0, i1, k1, l1, t, tj; + int i, j=0, k1, l1, tj; int k2, l2, j1, z1; - int k=0,l, cptcode; - int first=1, first1; + int k=0, l; + int first=1, first1, first2; double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp; double **dnewm,**doldm; double *xp; double *gp, *gm; double **gradg, **trgradg; double **mu; - double age,agelim, cov[NCOVMAX]; + double age, cov[NCOVMAX+1]; double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */ int theta; char fileresprob[FILENAMELENGTH]; char fileresprobcov[FILENAMELENGTH]; char fileresprobcor[FILENAMELENGTH]; - double ***varpij; - strcpy(fileresprob,"prob"); + strcpy(fileresprob,"PROB_"); strcat(fileresprob,fileres); if((ficresprob=fopen(fileresprob,"w"))==NULL) { printf("Problem with resultfile: %s\n", fileresprob); fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob); } - strcpy(fileresprobcov,"probcov"); - strcat(fileresprobcov,fileres); + strcpy(fileresprobcov,"PROBCOV_"); + strcat(fileresprobcov,fileresu); if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) { printf("Problem with resultfile: %s\n", fileresprobcov); fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov); } - strcpy(fileresprobcor,"probcor"); - strcat(fileresprobcor,fileres); + strcpy(fileresprobcor,"PROBCOR_"); + strcat(fileresprobcor,fileresu); if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) { printf("Problem with resultfile: %s\n", fileresprobcor); fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor); @@ -2291,13 +4674,15 @@ void varprob(char optionfilefiname[], do fprintf(ficlog,"Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov); printf("and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor); fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor); - + pstamp(ficresprob); fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n"); fprintf(ficresprob,"# Age"); + pstamp(ficresprobcov); fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n"); fprintf(ficresprobcov,"# Age"); + pstamp(ficresprobcor); fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n"); - fprintf(ficresprobcov,"# Age"); + fprintf(ficresprobcor,"# Age"); for(i=1; i<=nlstate;i++) @@ -2306,84 +4691,89 @@ void varprob(char optionfilefiname[], do fprintf(ficresprobcov," p%1d-%1d ",i,j); fprintf(ficresprobcor," p%1d-%1d ",i,j); } - fprintf(ficresprob,"\n"); + /* fprintf(ficresprob,"\n"); fprintf(ficresprobcov,"\n"); fprintf(ficresprobcor,"\n"); + */ xp=vector(1,npar); dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar); doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath)); mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage); varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage); first=1; - if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) { - printf("Problem with gnuplot file: %s\n", optionfilegnuplot); - fprintf(ficlog,"Problem with gnuplot file: %s\n", optionfilegnuplot); - exit(0); - } - else{ - fprintf(ficgp,"\n# Routine varprob"); - } - if((fichtm=fopen(optionfilehtm,"a"))==NULL) { - printf("Problem with html file: %s\n", optionfilehtm); - fprintf(ficlog,"Problem with html file: %s\n", optionfilehtm); - exit(0); - } - else{ - fprintf(fichtm,"\n
  • Computing and drawing one step probabilities with their confidence intervals

  • \n"); - fprintf(fichtm,"\n"); - - fprintf(fichtm,"\n
  • Computing matrix of variance-covariance of step probabilities

  • \n"); - fprintf(fichtm,"\nWe have drawn ellipsoids of confidence around the pij, pkl to understand the covariance between two incidences. They are expressed in year-1 in order to be less dependent of stepm.
    \n"); - fprintf(fichtm,"\n
    We have drawn x'cov-1x = 4 where x is the column vector (pij,pkl). It means that if pij and pkl where uncorrelated the (2X2) matrix would have been (1/(var pij), 0 , 0, 1/(var pkl)), and the confidence interval would be 2 standard deviations wide on each axis.
    When both incidences are correlated we diagonalised the inverse of the covariance matrix and made the appropriate rotation.
    \n"); - - } + fprintf(ficgp,"\n# Routine varprob"); + fprintf(fichtm,"\n
  • Computing and drawing one step probabilities with their confidence intervals

  • \n"); + fprintf(fichtm,"\n"); + + fprintf(fichtm,"\n
  • Matrix of variance-covariance of one-step probabilities (drawings)

    this page is important in order to visualize confidence intervals and especially correlation between disability and recovery, or more generally, way in and way back.
  • \n",optionfilehtmcov); + fprintf(fichtmcov,"Current page is file %s
    \n\n

    Matrix of variance-covariance of pairs of step probabilities

    \n",optionfilehtmcov, optionfilehtmcov); + fprintf(fichtmcov,"\nEllipsoids of confidence centered on point (pij, pkl) are estimated \ +and drawn. It helps understanding how is the covariance between two incidences.\ + They are expressed in year-1 in order to be less dependent of stepm.
    \n"); + fprintf(fichtmcov,"\n
    Contour plot corresponding to x'cov-1x = 4 (where x is the column vector (pij,pkl)) are drawn. \ +It can be understood this way: if pij and pkl where uncorrelated the (2x2) matrix of covariance \ +would have been (1/(var pij), 0 , 0, 1/(var pkl)), and the confidence interval would be 2 \ +standard deviations wide on each axis.
    \ + Now, if both incidences are correlated (usual case) we diagonalised the inverse of the covariance matrix\ + and made the appropriate rotation to look at the uncorrelated principal directions.
    \ +To be simple, these graphs help to understand the significativity of each parameter in relation to a second other one.
    \n"); cov[1]=1; - tj=cptcoveff; + /* tj=cptcoveff; */ + tj = (int) pow(2,cptcoveff); if (cptcovn<1) {tj=1;ncodemax[1]=1;} j1=0; - for(t=1; t<=tj;t++){ - for(i1=1; i1<=ncodemax[t];i1++){ - j1++; + for(j1=1; j1<=tj;j1++){ + /*for(i1=1; i1<=ncodemax[t];i1++){ */ + /*j1++;*/ if (cptcovn>0) { fprintf(ficresprob, "\n#********** Variable "); - for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]); - fprintf(ficresprob, "**********\n#"); + for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtabm(j1,z1)]); + fprintf(ficresprob, "**********\n#\n"); fprintf(ficresprobcov, "\n#********** Variable "); - for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]); - fprintf(ficresprobcov, "**********\n#"); + for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtabm(j1,z1)]); + fprintf(ficresprobcov, "**********\n#\n"); fprintf(ficgp, "\n#********** Variable "); - for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, "# V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]); - fprintf(ficgp, "**********\n#"); + for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtabm(j1,z1)]); + fprintf(ficgp, "**********\n#\n"); - fprintf(fichtm, "\n
    ********** Variable "); - for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]); - fprintf(fichtm, "**********\n
    "); + fprintf(fichtmcov, "\n
    ********** Variable "); + for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtabm(j1,z1)]); + fprintf(fichtmcov, "**********\n
    "); fprintf(ficresprobcor, "\n#********** Variable "); - for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]); - fprintf(ficgp, "**********\n#"); + for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtabm(j1,z1)]); + fprintf(ficresprobcor, "**********\n#"); } + gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath)); + trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar); + gp=vector(1,(nlstate)*(nlstate+ndeath)); + gm=vector(1,(nlstate)*(nlstate+ndeath)); for (age=bage; age<=fage; age ++){ cov[2]=age; + if(nagesqr==1) + cov[3]= age*age; for (k=1; k<=cptcovn;k++) { - cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]]; + cov[2+nagesqr+k]=nbcode[Tvar[k]][codtabm(j1,k)]; + /*cov[2+nagesqr+k]=nbcode[Tvar[k]][codtabm(j1,Tvar[k])];*//* j1 1 2 3 4 + * 1 1 1 1 1 + * 2 2 1 1 1 + * 3 1 2 1 1 + */ + /* nbcode[1][1]=0 nbcode[1][2]=1;*/ } - for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2]; + /* for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2]; */ + for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=nbcode[Tvar[Tage[k]]][codtabm(ij,k)]*cov[2]; for (k=1; k<=cptcovprod;k++) - cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]]; + cov[2+nagesqr+Tprod[k]]=nbcode[Tvard[k][1]][codtabm(ij,k)]*nbcode[Tvard[k][2]][codtabm(ij,k)]; - gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath)); - trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar); - gp=vector(1,(nlstate)*(nlstate+ndeath)); - gm=vector(1,(nlstate)*(nlstate+ndeath)); for(theta=1; theta <=npar; theta++){ for(i=1; i<=npar; i++) - xp[i] = x[i] + (i==theta ?delti[theta]:0); + xp[i] = x[i] + (i==theta ?delti[theta]:(double)0); pmij(pmmij,cov,ncovmodel,xp,nlstate); @@ -2396,7 +4786,7 @@ void varprob(char optionfilefiname[], do } for(i=1; i<=npar; i++) - xp[i] = x[i] - (i==theta ?delti[theta]:0); + xp[i] = x[i] - (i==theta ?delti[theta]:(double)0); pmij(pmmij,cov,ncovmodel,xp,nlstate); k=0; @@ -2408,7 +4798,7 @@ void varprob(char optionfilefiname[], do } for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) - gradg[theta][i]=(gp[i]-gm[i])/2./delti[theta]; + gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta]; } for(j=1; j<=(nlstate)*(nlstate+ndeath);j++) @@ -2417,10 +4807,6 @@ void varprob(char optionfilefiname[], do matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg); - free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath)); - free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath)); - free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar); - free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar); pmij(pmmij,cov,ncovmodel,x,nlstate); @@ -2454,20 +4840,25 @@ void varprob(char optionfilefiname[], do i=0; for (k=1; k<=(nlstate);k++){ for (l=1; l<=(nlstate+ndeath);l++){ - i=i++; + i++; fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l); fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l); for (j=1; j<=i;j++){ + /* printf(" k=%d l=%d i=%d j=%d\n",k,l,i,j);fflush(stdout); */ fprintf(ficresprobcov," %11.3e",varpij[i][j][(int)age]); fprintf(ficresprobcor," %11.3e",varpij[i][j][(int) age]/sqrt(varpij[i][i][(int) age])/sqrt(varpij[j][j][(int)age])); } } }/* end of loop for state */ } /* end of loop for age */ - + free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath)); + free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath)); + free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar); + free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar); + /* Confidence intervalle of pij */ /* - fprintf(ficgp,"\nset noparametric;unset label"); + fprintf(ficgp,"\nunset parametric;unset label"); fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\""); fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65"); fprintf(fichtm,"\n
    Probability with confidence intervals expressed in year-1 :pijgr%s.png, ",optionfilefiname,optionfilefiname); @@ -2477,7 +4868,7 @@ void varprob(char optionfilefiname[], do */ /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/ - first1=1; + first1=1;first2=2; for (k2=1; k2<=(nlstate);k2++){ for (l2=1; l2<=(nlstate+ndeath);l2++){ if(l2==k2) continue; @@ -2498,6 +4889,16 @@ void varprob(char optionfilefiname[], do /* Computing eigen value of matrix of covariance */ 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) ){ + if(first2==1){ + first1=0; + printf("Strange: j1=%d One eigen value of 2x2 matrix of covariance is negative, lc1=%11.3e, lc2=%11.3e, v1=%11.3e, v2=%11.3e, cv12=%11.3e.\n It means that the matrix was not well estimated (varpij), for i=%2d, j=%2d, age=%4d .\n See files %s and %s. Probably WRONG RESULTS. See log file for details...\n", j1, lc1, lc2, v1, v2, cv12, i, j, (int)age,fileresprobcov, fileresprobcor); + } + fprintf(ficlog,"Strange: j1=%d One eigen value of 2x2 matrix of covariance is negative, lc1=%11.3e, lc2=%11.3e, v1=%11.3e, v2=%11.3e, cv12=%11.3e.\n It means that the matrix was not well estimated (varpij), for i=%2d, j=%2d, age=%4d .\n See files %s and %s. Probably WRONG RESULTS.\n", j1, lc1, lc2, v1, v2, cv12, i, j, (int)age,fileresprobcov, fileresprobcor);fflush(ficlog); + /* lc1=fabs(lc1); */ /* If we want to have them positive */ + /* lc2=fabs(lc2); */ + } + /* Eigen vectors */ v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12)); /*v21=sqrt(1.-v11*v11); *//* error */ @@ -2515,13 +4916,18 @@ void varprob(char optionfilefiname[], do /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */ if(first==1){ first=0; + fprintf(ficgp,"\n# Ellipsoids of confidence\n#\n"); fprintf(ficgp,"\nset parametric;unset label"); fprintf(ficgp,"\nset log y;set log x; set xlabel \"p%1d%1d (year-1)\";set ylabel \"p%1d%1d (year-1)\"",k1,l1,k2,l2); - fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65"); - fprintf(fichtm,"\n
    Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year-1 :varpijgr%s%d%1d%1d-%1d%1d.png, ",k1,l1,k2,l2,optionfilefiname, j1,k1,l1,k2,l2,optionfilefiname, j1,k1,l1,k2,l2); - fprintf(fichtm,"\n
    ",optionfilefiname, j1,k1,l1,k2,l2); - fprintf(fichtm,"\n
    Correlation at age %d (%.3f),",(int) age, c12); - fprintf(ficgp,"\nset out \"varpijgr%s%d%1d%1d-%1d%1d.png\"",optionfilefiname, j1,k1,l1,k2,l2); + fprintf(ficgp,"\nset ter svg size 640, 480"); + fprintf(fichtmcov,"\n
    Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year-1\ + :\ +%s_%d%1d%1d-%1d%1d.svg, ",k1,l1,k2,l2,\ + subdirf2(optionfilefiname,"VARPIJGR_"), j1,k1,l1,k2,l2,\ + subdirf2(optionfilefiname,"VARPIJGR_"), j1,k1,l1,k2,l2); + fprintf(fichtmcov,"\n
    ",subdirf2(optionfilefiname,"VARPIJGR_"), j1,k1,l1,k2,l2); + fprintf(fichtmcov,"\n
    Correlation at age %d (%.3f),",(int) age, c12); + fprintf(ficgp,"\nset out \"%s_%d%1d%1d-%1d%1d.svg\"",subdirf2(optionfilefiname,"VARPIJGR_"), j1,k1,l1,k2,l2); fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2); fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2); fprintf(ficgp,"\nplot [-pi:pi] %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\ @@ -2529,7 +4935,7 @@ void varprob(char optionfilefiname[], do mu2,std,v21,sqrt(lc1),v22,sqrt(lc2)); }else{ first=0; - fprintf(fichtm," %d (%.3f),",(int) age, c12); + fprintf(fichtmcov," %d (%.3f),",(int) age, c12); fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2); fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2); fprintf(ficgp,"\nreplot %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\ @@ -2538,202 +4944,355 @@ void varprob(char optionfilefiname[], do }/* if first */ } /* age mod 5 */ } /* end loop age */ - fprintf(ficgp,"\nset out \"varpijgr%s%d%1d%1d-%1d%1d.png\";replot;",optionfilefiname, j1,k1,l1,k2,l2); + fprintf(ficgp,"\nset out;\nset out \"%s_%d%1d%1d-%1d%1d.svg\";replot;set out;",subdirf2(optionfilefiname,"VARPIJGR_"), j1,k1,l1,k2,l2); first=1; } /*l12 */ } /* k12 */ } /*l1 */ }/* k1 */ - } /* loop covariates */ + /* } */ /* loop covariates */ } free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage); free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage); + free_matrix(doldm,1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath)); + free_matrix(dnewm,1,(nlstate)*(nlstate+ndeath),1,npar); free_vector(xp,1,npar); fclose(ficresprob); fclose(ficresprobcov); fclose(ficresprobcor); - fclose(ficgp); - fclose(fichtm); + fflush(ficgp); + fflush(fichtmcov); } /******************* Printing html file ***********/ -void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \ +void printinghtml(char fileresu[], char title[], char datafile[], int firstpass, \ int lastpass, int stepm, int weightopt, char model[],\ int imx,int jmin, int jmax, double jmeanint,char rfileres[],\ - int popforecast, int estepm ,\ - double jprev1, double mprev1,double anprev1, \ - double jprev2, double mprev2,double anprev2){ + int popforecast, int prevfcast, int estepm , \ + double jprev1, double mprev1,double anprev1, double dateprev1, \ + double jprev2, double mprev2,double anprev2, double dateprev2){ int jj1, k1, i1, cpt; - /*char optionfilehtm[FILENAMELENGTH];*/ - if((fichtm=fopen(optionfilehtm,"a"))==NULL) { - printf("Problem with %s \n",optionfilehtm), exit(0); - fprintf(ficlog,"Problem with %s \n",optionfilehtm), exit(0); - } - fprintf(fichtm,"