--- imach/src/imach.c 2002/03/29 15:27:27 1.36 +++ imach/src/imach.c 2002/05/24 13:01:48 1.44 @@ -1,4 +1,4 @@ -/* $Id: imach.c,v 1.36 2002/03/29 15:27:27 brouard Exp $ +/* $Id: imach.c,v 1.44 2002/05/24 13:01:48 brouard Exp $ Interpolated Markov Chain Short summary of the programme: @@ -14,7 +14,7 @@ model. More health states you consider, more time is necessary to reach the Maximum Likelihood of the parameters involved in the model. The simplest model is the multinomial logistic model where pij is the - probabibility to be observed in state j at the second wave + probability to be observed in state j at the second wave conditional to be observed in state i at the first wave. Therefore the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex' is a covariate. If you want to have a more @@ -56,7 +56,7 @@ #include #define MAXLINE 256 -#define GNUPLOTPROGRAM "wgnuplot" +#define GNUPLOTPROGRAM "gnuplot" /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/ #define FILENAMELENGTH 80 /*#define DEBUG*/ @@ -1330,10 +1330,10 @@ void prevalence(int agemin, float agemax j=cptcoveff; if (cptcovn<1) {j=1;ncodemax[1]=1;} - for(k1=1; k1<=j;k1++){ + 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++) @@ -1352,41 +1352,46 @@ void prevalence(int agemin, float agemax 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++) + 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; - } - } - } - + 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; + } + } + } + + } } } - + free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3); free_vector(pp,1,nlstate); @@ -1503,7 +1508,7 @@ void tricode(int *Tvar, int **nbcode, in for (k=0; k<=19; k++) { if (Ndum[k] != 0) { nbcode[Tvar[j]][ij]=k; - /* printf("nbcodeaaaaaaaaaaa=%d Tvar[j]=%d ij=%d j=%d",nbcode[Tvar[j]][ij],Tvar[j],ij,j);*/ + ij++; } if (ij > ncodemax[j]) break; @@ -1531,18 +1536,29 @@ void tricode(int *Tvar, int **nbcode, in /*********** 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) +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 ) + { /* Health expectancies */ - int i, j, nhstepm, hstepm, h, nstepm; + int i, j, nhstepm, hstepm, h, nstepm, k, cptj; double age, agelim, hf; - double ***p3mat; + double ***p3mat,***varhe; + double **dnewm,**doldm; + double *xp; + double **gp, **gm; + double ***gradg, ***trgradg; + int theta; + + 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"); fprintf(ficreseij,"# Age"); for(i=1; i<=nlstate;i++) for(j=1; j<=nlstate;j++) - fprintf(ficreseij," %1d-%1d",i,j); + fprintf(ficreseij," %1d-%1d (SE)",i,j); fprintf(ficreseij,"\n"); if(estepm < stepm){ @@ -1582,24 +1598,114 @@ void evsij(char fileres[], double ***eij /* 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); + /* 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); + + hf=hstepm*stepm/YEARM; /* Duration of hstepm expressed in year unit. */ + + /* 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); + } + hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij); + + 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.; + } + } + } + + + 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; + 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(j=1; j<= nlstate*2; j++) + for(h=0; h<=nhstepm-1; h++){ + gradg[h][theta][j]= (gp[h][j]-gm[h][j])/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++) + 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.; + + printf("%d|",(int)age);fflush(stdout); + 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; + } + } + + + /* 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]);*/ + +/* 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; for(i=1; i<=nlstate;i++) for(j=1; j<=nlstate;j++){ - fprintf(ficreseij," %9.4f", eij[i][j][(int)age]); + cptj++; + fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) ); } fprintf(ficreseij,"\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_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); } /************ Variance ******************/ @@ -1618,7 +1724,7 @@ void varevsij(char fileres[], double *** double age,agelim, hf; int theta; - fprintf(ficresvij,"# Covariances of life expectancies\n"); + 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"); fprintf(ficresvij,"# Age"); for(i=1; i<=nlstate;i++) for(j=1; j<=nlstate;j++) @@ -1753,7 +1859,7 @@ void varprevlim(char fileres[], double * double age,agelim; int theta; - fprintf(ficresvpl,"# Standard deviation of prevalences limit\n"); + fprintf(ficresvpl,"# Standard deviation of prevalence's limit\n"); fprintf(ficresvpl,"# Age"); for(i=1; i<=nlstate;i++) fprintf(ficresvpl," %1d-%1d",i,i); @@ -1822,9 +1928,9 @@ void varprevlim(char fileres[], double * } /************ Variance of one-step probabilities ******************/ -void varprob(char fileres[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij) +void varprob(char fileres[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax) { - int i, j; + int i, j, i1, k1, j1, z1; int k=0, cptcode; double **dnewm,**doldm; double *xp; @@ -1839,99 +1945,128 @@ void varprob(char fileres[], double **ma if((ficresprob=fopen(fileresprob,"w"))==NULL) { printf("Problem with resultfile: %s\n", fileresprob); } - printf("Computing variance of one-step probabilities: result on file '%s' \n",fileresprob); + printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob); +fprintf(ficresprob,"#One-step probabilities and standard deviation in parentheses\n"); + fprintf(ficresprob,"# Age"); + for(i=1; i<=nlstate;i++) + for(j=1; j<=(nlstate+ndeath);j++) + fprintf(ficresprob," p%1d-%1d (SE)",i,j); + + + fprintf(ficresprob,"\n"); + xp=vector(1,npar); dnewm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,npar); doldm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,(nlstate+ndeath)*(nlstate+ndeath)); cov[1]=1; - for (age=bage; age<=fage; age ++){ - cov[2]=age; - gradg=matrix(1,npar,1,9); - trgradg=matrix(1,9,1,npar); - gp=vector(1,(nlstate+ndeath)*(nlstate+ndeath)); - gm=vector(1,(nlstate+ndeath)*(nlstate+ndeath)); + j=cptcoveff; + if (cptcovn<1) {j=1;ncodemax[1]=1;} + j1=0; + for(k1=1; k1<=1;k1++){ + for(i1=1; i1<=ncodemax[k1];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(theta=1; theta <=npar; theta++){ - for(i=1; i<=npar; i++) - xp[i] = x[i] + (i==theta ?delti[theta]:0); - - pmij(pmmij,cov,ncovmodel,xp,nlstate); - - k=0; - for(i=1; i<= (nlstate+ndeath); i++){ - for(j=1; j<=(nlstate+ndeath);j++){ - k=k+1; - gp[k]=pmmij[i][j]; + for (age=bage; age<=fage; age ++){ + cov[2]=age; + for (k=1; k<=cptcovn;k++) { + cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]]; + } - } - - for(i=1; i<=npar; i++) - xp[i] = x[i] - (i==theta ?delti[theta]:0); + 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]]]; + + gradg=matrix(1,npar,1,9); + trgradg=matrix(1,9,1,npar); + gp=vector(1,(nlstate+ndeath)*(nlstate+ndeath)); + gm=vector(1,(nlstate+ndeath)*(nlstate+ndeath)); - - pmij(pmmij,cov,ncovmodel,xp,nlstate); - k=0; - for(i=1; i<=(nlstate+ndeath); i++){ - for(j=1; j<=(nlstate+ndeath);j++){ - k=k+1; - gm[k]=pmmij[i][j]; - } - } + for(theta=1; theta <=npar; theta++){ + for(i=1; i<=npar; i++) + xp[i] = x[i] + (i==theta ?delti[theta]:0); + + pmij(pmmij,cov,ncovmodel,xp,nlstate); + + k=0; + for(i=1; i<= (nlstate+ndeath); i++){ + for(j=1; j<=(nlstate+ndeath);j++){ + k=k+1; + gp[k]=pmmij[i][j]; + } + } + + for(i=1; i<=npar; i++) + xp[i] = x[i] - (i==theta ?delti[theta]:0); + + pmij(pmmij,cov,ncovmodel,xp,nlstate); + k=0; + for(i=1; i<=(nlstate+ndeath); i++){ + for(j=1; j<=(nlstate+ndeath);j++){ + k=k+1; + gm[k]=pmmij[i][j]; + } + } - for(i=1; i<= (nlstate+ndeath)*(nlstate+ndeath); i++) - gradg[theta][i]=(gp[i]-gm[i])/2./delti[theta]; - } - - for(j=1; j<=(nlstate+ndeath)*(nlstate+ndeath);j++) - for(theta=1; theta <=npar; theta++) - trgradg[j][theta]=gradg[theta][j]; - - matprod2(dnewm,trgradg,1,9,1,npar,1,npar,matcov); - matprod2(doldm,dnewm,1,9,1,npar,1,9,gradg); - - pmij(pmmij,cov,ncovmodel,x,nlstate); + for(i=1; i<= (nlstate+ndeath)*(nlstate+ndeath); i++) + gradg[theta][i]=(gp[i]-gm[i])/2./delti[theta]; + } - k=0; - for(i=1; i<=(nlstate+ndeath); i++){ - for(j=1; j<=(nlstate+ndeath);j++){ - k=k+1; - gm[k]=pmmij[i][j]; + for(j=1; j<=(nlstate+ndeath)*(nlstate+ndeath);j++) + for(theta=1; theta <=npar; theta++) + trgradg[j][theta]=gradg[theta][j]; + + matprod2(dnewm,trgradg,1,9,1,npar,1,npar,matcov); + matprod2(doldm,dnewm,1,9,1,npar,1,9,gradg); + + pmij(pmmij,cov,ncovmodel,x,nlstate); + + k=0; + for(i=1; i<=(nlstate+ndeath); i++){ + for(j=1; j<=(nlstate+ndeath);j++){ + k=k+1; + gm[k]=pmmij[i][j]; + } } - } /*printf("\n%d ",(int)age); for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){ - - printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i])); }*/ - fprintf(ficresprob,"\n%d ",(int)age); - - for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){ - if (i== 2) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]); -if (i== 4) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]); - } + fprintf(ficresprob,"\n%d ",(int)age); + for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++) + fprintf(ficresprob,"%.3e (%.3e) ",gm[i],sqrt(doldm[i][i])); + + } + } 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); -} - free_vector(xp,1,npar); -fclose(ficresprob); - + } + free_vector(xp,1,npar); + fclose(ficresprob); + } /******************* Printing html file ***********/ void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \ - int lastpass, int stepm, int weightopt, char model[],\ - int imx,int jmin, int jmax, double jmeanint,char optionfile[], \ - char optionfilehtm[],char rfileres[], char optionfilegnuplot[],\ - char version[], int popforecast, int estepm ){ + int lastpass, int stepm, int weightopt, char model[],\ + int imx,int jmin, int jmax, double jmeanint,char optionfile[], \ + char optionfilehtm[],char rfileres[], char optionfilegnuplot[],\ + char version[], int popforecast, int estepm ,/* \ */ + double jprev1, double mprev1,double anprev1, \ + double jprev2, double mprev2,double anprev2){ int jj1, k1, i1, cpt; FILE *fichtm; /*char optionfilehtm[FILENAMELENGTH];*/ @@ -1942,25 +2077,30 @@ void printinghtml(char fileres[], char t printf("Problem with %s \n",optionfilehtm), exit(0); } - fprintf(fichtm," Imach, Version %s
\n + fprintf(fichtm," %s
\n Title=%s
Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s
\n \n Total number of observations=%d
\n Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf
\n -
-