Annotation of imach/src/imach.c, revision 1.74

1.74    ! brouard     1: /* $Id: imach.c,v 1.73 2003/04/08 14:06:50 lievre Exp $
1.53      brouard     2:    Interpolated Markov Chain
                      3: 
                      4:   Short summary of the programme:
                      5:   
                      6:   This program computes Healthy Life Expectancies from
                      7:   cross-longitudinal data. Cross-longitudinal data consist in: -1- a
                      8:   first survey ("cross") where individuals from different ages are
                      9:   interviewed on their health status or degree of disability (in the
                     10:   case of a health survey which is our main interest) -2- at least a
                     11:   second wave of interviews ("longitudinal") which measure each change
                     12:   (if any) in individual health status.  Health expectancies are
                     13:   computed from the time spent in each health state according to a
                     14:   model. More health states you consider, more time is necessary to reach the
                     15:   Maximum Likelihood of the parameters involved in the model.  The
                     16:   simplest model is the multinomial logistic model where pij is the
                     17:   probability to be observed in state j at the second wave
                     18:   conditional to be observed in state i at the first wave. Therefore
                     19:   the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
                     20:   'age' is age and 'sex' is a covariate. If you want to have a more
                     21:   complex model than "constant and age", you should modify the program
                     22:   where the markup *Covariates have to be included here again* invites
                     23:   you to do it.  More covariates you add, slower the
                     24:   convergence.
                     25: 
                     26:   The advantage of this computer programme, compared to a simple
                     27:   multinomial logistic model, is clear when the delay between waves is not
                     28:   identical for each individual. Also, if a individual missed an
                     29:   intermediate interview, the information is lost, but taken into
                     30:   account using an interpolation or extrapolation.  
                     31: 
                     32:   hPijx is the probability to be observed in state i at age x+h
                     33:   conditional to the observed state i at age x. The delay 'h' can be
                     34:   split into an exact number (nh*stepm) of unobserved intermediate
1.66      brouard    35:   states. This elementary transition (by month, quarter,
                     36:   semester or year) is modelled as a multinomial logistic.  The hPx
1.53      brouard    37:   matrix is simply the matrix product of nh*stepm elementary matrices
                     38:   and the contribution of each individual to the likelihood is simply
                     39:   hPijx.
                     40: 
                     41:   Also this programme outputs the covariance matrix of the parameters but also
1.54      brouard    42:   of the life expectancies. It also computes the stable prevalence. 
1.53      brouard    43:   
                     44:   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
                     45:            Institut national d'études démographiques, Paris.
                     46:   This software have been partly granted by Euro-REVES, a concerted action
                     47:   from the European Union.
                     48:   It is copyrighted identically to a GNU software product, ie programme and
                     49:   software can be distributed freely for non commercial use. Latest version
                     50:   can be accessed at http://euroreves.ined.fr/imach .
1.74    ! brouard    51: 
        !            52:   Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
        !            53:   or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
        !            54:   
1.53      brouard    55:   **********************************************************************/
1.74    ! brouard    56: /*
        !            57:   main
        !            58:   read parameterfile
        !            59:   read datafile
        !            60:   concatwav
        !            61:   if (mle >= 1)
        !            62:     mlikeli
        !            63:   print results files
        !            64:   if mle==1 
        !            65:      computes hessian
        !            66:   read end of parameter file: agemin, agemax, bage, fage, estepm
        !            67:       begin-prev-date,...
        !            68:   open gnuplot file
        !            69:   open html file
        !            70:   stable prevalence
        !            71:    for age prevalim()
        !            72:   h Pij x
        !            73:   variance of p varprob
        !            74:   forecasting if prevfcast==1 prevforecast call prevalence()
        !            75:   health expectancies
        !            76:   Variance-covariance of DFLE
        !            77:   prevalence()
        !            78:    movingaverage()
        !            79:   varevsij() 
        !            80:   if popbased==1 varevsij(,popbased)
        !            81:   total life expectancies
        !            82:   Variance of stable prevalence
        !            83:  end
        !            84: */
        !            85: 
        !            86: 
        !            87: 
1.53      brouard    88:  
                     89: #include <math.h>
                     90: #include <stdio.h>
                     91: #include <stdlib.h>
                     92: #include <unistd.h>
                     93: 
                     94: #define MAXLINE 256
                     95: #define GNUPLOTPROGRAM "gnuplot"
                     96: /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
                     97: #define FILENAMELENGTH 80
                     98: /*#define DEBUG*/
1.55      lievre     99: #define windows
1.53      brouard   100: #define        GLOCK_ERROR_NOPATH              -1      /* empty path */
                    101: #define        GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
                    102: 
                    103: #define MAXPARM 30 /* Maximum number of parameters for the optimization */
                    104: #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
                    105: 
                    106: #define NINTERVMAX 8
                    107: #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
                    108: #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
                    109: #define NCOVMAX 8 /* Maximum number of covariates */
                    110: #define MAXN 20000
                    111: #define YEARM 12. /* Number of months per year */
                    112: #define AGESUP 130
                    113: #define AGEBASE 40
                    114: #ifdef windows
                    115: #define DIRSEPARATOR '\\'
                    116: #define ODIRSEPARATOR '/'
                    117: #else
                    118: #define DIRSEPARATOR '/'
                    119: #define ODIRSEPARATOR '\\'
                    120: #endif
                    121: 
1.74    ! brouard   122: char version[80]="Imach version 0.95, February 2003, INED-EUROREVES ";
1.53      brouard   123: int erreur; /* Error number */
                    124: int nvar;
                    125: int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
                    126: int npar=NPARMAX;
                    127: int nlstate=2; /* Number of live states */
                    128: int ndeath=1; /* Number of dead states */
                    129: int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
                    130: int popbased=0;
                    131: 
                    132: int *wav; /* Number of waves for this individuual 0 is possible */
                    133: int maxwav; /* Maxim number of waves */
                    134: int jmin, jmax; /* min, max spacing between 2 waves */
                    135: int mle, weightopt;
                    136: int **mw; /* mw[mi][i] is number of the mi wave for this individual */
                    137: int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
1.59      brouard   138: int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
                    139:           * wave mi and wave mi+1 is not an exact multiple of stepm. */
1.53      brouard   140: double jmean; /* Mean space between 2 waves */
                    141: double **oldm, **newm, **savm; /* Working pointers to matrices */
                    142: double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
                    143: FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
                    144: FILE *ficlog;
                    145: FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
                    146: FILE *ficresprobmorprev;
                    147: FILE *fichtm; /* Html File */
                    148: FILE *ficreseij;
                    149: char filerese[FILENAMELENGTH];
                    150: FILE  *ficresvij;
                    151: char fileresv[FILENAMELENGTH];
                    152: FILE  *ficresvpl;
                    153: char fileresvpl[FILENAMELENGTH];
                    154: char title[MAXLINE];
                    155: char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
                    156: char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
                    157: 
                    158: char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
                    159: char filelog[FILENAMELENGTH]; /* Log file */
                    160: char filerest[FILENAMELENGTH];
                    161: char fileregp[FILENAMELENGTH];
                    162: char popfile[FILENAMELENGTH];
                    163: 
                    164: char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];
                    165: 
                    166: #define NR_END 1
                    167: #define FREE_ARG char*
                    168: #define FTOL 1.0e-10
                    169: 
                    170: #define NRANSI 
                    171: #define ITMAX 200 
                    172: 
                    173: #define TOL 2.0e-4 
                    174: 
                    175: #define CGOLD 0.3819660 
                    176: #define ZEPS 1.0e-10 
                    177: #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
                    178: 
                    179: #define GOLD 1.618034 
                    180: #define GLIMIT 100.0 
                    181: #define TINY 1.0e-20 
                    182: 
                    183: static double maxarg1,maxarg2;
                    184: #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
                    185: #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
                    186:   
                    187: #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
                    188: #define rint(a) floor(a+0.5)
                    189: 
                    190: static double sqrarg;
                    191: #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
                    192: #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
                    193: 
                    194: int imx; 
                    195: int stepm;
                    196: /* Stepm, step in month: minimum step interpolation*/
                    197: 
                    198: int estepm;
                    199: /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
                    200: 
                    201: int m,nb;
                    202: int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;
                    203: double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
1.55      lievre    204: double **pmmij, ***probs;
1.53      brouard   205: double dateintmean=0;
                    206: 
                    207: double *weight;
                    208: int **s; /* Status */
                    209: double *agedc, **covar, idx;
                    210: int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
                    211: 
                    212: double ftol=FTOL; /* Tolerance for computing Max Likelihood */
                    213: double ftolhess; /* Tolerance for computing hessian */
                    214: 
                    215: /**************** split *************************/
                    216: static int split( char *path, char *dirc, char *name, char *ext, char *finame )
                    217: {
1.59      brouard   218:   char *ss;                            /* pointer */
                    219:   int  l1, l2;                         /* length counters */
1.53      brouard   220: 
1.59      brouard   221:   l1 = strlen(path );                  /* length of path */
                    222:   if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
                    223:   ss= strrchr( path, DIRSEPARATOR );           /* find last / */
                    224:   if ( ss == NULL ) {                  /* no directory, so use current */
                    225:     /*if(strrchr(path, ODIRSEPARATOR )==NULL)
                    226:       printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
1.74    ! brouard   227:     /* get current working directory */
        !           228:     /*    extern  char* getcwd ( char *buf , int len);*/
1.59      brouard   229:     if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
                    230:       return( GLOCK_ERROR_GETCWD );
                    231:     }
                    232:     strcpy( name, path );              /* we've got it */
                    233:   } else {                             /* strip direcotry from path */
                    234:     ss++;                              /* after this, the filename */
                    235:     l2 = strlen( ss );                 /* length of filename */
                    236:     if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
                    237:     strcpy( name, ss );                /* save file name */
                    238:     strncpy( dirc, path, l1 - l2 );    /* now the directory */
                    239:     dirc[l1-l2] = 0;                   /* add zero */
                    240:   }
                    241:   l1 = strlen( dirc );                 /* length of directory */
1.53      brouard   242: #ifdef windows
1.59      brouard   243:   if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
1.53      brouard   244: #else
1.59      brouard   245:   if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
1.53      brouard   246: #endif
1.59      brouard   247:   ss = strrchr( name, '.' );           /* find last / */
                    248:   ss++;
                    249:   strcpy(ext,ss);                      /* save extension */
                    250:   l1= strlen( name);
                    251:   l2= strlen(ss)+1;
                    252:   strncpy( finame, name, l1-l2);
                    253:   finame[l1-l2]= 0;
                    254:   return( 0 );                         /* we're done */
1.53      brouard   255: }
                    256: 
                    257: 
                    258: /******************************************/
                    259: 
                    260: void replace(char *s, char*t)
                    261: {
                    262:   int i;
                    263:   int lg=20;
                    264:   i=0;
                    265:   lg=strlen(t);
                    266:   for(i=0; i<= lg; i++) {
                    267:     (s[i] = t[i]);
                    268:     if (t[i]== '\\') s[i]='/';
                    269:   }
                    270: }
                    271: 
                    272: int nbocc(char *s, char occ)
                    273: {
                    274:   int i,j=0;
                    275:   int lg=20;
                    276:   i=0;
                    277:   lg=strlen(s);
                    278:   for(i=0; i<= lg; i++) {
                    279:   if  (s[i] == occ ) j++;
                    280:   }
                    281:   return j;
                    282: }
                    283: 
                    284: void cutv(char *u,char *v, char*t, char occ)
                    285: {
                    286:   /* cuts string t into u and v where u is ended by char occ excluding it
                    287:      and v is after occ excluding it too : ex cutv(u,v,"abcdef2ghi2j",2)
                    288:      gives u="abcedf" and v="ghi2j" */
                    289:   int i,lg,j,p=0;
                    290:   i=0;
                    291:   for(j=0; j<=strlen(t)-1; j++) {
                    292:     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
                    293:   }
                    294: 
                    295:   lg=strlen(t);
                    296:   for(j=0; j<p; j++) {
                    297:     (u[j] = t[j]);
                    298:   }
                    299:      u[p]='\0';
                    300: 
                    301:    for(j=0; j<= lg; j++) {
                    302:     if (j>=(p+1))(v[j-p-1] = t[j]);
                    303:   }
                    304: }
                    305: 
                    306: /********************** nrerror ********************/
                    307: 
                    308: void nrerror(char error_text[])
                    309: {
                    310:   fprintf(stderr,"ERREUR ...\n");
                    311:   fprintf(stderr,"%s\n",error_text);
1.59      brouard   312:   exit(EXIT_FAILURE);
1.53      brouard   313: }
                    314: /*********************** vector *******************/
                    315: double *vector(int nl, int nh)
                    316: {
                    317:   double *v;
                    318:   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
                    319:   if (!v) nrerror("allocation failure in vector");
                    320:   return v-nl+NR_END;
                    321: }
                    322: 
                    323: /************************ free vector ******************/
                    324: void free_vector(double*v, int nl, int nh)
                    325: {
                    326:   free((FREE_ARG)(v+nl-NR_END));
                    327: }
                    328: 
                    329: /************************ivector *******************************/
                    330: int *ivector(long nl,long nh)
                    331: {
                    332:   int *v;
                    333:   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
                    334:   if (!v) nrerror("allocation failure in ivector");
                    335:   return v-nl+NR_END;
                    336: }
                    337: 
                    338: /******************free ivector **************************/
                    339: void free_ivector(int *v, long nl, long nh)
                    340: {
                    341:   free((FREE_ARG)(v+nl-NR_END));
                    342: }
                    343: 
                    344: /******************* imatrix *******************************/
                    345: int **imatrix(long nrl, long nrh, long ncl, long nch) 
                    346:      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
                    347: { 
                    348:   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
                    349:   int **m; 
                    350:   
                    351:   /* allocate pointers to rows */ 
                    352:   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
                    353:   if (!m) nrerror("allocation failure 1 in matrix()"); 
                    354:   m += NR_END; 
                    355:   m -= nrl; 
                    356:   
                    357:   
                    358:   /* allocate rows and set pointers to them */ 
                    359:   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
                    360:   if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
                    361:   m[nrl] += NR_END; 
                    362:   m[nrl] -= ncl; 
                    363:   
                    364:   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
                    365:   
                    366:   /* return pointer to array of pointers to rows */ 
                    367:   return m; 
                    368: } 
                    369: 
                    370: /****************** free_imatrix *************************/
                    371: void free_imatrix(m,nrl,nrh,ncl,nch)
                    372:       int **m;
                    373:       long nch,ncl,nrh,nrl; 
                    374:      /* free an int matrix allocated by imatrix() */ 
                    375: { 
                    376:   free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
                    377:   free((FREE_ARG) (m+nrl-NR_END)); 
                    378: } 
                    379: 
                    380: /******************* matrix *******************************/
                    381: double **matrix(long nrl, long nrh, long ncl, long nch)
                    382: {
                    383:   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
                    384:   double **m;
                    385: 
                    386:   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
                    387:   if (!m) nrerror("allocation failure 1 in matrix()");
                    388:   m += NR_END;
                    389:   m -= nrl;
                    390: 
                    391:   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
                    392:   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
                    393:   m[nrl] += NR_END;
                    394:   m[nrl] -= ncl;
                    395: 
                    396:   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
                    397:   return m;
1.74    ! brouard   398:   /* print *(*(m+1)+70) ou print m[1][70]; print m+1 or print &(m[1]) 
        !           399:    */
1.53      brouard   400: }
                    401: 
                    402: /*************************free matrix ************************/
                    403: void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
                    404: {
                    405:   free((FREE_ARG)(m[nrl]+ncl-NR_END));
                    406:   free((FREE_ARG)(m+nrl-NR_END));
                    407: }
                    408: 
                    409: /******************* ma3x *******************************/
                    410: double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
                    411: {
                    412:   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
                    413:   double ***m;
                    414: 
                    415:   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
                    416:   if (!m) nrerror("allocation failure 1 in matrix()");
                    417:   m += NR_END;
                    418:   m -= nrl;
                    419: 
                    420:   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
                    421:   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
                    422:   m[nrl] += NR_END;
                    423:   m[nrl] -= ncl;
                    424: 
                    425:   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
                    426: 
                    427:   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
                    428:   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
                    429:   m[nrl][ncl] += NR_END;
                    430:   m[nrl][ncl] -= nll;
                    431:   for (j=ncl+1; j<=nch; j++) 
                    432:     m[nrl][j]=m[nrl][j-1]+nlay;
                    433:   
                    434:   for (i=nrl+1; i<=nrh; i++) {
                    435:     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
                    436:     for (j=ncl+1; j<=nch; j++) 
                    437:       m[i][j]=m[i][j-1]+nlay;
                    438:   }
1.74    ! brouard   439:   return m; 
        !           440:   /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
        !           441:            &(m[i][j][k]) <=> *((*(m+i) + j)+k)
        !           442:   */
1.53      brouard   443: }
                    444: 
                    445: /*************************free ma3x ************************/
                    446: void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
                    447: {
                    448:   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
                    449:   free((FREE_ARG)(m[nrl]+ncl-NR_END));
                    450:   free((FREE_ARG)(m+nrl-NR_END));
                    451: }
                    452: 
                    453: /***************** f1dim *************************/
                    454: extern int ncom; 
                    455: extern double *pcom,*xicom;
                    456: extern double (*nrfunc)(double []); 
                    457:  
                    458: double f1dim(double x) 
                    459: { 
                    460:   int j; 
                    461:   double f;
                    462:   double *xt; 
                    463:  
                    464:   xt=vector(1,ncom); 
                    465:   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
                    466:   f=(*nrfunc)(xt); 
                    467:   free_vector(xt,1,ncom); 
                    468:   return f; 
                    469: } 
                    470: 
                    471: /*****************brent *************************/
                    472: double brent(double ax, double bx, double cx, double (*f)(double), double tol,         double *xmin) 
                    473: { 
                    474:   int iter; 
                    475:   double a,b,d,etemp;
                    476:   double fu,fv,fw,fx;
                    477:   double ftemp;
                    478:   double p,q,r,tol1,tol2,u,v,w,x,xm; 
                    479:   double e=0.0; 
                    480:  
                    481:   a=(ax < cx ? ax : cx); 
                    482:   b=(ax > cx ? ax : cx); 
                    483:   x=w=v=bx; 
                    484:   fw=fv=fx=(*f)(x); 
                    485:   for (iter=1;iter<=ITMAX;iter++) { 
                    486:     xm=0.5*(a+b); 
                    487:     tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
                    488:     /*         if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
                    489:     printf(".");fflush(stdout);
                    490:     fprintf(ficlog,".");fflush(ficlog);
                    491: #ifdef DEBUG
                    492:     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);
                    493:     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);
                    494:     /*         if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
                    495: #endif
                    496:     if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
                    497:       *xmin=x; 
                    498:       return fx; 
                    499:     } 
                    500:     ftemp=fu;
                    501:     if (fabs(e) > tol1) { 
                    502:       r=(x-w)*(fx-fv); 
                    503:       q=(x-v)*(fx-fw); 
                    504:       p=(x-v)*q-(x-w)*r; 
                    505:       q=2.0*(q-r); 
                    506:       if (q > 0.0) p = -p; 
                    507:       q=fabs(q); 
                    508:       etemp=e; 
                    509:       e=d; 
                    510:       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
                    511:        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
                    512:       else { 
                    513:        d=p/q; 
                    514:        u=x+d; 
                    515:        if (u-a < tol2 || b-u < tol2) 
                    516:          d=SIGN(tol1,xm-x); 
                    517:       } 
                    518:     } else { 
                    519:       d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
                    520:     } 
                    521:     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
                    522:     fu=(*f)(u); 
                    523:     if (fu <= fx) { 
                    524:       if (u >= x) a=x; else b=x; 
                    525:       SHFT(v,w,x,u) 
                    526:        SHFT(fv,fw,fx,fu) 
                    527:        } else { 
                    528:          if (u < x) a=u; else b=u; 
                    529:          if (fu <= fw || w == x) { 
                    530:            v=w; 
                    531:            w=u; 
                    532:            fv=fw; 
                    533:            fw=fu; 
                    534:          } else if (fu <= fv || v == x || v == w) { 
                    535:            v=u; 
                    536:            fv=fu; 
                    537:          } 
                    538:        } 
                    539:   } 
                    540:   nrerror("Too many iterations in brent"); 
                    541:   *xmin=x; 
                    542:   return fx; 
                    543: } 
                    544: 
                    545: /****************** mnbrak ***********************/
                    546: 
                    547: void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
                    548:            double (*func)(double)) 
                    549: { 
                    550:   double ulim,u,r,q, dum;
                    551:   double fu; 
                    552:  
                    553:   *fa=(*func)(*ax); 
                    554:   *fb=(*func)(*bx); 
                    555:   if (*fb > *fa) { 
                    556:     SHFT(dum,*ax,*bx,dum) 
                    557:       SHFT(dum,*fb,*fa,dum) 
                    558:       } 
                    559:   *cx=(*bx)+GOLD*(*bx-*ax); 
                    560:   *fc=(*func)(*cx); 
                    561:   while (*fb > *fc) { 
                    562:     r=(*bx-*ax)*(*fb-*fc); 
                    563:     q=(*bx-*cx)*(*fb-*fa); 
                    564:     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
                    565:       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
                    566:     ulim=(*bx)+GLIMIT*(*cx-*bx); 
                    567:     if ((*bx-u)*(u-*cx) > 0.0) { 
                    568:       fu=(*func)(u); 
                    569:     } else if ((*cx-u)*(u-ulim) > 0.0) { 
                    570:       fu=(*func)(u); 
                    571:       if (fu < *fc) { 
                    572:        SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
                    573:          SHFT(*fb,*fc,fu,(*func)(u)) 
                    574:          } 
                    575:     } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
                    576:       u=ulim; 
                    577:       fu=(*func)(u); 
                    578:     } else { 
                    579:       u=(*cx)+GOLD*(*cx-*bx); 
                    580:       fu=(*func)(u); 
                    581:     } 
                    582:     SHFT(*ax,*bx,*cx,u) 
                    583:       SHFT(*fa,*fb,*fc,fu) 
                    584:       } 
                    585: } 
                    586: 
                    587: /*************** linmin ************************/
                    588: 
                    589: int ncom; 
                    590: double *pcom,*xicom;
                    591: double (*nrfunc)(double []); 
                    592:  
                    593: void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
                    594: { 
                    595:   double brent(double ax, double bx, double cx, 
                    596:               double (*f)(double), double tol, double *xmin); 
                    597:   double f1dim(double x); 
                    598:   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
                    599:              double *fc, double (*func)(double)); 
                    600:   int j; 
                    601:   double xx,xmin,bx,ax; 
                    602:   double fx,fb,fa;
                    603:  
                    604:   ncom=n; 
                    605:   pcom=vector(1,n); 
                    606:   xicom=vector(1,n); 
                    607:   nrfunc=func; 
                    608:   for (j=1;j<=n;j++) { 
                    609:     pcom[j]=p[j]; 
                    610:     xicom[j]=xi[j]; 
                    611:   } 
                    612:   ax=0.0; 
                    613:   xx=1.0; 
                    614:   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
                    615:   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
                    616: #ifdef DEBUG
                    617:   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
                    618:   fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
                    619: #endif
                    620:   for (j=1;j<=n;j++) { 
                    621:     xi[j] *= xmin; 
                    622:     p[j] += xi[j]; 
                    623:   } 
                    624:   free_vector(xicom,1,n); 
                    625:   free_vector(pcom,1,n); 
                    626: } 
                    627: 
                    628: /*************** powell ************************/
                    629: void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
                    630:            double (*func)(double [])) 
                    631: { 
                    632:   void linmin(double p[], double xi[], int n, double *fret, 
                    633:              double (*func)(double [])); 
                    634:   int i,ibig,j; 
                    635:   double del,t,*pt,*ptt,*xit;
                    636:   double fp,fptt;
                    637:   double *xits;
                    638:   pt=vector(1,n); 
                    639:   ptt=vector(1,n); 
                    640:   xit=vector(1,n); 
                    641:   xits=vector(1,n); 
                    642:   *fret=(*func)(p); 
                    643:   for (j=1;j<=n;j++) pt[j]=p[j]; 
                    644:   for (*iter=1;;++(*iter)) { 
                    645:     fp=(*fret); 
                    646:     ibig=0; 
                    647:     del=0.0; 
                    648:     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
                    649:     fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
                    650:     for (i=1;i<=n;i++) 
                    651:       printf(" %d %.12f",i, p[i]);
                    652:     fprintf(ficlog," %d %.12f",i, p[i]);
                    653:     printf("\n");
                    654:     fprintf(ficlog,"\n");
                    655:     for (i=1;i<=n;i++) { 
                    656:       for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
                    657:       fptt=(*fret); 
                    658: #ifdef DEBUG
                    659:       printf("fret=%lf \n",*fret);
                    660:       fprintf(ficlog,"fret=%lf \n",*fret);
                    661: #endif
                    662:       printf("%d",i);fflush(stdout);
                    663:       fprintf(ficlog,"%d",i);fflush(ficlog);
                    664:       linmin(p,xit,n,fret,func); 
                    665:       if (fabs(fptt-(*fret)) > del) { 
                    666:        del=fabs(fptt-(*fret)); 
                    667:        ibig=i; 
                    668:       } 
                    669: #ifdef DEBUG
                    670:       printf("%d %.12e",i,(*fret));
                    671:       fprintf(ficlog,"%d %.12e",i,(*fret));
                    672:       for (j=1;j<=n;j++) {
                    673:        xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
                    674:        printf(" x(%d)=%.12e",j,xit[j]);
                    675:        fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
                    676:       }
                    677:       for(j=1;j<=n;j++) {
                    678:        printf(" p=%.12e",p[j]);
                    679:        fprintf(ficlog," p=%.12e",p[j]);
                    680:       }
                    681:       printf("\n");
                    682:       fprintf(ficlog,"\n");
                    683: #endif
                    684:     } 
                    685:     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
                    686: #ifdef DEBUG
                    687:       int k[2],l;
                    688:       k[0]=1;
                    689:       k[1]=-1;
                    690:       printf("Max: %.12e",(*func)(p));
                    691:       fprintf(ficlog,"Max: %.12e",(*func)(p));
                    692:       for (j=1;j<=n;j++) {
                    693:        printf(" %.12e",p[j]);
                    694:        fprintf(ficlog," %.12e",p[j]);
                    695:       }
                    696:       printf("\n");
                    697:       fprintf(ficlog,"\n");
                    698:       for(l=0;l<=1;l++) {
                    699:        for (j=1;j<=n;j++) {
                    700:          ptt[j]=p[j]+(p[j]-pt[j])*k[l];
                    701:          printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
                    702:          fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
                    703:        }
                    704:        printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
                    705:        fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
                    706:       }
                    707: #endif
                    708: 
                    709: 
                    710:       free_vector(xit,1,n); 
                    711:       free_vector(xits,1,n); 
                    712:       free_vector(ptt,1,n); 
                    713:       free_vector(pt,1,n); 
                    714:       return; 
                    715:     } 
                    716:     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
                    717:     for (j=1;j<=n;j++) { 
                    718:       ptt[j]=2.0*p[j]-pt[j]; 
                    719:       xit[j]=p[j]-pt[j]; 
                    720:       pt[j]=p[j]; 
                    721:     } 
                    722:     fptt=(*func)(ptt); 
                    723:     if (fptt < fp) { 
                    724:       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
                    725:       if (t < 0.0) { 
                    726:        linmin(p,xit,n,fret,func); 
                    727:        for (j=1;j<=n;j++) { 
                    728:          xi[j][ibig]=xi[j][n]; 
                    729:          xi[j][n]=xit[j]; 
                    730:        }
                    731: #ifdef DEBUG
                    732:        printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
                    733:        fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
                    734:        for(j=1;j<=n;j++){
                    735:          printf(" %.12e",xit[j]);
                    736:          fprintf(ficlog," %.12e",xit[j]);
                    737:        }
                    738:        printf("\n");
                    739:        fprintf(ficlog,"\n");
                    740: #endif
1.54      brouard   741:       }
1.53      brouard   742:     } 
                    743:   } 
                    744: } 
                    745: 
1.54      brouard   746: /**** Prevalence limit (stable prevalence)  ****************/
1.53      brouard   747: 
                    748: double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
                    749: {
                    750:   /* Computes the prevalence limit in each live state at age x by left multiplying the unit
                    751:      matrix by transitions matrix until convergence is reached */
                    752: 
                    753:   int i, ii,j,k;
                    754:   double min, max, maxmin, maxmax,sumnew=0.;
                    755:   double **matprod2();
                    756:   double **out, cov[NCOVMAX], **pmij();
                    757:   double **newm;
                    758:   double agefin, delaymax=50 ; /* Max number of years to converge */
                    759: 
                    760:   for (ii=1;ii<=nlstate+ndeath;ii++)
                    761:     for (j=1;j<=nlstate+ndeath;j++){
                    762:       oldm[ii][j]=(ii==j ? 1.0 : 0.0);
                    763:     }
                    764: 
                    765:    cov[1]=1.;
                    766:  
                    767:  /* Even if hstepm = 1, at least one multiplication by the unit matrix */
                    768:   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
                    769:     newm=savm;
                    770:     /* Covariates have to be included here again */
                    771:      cov[2]=agefin;
                    772:   
                    773:       for (k=1; k<=cptcovn;k++) {
                    774:        cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
                    775:        /*      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]]);*/
                    776:       }
                    777:       for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
                    778:       for (k=1; k<=cptcovprod;k++)
                    779:        cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
                    780: 
                    781:       /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
                    782:       /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
                    783:       /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
                    784:     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
                    785: 
                    786:     savm=oldm;
                    787:     oldm=newm;
                    788:     maxmax=0.;
                    789:     for(j=1;j<=nlstate;j++){
                    790:       min=1.;
                    791:       max=0.;
                    792:       for(i=1; i<=nlstate; i++) {
                    793:        sumnew=0;
                    794:        for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
                    795:        prlim[i][j]= newm[i][j]/(1-sumnew);
                    796:        max=FMAX(max,prlim[i][j]);
                    797:        min=FMIN(min,prlim[i][j]);
                    798:       }
                    799:       maxmin=max-min;
                    800:       maxmax=FMAX(maxmax,maxmin);
                    801:     }
                    802:     if(maxmax < ftolpl){
                    803:       return prlim;
                    804:     }
                    805:   }
                    806: }
                    807: 
                    808: /*************** transition probabilities ***************/ 
                    809: 
                    810: double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
                    811: {
                    812:   double s1, s2;
                    813:   /*double t34;*/
                    814:   int i,j,j1, nc, ii, jj;
                    815: 
                    816:     for(i=1; i<= nlstate; i++){
                    817:     for(j=1; j<i;j++){
                    818:       for (nc=1, s2=0.;nc <=ncovmodel; nc++){
                    819:        /*s2 += param[i][j][nc]*cov[nc];*/
                    820:        s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
                    821:        /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/
                    822:       }
                    823:       ps[i][j]=s2;
                    824:       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
                    825:     }
                    826:     for(j=i+1; j<=nlstate+ndeath;j++){
                    827:       for (nc=1, s2=0.;nc <=ncovmodel; nc++){
                    828:        s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
                    829:        /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
                    830:       }
                    831:       ps[i][j]=s2;
                    832:     }
                    833:   }
                    834:     /*ps[3][2]=1;*/
                    835: 
                    836:   for(i=1; i<= nlstate; i++){
                    837:      s1=0;
                    838:     for(j=1; j<i; j++)
                    839:       s1+=exp(ps[i][j]);
                    840:     for(j=i+1; j<=nlstate+ndeath; j++)
                    841:       s1+=exp(ps[i][j]);
                    842:     ps[i][i]=1./(s1+1.);
                    843:     for(j=1; j<i; j++)
                    844:       ps[i][j]= exp(ps[i][j])*ps[i][i];
                    845:     for(j=i+1; j<=nlstate+ndeath; j++)
                    846:       ps[i][j]= exp(ps[i][j])*ps[i][i];
                    847:     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
                    848:   } /* end i */
                    849: 
                    850:   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
                    851:     for(jj=1; jj<= nlstate+ndeath; jj++){
                    852:       ps[ii][jj]=0;
                    853:       ps[ii][ii]=1;
                    854:     }
                    855:   }
                    856: 
                    857: 
                    858:   /*   for(ii=1; ii<= nlstate+ndeath; ii++){
                    859:     for(jj=1; jj<= nlstate+ndeath; jj++){
                    860:      printf("%lf ",ps[ii][jj]);
                    861:    }
                    862:     printf("\n ");
                    863:     }
                    864:     printf("\n ");printf("%lf ",cov[2]);*/
                    865: /*
                    866:   for(i=1; i<= npar; i++) printf("%f ",x[i]);
                    867:   goto end;*/
                    868:     return ps;
                    869: }
                    870: 
                    871: /**************** Product of 2 matrices ******************/
                    872: 
                    873: double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
                    874: {
                    875:   /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
                    876:      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
                    877:   /* in, b, out are matrice of pointers which should have been initialized 
                    878:      before: only the contents of out is modified. The function returns
                    879:      a pointer to pointers identical to out */
                    880:   long i, j, k;
                    881:   for(i=nrl; i<= nrh; i++)
                    882:     for(k=ncolol; k<=ncoloh; k++)
                    883:       for(j=ncl,out[i][k]=0.; j<=nch; j++)
                    884:        out[i][k] +=in[i][j]*b[j][k];
                    885: 
                    886:   return out;
                    887: }
                    888: 
                    889: 
                    890: /************* Higher Matrix Product ***************/
                    891: 
                    892: double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
                    893: {
1.66      brouard   894:   /* Computes the transition matrix starting at age 'age' over 
                    895:      'nhstepm*hstepm*stepm' months (i.e. until
                    896:      age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
                    897:      nhstepm*hstepm matrices. 
1.53      brouard   898:      Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
1.66      brouard   899:      (typically every 2 years instead of every month which is too big 
                    900:      for the memory).
1.53      brouard   901:      Model is determined by parameters x and covariates have to be 
                    902:      included manually here. 
                    903: 
                    904:      */
                    905: 
                    906:   int i, j, d, h, k;
                    907:   double **out, cov[NCOVMAX];
                    908:   double **newm;
                    909: 
                    910:   /* Hstepm could be zero and should return the unit matrix */
                    911:   for (i=1;i<=nlstate+ndeath;i++)
                    912:     for (j=1;j<=nlstate+ndeath;j++){
                    913:       oldm[i][j]=(i==j ? 1.0 : 0.0);
                    914:       po[i][j][0]=(i==j ? 1.0 : 0.0);
                    915:     }
                    916:   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
                    917:   for(h=1; h <=nhstepm; h++){
                    918:     for(d=1; d <=hstepm; d++){
                    919:       newm=savm;
                    920:       /* Covariates have to be included here again */
                    921:       cov[1]=1.;
                    922:       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
                    923:       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
                    924:       for (k=1; k<=cptcovage;k++)
                    925:        cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
                    926:       for (k=1; k<=cptcovprod;k++)
                    927:        cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
                    928: 
                    929: 
                    930:       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
                    931:       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
                    932:       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
                    933:                   pmij(pmmij,cov,ncovmodel,x,nlstate));
                    934:       savm=oldm;
                    935:       oldm=newm;
                    936:     }
                    937:     for(i=1; i<=nlstate+ndeath; i++)
                    938:       for(j=1;j<=nlstate+ndeath;j++) {
                    939:        po[i][j][h]=newm[i][j];
                    940:        /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
                    941:         */
                    942:       }
                    943:   } /* end h */
                    944:   return po;
                    945: }
                    946: 
                    947: 
                    948: /*************** log-likelihood *************/
                    949: double func( double *x)
                    950: {
                    951:   int i, ii, j, k, mi, d, kk;
                    952:   double l, ll[NLSTATEMAX], cov[NCOVMAX];
                    953:   double **out;
                    954:   double sw; /* Sum of weights */
                    955:   double lli; /* Individual log likelihood */
1.59      brouard   956:   int s1, s2;
1.68      lievre    957:   double bbh, survp;
1.53      brouard   958:   long ipmx;
                    959:   /*extern weight */
                    960:   /* We are differentiating ll according to initial status */
                    961:   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
                    962:   /*for(i=1;i<imx;i++) 
                    963:     printf(" %d\n",s[4][i]);
                    964:   */
                    965:   cov[1]=1.;
                    966: 
                    967:   for(k=1; k<=nlstate; k++) ll[k]=0.;
1.61      brouard   968: 
                    969:   if(mle==1){
                    970:     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
                    971:       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
                    972:       for(mi=1; mi<= wav[i]-1; mi++){
                    973:        for (ii=1;ii<=nlstate+ndeath;ii++)
                    974:          for (j=1;j<=nlstate+ndeath;j++){
                    975:            oldm[ii][j]=(ii==j ? 1.0 : 0.0);
                    976:            savm[ii][j]=(ii==j ? 1.0 : 0.0);
                    977:          }
                    978:        for(d=0; d<dh[mi][i]; d++){
                    979:          newm=savm;
                    980:          cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
                    981:          for (kk=1; kk<=cptcovage;kk++) {
                    982:            cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
                    983:          }
                    984:          out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
                    985:                       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
                    986:          savm=oldm;
                    987:          oldm=newm;
                    988:        } /* end mult */
1.53      brouard   989:       
1.61      brouard   990:        /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
                    991:        /* But now since version 0.9 we anticipate for bias and large stepm.
                    992:         * If stepm is larger than one month (smallest stepm) and if the exact delay 
                    993:         * (in months) between two waves is not a multiple of stepm, we rounded to 
                    994:         * the nearest (and in case of equal distance, to the lowest) interval but now
                    995:         * we keep into memory the bias bh[mi][i] and also the previous matrix product
                    996:         * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
                    997:         * probability in order to take into account the bias as a fraction of the way
                    998:         * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
                    999:         * -stepm/2 to stepm/2 .
                   1000:         * For stepm=1 the results are the same as for previous versions of Imach.
                   1001:         * For stepm > 1 the results are less biased than in previous versions. 
                   1002:         */
                   1003:        s1=s[mw[mi][i]][i];
                   1004:        s2=s[mw[mi+1][i]][i];
1.64      lievre   1005:        bbh=(double)bh[mi][i]/(double)stepm; 
                   1006:        /* bias is positive if real duration
                   1007:         * is higher than the multiple of stepm and negative otherwise.
                   1008:         */
                   1009:        /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
1.71      brouard  1010:        if( s2 > nlstate){ 
                   1011:          /* i.e. if s2 is a death state and if the date of death is known then the contribution
                   1012:             to the likelihood is the probability to die between last step unit time and current 
                   1013:             step unit time, which is also the differences between probability to die before dh 
                   1014:             and probability to die before dh-stepm . 
                   1015:             In version up to 0.92 likelihood was computed
                   1016:        as if date of death was unknown. Death was treated as any other
                   1017:        health state: the date of the interview describes the actual state
                   1018:        and not the date of a change in health state. The former idea was
                   1019:        to consider that at each interview the state was recorded
                   1020:        (healthy, disable or death) and IMaCh was corrected; but when we
                   1021:        introduced the exact date of death then we should have modified
                   1022:        the contribution of an exact death to the likelihood. This new
                   1023:        contribution is smaller and very dependent of the step unit
                   1024:        stepm. It is no more the probability to die between last interview
                   1025:        and month of death but the probability to survive from last
                   1026:        interview up to one month before death multiplied by the
                   1027:        probability to die within a month. Thanks to Chris
                   1028:        Jackson for correcting this bug.  Former versions increased
                   1029:        mortality artificially. The bad side is that we add another loop
                   1030:        which slows down the processing. The difference can be up to 10%
                   1031:        lower mortality.
                   1032:          */
                   1033:          lli=log(out[s1][s2] - savm[s1][s2]);
                   1034:        }else{
                   1035:          lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
                   1036:          /*  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 */
                   1037:        } 
1.64      lievre   1038:        /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
                   1039:        /*if(lli ==000.0)*/
                   1040:        /*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); */
1.71      brouard  1041:        ipmx +=1;
1.64      lievre   1042:        sw += weight[i];
                   1043:        ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
                   1044:       } /* end of wave */
                   1045:     } /* end of individual */
                   1046:   }  else if(mle==2){
                   1047:     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
                   1048:       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
                   1049:       for(mi=1; mi<= wav[i]-1; mi++){
                   1050:        for (ii=1;ii<=nlstate+ndeath;ii++)
                   1051:          for (j=1;j<=nlstate+ndeath;j++){
                   1052:            oldm[ii][j]=(ii==j ? 1.0 : 0.0);
                   1053:            savm[ii][j]=(ii==j ? 1.0 : 0.0);
                   1054:          }
                   1055:        for(d=0; d<=dh[mi][i]; d++){
                   1056:          newm=savm;
                   1057:          cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
                   1058:          for (kk=1; kk<=cptcovage;kk++) {
                   1059:            cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
                   1060:          }
                   1061:          out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
                   1062:                       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
                   1063:          savm=oldm;
                   1064:          oldm=newm;
                   1065:        } /* end mult */
                   1066:       
                   1067:        /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
                   1068:        /* But now since version 0.9 we anticipate for bias and large stepm.
                   1069:         * If stepm is larger than one month (smallest stepm) and if the exact delay 
                   1070:         * (in months) between two waves is not a multiple of stepm, we rounded to 
                   1071:         * the nearest (and in case of equal distance, to the lowest) interval but now
                   1072:         * we keep into memory the bias bh[mi][i] and also the previous matrix product
                   1073:         * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
                   1074:         * probability in order to take into account the bias as a fraction of the way
                   1075:         * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
                   1076:         * -stepm/2 to stepm/2 .
                   1077:         * For stepm=1 the results are the same as for previous versions of Imach.
                   1078:         * For stepm > 1 the results are less biased than in previous versions. 
                   1079:         */
                   1080:        s1=s[mw[mi][i]][i];
                   1081:        s2=s[mw[mi+1][i]][i];
                   1082:        bbh=(double)bh[mi][i]/(double)stepm; 
                   1083:        /* bias is positive if real duration
                   1084:         * is higher than the multiple of stepm and negative otherwise.
                   1085:         */
1.63      lievre   1086:        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 */
1.64      lievre   1087:        /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
                   1088:        /*lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.-+bh)*out[s1][s2])); */ /* exponential interpolation */
                   1089:        /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
                   1090:        /*if(lli ==000.0)*/
                   1091:        /*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); */
                   1092:        ipmx +=1;
                   1093:        sw += weight[i];
                   1094:        ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
                   1095:       } /* end of wave */
                   1096:     } /* end of individual */
                   1097:   }  else if(mle==3){  /* exponential inter-extrapolation */
                   1098:     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
                   1099:       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
                   1100:       for(mi=1; mi<= wav[i]-1; mi++){
                   1101:        for (ii=1;ii<=nlstate+ndeath;ii++)
                   1102:          for (j=1;j<=nlstate+ndeath;j++){
                   1103:            oldm[ii][j]=(ii==j ? 1.0 : 0.0);
                   1104:            savm[ii][j]=(ii==j ? 1.0 : 0.0);
                   1105:          }
                   1106:        for(d=0; d<dh[mi][i]; d++){
                   1107:          newm=savm;
                   1108:          cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
                   1109:          for (kk=1; kk<=cptcovage;kk++) {
                   1110:            cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
                   1111:          }
                   1112:          out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
                   1113:                       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
                   1114:          savm=oldm;
                   1115:          oldm=newm;
                   1116:        } /* end mult */
                   1117:       
                   1118:        /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
                   1119:        /* But now since version 0.9 we anticipate for bias and large stepm.
                   1120:         * If stepm is larger than one month (smallest stepm) and if the exact delay 
                   1121:         * (in months) between two waves is not a multiple of stepm, we rounded to 
                   1122:         * the nearest (and in case of equal distance, to the lowest) interval but now
                   1123:         * we keep into memory the bias bh[mi][i] and also the previous matrix product
                   1124:         * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
                   1125:         * probability in order to take into account the bias as a fraction of the way
                   1126:         * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
                   1127:         * -stepm/2 to stepm/2 .
                   1128:         * For stepm=1 the results are the same as for previous versions of Imach.
                   1129:         * For stepm > 1 the results are less biased than in previous versions. 
                   1130:         */
                   1131:        s1=s[mw[mi][i]][i];
                   1132:        s2=s[mw[mi+1][i]][i];
                   1133:        bbh=(double)bh[mi][i]/(double)stepm; 
                   1134:        /* bias is positive if real duration
                   1135:         * is higher than the multiple of stepm and negative otherwise.
                   1136:         */
                   1137:        /* 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 */
                   1138:        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 */
1.61      brouard  1139:        /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
                   1140:        /*if(lli ==000.0)*/
                   1141:        /*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); */
                   1142:        ipmx +=1;
                   1143:        sw += weight[i];
                   1144:        ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
                   1145:       } /* end of wave */
                   1146:     } /* end of individual */
1.64      lievre   1147:   }else{  /* ml=4 no inter-extrapolation */
1.61      brouard  1148:     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
                   1149:       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
                   1150:       for(mi=1; mi<= wav[i]-1; mi++){
                   1151:        for (ii=1;ii<=nlstate+ndeath;ii++)
                   1152:          for (j=1;j<=nlstate+ndeath;j++){
                   1153:            oldm[ii][j]=(ii==j ? 1.0 : 0.0);
                   1154:            savm[ii][j]=(ii==j ? 1.0 : 0.0);
                   1155:          }
                   1156:        for(d=0; d<dh[mi][i]; d++){
                   1157:          newm=savm;
                   1158:          cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
                   1159:          for (kk=1; kk<=cptcovage;kk++) {
                   1160:            cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
                   1161:          }
                   1162:        
                   1163:          out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
                   1164:                       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
                   1165:          savm=oldm;
                   1166:          oldm=newm;
                   1167:        } /* end mult */
                   1168:       
                   1169:        lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
                   1170:        ipmx +=1;
                   1171:        sw += weight[i];
                   1172:        ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
                   1173:       } /* end of wave */
                   1174:     } /* end of individual */
                   1175:   } /* End of if */
1.53      brouard  1176:   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
                   1177:   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
                   1178:   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
                   1179:   return -l;
                   1180: }
                   1181: 
                   1182: 
                   1183: /*********** Maximum Likelihood Estimation ***************/
                   1184: 
                   1185: void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
                   1186: {
                   1187:   int i,j, iter;
1.74    ! brouard  1188:   double **xi;
1.53      brouard  1189:   double fret;
                   1190:   xi=matrix(1,npar,1,npar);
                   1191:   for (i=1;i<=npar;i++)
                   1192:     for (j=1;j<=npar;j++)
                   1193:       xi[i][j]=(i==j ? 1.0 : 0.0);
                   1194:   printf("Powell\n");  fprintf(ficlog,"Powell\n");
                   1195:   powell(p,xi,npar,ftol,&iter,&fret,func);
                   1196: 
                   1197:    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
1.65      lievre   1198:   fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
1.53      brouard  1199:   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
                   1200: 
                   1201: }
                   1202: 
                   1203: /**** Computes Hessian and covariance matrix ***/
                   1204: void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
                   1205: {
                   1206:   double  **a,**y,*x,pd;
                   1207:   double **hess;
                   1208:   int i, j,jk;
                   1209:   int *indx;
                   1210: 
                   1211:   double hessii(double p[], double delta, int theta, double delti[]);
                   1212:   double hessij(double p[], double delti[], int i, int j);
                   1213:   void lubksb(double **a, int npar, int *indx, double b[]) ;
                   1214:   void ludcmp(double **a, int npar, int *indx, double *d) ;
                   1215: 
                   1216:   hess=matrix(1,npar,1,npar);
                   1217: 
                   1218:   printf("\nCalculation of the hessian matrix. Wait...\n");
                   1219:   fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
                   1220:   for (i=1;i<=npar;i++){
                   1221:     printf("%d",i);fflush(stdout);
                   1222:     fprintf(ficlog,"%d",i);fflush(ficlog);
                   1223:     hess[i][i]=hessii(p,ftolhess,i,delti);
                   1224:     /*printf(" %f ",p[i]);*/
                   1225:     /*printf(" %lf ",hess[i][i]);*/
                   1226:   }
                   1227:   
                   1228:   for (i=1;i<=npar;i++) {
                   1229:     for (j=1;j<=npar;j++)  {
                   1230:       if (j>i) { 
                   1231:        printf(".%d%d",i,j);fflush(stdout);
                   1232:        fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
                   1233:        hess[i][j]=hessij(p,delti,i,j);
                   1234:        hess[j][i]=hess[i][j];    
                   1235:        /*printf(" %lf ",hess[i][j]);*/
                   1236:       }
                   1237:     }
                   1238:   }
                   1239:   printf("\n");
                   1240:   fprintf(ficlog,"\n");
                   1241: 
                   1242:   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
                   1243:   fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
                   1244:   
                   1245:   a=matrix(1,npar,1,npar);
                   1246:   y=matrix(1,npar,1,npar);
                   1247:   x=vector(1,npar);
                   1248:   indx=ivector(1,npar);
                   1249:   for (i=1;i<=npar;i++)
                   1250:     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
                   1251:   ludcmp(a,npar,indx,&pd);
                   1252: 
                   1253:   for (j=1;j<=npar;j++) {
                   1254:     for (i=1;i<=npar;i++) x[i]=0;
                   1255:     x[j]=1;
                   1256:     lubksb(a,npar,indx,x);
                   1257:     for (i=1;i<=npar;i++){ 
                   1258:       matcov[i][j]=x[i];
                   1259:     }
                   1260:   }
                   1261: 
                   1262:   printf("\n#Hessian matrix#\n");
                   1263:   fprintf(ficlog,"\n#Hessian matrix#\n");
                   1264:   for (i=1;i<=npar;i++) { 
                   1265:     for (j=1;j<=npar;j++) { 
                   1266:       printf("%.3e ",hess[i][j]);
                   1267:       fprintf(ficlog,"%.3e ",hess[i][j]);
                   1268:     }
                   1269:     printf("\n");
                   1270:     fprintf(ficlog,"\n");
                   1271:   }
                   1272: 
                   1273:   /* Recompute Inverse */
                   1274:   for (i=1;i<=npar;i++)
                   1275:     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
                   1276:   ludcmp(a,npar,indx,&pd);
                   1277: 
                   1278:   /*  printf("\n#Hessian matrix recomputed#\n");
                   1279: 
                   1280:   for (j=1;j<=npar;j++) {
                   1281:     for (i=1;i<=npar;i++) x[i]=0;
                   1282:     x[j]=1;
                   1283:     lubksb(a,npar,indx,x);
                   1284:     for (i=1;i<=npar;i++){ 
                   1285:       y[i][j]=x[i];
                   1286:       printf("%.3e ",y[i][j]);
                   1287:       fprintf(ficlog,"%.3e ",y[i][j]);
                   1288:     }
                   1289:     printf("\n");
                   1290:     fprintf(ficlog,"\n");
                   1291:   }
                   1292:   */
                   1293: 
                   1294:   free_matrix(a,1,npar,1,npar);
                   1295:   free_matrix(y,1,npar,1,npar);
                   1296:   free_vector(x,1,npar);
                   1297:   free_ivector(indx,1,npar);
                   1298:   free_matrix(hess,1,npar,1,npar);
                   1299: 
                   1300: 
                   1301: }
                   1302: 
                   1303: /*************** hessian matrix ****************/
                   1304: double hessii( double x[], double delta, int theta, double delti[])
                   1305: {
                   1306:   int i;
                   1307:   int l=1, lmax=20;
                   1308:   double k1,k2;
                   1309:   double p2[NPARMAX+1];
                   1310:   double res;
                   1311:   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
                   1312:   double fx;
                   1313:   int k=0,kmax=10;
                   1314:   double l1;
                   1315: 
                   1316:   fx=func(x);
                   1317:   for (i=1;i<=npar;i++) p2[i]=x[i];
                   1318:   for(l=0 ; l <=lmax; l++){
                   1319:     l1=pow(10,l);
                   1320:     delts=delt;
                   1321:     for(k=1 ; k <kmax; k=k+1){
                   1322:       delt = delta*(l1*k);
                   1323:       p2[theta]=x[theta] +delt;
                   1324:       k1=func(p2)-fx;
                   1325:       p2[theta]=x[theta]-delt;
                   1326:       k2=func(p2)-fx;
                   1327:       /*res= (k1-2.0*fx+k2)/delt/delt; */
                   1328:       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
                   1329:       
                   1330: #ifdef DEBUG
                   1331:       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);
                   1332:       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);
                   1333: #endif
                   1334:       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
                   1335:       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
                   1336:        k=kmax;
                   1337:       }
                   1338:       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
                   1339:        k=kmax; l=lmax*10.;
                   1340:       }
                   1341:       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
                   1342:        delts=delt;
                   1343:       }
                   1344:     }
                   1345:   }
                   1346:   delti[theta]=delts;
                   1347:   return res; 
                   1348:   
                   1349: }
                   1350: 
                   1351: double hessij( double x[], double delti[], int thetai,int thetaj)
                   1352: {
                   1353:   int i;
                   1354:   int l=1, l1, lmax=20;
                   1355:   double k1,k2,k3,k4,res,fx;
                   1356:   double p2[NPARMAX+1];
                   1357:   int k;
                   1358: 
                   1359:   fx=func(x);
                   1360:   for (k=1; k<=2; k++) {
                   1361:     for (i=1;i<=npar;i++) p2[i]=x[i];
                   1362:     p2[thetai]=x[thetai]+delti[thetai]/k;
                   1363:     p2[thetaj]=x[thetaj]+delti[thetaj]/k;
                   1364:     k1=func(p2)-fx;
                   1365:   
                   1366:     p2[thetai]=x[thetai]+delti[thetai]/k;
                   1367:     p2[thetaj]=x[thetaj]-delti[thetaj]/k;
                   1368:     k2=func(p2)-fx;
                   1369:   
                   1370:     p2[thetai]=x[thetai]-delti[thetai]/k;
                   1371:     p2[thetaj]=x[thetaj]+delti[thetaj]/k;
                   1372:     k3=func(p2)-fx;
                   1373:   
                   1374:     p2[thetai]=x[thetai]-delti[thetai]/k;
                   1375:     p2[thetaj]=x[thetaj]-delti[thetaj]/k;
                   1376:     k4=func(p2)-fx;
                   1377:     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
                   1378: #ifdef DEBUG
                   1379:     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);
                   1380:     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);
                   1381: #endif
                   1382:   }
                   1383:   return res;
                   1384: }
                   1385: 
                   1386: /************** Inverse of matrix **************/
                   1387: void ludcmp(double **a, int n, int *indx, double *d) 
                   1388: { 
                   1389:   int i,imax,j,k; 
                   1390:   double big,dum,sum,temp; 
                   1391:   double *vv; 
                   1392:  
                   1393:   vv=vector(1,n); 
                   1394:   *d=1.0; 
                   1395:   for (i=1;i<=n;i++) { 
                   1396:     big=0.0; 
                   1397:     for (j=1;j<=n;j++) 
                   1398:       if ((temp=fabs(a[i][j])) > big) big=temp; 
                   1399:     if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
                   1400:     vv[i]=1.0/big; 
                   1401:   } 
                   1402:   for (j=1;j<=n;j++) { 
                   1403:     for (i=1;i<j;i++) { 
                   1404:       sum=a[i][j]; 
                   1405:       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
                   1406:       a[i][j]=sum; 
                   1407:     } 
                   1408:     big=0.0; 
                   1409:     for (i=j;i<=n;i++) { 
                   1410:       sum=a[i][j]; 
                   1411:       for (k=1;k<j;k++) 
                   1412:        sum -= a[i][k]*a[k][j]; 
                   1413:       a[i][j]=sum; 
                   1414:       if ( (dum=vv[i]*fabs(sum)) >= big) { 
                   1415:        big=dum; 
                   1416:        imax=i; 
                   1417:       } 
                   1418:     } 
                   1419:     if (j != imax) { 
                   1420:       for (k=1;k<=n;k++) { 
                   1421:        dum=a[imax][k]; 
                   1422:        a[imax][k]=a[j][k]; 
                   1423:        a[j][k]=dum; 
                   1424:       } 
                   1425:       *d = -(*d); 
                   1426:       vv[imax]=vv[j]; 
                   1427:     } 
                   1428:     indx[j]=imax; 
                   1429:     if (a[j][j] == 0.0) a[j][j]=TINY; 
                   1430:     if (j != n) { 
                   1431:       dum=1.0/(a[j][j]); 
                   1432:       for (i=j+1;i<=n;i++) a[i][j] *= dum; 
                   1433:     } 
                   1434:   } 
                   1435:   free_vector(vv,1,n);  /* Doesn't work */
                   1436: ;
                   1437: } 
                   1438: 
                   1439: void lubksb(double **a, int n, int *indx, double b[]) 
                   1440: { 
                   1441:   int i,ii=0,ip,j; 
                   1442:   double sum; 
                   1443:  
                   1444:   for (i=1;i<=n;i++) { 
                   1445:     ip=indx[i]; 
                   1446:     sum=b[ip]; 
                   1447:     b[ip]=b[i]; 
                   1448:     if (ii) 
                   1449:       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
                   1450:     else if (sum) ii=i; 
                   1451:     b[i]=sum; 
                   1452:   } 
                   1453:   for (i=n;i>=1;i--) { 
                   1454:     sum=b[i]; 
                   1455:     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
                   1456:     b[i]=sum/a[i][i]; 
                   1457:   } 
                   1458: } 
                   1459: 
                   1460: /************ Frequencies ********************/
1.74    ! brouard  1461: 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, double dateprev1,double dateprev2,double jprev1, double mprev1,double anprev1,double jprev2, double mprev2,double anprev2)
1.53      brouard  1462: {  /* Some frequencies */
                   1463:   
                   1464:   int i, m, jk, k1,i1, j1, bool, z1,z2,j;
                   1465:   int first;
                   1466:   double ***freq; /* Frequencies */
1.73      lievre   1467:   double *pp, **prop;
                   1468:   double pos,posprop, k2, dateintsum=0,k2cpt=0;
1.53      brouard  1469:   FILE *ficresp;
                   1470:   char fileresp[FILENAMELENGTH];
                   1471:   
                   1472:   pp=vector(1,nlstate);
1.74    ! brouard  1473:   prop=matrix(1,nlstate,iagemin,iagemax+3);
1.53      brouard  1474:   strcpy(fileresp,"p");
                   1475:   strcat(fileresp,fileres);
                   1476:   if((ficresp=fopen(fileresp,"w"))==NULL) {
                   1477:     printf("Problem with prevalence resultfile: %s\n", fileresp);
                   1478:     fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
                   1479:     exit(0);
                   1480:   }
1.74    ! brouard  1481:   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);
1.53      brouard  1482:   j1=0;
                   1483:   
                   1484:   j=cptcoveff;
                   1485:   if (cptcovn<1) {j=1;ncodemax[1]=1;}
                   1486: 
                   1487:   first=1;
                   1488: 
                   1489:   for(k1=1; k1<=j;k1++){
                   1490:     for(i1=1; i1<=ncodemax[k1];i1++){
                   1491:       j1++;
                   1492:       /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
                   1493:        scanf("%d", i);*/
                   1494:       for (i=-1; i<=nlstate+ndeath; i++)  
                   1495:        for (jk=-1; jk<=nlstate+ndeath; jk++)  
1.74    ! brouard  1496:          for(m=iagemin; m <= iagemax+3; m++)
1.53      brouard  1497:            freq[i][jk][m]=0;
1.73      lievre   1498: 
                   1499:     for (i=1; i<=nlstate; i++)  
1.74    ! brouard  1500:       for(m=iagemin; m <= iagemax+3; m++)
1.73      lievre   1501:        prop[i][m]=0;
1.53      brouard  1502:       
                   1503:       dateintsum=0;
                   1504:       k2cpt=0;
                   1505:       for (i=1; i<=imx; i++) {
                   1506:        bool=1;
                   1507:        if  (cptcovn>0) {
                   1508:          for (z1=1; z1<=cptcoveff; z1++) 
                   1509:            if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
                   1510:              bool=0;
                   1511:        }
1.58      lievre   1512:        if (bool==1){
1.53      brouard  1513:          for(m=firstpass; m<=lastpass; m++){
                   1514:            k2=anint[m][i]+(mint[m][i]/12.);
                   1515:            if ((k2>=dateprev1) && (k2<=dateprev2)) {
1.74    ! brouard  1516:              if(agev[m][i]==0) agev[m][i]=iagemax+1;
        !          1517:              if(agev[m][i]==1) agev[m][i]=iagemax+2;
1.73      lievre   1518:              if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
1.53      brouard  1519:              if (m<lastpass) {
                   1520:                freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
1.74    ! brouard  1521:                freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
1.53      brouard  1522:              }
                   1523:              
1.74    ! brouard  1524:              if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
1.53      brouard  1525:                dateintsum=dateintsum+k2;
                   1526:                k2cpt++;
                   1527:              }
                   1528:            }
                   1529:          }
                   1530:        }
                   1531:       }
                   1532:        
                   1533:       fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);
                   1534: 
                   1535:       if  (cptcovn>0) {
                   1536:        fprintf(ficresp, "\n#********** Variable "); 
                   1537:        for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
                   1538:        fprintf(ficresp, "**********\n#");
                   1539:       }
                   1540:       for(i=1; i<=nlstate;i++) 
                   1541:        fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
                   1542:       fprintf(ficresp, "\n");
                   1543:       
1.74    ! brouard  1544:       for(i=iagemin; i <= iagemax+3; i++){
        !          1545:        if(i==iagemax+3){
1.53      brouard  1546:          fprintf(ficlog,"Total");
                   1547:        }else{
                   1548:          if(first==1){
                   1549:            first=0;
                   1550:            printf("See log file for details...\n");
                   1551:          }
                   1552:          fprintf(ficlog,"Age %d", i);
                   1553:        }
                   1554:        for(jk=1; jk <=nlstate ; jk++){
                   1555:          for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
                   1556:            pp[jk] += freq[jk][m][i]; 
                   1557:        }
                   1558:        for(jk=1; jk <=nlstate ; jk++){
                   1559:          for(m=-1, pos=0; m <=0 ; m++)
                   1560:            pos += freq[jk][m][i];
                   1561:          if(pp[jk]>=1.e-10){
                   1562:            if(first==1){
                   1563:            printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
                   1564:            }
                   1565:            fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
                   1566:          }else{
                   1567:            if(first==1)
                   1568:              printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
                   1569:            fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
                   1570:          }
                   1571:        }
                   1572: 
                   1573:        for(jk=1; jk <=nlstate ; jk++){
                   1574:          for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
                   1575:            pp[jk] += freq[jk][m][i];
1.73      lievre   1576:        }       
                   1577:        for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
                   1578:          pos += pp[jk];
                   1579:          posprop += prop[jk][i];
1.53      brouard  1580:        }
                   1581:        for(jk=1; jk <=nlstate ; jk++){
                   1582:          if(pos>=1.e-5){
                   1583:            if(first==1)
                   1584:              printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
                   1585:            fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
                   1586:          }else{
                   1587:            if(first==1)
                   1588:              printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
                   1589:            fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
                   1590:          }
1.74    ! brouard  1591:          if( i <= iagemax){
1.53      brouard  1592:            if(pos>=1.e-5){
1.73      lievre   1593:              fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
1.53      brouard  1594:              probs[i][jk][j1]= pp[jk]/pos;
                   1595:              /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
                   1596:            }
                   1597:            else
1.73      lievre   1598:              fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
1.53      brouard  1599:          }
                   1600:        }
                   1601:        
1.69      brouard  1602:        for(jk=-1; jk <=nlstate+ndeath; jk++)
                   1603:          for(m=-1; m <=nlstate+ndeath; m++)
1.53      brouard  1604:            if(freq[jk][m][i] !=0 ) {
                   1605:            if(first==1)
                   1606:              printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
                   1607:              fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
                   1608:            }
1.74    ! brouard  1609:        if(i <= iagemax)
1.53      brouard  1610:          fprintf(ficresp,"\n");
                   1611:        if(first==1)
                   1612:          printf("Others in log...\n");
                   1613:        fprintf(ficlog,"\n");
                   1614:       }
                   1615:     }
                   1616:   }
                   1617:   dateintmean=dateintsum/k2cpt; 
                   1618:  
                   1619:   fclose(ficresp);
1.74    ! brouard  1620:   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);
1.53      brouard  1621:   free_vector(pp,1,nlstate);
1.74    ! brouard  1622:   free_matrix(prop,1,nlstate,iagemin, iagemax+3);
1.53      brouard  1623:   /* End of Freq */
                   1624: }
                   1625: 
                   1626: /************ Prevalence ********************/
1.74    ! brouard  1627: void prevalence(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)
1.69      brouard  1628: {  
                   1629:   /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
                   1630:      in each health status at the date of interview (if between dateprev1 and dateprev2).
                   1631:      We still use firstpass and lastpass as another selection.
                   1632:   */
1.53      brouard  1633:  
                   1634:   int i, m, jk, k1, i1, j1, bool, z1,z2,j;
                   1635:   double ***freq; /* Frequencies */
1.73      lievre   1636:   double *pp, **prop;
                   1637:   double pos,posprop; 
1.69      brouard  1638:   double  y2; /* in fractional years */
1.74    ! brouard  1639:   int iagemin, iagemax;
1.53      brouard  1640: 
1.74    ! brouard  1641:   iagemin= (int) agemin;
        !          1642:   iagemax= (int) agemax;
        !          1643:   /*pp=vector(1,nlstate);*/
        !          1644:   prop=matrix(1,nlstate,iagemin,iagemax+3); 
        !          1645:   /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
1.53      brouard  1646:   j1=0;
                   1647:   
                   1648:   j=cptcoveff;
                   1649:   if (cptcovn<1) {j=1;ncodemax[1]=1;}
                   1650:   
                   1651:   for(k1=1; k1<=j;k1++){
                   1652:     for(i1=1; i1<=ncodemax[k1];i1++){
                   1653:       j1++;
                   1654:       
1.73      lievre   1655:       for (i=1; i<=nlstate; i++)  
1.74    ! brouard  1656:        for(m=iagemin; m <= iagemax+3; m++)
        !          1657:          prop[i][m]=0.0;
1.53      brouard  1658:      
1.69      brouard  1659:       for (i=1; i<=imx; i++) { /* Each individual */
1.53      brouard  1660:        bool=1;
                   1661:        if  (cptcovn>0) {
                   1662:          for (z1=1; z1<=cptcoveff; z1++) 
                   1663:            if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
                   1664:              bool=0;
                   1665:        } 
                   1666:        if (bool==1) { 
1.69      brouard  1667:          for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
                   1668:            y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
                   1669:            if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
1.74    ! brouard  1670:              if(agev[m][i]==0) agev[m][i]=iagemax+1;
        !          1671:              if(agev[m][i]==1) agev[m][i]=iagemax+2;
        !          1672:              if((int)agev[m][i] <iagemin || (int)agev[m][i] >iagemax+3) printf("Error on individual =%d agev[m][i]=%f m=%d\n",i, agev[m][i],m); 
        !          1673:              if (s[m][i]>0 && s[m][i]<=nlstate) { 
        !          1674:                /*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]]);*/
        !          1675:                prop[s[m][i]][(int)agev[m][i]] += weight[i];
        !          1676:                prop[s[m][i]][iagemax+3] += weight[i]; 
        !          1677:              } 
1.53      brouard  1678:            }
1.69      brouard  1679:          } /* end selection of waves */
1.53      brouard  1680:        }
                   1681:       }
1.74    ! brouard  1682:       for(i=iagemin; i <= iagemax+3; i++){  
1.53      brouard  1683:        
1.74    ! brouard  1684:        for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
        !          1685:          posprop += prop[jk][i]; 
        !          1686:        } 
        !          1687: 
        !          1688:        for(jk=1; jk <=nlstate ; jk++){     
        !          1689:          if( i <=  iagemax){ 
        !          1690:            if(posprop>=1.e-5){ 
        !          1691:              probs[i][jk][j1]= prop[jk][i]/posprop;
        !          1692:            } 
        !          1693:          } 
        !          1694:        }/* end jk */ 
        !          1695:       }/* end i */ 
1.53      brouard  1696:     } /* end i1 */
                   1697:   } /* end k1 */
                   1698:   
1.74    ! brouard  1699:   /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
        !          1700:   /*free_vector(pp,1,nlstate);*/
        !          1701:   free_matrix(prop,1,nlstate, iagemin,iagemax+3);
        !          1702: }  /* End of prevalence */
1.53      brouard  1703: 
                   1704: /************* Waves Concatenation ***************/
                   1705: 
1.59      brouard  1706: void  concatwav(int wav[], int **dh, int **bh,  int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)
1.53      brouard  1707: {
                   1708:   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
                   1709:      Death is a valid wave (if date is known).
                   1710:      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
1.59      brouard  1711:      dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
1.53      brouard  1712:      and mw[mi+1][i]. dh depends on stepm.
                   1713:      */
                   1714: 
                   1715:   int i, mi, m;
                   1716:   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
                   1717:      double sum=0., jmean=0.;*/
                   1718:   int first;
                   1719:   int j, k=0,jk, ju, jl;
                   1720:   double sum=0.;
                   1721:   first=0;
                   1722:   jmin=1e+5;
                   1723:   jmax=-1;
                   1724:   jmean=0.;
                   1725:   for(i=1; i<=imx; i++){
                   1726:     mi=0;
                   1727:     m=firstpass;
                   1728:     while(s[m][i] <= nlstate){
1.69      brouard  1729:       if(s[m][i]>=1)
1.53      brouard  1730:        mw[++mi][i]=m;
                   1731:       if(m >=lastpass)
                   1732:        break;
                   1733:       else
                   1734:        m++;
                   1735:     }/* end while */
                   1736:     if (s[m][i] > nlstate){
                   1737:       mi++;    /* Death is another wave */
                   1738:       /* if(mi==0)  never been interviewed correctly before death */
                   1739:         /* Only death is a correct wave */
                   1740:       mw[mi][i]=m;
                   1741:     }
                   1742: 
                   1743:     wav[i]=mi;
                   1744:     if(mi==0){
                   1745:       if(first==0){
                   1746:        printf("Warning, no any valid information for:%d line=%d and may be others, see log file\n",num[i],i);
                   1747:        first=1;
                   1748:       }
                   1749:       if(first==1){
                   1750:        fprintf(ficlog,"Warning, no any valid information for:%d line=%d\n",num[i],i);
                   1751:       }
                   1752:     } /* end mi==0 */
                   1753:   }
                   1754: 
                   1755:   for(i=1; i<=imx; i++){
                   1756:     for(mi=1; mi<wav[i];mi++){
                   1757:       if (stepm <=0)
                   1758:        dh[mi][i]=1;
                   1759:       else{
                   1760:        if (s[mw[mi+1][i]][i] > nlstate) {
                   1761:          if (agedc[i] < 2*AGESUP) {
                   1762:          j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
                   1763:          if(j==0) j=1;  /* Survives at least one month after exam */
                   1764:          k=k+1;
                   1765:          if (j >= jmax) jmax=j;
                   1766:          if (j <= jmin) jmin=j;
                   1767:          sum=sum+j;
                   1768:          /*if (j<0) printf("j=%d num=%d \n",j,i); */
1.68      lievre   1769:          /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
1.71      brouard  1770:          /*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]);*/
1.53      brouard  1771:          }
                   1772:        }
                   1773:        else{
                   1774:          j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
1.68      lievre   1775:          /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
1.53      brouard  1776:          k=k+1;
                   1777:          if (j >= jmax) jmax=j;
                   1778:          else if (j <= jmin)jmin=j;
                   1779:          /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
1.73      lievre   1780:          /*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]);*/
1.53      brouard  1781:          sum=sum+j;
                   1782:        }
                   1783:        jk= j/stepm;
                   1784:        jl= j -jk*stepm;
                   1785:        ju= j -(jk+1)*stepm;
1.64      lievre   1786:        if(mle <=1){ 
                   1787:          if(jl==0){
                   1788:            dh[mi][i]=jk;
                   1789:            bh[mi][i]=0;
                   1790:          }else{ /* We want a negative bias in order to only have interpolation ie
                   1791:                  * at the price of an extra matrix product in likelihood */
                   1792:            dh[mi][i]=jk+1;
                   1793:            bh[mi][i]=ju;
                   1794:          }
                   1795:        }else{
                   1796:          if(jl <= -ju){
                   1797:            dh[mi][i]=jk;
                   1798:            bh[mi][i]=jl;       /* bias is positive if real duration
                   1799:                                 * is higher than the multiple of stepm and negative otherwise.
                   1800:                                 */
                   1801:          }
                   1802:          else{
                   1803:            dh[mi][i]=jk+1;
                   1804:            bh[mi][i]=ju;
                   1805:          }
                   1806:          if(dh[mi][i]==0){
                   1807:            dh[mi][i]=1; /* At least one step */
                   1808:            bh[mi][i]=ju; /* At least one step */
1.71      brouard  1809:            /*  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);*/
1.64      lievre   1810:          }
1.59      brouard  1811:        }
1.64      lievre   1812:       } /* end if mle */
                   1813:     } /* end wave */
1.53      brouard  1814:   }
                   1815:   jmean=sum/k;
                   1816:   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
                   1817:   fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
                   1818:  }
                   1819: 
                   1820: /*********** Tricode ****************************/
                   1821: void tricode(int *Tvar, int **nbcode, int imx)
                   1822: {
1.58      lievre   1823:   
                   1824:   int Ndum[20],ij=1, k, j, i, maxncov=19;
1.53      brouard  1825:   int cptcode=0;
                   1826:   cptcoveff=0; 
                   1827:  
1.58      lievre   1828:   for (k=0; k<maxncov; k++) Ndum[k]=0;
1.53      brouard  1829:   for (k=1; k<=7; k++) ncodemax[k]=0;
                   1830: 
                   1831:   for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
1.58      lievre   1832:     for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
                   1833:                               modality*/ 
                   1834:       ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
                   1835:       Ndum[ij]++; /*store the modality */
1.53      brouard  1836:       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
1.58      lievre   1837:       if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
                   1838:                                       Tvar[j]. If V=sex and male is 0 and 
                   1839:                                       female is 1, then  cptcode=1.*/
1.53      brouard  1840:     }
                   1841: 
                   1842:     for (i=0; i<=cptcode; i++) {
1.58      lievre   1843:       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 */
1.53      brouard  1844:     }
1.58      lievre   1845: 
1.53      brouard  1846:     ij=1; 
                   1847:     for (i=1; i<=ncodemax[j]; i++) {
1.58      lievre   1848:       for (k=0; k<= maxncov; k++) {
1.53      brouard  1849:        if (Ndum[k] != 0) {
                   1850:          nbcode[Tvar[j]][ij]=k; 
1.58      lievre   1851:          /* 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; */
1.53      brouard  1852:          
                   1853:          ij++;
                   1854:        }
                   1855:        if (ij > ncodemax[j]) break; 
                   1856:       }  
                   1857:     } 
                   1858:   }  
                   1859: 
1.58      lievre   1860:  for (k=0; k< maxncov; k++) Ndum[k]=0;
1.53      brouard  1861: 
1.58      lievre   1862:  for (i=1; i<=ncovmodel-2; i++) { 
                   1863:    /* Listing of all covariables in staement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
1.53      brouard  1864:    ij=Tvar[i];
1.58      lievre   1865:    Ndum[ij]++;
1.53      brouard  1866:  }
                   1867: 
                   1868:  ij=1;
1.58      lievre   1869:  for (i=1; i<= maxncov; i++) {
1.53      brouard  1870:    if((Ndum[i]!=0) && (i<=ncovcol)){
1.58      lievre   1871:      Tvaraff[ij]=i; /*For printing */
1.53      brouard  1872:      ij++;
                   1873:    }
                   1874:  }
                   1875:  
1.58      lievre   1876:  cptcoveff=ij-1; /*Number of simple covariates*/
1.53      brouard  1877: }
                   1878: 
                   1879: /*********** Health Expectancies ****************/
                   1880: 
                   1881: 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 )
                   1882: 
                   1883: {
                   1884:   /* Health expectancies */
                   1885:   int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
                   1886:   double age, agelim, hf;
                   1887:   double ***p3mat,***varhe;
                   1888:   double **dnewm,**doldm;
                   1889:   double *xp;
                   1890:   double **gp, **gm;
                   1891:   double ***gradg, ***trgradg;
                   1892:   int theta;
                   1893: 
1.74    ! brouard  1894:   varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
1.53      brouard  1895:   xp=vector(1,npar);
1.74    ! brouard  1896:   dnewm=matrix(1,nlstate*nlstate,1,npar);
        !          1897:   doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
1.53      brouard  1898:   
                   1899:   fprintf(ficreseij,"# Health expectancies\n");
                   1900:   fprintf(ficreseij,"# Age");
                   1901:   for(i=1; i<=nlstate;i++)
                   1902:     for(j=1; j<=nlstate;j++)
                   1903:       fprintf(ficreseij," %1d-%1d (SE)",i,j);
                   1904:   fprintf(ficreseij,"\n");
                   1905: 
                   1906:   if(estepm < stepm){
                   1907:     printf ("Problem %d lower than %d\n",estepm, stepm);
                   1908:   }
                   1909:   else  hstepm=estepm;   
                   1910:   /* We compute the life expectancy from trapezoids spaced every estepm months
                   1911:    * This is mainly to measure the difference between two models: for example
                   1912:    * if stepm=24 months pijx are given only every 2 years and by summing them
                   1913:    * we are calculating an estimate of the Life Expectancy assuming a linear 
1.66      brouard  1914:    * progression in between and thus overestimating or underestimating according
1.53      brouard  1915:    * to the curvature of the survival function. If, for the same date, we 
                   1916:    * estimate the model with stepm=1 month, we can keep estepm to 24 months
                   1917:    * to compare the new estimate of Life expectancy with the same linear 
                   1918:    * hypothesis. A more precise result, taking into account a more precise
                   1919:    * curvature will be obtained if estepm is as small as stepm. */
                   1920: 
                   1921:   /* For example we decided to compute the life expectancy with the smallest unit */
                   1922:   /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
                   1923:      nhstepm is the number of hstepm from age to agelim 
                   1924:      nstepm is the number of stepm from age to agelin. 
                   1925:      Look at hpijx to understand the reason of that which relies in memory size
                   1926:      and note for a fixed period like estepm months */
                   1927:   /* We decided (b) to get a life expectancy respecting the most precise curvature of the
                   1928:      survival function given by stepm (the optimization length). Unfortunately it
                   1929:      means that if the survival funtion is printed only each two years of age and if
                   1930:      you sum them up and add 1 year (area under the trapezoids) you won't get the same 
                   1931:      results. So we changed our mind and took the option of the best precision.
                   1932:   */
                   1933:   hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
                   1934: 
                   1935:   agelim=AGESUP;
                   1936:   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
                   1937:     /* nhstepm age range expressed in number of stepm */
                   1938:     nstepm=(int) rint((agelim-age)*YEARM/stepm); 
                   1939:     /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
                   1940:     /* if (stepm >= YEARM) hstepm=1;*/
                   1941:     nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
                   1942:     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
1.74    ! brouard  1943:     gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
        !          1944:     gp=matrix(0,nhstepm,1,nlstate*nlstate);
        !          1945:     gm=matrix(0,nhstepm,1,nlstate*nlstate);
1.53      brouard  1946: 
                   1947:     /* Computed by stepm unit matrices, product of hstepm matrices, stored
                   1948:        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
                   1949:     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
                   1950:  
                   1951: 
                   1952:     hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
                   1953: 
                   1954:     /* Computing Variances of health expectancies */
                   1955: 
                   1956:      for(theta=1; theta <=npar; theta++){
                   1957:       for(i=1; i<=npar; i++){ 
                   1958:        xp[i] = x[i] + (i==theta ?delti[theta]:0);
                   1959:       }
                   1960:       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
                   1961:   
                   1962:       cptj=0;
                   1963:       for(j=1; j<= nlstate; j++){
                   1964:        for(i=1; i<=nlstate; i++){
                   1965:          cptj=cptj+1;
                   1966:          for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
                   1967:            gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
                   1968:          }
                   1969:        }
                   1970:       }
                   1971:      
                   1972:      
                   1973:       for(i=1; i<=npar; i++) 
                   1974:        xp[i] = x[i] - (i==theta ?delti[theta]:0);
                   1975:       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
                   1976:       
                   1977:       cptj=0;
                   1978:       for(j=1; j<= nlstate; j++){
                   1979:        for(i=1;i<=nlstate;i++){
                   1980:          cptj=cptj+1;
                   1981:          for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
                   1982:            gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
                   1983:          }
                   1984:        }
                   1985:       }
1.74    ! brouard  1986:       for(j=1; j<= nlstate*nlstate; j++)
1.53      brouard  1987:        for(h=0; h<=nhstepm-1; h++){
                   1988:          gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
                   1989:        }
                   1990:      } 
                   1991:    
                   1992: /* End theta */
                   1993: 
1.74    ! brouard  1994:      trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
1.53      brouard  1995: 
                   1996:      for(h=0; h<=nhstepm-1; h++)
1.74    ! brouard  1997:       for(j=1; j<=nlstate*nlstate;j++)
1.53      brouard  1998:        for(theta=1; theta <=npar; theta++)
                   1999:          trgradg[h][j][theta]=gradg[h][theta][j];
                   2000:      
                   2001: 
1.74    ! brouard  2002:      for(i=1;i<=nlstate*nlstate;i++)
        !          2003:       for(j=1;j<=nlstate*nlstate;j++)
1.53      brouard  2004:        varhe[i][j][(int)age] =0.;
                   2005: 
                   2006:      printf("%d|",(int)age);fflush(stdout);
                   2007:      fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
                   2008:      for(h=0;h<=nhstepm-1;h++){
                   2009:       for(k=0;k<=nhstepm-1;k++){
1.74    ! brouard  2010:        matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
        !          2011:        matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
        !          2012:        for(i=1;i<=nlstate*nlstate;i++)
        !          2013:          for(j=1;j<=nlstate*nlstate;j++)
1.53      brouard  2014:            varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
                   2015:       }
                   2016:     }
                   2017:     /* Computing expectancies */
                   2018:     for(i=1; i<=nlstate;i++)
                   2019:       for(j=1; j<=nlstate;j++)
                   2020:        for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
                   2021:          eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
                   2022:          
                   2023: /* 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]);*/
                   2024: 
                   2025:        }
                   2026: 
                   2027:     fprintf(ficreseij,"%3.0f",age );
                   2028:     cptj=0;
                   2029:     for(i=1; i<=nlstate;i++)
                   2030:       for(j=1; j<=nlstate;j++){
                   2031:        cptj++;
                   2032:        fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
                   2033:       }
                   2034:     fprintf(ficreseij,"\n");
                   2035:    
1.74    ! brouard  2036:     free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
        !          2037:     free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
        !          2038:     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
        !          2039:     free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
1.53      brouard  2040:     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
                   2041:   }
                   2042:   printf("\n");
                   2043:   fprintf(ficlog,"\n");
                   2044: 
                   2045:   free_vector(xp,1,npar);
1.74    ! brouard  2046:   free_matrix(dnewm,1,nlstate*nlstate,1,npar);
        !          2047:   free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
        !          2048:   free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
1.53      brouard  2049: }
                   2050: 
                   2051: /************ Variance ******************/
                   2052: 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)
                   2053: {
                   2054:   /* Variance of health expectancies */
                   2055:   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
                   2056:   /* double **newm;*/
                   2057:   double **dnewm,**doldm;
                   2058:   double **dnewmp,**doldmp;
                   2059:   int i, j, nhstepm, hstepm, h, nstepm ;
                   2060:   int k, cptcode;
                   2061:   double *xp;
                   2062:   double **gp, **gm;  /* for var eij */
                   2063:   double ***gradg, ***trgradg; /*for var eij */
                   2064:   double **gradgp, **trgradgp; /* for var p point j */
                   2065:   double *gpp, *gmp; /* for var p point j */
                   2066:   double **varppt; /* for var p point j nlstate to nlstate+ndeath */
                   2067:   double ***p3mat;
                   2068:   double age,agelim, hf;
                   2069:   double ***mobaverage;
                   2070:   int theta;
                   2071:   char digit[4];
1.55      lievre   2072:   char digitp[25];
1.53      brouard  2073: 
                   2074:   char fileresprobmorprev[FILENAMELENGTH];
                   2075: 
1.55      lievre   2076:   if(popbased==1){
1.58      lievre   2077:     if(mobilav!=0)
1.55      lievre   2078:       strcpy(digitp,"-populbased-mobilav-");
                   2079:     else strcpy(digitp,"-populbased-nomobil-");
                   2080:   }
                   2081:   else 
1.53      brouard  2082:     strcpy(digitp,"-stablbased-");
1.56      lievre   2083: 
1.54      brouard  2084:   if (mobilav!=0) {
1.53      brouard  2085:     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
1.54      brouard  2086:     if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
                   2087:       fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
                   2088:       printf(" Error in movingaverage mobilav=%d\n",mobilav);
                   2089:     }
1.53      brouard  2090:   }
                   2091: 
                   2092:   strcpy(fileresprobmorprev,"prmorprev"); 
                   2093:   sprintf(digit,"%-d",ij);
                   2094:   /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
                   2095:   strcat(fileresprobmorprev,digit); /* Tvar to be done */
                   2096:   strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
                   2097:   strcat(fileresprobmorprev,fileres);
                   2098:   if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
                   2099:     printf("Problem with resultfile: %s\n", fileresprobmorprev);
                   2100:     fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
                   2101:   }
                   2102:   printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
                   2103:   fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
1.66      brouard  2104:   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);
1.53      brouard  2105:   fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
                   2106:   for(j=nlstate+1; j<=(nlstate+ndeath);j++){
                   2107:     fprintf(ficresprobmorprev," p.%-d SE",j);
                   2108:     for(i=1; i<=nlstate;i++)
                   2109:       fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
                   2110:   }  
                   2111:   fprintf(ficresprobmorprev,"\n");
                   2112:   if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
                   2113:     printf("Problem with gnuplot file: %s\n", optionfilegnuplot);
                   2114:     fprintf(ficlog,"Problem with gnuplot file: %s\n", optionfilegnuplot);
                   2115:     exit(0);
                   2116:   }
                   2117:   else{
                   2118:     fprintf(ficgp,"\n# Routine varevsij");
                   2119:   }
                   2120:   if((fichtm=fopen(optionfilehtm,"a"))==NULL) {
                   2121:     printf("Problem with html file: %s\n", optionfilehtm);
                   2122:     fprintf(ficlog,"Problem with html file: %s\n", optionfilehtm);
                   2123:     exit(0);
                   2124:   }
                   2125:   else{
1.67      brouard  2126:     fprintf(fichtm,"\n<li><h4> Computing probabilities of dying over estepm months as a weighted average (i.e global mortality independent of initial healh state)</h4></li>\n");
                   2127:     fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
1.53      brouard  2128:   }
                   2129:   varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
                   2130: 
                   2131:   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");
                   2132:   fprintf(ficresvij,"# Age");
                   2133:   for(i=1; i<=nlstate;i++)
                   2134:     for(j=1; j<=nlstate;j++)
                   2135:       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
                   2136:   fprintf(ficresvij,"\n");
                   2137: 
                   2138:   xp=vector(1,npar);
                   2139:   dnewm=matrix(1,nlstate,1,npar);
                   2140:   doldm=matrix(1,nlstate,1,nlstate);
                   2141:   dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
                   2142:   doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
                   2143: 
                   2144:   gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
                   2145:   gpp=vector(nlstate+1,nlstate+ndeath);
                   2146:   gmp=vector(nlstate+1,nlstate+ndeath);
                   2147:   trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
                   2148:   
                   2149:   if(estepm < stepm){
                   2150:     printf ("Problem %d lower than %d\n",estepm, stepm);
                   2151:   }
                   2152:   else  hstepm=estepm;   
                   2153:   /* For example we decided to compute the life expectancy with the smallest unit */
                   2154:   /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
                   2155:      nhstepm is the number of hstepm from age to agelim 
                   2156:      nstepm is the number of stepm from age to agelin. 
                   2157:      Look at hpijx to understand the reason of that which relies in memory size
                   2158:      and note for a fixed period like k years */
                   2159:   /* We decided (b) to get a life expectancy respecting the most precise curvature of the
                   2160:      survival function given by stepm (the optimization length). Unfortunately it
1.66      brouard  2161:      means that if the survival funtion is printed every two years of age and if
1.53      brouard  2162:      you sum them up and add 1 year (area under the trapezoids) you won't get the same 
                   2163:      results. So we changed our mind and took the option of the best precision.
                   2164:   */
                   2165:   hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
                   2166:   agelim = AGESUP;
                   2167:   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
                   2168:     nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
                   2169:     nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
                   2170:     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
                   2171:     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
                   2172:     gp=matrix(0,nhstepm,1,nlstate);
                   2173:     gm=matrix(0,nhstepm,1,nlstate);
                   2174: 
                   2175: 
                   2176:     for(theta=1; theta <=npar; theta++){
1.66      brouard  2177:       for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
1.53      brouard  2178:        xp[i] = x[i] + (i==theta ?delti[theta]:0);
                   2179:       }
                   2180:       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
                   2181:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
                   2182: 
                   2183:       if (popbased==1) {
1.54      brouard  2184:        if(mobilav ==0){
1.53      brouard  2185:          for(i=1; i<=nlstate;i++)
                   2186:            prlim[i][i]=probs[(int)age][i][ij];
1.54      brouard  2187:        }else{ /* mobilav */ 
1.53      brouard  2188:          for(i=1; i<=nlstate;i++)
                   2189:            prlim[i][i]=mobaverage[(int)age][i][ij];
                   2190:        }
                   2191:       }
                   2192:   
                   2193:       for(j=1; j<= nlstate; j++){
                   2194:        for(h=0; h<=nhstepm; h++){
                   2195:          for(i=1, gp[h][j]=0.;i<=nlstate;i++)
                   2196:            gp[h][j] += prlim[i][i]*p3mat[i][j][h];
                   2197:        }
                   2198:       }
1.66      brouard  2199:       /* This for computing probability of death (h=1 means
                   2200:          computed over hstepm matrices product = hstepm*stepm months) 
                   2201:          as a weighted average of prlim.
                   2202:       */
1.69      brouard  2203:       for(j=nlstate+1;j<=nlstate+ndeath;j++){
1.68      lievre   2204:        for(i=1,gpp[j]=0.; i<= nlstate; i++)
1.53      brouard  2205:          gpp[j] += prlim[i][i]*p3mat[i][j][1];
                   2206:       }    
1.66      brouard  2207:       /* end probability of death */
1.53      brouard  2208: 
1.66      brouard  2209:       for(i=1; i<=npar; i++) /* Computes gradient x - delta */
1.53      brouard  2210:        xp[i] = x[i] - (i==theta ?delti[theta]:0);
                   2211:       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
                   2212:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
                   2213:  
                   2214:       if (popbased==1) {
1.54      brouard  2215:        if(mobilav ==0){
1.53      brouard  2216:          for(i=1; i<=nlstate;i++)
                   2217:            prlim[i][i]=probs[(int)age][i][ij];
1.54      brouard  2218:        }else{ /* mobilav */ 
1.53      brouard  2219:          for(i=1; i<=nlstate;i++)
                   2220:            prlim[i][i]=mobaverage[(int)age][i][ij];
                   2221:        }
                   2222:       }
                   2223: 
                   2224:       for(j=1; j<= nlstate; j++){
                   2225:        for(h=0; h<=nhstepm; h++){
                   2226:          for(i=1, gm[h][j]=0.;i<=nlstate;i++)
                   2227:            gm[h][j] += prlim[i][i]*p3mat[i][j][h];
                   2228:        }
                   2229:       }
1.66      brouard  2230:       /* This for computing probability of death (h=1 means
                   2231:          computed over hstepm matrices product = hstepm*stepm months) 
                   2232:          as a weighted average of prlim.
                   2233:       */
1.69      brouard  2234:       for(j=nlstate+1;j<=nlstate+ndeath;j++){
1.68      lievre   2235:        for(i=1,gmp[j]=0.; i<= nlstate; i++)
                   2236:          gmp[j] += prlim[i][i]*p3mat[i][j][1];
1.53      brouard  2237:       }    
1.66      brouard  2238:       /* end probability of death */
1.53      brouard  2239: 
                   2240:       for(j=1; j<= nlstate; j++) /* vareij */
                   2241:        for(h=0; h<=nhstepm; h++){
                   2242:          gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
                   2243:        }
1.68      lievre   2244: 
1.53      brouard  2245:       for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
                   2246:        gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
                   2247:       }
                   2248: 
                   2249:     } /* End theta */
                   2250: 
                   2251:     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
                   2252: 
                   2253:     for(h=0; h<=nhstepm; h++) /* veij */
                   2254:       for(j=1; j<=nlstate;j++)
                   2255:        for(theta=1; theta <=npar; theta++)
                   2256:          trgradg[h][j][theta]=gradg[h][theta][j];
                   2257: 
                   2258:     for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
1.69      brouard  2259:       for(theta=1; theta <=npar; theta++)
1.53      brouard  2260:        trgradgp[j][theta]=gradgp[theta][j];
1.69      brouard  2261:   
1.53      brouard  2262: 
                   2263:     hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
                   2264:     for(i=1;i<=nlstate;i++)
                   2265:       for(j=1;j<=nlstate;j++)
                   2266:        vareij[i][j][(int)age] =0.;
                   2267: 
                   2268:     for(h=0;h<=nhstepm;h++){
                   2269:       for(k=0;k<=nhstepm;k++){
                   2270:        matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
                   2271:        matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
                   2272:        for(i=1;i<=nlstate;i++)
                   2273:          for(j=1;j<=nlstate;j++)
                   2274:            vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
                   2275:       }
                   2276:     }
1.70      brouard  2277:   
1.53      brouard  2278:     /* pptj */
                   2279:     matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
                   2280:     matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
1.70      brouard  2281:     for(j=nlstate+1;j<=nlstate+ndeath;j++)
                   2282:       for(i=nlstate+1;i<=nlstate+ndeath;i++)
1.53      brouard  2283:        varppt[j][i]=doldmp[j][i];
                   2284:     /* end ppptj */
1.66      brouard  2285:     /*  x centered again */
1.53      brouard  2286:     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
                   2287:     prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
                   2288:  
                   2289:     if (popbased==1) {
1.54      brouard  2290:       if(mobilav ==0){
1.53      brouard  2291:        for(i=1; i<=nlstate;i++)
                   2292:          prlim[i][i]=probs[(int)age][i][ij];
1.54      brouard  2293:       }else{ /* mobilav */ 
1.53      brouard  2294:        for(i=1; i<=nlstate;i++)
                   2295:          prlim[i][i]=mobaverage[(int)age][i][ij];
                   2296:       }
                   2297:     }
1.70      brouard  2298:              
1.66      brouard  2299:     /* This for computing probability of death (h=1 means
                   2300:        computed over hstepm (estepm) matrices product = hstepm*stepm months) 
                   2301:        as a weighted average of prlim.
                   2302:     */
1.68      lievre   2303:     for(j=nlstate+1;j<=nlstate+ndeath;j++){
                   2304:       for(i=1,gmp[j]=0.;i<= nlstate; i++) 
1.53      brouard  2305:        gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
                   2306:     }    
1.66      brouard  2307:     /* end probability of death */
1.53      brouard  2308: 
                   2309:     fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
                   2310:     for(j=nlstate+1; j<=(nlstate+ndeath);j++){
                   2311:       fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
                   2312:       for(i=1; i<=nlstate;i++){
                   2313:        fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
                   2314:       }
                   2315:     } 
                   2316:     fprintf(ficresprobmorprev,"\n");
                   2317: 
                   2318:     fprintf(ficresvij,"%.0f ",age );
                   2319:     for(i=1; i<=nlstate;i++)
                   2320:       for(j=1; j<=nlstate;j++){
                   2321:        fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
                   2322:       }
                   2323:     fprintf(ficresvij,"\n");
                   2324:     free_matrix(gp,0,nhstepm,1,nlstate);
                   2325:     free_matrix(gm,0,nhstepm,1,nlstate);
                   2326:     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
                   2327:     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
                   2328:     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
                   2329:   } /* End age */
                   2330:   free_vector(gpp,nlstate+1,nlstate+ndeath);
                   2331:   free_vector(gmp,nlstate+1,nlstate+ndeath);
                   2332:   free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
                   2333:   free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
                   2334:   fprintf(ficgp,"\nset noparametric;set nolabel; set ter png small;set size 0.65, 0.65");
                   2335:   /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
                   2336:   fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
1.67      brouard  2337: /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
                   2338: /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
                   2339: /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
                   2340:   fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",fileresprobmorprev);
                   2341:   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",fileresprobmorprev);
                   2342:   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",fileresprobmorprev);
1.53      brouard  2343:   fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",fileresprobmorprev,fileresprobmorprev);
1.71      brouard  2344:   fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months. <br> <img src=\"varmuptjgr%s%s%s.png\"> <br>\n", estepm,digitp,optionfilefiname,digit);
1.53      brouard  2345:   /*  fprintf(fichtm,"\n<br> 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 <br> <img src=\"varmuptjgr%s%s.png\"> <br>\n", stepm,YEARM,digitp,digit);
                   2346: */
1.71      brouard  2347:   fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit);
1.53      brouard  2348: 
                   2349:   free_vector(xp,1,npar);
                   2350:   free_matrix(doldm,1,nlstate,1,nlstate);
                   2351:   free_matrix(dnewm,1,nlstate,1,npar);
                   2352:   free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
                   2353:   free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
                   2354:   free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
1.55      lievre   2355:   if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
1.53      brouard  2356:   fclose(ficresprobmorprev);
                   2357:   fclose(ficgp);
                   2358:   fclose(fichtm);
1.70      brouard  2359: }  
1.53      brouard  2360: 
                   2361: /************ Variance of prevlim ******************/
                   2362: 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)
                   2363: {
                   2364:   /* Variance of prevalence limit */
1.59      brouard  2365:   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
1.53      brouard  2366:   double **newm;
                   2367:   double **dnewm,**doldm;
                   2368:   int i, j, nhstepm, hstepm;
                   2369:   int k, cptcode;
                   2370:   double *xp;
                   2371:   double *gp, *gm;
                   2372:   double **gradg, **trgradg;
                   2373:   double age,agelim;
                   2374:   int theta;
                   2375:    
1.54      brouard  2376:   fprintf(ficresvpl,"# Standard deviation of stable prevalences \n");
1.53      brouard  2377:   fprintf(ficresvpl,"# Age");
                   2378:   for(i=1; i<=nlstate;i++)
                   2379:       fprintf(ficresvpl," %1d-%1d",i,i);
                   2380:   fprintf(ficresvpl,"\n");
                   2381: 
                   2382:   xp=vector(1,npar);
                   2383:   dnewm=matrix(1,nlstate,1,npar);
                   2384:   doldm=matrix(1,nlstate,1,nlstate);
                   2385:   
                   2386:   hstepm=1*YEARM; /* Every year of age */
                   2387:   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
                   2388:   agelim = AGESUP;
                   2389:   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
                   2390:     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
                   2391:     if (stepm >= YEARM) hstepm=1;
                   2392:     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
                   2393:     gradg=matrix(1,npar,1,nlstate);
                   2394:     gp=vector(1,nlstate);
                   2395:     gm=vector(1,nlstate);
                   2396: 
                   2397:     for(theta=1; theta <=npar; theta++){
                   2398:       for(i=1; i<=npar; i++){ /* Computes gradient */
                   2399:        xp[i] = x[i] + (i==theta ?delti[theta]:0);
                   2400:       }
                   2401:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
                   2402:       for(i=1;i<=nlstate;i++)
                   2403:        gp[i] = prlim[i][i];
                   2404:     
                   2405:       for(i=1; i<=npar; i++) /* Computes gradient */
                   2406:        xp[i] = x[i] - (i==theta ?delti[theta]:0);
                   2407:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
                   2408:       for(i=1;i<=nlstate;i++)
                   2409:        gm[i] = prlim[i][i];
                   2410: 
                   2411:       for(i=1;i<=nlstate;i++)
                   2412:        gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
                   2413:     } /* End theta */
                   2414: 
                   2415:     trgradg =matrix(1,nlstate,1,npar);
                   2416: 
                   2417:     for(j=1; j<=nlstate;j++)
                   2418:       for(theta=1; theta <=npar; theta++)
                   2419:        trgradg[j][theta]=gradg[theta][j];
                   2420: 
                   2421:     for(i=1;i<=nlstate;i++)
                   2422:       varpl[i][(int)age] =0.;
                   2423:     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
                   2424:     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
                   2425:     for(i=1;i<=nlstate;i++)
                   2426:       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
                   2427: 
                   2428:     fprintf(ficresvpl,"%.0f ",age );
                   2429:     for(i=1; i<=nlstate;i++)
                   2430:       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
                   2431:     fprintf(ficresvpl,"\n");
                   2432:     free_vector(gp,1,nlstate);
                   2433:     free_vector(gm,1,nlstate);
                   2434:     free_matrix(gradg,1,npar,1,nlstate);
                   2435:     free_matrix(trgradg,1,nlstate,1,npar);
                   2436:   } /* End age */
                   2437: 
                   2438:   free_vector(xp,1,npar);
                   2439:   free_matrix(doldm,1,nlstate,1,npar);
                   2440:   free_matrix(dnewm,1,nlstate,1,nlstate);
                   2441: 
                   2442: }
                   2443: 
                   2444: /************ Variance of one-step probabilities  ******************/
                   2445: void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax)
                   2446: {
                   2447:   int i, j=0,  i1, k1, l1, t, tj;
                   2448:   int k2, l2, j1,  z1;
                   2449:   int k=0,l, cptcode;
                   2450:   int first=1, first1;
                   2451:   double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
                   2452:   double **dnewm,**doldm;
                   2453:   double *xp;
                   2454:   double *gp, *gm;
                   2455:   double **gradg, **trgradg;
                   2456:   double **mu;
                   2457:   double age,agelim, cov[NCOVMAX];
                   2458:   double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
                   2459:   int theta;
                   2460:   char fileresprob[FILENAMELENGTH];
                   2461:   char fileresprobcov[FILENAMELENGTH];
                   2462:   char fileresprobcor[FILENAMELENGTH];
                   2463: 
                   2464:   double ***varpij;
                   2465: 
                   2466:   strcpy(fileresprob,"prob"); 
                   2467:   strcat(fileresprob,fileres);
                   2468:   if((ficresprob=fopen(fileresprob,"w"))==NULL) {
                   2469:     printf("Problem with resultfile: %s\n", fileresprob);
                   2470:     fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
                   2471:   }
                   2472:   strcpy(fileresprobcov,"probcov"); 
                   2473:   strcat(fileresprobcov,fileres);
                   2474:   if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
                   2475:     printf("Problem with resultfile: %s\n", fileresprobcov);
                   2476:     fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
                   2477:   }
                   2478:   strcpy(fileresprobcor,"probcor"); 
                   2479:   strcat(fileresprobcor,fileres);
                   2480:   if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
                   2481:     printf("Problem with resultfile: %s\n", fileresprobcor);
                   2482:     fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
                   2483:   }
                   2484:   printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
                   2485:   fprintf(ficlog,"Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
                   2486:   printf("Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
                   2487:   fprintf(ficlog,"Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
                   2488:   printf("and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
                   2489:   fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
                   2490:   
                   2491:   fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
                   2492:   fprintf(ficresprob,"# Age");
                   2493:   fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
                   2494:   fprintf(ficresprobcov,"# Age");
                   2495:   fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
                   2496:   fprintf(ficresprobcov,"# Age");
                   2497: 
                   2498: 
                   2499:   for(i=1; i<=nlstate;i++)
                   2500:     for(j=1; j<=(nlstate+ndeath);j++){
                   2501:       fprintf(ficresprob," p%1d-%1d (SE)",i,j);
                   2502:       fprintf(ficresprobcov," p%1d-%1d ",i,j);
                   2503:       fprintf(ficresprobcor," p%1d-%1d ",i,j);
                   2504:     }  
1.69      brouard  2505:  /* fprintf(ficresprob,"\n");
1.53      brouard  2506:   fprintf(ficresprobcov,"\n");
                   2507:   fprintf(ficresprobcor,"\n");
1.69      brouard  2508:  */
                   2509:  xp=vector(1,npar);
1.53      brouard  2510:   dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
                   2511:   doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
                   2512:   mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
                   2513:   varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
                   2514:   first=1;
                   2515:   if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
                   2516:     printf("Problem with gnuplot file: %s\n", optionfilegnuplot);
                   2517:     fprintf(ficlog,"Problem with gnuplot file: %s\n", optionfilegnuplot);
                   2518:     exit(0);
                   2519:   }
                   2520:   else{
                   2521:     fprintf(ficgp,"\n# Routine varprob");
                   2522:   }
                   2523:   if((fichtm=fopen(optionfilehtm,"a"))==NULL) {
                   2524:     printf("Problem with html file: %s\n", optionfilehtm);
                   2525:     fprintf(ficlog,"Problem with html file: %s\n", optionfilehtm);
                   2526:     exit(0);
                   2527:   }
                   2528:   else{
                   2529:     fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
                   2530:     fprintf(fichtm,"\n");
                   2531: 
                   2532:     fprintf(fichtm,"\n<li><h4> Computing matrix of variance-covariance of step probabilities</h4></li>\n");
                   2533:     fprintf(fichtm,"\nWe have drawn ellipsoids of confidence around the p<inf>ij</inf>, p<inf>kl</inf> to understand the covariance between two incidences. They are expressed in year<sup>-1</sup> in order to be less dependent of stepm.<br>\n");
                   2534:     fprintf(fichtm,"\n<br> We have drawn x'cov<sup>-1</sup>x = 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. <br> When both incidences are correlated we diagonalised the inverse of the covariance matrix and made the appropriate rotation.<br> \n");
                   2535: 
                   2536:   }
                   2537: 
                   2538:   cov[1]=1;
                   2539:   tj=cptcoveff;
                   2540:   if (cptcovn<1) {tj=1;ncodemax[1]=1;}
                   2541:   j1=0;
                   2542:   for(t=1; t<=tj;t++){
                   2543:     for(i1=1; i1<=ncodemax[t];i1++){ 
                   2544:       j1++;
                   2545:       if  (cptcovn>0) {
                   2546:        fprintf(ficresprob, "\n#********** Variable "); 
                   2547:        for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
1.69      brouard  2548:        fprintf(ficresprob, "**********\n#\n");
1.53      brouard  2549:        fprintf(ficresprobcov, "\n#********** Variable "); 
                   2550:        for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
1.69      brouard  2551:        fprintf(ficresprobcov, "**********\n#\n");
1.53      brouard  2552:        
                   2553:        fprintf(ficgp, "\n#********** Variable "); 
1.69      brouard  2554:        for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
                   2555:        fprintf(ficgp, "**********\n#\n");
1.53      brouard  2556:        
                   2557:        
                   2558:        fprintf(fichtm, "\n<hr  size=\"2\" color=\"#EC5E5E\">********** Variable "); 
                   2559:        for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
                   2560:        fprintf(fichtm, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
                   2561:        
                   2562:        fprintf(ficresprobcor, "\n#********** Variable ");    
                   2563:        for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
1.69      brouard  2564:        fprintf(ficresprobcor, "**********\n#");    
1.53      brouard  2565:       }
                   2566:       
                   2567:       for (age=bage; age<=fage; age ++){ 
                   2568:        cov[2]=age;
                   2569:        for (k=1; k<=cptcovn;k++) {
                   2570:          cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
                   2571:        }
                   2572:        for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
                   2573:        for (k=1; k<=cptcovprod;k++)
                   2574:          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
                   2575:        
                   2576:        gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
                   2577:        trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
                   2578:        gp=vector(1,(nlstate)*(nlstate+ndeath));
                   2579:        gm=vector(1,(nlstate)*(nlstate+ndeath));
                   2580:     
                   2581:        for(theta=1; theta <=npar; theta++){
                   2582:          for(i=1; i<=npar; i++)
1.74    ! brouard  2583:            xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
1.53      brouard  2584:          
                   2585:          pmij(pmmij,cov,ncovmodel,xp,nlstate);
                   2586:          
                   2587:          k=0;
                   2588:          for(i=1; i<= (nlstate); i++){
                   2589:            for(j=1; j<=(nlstate+ndeath);j++){
                   2590:              k=k+1;
                   2591:              gp[k]=pmmij[i][j];
                   2592:            }
                   2593:          }
                   2594:          
                   2595:          for(i=1; i<=npar; i++)
1.74    ! brouard  2596:            xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
1.53      brouard  2597:     
                   2598:          pmij(pmmij,cov,ncovmodel,xp,nlstate);
                   2599:          k=0;
                   2600:          for(i=1; i<=(nlstate); i++){
                   2601:            for(j=1; j<=(nlstate+ndeath);j++){
                   2602:              k=k+1;
                   2603:              gm[k]=pmmij[i][j];
                   2604:            }
                   2605:          }
                   2606:      
                   2607:          for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
1.74    ! brouard  2608:            gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
1.53      brouard  2609:        }
                   2610: 
                   2611:        for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
                   2612:          for(theta=1; theta <=npar; theta++)
                   2613:            trgradg[j][theta]=gradg[theta][j];
                   2614:        
                   2615:        matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
                   2616:        matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
1.59      brouard  2617:        free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
                   2618:        free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
                   2619:        free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
                   2620:        free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
                   2621: 
1.53      brouard  2622:        pmij(pmmij,cov,ncovmodel,x,nlstate);
                   2623:        
                   2624:        k=0;
                   2625:        for(i=1; i<=(nlstate); i++){
                   2626:          for(j=1; j<=(nlstate+ndeath);j++){
                   2627:            k=k+1;
                   2628:            mu[k][(int) age]=pmmij[i][j];
                   2629:          }
                   2630:        }
                   2631:        for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
                   2632:          for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
                   2633:            varpij[i][j][(int)age] = doldm[i][j];
                   2634: 
                   2635:        /*printf("\n%d ",(int)age);
1.59      brouard  2636:          for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
                   2637:          printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
                   2638:          fprintf(ficlog,"%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
                   2639:          }*/
1.53      brouard  2640: 
                   2641:        fprintf(ficresprob,"\n%d ",(int)age);
                   2642:        fprintf(ficresprobcov,"\n%d ",(int)age);
                   2643:        fprintf(ficresprobcor,"\n%d ",(int)age);
                   2644: 
                   2645:        for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
                   2646:          fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
                   2647:        for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
                   2648:          fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
                   2649:          fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
                   2650:        }
                   2651:        i=0;
                   2652:        for (k=1; k<=(nlstate);k++){
                   2653:          for (l=1; l<=(nlstate+ndeath);l++){ 
                   2654:            i=i++;
                   2655:            fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l);
                   2656:            fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l);
                   2657:            for (j=1; j<=i;j++){
                   2658:              fprintf(ficresprobcov," %11.3e",varpij[i][j][(int)age]);
                   2659:              fprintf(ficresprobcor," %11.3e",varpij[i][j][(int) age]/sqrt(varpij[i][i][(int) age])/sqrt(varpij[j][j][(int)age]));
                   2660:            }
                   2661:          }
                   2662:        }/* end of loop for state */
                   2663:       } /* end of loop for age */
                   2664: 
                   2665:       /* Confidence intervalle of pij  */
                   2666:       /*
1.59      brouard  2667:        fprintf(ficgp,"\nset noparametric;unset label");
                   2668:        fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
                   2669:        fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
                   2670:        fprintf(fichtm,"\n<br>Probability with  confidence intervals expressed in year<sup>-1</sup> :<a href=\"pijgr%s.png\">pijgr%s.png</A>, ",optionfilefiname,optionfilefiname);
                   2671:        fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
                   2672:        fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
                   2673:        fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
1.53      brouard  2674:       */
                   2675: 
                   2676:       /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
                   2677:       first1=1;
                   2678:       for (k2=1; k2<=(nlstate);k2++){
                   2679:        for (l2=1; l2<=(nlstate+ndeath);l2++){ 
                   2680:          if(l2==k2) continue;
                   2681:          j=(k2-1)*(nlstate+ndeath)+l2;
                   2682:          for (k1=1; k1<=(nlstate);k1++){
                   2683:            for (l1=1; l1<=(nlstate+ndeath);l1++){ 
                   2684:              if(l1==k1) continue;
                   2685:              i=(k1-1)*(nlstate+ndeath)+l1;
                   2686:              if(i<=j) continue;
                   2687:              for (age=bage; age<=fage; age ++){ 
                   2688:                if ((int)age %5==0){
                   2689:                  v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
                   2690:                  v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
                   2691:                  cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
                   2692:                  mu1=mu[i][(int) age]/stepm*YEARM ;
                   2693:                  mu2=mu[j][(int) age]/stepm*YEARM;
                   2694:                  c12=cv12/sqrt(v1*v2);
                   2695:                  /* Computing eigen value of matrix of covariance */
                   2696:                  lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
                   2697:                  lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
                   2698:                  /* Eigen vectors */
                   2699:                  v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
                   2700:                  /*v21=sqrt(1.-v11*v11); *//* error */
                   2701:                  v21=(lc1-v1)/cv12*v11;
                   2702:                  v12=-v21;
                   2703:                  v22=v11;
                   2704:                  tnalp=v21/v11;
                   2705:                  if(first1==1){
                   2706:                    first1=0;
                   2707:                    printf("%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tang %.3f\nOthers in log...\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
                   2708:                  }
                   2709:                  fprintf(ficlog,"%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tan %.3f\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
                   2710:                  /*printf(fignu*/
                   2711:                  /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
                   2712:                  /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
                   2713:                  if(first==1){
                   2714:                    first=0;
                   2715:                    fprintf(ficgp,"\nset parametric;unset label");
                   2716:                    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);
                   2717:                    fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
                   2718:                    fprintf(fichtm,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup> :<a href=\"varpijgr%s%d%1d%1d-%1d%1d.png\">varpijgr%s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,optionfilefiname, j1,k1,l1,k2,l2,optionfilefiname, j1,k1,l1,k2,l2);
                   2719:                    fprintf(fichtm,"\n<br><img src=\"varpijgr%s%d%1d%1d-%1d%1d.png\"> ",optionfilefiname, j1,k1,l1,k2,l2);
                   2720:                    fprintf(fichtm,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
                   2721:                    fprintf(ficgp,"\nset out \"varpijgr%s%d%1d%1d-%1d%1d.png\"",optionfilefiname, j1,k1,l1,k2,l2);
                   2722:                    fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                   2723:                    fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                   2724:                    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",\
                   2725:                            mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                   2726:                            mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                   2727:                  }else{
                   2728:                    first=0;
                   2729:                    fprintf(fichtm," %d (%.3f),",(int) age, c12);
                   2730:                    fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                   2731:                    fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                   2732:                    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",\
                   2733:                            mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                   2734:                            mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                   2735:                  }/* if first */
                   2736:                } /* age mod 5 */
                   2737:              } /* end loop age */
                   2738:              fprintf(ficgp,"\nset out \"varpijgr%s%d%1d%1d-%1d%1d.png\";replot;",optionfilefiname, j1,k1,l1,k2,l2);
                   2739:              first=1;
                   2740:            } /*l12 */
                   2741:          } /* k12 */
                   2742:        } /*l1 */
                   2743:       }/* k1 */
                   2744:     } /* loop covariates */
                   2745:   }
1.59      brouard  2746:   free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
                   2747:   free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
1.53      brouard  2748:   free_vector(xp,1,npar);
                   2749:   fclose(ficresprob);
                   2750:   fclose(ficresprobcov);
                   2751:   fclose(ficresprobcor);
                   2752:   fclose(ficgp);
                   2753:   fclose(fichtm);
                   2754: }
                   2755: 
                   2756: 
                   2757: /******************* Printing html file ***********/
                   2758: void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
                   2759:                  int lastpass, int stepm, int weightopt, char model[],\
                   2760:                  int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
                   2761:                  int popforecast, int estepm ,\
                   2762:                  double jprev1, double mprev1,double anprev1, \
                   2763:                  double jprev2, double mprev2,double anprev2){
                   2764:   int jj1, k1, i1, cpt;
                   2765:   /*char optionfilehtm[FILENAMELENGTH];*/
                   2766:   if((fichtm=fopen(optionfilehtm,"a"))==NULL)    {
                   2767:     printf("Problem with %s \n",optionfilehtm), exit(0);
                   2768:     fprintf(ficlog,"Problem with %s \n",optionfilehtm), exit(0);
                   2769:   }
                   2770: 
                   2771:    fprintf(fichtm,"<ul><li><h4>Result files (first order: no variance)</h4>\n
                   2772:  - Observed prevalence in each state (during the period defined between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf): <a href=\"p%s\">p%s</a> <br>\n
                   2773:  - Estimated transition probabilities over %d (stepm) months: <a href=\"pij%s\">pij%s</a><br>\n
                   2774:  - Stable prevalence in each health state: <a href=\"pl%s\">pl%s</a> <br>\n
                   2775:  - Life expectancies by age and initial health status (estepm=%2d months): 
                   2776:    <a href=\"e%s\">e%s</a> <br>\n</li>", \
                   2777:   jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,fileres,fileres,stepm,fileres,fileres,fileres,fileres,estepm,fileres,fileres);
                   2778: 
                   2779: fprintf(fichtm," \n<ul><li><b>Graphs</b></li><p>");
                   2780: 
                   2781:  m=cptcoveff;
                   2782:  if (cptcovn < 1) {m=1;ncodemax[1]=1;}
                   2783: 
                   2784:  jj1=0;
                   2785:  for(k1=1; k1<=m;k1++){
                   2786:    for(i1=1; i1<=ncodemax[k1];i1++){
                   2787:      jj1++;
                   2788:      if (cptcovn > 0) {
                   2789:        fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
                   2790:        for (cpt=1; cpt<=cptcoveff;cpt++) 
                   2791:         fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
                   2792:        fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
                   2793:      }
                   2794:      /* Pij */
                   2795:      fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i %d (stepm) months before: pe%s%d1.png<br>
                   2796: <img src=\"pe%s%d1.png\">",stepm,strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1);     
                   2797:      /* Quasi-incidences */
                   2798:      fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i %d (stepm) months before but expressed in per year i.e. quasi incidences if stepm is small and probabilities too: pe%s%d2.png<br>
                   2799: <img src=\"pe%s%d2.png\">",stepm,strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1); 
                   2800:        /* Stable prevalence in each health state */
                   2801:        for(cpt=1; cpt<nlstate;cpt++){
                   2802:         fprintf(fichtm,"<br>- Stable prevalence in each health state : p%s%d%d.png<br>
                   2803: <img src=\"p%s%d%d.png\">",strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);
                   2804:        }
                   2805:      for(cpt=1; cpt<=nlstate;cpt++) {
                   2806:         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.png <br>
                   2807: <img src=\"exp%s%d%d.png\">",cpt,strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);
                   2808:      }
                   2809:      fprintf(fichtm,"\n<br>- Total life expectancy by age and
                   2810: health expectancies in states (1) and (2): e%s%d.png<br>
                   2811: <img src=\"e%s%d.png\">",strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1);
                   2812:    } /* end i1 */
                   2813:  }/* End k1 */
                   2814:  fprintf(fichtm,"</ul>");
                   2815: 
                   2816: 
                   2817:  fprintf(fichtm,"\n<br><li><h4> Result files (second order: variances)</h4>\n
                   2818:  - Parameter file with estimated parameters and covariance matrix: <a href=\"%s\">%s</a> <br>\n
                   2819:  - Variance of one-step probabilities: <a href=\"prob%s\">prob%s</a> <br>\n
                   2820:  - Variance-covariance of one-step probabilities: <a href=\"probcov%s\">probcov%s</a> <br>\n
                   2821:  - Correlation matrix of one-step probabilities: <a href=\"probcor%s\">probcor%s</a> <br>\n
                   2822:  - Variances and covariances of life expectancies by age and initial health status (estepm=%d months): <a href=\"v%s\">v%s</a><br>\n 
                   2823:  - Health expectancies with their variances (no covariance): <a href=\"t%s\">t%s</a> <br>\n
                   2824:  - Standard deviation of stable prevalences: <a href=\"vpl%s\">vpl%s</a> <br>\n",rfileres,rfileres,fileres,fileres,fileres,fileres,fileres,fileres, estepm, fileres,fileres,fileres,fileres,fileres,fileres);
                   2825: 
                   2826:  if(popforecast==1) fprintf(fichtm,"\n
                   2827:  - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>\n
                   2828:  - Population forecasting (if popforecast=1): <a href=\"pop%s\">pop%s</a> <br>\n
                   2829:        <br>",fileres,fileres,fileres,fileres);
                   2830:  else 
                   2831:    fprintf(fichtm,"\n No population forecast: popforecast = %d (instead of 1) or stepm = %d (instead of 1) or model=%s (instead of .)<br><br></li>\n",popforecast, stepm, model);
                   2832: fprintf(fichtm," <ul><li><b>Graphs</b></li><p>");
                   2833: 
                   2834:  m=cptcoveff;
                   2835:  if (cptcovn < 1) {m=1;ncodemax[1]=1;}
                   2836: 
                   2837:  jj1=0;
                   2838:  for(k1=1; k1<=m;k1++){
                   2839:    for(i1=1; i1<=ncodemax[k1];i1++){
                   2840:      jj1++;
                   2841:      if (cptcovn > 0) {
                   2842:        fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
                   2843:        for (cpt=1; cpt<=cptcoveff;cpt++) 
                   2844:         fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
                   2845:        fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
                   2846:      }
                   2847:      for(cpt=1; cpt<=nlstate;cpt++) {
                   2848:        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident
                   2849: interval) in state (%d): v%s%d%d.png <br>
                   2850: <img src=\"v%s%d%d.png\">",cpt,strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);  
                   2851:      }
                   2852:    } /* end i1 */
                   2853:  }/* End k1 */
                   2854:  fprintf(fichtm,"</ul>");
                   2855: fclose(fichtm);
                   2856: }
                   2857: 
                   2858: /******************* Gnuplot file **************/
                   2859: void printinggnuplot(char fileres[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
                   2860: 
                   2861:   int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;
                   2862:   int ng;
                   2863:   if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
                   2864:     printf("Problem with file %s",optionfilegnuplot);
                   2865:     fprintf(ficlog,"Problem with file %s",optionfilegnuplot);
                   2866:   }
                   2867: 
1.54      brouard  2868:   /*#ifdef windows */
1.53      brouard  2869:     fprintf(ficgp,"cd \"%s\" \n",pathc);
1.54      brouard  2870:     /*#endif */
1.53      brouard  2871: m=pow(2,cptcoveff);
                   2872:   
                   2873:  /* 1eme*/
                   2874:   for (cpt=1; cpt<= nlstate ; cpt ++) {
                   2875:    for (k1=1; k1<= m ; k1 ++) {
                   2876:      fprintf(ficgp,"\nset out \"v%s%d%d.png\" \n",strtok(optionfile, "."),cpt,k1);
                   2877:      fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] \"vpl%s\" every :::%d::%d u 1:2 \"\%%lf",ageminpar,fage,fileres,k1-1,k1-1);
                   2878: 
                   2879:      for (i=1; i<= nlstate ; i ++) {
                   2880:        if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
                   2881:        else fprintf(ficgp," \%%*lf (\%%*lf)");
                   2882:      }
1.69      brouard  2883:      fprintf(ficgp,"\" t\"Stable prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+1.96*$3) \"\%%lf",fileres,k1-1,k1-1);
1.53      brouard  2884:      for (i=1; i<= nlstate ; i ++) {
                   2885:        if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
                   2886:        else fprintf(ficgp," \%%*lf (\%%*lf)");
                   2887:      } 
1.69      brouard  2888:      fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-1.96*$3) \"\%%lf",fileres,k1-1,k1-1); 
1.53      brouard  2889:      for (i=1; i<= nlstate ; i ++) {
                   2890:        if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
                   2891:        else fprintf(ficgp," \%%*lf (\%%*lf)");
                   2892:      }  
                   2893:      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));
                   2894:    }
                   2895:   }
                   2896:   /*2 eme*/
                   2897:   
                   2898:   for (k1=1; k1<= m ; k1 ++) { 
                   2899:     fprintf(ficgp,"\nset out \"e%s%d.png\" \n",strtok(optionfile, "."),k1);
                   2900:     fprintf(ficgp,"set ylabel \"Years\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] ",ageminpar,fage);
                   2901:     
                   2902:     for (i=1; i<= nlstate+1 ; i ++) {
                   2903:       k=2*i;
                   2904:       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);
                   2905:       for (j=1; j<= nlstate+1 ; j ++) {
                   2906:        if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
                   2907:        else fprintf(ficgp," \%%*lf (\%%*lf)");
                   2908:       }   
                   2909:       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
                   2910:       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);
                   2911:       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);
                   2912:       for (j=1; j<= nlstate+1 ; j ++) {
                   2913:        if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
                   2914:        else fprintf(ficgp," \%%*lf (\%%*lf)");
                   2915:       }   
                   2916:       fprintf(ficgp,"\" t\"\" w l 0,");
                   2917:       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);
                   2918:       for (j=1; j<= nlstate+1 ; j ++) {
                   2919:        if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
                   2920:        else fprintf(ficgp," \%%*lf (\%%*lf)");
                   2921:       }   
                   2922:       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
                   2923:       else fprintf(ficgp,"\" t\"\" w l 0,");
                   2924:     }
                   2925:   }
                   2926:   
                   2927:   /*3eme*/
                   2928:   
                   2929:   for (k1=1; k1<= m ; k1 ++) { 
                   2930:     for (cpt=1; cpt<= nlstate ; cpt ++) {
                   2931:       k=2+nlstate*(2*cpt-2);
                   2932:       fprintf(ficgp,"\nset out \"exp%s%d%d.png\" \n",strtok(optionfile, "."),cpt,k1);
                   2933:       fprintf(ficgp,"set ter png small\nset size 0.65,0.65\nplot [%.f:%.f] \"e%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",ageminpar,fage,fileres,k1-1,k1-1,k,cpt);
                   2934:       /*fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d-2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
                   2935:        for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
                   2936:        fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
                   2937:        fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d+2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
                   2938:        for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
                   2939:        fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
                   2940:        
                   2941:       */
                   2942:       for (i=1; i< nlstate ; i ++) {
                   2943:        fprintf(ficgp," ,\"e%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",fileres,k1-1,k1-1,k+2*i,cpt,i+1);
                   2944:        
                   2945:       } 
                   2946:     }
                   2947:   }
                   2948:   
                   2949:   /* CV preval stat */
                   2950:   for (k1=1; k1<= m ; k1 ++) { 
                   2951:     for (cpt=1; cpt<nlstate ; cpt ++) {
                   2952:       k=3;
                   2953:       fprintf(ficgp,"\nset out \"p%s%d%d.png\" \n",strtok(optionfile, "."),cpt,k1);
                   2954:       fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] \"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",ageminpar,agemaxpar,fileres,k1,k+cpt+1,k+1);
                   2955:       
                   2956:       for (i=1; i< nlstate ; i ++)
                   2957:        fprintf(ficgp,"+$%d",k+i+1);
                   2958:       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
                   2959:       
                   2960:       l=3+(nlstate+ndeath)*cpt;
                   2961:       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);
                   2962:       for (i=1; i< nlstate ; i ++) {
                   2963:        l=3+(nlstate+ndeath)*cpt;
                   2964:        fprintf(ficgp,"+$%d",l+i+1);
                   2965:       }
                   2966:       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);   
                   2967:     } 
                   2968:   }  
                   2969:   
                   2970:   /* proba elementaires */
                   2971:   for(i=1,jk=1; i <=nlstate; i++){
                   2972:     for(k=1; k <=(nlstate+ndeath); k++){
                   2973:       if (k != i) {
                   2974:        for(j=1; j <=ncovmodel; j++){
                   2975:          fprintf(ficgp,"p%d=%f ",jk,p[jk]);
                   2976:          jk++; 
                   2977:          fprintf(ficgp,"\n");
                   2978:        }
                   2979:       }
                   2980:     }
                   2981:    }
                   2982: 
                   2983:    for(ng=1; ng<=2;ng++){ /* Number of graphics: first is probabilities second is incidence per year*/
                   2984:      for(jk=1; jk <=m; jk++) {
                   2985:        fprintf(ficgp,"\nset out \"pe%s%d%d.png\" \n",strtok(optionfile, "."),jk,ng); 
                   2986:        if (ng==2)
                   2987:         fprintf(ficgp,"\nset ylabel \"Quasi-incidence per year\"\n");
                   2988:        else
                   2989:         fprintf(ficgp,"\nset title \"Probability\"\n");
                   2990:        fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65\nset log y\nplot  [%.f:%.f] ",ageminpar,agemaxpar);
                   2991:        i=1;
                   2992:        for(k2=1; k2<=nlstate; k2++) {
                   2993:         k3=i;
                   2994:         for(k=1; k<=(nlstate+ndeath); k++) {
                   2995:           if (k != k2){
                   2996:             if(ng==2)
                   2997:               fprintf(ficgp," %f*exp(p%d+p%d*x",YEARM/stepm,i,i+1);
                   2998:             else
                   2999:               fprintf(ficgp," exp(p%d+p%d*x",i,i+1);
                   3000:             ij=1;
                   3001:             for(j=3; j <=ncovmodel; j++) {
                   3002:               if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
                   3003:                 fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
                   3004:                 ij++;
                   3005:               }
                   3006:               else
                   3007:                 fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                   3008:             }
                   3009:             fprintf(ficgp,")/(1");
                   3010:             
                   3011:             for(k1=1; k1 <=nlstate; k1++){   
                   3012:               fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);
                   3013:               ij=1;
                   3014:               for(j=3; j <=ncovmodel; j++){
                   3015:                 if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
                   3016:                   fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
                   3017:                   ij++;
                   3018:                 }
                   3019:                 else
                   3020:                   fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                   3021:               }
                   3022:               fprintf(ficgp,")");
                   3023:             }
                   3024:             fprintf(ficgp,") t \"p%d%d\" ", k2,k);
                   3025:             if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");
                   3026:             i=i+ncovmodel;
                   3027:           }
                   3028:         } /* end k */
                   3029:        } /* end k2 */
                   3030:      } /* end jk */
                   3031:    } /* end ng */
                   3032:    fclose(ficgp); 
                   3033: }  /* end gnuplot */
                   3034: 
                   3035: 
                   3036: /*************** Moving average **************/
1.54      brouard  3037: int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav){
1.53      brouard  3038: 
                   3039:   int i, cpt, cptcod;
1.58      lievre   3040:   int modcovmax =1;
1.54      brouard  3041:   int mobilavrange, mob;
1.53      brouard  3042:   double age;
1.58      lievre   3043: 
                   3044:   modcovmax=2*cptcoveff;/* Max number of modalities. We suppose 
                   3045:                           a covariate has 2 modalities */
                   3046:   if (cptcovn<1) modcovmax=1; /* At least 1 pass */
                   3047: 
1.54      brouard  3048:   if(mobilav==1||mobilav ==3 ||mobilav==5 ||mobilav== 7){
                   3049:     if(mobilav==1) mobilavrange=5; /* default */
                   3050:     else mobilavrange=mobilav;
                   3051:     for (age=bage; age<=fage; age++)
                   3052:       for (i=1; i<=nlstate;i++)
1.58      lievre   3053:        for (cptcod=1;cptcod<=modcovmax;cptcod++)
1.54      brouard  3054:          mobaverage[(int)age][i][cptcod]=probs[(int)age][i][cptcod];
                   3055:     /* We keep the original values on the extreme ages bage, fage and for 
                   3056:        fage+1 and bage-1 we use a 3 terms moving average; for fage+2 bage+2
                   3057:        we use a 5 terms etc. until the borders are no more concerned. 
                   3058:     */ 
                   3059:     for (mob=3;mob <=mobilavrange;mob=mob+2){
                   3060:       for (age=bage+(mob-1)/2; age<=fage-(mob-1)/2; age++){
                   3061:        for (i=1; i<=nlstate;i++){
1.58      lievre   3062:          for (cptcod=1;cptcod<=modcovmax;cptcod++){
1.54      brouard  3063:            mobaverage[(int)age][i][cptcod] =probs[(int)age][i][cptcod];
                   3064:              for (cpt=1;cpt<=(mob-1)/2;cpt++){
                   3065:                mobaverage[(int)age][i][cptcod] +=probs[(int)age-cpt][i][cptcod];
                   3066:                mobaverage[(int)age][i][cptcod] +=probs[(int)age+cpt][i][cptcod];
                   3067:              }
                   3068:            mobaverage[(int)age][i][cptcod]=mobaverage[(int)age][i][cptcod]/mob;
                   3069:          }
1.53      brouard  3070:        }
1.54      brouard  3071:       }/* end age */
                   3072:     }/* end mob */
                   3073:   }else return -1;
                   3074:   return 0;
                   3075: }/* End movingaverage */
1.53      brouard  3076: 
                   3077: 
                   3078: /************** Forecasting ******************/
1.70      brouard  3079: prevforecast(char fileres[], double anproj1, double mproj1, double jproj1, double ageminpar, double agemax, double dateprev1, double dateprev2, int mobilav, double bage, double fage, int firstpass, int lastpass, double anproj2, double p[], int cptcoveff){
1.69      brouard  3080:   /* proj1, year, month, day of starting projection 
                   3081:      agemin, agemax range of age
                   3082:      dateprev1 dateprev2 range of dates during which prevalence is computed
1.70      brouard  3083:      anproj2 year of en of projection (same day and month as proj1).
1.69      brouard  3084:   */
1.73      lievre   3085:   int yearp, stepsize, hstepm, nhstepm, j, k, c, cptcod, i, h, i1;
1.53      brouard  3086:   int *popage;
1.70      brouard  3087:   double agec; /* generic age */
                   3088:   double agelim, ppij, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;
1.53      brouard  3089:   double *popeffectif,*popcount;
                   3090:   double ***p3mat;
1.55      lievre   3091:   double ***mobaverage;
1.53      brouard  3092:   char fileresf[FILENAMELENGTH];
                   3093: 
1.69      brouard  3094:   agelim=AGESUP;
1.70      brouard  3095:   prevalence(ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
1.53      brouard  3096:  
                   3097:   strcpy(fileresf,"f"); 
                   3098:   strcat(fileresf,fileres);
                   3099:   if((ficresf=fopen(fileresf,"w"))==NULL) {
                   3100:     printf("Problem with forecast resultfile: %s\n", fileresf);
                   3101:     fprintf(ficlog,"Problem with forecast resultfile: %s\n", fileresf);
                   3102:   }
                   3103:   printf("Computing forecasting: result on file '%s' \n", fileresf);
                   3104:   fprintf(ficlog,"Computing forecasting: result on file '%s' \n", fileresf);
                   3105: 
                   3106:   if (cptcoveff==0) ncodemax[cptcoveff]=1;
                   3107: 
1.54      brouard  3108:   if (mobilav!=0) {
1.53      brouard  3109:     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
1.54      brouard  3110:     if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
                   3111:       fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
                   3112:       printf(" Error in movingaverage mobilav=%d\n",mobilav);
                   3113:     }
1.53      brouard  3114:   }
                   3115: 
                   3116:   stepsize=(int) (stepm+YEARM-1)/YEARM;
                   3117:   if (stepm<=12) stepsize=1;
1.74    ! brouard  3118:   if(estepm < stepm){
        !          3119:     printf ("Problem %d lower than %d\n",estepm, stepm);
        !          3120:   }
        !          3121:   else  hstepm=estepm;   
        !          3122: 
1.53      brouard  3123:   hstepm=hstepm/stepm; 
1.69      brouard  3124:   yp1=modf(dateintmean,&yp);/* extracts integral of datemean in yp  and
                   3125:                                fractional in yp1 */
1.53      brouard  3126:   anprojmean=yp;
                   3127:   yp2=modf((yp1*12),&yp);
                   3128:   mprojmean=yp;
                   3129:   yp1=modf((yp2*30.5),&yp);
                   3130:   jprojmean=yp;
                   3131:   if(jprojmean==0) jprojmean=1;
                   3132:   if(mprojmean==0) jprojmean=1;
1.73      lievre   3133: 
                   3134:   i1=cptcoveff;
                   3135:   if (cptcovn < 1){i1=1;}
1.53      brouard  3136:   
1.70      brouard  3137:   fprintf(ficresf,"# Mean day of interviews %.lf/%.lf/%.lf (%.2f) between %.2f and %.2f \n",jprojmean,mprojmean,anprojmean,dateintmean,dateprev1,dateprev2); 
1.53      brouard  3138:   
1.70      brouard  3139:   fprintf(ficresf,"#****** Routine prevforecast **\n");
1.73      lievre   3140: 
                   3141:   for(cptcov=1, k=0;cptcov<=i1;cptcov++){
1.53      brouard  3142:     for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
                   3143:       k=k+1;
                   3144:       fprintf(ficresf,"\n#******");
                   3145:       for(j=1;j<=cptcoveff;j++) {
1.70      brouard  3146:        fprintf(ficresf," V%d=%d, hpijx=probability over h years, hp.jx is weighted by observed prev ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
1.53      brouard  3147:       }
                   3148:       fprintf(ficresf,"******\n");
1.70      brouard  3149:       fprintf(ficresf,"# Covariate valuofcovar yearproj age");
                   3150:       for(j=1; j<=nlstate+ndeath;j++){ 
                   3151:        for(i=1; i<=nlstate;i++)              
                   3152:           fprintf(ficresf," p%d%d",i,j);
                   3153:        fprintf(ficresf," p.%d",j);
                   3154:       }
1.74    ! brouard  3155:       for (yearp=0; yearp<=(anproj2-anproj1);yearp +=stepsize) { 
1.53      brouard  3156:        fprintf(ficresf,"\n");
1.70      brouard  3157:        fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+yearp);   
1.53      brouard  3158: 
1.71      brouard  3159:        for (agec=fage; agec>=(ageminpar-1); agec--){ 
1.70      brouard  3160:          nhstepm=(int) rint((agelim-agec)*YEARM/stepm); 
1.53      brouard  3161:          nhstepm = nhstepm/hstepm; 
                   3162:          p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
                   3163:          oldm=oldms;savm=savms;
1.70      brouard  3164:          hpxij(p3mat,nhstepm,agec,hstepm,p,nlstate,stepm,oldm,savm, k);  
1.53      brouard  3165:        
                   3166:          for (h=0; h<=nhstepm; h++){
1.70      brouard  3167:            if (h==(int) (YEARM*yearp)) {
1.69      brouard  3168:               fprintf(ficresf,"\n");
                   3169:               for(j=1;j<=cptcoveff;j++) 
                   3170:                 fprintf(ficresf,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
1.70      brouard  3171:              fprintf(ficresf,"%.f %.f ",anproj1+yearp,agec+h*hstepm/YEARM*stepm);
1.53      brouard  3172:            } 
                   3173:            for(j=1; j<=nlstate+ndeath;j++) {
1.70      brouard  3174:              ppij=0.;
1.71      brouard  3175:              for(i=1; i<=nlstate;i++) {
1.53      brouard  3176:                if (mobilav==1) 
1.71      brouard  3177:                  ppij=ppij+p3mat[i][j][h]*mobaverage[(int)agec][i][cptcod];
1.53      brouard  3178:                else {
1.71      brouard  3179:                  ppij=ppij+p3mat[i][j][h]*probs[(int)(agec)][i][cptcod];
1.53      brouard  3180:                }
1.70      brouard  3181:                if (h==(int)(YEARM*yearp))
                   3182:                  fprintf(ficresf," %.3f", p3mat[i][j][h]);
1.53      brouard  3183:              }
1.70      brouard  3184:              if (h==(int)(YEARM*yearp)){
                   3185:                fprintf(ficresf," %.3f", ppij);
1.53      brouard  3186:              }
                   3187:            }
                   3188:          }
                   3189:          free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
                   3190:        }
                   3191:       }
                   3192:     }
                   3193:   }
                   3194:        
1.54      brouard  3195:   if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
1.53      brouard  3196: 
                   3197:   fclose(ficresf);
                   3198: }
1.70      brouard  3199: 
                   3200: /************** Forecasting *****not tested NB*************/
1.53      brouard  3201: populforecast(char fileres[], double anpyram,double mpyram,double jpyram,double ageminpar, double agemax,double dateprev1, double dateprev2, int mobilav, double agedeb, double fage, int popforecast, char popfile[], double anpyram1,double p[], int i2){
                   3202:   
                   3203:   int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;
                   3204:   int *popage;
1.69      brouard  3205:   double calagedatem, agelim, kk1, kk2;
1.53      brouard  3206:   double *popeffectif,*popcount;
                   3207:   double ***p3mat,***tabpop,***tabpopprev;
1.55      lievre   3208:   double ***mobaverage;
1.53      brouard  3209:   char filerespop[FILENAMELENGTH];
                   3210: 
                   3211:   tabpop= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
                   3212:   tabpopprev= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
                   3213:   agelim=AGESUP;
1.69      brouard  3214:   calagedatem=(anpyram+mpyram/12.+jpyram/365.-dateintmean)*YEARM;
1.53      brouard  3215:   
1.70      brouard  3216:   prevalence(ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
1.53      brouard  3217:   
                   3218:   
                   3219:   strcpy(filerespop,"pop"); 
                   3220:   strcat(filerespop,fileres);
                   3221:   if((ficrespop=fopen(filerespop,"w"))==NULL) {
                   3222:     printf("Problem with forecast resultfile: %s\n", filerespop);
                   3223:     fprintf(ficlog,"Problem with forecast resultfile: %s\n", filerespop);
                   3224:   }
                   3225:   printf("Computing forecasting: result on file '%s' \n", filerespop);
                   3226:   fprintf(ficlog,"Computing forecasting: result on file '%s' \n", filerespop);
                   3227: 
                   3228:   if (cptcoveff==0) ncodemax[cptcoveff]=1;
                   3229: 
1.54      brouard  3230:   if (mobilav!=0) {
1.53      brouard  3231:     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
1.54      brouard  3232:     if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
                   3233:       fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
                   3234:       printf(" Error in movingaverage mobilav=%d\n",mobilav);
                   3235:     }
1.53      brouard  3236:   }
                   3237: 
                   3238:   stepsize=(int) (stepm+YEARM-1)/YEARM;
                   3239:   if (stepm<=12) stepsize=1;
                   3240:   
                   3241:   agelim=AGESUP;
                   3242:   
                   3243:   hstepm=1;
                   3244:   hstepm=hstepm/stepm; 
                   3245:   
                   3246:   if (popforecast==1) {
                   3247:     if((ficpop=fopen(popfile,"r"))==NULL) {
                   3248:       printf("Problem with population file : %s\n",popfile);exit(0);
                   3249:       fprintf(ficlog,"Problem with population file : %s\n",popfile);exit(0);
                   3250:     } 
                   3251:     popage=ivector(0,AGESUP);
                   3252:     popeffectif=vector(0,AGESUP);
                   3253:     popcount=vector(0,AGESUP);
                   3254:     
                   3255:     i=1;   
                   3256:     while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF) i=i+1;
                   3257:    
                   3258:     imx=i;
                   3259:     for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];
                   3260:   }
                   3261: 
1.69      brouard  3262:   for(cptcov=1,k=0;cptcov<=i2;cptcov++){
1.53      brouard  3263:    for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
                   3264:       k=k+1;
                   3265:       fprintf(ficrespop,"\n#******");
                   3266:       for(j=1;j<=cptcoveff;j++) {
                   3267:        fprintf(ficrespop," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
                   3268:       }
                   3269:       fprintf(ficrespop,"******\n");
                   3270:       fprintf(ficrespop,"# Age");
                   3271:       for(j=1; j<=nlstate+ndeath;j++) fprintf(ficrespop," P.%d",j);
                   3272:       if (popforecast==1)  fprintf(ficrespop," [Population]");
                   3273:       
                   3274:       for (cpt=0; cpt<=0;cpt++) { 
                   3275:        fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
                   3276:        
1.69      brouard  3277:        for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
1.53      brouard  3278:          nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
                   3279:          nhstepm = nhstepm/hstepm; 
                   3280:          
                   3281:          p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
                   3282:          oldm=oldms;savm=savms;
                   3283:          hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
                   3284:        
                   3285:          for (h=0; h<=nhstepm; h++){
1.69      brouard  3286:            if (h==(int) (calagedatem+YEARM*cpt)) {
1.53      brouard  3287:              fprintf(ficrespop,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
                   3288:            } 
                   3289:            for(j=1; j<=nlstate+ndeath;j++) {
                   3290:              kk1=0.;kk2=0;
                   3291:              for(i=1; i<=nlstate;i++) {              
                   3292:                if (mobilav==1) 
                   3293:                  kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];
                   3294:                else {
                   3295:                  kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];
                   3296:                }
                   3297:              }
1.69      brouard  3298:              if (h==(int)(calagedatem+12*cpt)){
1.53      brouard  3299:                tabpop[(int)(agedeb)][j][cptcod]=kk1;
                   3300:                  /*fprintf(ficrespop," %.3f", kk1);
                   3301:                    if (popforecast==1) fprintf(ficrespop," [%.f]", kk1*popeffectif[(int)agedeb+1]);*/
                   3302:              }
                   3303:            }
                   3304:            for(i=1; i<=nlstate;i++){
                   3305:              kk1=0.;
                   3306:                for(j=1; j<=nlstate;j++){
                   3307:                  kk1= kk1+tabpop[(int)(agedeb)][j][cptcod]; 
                   3308:                }
1.69      brouard  3309:                  tabpopprev[(int)(agedeb)][i][cptcod]=tabpop[(int)(agedeb)][i][cptcod]/kk1*popeffectif[(int)(agedeb+(calagedatem+12*cpt)*hstepm/YEARM*stepm-1)];
1.53      brouard  3310:            }
                   3311: 
1.69      brouard  3312:            if (h==(int)(calagedatem+12*cpt)) for(j=1; j<=nlstate;j++) 
1.53      brouard  3313:              fprintf(ficrespop," %15.2f",tabpopprev[(int)(agedeb+1)][j][cptcod]);
                   3314:          }
                   3315:          free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
                   3316:        }
                   3317:       }
                   3318:  
                   3319:   /******/
                   3320: 
                   3321:       for (cpt=1; cpt<=(anpyram1-anpyram);cpt++) { 
                   3322:        fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
1.69      brouard  3323:        for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
1.53      brouard  3324:          nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
                   3325:          nhstepm = nhstepm/hstepm; 
                   3326:          
                   3327:          p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
                   3328:          oldm=oldms;savm=savms;
                   3329:          hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
                   3330:          for (h=0; h<=nhstepm; h++){
1.69      brouard  3331:            if (h==(int) (calagedatem+YEARM*cpt)) {
1.53      brouard  3332:              fprintf(ficresf,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
                   3333:            } 
                   3334:            for(j=1; j<=nlstate+ndeath;j++) {
                   3335:              kk1=0.;kk2=0;
                   3336:              for(i=1; i<=nlstate;i++) {              
                   3337:                kk1=kk1+p3mat[i][j][h]*tabpopprev[(int)agedeb+1][i][cptcod];    
                   3338:              }
1.69      brouard  3339:              if (h==(int)(calagedatem+12*cpt)) fprintf(ficresf," %15.2f", kk1);        
1.53      brouard  3340:            }
                   3341:          }
                   3342:          free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
                   3343:        }
                   3344:       }
                   3345:    } 
                   3346:   }
                   3347:  
1.54      brouard  3348:   if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
1.53      brouard  3349: 
                   3350:   if (popforecast==1) {
                   3351:     free_ivector(popage,0,AGESUP);
                   3352:     free_vector(popeffectif,0,AGESUP);
                   3353:     free_vector(popcount,0,AGESUP);
                   3354:   }
                   3355:   free_ma3x(tabpop,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
                   3356:   free_ma3x(tabpopprev,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
                   3357:   fclose(ficrespop);
                   3358: }
                   3359: 
                   3360: /***********************************************/
                   3361: /**************** Main Program *****************/
                   3362: /***********************************************/
                   3363: 
                   3364: int main(int argc, char *argv[])
                   3365: {
1.61      brouard  3366:   int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav);
1.74    ! brouard  3367:   int i,j, k, n=MAXN,iter,m,size=100,cptcode, cptcod;
1.53      brouard  3368:   double agedeb, agefin,hf;
                   3369:   double ageminpar=1.e20,agemin=1.e20, agemaxpar=-1.e20, agemax=-1.e20;
                   3370: 
                   3371:   double fret;
                   3372:   double **xi,tmp,delta;
                   3373: 
                   3374:   double dum; /* Dummy variable */
                   3375:   double ***p3mat;
                   3376:   double ***mobaverage;
                   3377:   int *indx;
                   3378:   char line[MAXLINE], linepar[MAXLINE];
                   3379:   char path[80],pathc[80],pathcd[80],pathtot[80],model[80];
                   3380:   int firstobs=1, lastobs=10;
                   3381:   int sdeb, sfin; /* Status at beginning and end */
                   3382:   int c,  h , cpt,l;
                   3383:   int ju,jl, mi;
                   3384:   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;
1.59      brouard  3385:   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,*tab; 
1.69      brouard  3386:   int mobilavproj=0 , prevfcast=0 ; /* moving average of prev, If prevfcast=1 prevalence projection */
1.53      brouard  3387:   int mobilav=0,popforecast=0;
                   3388:   int hstepm, nhstepm;
1.74    ! brouard  3389:   double jprev1=1, mprev1=1,anprev1=2000,jprev2=1, mprev2=1,anprev2=2000;
        !          3390:   double jpyram=1, mpyram=1,anpyram=2000,jpyram1=1, mpyram1=1,anpyram1=2000;
1.53      brouard  3391: 
                   3392:   double bage, fage, age, agelim, agebase;
                   3393:   double ftolpl=FTOL;
                   3394:   double **prlim;
                   3395:   double *severity;
                   3396:   double ***param; /* Matrix of parameters */
                   3397:   double  *p;
                   3398:   double **matcov; /* Matrix of covariance */
                   3399:   double ***delti3; /* Scale */
                   3400:   double *delti; /* Scale */
                   3401:   double ***eij, ***vareij;
                   3402:   double **varpl; /* Variances of prevalence limits by age */
                   3403:   double *epj, vepp;
                   3404:   double kk1, kk2;
1.74    ! brouard  3405:   double dateprev1, dateprev2,jproj1=1,mproj1=1,anproj1=2000,jproj2=1,mproj2=1,anproj2=2000;
1.53      brouard  3406: 
                   3407:   char *alph[]={"a","a","b","c","d","e"}, str[4];
                   3408: 
                   3409: 
                   3410:   char z[1]="c", occ;
                   3411: #include <sys/time.h>
                   3412: #include <time.h>
                   3413:   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
                   3414:  
                   3415:   /* long total_usecs;
1.59      brouard  3416:      struct timeval start_time, end_time;
1.53      brouard  3417:   
1.59      brouard  3418:      gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
1.53      brouard  3419:   getcwd(pathcd, size);
                   3420: 
                   3421:   printf("\n%s",version);
                   3422:   if(argc <=1){
                   3423:     printf("\nEnter the parameter file name: ");
                   3424:     scanf("%s",pathtot);
                   3425:   }
                   3426:   else{
                   3427:     strcpy(pathtot,argv[1]);
                   3428:   }
                   3429:   /*if(getcwd(pathcd, 80)!= NULL)printf ("Error pathcd\n");*/
                   3430:   /*cygwin_split_path(pathtot,path,optionfile);
                   3431:     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/
                   3432:   /* cutv(path,optionfile,pathtot,'\\');*/
                   3433: 
                   3434:   split(pathtot,path,optionfile,optionfilext,optionfilefiname);
1.59      brouard  3435:   printf("pathtot=%s, path=%s, optionfile=%s optionfilext=%s optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
1.53      brouard  3436:   chdir(path);
                   3437:   replace(pathc,path);
                   3438: 
1.59      brouard  3439:   /*-------- arguments in the command line --------*/
1.53      brouard  3440: 
                   3441:   /* Log file */
                   3442:   strcat(filelog, optionfilefiname);
                   3443:   strcat(filelog,".log");    /* */
                   3444:   if((ficlog=fopen(filelog,"w"))==NULL)    {
                   3445:     printf("Problem with logfile %s\n",filelog);
                   3446:     goto end;
                   3447:   }
                   3448:   fprintf(ficlog,"Log filename:%s\n",filelog);
                   3449:   fprintf(ficlog,"\n%s",version);
                   3450:   fprintf(ficlog,"\nEnter the parameter file name: ");
                   3451:   fprintf(ficlog,"pathtot=%s, path=%s, optionfile=%s optionfilext=%s optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
                   3452:   fflush(ficlog);
                   3453: 
                   3454:   /* */
                   3455:   strcpy(fileres,"r");
                   3456:   strcat(fileres, optionfilefiname);
                   3457:   strcat(fileres,".txt");    /* Other files have txt extension */
                   3458: 
                   3459:   /*---------arguments file --------*/
                   3460: 
                   3461:   if((ficpar=fopen(optionfile,"r"))==NULL)    {
                   3462:     printf("Problem with optionfile %s\n",optionfile);
                   3463:     fprintf(ficlog,"Problem with optionfile %s\n",optionfile);
                   3464:     goto end;
                   3465:   }
                   3466: 
                   3467:   strcpy(filereso,"o");
                   3468:   strcat(filereso,fileres);
                   3469:   if((ficparo=fopen(filereso,"w"))==NULL) {
                   3470:     printf("Problem with Output resultfile: %s\n", filereso);
                   3471:     fprintf(ficlog,"Problem with Output resultfile: %s\n", filereso);
                   3472:     goto end;
                   3473:   }
                   3474: 
                   3475:   /* Reads comments: lines beginning with '#' */
                   3476:   while((c=getc(ficpar))=='#' && c!= EOF){
                   3477:     ungetc(c,ficpar);
                   3478:     fgets(line, MAXLINE, ficpar);
                   3479:     puts(line);
                   3480:     fputs(line,ficparo);
                   3481:   }
                   3482:   ungetc(c,ficpar);
                   3483: 
                   3484:   fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d model=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncovcol, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);
                   3485:   printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate,ndeath, maxwav, mle, weightopt,model);
                   3486:   fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
1.59      brouard  3487:   while((c=getc(ficpar))=='#' && c!= EOF){
1.53      brouard  3488:     ungetc(c,ficpar);
                   3489:     fgets(line, MAXLINE, ficpar);
                   3490:     puts(line);
                   3491:     fputs(line,ficparo);
                   3492:   }
                   3493:   ungetc(c,ficpar);
                   3494:   
                   3495:    
                   3496:   covar=matrix(0,NCOVMAX,1,n); 
1.58      lievre   3497:   cptcovn=0; /*Number of covariates, i.e. number of '+' in model statement*/
1.53      brouard  3498:   if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;
                   3499: 
1.58      lievre   3500:   ncovmodel=2+cptcovn; /*Number of variables = cptcovn + intercept + age */
1.53      brouard  3501:   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
                   3502:   
                   3503:   /* Read guess parameters */
                   3504:   /* Reads comments: lines beginning with '#' */
                   3505:   while((c=getc(ficpar))=='#' && c!= EOF){
                   3506:     ungetc(c,ficpar);
                   3507:     fgets(line, MAXLINE, ficpar);
                   3508:     puts(line);
                   3509:     fputs(line,ficparo);
                   3510:   }
                   3511:   ungetc(c,ficpar);
                   3512:   
                   3513:   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
1.59      brouard  3514:   for(i=1; i <=nlstate; i++)
1.53      brouard  3515:     for(j=1; j <=nlstate+ndeath-1; j++){
                   3516:       fscanf(ficpar,"%1d%1d",&i1,&j1);
                   3517:       fprintf(ficparo,"%1d%1d",i1,j1);
                   3518:       if(mle==1)
                   3519:        printf("%1d%1d",i,j);
                   3520:       fprintf(ficlog,"%1d%1d",i,j);
                   3521:       for(k=1; k<=ncovmodel;k++){
                   3522:        fscanf(ficpar," %lf",&param[i][j][k]);
                   3523:        if(mle==1){
                   3524:          printf(" %lf",param[i][j][k]);
                   3525:          fprintf(ficlog," %lf",param[i][j][k]);
                   3526:        }
                   3527:        else
                   3528:          fprintf(ficlog," %lf",param[i][j][k]);
                   3529:        fprintf(ficparo," %lf",param[i][j][k]);
                   3530:       }
                   3531:       fscanf(ficpar,"\n");
                   3532:       if(mle==1)
                   3533:        printf("\n");
                   3534:       fprintf(ficlog,"\n");
                   3535:       fprintf(ficparo,"\n");
                   3536:     }
                   3537:   
1.59      brouard  3538:   npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/
1.53      brouard  3539: 
                   3540:   p=param[1][1];
                   3541:   
                   3542:   /* Reads comments: lines beginning with '#' */
                   3543:   while((c=getc(ficpar))=='#' && c!= EOF){
                   3544:     ungetc(c,ficpar);
                   3545:     fgets(line, MAXLINE, ficpar);
                   3546:     puts(line);
                   3547:     fputs(line,ficparo);
                   3548:   }
                   3549:   ungetc(c,ficpar);
                   3550: 
                   3551:   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
1.74    ! brouard  3552:   /* delti=vector(1,npar); *//* Scale of each paramater (output from hesscov) */
1.53      brouard  3553:   for(i=1; i <=nlstate; i++){
                   3554:     for(j=1; j <=nlstate+ndeath-1; j++){
                   3555:       fscanf(ficpar,"%1d%1d",&i1,&j1);
                   3556:       printf("%1d%1d",i,j);
                   3557:       fprintf(ficparo,"%1d%1d",i1,j1);
                   3558:       for(k=1; k<=ncovmodel;k++){
                   3559:        fscanf(ficpar,"%le",&delti3[i][j][k]);
                   3560:        printf(" %le",delti3[i][j][k]);
                   3561:        fprintf(ficparo," %le",delti3[i][j][k]);
                   3562:       }
                   3563:       fscanf(ficpar,"\n");
                   3564:       printf("\n");
                   3565:       fprintf(ficparo,"\n");
                   3566:     }
                   3567:   }
                   3568:   delti=delti3[1][1];
1.74    ! brouard  3569: 
        !          3570: 
        !          3571:   /* free_ma3x(delti3,1,nlstate,1,nlstate+ndeath-1,1,ncovmodel); */ /* Hasn't to to freed here otherwise delti is no more allocated */
1.53      brouard  3572:   
                   3573:   /* Reads comments: lines beginning with '#' */
                   3574:   while((c=getc(ficpar))=='#' && c!= EOF){
                   3575:     ungetc(c,ficpar);
                   3576:     fgets(line, MAXLINE, ficpar);
                   3577:     puts(line);
                   3578:     fputs(line,ficparo);
                   3579:   }
                   3580:   ungetc(c,ficpar);
                   3581:   
                   3582:   matcov=matrix(1,npar,1,npar);
                   3583:   for(i=1; i <=npar; i++){
                   3584:     fscanf(ficpar,"%s",&str);
                   3585:     if(mle==1)
                   3586:       printf("%s",str);
                   3587:     fprintf(ficlog,"%s",str);
                   3588:     fprintf(ficparo,"%s",str);
                   3589:     for(j=1; j <=i; j++){
                   3590:       fscanf(ficpar," %le",&matcov[i][j]);
                   3591:       if(mle==1){
                   3592:        printf(" %.5le",matcov[i][j]);
                   3593:        fprintf(ficlog," %.5le",matcov[i][j]);
                   3594:       }
                   3595:       else
                   3596:        fprintf(ficlog," %.5le",matcov[i][j]);
                   3597:       fprintf(ficparo," %.5le",matcov[i][j]);
                   3598:     }
                   3599:     fscanf(ficpar,"\n");
                   3600:     if(mle==1)
                   3601:       printf("\n");
                   3602:     fprintf(ficlog,"\n");
                   3603:     fprintf(ficparo,"\n");
                   3604:   }
                   3605:   for(i=1; i <=npar; i++)
                   3606:     for(j=i+1;j<=npar;j++)
                   3607:       matcov[i][j]=matcov[j][i];
                   3608:    
                   3609:   if(mle==1)
                   3610:     printf("\n");
                   3611:   fprintf(ficlog,"\n");
                   3612: 
                   3613: 
1.59      brouard  3614:   /*-------- Rewriting paramater file ----------*/
                   3615:   strcpy(rfileres,"r");    /* "Rparameterfile */
                   3616:   strcat(rfileres,optionfilefiname);    /* Parameter file first name*/
                   3617:   strcat(rfileres,".");    /* */
                   3618:   strcat(rfileres,optionfilext);    /* Other files have txt extension */
                   3619:   if((ficres =fopen(rfileres,"w"))==NULL) {
                   3620:     printf("Problem writing new parameter file: %s\n", fileres);goto end;
                   3621:     fprintf(ficlog,"Problem writing new parameter file: %s\n", fileres);goto end;
                   3622:   }
                   3623:   fprintf(ficres,"#%s\n",version);
1.53      brouard  3624:     
1.59      brouard  3625:   /*-------- data file ----------*/
                   3626:   if((fic=fopen(datafile,"r"))==NULL)    {
                   3627:     printf("Problem with datafile: %s\n", datafile);goto end;
                   3628:     fprintf(ficlog,"Problem with datafile: %s\n", datafile);goto end;
                   3629:   }
                   3630: 
                   3631:   n= lastobs;
                   3632:   severity = vector(1,maxwav);
                   3633:   outcome=imatrix(1,maxwav+1,1,n);
                   3634:   num=ivector(1,n);
                   3635:   moisnais=vector(1,n);
                   3636:   annais=vector(1,n);
                   3637:   moisdc=vector(1,n);
                   3638:   andc=vector(1,n);
                   3639:   agedc=vector(1,n);
                   3640:   cod=ivector(1,n);
                   3641:   weight=vector(1,n);
                   3642:   for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
                   3643:   mint=matrix(1,maxwav,1,n);
                   3644:   anint=matrix(1,maxwav,1,n);
                   3645:   s=imatrix(1,maxwav+1,1,n);
                   3646:   tab=ivector(1,NCOVMAX);
                   3647:   ncodemax=ivector(1,8);
                   3648: 
                   3649:   i=1;
                   3650:   while (fgets(line, MAXLINE, fic) != NULL)    {
                   3651:     if ((i >= firstobs) && (i <=lastobs)) {
1.53      brouard  3652:        
1.59      brouard  3653:       for (j=maxwav;j>=1;j--){
                   3654:        cutv(stra, strb,line,' '); s[j][i]=atoi(strb); 
                   3655:        strcpy(line,stra);
                   3656:        cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
                   3657:        cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
                   3658:       }
1.53      brouard  3659:        
1.59      brouard  3660:       cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);
                   3661:       cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);
1.53      brouard  3662: 
1.59      brouard  3663:       cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);
                   3664:       cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);
1.53      brouard  3665: 
1.59      brouard  3666:       cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);
                   3667:       for (j=ncovcol;j>=1;j--){
                   3668:        cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);
                   3669:       } 
                   3670:       num[i]=atol(stra);
1.53      brouard  3671:        
1.59      brouard  3672:       /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){
                   3673:        printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),weight[i], (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i])); ij=ij+1;}*/
1.53      brouard  3674: 
1.59      brouard  3675:       i=i+1;
                   3676:     }
                   3677:   }
                   3678:   /* printf("ii=%d", ij);
                   3679:      scanf("%d",i);*/
1.53      brouard  3680:   imx=i-1; /* Number of individuals */
                   3681: 
                   3682:   /* for (i=1; i<=imx; i++){
                   3683:     if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;
                   3684:     if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;
                   3685:     if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;
                   3686:     }*/
                   3687:    /*  for (i=1; i<=imx; i++){
                   3688:      if (s[4][i]==9)  s[4][i]=-1; 
                   3689:      printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));}*/
                   3690:   
1.71      brouard  3691:  for (i=1; i<=imx; i++)
1.53      brouard  3692:  
1.71      brouard  3693:    /*if ((s[3][i]==3) ||  (s[4][i]==3)) weight[i]=0.08;
                   3694:      else weight[i]=1;*/
                   3695: 
1.53      brouard  3696:   /* Calculation of the number of parameter from char model*/
                   3697:   Tvar=ivector(1,15); /* stores the number n of the covariates in Vm+Vn at 1 and m at 2 */
                   3698:   Tprod=ivector(1,15); 
                   3699:   Tvaraff=ivector(1,15); 
                   3700:   Tvard=imatrix(1,15,1,2);
                   3701:   Tage=ivector(1,15);      
                   3702:    
1.58      lievre   3703:   if (strlen(model) >1){ /* If there is at least 1 covariate */
1.53      brouard  3704:     j=0, j1=0, k1=1, k2=1;
1.58      lievre   3705:     j=nbocc(model,'+'); /* j=Number of '+' */
                   3706:     j1=nbocc(model,'*'); /* j1=Number of '*' */
                   3707:     cptcovn=j+1; 
                   3708:     cptcovprod=j1; /*Number of products */
1.53      brouard  3709:     
                   3710:     strcpy(modelsav,model); 
                   3711:     if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){
                   3712:       printf("Error. Non available option model=%s ",model);
                   3713:       fprintf(ficlog,"Error. Non available option model=%s ",model);
                   3714:       goto end;
                   3715:     }
                   3716:     
1.59      brouard  3717:     /* This loop fills the array Tvar from the string 'model'.*/
1.58      lievre   3718: 
1.53      brouard  3719:     for(i=(j+1); i>=1;i--){
                   3720:       cutv(stra,strb,modelsav,'+'); /* keeps in strb after the last + */ 
1.59      brouard  3721:       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav); /* and analyzes it */
1.53      brouard  3722:       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/
                   3723:       /*scanf("%d",i);*/
                   3724:       if (strchr(strb,'*')) {  /* Model includes a product */
                   3725:        cutv(strd,strc,strb,'*'); /* strd*strc  Vm*Vn (if not *age)*/
                   3726:        if (strcmp(strc,"age")==0) { /* Vn*age */
                   3727:          cptcovprod--;
                   3728:          cutv(strb,stre,strd,'V');
                   3729:          Tvar[i]=atoi(stre); /* computes n in Vn and stores in Tvar*/
                   3730:          cptcovage++;
                   3731:            Tage[cptcovage]=i;
                   3732:            /*printf("stre=%s ", stre);*/
                   3733:        }
                   3734:        else if (strcmp(strd,"age")==0) { /* or age*Vn */
                   3735:          cptcovprod--;
                   3736:          cutv(strb,stre,strc,'V');
                   3737:          Tvar[i]=atoi(stre);
                   3738:          cptcovage++;
                   3739:          Tage[cptcovage]=i;
                   3740:        }
                   3741:        else {  /* Age is not in the model */
                   3742:          cutv(strb,stre,strc,'V'); /* strc= Vn, stre is n*/
                   3743:          Tvar[i]=ncovcol+k1;
                   3744:          cutv(strb,strc,strd,'V'); /* strd was Vm, strc is m */
                   3745:          Tprod[k1]=i;
                   3746:          Tvard[k1][1]=atoi(strc); /* m*/
                   3747:          Tvard[k1][2]=atoi(stre); /* n */
                   3748:          Tvar[cptcovn+k2]=Tvard[k1][1];
                   3749:          Tvar[cptcovn+k2+1]=Tvard[k1][2]; 
                   3750:          for (k=1; k<=lastobs;k++) 
                   3751:            covar[ncovcol+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];
                   3752:          k1++;
                   3753:          k2=k2+2;
                   3754:        }
                   3755:       }
                   3756:       else { /* no more sum */
                   3757:        /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/
                   3758:        /*  scanf("%d",i);*/
                   3759:       cutv(strd,strc,strb,'V');
                   3760:       Tvar[i]=atoi(strc);
                   3761:       }
                   3762:       strcpy(modelsav,stra);  
                   3763:       /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);
                   3764:        scanf("%d",i);*/
                   3765:     } /* end of loop + */
                   3766:   } /* end model */
                   3767:   
1.58      lievre   3768:   /*The number n of Vn is stored in Tvar. cptcovage =number of age covariate. Tage gives the position of age. cptcovprod= number of products.
                   3769:     If model=V1+V1*age then Tvar[1]=1 Tvar[2]=1 cptcovage=1 Tage[1]=2 cptcovprod=0*/
                   3770: 
1.53      brouard  3771:   /* printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);
                   3772:   printf("cptcovprod=%d ", cptcovprod);
                   3773:   fprintf(ficlog,"cptcovprod=%d ", cptcovprod);
1.58      lievre   3774: 
                   3775:   scanf("%d ",i);
                   3776:   fclose(fic);*/
1.53      brouard  3777: 
                   3778:     /*  if(mle==1){*/
1.59      brouard  3779:   if (weightopt != 1) { /* Maximisation without weights*/
                   3780:     for(i=1;i<=n;i++) weight[i]=1.0;
                   3781:   }
1.53      brouard  3782:     /*-calculation of age at interview from date of interview and age at death -*/
1.59      brouard  3783:   agev=matrix(1,maxwav,1,imx);
1.53      brouard  3784: 
1.59      brouard  3785:   for (i=1; i<=imx; i++) {
                   3786:     for(m=2; (m<= maxwav); m++) {
                   3787:       if ((mint[m][i]== 99) && (s[m][i] <= nlstate)){
                   3788:        anint[m][i]=9999;
                   3789:        s[m][i]=-1;
                   3790:       }
                   3791:       if(moisdc[i]==99 && andc[i]==9999 & s[m][i]>nlstate) s[m][i]=-1;
1.53      brouard  3792:     }
1.59      brouard  3793:   }
1.53      brouard  3794: 
1.59      brouard  3795:   for (i=1; i<=imx; i++)  {
                   3796:     agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
1.71      brouard  3797:     for(m=firstpass; (m<= lastpass); m++){
1.69      brouard  3798:       if(s[m][i] >0){
1.59      brouard  3799:        if (s[m][i] >= nlstate+1) {
                   3800:          if(agedc[i]>0)
1.69      brouard  3801:            if(moisdc[i]!=99 && andc[i]!=9999)
                   3802:              agev[m][i]=agedc[i];
1.59      brouard  3803:          /*if(moisdc[i]==99 && andc[i]==9999) s[m][i]=-1;*/
                   3804:            else {
1.53      brouard  3805:              if (andc[i]!=9999){
1.59      brouard  3806:                printf("Warning negative age at death: %d line:%d\n",num[i],i);
                   3807:                fprintf(ficlog,"Warning negative age at death: %d line:%d\n",num[i],i);
                   3808:                agev[m][i]=-1;
1.53      brouard  3809:              }
                   3810:            }
1.70      brouard  3811:        }
1.69      brouard  3812:        else if(s[m][i] !=9){ /* Standard case, age in fractional
                   3813:                                 years but with the precision of a
                   3814:                                 month */
1.59      brouard  3815:          agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
                   3816:          if(mint[m][i]==99 || anint[m][i]==9999)
                   3817:            agev[m][i]=1;
                   3818:          else if(agev[m][i] <agemin){ 
                   3819:            agemin=agev[m][i];
                   3820:            /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
1.53      brouard  3821:          }
1.59      brouard  3822:          else if(agev[m][i] >agemax){
                   3823:            agemax=agev[m][i];
                   3824:            /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
1.53      brouard  3825:          }
1.59      brouard  3826:          /*agev[m][i]=anint[m][i]-annais[i];*/
                   3827:          /*     agev[m][i] = age[i]+2*m;*/
1.53      brouard  3828:        }
1.59      brouard  3829:        else { /* =9 */
1.53      brouard  3830:          agev[m][i]=1;
1.59      brouard  3831:          s[m][i]=-1;
                   3832:        }
1.53      brouard  3833:       }
1.59      brouard  3834:       else /*= 0 Unknown */
                   3835:        agev[m][i]=1;
                   3836:     }
1.53      brouard  3837:     
1.59      brouard  3838:   }
                   3839:   for (i=1; i<=imx; i++)  {
1.71      brouard  3840:     for(m=firstpass; (m<=lastpass); m++){
1.59      brouard  3841:       if (s[m][i] > (nlstate+ndeath)) {
                   3842:        printf("Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
                   3843:        fprintf(ficlog,"Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
                   3844:        goto end;
1.53      brouard  3845:       }
                   3846:     }
1.59      brouard  3847:   }
1.53      brouard  3848: 
1.71      brouard  3849:   /*for (i=1; i<=imx; i++){
                   3850:   for (m=firstpass; (m<lastpass); m++){
                   3851:      printf("%d %d %.lf %d %d\n", num[i],(covar[1][i]),agev[m][i],s[m][i],s[m+1][i]);
                   3852: }
                   3853: 
                   3854: }*/
                   3855: 
1.59      brouard  3856:   printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
                   3857:   fprintf(ficlog,"Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax); 
                   3858: 
                   3859:   free_vector(severity,1,maxwav);
                   3860:   free_imatrix(outcome,1,maxwav+1,1,n);
                   3861:   free_vector(moisnais,1,n);
                   3862:   free_vector(annais,1,n);
                   3863:   /* free_matrix(mint,1,maxwav,1,n);
                   3864:      free_matrix(anint,1,maxwav,1,n);*/
                   3865:   free_vector(moisdc,1,n);
                   3866:   free_vector(andc,1,n);
1.53      brouard  3867: 
                   3868:    
1.59      brouard  3869:   wav=ivector(1,imx);
                   3870:   dh=imatrix(1,lastpass-firstpass+1,1,imx);
                   3871:   bh=imatrix(1,lastpass-firstpass+1,1,imx);
                   3872:   mw=imatrix(1,lastpass-firstpass+1,1,imx);
1.69      brouard  3873:    
1.59      brouard  3874:   /* Concatenates waves */
                   3875:   concatwav(wav, dh, bh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);
1.53      brouard  3876: 
1.59      brouard  3877:   /* Routine tricode is to calculate cptcoveff (real number of unique covariates) and to associate covariable number and modality */
1.53      brouard  3878: 
1.59      brouard  3879:   Tcode=ivector(1,100);
                   3880:   nbcode=imatrix(0,NCOVMAX,0,NCOVMAX); 
                   3881:   ncodemax[1]=1;
                   3882:   if (cptcovn > 0) tricode(Tvar,nbcode,imx);
1.53      brouard  3883:       
1.59      brouard  3884:   codtab=imatrix(1,100,1,10); /* Cross tabulation to get the order of 
                   3885:                                 the estimations*/
                   3886:   h=0;
                   3887:   m=pow(2,cptcoveff);
1.53      brouard  3888:  
1.59      brouard  3889:   for(k=1;k<=cptcoveff; k++){
                   3890:     for(i=1; i <=(m/pow(2,k));i++){
                   3891:       for(j=1; j <= ncodemax[k]; j++){
                   3892:        for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){
                   3893:          h++;
                   3894:          if (h>m) h=1;codtab[h][k]=j;codtab[h][Tvar[k]]=j;
                   3895:          /*  printf("h=%d k=%d j=%d codtab[h][k]=%d tvar[k]=%d \n",h, k,j,codtab[h][k],Tvar[k]);*/
                   3896:        } 
                   3897:       }
                   3898:     }
                   3899:   } 
                   3900:   /* printf("codtab[1][2]=%d codtab[2][2]=%d",codtab[1][2],codtab[2][2]); 
                   3901:      codtab[1][2]=1;codtab[2][2]=2; */
                   3902:   /* for(i=1; i <=m ;i++){ 
                   3903:      for(k=1; k <=cptcovn; k++){
                   3904:      printf("i=%d k=%d %d %d ",i,k,codtab[i][k], cptcoveff);
                   3905:      }
                   3906:      printf("\n");
1.53      brouard  3907:      }
1.59      brouard  3908:      scanf("%d",i);*/
1.53      brouard  3909:     
1.59      brouard  3910:   /* Calculates basic frequencies. Computes observed prevalence at single age
                   3911:      and prints on file fileres'p'. */
1.53      brouard  3912: 
1.60      brouard  3913:     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
                   3914:     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
                   3915:     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
                   3916:     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
                   3917:     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
1.53      brouard  3918:     
                   3919:    
1.59      brouard  3920:   /* For Powell, parameters are in a vector p[] starting at p[1]
                   3921:      so we point p on param[1][1] so that p[1] maps on param[1][1][1] */
                   3922:   p=param[1][1]; /* *(*(*(param +1)+1)+0) */
1.53      brouard  3923: 
1.61      brouard  3924:   if(mle>=1){ /* Could be 1 or 2 */
1.53      brouard  3925:     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);
1.59      brouard  3926:   }
1.53      brouard  3927:     
1.59      brouard  3928:   /*--------- results files --------------*/
                   3929:   fprintf(ficres,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle= 0 weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate, ndeath, maxwav, weightopt,model);
1.53      brouard  3930:   
                   3931: 
1.59      brouard  3932:   jk=1;
                   3933:   fprintf(ficres,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
                   3934:   printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
                   3935:   fprintf(ficlog,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
                   3936:   for(i=1,jk=1; i <=nlstate; i++){
                   3937:     for(k=1; k <=(nlstate+ndeath); k++){
                   3938:       if (k != i) 
                   3939:        {
                   3940:          printf("%d%d ",i,k);
                   3941:          fprintf(ficlog,"%d%d ",i,k);
                   3942:          fprintf(ficres,"%1d%1d ",i,k);
                   3943:          for(j=1; j <=ncovmodel; j++){
                   3944:            printf("%f ",p[jk]);
                   3945:            fprintf(ficlog,"%f ",p[jk]);
                   3946:            fprintf(ficres,"%f ",p[jk]);
                   3947:            jk++; 
                   3948:          }
                   3949:          printf("\n");
                   3950:          fprintf(ficlog,"\n");
                   3951:          fprintf(ficres,"\n");
                   3952:        }
                   3953:     }
                   3954:   }
                   3955:   if(mle==1){
                   3956:     /* Computing hessian and covariance matrix */
                   3957:     ftolhess=ftol; /* Usually correct */
                   3958:     hesscov(matcov, p, npar, delti, ftolhess, func);
                   3959:   }
                   3960:   fprintf(ficres,"# Scales (for hessian or gradient estimation)\n");
                   3961:   printf("# Scales (for hessian or gradient estimation)\n");
                   3962:   fprintf(ficlog,"# Scales (for hessian or gradient estimation)\n");
                   3963:   for(i=1,jk=1; i <=nlstate; i++){
                   3964:     for(j=1; j <=nlstate+ndeath; j++){
                   3965:       if (j!=i) {
                   3966:        fprintf(ficres,"%1d%1d",i,j);
                   3967:        printf("%1d%1d",i,j);
                   3968:        fprintf(ficlog,"%1d%1d",i,j);
                   3969:        for(k=1; k<=ncovmodel;k++){
                   3970:          printf(" %.5e",delti[jk]);
                   3971:          fprintf(ficlog," %.5e",delti[jk]);
                   3972:          fprintf(ficres," %.5e",delti[jk]);
                   3973:          jk++;
                   3974:        }
                   3975:        printf("\n");
                   3976:        fprintf(ficlog,"\n");
                   3977:        fprintf(ficres,"\n");
                   3978:       }
                   3979:     }
                   3980:   }
1.53      brouard  3981:    
1.59      brouard  3982:   fprintf(ficres,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
                   3983:   if(mle==1)
                   3984:     printf("# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
                   3985:   fprintf(ficlog,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
                   3986:   for(i=1,k=1;i<=npar;i++){
                   3987:     /*  if (k>nlstate) k=1;
                   3988:        i1=(i-1)/(ncovmodel*nlstate)+1; 
                   3989:        fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);
                   3990:        printf("%s%d%d",alph[k],i1,tab[i]);
                   3991:     */
                   3992:     fprintf(ficres,"%3d",i);
                   3993:     if(mle==1)
                   3994:       printf("%3d",i);
                   3995:     fprintf(ficlog,"%3d",i);
                   3996:     for(j=1; j<=i;j++){
                   3997:       fprintf(ficres," %.5e",matcov[i][j]);
                   3998:       if(mle==1)
                   3999:        printf(" %.5e",matcov[i][j]);
                   4000:       fprintf(ficlog," %.5e",matcov[i][j]);
                   4001:     }
                   4002:     fprintf(ficres,"\n");
                   4003:     if(mle==1)
                   4004:       printf("\n");
                   4005:     fprintf(ficlog,"\n");
                   4006:     k++;
                   4007:   }
1.53      brouard  4008:    
1.59      brouard  4009:   while((c=getc(ficpar))=='#' && c!= EOF){
                   4010:     ungetc(c,ficpar);
                   4011:     fgets(line, MAXLINE, ficpar);
                   4012:     puts(line);
                   4013:     fputs(line,ficparo);
                   4014:   }
                   4015:   ungetc(c,ficpar);
                   4016: 
                   4017:   estepm=0;
                   4018:   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf estepm=%d\n",&ageminpar,&agemaxpar, &bage, &fage, &estepm);
                   4019:   if (estepm==0 || estepm < stepm) estepm=stepm;
                   4020:   if (fage <= 2) {
                   4021:     bage = ageminpar;
                   4022:     fage = agemaxpar;
                   4023:   }
1.53      brouard  4024:    
1.59      brouard  4025:   fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
                   4026:   fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
                   4027:   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
1.53      brouard  4028:    
1.59      brouard  4029:   while((c=getc(ficpar))=='#' && c!= EOF){
                   4030:     ungetc(c,ficpar);
                   4031:     fgets(line, MAXLINE, ficpar);
                   4032:     puts(line);
                   4033:     fputs(line,ficparo);
                   4034:   }
                   4035:   ungetc(c,ficpar);
1.53      brouard  4036:   
1.59      brouard  4037:   fscanf(ficpar,"begin-prev-date=%lf/%lf/%lf end-prev-date=%lf/%lf/%lf mov_average=%d\n",&jprev1, &mprev1,&anprev1,&jprev2, &mprev2,&anprev2,&mobilav);
                   4038:   fprintf(ficparo,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
                   4039:   fprintf(ficres,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
1.69      brouard  4040:   printf("begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
                   4041:   fprintf(ficlog,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
1.53      brouard  4042:    
1.59      brouard  4043:   while((c=getc(ficpar))=='#' && c!= EOF){
                   4044:     ungetc(c,ficpar);
                   4045:     fgets(line, MAXLINE, ficpar);
                   4046:     puts(line);
                   4047:     fputs(line,ficparo);
                   4048:   }
                   4049:   ungetc(c,ficpar);
1.53      brouard  4050:  
                   4051: 
1.70      brouard  4052:   dateprev1=anprev1+(mprev1-1)/12.+(jprev1-1)/365.;
                   4053:   dateprev2=anprev2+(mprev2-1)/12.+(jprev2-1)/365.;
1.53      brouard  4054: 
                   4055:   fscanf(ficpar,"pop_based=%d\n",&popbased);
                   4056:   fprintf(ficparo,"pop_based=%d\n",popbased);   
                   4057:   fprintf(ficres,"pop_based=%d\n",popbased);   
                   4058:   
                   4059:   while((c=getc(ficpar))=='#' && c!= EOF){
                   4060:     ungetc(c,ficpar);
                   4061:     fgets(line, MAXLINE, ficpar);
                   4062:     puts(line);
                   4063:     fputs(line,ficparo);
                   4064:   }
                   4065:   ungetc(c,ficpar);
                   4066: 
1.69      brouard  4067:   fscanf(ficpar,"prevforecast=%d starting-proj-date=%lf/%lf/%lf final-proj-date=%lf/%lf/%lf mobil_average=%d\n",&prevfcast,&jproj1,&mproj1,&anproj1,&jproj2,&mproj2,&anproj2,&mobilavproj);
1.70      brouard  4068:   fprintf(ficparo,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
1.71      brouard  4069:   printf("prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
                   4070:   fprintf(ficlog,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
                   4071:   fprintf(ficres,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
1.69      brouard  4072:   /* day and month of proj2 are not used but only year anproj2.*/
1.53      brouard  4073: 
1.59      brouard  4074:   while((c=getc(ficpar))=='#' && c!= EOF){
1.53      brouard  4075:     ungetc(c,ficpar);
                   4076:     fgets(line, MAXLINE, ficpar);
                   4077:     puts(line);
                   4078:     fputs(line,ficparo);
                   4079:   }
                   4080:   ungetc(c,ficpar);
                   4081: 
                   4082:   fscanf(ficpar,"popforecast=%d popfile=%s popfiledate=%lf/%lf/%lf last-popfiledate=%lf/%lf/%lf\n",&popforecast,popfile,&jpyram,&mpyram,&anpyram,&jpyram1,&mpyram1,&anpyram1);
                   4083:   fprintf(ficparo,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
                   4084:   fprintf(ficres,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
                   4085: 
1.74    ! brouard  4086:   probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
1.59      brouard  4087:   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint,dateprev1,dateprev2,jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);
1.58      lievre   4088: 
1.59      brouard  4089:   /*------------ gnuplot -------------*/
                   4090:   strcpy(optionfilegnuplot,optionfilefiname);
                   4091:   strcat(optionfilegnuplot,".gp");
                   4092:   if((ficgp=fopen(optionfilegnuplot,"w"))==NULL) {
                   4093:     printf("Problem with file %s",optionfilegnuplot);
                   4094:   }
                   4095:   else{
                   4096:     fprintf(ficgp,"\n# %s\n", version); 
                   4097:     fprintf(ficgp,"# %s\n", optionfilegnuplot); 
                   4098:     fprintf(ficgp,"set missing 'NaNq'\n");
                   4099:   }
                   4100:   fclose(ficgp);
                   4101:   printinggnuplot(fileres, ageminpar,agemaxpar,fage, pathc,p);
                   4102:   /*--------- index.htm --------*/
1.53      brouard  4103: 
                   4104:   strcpy(optionfilehtm,optionfile);
                   4105:   strcat(optionfilehtm,".htm");
                   4106:   if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
                   4107:     printf("Problem with %s \n",optionfilehtm), exit(0);
                   4108:   }
                   4109: 
                   4110:   fprintf(fichtm,"<body> <font size=\"2\">%s </font> <hr size=\"2\" color=\"#EC5E5E\"> \n
                   4111: Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n
                   4112: \n
                   4113: Total number of observations=%d <br>\n
                   4114: Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>\n
                   4115: <hr  size=\"2\" color=\"#EC5E5E\">
                   4116:  <ul><li><h4>Parameter files</h4>\n
                   4117:  - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>\n
                   4118:  - Log file of the run: <a href=\"%s\">%s</a><br>\n
                   4119:  - Gnuplot file name: <a href=\"%s\">%s</a></ul>\n",version,title,datafile,firstpass,lastpass,stepm, weightopt,model,imx,jmin,jmax,jmean,fileres,fileres,filelog,filelog,optionfilegnuplot,optionfilegnuplot);
1.74    ! brouard  4120:    fclose(fichtm);
1.53      brouard  4121: 
1.59      brouard  4122:   printinghtml(fileres,title,datafile, firstpass, lastpass, stepm, weightopt,model,imx,jmin,jmax,jmean,rfileres,popforecast,estepm,jprev1,mprev1,anprev1,jprev2,mprev2,anprev2);
1.53      brouard  4123:  
1.59      brouard  4124:   /*------------ free_vector  -------------*/
                   4125:   chdir(path);
1.53      brouard  4126:  
1.59      brouard  4127:   free_ivector(wav,1,imx);
                   4128:   free_imatrix(dh,1,lastpass-firstpass+1,1,imx);
                   4129:   free_imatrix(bh,1,lastpass-firstpass+1,1,imx);
                   4130:   free_imatrix(mw,1,lastpass-firstpass+1,1,imx);   
                   4131:   free_ivector(num,1,n);
                   4132:   free_vector(agedc,1,n);
1.65      lievre   4133:   /*free_matrix(covar,0,NCOVMAX,1,n);*/
1.59      brouard  4134:   /*free_matrix(covar,1,NCOVMAX,1,n);*/
                   4135:   fclose(ficparo);
                   4136:   fclose(ficres);
1.53      brouard  4137: 
                   4138: 
1.54      brouard  4139:   /*--------------- Prevalence limit  (stable prevalence) --------------*/
1.53      brouard  4140:   
                   4141:   strcpy(filerespl,"pl");
                   4142:   strcat(filerespl,fileres);
                   4143:   if((ficrespl=fopen(filerespl,"w"))==NULL) {
1.54      brouard  4144:     printf("Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
                   4145:     fprintf(ficlog,"Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
1.53      brouard  4146:   }
1.54      brouard  4147:   printf("Computing stable prevalence: result on file '%s' \n", filerespl);
                   4148:   fprintf(ficlog,"Computing stable prevalence: result on file '%s' \n", filerespl);
                   4149:   fprintf(ficrespl,"#Stable prevalence \n");
1.53      brouard  4150:   fprintf(ficrespl,"#Age ");
                   4151:   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);
                   4152:   fprintf(ficrespl,"\n");
                   4153:   
                   4154:   prlim=matrix(1,nlstate,1,nlstate);
1.59      brouard  4155: 
1.53      brouard  4156:   agebase=ageminpar;
                   4157:   agelim=agemaxpar;
                   4158:   ftolpl=1.e-10;
                   4159:   i1=cptcoveff;
                   4160:   if (cptcovn < 1){i1=1;}
                   4161: 
1.59      brouard  4162:   for(cptcov=1,k=0;cptcov<=i1;cptcov++){
1.53      brouard  4163:     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
1.59      brouard  4164:       k=k+1;
                   4165:       /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/
                   4166:       fprintf(ficrespl,"\n#******");
                   4167:       printf("\n#******");
                   4168:       fprintf(ficlog,"\n#******");
                   4169:       for(j=1;j<=cptcoveff;j++) {
                   4170:        fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
                   4171:        printf(" V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
                   4172:        fprintf(ficlog," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
                   4173:       }
                   4174:       fprintf(ficrespl,"******\n");
                   4175:       printf("******\n");
                   4176:       fprintf(ficlog,"******\n");
1.53      brouard  4177:        
1.59      brouard  4178:       for (age=agebase; age<=agelim; age++){
                   4179:        prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
1.69      brouard  4180:        fprintf(ficrespl,"%.0f ",age );
                   4181:         for(j=1;j<=cptcoveff;j++)
                   4182:          fprintf(ficrespl,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
1.59      brouard  4183:        for(i=1; i<=nlstate;i++)
1.53      brouard  4184:          fprintf(ficrespl," %.5f", prlim[i][i]);
1.59      brouard  4185:        fprintf(ficrespl,"\n");
1.53      brouard  4186:       }
                   4187:     }
1.59      brouard  4188:   }
1.53      brouard  4189:   fclose(ficrespl);
                   4190: 
                   4191:   /*------------- h Pij x at various ages ------------*/
                   4192:   
                   4193:   strcpy(filerespij,"pij");  strcat(filerespij,fileres);
                   4194:   if((ficrespij=fopen(filerespij,"w"))==NULL) {
                   4195:     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;
                   4196:     fprintf(ficlog,"Problem with Pij resultfile: %s\n", filerespij);goto end;
                   4197:   }
                   4198:   printf("Computing pij: result on file '%s' \n", filerespij);
                   4199:   fprintf(ficlog,"Computing pij: result on file '%s' \n", filerespij);
                   4200:   
                   4201:   stepsize=(int) (stepm+YEARM-1)/YEARM;
                   4202:   /*if (stepm<=24) stepsize=2;*/
                   4203: 
                   4204:   agelim=AGESUP;
                   4205:   hstepm=stepsize*YEARM; /* Every year of age */
                   4206:   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */ 
                   4207: 
                   4208:   /* hstepm=1;   aff par mois*/
                   4209: 
1.70      brouard  4210:   fprintf(ficrespij,"#****** h Pij x Probability to be in state j at age x+h being in i at x ");
1.59      brouard  4211:   for(cptcov=1,k=0;cptcov<=i1;cptcov++){
1.53      brouard  4212:     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
                   4213:       k=k+1;
1.59      brouard  4214:       fprintf(ficrespij,"\n#****** ");
                   4215:       for(j=1;j<=cptcoveff;j++) 
                   4216:        fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
                   4217:       fprintf(ficrespij,"******\n");
1.53      brouard  4218:        
1.59      brouard  4219:       for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */
                   4220:        nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
                   4221:        nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
                   4222: 
                   4223:        /*        nhstepm=nhstepm*YEARM; aff par mois*/
                   4224: 
                   4225:        p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
                   4226:        oldm=oldms;savm=savms;
                   4227:        hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
1.70      brouard  4228:        fprintf(ficrespij,"# Cov Agex agex+h hpijx with i,j=");
1.59      brouard  4229:        for(i=1; i<=nlstate;i++)
                   4230:          for(j=1; j<=nlstate+ndeath;j++)
                   4231:            fprintf(ficrespij," %1d-%1d",i,j);
                   4232:        fprintf(ficrespij,"\n");
                   4233:        for (h=0; h<=nhstepm; h++){
1.70      brouard  4234:          fprintf(ficrespij,"%d %3.f %3.f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );
1.53      brouard  4235:          for(i=1; i<=nlstate;i++)
                   4236:            for(j=1; j<=nlstate+ndeath;j++)
1.59      brouard  4237:              fprintf(ficrespij," %.5f", p3mat[i][j][h]);
1.53      brouard  4238:          fprintf(ficrespij,"\n");
                   4239:        }
1.59      brouard  4240:        free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
                   4241:        fprintf(ficrespij,"\n");
                   4242:       }
1.53      brouard  4243:     }
                   4244:   }
                   4245: 
1.74    ! brouard  4246:   varprob(optionfilefiname, matcov, p, delti, nlstate, bage, fage,k,Tvar,nbcode, ncodemax);
1.53      brouard  4247: 
                   4248:   fclose(ficrespij);
                   4249: 
                   4250: 
                   4251:   /*---------- Forecasting ------------------*/
1.69      brouard  4252:   /*if((stepm == 1) && (strcmp(model,".")==0)){*/
                   4253:   if(prevfcast==1){
1.74    ! brouard  4254:     /*    if(stepm ==1){*/
1.70      brouard  4255:       prevforecast(fileres, anproj1, mproj1, jproj1, agemin, agemax, dateprev1, dateprev2, mobilavproj, bage, fage, firstpass, lastpass, anproj2, p, cptcoveff);
1.74    ! brouard  4256:       /* (popforecast==1) populforecast(fileres, anpyram,mpyram,jpyram, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anpyram1,p, i1);*/
        !          4257: /*      }  */
        !          4258: /*      else{ */
        !          4259: /*        erreur=108; */
        !          4260: /*        printf("Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
        !          4261: /*        fprintf(ficlog,"Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
        !          4262: /*      } */
1.69      brouard  4263:   }
1.53      brouard  4264:   
                   4265: 
                   4266:   /*---------- Health expectancies and variances ------------*/
                   4267: 
                   4268:   strcpy(filerest,"t");
                   4269:   strcat(filerest,fileres);
                   4270:   if((ficrest=fopen(filerest,"w"))==NULL) {
                   4271:     printf("Problem with total LE resultfile: %s\n", filerest);goto end;
                   4272:     fprintf(ficlog,"Problem with total LE resultfile: %s\n", filerest);goto end;
                   4273:   }
                   4274:   printf("Computing Total LEs with variances: file '%s' \n", filerest); 
                   4275:   fprintf(ficlog,"Computing Total LEs with variances: file '%s' \n", filerest); 
                   4276: 
                   4277: 
                   4278:   strcpy(filerese,"e");
                   4279:   strcat(filerese,fileres);
                   4280:   if((ficreseij=fopen(filerese,"w"))==NULL) {
                   4281:     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
                   4282:     fprintf(ficlog,"Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
                   4283:   }
                   4284:   printf("Computing Health Expectancies: result on file '%s' \n", filerese);
                   4285:   fprintf(ficlog,"Computing Health Expectancies: result on file '%s' \n", filerese);
1.68      lievre   4286: 
1.53      brouard  4287:   strcpy(fileresv,"v");
                   4288:   strcat(fileresv,fileres);
                   4289:   if((ficresvij=fopen(fileresv,"w"))==NULL) {
                   4290:     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);
                   4291:     fprintf(ficlog,"Problem with variance resultfile: %s\n", fileresv);exit(0);
                   4292:   }
                   4293:   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
                   4294:   fprintf(ficlog,"Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
1.58      lievre   4295: 
1.74    ! brouard  4296:   /* Computes prevalence between agemin (i.e minimal age computed) and no more ageminpar */
        !          4297:   prevalence(agemin, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
        !          4298:   /*  printf("ageminpar=%f, agemax=%f, s[lastpass][imx]=%d, agev[lastpass][imx]=%f, nlstate=%d, imx=%d,  mint[lastpass][imx]=%f, anint[lastpass][imx]=%f,dateprev1=%f, dateprev2=%f, firstpass=%d, lastpass=%d\n",\
        !          4299: ageminpar, agemax, s[lastpass][imx], agev[lastpass][imx], nlstate, imx, mint[lastpass][imx],anint[lastpass][imx], dateprev1, dateprev2, firstpass, lastpass);
        !          4300:   */
1.58      lievre   4301: 
1.54      brouard  4302:   if (mobilav!=0) {
1.53      brouard  4303:     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
1.54      brouard  4304:     if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
                   4305:       fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
                   4306:       printf(" Error in movingaverage mobilav=%d\n",mobilav);
                   4307:     }
1.53      brouard  4308:   }
                   4309: 
1.59      brouard  4310:   for(cptcov=1,k=0;cptcov<=i1;cptcov++){
1.53      brouard  4311:     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
                   4312:       k=k+1; 
                   4313:       fprintf(ficrest,"\n#****** ");
                   4314:       for(j=1;j<=cptcoveff;j++) 
                   4315:        fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
                   4316:       fprintf(ficrest,"******\n");
                   4317: 
                   4318:       fprintf(ficreseij,"\n#****** ");
                   4319:       for(j=1;j<=cptcoveff;j++) 
                   4320:        fprintf(ficreseij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
                   4321:       fprintf(ficreseij,"******\n");
                   4322: 
                   4323:       fprintf(ficresvij,"\n#****** ");
                   4324:       for(j=1;j<=cptcoveff;j++) 
                   4325:        fprintf(ficresvij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
                   4326:       fprintf(ficresvij,"******\n");
                   4327: 
                   4328:       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
                   4329:       oldm=oldms;savm=savms;
                   4330:       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm, delti, matcov);  
                   4331:  
                   4332:       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
                   4333:       oldm=oldms;savm=savms;
                   4334:       varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,0, mobilav);
                   4335:       if(popbased==1){
                   4336:        varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,popbased,mobilav);
1.59      brouard  4337:       }
1.53      brouard  4338: 
                   4339:  
                   4340:       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");
                   4341:       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);
                   4342:       fprintf(ficrest,"\n");
                   4343: 
                   4344:       epj=vector(1,nlstate+1);
                   4345:       for(age=bage; age <=fage ;age++){
                   4346:        prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
                   4347:        if (popbased==1) {
1.54      brouard  4348:          if(mobilav ==0){
1.53      brouard  4349:            for(i=1; i<=nlstate;i++)
                   4350:              prlim[i][i]=probs[(int)age][i][k];
1.54      brouard  4351:          }else{ /* mobilav */ 
1.53      brouard  4352:            for(i=1; i<=nlstate;i++)
                   4353:              prlim[i][i]=mobaverage[(int)age][i][k];
                   4354:          }
                   4355:        }
                   4356:        
                   4357:        fprintf(ficrest," %4.0f",age);
                   4358:        for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){
                   4359:          for(i=1, epj[j]=0.;i <=nlstate;i++) {
                   4360:            epj[j] += prlim[i][i]*eij[i][j][(int)age];
                   4361:            /*  printf("%lf %lf ", prlim[i][i] ,eij[i][j][(int)age]);*/
                   4362:          }
                   4363:          epj[nlstate+1] +=epj[j];
                   4364:        }
                   4365: 
                   4366:        for(i=1, vepp=0.;i <=nlstate;i++)
                   4367:          for(j=1;j <=nlstate;j++)
                   4368:            vepp += vareij[i][j][(int)age];
                   4369:        fprintf(ficrest," %7.3f (%7.3f)", epj[nlstate+1],sqrt(vepp));
                   4370:        for(j=1;j <=nlstate;j++){
                   4371:          fprintf(ficrest," %7.3f (%7.3f)", epj[j],sqrt(vareij[j][j][(int)age]));
                   4372:        }
                   4373:        fprintf(ficrest,"\n");
                   4374:       }
1.59      brouard  4375:       free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
                   4376:       free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);
                   4377:       free_vector(epj,1,nlstate+1);
1.53      brouard  4378:     }
                   4379:   }
1.59      brouard  4380:   free_vector(weight,1,n);
                   4381:   free_imatrix(Tvard,1,15,1,2);
                   4382:   free_imatrix(s,1,maxwav+1,1,n);
                   4383:   free_matrix(anint,1,maxwav,1,n); 
                   4384:   free_matrix(mint,1,maxwav,1,n);
                   4385:   free_ivector(cod,1,n);
                   4386:   free_ivector(tab,1,NCOVMAX);
1.53      brouard  4387:   fclose(ficreseij);
                   4388:   fclose(ficresvij);
                   4389:   fclose(ficrest);
                   4390:   fclose(ficpar);
                   4391:   
1.54      brouard  4392:   /*------- Variance of stable prevalence------*/   
1.53      brouard  4393: 
                   4394:   strcpy(fileresvpl,"vpl");
                   4395:   strcat(fileresvpl,fileres);
                   4396:   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
1.54      brouard  4397:     printf("Problem with variance of stable prevalence  resultfile: %s\n", fileresvpl);
1.53      brouard  4398:     exit(0);
                   4399:   }
1.54      brouard  4400:   printf("Computing Variance-covariance of stable prevalence: file '%s' \n", fileresvpl);
1.53      brouard  4401: 
1.59      brouard  4402:   for(cptcov=1,k=0;cptcov<=i1;cptcov++){
1.53      brouard  4403:     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
                   4404:       k=k+1;
                   4405:       fprintf(ficresvpl,"\n#****** ");
                   4406:       for(j=1;j<=cptcoveff;j++) 
                   4407:        fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
                   4408:       fprintf(ficresvpl,"******\n");
                   4409:       
                   4410:       varpl=matrix(1,nlstate,(int) bage, (int) fage);
                   4411:       oldm=oldms;savm=savms;
1.59      brouard  4412:       varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);
                   4413:       free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
1.53      brouard  4414:     }
1.59      brouard  4415:   }
1.53      brouard  4416: 
                   4417:   fclose(ficresvpl);
                   4418: 
                   4419:   /*---------- End : free ----------------*/
                   4420:   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);
                   4421:   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);
                   4422:   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);
                   4423:   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);
1.65      lievre   4424:   
                   4425:   free_matrix(covar,0,NCOVMAX,1,n);
1.53      brouard  4426:   free_matrix(matcov,1,npar,1,npar);
1.74    ! brouard  4427:   /*free_vector(delti,1,npar);*/
        !          4428:   free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
1.53      brouard  4429:   free_matrix(agev,1,maxwav,1,imx);
                   4430:   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);
1.54      brouard  4431:   if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
1.74    ! brouard  4432:   free_ma3x(probs,1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
        !          4433: 
1.59      brouard  4434:   free_ivector(ncodemax,1,8);
                   4435:   free_ivector(Tvar,1,15);
                   4436:   free_ivector(Tprod,1,15);
                   4437:   free_ivector(Tvaraff,1,15);
                   4438:   free_ivector(Tage,1,15);
                   4439:   free_ivector(Tcode,1,100);
1.53      brouard  4440: 
1.74    ! brouard  4441:   /*  fclose(fichtm);*/
        !          4442:   /*  fclose(ficgp);*/ /* ALready done */
1.53      brouard  4443:   
                   4444: 
                   4445:   if(erreur >0){
                   4446:     printf("End of Imach with error or warning %d\n",erreur);
                   4447:     fprintf(ficlog,"End of Imach with error or warning %d\n",erreur);
                   4448:   }else{
                   4449:    printf("End of Imach\n");
                   4450:    fprintf(ficlog,"End of Imach\n");
                   4451:   }
                   4452:   printf("See log file on %s\n",filelog);
                   4453:   fclose(ficlog);
                   4454:   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
                   4455:   
                   4456:   /* printf("Total time was %d Sec. %d uSec.\n", end_time.tv_sec -start_time.tv_sec, end_time.tv_usec -start_time.tv_usec);*/
                   4457:   /*printf("Total time was %d uSec.\n", total_usecs);*/
                   4458:   /*------ End -----------*/
                   4459: 
1.59      brouard  4460:   end:
1.53      brouard  4461: #ifdef windows
                   4462:   /* chdir(pathcd);*/
                   4463: #endif 
                   4464:  /*system("wgnuplot graph.plt");*/
                   4465:  /*system("../gp37mgw/wgnuplot graph.plt");*/
                   4466:  /*system("cd ../gp37mgw");*/
                   4467:  /* system("..\\gp37mgw\\wgnuplot graph.plt");*/
1.59      brouard  4468:   strcpy(plotcmd,GNUPLOTPROGRAM);
                   4469:   strcat(plotcmd," ");
                   4470:   strcat(plotcmd,optionfilegnuplot);
                   4471:   printf("Starting: %s\n",plotcmd);fflush(stdout);
                   4472:   system(plotcmd);
1.53      brouard  4473: 
1.54      brouard  4474:  /*#ifdef windows*/
1.53      brouard  4475:   while (z[0] != 'q') {
                   4476:     /* chdir(path); */
                   4477:     printf("\nType e to edit output files, g to graph again, c to start again, and q for exiting: ");
                   4478:     scanf("%s",z);
                   4479:     if (z[0] == 'c') system("./imach");
                   4480:     else if (z[0] == 'e') system(optionfilehtm);
                   4481:     else if (z[0] == 'g') system(plotcmd);
                   4482:     else if (z[0] == 'q') exit(0);
                   4483:   }
1.54      brouard  4484:   /*#endif */
1.53      brouard  4485: }
                   4486: 
                   4487: 

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