File:  [Local Repository] / imach / src / imach.c
Revision 1.110: download - view: text, annotated - select for diffs
Wed Jan 25 00:51:50 2006 UTC (18 years, 3 months ago) by brouard
Branches: MAIN
CVS tags: HEAD
(Module): Lots of cleaning and bugs added (Gompertz)

    1: /* $Id: imach.c,v 1.110 2006/01/25 00:51:50 brouard Exp $
    2:   $State: Exp $
    3:   $Log: imach.c,v $
    4:   Revision 1.110  2006/01/25 00:51:50  brouard
    5:   (Module): Lots of cleaning and bugs added (Gompertz)
    6: 
    7:   Revision 1.109  2006/01/24 19:37:15  brouard
    8:   (Module): Comments (lines starting with a #) are allowed in data.
    9: 
   10:   Revision 1.108  2006/01/19 18:05:42  lievre
   11:   Gnuplot problem appeared...
   12:   To be fixed
   13: 
   14:   Revision 1.107  2006/01/19 16:20:37  brouard
   15:   Test existence of gnuplot in imach path
   16: 
   17:   Revision 1.106  2006/01/19 13:24:36  brouard
   18:   Some cleaning and links added in html output
   19: 
   20:   Revision 1.105  2006/01/05 20:23:19  lievre
   21:   *** empty log message ***
   22: 
   23:   Revision 1.104  2005/09/30 16:11:43  lievre
   24:   (Module): sump fixed, loop imx fixed, and simplifications.
   25:   (Module): If the status is missing at the last wave but we know
   26:   that the person is alive, then we can code his/her status as -2
   27:   (instead of missing=-1 in earlier versions) and his/her
   28:   contributions to the likelihood is 1 - Prob of dying from last
   29:   health status (= 1-p13= p11+p12 in the easiest case of somebody in
   30:   the healthy state at last known wave). Version is 0.98
   31: 
   32:   Revision 1.103  2005/09/30 15:54:49  lievre
   33:   (Module): sump fixed, loop imx fixed, and simplifications.
   34: 
   35:   Revision 1.102  2004/09/15 17:31:30  brouard
   36:   Add the possibility to read data file including tab characters.
   37: 
   38:   Revision 1.101  2004/09/15 10:38:38  brouard
   39:   Fix on curr_time
   40: 
   41:   Revision 1.100  2004/07/12 18:29:06  brouard
   42:   Add version for Mac OS X. Just define UNIX in Makefile
   43: 
   44:   Revision 1.99  2004/06/05 08:57:40  brouard
   45:   *** empty log message ***
   46: 
   47:   Revision 1.98  2004/05/16 15:05:56  brouard
   48:   New version 0.97 . First attempt to estimate force of mortality
   49:   directly from the data i.e. without the need of knowing the health
   50:   state at each age, but using a Gompertz model: log u =a + b*age .
   51:   This is the basic analysis of mortality and should be done before any
   52:   other analysis, in order to test if the mortality estimated from the
   53:   cross-longitudinal survey is different from the mortality estimated
   54:   from other sources like vital statistic data.
   55: 
   56:   The same imach parameter file can be used but the option for mle should be -3.
   57: 
   58:   Agnès, who wrote this part of the code, tried to keep most of the
   59:   former routines in order to include the new code within the former code.
   60: 
   61:   The output is very simple: only an estimate of the intercept and of
   62:   the slope with 95% confident intervals.
   63: 
   64:   Current limitations:
   65:   A) Even if you enter covariates, i.e. with the
   66:   model= V1+V2 equation for example, the programm does only estimate a unique global model without covariates.
   67:   B) There is no computation of Life Expectancy nor Life Table.
   68: 
   69:   Revision 1.97  2004/02/20 13:25:42  lievre
   70:   Version 0.96d. Population forecasting command line is (temporarily)
   71:   suppressed.
   72: 
   73:   Revision 1.96  2003/07/15 15:38:55  brouard
   74:   * imach.c (Repository): Errors in subdirf, 2, 3 while printing tmpout is
   75:   rewritten within the same printf. Workaround: many printfs.
   76: 
   77:   Revision 1.95  2003/07/08 07:54:34  brouard
   78:   * imach.c (Repository):
   79:   (Repository): Using imachwizard code to output a more meaningful covariance
   80:   matrix (cov(a12,c31) instead of numbers.
   81: 
   82:   Revision 1.94  2003/06/27 13:00:02  brouard
   83:   Just cleaning
   84: 
   85:   Revision 1.93  2003/06/25 16:33:55  brouard
   86:   (Module): On windows (cygwin) function asctime_r doesn't
   87:   exist so I changed back to asctime which exists.
   88:   (Module): Version 0.96b
   89: 
   90:   Revision 1.92  2003/06/25 16:30:45  brouard
   91:   (Module): On windows (cygwin) function asctime_r doesn't
   92:   exist so I changed back to asctime which exists.
   93: 
   94:   Revision 1.91  2003/06/25 15:30:29  brouard
   95:   * imach.c (Repository): Duplicated warning errors corrected.
   96:   (Repository): Elapsed time after each iteration is now output. It
   97:   helps to forecast when convergence will be reached. Elapsed time
   98:   is stamped in powell.  We created a new html file for the graphs
   99:   concerning matrix of covariance. It has extension -cov.htm.
  100: 
  101:   Revision 1.90  2003/06/24 12:34:15  brouard
  102:   (Module): Some bugs corrected for windows. Also, when
  103:   mle=-1 a template is output in file "or"mypar.txt with the design
  104:   of the covariance matrix to be input.
  105: 
  106:   Revision 1.89  2003/06/24 12:30:52  brouard
  107:   (Module): Some bugs corrected for windows. Also, when
  108:   mle=-1 a template is output in file "or"mypar.txt with the design
  109:   of the covariance matrix to be input.
  110: 
  111:   Revision 1.88  2003/06/23 17:54:56  brouard
  112:   * imach.c (Repository): Create a sub-directory where all the secondary files are. Only imach, htm, gp and r(imach) are on the main directory. Correct time and other things.
  113: 
  114:   Revision 1.87  2003/06/18 12:26:01  brouard
  115:   Version 0.96
  116: 
  117:   Revision 1.86  2003/06/17 20:04:08  brouard
  118:   (Module): Change position of html and gnuplot routines and added
  119:   routine fileappend.
  120: 
  121:   Revision 1.85  2003/06/17 13:12:43  brouard
  122:   * imach.c (Repository): Check when date of death was earlier that
  123:   current date of interview. It may happen when the death was just
  124:   prior to the death. In this case, dh was negative and likelihood
  125:   was wrong (infinity). We still send an "Error" but patch by
  126:   assuming that the date of death was just one stepm after the
  127:   interview.
  128:   (Repository): Because some people have very long ID (first column)
  129:   we changed int to long in num[] and we added a new lvector for
  130:   memory allocation. But we also truncated to 8 characters (left
  131:   truncation)
  132:   (Repository): No more line truncation errors.
  133: 
  134:   Revision 1.84  2003/06/13 21:44:43  brouard
  135:   * imach.c (Repository): Replace "freqsummary" at a correct
  136:   place. It differs from routine "prevalence" which may be called
  137:   many times. Probs is memory consuming and must be used with
  138:   parcimony.
  139:   Version 0.95a3 (should output exactly the same maximization than 0.8a2)
  140: 
  141:   Revision 1.83  2003/06/10 13:39:11  lievre
  142:   *** empty log message ***
  143: 
  144:   Revision 1.82  2003/06/05 15:57:20  brouard
  145:   Add log in  imach.c and  fullversion number is now printed.
  146: 
  147: */
  148: /*
  149:    Interpolated Markov Chain
  150: 
  151:   Short summary of the programme:
  152:   
  153:   This program computes Healthy Life Expectancies from
  154:   cross-longitudinal data. Cross-longitudinal data consist in: -1- a
  155:   first survey ("cross") where individuals from different ages are
  156:   interviewed on their health status or degree of disability (in the
  157:   case of a health survey which is our main interest) -2- at least a
  158:   second wave of interviews ("longitudinal") which measure each change
  159:   (if any) in individual health status.  Health expectancies are
  160:   computed from the time spent in each health state according to a
  161:   model. More health states you consider, more time is necessary to reach the
  162:   Maximum Likelihood of the parameters involved in the model.  The
  163:   simplest model is the multinomial logistic model where pij is the
  164:   probability to be observed in state j at the second wave
  165:   conditional to be observed in state i at the first wave. Therefore
  166:   the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
  167:   'age' is age and 'sex' is a covariate. If you want to have a more
  168:   complex model than "constant and age", you should modify the program
  169:   where the markup *Covariates have to be included here again* invites
  170:   you to do it.  More covariates you add, slower the
  171:   convergence.
  172: 
  173:   The advantage of this computer programme, compared to a simple
  174:   multinomial logistic model, is clear when the delay between waves is not
  175:   identical for each individual. Also, if a individual missed an
  176:   intermediate interview, the information is lost, but taken into
  177:   account using an interpolation or extrapolation.  
  178: 
  179:   hPijx is the probability to be observed in state i at age x+h
  180:   conditional to the observed state i at age x. The delay 'h' can be
  181:   split into an exact number (nh*stepm) of unobserved intermediate
  182:   states. This elementary transition (by month, quarter,
  183:   semester or year) is modelled as a multinomial logistic.  The hPx
  184:   matrix is simply the matrix product of nh*stepm elementary matrices
  185:   and the contribution of each individual to the likelihood is simply
  186:   hPijx.
  187: 
  188:   Also this programme outputs the covariance matrix of the parameters but also
  189:   of the life expectancies. It also computes the stable prevalence. 
  190:   
  191:   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
  192:            Institut national d'études démographiques, Paris.
  193:   This software have been partly granted by Euro-REVES, a concerted action
  194:   from the European Union.
  195:   It is copyrighted identically to a GNU software product, ie programme and
  196:   software can be distributed freely for non commercial use. Latest version
  197:   can be accessed at http://euroreves.ined.fr/imach .
  198: 
  199:   Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
  200:   or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
  201:   
  202:   **********************************************************************/
  203: /*
  204:   main
  205:   read parameterfile
  206:   read datafile
  207:   concatwav
  208:   freqsummary
  209:   if (mle >= 1)
  210:     mlikeli
  211:   print results files
  212:   if mle==1 
  213:      computes hessian
  214:   read end of parameter file: agemin, agemax, bage, fage, estepm
  215:       begin-prev-date,...
  216:   open gnuplot file
  217:   open html file
  218:   stable prevalence
  219:    for age prevalim()
  220:   h Pij x
  221:   variance of p varprob
  222:   forecasting if prevfcast==1 prevforecast call prevalence()
  223:   health expectancies
  224:   Variance-covariance of DFLE
  225:   prevalence()
  226:    movingaverage()
  227:   varevsij() 
  228:   if popbased==1 varevsij(,popbased)
  229:   total life expectancies
  230:   Variance of stable prevalence
  231:  end
  232: */
  233: 
  234: 
  235: 
  236:  
  237: #include <math.h>
  238: #include <stdio.h>
  239: #include <stdlib.h>
  240: #include <string.h>
  241: #include <unistd.h>
  242: 
  243: #include <limits.h>
  244: #include <sys/types.h>
  245: #include <sys/stat.h>
  246: #include <errno.h>
  247: extern int errno;
  248: 
  249: /* #include <sys/time.h> */
  250: #include <time.h>
  251: #include "timeval.h"
  252: 
  253: /* #include <libintl.h> */
  254: /* #define _(String) gettext (String) */
  255: 
  256: #define MAXLINE 256
  257: 
  258: #define GNUPLOTPROGRAM "gnuplot"
  259: /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
  260: #define FILENAMELENGTH 132
  261: 
  262: #define	GLOCK_ERROR_NOPATH		-1	/* empty path */
  263: #define	GLOCK_ERROR_GETCWD		-2	/* cannot get cwd */
  264: 
  265: #define MAXPARM 30 /* Maximum number of parameters for the optimization */
  266: #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
  267: 
  268: #define NINTERVMAX 8
  269: #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
  270: #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
  271: #define NCOVMAX 8 /* Maximum number of covariates */
  272: #define MAXN 20000
  273: #define YEARM 12. /* Number of months per year */
  274: #define AGESUP 130
  275: #define AGEBASE 40
  276: #define AGEGOMP 10. /* Minimal age for Gompertz adjustment */
  277: #ifdef UNIX
  278: #define DIRSEPARATOR '/'
  279: #define CHARSEPARATOR "/"
  280: #define ODIRSEPARATOR '\\'
  281: #else
  282: #define DIRSEPARATOR '\\'
  283: #define CHARSEPARATOR "\\"
  284: #define ODIRSEPARATOR '/'
  285: #endif
  286: 
  287: /* $Id: imach.c,v 1.110 2006/01/25 00:51:50 brouard Exp $ */
  288: /* $State: Exp $ */
  289: 
  290: char version[]="Imach version 0.98a, January 2006, INED-EUROREVES ";
  291: char fullversion[]="$Revision: 1.110 $ $Date: 2006/01/25 00:51:50 $"; 
  292: int erreur, nberr=0, nbwarn=0; /* Error number, number of errors number of warnings  */
  293: int nvar;
  294: int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
  295: int npar=NPARMAX;
  296: int nlstate=2; /* Number of live states */
  297: int ndeath=1; /* Number of dead states */
  298: int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
  299: int popbased=0;
  300: 
  301: int *wav; /* Number of waves for this individuual 0 is possible */
  302: int maxwav; /* Maxim number of waves */
  303: int jmin, jmax; /* min, max spacing between 2 waves */
  304: int ijmin, ijmax; /* Individuals having jmin and jmax */ 
  305: int gipmx, gsw; /* Global variables on the number of contributions 
  306: 		   to the likelihood and the sum of weights (done by funcone)*/
  307: int mle, weightopt;
  308: int **mw; /* mw[mi][i] is number of the mi wave for this individual */
  309: int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
  310: int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
  311: 	   * wave mi and wave mi+1 is not an exact multiple of stepm. */
  312: double jmean; /* Mean space between 2 waves */
  313: double **oldm, **newm, **savm; /* Working pointers to matrices */
  314: double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
  315: FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
  316: FILE *ficlog, *ficrespow;
  317: int globpr; /* Global variable for printing or not */
  318: double fretone; /* Only one call to likelihood */
  319: long ipmx; /* Number of contributions */
  320: double sw; /* Sum of weights */
  321: char filerespow[FILENAMELENGTH];
  322: char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */
  323: FILE *ficresilk;
  324: FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
  325: FILE *ficresprobmorprev;
  326: FILE *fichtm, *fichtmcov; /* Html File */
  327: FILE *ficreseij;
  328: char filerese[FILENAMELENGTH];
  329: FILE  *ficresvij;
  330: char fileresv[FILENAMELENGTH];
  331: FILE  *ficresvpl;
  332: char fileresvpl[FILENAMELENGTH];
  333: char title[MAXLINE];
  334: char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
  335: char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
  336: char tmpout[FILENAMELENGTH],  tmpout2[FILENAMELENGTH]; 
  337: char command[FILENAMELENGTH];
  338: int  outcmd=0;
  339: 
  340: char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
  341: 
  342: char filelog[FILENAMELENGTH]; /* Log file */
  343: char filerest[FILENAMELENGTH];
  344: char fileregp[FILENAMELENGTH];
  345: char popfile[FILENAMELENGTH];
  346: 
  347: char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH], optionfilehtmcov[FILENAMELENGTH] ;
  348: 
  349: struct timeval start_time, end_time, curr_time, last_time, forecast_time;
  350: struct timezone tzp;
  351: extern int gettimeofday();
  352: struct tm tmg, tm, tmf, *gmtime(), *localtime();
  353: long time_value;
  354: extern long time();
  355: char strcurr[80], strfor[80];
  356: 
  357: char *endptr;
  358: long lval;
  359: 
  360: #define NR_END 1
  361: #define FREE_ARG char*
  362: #define FTOL 1.0e-10
  363: 
  364: #define NRANSI 
  365: #define ITMAX 200 
  366: 
  367: #define TOL 2.0e-4 
  368: 
  369: #define CGOLD 0.3819660 
  370: #define ZEPS 1.0e-10 
  371: #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
  372: 
  373: #define GOLD 1.618034 
  374: #define GLIMIT 100.0 
  375: #define TINY 1.0e-20 
  376: 
  377: static double maxarg1,maxarg2;
  378: #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
  379: #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
  380:   
  381: #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
  382: #define rint(a) floor(a+0.5)
  383: 
  384: static double sqrarg;
  385: #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
  386: #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
  387: int agegomp= AGEGOMP;
  388: 
  389: int imx; 
  390: int stepm=1;
  391: /* Stepm, step in month: minimum step interpolation*/
  392: 
  393: int estepm;
  394: /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
  395: 
  396: int m,nb;
  397: long *num;
  398: int firstpass=0, lastpass=4,*cod, *ncodemax, *Tage,*cens;
  399: double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
  400: double **pmmij, ***probs;
  401: double *ageexmed,*agecens;
  402: double dateintmean=0;
  403: 
  404: double *weight;
  405: int **s; /* Status */
  406: double *agedc, **covar, idx;
  407: int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
  408: double *lsurv, *lpop, *tpop;
  409: 
  410: double ftol=FTOL; /* Tolerance for computing Max Likelihood */
  411: double ftolhess; /* Tolerance for computing hessian */
  412: 
  413: /**************** split *************************/
  414: static	int split( char *path, char *dirc, char *name, char *ext, char *finame )
  415: {
  416:   /* From a file name with (full) path (either Unix or Windows) we extract the directory (dirc)
  417:      the name of the file (name), its extension only (ext) and its first part of the name (finame)
  418:   */ 
  419:   char	*ss;				/* pointer */
  420:   int	l1, l2;				/* length counters */
  421: 
  422:   l1 = strlen(path );			/* length of path */
  423:   if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
  424:   ss= strrchr( path, DIRSEPARATOR );		/* find last / */
  425:   if ( ss == NULL ) {			/* no directory, so determine current directory */
  426:     strcpy( name, path );		/* we got the fullname name because no directory */
  427:     /*if(strrchr(path, ODIRSEPARATOR )==NULL)
  428:       printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
  429:     /* get current working directory */
  430:     /*    extern  char* getcwd ( char *buf , int len);*/
  431:     if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
  432:       return( GLOCK_ERROR_GETCWD );
  433:     }
  434:     /* got dirc from getcwd*/
  435:     printf(" DIRC = %s \n",dirc);
  436:   } else {				/* strip direcotry from path */
  437:     ss++;				/* after this, the filename */
  438:     l2 = strlen( ss );			/* length of filename */
  439:     if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
  440:     strcpy( name, ss );		/* save file name */
  441:     strncpy( dirc, path, l1 - l2 );	/* now the directory */
  442:     dirc[l1-l2] = 0;			/* add zero */
  443:     printf(" DIRC2 = %s \n",dirc);
  444:   }
  445:   /* We add a separator at the end of dirc if not exists */
  446:   l1 = strlen( dirc );			/* length of directory */
  447:   if( dirc[l1-1] != DIRSEPARATOR ){
  448:     dirc[l1] =  DIRSEPARATOR;
  449:     dirc[l1+1] = 0; 
  450:     printf(" DIRC3 = %s \n",dirc);
  451:   }
  452:   ss = strrchr( name, '.' );		/* find last / */
  453:   if (ss >0){
  454:     ss++;
  455:     strcpy(ext,ss);			/* save extension */
  456:     l1= strlen( name);
  457:     l2= strlen(ss)+1;
  458:     strncpy( finame, name, l1-l2);
  459:     finame[l1-l2]= 0;
  460:   }
  461: 
  462:   return( 0 );				/* we're done */
  463: }
  464: 
  465: 
  466: /******************************************/
  467: 
  468: void replace_back_to_slash(char *s, char*t)
  469: {
  470:   int i;
  471:   int lg=0;
  472:   i=0;
  473:   lg=strlen(t);
  474:   for(i=0; i<= lg; i++) {
  475:     (s[i] = t[i]);
  476:     if (t[i]== '\\') s[i]='/';
  477:   }
  478: }
  479: 
  480: int nbocc(char *s, char occ)
  481: {
  482:   int i,j=0;
  483:   int lg=20;
  484:   i=0;
  485:   lg=strlen(s);
  486:   for(i=0; i<= lg; i++) {
  487:   if  (s[i] == occ ) j++;
  488:   }
  489:   return j;
  490: }
  491: 
  492: void cutv(char *u,char *v, char*t, char occ)
  493: {
  494:   /* cuts string t into u and v where u ends before first occurence of char 'occ' 
  495:      and v starts after first occurence of char 'occ' : ex cutv(u,v,"abcdef2ghi2j",'2')
  496:      gives u="abcedf" and v="ghi2j" */
  497:   int i,lg,j,p=0;
  498:   i=0;
  499:   for(j=0; j<=strlen(t)-1; j++) {
  500:     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
  501:   }
  502: 
  503:   lg=strlen(t);
  504:   for(j=0; j<p; j++) {
  505:     (u[j] = t[j]);
  506:   }
  507:      u[p]='\0';
  508: 
  509:    for(j=0; j<= lg; j++) {
  510:     if (j>=(p+1))(v[j-p-1] = t[j]);
  511:   }
  512: }
  513: 
  514: /********************** nrerror ********************/
  515: 
  516: void nrerror(char error_text[])
  517: {
  518:   fprintf(stderr,"ERREUR ...\n");
  519:   fprintf(stderr,"%s\n",error_text);
  520:   exit(EXIT_FAILURE);
  521: }
  522: /*********************** vector *******************/
  523: double *vector(int nl, int nh)
  524: {
  525:   double *v;
  526:   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
  527:   if (!v) nrerror("allocation failure in vector");
  528:   return v-nl+NR_END;
  529: }
  530: 
  531: /************************ free vector ******************/
  532: void free_vector(double*v, int nl, int nh)
  533: {
  534:   free((FREE_ARG)(v+nl-NR_END));
  535: }
  536: 
  537: /************************ivector *******************************/
  538: int *ivector(long nl,long nh)
  539: {
  540:   int *v;
  541:   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
  542:   if (!v) nrerror("allocation failure in ivector");
  543:   return v-nl+NR_END;
  544: }
  545: 
  546: /******************free ivector **************************/
  547: void free_ivector(int *v, long nl, long nh)
  548: {
  549:   free((FREE_ARG)(v+nl-NR_END));
  550: }
  551: 
  552: /************************lvector *******************************/
  553: long *lvector(long nl,long nh)
  554: {
  555:   long *v;
  556:   v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long)));
  557:   if (!v) nrerror("allocation failure in ivector");
  558:   return v-nl+NR_END;
  559: }
  560: 
  561: /******************free lvector **************************/
  562: void free_lvector(long *v, long nl, long nh)
  563: {
  564:   free((FREE_ARG)(v+nl-NR_END));
  565: }
  566: 
  567: /******************* imatrix *******************************/
  568: int **imatrix(long nrl, long nrh, long ncl, long nch) 
  569:      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
  570: { 
  571:   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
  572:   int **m; 
  573:   
  574:   /* allocate pointers to rows */ 
  575:   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
  576:   if (!m) nrerror("allocation failure 1 in matrix()"); 
  577:   m += NR_END; 
  578:   m -= nrl; 
  579:   
  580:   
  581:   /* allocate rows and set pointers to them */ 
  582:   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
  583:   if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
  584:   m[nrl] += NR_END; 
  585:   m[nrl] -= ncl; 
  586:   
  587:   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
  588:   
  589:   /* return pointer to array of pointers to rows */ 
  590:   return m; 
  591: } 
  592: 
  593: /****************** free_imatrix *************************/
  594: void free_imatrix(m,nrl,nrh,ncl,nch)
  595:       int **m;
  596:       long nch,ncl,nrh,nrl; 
  597:      /* free an int matrix allocated by imatrix() */ 
  598: { 
  599:   free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
  600:   free((FREE_ARG) (m+nrl-NR_END)); 
  601: } 
  602: 
  603: /******************* matrix *******************************/
  604: double **matrix(long nrl, long nrh, long ncl, long nch)
  605: {
  606:   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
  607:   double **m;
  608: 
  609:   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
  610:   if (!m) nrerror("allocation failure 1 in matrix()");
  611:   m += NR_END;
  612:   m -= nrl;
  613: 
  614:   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
  615:   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
  616:   m[nrl] += NR_END;
  617:   m[nrl] -= ncl;
  618: 
  619:   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
  620:   return m;
  621:   /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) 
  622:    */
  623: }
  624: 
  625: /*************************free matrix ************************/
  626: void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
  627: {
  628:   free((FREE_ARG)(m[nrl]+ncl-NR_END));
  629:   free((FREE_ARG)(m+nrl-NR_END));
  630: }
  631: 
  632: /******************* ma3x *******************************/
  633: double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
  634: {
  635:   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
  636:   double ***m;
  637: 
  638:   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
  639:   if (!m) nrerror("allocation failure 1 in matrix()");
  640:   m += NR_END;
  641:   m -= nrl;
  642: 
  643:   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
  644:   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
  645:   m[nrl] += NR_END;
  646:   m[nrl] -= ncl;
  647: 
  648:   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
  649: 
  650:   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
  651:   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
  652:   m[nrl][ncl] += NR_END;
  653:   m[nrl][ncl] -= nll;
  654:   for (j=ncl+1; j<=nch; j++) 
  655:     m[nrl][j]=m[nrl][j-1]+nlay;
  656:   
  657:   for (i=nrl+1; i<=nrh; i++) {
  658:     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
  659:     for (j=ncl+1; j<=nch; j++) 
  660:       m[i][j]=m[i][j-1]+nlay;
  661:   }
  662:   return m; 
  663:   /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
  664:            &(m[i][j][k]) <=> *((*(m+i) + j)+k)
  665:   */
  666: }
  667: 
  668: /*************************free ma3x ************************/
  669: void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
  670: {
  671:   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
  672:   free((FREE_ARG)(m[nrl]+ncl-NR_END));
  673:   free((FREE_ARG)(m+nrl-NR_END));
  674: }
  675: 
  676: /*************** function subdirf ***********/
  677: char *subdirf(char fileres[])
  678: {
  679:   /* Caution optionfilefiname is hidden */
  680:   strcpy(tmpout,optionfilefiname);
  681:   strcat(tmpout,"/"); /* Add to the right */
  682:   strcat(tmpout,fileres);
  683:   return tmpout;
  684: }
  685: 
  686: /*************** function subdirf2 ***********/
  687: char *subdirf2(char fileres[], char *preop)
  688: {
  689:   
  690:   /* Caution optionfilefiname is hidden */
  691:   strcpy(tmpout,optionfilefiname);
  692:   strcat(tmpout,"/");
  693:   strcat(tmpout,preop);
  694:   strcat(tmpout,fileres);
  695:   return tmpout;
  696: }
  697: 
  698: /*************** function subdirf3 ***********/
  699: char *subdirf3(char fileres[], char *preop, char *preop2)
  700: {
  701:   
  702:   /* Caution optionfilefiname is hidden */
  703:   strcpy(tmpout,optionfilefiname);
  704:   strcat(tmpout,"/");
  705:   strcat(tmpout,preop);
  706:   strcat(tmpout,preop2);
  707:   strcat(tmpout,fileres);
  708:   return tmpout;
  709: }
  710: 
  711: /***************** f1dim *************************/
  712: extern int ncom; 
  713: extern double *pcom,*xicom;
  714: extern double (*nrfunc)(double []); 
  715:  
  716: double f1dim(double x) 
  717: { 
  718:   int j; 
  719:   double f;
  720:   double *xt; 
  721:  
  722:   xt=vector(1,ncom); 
  723:   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
  724:   f=(*nrfunc)(xt); 
  725:   free_vector(xt,1,ncom); 
  726:   return f; 
  727: } 
  728: 
  729: /*****************brent *************************/
  730: double brent(double ax, double bx, double cx, double (*f)(double), double tol, 	double *xmin) 
  731: { 
  732:   int iter; 
  733:   double a,b,d,etemp;
  734:   double fu,fv,fw,fx;
  735:   double ftemp;
  736:   double p,q,r,tol1,tol2,u,v,w,x,xm; 
  737:   double e=0.0; 
  738:  
  739:   a=(ax < cx ? ax : cx); 
  740:   b=(ax > cx ? ax : cx); 
  741:   x=w=v=bx; 
  742:   fw=fv=fx=(*f)(x); 
  743:   for (iter=1;iter<=ITMAX;iter++) { 
  744:     xm=0.5*(a+b); 
  745:     tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
  746:     /*		if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
  747:     printf(".");fflush(stdout);
  748:     fprintf(ficlog,".");fflush(ficlog);
  749: #ifdef DEBUG
  750:     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);
  751:     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);
  752:     /*		if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
  753: #endif
  754:     if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
  755:       *xmin=x; 
  756:       return fx; 
  757:     } 
  758:     ftemp=fu;
  759:     if (fabs(e) > tol1) { 
  760:       r=(x-w)*(fx-fv); 
  761:       q=(x-v)*(fx-fw); 
  762:       p=(x-v)*q-(x-w)*r; 
  763:       q=2.0*(q-r); 
  764:       if (q > 0.0) p = -p; 
  765:       q=fabs(q); 
  766:       etemp=e; 
  767:       e=d; 
  768:       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
  769: 	d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
  770:       else { 
  771: 	d=p/q; 
  772: 	u=x+d; 
  773: 	if (u-a < tol2 || b-u < tol2) 
  774: 	  d=SIGN(tol1,xm-x); 
  775:       } 
  776:     } else { 
  777:       d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
  778:     } 
  779:     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
  780:     fu=(*f)(u); 
  781:     if (fu <= fx) { 
  782:       if (u >= x) a=x; else b=x; 
  783:       SHFT(v,w,x,u) 
  784: 	SHFT(fv,fw,fx,fu) 
  785: 	} else { 
  786: 	  if (u < x) a=u; else b=u; 
  787: 	  if (fu <= fw || w == x) { 
  788: 	    v=w; 
  789: 	    w=u; 
  790: 	    fv=fw; 
  791: 	    fw=fu; 
  792: 	  } else if (fu <= fv || v == x || v == w) { 
  793: 	    v=u; 
  794: 	    fv=fu; 
  795: 	  } 
  796: 	} 
  797:   } 
  798:   nrerror("Too many iterations in brent"); 
  799:   *xmin=x; 
  800:   return fx; 
  801: } 
  802: 
  803: /****************** mnbrak ***********************/
  804: 
  805: void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
  806: 	    double (*func)(double)) 
  807: { 
  808:   double ulim,u,r,q, dum;
  809:   double fu; 
  810:  
  811:   *fa=(*func)(*ax); 
  812:   *fb=(*func)(*bx); 
  813:   if (*fb > *fa) { 
  814:     SHFT(dum,*ax,*bx,dum) 
  815:       SHFT(dum,*fb,*fa,dum) 
  816:       } 
  817:   *cx=(*bx)+GOLD*(*bx-*ax); 
  818:   *fc=(*func)(*cx); 
  819:   while (*fb > *fc) { 
  820:     r=(*bx-*ax)*(*fb-*fc); 
  821:     q=(*bx-*cx)*(*fb-*fa); 
  822:     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
  823:       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
  824:     ulim=(*bx)+GLIMIT*(*cx-*bx); 
  825:     if ((*bx-u)*(u-*cx) > 0.0) { 
  826:       fu=(*func)(u); 
  827:     } else if ((*cx-u)*(u-ulim) > 0.0) { 
  828:       fu=(*func)(u); 
  829:       if (fu < *fc) { 
  830: 	SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
  831: 	  SHFT(*fb,*fc,fu,(*func)(u)) 
  832: 	  } 
  833:     } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
  834:       u=ulim; 
  835:       fu=(*func)(u); 
  836:     } else { 
  837:       u=(*cx)+GOLD*(*cx-*bx); 
  838:       fu=(*func)(u); 
  839:     } 
  840:     SHFT(*ax,*bx,*cx,u) 
  841:       SHFT(*fa,*fb,*fc,fu) 
  842:       } 
  843: } 
  844: 
  845: /*************** linmin ************************/
  846: 
  847: int ncom; 
  848: double *pcom,*xicom;
  849: double (*nrfunc)(double []); 
  850:  
  851: void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
  852: { 
  853:   double brent(double ax, double bx, double cx, 
  854: 	       double (*f)(double), double tol, double *xmin); 
  855:   double f1dim(double x); 
  856:   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
  857: 	      double *fc, double (*func)(double)); 
  858:   int j; 
  859:   double xx,xmin,bx,ax; 
  860:   double fx,fb,fa;
  861:  
  862:   ncom=n; 
  863:   pcom=vector(1,n); 
  864:   xicom=vector(1,n); 
  865:   nrfunc=func; 
  866:   for (j=1;j<=n;j++) { 
  867:     pcom[j]=p[j]; 
  868:     xicom[j]=xi[j]; 
  869:   } 
  870:   ax=0.0; 
  871:   xx=1.0; 
  872:   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
  873:   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
  874: #ifdef DEBUG
  875:   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
  876:   fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
  877: #endif
  878:   for (j=1;j<=n;j++) { 
  879:     xi[j] *= xmin; 
  880:     p[j] += xi[j]; 
  881:   } 
  882:   free_vector(xicom,1,n); 
  883:   free_vector(pcom,1,n); 
  884: } 
  885: 
  886: char *asc_diff_time(long time_sec, char ascdiff[])
  887: {
  888:   long sec_left, days, hours, minutes;
  889:   days = (time_sec) / (60*60*24);
  890:   sec_left = (time_sec) % (60*60*24);
  891:   hours = (sec_left) / (60*60) ;
  892:   sec_left = (sec_left) %(60*60);
  893:   minutes = (sec_left) /60;
  894:   sec_left = (sec_left) % (60);
  895:   sprintf(ascdiff,"%d day(s) %d hour(s) %d minute(s) %d second(s)",days, hours, minutes, sec_left);  
  896:   return ascdiff;
  897: }
  898: 
  899: /*************** powell ************************/
  900: void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
  901: 	    double (*func)(double [])) 
  902: { 
  903:   void linmin(double p[], double xi[], int n, double *fret, 
  904: 	      double (*func)(double [])); 
  905:   int i,ibig,j; 
  906:   double del,t,*pt,*ptt,*xit;
  907:   double fp,fptt;
  908:   double *xits;
  909:   int niterf, itmp;
  910: 
  911:   pt=vector(1,n); 
  912:   ptt=vector(1,n); 
  913:   xit=vector(1,n); 
  914:   xits=vector(1,n); 
  915:   *fret=(*func)(p); 
  916:   for (j=1;j<=n;j++) pt[j]=p[j]; 
  917:   for (*iter=1;;++(*iter)) { 
  918:     fp=(*fret); 
  919:     ibig=0; 
  920:     del=0.0; 
  921:     last_time=curr_time;
  922:     (void) gettimeofday(&curr_time,&tzp);
  923:     printf("\nPowell iter=%d -2*LL=%.12f %ld sec. %ld sec.",*iter,*fret, curr_time.tv_sec-last_time.tv_sec, curr_time.tv_sec-start_time.tv_sec);fflush(stdout);
  924:     /*    fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f %ld sec. %ld sec.",*iter,*fret, curr_time.tv_sec-last_time.tv_sec, curr_time.tv_sec-start_time.tv_sec);
  925:     fprintf(ficrespow,"%d %.12f %ld",*iter,*fret,curr_time.tv_sec-start_time.tv_sec);
  926:     */
  927:    for (i=1;i<=n;i++) {
  928:       printf(" %d %.12f",i, p[i]);
  929:       fprintf(ficlog," %d %.12lf",i, p[i]);
  930:       fprintf(ficrespow," %.12lf", p[i]);
  931:     }
  932:     printf("\n");
  933:     fprintf(ficlog,"\n");
  934:     fprintf(ficrespow,"\n");fflush(ficrespow);
  935:     if(*iter <=3){
  936:       tm = *localtime(&curr_time.tv_sec);
  937:       strcpy(strcurr,asctime(&tm));
  938: /*       asctime_r(&tm,strcurr); */
  939:       forecast_time=curr_time; 
  940:       itmp = strlen(strcurr);
  941:       if(strcurr[itmp-1]=='\n')  /* Windows outputs with a new line */
  942: 	strcurr[itmp-1]='\0';
  943:       printf("\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
  944:       fprintf(ficlog,"\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
  945:       for(niterf=10;niterf<=30;niterf+=10){
  946: 	forecast_time.tv_sec=curr_time.tv_sec+(niterf-*iter)*(curr_time.tv_sec-last_time.tv_sec);
  947: 	tmf = *localtime(&forecast_time.tv_sec);
  948: /* 	asctime_r(&tmf,strfor); */
  949: 	strcpy(strfor,asctime(&tmf));
  950: 	itmp = strlen(strfor);
  951: 	if(strfor[itmp-1]=='\n')
  952: 	strfor[itmp-1]='\0';
  953: 	printf("   - if your program needs %d iterations to converge, convergence will be \n   reached in %s i.e.\n   on %s (current time is %s);\n",niterf, asc_diff_time(forecast_time.tv_sec-curr_time.tv_sec,tmpout),strfor,strcurr);
  954: 	fprintf(ficlog,"   - if your program needs %d iterations to converge, convergence will be \n   reached in %s i.e.\n   on %s (current time is %s);\n",niterf, asc_diff_time(forecast_time.tv_sec-curr_time.tv_sec,tmpout),strfor,strcurr);
  955:       }
  956:     }
  957:     for (i=1;i<=n;i++) { 
  958:       for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
  959:       fptt=(*fret); 
  960: #ifdef DEBUG
  961:       printf("fret=%lf \n",*fret);
  962:       fprintf(ficlog,"fret=%lf \n",*fret);
  963: #endif
  964:       printf("%d",i);fflush(stdout);
  965:       fprintf(ficlog,"%d",i);fflush(ficlog);
  966:       linmin(p,xit,n,fret,func); 
  967:       if (fabs(fptt-(*fret)) > del) { 
  968: 	del=fabs(fptt-(*fret)); 
  969: 	ibig=i; 
  970:       } 
  971: #ifdef DEBUG
  972:       printf("%d %.12e",i,(*fret));
  973:       fprintf(ficlog,"%d %.12e",i,(*fret));
  974:       for (j=1;j<=n;j++) {
  975: 	xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
  976: 	printf(" x(%d)=%.12e",j,xit[j]);
  977: 	fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
  978:       }
  979:       for(j=1;j<=n;j++) {
  980: 	printf(" p=%.12e",p[j]);
  981: 	fprintf(ficlog," p=%.12e",p[j]);
  982:       }
  983:       printf("\n");
  984:       fprintf(ficlog,"\n");
  985: #endif
  986:     } 
  987:     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
  988: #ifdef DEBUG
  989:       int k[2],l;
  990:       k[0]=1;
  991:       k[1]=-1;
  992:       printf("Max: %.12e",(*func)(p));
  993:       fprintf(ficlog,"Max: %.12e",(*func)(p));
  994:       for (j=1;j<=n;j++) {
  995: 	printf(" %.12e",p[j]);
  996: 	fprintf(ficlog," %.12e",p[j]);
  997:       }
  998:       printf("\n");
  999:       fprintf(ficlog,"\n");
 1000:       for(l=0;l<=1;l++) {
 1001: 	for (j=1;j<=n;j++) {
 1002: 	  ptt[j]=p[j]+(p[j]-pt[j])*k[l];
 1003: 	  printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
 1004: 	  fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
 1005: 	}
 1006: 	printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
 1007: 	fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
 1008:       }
 1009: #endif
 1010: 
 1011: 
 1012:       free_vector(xit,1,n); 
 1013:       free_vector(xits,1,n); 
 1014:       free_vector(ptt,1,n); 
 1015:       free_vector(pt,1,n); 
 1016:       return; 
 1017:     } 
 1018:     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
 1019:     for (j=1;j<=n;j++) { 
 1020:       ptt[j]=2.0*p[j]-pt[j]; 
 1021:       xit[j]=p[j]-pt[j]; 
 1022:       pt[j]=p[j]; 
 1023:     } 
 1024:     fptt=(*func)(ptt); 
 1025:     if (fptt < fp) { 
 1026:       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
 1027:       if (t < 0.0) { 
 1028: 	linmin(p,xit,n,fret,func); 
 1029: 	for (j=1;j<=n;j++) { 
 1030: 	  xi[j][ibig]=xi[j][n]; 
 1031: 	  xi[j][n]=xit[j]; 
 1032: 	}
 1033: #ifdef DEBUG
 1034: 	printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
 1035: 	fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
 1036: 	for(j=1;j<=n;j++){
 1037: 	  printf(" %.12e",xit[j]);
 1038: 	  fprintf(ficlog," %.12e",xit[j]);
 1039: 	}
 1040: 	printf("\n");
 1041: 	fprintf(ficlog,"\n");
 1042: #endif
 1043:       }
 1044:     } 
 1045:   } 
 1046: } 
 1047: 
 1048: /**** Prevalence limit (stable prevalence)  ****************/
 1049: 
 1050: double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
 1051: {
 1052:   /* Computes the prevalence limit in each live state at age x by left multiplying the unit
 1053:      matrix by transitions matrix until convergence is reached */
 1054: 
 1055:   int i, ii,j,k;
 1056:   double min, max, maxmin, maxmax,sumnew=0.;
 1057:   double **matprod2();
 1058:   double **out, cov[NCOVMAX], **pmij();
 1059:   double **newm;
 1060:   double agefin, delaymax=50 ; /* Max number of years to converge */
 1061: 
 1062:   for (ii=1;ii<=nlstate+ndeath;ii++)
 1063:     for (j=1;j<=nlstate+ndeath;j++){
 1064:       oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1065:     }
 1066: 
 1067:    cov[1]=1.;
 1068:  
 1069:  /* Even if hstepm = 1, at least one multiplication by the unit matrix */
 1070:   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
 1071:     newm=savm;
 1072:     /* Covariates have to be included here again */
 1073:      cov[2]=agefin;
 1074:   
 1075:       for (k=1; k<=cptcovn;k++) {
 1076: 	cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
 1077: 	/*	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]]);*/
 1078:       }
 1079:       for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
 1080:       for (k=1; k<=cptcovprod;k++)
 1081: 	cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
 1082: 
 1083:       /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
 1084:       /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
 1085:       /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
 1086:     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
 1087: 
 1088:     savm=oldm;
 1089:     oldm=newm;
 1090:     maxmax=0.;
 1091:     for(j=1;j<=nlstate;j++){
 1092:       min=1.;
 1093:       max=0.;
 1094:       for(i=1; i<=nlstate; i++) {
 1095: 	sumnew=0;
 1096: 	for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
 1097: 	prlim[i][j]= newm[i][j]/(1-sumnew);
 1098: 	max=FMAX(max,prlim[i][j]);
 1099: 	min=FMIN(min,prlim[i][j]);
 1100:       }
 1101:       maxmin=max-min;
 1102:       maxmax=FMAX(maxmax,maxmin);
 1103:     }
 1104:     if(maxmax < ftolpl){
 1105:       return prlim;
 1106:     }
 1107:   }
 1108: }
 1109: 
 1110: /*************** transition probabilities ***************/ 
 1111: 
 1112: double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
 1113: {
 1114:   double s1, s2;
 1115:   /*double t34;*/
 1116:   int i,j,j1, nc, ii, jj;
 1117: 
 1118:     for(i=1; i<= nlstate; i++){
 1119:       for(j=1; j<i;j++){
 1120: 	for (nc=1, s2=0.;nc <=ncovmodel; nc++){
 1121: 	  /*s2 += param[i][j][nc]*cov[nc];*/
 1122: 	  s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
 1123: /* 	 printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2); */
 1124: 	}
 1125: 	ps[i][j]=s2;
 1126: /* 	printf("s1=%.17e, s2=%.17e\n",s1,s2); */
 1127:       }
 1128:       for(j=i+1; j<=nlstate+ndeath;j++){
 1129: 	for (nc=1, s2=0.;nc <=ncovmodel; nc++){
 1130: 	  s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
 1131: /* 	  printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2); */
 1132: 	}
 1133: 	ps[i][j]=s2;
 1134:       }
 1135:     }
 1136:     /*ps[3][2]=1;*/
 1137:     
 1138:     for(i=1; i<= nlstate; i++){
 1139:       s1=0;
 1140:       for(j=1; j<i; j++)
 1141: 	s1+=exp(ps[i][j]);
 1142:       for(j=i+1; j<=nlstate+ndeath; j++)
 1143: 	s1+=exp(ps[i][j]);
 1144:       ps[i][i]=1./(s1+1.);
 1145:       for(j=1; j<i; j++)
 1146: 	ps[i][j]= exp(ps[i][j])*ps[i][i];
 1147:       for(j=i+1; j<=nlstate+ndeath; j++)
 1148: 	ps[i][j]= exp(ps[i][j])*ps[i][i];
 1149:       /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
 1150:     } /* end i */
 1151:     
 1152:     for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
 1153:       for(jj=1; jj<= nlstate+ndeath; jj++){
 1154: 	ps[ii][jj]=0;
 1155: 	ps[ii][ii]=1;
 1156:       }
 1157:     }
 1158:     
 1159: 
 1160: /*        for(ii=1; ii<= nlstate+ndeath; ii++){ */
 1161: /* 	 for(jj=1; jj<= nlstate+ndeath; jj++){ */
 1162: /* 	   printf("ddd %lf ",ps[ii][jj]); */
 1163: /* 	 } */
 1164: /* 	 printf("\n "); */
 1165: /*        } */
 1166: /*        printf("\n ");printf("%lf ",cov[2]); */
 1167:        /*
 1168:       for(i=1; i<= npar; i++) printf("%f ",x[i]);
 1169:       goto end;*/
 1170:     return ps;
 1171: }
 1172: 
 1173: /**************** Product of 2 matrices ******************/
 1174: 
 1175: double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
 1176: {
 1177:   /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
 1178:      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
 1179:   /* in, b, out are matrice of pointers which should have been initialized 
 1180:      before: only the contents of out is modified. The function returns
 1181:      a pointer to pointers identical to out */
 1182:   long i, j, k;
 1183:   for(i=nrl; i<= nrh; i++)
 1184:     for(k=ncolol; k<=ncoloh; k++)
 1185:       for(j=ncl,out[i][k]=0.; j<=nch; j++)
 1186: 	out[i][k] +=in[i][j]*b[j][k];
 1187: 
 1188:   return out;
 1189: }
 1190: 
 1191: 
 1192: /************* Higher Matrix Product ***************/
 1193: 
 1194: double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
 1195: {
 1196:   /* Computes the transition matrix starting at age 'age' over 
 1197:      'nhstepm*hstepm*stepm' months (i.e. until
 1198:      age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
 1199:      nhstepm*hstepm matrices. 
 1200:      Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
 1201:      (typically every 2 years instead of every month which is too big 
 1202:      for the memory).
 1203:      Model is determined by parameters x and covariates have to be 
 1204:      included manually here. 
 1205: 
 1206:      */
 1207: 
 1208:   int i, j, d, h, k;
 1209:   double **out, cov[NCOVMAX];
 1210:   double **newm;
 1211: 
 1212:   /* Hstepm could be zero and should return the unit matrix */
 1213:   for (i=1;i<=nlstate+ndeath;i++)
 1214:     for (j=1;j<=nlstate+ndeath;j++){
 1215:       oldm[i][j]=(i==j ? 1.0 : 0.0);
 1216:       po[i][j][0]=(i==j ? 1.0 : 0.0);
 1217:     }
 1218:   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
 1219:   for(h=1; h <=nhstepm; h++){
 1220:     for(d=1; d <=hstepm; d++){
 1221:       newm=savm;
 1222:       /* Covariates have to be included here again */
 1223:       cov[1]=1.;
 1224:       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
 1225:       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
 1226:       for (k=1; k<=cptcovage;k++)
 1227: 	cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
 1228:       for (k=1; k<=cptcovprod;k++)
 1229: 	cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
 1230: 
 1231: 
 1232:       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
 1233:       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
 1234:       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
 1235: 		   pmij(pmmij,cov,ncovmodel,x,nlstate));
 1236:       savm=oldm;
 1237:       oldm=newm;
 1238:     }
 1239:     for(i=1; i<=nlstate+ndeath; i++)
 1240:       for(j=1;j<=nlstate+ndeath;j++) {
 1241: 	po[i][j][h]=newm[i][j];
 1242: 	/*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
 1243: 	 */
 1244:       }
 1245:   } /* end h */
 1246:   return po;
 1247: }
 1248: 
 1249: 
 1250: /*************** log-likelihood *************/
 1251: double func( double *x)
 1252: {
 1253:   int i, ii, j, k, mi, d, kk;
 1254:   double l, ll[NLSTATEMAX], cov[NCOVMAX];
 1255:   double **out;
 1256:   double sw; /* Sum of weights */
 1257:   double lli; /* Individual log likelihood */
 1258:   int s1, s2;
 1259:   double bbh, survp;
 1260:   long ipmx;
 1261:   /*extern weight */
 1262:   /* We are differentiating ll according to initial status */
 1263:   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
 1264:   /*for(i=1;i<imx;i++) 
 1265:     printf(" %d\n",s[4][i]);
 1266:   */
 1267:   cov[1]=1.;
 1268: 
 1269:   for(k=1; k<=nlstate; k++) ll[k]=0.;
 1270: 
 1271:   if(mle==1){
 1272:     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1273:       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 1274:       for(mi=1; mi<= wav[i]-1; mi++){
 1275: 	for (ii=1;ii<=nlstate+ndeath;ii++)
 1276: 	  for (j=1;j<=nlstate+ndeath;j++){
 1277: 	    oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1278: 	    savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1279: 	  }
 1280: 	for(d=0; d<dh[mi][i]; d++){
 1281: 	  newm=savm;
 1282: 	  cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1283: 	  for (kk=1; kk<=cptcovage;kk++) {
 1284: 	    cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 1285: 	  }
 1286: 	  out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1287: 		       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1288: 	  savm=oldm;
 1289: 	  oldm=newm;
 1290: 	} /* end mult */
 1291:       
 1292: 	/*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
 1293: 	/* But now since version 0.9 we anticipate for bias at large stepm.
 1294: 	 * If stepm is larger than one month (smallest stepm) and if the exact delay 
 1295: 	 * (in months) between two waves is not a multiple of stepm, we rounded to 
 1296: 	 * the nearest (and in case of equal distance, to the lowest) interval but now
 1297: 	 * we keep into memory the bias bh[mi][i] and also the previous matrix product
 1298: 	 * (i.e to dh[mi][i]-1) saved in 'savm'. Then we inter(extra)polate the
 1299: 	 * probability in order to take into account the bias as a fraction of the way
 1300: 	 * from savm to out if bh is negative or even beyond if bh is positive. bh varies
 1301: 	 * -stepm/2 to stepm/2 .
 1302: 	 * For stepm=1 the results are the same as for previous versions of Imach.
 1303: 	 * For stepm > 1 the results are less biased than in previous versions. 
 1304: 	 */
 1305: 	s1=s[mw[mi][i]][i];
 1306: 	s2=s[mw[mi+1][i]][i];
 1307: 	bbh=(double)bh[mi][i]/(double)stepm; 
 1308: 	/* bias bh is positive if real duration
 1309: 	 * is higher than the multiple of stepm and negative otherwise.
 1310: 	 */
 1311: 	/* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
 1312: 	if( s2 > nlstate){ 
 1313: 	  /* i.e. if s2 is a death state and if the date of death is known 
 1314: 	     then the contribution to the likelihood is the probability to 
 1315: 	     die between last step unit time and current  step unit time, 
 1316: 	     which is also equal to probability to die before dh 
 1317: 	     minus probability to die before dh-stepm . 
 1318: 	     In version up to 0.92 likelihood was computed
 1319: 	as if date of death was unknown. Death was treated as any other
 1320: 	health state: the date of the interview describes the actual state
 1321: 	and not the date of a change in health state. The former idea was
 1322: 	to consider that at each interview the state was recorded
 1323: 	(healthy, disable or death) and IMaCh was corrected; but when we
 1324: 	introduced the exact date of death then we should have modified
 1325: 	the contribution of an exact death to the likelihood. This new
 1326: 	contribution is smaller and very dependent of the step unit
 1327: 	stepm. It is no more the probability to die between last interview
 1328: 	and month of death but the probability to survive from last
 1329: 	interview up to one month before death multiplied by the
 1330: 	probability to die within a month. Thanks to Chris
 1331: 	Jackson for correcting this bug.  Former versions increased
 1332: 	mortality artificially. The bad side is that we add another loop
 1333: 	which slows down the processing. The difference can be up to 10%
 1334: 	lower mortality.
 1335: 	  */
 1336: 	  lli=log(out[s1][s2] - savm[s1][s2]);
 1337: 
 1338: 
 1339: 	} else if  (s2==-2) {
 1340: 	  for (j=1,survp=0. ; j<=nlstate; j++) 
 1341: 	    survp += out[s1][j];
 1342: 	  lli= survp;
 1343: 	}
 1344: 	
 1345: 	else if  (s2==-4) {
 1346: 	  for (j=3,survp=0. ; j<=nlstate; j++) 
 1347: 	    survp += out[s1][j];
 1348: 	  lli= survp;
 1349: 	}
 1350: 	
 1351: 	else if  (s2==-5) {
 1352: 	  for (j=1,survp=0. ; j<=2; j++) 
 1353: 	    survp += out[s1][j];
 1354: 	  lli= survp;
 1355: 	}
 1356: 
 1357: 
 1358: 	else{
 1359: 	  lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
 1360: 	  /*  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 */
 1361: 	} 
 1362: 	/*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
 1363: 	/*if(lli ==000.0)*/
 1364: 	/*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); */
 1365:   	ipmx +=1;
 1366: 	sw += weight[i];
 1367: 	ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1368:       } /* end of wave */
 1369:     } /* end of individual */
 1370:   }  else if(mle==2){
 1371:     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1372:       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 1373:       for(mi=1; mi<= wav[i]-1; mi++){
 1374: 	for (ii=1;ii<=nlstate+ndeath;ii++)
 1375: 	  for (j=1;j<=nlstate+ndeath;j++){
 1376: 	    oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1377: 	    savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1378: 	  }
 1379: 	for(d=0; d<=dh[mi][i]; d++){
 1380: 	  newm=savm;
 1381: 	  cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1382: 	  for (kk=1; kk<=cptcovage;kk++) {
 1383: 	    cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 1384: 	  }
 1385: 	  out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1386: 		       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1387: 	  savm=oldm;
 1388: 	  oldm=newm;
 1389: 	} /* end mult */
 1390:       
 1391: 	s1=s[mw[mi][i]][i];
 1392: 	s2=s[mw[mi+1][i]][i];
 1393: 	bbh=(double)bh[mi][i]/(double)stepm; 
 1394: 	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 */
 1395: 	ipmx +=1;
 1396: 	sw += weight[i];
 1397: 	ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1398:       } /* end of wave */
 1399:     } /* end of individual */
 1400:   }  else if(mle==3){  /* exponential inter-extrapolation */
 1401:     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1402:       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 1403:       for(mi=1; mi<= wav[i]-1; mi++){
 1404: 	for (ii=1;ii<=nlstate+ndeath;ii++)
 1405: 	  for (j=1;j<=nlstate+ndeath;j++){
 1406: 	    oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1407: 	    savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1408: 	  }
 1409: 	for(d=0; d<dh[mi][i]; d++){
 1410: 	  newm=savm;
 1411: 	  cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1412: 	  for (kk=1; kk<=cptcovage;kk++) {
 1413: 	    cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 1414: 	  }
 1415: 	  out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1416: 		       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1417: 	  savm=oldm;
 1418: 	  oldm=newm;
 1419: 	} /* end mult */
 1420:       
 1421: 	s1=s[mw[mi][i]][i];
 1422: 	s2=s[mw[mi+1][i]][i];
 1423: 	bbh=(double)bh[mi][i]/(double)stepm; 
 1424: 	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 */
 1425: 	ipmx +=1;
 1426: 	sw += weight[i];
 1427: 	ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1428:       } /* end of wave */
 1429:     } /* end of individual */
 1430:   }else if (mle==4){  /* ml=4 no inter-extrapolation */
 1431:     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1432:       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 1433:       for(mi=1; mi<= wav[i]-1; mi++){
 1434: 	for (ii=1;ii<=nlstate+ndeath;ii++)
 1435: 	  for (j=1;j<=nlstate+ndeath;j++){
 1436: 	    oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1437: 	    savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1438: 	  }
 1439: 	for(d=0; d<dh[mi][i]; d++){
 1440: 	  newm=savm;
 1441: 	  cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1442: 	  for (kk=1; kk<=cptcovage;kk++) {
 1443: 	    cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 1444: 	  }
 1445: 	
 1446: 	  out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1447: 		       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1448: 	  savm=oldm;
 1449: 	  oldm=newm;
 1450: 	} /* end mult */
 1451:       
 1452: 	s1=s[mw[mi][i]][i];
 1453: 	s2=s[mw[mi+1][i]][i];
 1454: 	if( s2 > nlstate){ 
 1455: 	  lli=log(out[s1][s2] - savm[s1][s2]);
 1456: 	}else{
 1457: 	  lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
 1458: 	}
 1459: 	ipmx +=1;
 1460: 	sw += weight[i];
 1461: 	ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1462: /* 	printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */
 1463:       } /* end of wave */
 1464:     } /* end of individual */
 1465:   }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
 1466:     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1467:       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 1468:       for(mi=1; mi<= wav[i]-1; mi++){
 1469: 	for (ii=1;ii<=nlstate+ndeath;ii++)
 1470: 	  for (j=1;j<=nlstate+ndeath;j++){
 1471: 	    oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1472: 	    savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1473: 	  }
 1474: 	for(d=0; d<dh[mi][i]; d++){
 1475: 	  newm=savm;
 1476: 	  cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1477: 	  for (kk=1; kk<=cptcovage;kk++) {
 1478: 	    cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 1479: 	  }
 1480: 	
 1481: 	  out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1482: 		       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1483: 	  savm=oldm;
 1484: 	  oldm=newm;
 1485: 	} /* end mult */
 1486:       
 1487: 	s1=s[mw[mi][i]][i];
 1488: 	s2=s[mw[mi+1][i]][i];
 1489: 	lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
 1490: 	ipmx +=1;
 1491: 	sw += weight[i];
 1492: 	ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1493: 	/*printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]);*/
 1494:       } /* end of wave */
 1495:     } /* end of individual */
 1496:   } /* End of if */
 1497:   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
 1498:   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
 1499:   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
 1500:   return -l;
 1501: }
 1502: 
 1503: /*************** log-likelihood *************/
 1504: double funcone( double *x)
 1505: {
 1506:   /* Same as likeli but slower because of a lot of printf and if */
 1507:   int i, ii, j, k, mi, d, kk;
 1508:   double l, ll[NLSTATEMAX], cov[NCOVMAX];
 1509:   double **out;
 1510:   double lli; /* Individual log likelihood */
 1511:   double llt;
 1512:   int s1, s2;
 1513:   double bbh, survp;
 1514:   /*extern weight */
 1515:   /* We are differentiating ll according to initial status */
 1516:   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
 1517:   /*for(i=1;i<imx;i++) 
 1518:     printf(" %d\n",s[4][i]);
 1519:   */
 1520:   cov[1]=1.;
 1521: 
 1522:   for(k=1; k<=nlstate; k++) ll[k]=0.;
 1523: 
 1524:   for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1525:     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 1526:     for(mi=1; mi<= wav[i]-1; mi++){
 1527:       for (ii=1;ii<=nlstate+ndeath;ii++)
 1528: 	for (j=1;j<=nlstate+ndeath;j++){
 1529: 	  oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1530: 	  savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1531: 	}
 1532:       for(d=0; d<dh[mi][i]; d++){
 1533: 	newm=savm;
 1534: 	cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1535: 	for (kk=1; kk<=cptcovage;kk++) {
 1536: 	  cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 1537: 	}
 1538: 	out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1539: 		     1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1540: 	savm=oldm;
 1541: 	oldm=newm;
 1542:       } /* end mult */
 1543:       
 1544:       s1=s[mw[mi][i]][i];
 1545:       s2=s[mw[mi+1][i]][i];
 1546:       bbh=(double)bh[mi][i]/(double)stepm; 
 1547:       /* bias is positive if real duration
 1548:        * is higher than the multiple of stepm and negative otherwise.
 1549:        */
 1550:       if( s2 > nlstate && (mle <5) ){  /* Jackson */
 1551: 	lli=log(out[s1][s2] - savm[s1][s2]);
 1552:       } else if (mle==1){
 1553: 	lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
 1554:       } else if(mle==2){
 1555: 	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 */
 1556:       } else if(mle==3){  /* exponential inter-extrapolation */
 1557: 	lli= (savm[s1][s2]>(double)1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* exponential inter-extrapolation */
 1558:       } else if (mle==4){  /* mle=4 no inter-extrapolation */
 1559: 	lli=log(out[s1][s2]); /* Original formula */
 1560:       } else{  /* ml>=5 no inter-extrapolation no jackson =0.8a */
 1561: 	lli=log(out[s1][s2]); /* Original formula */
 1562:       } /* End of if */
 1563:       ipmx +=1;
 1564:       sw += weight[i];
 1565:       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1566: /*       printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */
 1567:       if(globpr){
 1568: 	fprintf(ficresilk,"%9d %6d %1d %1d %1d %1d %3d %10.6f %6.4f\
 1569:  %10.6f %10.6f %10.6f ", \
 1570: 		num[i],i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],
 1571: 		2*weight[i]*lli,out[s1][s2],savm[s1][s2]);
 1572: 	for(k=1,llt=0.,l=0.; k<=nlstate; k++){
 1573: 	  llt +=ll[k]*gipmx/gsw;
 1574: 	  fprintf(ficresilk," %10.6f",-ll[k]*gipmx/gsw);
 1575: 	}
 1576: 	fprintf(ficresilk," %10.6f\n", -llt);
 1577:       }
 1578:     } /* end of wave */
 1579:   } /* end of individual */
 1580:   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
 1581:   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
 1582:   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
 1583:   if(globpr==0){ /* First time we count the contributions and weights */
 1584:     gipmx=ipmx;
 1585:     gsw=sw;
 1586:   }
 1587:   return -l;
 1588: }
 1589: 
 1590: 
 1591: /*************** function likelione ***********/
 1592: void likelione(FILE *ficres,double p[], int npar, int nlstate, int *globpri, long *ipmx, double *sw, double *fretone, double (*funcone)(double []))
 1593: {
 1594:   /* This routine should help understanding what is done with 
 1595:      the selection of individuals/waves and
 1596:      to check the exact contribution to the likelihood.
 1597:      Plotting could be done.
 1598:    */
 1599:   int k;
 1600: 
 1601:   if(*globpri !=0){ /* Just counts and sums, no printings */
 1602:     strcpy(fileresilk,"ilk"); 
 1603:     strcat(fileresilk,fileres);
 1604:     if((ficresilk=fopen(fileresilk,"w"))==NULL) {
 1605:       printf("Problem with resultfile: %s\n", fileresilk);
 1606:       fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
 1607:     }
 1608:     fprintf(ficresilk, "#individual(line's_record) s1 s2 wave# effective_wave# number_of_matrices_product pij weight -2ln(pij)*weight 0pij_x 0pij_(x-stepm) cumulating_loglikeli_by_health_state(reweighted=-2ll*weightXnumber_of_contribs/sum_of_weights) and_total\n");
 1609:     fprintf(ficresilk, "#num_i i s1 s2 mi mw dh likeli weight 2wlli out sav ");
 1610:     /* 	i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],2*weight[i]*lli,out[s1][s2],savm[s1][s2]); */
 1611:     for(k=1; k<=nlstate; k++) 
 1612:       fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k);
 1613:     fprintf(ficresilk," -2*gipw/gsw*weight*ll(total)\n");
 1614:   }
 1615: 
 1616:   *fretone=(*funcone)(p);
 1617:   if(*globpri !=0){
 1618:     fclose(ficresilk);
 1619:     fprintf(fichtm,"\n<br>File of contributions to the likelihood: <a href=\"%s\">%s</a><br>\n",subdirf(fileresilk),subdirf(fileresilk));
 1620:     fflush(fichtm); 
 1621:   } 
 1622:   return;
 1623: }
 1624: 
 1625: 
 1626: /*********** Maximum Likelihood Estimation ***************/
 1627: 
 1628: void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
 1629: {
 1630:   int i,j, iter;
 1631:   double **xi;
 1632:   double fret;
 1633:   double fretone; /* Only one call to likelihood */
 1634:   /*  char filerespow[FILENAMELENGTH];*/
 1635:   xi=matrix(1,npar,1,npar);
 1636:   for (i=1;i<=npar;i++)
 1637:     for (j=1;j<=npar;j++)
 1638:       xi[i][j]=(i==j ? 1.0 : 0.0);
 1639:   printf("Powell\n");  fprintf(ficlog,"Powell\n");
 1640:   strcpy(filerespow,"pow"); 
 1641:   strcat(filerespow,fileres);
 1642:   if((ficrespow=fopen(filerespow,"w"))==NULL) {
 1643:     printf("Problem with resultfile: %s\n", filerespow);
 1644:     fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
 1645:   }
 1646:   fprintf(ficrespow,"# Powell\n# iter -2*LL");
 1647:   for (i=1;i<=nlstate;i++)
 1648:     for(j=1;j<=nlstate+ndeath;j++)
 1649:       if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
 1650:   fprintf(ficrespow,"\n");
 1651: 
 1652:   powell(p,xi,npar,ftol,&iter,&fret,func);
 1653: 
 1654:   fclose(ficrespow);
 1655:   printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
 1656:   fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
 1657:   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
 1658: 
 1659: }
 1660: 
 1661: /**** Computes Hessian and covariance matrix ***/
 1662: void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
 1663: {
 1664:   double  **a,**y,*x,pd;
 1665:   double **hess;
 1666:   int i, j,jk;
 1667:   int *indx;
 1668: 
 1669:   double hessii(double p[], double delta, int theta, double delti[],double (*func)(double []),int npar);
 1670:   double hessij(double p[], double delti[], int i, int j,double (*func)(double []),int npar);
 1671:   void lubksb(double **a, int npar, int *indx, double b[]) ;
 1672:   void ludcmp(double **a, int npar, int *indx, double *d) ;
 1673:   double gompertz(double p[]);
 1674:   hess=matrix(1,npar,1,npar);
 1675: 
 1676:   printf("\nCalculation of the hessian matrix. Wait...\n");
 1677:   fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
 1678:   for (i=1;i<=npar;i++){
 1679:     printf("%d",i);fflush(stdout);
 1680:     fprintf(ficlog,"%d",i);fflush(ficlog);
 1681:    
 1682:      hess[i][i]=hessii(p,ftolhess,i,delti,func,npar);
 1683:     
 1684:     /*  printf(" %f ",p[i]);
 1685: 	printf(" %lf %lf %lf",hess[i][i],ftolhess,delti[i]);*/
 1686:   }
 1687:   
 1688:   for (i=1;i<=npar;i++) {
 1689:     for (j=1;j<=npar;j++)  {
 1690:       if (j>i) { 
 1691: 	printf(".%d%d",i,j);fflush(stdout);
 1692: 	fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
 1693: 	hess[i][j]=hessij(p,delti,i,j,func,npar);
 1694: 	
 1695: 	hess[j][i]=hess[i][j];    
 1696: 	/*printf(" %lf ",hess[i][j]);*/
 1697:       }
 1698:     }
 1699:   }
 1700:   printf("\n");
 1701:   fprintf(ficlog,"\n");
 1702: 
 1703:   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
 1704:   fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
 1705:   
 1706:   a=matrix(1,npar,1,npar);
 1707:   y=matrix(1,npar,1,npar);
 1708:   x=vector(1,npar);
 1709:   indx=ivector(1,npar);
 1710:   for (i=1;i<=npar;i++)
 1711:     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
 1712:   ludcmp(a,npar,indx,&pd);
 1713: 
 1714:   for (j=1;j<=npar;j++) {
 1715:     for (i=1;i<=npar;i++) x[i]=0;
 1716:     x[j]=1;
 1717:     lubksb(a,npar,indx,x);
 1718:     for (i=1;i<=npar;i++){ 
 1719:       matcov[i][j]=x[i];
 1720:     }
 1721:   }
 1722: 
 1723:   printf("\n#Hessian matrix#\n");
 1724:   fprintf(ficlog,"\n#Hessian matrix#\n");
 1725:   for (i=1;i<=npar;i++) { 
 1726:     for (j=1;j<=npar;j++) { 
 1727:       printf("%.3e ",hess[i][j]);
 1728:       fprintf(ficlog,"%.3e ",hess[i][j]);
 1729:     }
 1730:     printf("\n");
 1731:     fprintf(ficlog,"\n");
 1732:   }
 1733: 
 1734:   /* Recompute Inverse */
 1735:   for (i=1;i<=npar;i++)
 1736:     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
 1737:   ludcmp(a,npar,indx,&pd);
 1738: 
 1739:   /*  printf("\n#Hessian matrix recomputed#\n");
 1740: 
 1741:   for (j=1;j<=npar;j++) {
 1742:     for (i=1;i<=npar;i++) x[i]=0;
 1743:     x[j]=1;
 1744:     lubksb(a,npar,indx,x);
 1745:     for (i=1;i<=npar;i++){ 
 1746:       y[i][j]=x[i];
 1747:       printf("%.3e ",y[i][j]);
 1748:       fprintf(ficlog,"%.3e ",y[i][j]);
 1749:     }
 1750:     printf("\n");
 1751:     fprintf(ficlog,"\n");
 1752:   }
 1753:   */
 1754: 
 1755:   free_matrix(a,1,npar,1,npar);
 1756:   free_matrix(y,1,npar,1,npar);
 1757:   free_vector(x,1,npar);
 1758:   free_ivector(indx,1,npar);
 1759:   free_matrix(hess,1,npar,1,npar);
 1760: 
 1761: 
 1762: }
 1763: 
 1764: /*************** hessian matrix ****************/
 1765: double hessii(double x[], double delta, int theta, double delti[], double (*func)(double []), int npar)
 1766: {
 1767:   int i;
 1768:   int l=1, lmax=20;
 1769:   double k1,k2;
 1770:   double p2[NPARMAX+1];
 1771:   double res;
 1772:   double delt=0.0001, delts, nkhi=10.,nkhif=1., khi=1.e-4;
 1773:   double fx;
 1774:   int k=0,kmax=10;
 1775:   double l1;
 1776: 
 1777:   fx=func(x);
 1778:   for (i=1;i<=npar;i++) p2[i]=x[i];
 1779:   for(l=0 ; l <=lmax; l++){
 1780:     l1=pow(10,l);
 1781:     delts=delt;
 1782:     for(k=1 ; k <kmax; k=k+1){
 1783:       delt = delta*(l1*k);
 1784:       p2[theta]=x[theta] +delt;
 1785:       k1=func(p2)-fx;
 1786:       p2[theta]=x[theta]-delt;
 1787:       k2=func(p2)-fx;
 1788:       /*res= (k1-2.0*fx+k2)/delt/delt; */
 1789:       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
 1790:       
 1791: #ifdef DEBUG
 1792:       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);
 1793:       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);
 1794: #endif
 1795:       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
 1796:       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
 1797: 	k=kmax;
 1798:       }
 1799:       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
 1800: 	k=kmax; l=lmax*10.;
 1801:       }
 1802:       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
 1803: 	delts=delt;
 1804:       }
 1805:     }
 1806:   }
 1807:   delti[theta]=delts;
 1808:   return res; 
 1809:   
 1810: }
 1811: 
 1812: double hessij( double x[], double delti[], int thetai,int thetaj,double (*func)(double []),int npar)
 1813: {
 1814:   int i;
 1815:   int l=1, l1, lmax=20;
 1816:   double k1,k2,k3,k4,res,fx;
 1817:   double p2[NPARMAX+1];
 1818:   int k;
 1819: 
 1820:   fx=func(x);
 1821:   for (k=1; k<=2; k++) {
 1822:     for (i=1;i<=npar;i++) p2[i]=x[i];
 1823:     p2[thetai]=x[thetai]+delti[thetai]/k;
 1824:     p2[thetaj]=x[thetaj]+delti[thetaj]/k;
 1825:     k1=func(p2)-fx;
 1826:   
 1827:     p2[thetai]=x[thetai]+delti[thetai]/k;
 1828:     p2[thetaj]=x[thetaj]-delti[thetaj]/k;
 1829:     k2=func(p2)-fx;
 1830:   
 1831:     p2[thetai]=x[thetai]-delti[thetai]/k;
 1832:     p2[thetaj]=x[thetaj]+delti[thetaj]/k;
 1833:     k3=func(p2)-fx;
 1834:   
 1835:     p2[thetai]=x[thetai]-delti[thetai]/k;
 1836:     p2[thetaj]=x[thetaj]-delti[thetaj]/k;
 1837:     k4=func(p2)-fx;
 1838:     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
 1839: #ifdef DEBUG
 1840:     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);
 1841:     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);
 1842: #endif
 1843:   }
 1844:   return res;
 1845: }
 1846: 
 1847: /************** Inverse of matrix **************/
 1848: void ludcmp(double **a, int n, int *indx, double *d) 
 1849: { 
 1850:   int i,imax,j,k; 
 1851:   double big,dum,sum,temp; 
 1852:   double *vv; 
 1853:  
 1854:   vv=vector(1,n); 
 1855:   *d=1.0; 
 1856:   for (i=1;i<=n;i++) { 
 1857:     big=0.0; 
 1858:     for (j=1;j<=n;j++) 
 1859:       if ((temp=fabs(a[i][j])) > big) big=temp; 
 1860:     if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
 1861:     vv[i]=1.0/big; 
 1862:   } 
 1863:   for (j=1;j<=n;j++) { 
 1864:     for (i=1;i<j;i++) { 
 1865:       sum=a[i][j]; 
 1866:       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
 1867:       a[i][j]=sum; 
 1868:     } 
 1869:     big=0.0; 
 1870:     for (i=j;i<=n;i++) { 
 1871:       sum=a[i][j]; 
 1872:       for (k=1;k<j;k++) 
 1873: 	sum -= a[i][k]*a[k][j]; 
 1874:       a[i][j]=sum; 
 1875:       if ( (dum=vv[i]*fabs(sum)) >= big) { 
 1876: 	big=dum; 
 1877: 	imax=i; 
 1878:       } 
 1879:     } 
 1880:     if (j != imax) { 
 1881:       for (k=1;k<=n;k++) { 
 1882: 	dum=a[imax][k]; 
 1883: 	a[imax][k]=a[j][k]; 
 1884: 	a[j][k]=dum; 
 1885:       } 
 1886:       *d = -(*d); 
 1887:       vv[imax]=vv[j]; 
 1888:     } 
 1889:     indx[j]=imax; 
 1890:     if (a[j][j] == 0.0) a[j][j]=TINY; 
 1891:     if (j != n) { 
 1892:       dum=1.0/(a[j][j]); 
 1893:       for (i=j+1;i<=n;i++) a[i][j] *= dum; 
 1894:     } 
 1895:   } 
 1896:   free_vector(vv,1,n);  /* Doesn't work */
 1897: ;
 1898: } 
 1899: 
 1900: void lubksb(double **a, int n, int *indx, double b[]) 
 1901: { 
 1902:   int i,ii=0,ip,j; 
 1903:   double sum; 
 1904:  
 1905:   for (i=1;i<=n;i++) { 
 1906:     ip=indx[i]; 
 1907:     sum=b[ip]; 
 1908:     b[ip]=b[i]; 
 1909:     if (ii) 
 1910:       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
 1911:     else if (sum) ii=i; 
 1912:     b[i]=sum; 
 1913:   } 
 1914:   for (i=n;i>=1;i--) { 
 1915:     sum=b[i]; 
 1916:     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
 1917:     b[i]=sum/a[i][i]; 
 1918:   } 
 1919: } 
 1920: 
 1921: /************ Frequencies ********************/
 1922: void  freqsummary(char fileres[], int iagemin, int iagemax, int **s, double **agev, int nlstate, int imx, int *Tvaraff, int **nbcode, int *ncodemax,double **mint,double **anint, char strstart[])
 1923: {  /* Some frequencies */
 1924:   
 1925:   int i, m, jk, k1,i1, j1, bool, z1,z2,j;
 1926:   int first;
 1927:   double ***freq; /* Frequencies */
 1928:   double *pp, **prop;
 1929:   double pos,posprop, k2, dateintsum=0,k2cpt=0;
 1930:   FILE *ficresp;
 1931:   char fileresp[FILENAMELENGTH];
 1932:   
 1933:   pp=vector(1,nlstate);
 1934:   prop=matrix(1,nlstate,iagemin,iagemax+3);
 1935:   strcpy(fileresp,"p");
 1936:   strcat(fileresp,fileres);
 1937:   if((ficresp=fopen(fileresp,"w"))==NULL) {
 1938:     printf("Problem with prevalence resultfile: %s\n", fileresp);
 1939:     fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
 1940:     exit(0);
 1941:   }
 1942:   freq= ma3x(-5,nlstate+ndeath,-5,nlstate+ndeath,iagemin,iagemax+3);
 1943:   j1=0;
 1944:   
 1945:   j=cptcoveff;
 1946:   if (cptcovn<1) {j=1;ncodemax[1]=1;}
 1947: 
 1948:   first=1;
 1949: 
 1950:   for(k1=1; k1<=j;k1++){
 1951:     for(i1=1; i1<=ncodemax[k1];i1++){
 1952:       j1++;
 1953:       /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
 1954: 	scanf("%d", i);*/
 1955:       for (i=-5; i<=nlstate+ndeath; i++)  
 1956: 	for (jk=-5; jk<=nlstate+ndeath; jk++)  
 1957: 	  for(m=iagemin; m <= iagemax+3; m++)
 1958: 	    freq[i][jk][m]=0;
 1959: 
 1960:     for (i=1; i<=nlstate; i++)  
 1961:       for(m=iagemin; m <= iagemax+3; m++)
 1962: 	prop[i][m]=0;
 1963:       
 1964:       dateintsum=0;
 1965:       k2cpt=0;
 1966:       for (i=1; i<=imx; i++) {
 1967: 	bool=1;
 1968: 	if  (cptcovn>0) {
 1969: 	  for (z1=1; z1<=cptcoveff; z1++) 
 1970: 	    if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
 1971: 	      bool=0;
 1972: 	}
 1973: 	if (bool==1){
 1974: 	  for(m=firstpass; m<=lastpass; m++){
 1975: 	    k2=anint[m][i]+(mint[m][i]/12.);
 1976: 	    /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
 1977: 	      if(agev[m][i]==0) agev[m][i]=iagemax+1;
 1978: 	      if(agev[m][i]==1) agev[m][i]=iagemax+2;
 1979: 	      if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
 1980: 	      if (m<lastpass) {
 1981: 		freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
 1982: 		freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
 1983: 	      }
 1984: 	      
 1985: 	      if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
 1986: 		dateintsum=dateintsum+k2;
 1987: 		k2cpt++;
 1988: 	      }
 1989: 	      /*}*/
 1990: 	  }
 1991: 	}
 1992:       }
 1993:        
 1994:       /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
 1995: fprintf(ficresp, "#Local time at start: %s", strstart);
 1996:       if  (cptcovn>0) {
 1997: 	fprintf(ficresp, "\n#********** Variable "); 
 1998: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 1999: 	fprintf(ficresp, "**********\n#");
 2000:       }
 2001:       for(i=1; i<=nlstate;i++) 
 2002: 	fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
 2003:       fprintf(ficresp, "\n");
 2004:       
 2005:       for(i=iagemin; i <= iagemax+3; i++){
 2006: 	if(i==iagemax+3){
 2007: 	  fprintf(ficlog,"Total");
 2008: 	}else{
 2009: 	  if(first==1){
 2010: 	    first=0;
 2011: 	    printf("See log file for details...\n");
 2012: 	  }
 2013: 	  fprintf(ficlog,"Age %d", i);
 2014: 	}
 2015: 	for(jk=1; jk <=nlstate ; jk++){
 2016: 	  for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
 2017: 	    pp[jk] += freq[jk][m][i]; 
 2018: 	}
 2019: 	for(jk=1; jk <=nlstate ; jk++){
 2020: 	  for(m=-1, pos=0; m <=0 ; m++)
 2021: 	    pos += freq[jk][m][i];
 2022: 	  if(pp[jk]>=1.e-10){
 2023: 	    if(first==1){
 2024: 	    printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
 2025: 	    }
 2026: 	    fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
 2027: 	  }else{
 2028: 	    if(first==1)
 2029: 	      printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
 2030: 	    fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
 2031: 	  }
 2032: 	}
 2033: 
 2034: 	for(jk=1; jk <=nlstate ; jk++){
 2035: 	  for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
 2036: 	    pp[jk] += freq[jk][m][i];
 2037: 	}	
 2038: 	for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
 2039: 	  pos += pp[jk];
 2040: 	  posprop += prop[jk][i];
 2041: 	}
 2042: 	for(jk=1; jk <=nlstate ; jk++){
 2043: 	  if(pos>=1.e-5){
 2044: 	    if(first==1)
 2045: 	      printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
 2046: 	    fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
 2047: 	  }else{
 2048: 	    if(first==1)
 2049: 	      printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
 2050: 	    fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
 2051: 	  }
 2052: 	  if( i <= iagemax){
 2053: 	    if(pos>=1.e-5){
 2054: 	      fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
 2055: 	      /*probs[i][jk][j1]= pp[jk]/pos;*/
 2056: 	      /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
 2057: 	    }
 2058: 	    else
 2059: 	      fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
 2060: 	  }
 2061: 	}
 2062: 	
 2063: 	for(jk=-1; jk <=nlstate+ndeath; jk++)
 2064: 	  for(m=-1; m <=nlstate+ndeath; m++)
 2065: 	    if(freq[jk][m][i] !=0 ) {
 2066: 	    if(first==1)
 2067: 	      printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
 2068: 	      fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
 2069: 	    }
 2070: 	if(i <= iagemax)
 2071: 	  fprintf(ficresp,"\n");
 2072: 	if(first==1)
 2073: 	  printf("Others in log...\n");
 2074: 	fprintf(ficlog,"\n");
 2075:       }
 2076:     }
 2077:   }
 2078:   dateintmean=dateintsum/k2cpt; 
 2079:  
 2080:   fclose(ficresp);
 2081:   free_ma3x(freq,-5,nlstate+ndeath,-5,nlstate+ndeath, iagemin, iagemax+3);
 2082:   free_vector(pp,1,nlstate);
 2083:   free_matrix(prop,1,nlstate,iagemin, iagemax+3);
 2084:   /* End of Freq */
 2085: }
 2086: 
 2087: /************ Prevalence ********************/
 2088: void prevalence(double ***probs, double agemin, double agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2, int firstpass, int lastpass)
 2089: {  
 2090:   /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
 2091:      in each health status at the date of interview (if between dateprev1 and dateprev2).
 2092:      We still use firstpass and lastpass as another selection.
 2093:   */
 2094:  
 2095:   int i, m, jk, k1, i1, j1, bool, z1,z2,j;
 2096:   double ***freq; /* Frequencies */
 2097:   double *pp, **prop;
 2098:   double pos,posprop; 
 2099:   double  y2; /* in fractional years */
 2100:   int iagemin, iagemax;
 2101: 
 2102:   iagemin= (int) agemin;
 2103:   iagemax= (int) agemax;
 2104:   /*pp=vector(1,nlstate);*/
 2105:   prop=matrix(1,nlstate,iagemin,iagemax+3); 
 2106:   /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
 2107:   j1=0;
 2108:   
 2109:   j=cptcoveff;
 2110:   if (cptcovn<1) {j=1;ncodemax[1]=1;}
 2111:   
 2112:   for(k1=1; k1<=j;k1++){
 2113:     for(i1=1; i1<=ncodemax[k1];i1++){
 2114:       j1++;
 2115:       
 2116:       for (i=1; i<=nlstate; i++)  
 2117: 	for(m=iagemin; m <= iagemax+3; m++)
 2118: 	  prop[i][m]=0.0;
 2119:      
 2120:       for (i=1; i<=imx; i++) { /* Each individual */
 2121: 	bool=1;
 2122: 	if  (cptcovn>0) {
 2123: 	  for (z1=1; z1<=cptcoveff; z1++) 
 2124: 	    if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
 2125: 	      bool=0;
 2126: 	} 
 2127: 	if (bool==1) { 
 2128: 	  for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
 2129: 	    y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
 2130: 	    if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
 2131: 	      if(agev[m][i]==0) agev[m][i]=iagemax+1;
 2132: 	      if(agev[m][i]==1) agev[m][i]=iagemax+2;
 2133: 	      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); 
 2134:  	      if (s[m][i]>0 && s[m][i]<=nlstate) { 
 2135: 		/*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]]);*/
 2136:  		prop[s[m][i]][(int)agev[m][i]] += weight[i];
 2137:  		prop[s[m][i]][iagemax+3] += weight[i]; 
 2138:  	      } 
 2139: 	    }
 2140: 	  } /* end selection of waves */
 2141: 	}
 2142:       }
 2143:       for(i=iagemin; i <= iagemax+3; i++){  
 2144: 	
 2145:  	for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
 2146:  	  posprop += prop[jk][i]; 
 2147:  	} 
 2148: 
 2149:  	for(jk=1; jk <=nlstate ; jk++){	    
 2150:  	  if( i <=  iagemax){ 
 2151:  	    if(posprop>=1.e-5){ 
 2152:  	      probs[i][jk][j1]= prop[jk][i]/posprop;
 2153:  	    } 
 2154:  	  } 
 2155:  	}/* end jk */ 
 2156:       }/* end i */ 
 2157:     } /* end i1 */
 2158:   } /* end k1 */
 2159:   
 2160:   /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
 2161:   /*free_vector(pp,1,nlstate);*/
 2162:   free_matrix(prop,1,nlstate, iagemin,iagemax+3);
 2163: }  /* End of prevalence */
 2164: 
 2165: /************* Waves Concatenation ***************/
 2166: 
 2167: 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)
 2168: {
 2169:   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
 2170:      Death is a valid wave (if date is known).
 2171:      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
 2172:      dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
 2173:      and mw[mi+1][i]. dh depends on stepm.
 2174:      */
 2175: 
 2176:   int i, mi, m;
 2177:   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
 2178:      double sum=0., jmean=0.;*/
 2179:   int first;
 2180:   int j, k=0,jk, ju, jl;
 2181:   double sum=0.;
 2182:   first=0;
 2183:   jmin=1e+5;
 2184:   jmax=-1;
 2185:   jmean=0.;
 2186:   for(i=1; i<=imx; i++){
 2187:     mi=0;
 2188:     m=firstpass;
 2189:     while(s[m][i] <= nlstate){
 2190:       if(s[m][i]>=1 || s[m][i]==-2 || s[m][i]==-4 || s[m][i]==-5)
 2191: 	mw[++mi][i]=m;
 2192:       if(m >=lastpass)
 2193: 	break;
 2194:       else
 2195: 	m++;
 2196:     }/* end while */
 2197:     if (s[m][i] > nlstate){
 2198:       mi++;	/* Death is another wave */
 2199:       /* if(mi==0)  never been interviewed correctly before death */
 2200: 	 /* Only death is a correct wave */
 2201:       mw[mi][i]=m;
 2202:     }
 2203: 
 2204:     wav[i]=mi;
 2205:     if(mi==0){
 2206:       nbwarn++;
 2207:       if(first==0){
 2208: 	printf("Warning! None valid information for:%ld line=%d (skipped) and may be others, see log file\n",num[i],i);
 2209: 	first=1;
 2210:       }
 2211:       if(first==1){
 2212: 	fprintf(ficlog,"Warning! None valid information for:%ld line=%d (skipped)\n",num[i],i);
 2213:       }
 2214:     } /* end mi==0 */
 2215:   } /* End individuals */
 2216: 
 2217:   for(i=1; i<=imx; i++){
 2218:     for(mi=1; mi<wav[i];mi++){
 2219:       if (stepm <=0)
 2220: 	dh[mi][i]=1;
 2221:       else{
 2222: 	if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
 2223: 	  if (agedc[i] < 2*AGESUP) {
 2224: 	    j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
 2225: 	    if(j==0) j=1;  /* Survives at least one month after exam */
 2226: 	    else if(j<0){
 2227: 	      nberr++;
 2228: 	      printf("Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
 2229: 	      j=1; /* Temporary Dangerous patch */
 2230: 	      printf("   We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview. You MUST fix the contradiction between dates.\n",stepm);
 2231: 	      fprintf(ficlog,"Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
 2232: 	      fprintf(ficlog,"   We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview. You MUST fix the contradiction between dates.\n",stepm);
 2233: 	    }
 2234: 	    k=k+1;
 2235: 	    if (j >= jmax){
 2236: 	      jmax=j;
 2237: 	      ijmax=i;
 2238: 	    }
 2239: 	    if (j <= jmin){
 2240: 	      jmin=j;
 2241: 	      ijmin=i;
 2242: 	    }
 2243: 	    sum=sum+j;
 2244: 	    /*if (j<0) printf("j=%d num=%d \n",j,i);*/
 2245: 	    /*	  printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
 2246: 	  }
 2247: 	}
 2248: 	else{
 2249: 	  j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
 2250: /* 	  if (j<0) printf("%d %lf %lf %d %d %d\n", i,agev[mw[mi+1][i]][i], agev[mw[mi][i]][i],j,s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]); */
 2251: 
 2252: 	  k=k+1;
 2253: 	  if (j >= jmax) {
 2254: 	    jmax=j;
 2255: 	    ijmax=i;
 2256: 	  }
 2257: 	  else if (j <= jmin){
 2258: 	    jmin=j;
 2259: 	    ijmin=i;
 2260: 	  }
 2261: 	  /*	    if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
 2262: 	  /*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]);*/
 2263: 	  if(j<0){
 2264: 	    nberr++;
 2265: 	    printf("Error! Negative delay (%d) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
 2266: 	    fprintf(ficlog,"Error! Negative delay (%d) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
 2267: 	  }
 2268: 	  sum=sum+j;
 2269: 	}
 2270: 	jk= j/stepm;
 2271: 	jl= j -jk*stepm;
 2272: 	ju= j -(jk+1)*stepm;
 2273: 	if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */
 2274: 	  if(jl==0){
 2275: 	    dh[mi][i]=jk;
 2276: 	    bh[mi][i]=0;
 2277: 	  }else{ /* We want a negative bias in order to only have interpolation ie
 2278: 		  * at the price of an extra matrix product in likelihood */
 2279: 	    dh[mi][i]=jk+1;
 2280: 	    bh[mi][i]=ju;
 2281: 	  }
 2282: 	}else{
 2283: 	  if(jl <= -ju){
 2284: 	    dh[mi][i]=jk;
 2285: 	    bh[mi][i]=jl;	/* bias is positive if real duration
 2286: 				 * is higher than the multiple of stepm and negative otherwise.
 2287: 				 */
 2288: 	  }
 2289: 	  else{
 2290: 	    dh[mi][i]=jk+1;
 2291: 	    bh[mi][i]=ju;
 2292: 	  }
 2293: 	  if(dh[mi][i]==0){
 2294: 	    dh[mi][i]=1; /* At least one step */
 2295: 	    bh[mi][i]=ju; /* At least one step */
 2296: 	    /*  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);*/
 2297: 	  }
 2298: 	} /* end if mle */
 2299:       }
 2300:     } /* end wave */
 2301:   }
 2302:   jmean=sum/k;
 2303:   printf("Delay (in months) between two waves Min=%d (for indiviudal %ld) Max=%d (%ld) Mean=%f\n\n ",jmin, num[ijmin], jmax, num[ijmax], jmean);
 2304:   fprintf(ficlog,"Delay (in months) between two waves Min=%d (for indiviudal %ld) Max=%d (%ld) Mean=%f\n\n ",jmin, ijmin, jmax, ijmax, jmean);
 2305:  }
 2306: 
 2307: /*********** Tricode ****************************/
 2308: void tricode(int *Tvar, int **nbcode, int imx)
 2309: {
 2310:   
 2311:   int Ndum[20],ij=1, k, j, i, maxncov=19;
 2312:   int cptcode=0;
 2313:   cptcoveff=0; 
 2314:  
 2315:   for (k=0; k<maxncov; k++) Ndum[k]=0;
 2316:   for (k=1; k<=7; k++) ncodemax[k]=0;
 2317: 
 2318:   for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
 2319:     for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
 2320: 			       modality*/ 
 2321:       ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
 2322:       Ndum[ij]++; /*store the modality */
 2323:       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
 2324:       if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
 2325: 				       Tvar[j]. If V=sex and male is 0 and 
 2326: 				       female is 1, then  cptcode=1.*/
 2327:     }
 2328: 
 2329:     for (i=0; i<=cptcode; i++) {
 2330:       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 */
 2331:     }
 2332: 
 2333:     ij=1; 
 2334:     for (i=1; i<=ncodemax[j]; i++) {
 2335:       for (k=0; k<= maxncov; k++) {
 2336: 	if (Ndum[k] != 0) {
 2337: 	  nbcode[Tvar[j]][ij]=k; 
 2338: 	  /* 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; */
 2339: 	  
 2340: 	  ij++;
 2341: 	}
 2342: 	if (ij > ncodemax[j]) break; 
 2343:       }  
 2344:     } 
 2345:   }  
 2346: 
 2347:  for (k=0; k< maxncov; k++) Ndum[k]=0;
 2348: 
 2349:  for (i=1; i<=ncovmodel-2; i++) { 
 2350:    /* Listing of all covariables in statement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
 2351:    ij=Tvar[i];
 2352:    Ndum[ij]++;
 2353:  }
 2354: 
 2355:  ij=1;
 2356:  for (i=1; i<= maxncov; i++) {
 2357:    if((Ndum[i]!=0) && (i<=ncovcol)){
 2358:      Tvaraff[ij]=i; /*For printing */
 2359:      ij++;
 2360:    }
 2361:  }
 2362:  
 2363:  cptcoveff=ij-1; /*Number of simple covariates*/
 2364: }
 2365: 
 2366: /*********** Health Expectancies ****************/
 2367: 
 2368: 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,char strstart[] )
 2369: 
 2370: {
 2371:   /* Health expectancies */
 2372:   int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
 2373:   double age, agelim, hf;
 2374:   double ***p3mat,***varhe;
 2375:   double **dnewm,**doldm;
 2376:   double *xp;
 2377:   double **gp, **gm;
 2378:   double ***gradg, ***trgradg;
 2379:   int theta;
 2380: 
 2381:   varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
 2382:   xp=vector(1,npar);
 2383:   dnewm=matrix(1,nlstate*nlstate,1,npar);
 2384:   doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
 2385:   
 2386:   fprintf(ficreseij,"# Local time at start: %s", strstart);
 2387:   fprintf(ficreseij,"# Health expectancies\n");
 2388:   fprintf(ficreseij,"# Age");
 2389:   for(i=1; i<=nlstate;i++)
 2390:     for(j=1; j<=nlstate;j++)
 2391:       fprintf(ficreseij," %1d-%1d (SE)",i,j);
 2392:   fprintf(ficreseij,"\n");
 2393: 
 2394:   if(estepm < stepm){
 2395:     printf ("Problem %d lower than %d\n",estepm, stepm);
 2396:   }
 2397:   else  hstepm=estepm;   
 2398:   /* We compute the life expectancy from trapezoids spaced every estepm months
 2399:    * This is mainly to measure the difference between two models: for example
 2400:    * if stepm=24 months pijx are given only every 2 years and by summing them
 2401:    * we are calculating an estimate of the Life Expectancy assuming a linear 
 2402:    * progression in between and thus overestimating or underestimating according
 2403:    * to the curvature of the survival function. If, for the same date, we 
 2404:    * estimate the model with stepm=1 month, we can keep estepm to 24 months
 2405:    * to compare the new estimate of Life expectancy with the same linear 
 2406:    * hypothesis. A more precise result, taking into account a more precise
 2407:    * curvature will be obtained if estepm is as small as stepm. */
 2408: 
 2409:   /* For example we decided to compute the life expectancy with the smallest unit */
 2410:   /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
 2411:      nhstepm is the number of hstepm from age to agelim 
 2412:      nstepm is the number of stepm from age to agelin. 
 2413:      Look at hpijx to understand the reason of that which relies in memory size
 2414:      and note for a fixed period like estepm months */
 2415:   /* We decided (b) to get a life expectancy respecting the most precise curvature of the
 2416:      survival function given by stepm (the optimization length). Unfortunately it
 2417:      means that if the survival funtion is printed only each two years of age and if
 2418:      you sum them up and add 1 year (area under the trapezoids) you won't get the same 
 2419:      results. So we changed our mind and took the option of the best precision.
 2420:   */
 2421:   hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
 2422: 
 2423:   agelim=AGESUP;
 2424:   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
 2425:     /* nhstepm age range expressed in number of stepm */
 2426:     nstepm=(int) rint((agelim-age)*YEARM/stepm); 
 2427:     /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
 2428:     /* if (stepm >= YEARM) hstepm=1;*/
 2429:     nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
 2430:     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2431:     gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
 2432:     gp=matrix(0,nhstepm,1,nlstate*nlstate);
 2433:     gm=matrix(0,nhstepm,1,nlstate*nlstate);
 2434: 
 2435:     /* Computed by stepm unit matrices, product of hstepm matrices, stored
 2436:        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
 2437:     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
 2438:  
 2439: 
 2440:     hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
 2441: 
 2442:     /* Computing  Variances of health expectancies */
 2443: 
 2444:      for(theta=1; theta <=npar; theta++){
 2445:       for(i=1; i<=npar; i++){ 
 2446: 	xp[i] = x[i] + (i==theta ?delti[theta]:0);
 2447:       }
 2448:       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
 2449:   
 2450:       cptj=0;
 2451:       for(j=1; j<= nlstate; j++){
 2452: 	for(i=1; i<=nlstate; i++){
 2453: 	  cptj=cptj+1;
 2454: 	  for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
 2455: 	    gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
 2456: 	  }
 2457: 	}
 2458:       }
 2459:      
 2460:      
 2461:       for(i=1; i<=npar; i++) 
 2462: 	xp[i] = x[i] - (i==theta ?delti[theta]:0);
 2463:       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
 2464:       
 2465:       cptj=0;
 2466:       for(j=1; j<= nlstate; j++){
 2467: 	for(i=1;i<=nlstate;i++){
 2468: 	  cptj=cptj+1;
 2469: 	  for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
 2470: 
 2471: 	    gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
 2472: 	  }
 2473: 	}
 2474:       }
 2475:       for(j=1; j<= nlstate*nlstate; j++)
 2476: 	for(h=0; h<=nhstepm-1; h++){
 2477: 	  gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
 2478: 	}
 2479:      } 
 2480:    
 2481: /* End theta */
 2482: 
 2483:      trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
 2484: 
 2485:      for(h=0; h<=nhstepm-1; h++)
 2486:       for(j=1; j<=nlstate*nlstate;j++)
 2487: 	for(theta=1; theta <=npar; theta++)
 2488: 	  trgradg[h][j][theta]=gradg[h][theta][j];
 2489:      
 2490: 
 2491:      for(i=1;i<=nlstate*nlstate;i++)
 2492:       for(j=1;j<=nlstate*nlstate;j++)
 2493: 	varhe[i][j][(int)age] =0.;
 2494: 
 2495:      printf("%d|",(int)age);fflush(stdout);
 2496:      fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
 2497:      for(h=0;h<=nhstepm-1;h++){
 2498:       for(k=0;k<=nhstepm-1;k++){
 2499: 	matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
 2500: 	matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
 2501: 	for(i=1;i<=nlstate*nlstate;i++)
 2502: 	  for(j=1;j<=nlstate*nlstate;j++)
 2503: 	    varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
 2504:       }
 2505:     }
 2506:     /* Computing expectancies */
 2507:     for(i=1; i<=nlstate;i++)
 2508:       for(j=1; j<=nlstate;j++)
 2509: 	for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
 2510: 	  eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
 2511: 	  
 2512: /* 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]);*/
 2513: 
 2514: 	}
 2515: 
 2516:     fprintf(ficreseij,"%3.0f",age );
 2517:     cptj=0;
 2518:     for(i=1; i<=nlstate;i++)
 2519:       for(j=1; j<=nlstate;j++){
 2520: 	cptj++;
 2521: 	fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
 2522:       }
 2523:     fprintf(ficreseij,"\n");
 2524:    
 2525:     free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
 2526:     free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
 2527:     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
 2528:     free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
 2529:     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2530:   }
 2531:   printf("\n");
 2532:   fprintf(ficlog,"\n");
 2533: 
 2534:   free_vector(xp,1,npar);
 2535:   free_matrix(dnewm,1,nlstate*nlstate,1,npar);
 2536:   free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
 2537:   free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
 2538: }
 2539: 
 2540: /************ Variance ******************/
 2541: void varevsij(char optionfilefiname[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij, int estepm, int cptcov, int cptcod, int popbased, int mobilav, char strstart[])
 2542: {
 2543:   /* Variance of health expectancies */
 2544:   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
 2545:   /* double **newm;*/
 2546:   double **dnewm,**doldm;
 2547:   double **dnewmp,**doldmp;
 2548:   int i, j, nhstepm, hstepm, h, nstepm ;
 2549:   int k, cptcode;
 2550:   double *xp;
 2551:   double **gp, **gm;  /* for var eij */
 2552:   double ***gradg, ***trgradg; /*for var eij */
 2553:   double **gradgp, **trgradgp; /* for var p point j */
 2554:   double *gpp, *gmp; /* for var p point j */
 2555:   double **varppt; /* for var p point j nlstate to nlstate+ndeath */
 2556:   double ***p3mat;
 2557:   double age,agelim, hf;
 2558:   double ***mobaverage;
 2559:   int theta;
 2560:   char digit[4];
 2561:   char digitp[25];
 2562: 
 2563:   char fileresprobmorprev[FILENAMELENGTH];
 2564: 
 2565:   if(popbased==1){
 2566:     if(mobilav!=0)
 2567:       strcpy(digitp,"-populbased-mobilav-");
 2568:     else strcpy(digitp,"-populbased-nomobil-");
 2569:   }
 2570:   else 
 2571:     strcpy(digitp,"-stablbased-");
 2572: 
 2573:   if (mobilav!=0) {
 2574:     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 2575:     if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
 2576:       fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
 2577:       printf(" Error in movingaverage mobilav=%d\n",mobilav);
 2578:     }
 2579:   }
 2580: 
 2581:   strcpy(fileresprobmorprev,"prmorprev"); 
 2582:   sprintf(digit,"%-d",ij);
 2583:   /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
 2584:   strcat(fileresprobmorprev,digit); /* Tvar to be done */
 2585:   strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
 2586:   strcat(fileresprobmorprev,fileres);
 2587:   if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
 2588:     printf("Problem with resultfile: %s\n", fileresprobmorprev);
 2589:     fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
 2590:   }
 2591:   printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
 2592:  
 2593:   fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
 2594:   fprintf(ficresprobmorprev, "#Local time at start: %s", strstart);
 2595:   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);
 2596:   fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
 2597:   for(j=nlstate+1; j<=(nlstate+ndeath);j++){
 2598:     fprintf(ficresprobmorprev," p.%-d SE",j);
 2599:     for(i=1; i<=nlstate;i++)
 2600:       fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
 2601:   }  
 2602:   fprintf(ficresprobmorprev,"\n");
 2603:   fprintf(ficgp,"\n# Routine varevsij");
 2604:   /* fprintf(fichtm, "#Local time at start: %s", strstart);*/
 2605:   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");
 2606:   fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
 2607: /*   } */
 2608:   varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 2609:  fprintf(ficresvij, "#Local time at start: %s", strstart);
 2610:   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");
 2611:   fprintf(ficresvij,"# Age");
 2612:   for(i=1; i<=nlstate;i++)
 2613:     for(j=1; j<=nlstate;j++)
 2614:       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
 2615:   fprintf(ficresvij,"\n");
 2616: 
 2617:   xp=vector(1,npar);
 2618:   dnewm=matrix(1,nlstate,1,npar);
 2619:   doldm=matrix(1,nlstate,1,nlstate);
 2620:   dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
 2621:   doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 2622: 
 2623:   gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
 2624:   gpp=vector(nlstate+1,nlstate+ndeath);
 2625:   gmp=vector(nlstate+1,nlstate+ndeath);
 2626:   trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
 2627:   
 2628:   if(estepm < stepm){
 2629:     printf ("Problem %d lower than %d\n",estepm, stepm);
 2630:   }
 2631:   else  hstepm=estepm;   
 2632:   /* For example we decided to compute the life expectancy with the smallest unit */
 2633:   /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
 2634:      nhstepm is the number of hstepm from age to agelim 
 2635:      nstepm is the number of stepm from age to agelin. 
 2636:      Look at hpijx to understand the reason of that which relies in memory size
 2637:      and note for a fixed period like k years */
 2638:   /* We decided (b) to get a life expectancy respecting the most precise curvature of the
 2639:      survival function given by stepm (the optimization length). Unfortunately it
 2640:      means that if the survival funtion is printed every two years of age and if
 2641:      you sum them up and add 1 year (area under the trapezoids) you won't get the same 
 2642:      results. So we changed our mind and took the option of the best precision.
 2643:   */
 2644:   hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
 2645:   agelim = AGESUP;
 2646:   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
 2647:     nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
 2648:     nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
 2649:     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2650:     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
 2651:     gp=matrix(0,nhstepm,1,nlstate);
 2652:     gm=matrix(0,nhstepm,1,nlstate);
 2653: 
 2654: 
 2655:     for(theta=1; theta <=npar; theta++){
 2656:       for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
 2657: 	xp[i] = x[i] + (i==theta ?delti[theta]:0);
 2658:       }
 2659:       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
 2660:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 2661: 
 2662:       if (popbased==1) {
 2663: 	if(mobilav ==0){
 2664: 	  for(i=1; i<=nlstate;i++)
 2665: 	    prlim[i][i]=probs[(int)age][i][ij];
 2666: 	}else{ /* mobilav */ 
 2667: 	  for(i=1; i<=nlstate;i++)
 2668: 	    prlim[i][i]=mobaverage[(int)age][i][ij];
 2669: 	}
 2670:       }
 2671:   
 2672:       for(j=1; j<= nlstate; j++){
 2673: 	for(h=0; h<=nhstepm; h++){
 2674: 	  for(i=1, gp[h][j]=0.;i<=nlstate;i++)
 2675: 	    gp[h][j] += prlim[i][i]*p3mat[i][j][h];
 2676: 	}
 2677:       }
 2678:       /* This for computing probability of death (h=1 means
 2679:          computed over hstepm matrices product = hstepm*stepm months) 
 2680:          as a weighted average of prlim.
 2681:       */
 2682:       for(j=nlstate+1;j<=nlstate+ndeath;j++){
 2683: 	for(i=1,gpp[j]=0.; i<= nlstate; i++)
 2684: 	  gpp[j] += prlim[i][i]*p3mat[i][j][1];
 2685:       }    
 2686:       /* end probability of death */
 2687: 
 2688:       for(i=1; i<=npar; i++) /* Computes gradient x - delta */
 2689: 	xp[i] = x[i] - (i==theta ?delti[theta]:0);
 2690:       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
 2691:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 2692:  
 2693:       if (popbased==1) {
 2694: 	if(mobilav ==0){
 2695: 	  for(i=1; i<=nlstate;i++)
 2696: 	    prlim[i][i]=probs[(int)age][i][ij];
 2697: 	}else{ /* mobilav */ 
 2698: 	  for(i=1; i<=nlstate;i++)
 2699: 	    prlim[i][i]=mobaverage[(int)age][i][ij];
 2700: 	}
 2701:       }
 2702: 
 2703:       for(j=1; j<= nlstate; j++){
 2704: 	for(h=0; h<=nhstepm; h++){
 2705: 	  for(i=1, gm[h][j]=0.;i<=nlstate;i++)
 2706: 	    gm[h][j] += prlim[i][i]*p3mat[i][j][h];
 2707: 	}
 2708:       }
 2709:       /* This for computing probability of death (h=1 means
 2710:          computed over hstepm matrices product = hstepm*stepm months) 
 2711:          as a weighted average of prlim.
 2712:       */
 2713:       for(j=nlstate+1;j<=nlstate+ndeath;j++){
 2714: 	for(i=1,gmp[j]=0.; i<= nlstate; i++)
 2715:          gmp[j] += prlim[i][i]*p3mat[i][j][1];
 2716:       }    
 2717:       /* end probability of death */
 2718: 
 2719:       for(j=1; j<= nlstate; j++) /* vareij */
 2720: 	for(h=0; h<=nhstepm; h++){
 2721: 	  gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
 2722: 	}
 2723: 
 2724:       for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
 2725: 	gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
 2726:       }
 2727: 
 2728:     } /* End theta */
 2729: 
 2730:     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
 2731: 
 2732:     for(h=0; h<=nhstepm; h++) /* veij */
 2733:       for(j=1; j<=nlstate;j++)
 2734: 	for(theta=1; theta <=npar; theta++)
 2735: 	  trgradg[h][j][theta]=gradg[h][theta][j];
 2736: 
 2737:     for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
 2738:       for(theta=1; theta <=npar; theta++)
 2739: 	trgradgp[j][theta]=gradgp[theta][j];
 2740:   
 2741: 
 2742:     hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
 2743:     for(i=1;i<=nlstate;i++)
 2744:       for(j=1;j<=nlstate;j++)
 2745: 	vareij[i][j][(int)age] =0.;
 2746: 
 2747:     for(h=0;h<=nhstepm;h++){
 2748:       for(k=0;k<=nhstepm;k++){
 2749: 	matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
 2750: 	matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
 2751: 	for(i=1;i<=nlstate;i++)
 2752: 	  for(j=1;j<=nlstate;j++)
 2753: 	    vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
 2754:       }
 2755:     }
 2756:   
 2757:     /* pptj */
 2758:     matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
 2759:     matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
 2760:     for(j=nlstate+1;j<=nlstate+ndeath;j++)
 2761:       for(i=nlstate+1;i<=nlstate+ndeath;i++)
 2762: 	varppt[j][i]=doldmp[j][i];
 2763:     /* end ppptj */
 2764:     /*  x centered again */
 2765:     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
 2766:     prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
 2767:  
 2768:     if (popbased==1) {
 2769:       if(mobilav ==0){
 2770: 	for(i=1; i<=nlstate;i++)
 2771: 	  prlim[i][i]=probs[(int)age][i][ij];
 2772:       }else{ /* mobilav */ 
 2773: 	for(i=1; i<=nlstate;i++)
 2774: 	  prlim[i][i]=mobaverage[(int)age][i][ij];
 2775:       }
 2776:     }
 2777:              
 2778:     /* This for computing probability of death (h=1 means
 2779:        computed over hstepm (estepm) matrices product = hstepm*stepm months) 
 2780:        as a weighted average of prlim.
 2781:     */
 2782:     for(j=nlstate+1;j<=nlstate+ndeath;j++){
 2783:       for(i=1,gmp[j]=0.;i<= nlstate; i++) 
 2784: 	gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
 2785:     }    
 2786:     /* end probability of death */
 2787: 
 2788:     fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
 2789:     for(j=nlstate+1; j<=(nlstate+ndeath);j++){
 2790:       fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
 2791:       for(i=1; i<=nlstate;i++){
 2792: 	fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
 2793:       }
 2794:     } 
 2795:     fprintf(ficresprobmorprev,"\n");
 2796: 
 2797:     fprintf(ficresvij,"%.0f ",age );
 2798:     for(i=1; i<=nlstate;i++)
 2799:       for(j=1; j<=nlstate;j++){
 2800: 	fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
 2801:       }
 2802:     fprintf(ficresvij,"\n");
 2803:     free_matrix(gp,0,nhstepm,1,nlstate);
 2804:     free_matrix(gm,0,nhstepm,1,nlstate);
 2805:     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
 2806:     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
 2807:     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2808:   } /* End age */
 2809:   free_vector(gpp,nlstate+1,nlstate+ndeath);
 2810:   free_vector(gmp,nlstate+1,nlstate+ndeath);
 2811:   free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
 2812:   free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
 2813:   fprintf(ficgp,"\nset noparametric;set nolabel; set ter png small;set size 0.65, 0.65");
 2814:   /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
 2815:   fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
 2816: /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
 2817: /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
 2818: /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
 2819:   fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",subdirf(fileresprobmorprev));
 2820:   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",subdirf(fileresprobmorprev));
 2821:   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",subdirf(fileresprobmorprev));
 2822:   fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",subdirf(fileresprobmorprev),subdirf(fileresprobmorprev));
 2823:   fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months. <br> <img src=\"%s%s.png\"> <br>\n", estepm,subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
 2824:   /*  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);
 2825: */
 2826: /*   fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit); */
 2827:   fprintf(ficgp,"\nset out \"%s%s.png\";replot;\n",subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
 2828: 
 2829:   free_vector(xp,1,npar);
 2830:   free_matrix(doldm,1,nlstate,1,nlstate);
 2831:   free_matrix(dnewm,1,nlstate,1,npar);
 2832:   free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 2833:   free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
 2834:   free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 2835:   if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 2836:   fclose(ficresprobmorprev);
 2837:   fflush(ficgp);
 2838:   fflush(fichtm); 
 2839: }  /* end varevsij */
 2840: 
 2841: /************ Variance of prevlim ******************/
 2842: void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij, char strstart[])
 2843: {
 2844:   /* Variance of prevalence limit */
 2845:   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
 2846:   double **newm;
 2847:   double **dnewm,**doldm;
 2848:   int i, j, nhstepm, hstepm;
 2849:   int k, cptcode;
 2850:   double *xp;
 2851:   double *gp, *gm;
 2852:   double **gradg, **trgradg;
 2853:   double age,agelim;
 2854:   int theta;
 2855:   fprintf(ficresvpl, "#Local time at start: %s", strstart); 
 2856:   fprintf(ficresvpl,"# Standard deviation of stable prevalences \n");
 2857:   fprintf(ficresvpl,"# Age");
 2858:   for(i=1; i<=nlstate;i++)
 2859:       fprintf(ficresvpl," %1d-%1d",i,i);
 2860:   fprintf(ficresvpl,"\n");
 2861: 
 2862:   xp=vector(1,npar);
 2863:   dnewm=matrix(1,nlstate,1,npar);
 2864:   doldm=matrix(1,nlstate,1,nlstate);
 2865:   
 2866:   hstepm=1*YEARM; /* Every year of age */
 2867:   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
 2868:   agelim = AGESUP;
 2869:   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
 2870:     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
 2871:     if (stepm >= YEARM) hstepm=1;
 2872:     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
 2873:     gradg=matrix(1,npar,1,nlstate);
 2874:     gp=vector(1,nlstate);
 2875:     gm=vector(1,nlstate);
 2876: 
 2877:     for(theta=1; theta <=npar; theta++){
 2878:       for(i=1; i<=npar; i++){ /* Computes gradient */
 2879: 	xp[i] = x[i] + (i==theta ?delti[theta]:0);
 2880:       }
 2881:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 2882:       for(i=1;i<=nlstate;i++)
 2883: 	gp[i] = prlim[i][i];
 2884:     
 2885:       for(i=1; i<=npar; i++) /* Computes gradient */
 2886: 	xp[i] = x[i] - (i==theta ?delti[theta]:0);
 2887:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 2888:       for(i=1;i<=nlstate;i++)
 2889: 	gm[i] = prlim[i][i];
 2890: 
 2891:       for(i=1;i<=nlstate;i++)
 2892: 	gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
 2893:     } /* End theta */
 2894: 
 2895:     trgradg =matrix(1,nlstate,1,npar);
 2896: 
 2897:     for(j=1; j<=nlstate;j++)
 2898:       for(theta=1; theta <=npar; theta++)
 2899: 	trgradg[j][theta]=gradg[theta][j];
 2900: 
 2901:     for(i=1;i<=nlstate;i++)
 2902:       varpl[i][(int)age] =0.;
 2903:     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
 2904:     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
 2905:     for(i=1;i<=nlstate;i++)
 2906:       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
 2907: 
 2908:     fprintf(ficresvpl,"%.0f ",age );
 2909:     for(i=1; i<=nlstate;i++)
 2910:       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
 2911:     fprintf(ficresvpl,"\n");
 2912:     free_vector(gp,1,nlstate);
 2913:     free_vector(gm,1,nlstate);
 2914:     free_matrix(gradg,1,npar,1,nlstate);
 2915:     free_matrix(trgradg,1,nlstate,1,npar);
 2916:   } /* End age */
 2917: 
 2918:   free_vector(xp,1,npar);
 2919:   free_matrix(doldm,1,nlstate,1,npar);
 2920:   free_matrix(dnewm,1,nlstate,1,nlstate);
 2921: 
 2922: }
 2923: 
 2924: /************ Variance of one-step probabilities  ******************/
 2925: void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax, char strstart[])
 2926: {
 2927:   int i, j=0,  i1, k1, l1, t, tj;
 2928:   int k2, l2, j1,  z1;
 2929:   int k=0,l, cptcode;
 2930:   int first=1, first1;
 2931:   double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
 2932:   double **dnewm,**doldm;
 2933:   double *xp;
 2934:   double *gp, *gm;
 2935:   double **gradg, **trgradg;
 2936:   double **mu;
 2937:   double age,agelim, cov[NCOVMAX];
 2938:   double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
 2939:   int theta;
 2940:   char fileresprob[FILENAMELENGTH];
 2941:   char fileresprobcov[FILENAMELENGTH];
 2942:   char fileresprobcor[FILENAMELENGTH];
 2943: 
 2944:   double ***varpij;
 2945: 
 2946:   strcpy(fileresprob,"prob"); 
 2947:   strcat(fileresprob,fileres);
 2948:   if((ficresprob=fopen(fileresprob,"w"))==NULL) {
 2949:     printf("Problem with resultfile: %s\n", fileresprob);
 2950:     fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
 2951:   }
 2952:   strcpy(fileresprobcov,"probcov"); 
 2953:   strcat(fileresprobcov,fileres);
 2954:   if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
 2955:     printf("Problem with resultfile: %s\n", fileresprobcov);
 2956:     fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
 2957:   }
 2958:   strcpy(fileresprobcor,"probcor"); 
 2959:   strcat(fileresprobcor,fileres);
 2960:   if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
 2961:     printf("Problem with resultfile: %s\n", fileresprobcor);
 2962:     fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
 2963:   }
 2964:   printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
 2965:   fprintf(ficlog,"Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
 2966:   printf("Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
 2967:   fprintf(ficlog,"Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
 2968:   printf("and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
 2969:   fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
 2970:   fprintf(ficresprob, "#Local time at start: %s", strstart);
 2971:   fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
 2972:   fprintf(ficresprob,"# Age");
 2973:   fprintf(ficresprobcov, "#Local time at start: %s", strstart);
 2974:   fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
 2975:   fprintf(ficresprobcov,"# Age");
 2976:   fprintf(ficresprobcor, "#Local time at start: %s", strstart);
 2977:   fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
 2978:   fprintf(ficresprobcov,"# Age");
 2979: 
 2980: 
 2981:   for(i=1; i<=nlstate;i++)
 2982:     for(j=1; j<=(nlstate+ndeath);j++){
 2983:       fprintf(ficresprob," p%1d-%1d (SE)",i,j);
 2984:       fprintf(ficresprobcov," p%1d-%1d ",i,j);
 2985:       fprintf(ficresprobcor," p%1d-%1d ",i,j);
 2986:     }  
 2987:  /* fprintf(ficresprob,"\n");
 2988:   fprintf(ficresprobcov,"\n");
 2989:   fprintf(ficresprobcor,"\n");
 2990:  */
 2991:  xp=vector(1,npar);
 2992:   dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
 2993:   doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
 2994:   mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
 2995:   varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
 2996:   first=1;
 2997:   fprintf(ficgp,"\n# Routine varprob");
 2998:   fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
 2999:   fprintf(fichtm,"\n");
 3000: 
 3001:   fprintf(fichtm,"\n<li><h4> <a href=\"%s\">Matrix of variance-covariance of pairs of step probabilities (drawings)</a></h4></li>\n",optionfilehtmcov);
 3002:   fprintf(fichtmcov,"\n<h4>Matrix of variance-covariance of pairs of step probabilities</h4>\n\
 3003:   file %s<br>\n",optionfilehtmcov);
 3004:   fprintf(fichtmcov,"\nEllipsoids of confidence centered on point (p<inf>ij</inf>, p<inf>kl</inf>) are estimated\
 3005: and drawn. It helps understanding how is the covariance between two incidences.\
 3006:  They are expressed in year<sup>-1</sup> in order to be less dependent of stepm.<br>\n");
 3007:   fprintf(fichtmcov,"\n<br> Contour plot corresponding to x'cov<sup>-1</sup>x = 4 (where x is the column vector (pij,pkl)) are drawn. \
 3008: It can be understood this way: if pij and pkl where uncorrelated the (2x2) matrix of covariance \
 3009: would have been (1/(var pij), 0 , 0, 1/(var pkl)), and the confidence interval would be 2 \
 3010: standard deviations wide on each axis. <br>\
 3011:  Now, if both incidences are correlated (usual case) we diagonalised the inverse of the covariance matrix\
 3012:  and made the appropriate rotation to look at the uncorrelated principal directions.<br>\
 3013: To be simple, these graphs help to understand the significativity of each parameter in relation to a second other one.<br> \n");
 3014: 
 3015:   cov[1]=1;
 3016:   tj=cptcoveff;
 3017:   if (cptcovn<1) {tj=1;ncodemax[1]=1;}
 3018:   j1=0;
 3019:   for(t=1; t<=tj;t++){
 3020:     for(i1=1; i1<=ncodemax[t];i1++){ 
 3021:       j1++;
 3022:       if  (cptcovn>0) {
 3023: 	fprintf(ficresprob, "\n#********** Variable "); 
 3024: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 3025: 	fprintf(ficresprob, "**********\n#\n");
 3026: 	fprintf(ficresprobcov, "\n#********** Variable "); 
 3027: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 3028: 	fprintf(ficresprobcov, "**********\n#\n");
 3029: 	
 3030: 	fprintf(ficgp, "\n#********** Variable "); 
 3031: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 3032: 	fprintf(ficgp, "**********\n#\n");
 3033: 	
 3034: 	
 3035: 	fprintf(fichtmcov, "\n<hr  size=\"2\" color=\"#EC5E5E\">********** Variable "); 
 3036: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 3037: 	fprintf(fichtmcov, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
 3038: 	
 3039: 	fprintf(ficresprobcor, "\n#********** Variable ");    
 3040: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 3041: 	fprintf(ficresprobcor, "**********\n#");    
 3042:       }
 3043:       
 3044:       for (age=bage; age<=fage; age ++){ 
 3045: 	cov[2]=age;
 3046: 	for (k=1; k<=cptcovn;k++) {
 3047: 	  cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
 3048: 	}
 3049: 	for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
 3050: 	for (k=1; k<=cptcovprod;k++)
 3051: 	  cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
 3052: 	
 3053: 	gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
 3054: 	trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
 3055: 	gp=vector(1,(nlstate)*(nlstate+ndeath));
 3056: 	gm=vector(1,(nlstate)*(nlstate+ndeath));
 3057:     
 3058: 	for(theta=1; theta <=npar; theta++){
 3059: 	  for(i=1; i<=npar; i++)
 3060: 	    xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
 3061: 	  
 3062: 	  pmij(pmmij,cov,ncovmodel,xp,nlstate);
 3063: 	  
 3064: 	  k=0;
 3065: 	  for(i=1; i<= (nlstate); i++){
 3066: 	    for(j=1; j<=(nlstate+ndeath);j++){
 3067: 	      k=k+1;
 3068: 	      gp[k]=pmmij[i][j];
 3069: 	    }
 3070: 	  }
 3071: 	  
 3072: 	  for(i=1; i<=npar; i++)
 3073: 	    xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
 3074:     
 3075: 	  pmij(pmmij,cov,ncovmodel,xp,nlstate);
 3076: 	  k=0;
 3077: 	  for(i=1; i<=(nlstate); i++){
 3078: 	    for(j=1; j<=(nlstate+ndeath);j++){
 3079: 	      k=k+1;
 3080: 	      gm[k]=pmmij[i][j];
 3081: 	    }
 3082: 	  }
 3083:      
 3084: 	  for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
 3085: 	    gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
 3086: 	}
 3087: 
 3088: 	for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
 3089: 	  for(theta=1; theta <=npar; theta++)
 3090: 	    trgradg[j][theta]=gradg[theta][j];
 3091: 	
 3092: 	matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
 3093: 	matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
 3094: 	free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
 3095: 	free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
 3096: 	free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
 3097: 	free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
 3098: 
 3099: 	pmij(pmmij,cov,ncovmodel,x,nlstate);
 3100: 	
 3101: 	k=0;
 3102: 	for(i=1; i<=(nlstate); i++){
 3103: 	  for(j=1; j<=(nlstate+ndeath);j++){
 3104: 	    k=k+1;
 3105: 	    mu[k][(int) age]=pmmij[i][j];
 3106: 	  }
 3107: 	}
 3108:      	for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
 3109: 	  for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
 3110: 	    varpij[i][j][(int)age] = doldm[i][j];
 3111: 
 3112: 	/*printf("\n%d ",(int)age);
 3113: 	  for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
 3114: 	  printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
 3115: 	  fprintf(ficlog,"%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
 3116: 	  }*/
 3117: 
 3118: 	fprintf(ficresprob,"\n%d ",(int)age);
 3119: 	fprintf(ficresprobcov,"\n%d ",(int)age);
 3120: 	fprintf(ficresprobcor,"\n%d ",(int)age);
 3121: 
 3122: 	for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
 3123: 	  fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
 3124: 	for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
 3125: 	  fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
 3126: 	  fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
 3127: 	}
 3128: 	i=0;
 3129: 	for (k=1; k<=(nlstate);k++){
 3130:  	  for (l=1; l<=(nlstate+ndeath);l++){ 
 3131:  	    i=i++;
 3132: 	    fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l);
 3133: 	    fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l);
 3134: 	    for (j=1; j<=i;j++){
 3135: 	      fprintf(ficresprobcov," %11.3e",varpij[i][j][(int)age]);
 3136: 	      fprintf(ficresprobcor," %11.3e",varpij[i][j][(int) age]/sqrt(varpij[i][i][(int) age])/sqrt(varpij[j][j][(int)age]));
 3137: 	    }
 3138: 	  }
 3139: 	}/* end of loop for state */
 3140:       } /* end of loop for age */
 3141: 
 3142:       /* Confidence intervalle of pij  */
 3143:       /*
 3144: 	fprintf(ficgp,"\nset noparametric;unset label");
 3145: 	fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
 3146: 	fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
 3147: 	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);
 3148: 	fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
 3149: 	fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
 3150: 	fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
 3151:       */
 3152: 
 3153:       /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
 3154:       first1=1;
 3155:       for (k2=1; k2<=(nlstate);k2++){
 3156: 	for (l2=1; l2<=(nlstate+ndeath);l2++){ 
 3157: 	  if(l2==k2) continue;
 3158: 	  j=(k2-1)*(nlstate+ndeath)+l2;
 3159: 	  for (k1=1; k1<=(nlstate);k1++){
 3160: 	    for (l1=1; l1<=(nlstate+ndeath);l1++){ 
 3161: 	      if(l1==k1) continue;
 3162: 	      i=(k1-1)*(nlstate+ndeath)+l1;
 3163: 	      if(i<=j) continue;
 3164: 	      for (age=bage; age<=fage; age ++){ 
 3165: 		if ((int)age %5==0){
 3166: 		  v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
 3167: 		  v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
 3168: 		  cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
 3169: 		  mu1=mu[i][(int) age]/stepm*YEARM ;
 3170: 		  mu2=mu[j][(int) age]/stepm*YEARM;
 3171: 		  c12=cv12/sqrt(v1*v2);
 3172: 		  /* Computing eigen value of matrix of covariance */
 3173: 		  lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
 3174: 		  lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
 3175: 		  /* Eigen vectors */
 3176: 		  v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
 3177: 		  /*v21=sqrt(1.-v11*v11); *//* error */
 3178: 		  v21=(lc1-v1)/cv12*v11;
 3179: 		  v12=-v21;
 3180: 		  v22=v11;
 3181: 		  tnalp=v21/v11;
 3182: 		  if(first1==1){
 3183: 		    first1=0;
 3184: 		    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);
 3185: 		  }
 3186: 		  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);
 3187: 		  /*printf(fignu*/
 3188: 		  /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
 3189: 		  /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
 3190: 		  if(first==1){
 3191: 		    first=0;
 3192:  		    fprintf(ficgp,"\nset parametric;unset label");
 3193: 		    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);
 3194: 		    fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
 3195: 		    fprintf(fichtmcov,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup>\
 3196:  :<a href=\"%s%d%1d%1d-%1d%1d.png\">\
 3197: %s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,\
 3198: 			    subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2,\
 3199: 			    subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
 3200: 		    fprintf(fichtmcov,"\n<br><img src=\"%s%d%1d%1d-%1d%1d.png\"> ",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
 3201: 		    fprintf(fichtmcov,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
 3202: 		    fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\"",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
 3203: 		    fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
 3204: 		    fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
 3205: 		    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",\
 3206: 			    mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
 3207: 			    mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
 3208: 		  }else{
 3209: 		    first=0;
 3210: 		    fprintf(fichtmcov," %d (%.3f),",(int) age, c12);
 3211: 		    fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
 3212: 		    fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
 3213: 		    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",\
 3214: 			    mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
 3215: 			    mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
 3216: 		  }/* if first */
 3217: 		} /* age mod 5 */
 3218: 	      } /* end loop age */
 3219: 	      fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\";replot;",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
 3220: 	      first=1;
 3221: 	    } /*l12 */
 3222: 	  } /* k12 */
 3223: 	} /*l1 */
 3224:       }/* k1 */
 3225:     } /* loop covariates */
 3226:   }
 3227:   free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
 3228:   free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
 3229:   free_vector(xp,1,npar);
 3230:   fclose(ficresprob);
 3231:   fclose(ficresprobcov);
 3232:   fclose(ficresprobcor);
 3233:   fflush(ficgp);
 3234:   fflush(fichtmcov);
 3235: }
 3236: 
 3237: 
 3238: /******************* Printing html file ***********/
 3239: void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
 3240: 		  int lastpass, int stepm, int weightopt, char model[],\
 3241: 		  int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
 3242: 		  int popforecast, int estepm ,\
 3243: 		  double jprev1, double mprev1,double anprev1, \
 3244: 		  double jprev2, double mprev2,double anprev2){
 3245:   int jj1, k1, i1, cpt;
 3246: 
 3247:    fprintf(fichtm,"<ul><li><a href='#firstorder'>Result files (first order: no variance)</a>\n \
 3248:    <li><a href='#secondorder'>Result files (second order (variance)</a>\n \
 3249: </ul>");
 3250:    fprintf(fichtm,"<ul><li><h4><a name='firstorder'>Result files (first order: no variance)</a></h4>\n \
 3251:  - Observed prevalence in each state (during the period defined between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf): <a href=\"%s\">%s</a> <br>\n ",
 3252: 	   jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,subdirf2(fileres,"p"),subdirf2(fileres,"p"));
 3253:    fprintf(fichtm,"\
 3254:  - Estimated transition probabilities over %d (stepm) months: <a href=\"%s\">%s</a><br>\n ",
 3255: 	   stepm,subdirf2(fileres,"pij"),subdirf2(fileres,"pij"));
 3256:    fprintf(fichtm,"\
 3257:  - Stable prevalence in each health state: <a href=\"%s\">%s</a> <br>\n",
 3258: 	   subdirf2(fileres,"pl"),subdirf2(fileres,"pl"));
 3259:    fprintf(fichtm,"\
 3260:  - Life expectancies by age and initial health status (estepm=%2d months): \
 3261:    <a href=\"%s\">%s</a> <br>\n</li>",
 3262: 	   estepm,subdirf2(fileres,"e"),subdirf2(fileres,"e"));
 3263: 
 3264: fprintf(fichtm," \n<ul><li><b>Graphs</b></li><p>");
 3265: 
 3266:  m=cptcoveff;
 3267:  if (cptcovn < 1) {m=1;ncodemax[1]=1;}
 3268: 
 3269:  jj1=0;
 3270:  for(k1=1; k1<=m;k1++){
 3271:    for(i1=1; i1<=ncodemax[k1];i1++){
 3272:      jj1++;
 3273:      if (cptcovn > 0) {
 3274:        fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
 3275:        for (cpt=1; cpt<=cptcoveff;cpt++) 
 3276: 	 fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
 3277:        fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
 3278:      }
 3279:      /* Pij */
 3280:      fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i, %d (stepm) months before: %s%d1.png<br> \
 3281: <img src=\"%s%d1.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1);     
 3282:      /* Quasi-incidences */
 3283:      fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i %d (stepm) months\
 3284:  before but expressed in per year i.e. quasi incidences if stepm is small and probabilities too: %s%d2.png<br> \
 3285: <img src=\"%s%d2.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1); 
 3286:        /* Stable prevalence in each health state */
 3287:        for(cpt=1; cpt<nlstate;cpt++){
 3288: 	 fprintf(fichtm,"<br>- Stable prevalence in each health state : p%s%d%d.png<br> \
 3289: <img src=\"%s%d%d.png\">",subdirf2(optionfilefiname,"p"),cpt,jj1,subdirf2(optionfilefiname,"p"),cpt,jj1);
 3290:        }
 3291:      for(cpt=1; cpt<=nlstate;cpt++) {
 3292:         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): %s%d%d.png <br> \
 3293: <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"exp"),cpt,jj1,subdirf2(optionfilefiname,"exp"),cpt,jj1);
 3294:      }
 3295:    } /* end i1 */
 3296:  }/* End k1 */
 3297:  fprintf(fichtm,"</ul>");
 3298: 
 3299: 
 3300:  fprintf(fichtm,"\
 3301: \n<br><li><h4> <a name='secondorder'>Result files (second order: variances)</a></h4>\n\
 3302:  - Parameter file with estimated parameters and covariance matrix: <a href=\"%s\">%s</a> <br>\n", rfileres,rfileres);
 3303: 
 3304:  fprintf(fichtm," - Variance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
 3305: 	 subdirf2(fileres,"prob"),subdirf2(fileres,"prob"));
 3306:  fprintf(fichtm,"\
 3307:  - Variance-covariance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
 3308: 	 subdirf2(fileres,"probcov"),subdirf2(fileres,"probcov"));
 3309: 
 3310:  fprintf(fichtm,"\
 3311:  - Correlation matrix of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
 3312: 	 subdirf2(fileres,"probcor"),subdirf2(fileres,"probcor"));
 3313:  fprintf(fichtm,"\
 3314:  - Variances and covariances of life expectancies by age and initial health status (estepm=%d months): <a href=\"%s\">%s</a><br>\n",
 3315: 	 estepm, subdirf2(fileres,"v"),subdirf2(fileres,"v"));
 3316:  fprintf(fichtm,"\
 3317:  - Health expectancies with their variances (no covariance): <a href=\"%s\">%s</a> <br>\n",
 3318: 	 subdirf2(fileres,"t"),subdirf2(fileres,"t"));
 3319:  fprintf(fichtm,"\
 3320:  - Standard deviation of stable prevalences: <a href=\"%s\">%s</a> <br>\n",\
 3321: 	 subdirf2(fileres,"vpl"),subdirf2(fileres,"vpl"));
 3322: 
 3323: /*  if(popforecast==1) fprintf(fichtm,"\n */
 3324: /*  - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>\n */
 3325: /*  - Population forecasting (if popforecast=1): <a href=\"pop%s\">pop%s</a> <br>\n */
 3326: /* 	<br>",fileres,fileres,fileres,fileres); */
 3327: /*  else  */
 3328: /*    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); */
 3329:  fflush(fichtm);
 3330:  fprintf(fichtm," <ul><li><b>Graphs</b></li><p>");
 3331: 
 3332:  m=cptcoveff;
 3333:  if (cptcovn < 1) {m=1;ncodemax[1]=1;}
 3334: 
 3335:  jj1=0;
 3336:  for(k1=1; k1<=m;k1++){
 3337:    for(i1=1; i1<=ncodemax[k1];i1++){
 3338:      jj1++;
 3339:      if (cptcovn > 0) {
 3340:        fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
 3341:        for (cpt=1; cpt<=cptcoveff;cpt++) 
 3342: 	 fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
 3343:        fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
 3344:      }
 3345:      for(cpt=1; cpt<=nlstate;cpt++) {
 3346:        fprintf(fichtm,"<br>- Observed (cross-sectional) and period (incidence based) \
 3347: prevalence (with 95%% confidence interval) in state (%d): %s%d%d.png <br>\
 3348: <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"v"),cpt,jj1,subdirf2(optionfilefiname,"v"),cpt,jj1);  
 3349:      }
 3350:      fprintf(fichtm,"\n<br>- Total life expectancy by age and \
 3351: health expectancies in states (1) and (2): %s%d.png<br>\
 3352: <img src=\"%s%d.png\">",subdirf2(optionfilefiname,"e"),jj1,subdirf2(optionfilefiname,"e"),jj1);
 3353:    } /* end i1 */
 3354:  }/* End k1 */
 3355:  fprintf(fichtm,"</ul>");
 3356:  fflush(fichtm);
 3357: }
 3358: 
 3359: /******************* Gnuplot file **************/
 3360: void printinggnuplot(char fileres[], char optionfilefiname[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
 3361: 
 3362:   char dirfileres[132],optfileres[132];
 3363:   int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;
 3364:   int ng;
 3365: /*   if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) { */
 3366: /*     printf("Problem with file %s",optionfilegnuplot); */
 3367: /*     fprintf(ficlog,"Problem with file %s",optionfilegnuplot); */
 3368: /*   } */
 3369: 
 3370:   /*#ifdef windows */
 3371:   fprintf(ficgp,"cd \"%s\" \n",pathc);
 3372:     /*#endif */
 3373:   m=pow(2,cptcoveff);
 3374: 
 3375:   strcpy(dirfileres,optionfilefiname);
 3376:   strcpy(optfileres,"vpl");
 3377:  /* 1eme*/
 3378:   for (cpt=1; cpt<= nlstate ; cpt ++) {
 3379:    for (k1=1; k1<= m ; k1 ++) {
 3380:      fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"v"),cpt,k1);
 3381:      fprintf(ficgp,"\n#set out \"v%s%d%d.png\" \n",optionfilefiname,cpt,k1);
 3382:      fprintf(ficgp,"set xlabel \"Age\" \n\
 3383: set ylabel \"Probability\" \n\
 3384: set ter png small\n\
 3385: set size 0.65,0.65\n\
 3386: plot [%.f:%.f] \"%s\" every :::%d::%d u 1:2 \"\%%lf",ageminpar,fage,subdirf2(fileres,"vpl"),k1-1,k1-1);
 3387: 
 3388:      for (i=1; i<= nlstate ; i ++) {
 3389:        if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
 3390:        else fprintf(ficgp," \%%*lf (\%%*lf)");
 3391:      }
 3392:      fprintf(ficgp,"\" t\"Stable prevalence\" w l 0,\"%s\" every :::%d::%d u 1:($2+1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1);
 3393:      for (i=1; i<= nlstate ; i ++) {
 3394:        if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
 3395:        else fprintf(ficgp," \%%*lf (\%%*lf)");
 3396:      } 
 3397:      fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"%s\" every :::%d::%d u 1:($2-1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1); 
 3398:      for (i=1; i<= nlstate ; i ++) {
 3399:        if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
 3400:        else fprintf(ficgp," \%%*lf (\%%*lf)");
 3401:      }  
 3402:      fprintf(ficgp,"\" t\"\" w l 1,\"%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",subdirf2(fileres,"p"),k1-1,k1-1,2+4*(cpt-1));
 3403:    }
 3404:   }
 3405:   /*2 eme*/
 3406:   
 3407:   for (k1=1; k1<= m ; k1 ++) { 
 3408:     fprintf(ficgp,"\nset out \"%s%d.png\" \n",subdirf2(optionfilefiname,"e"),k1);
 3409:     fprintf(ficgp,"set ylabel \"Years\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] ",ageminpar,fage);
 3410:     
 3411:     for (i=1; i<= nlstate+1 ; i ++) {
 3412:       k=2*i;
 3413:       fprintf(ficgp,"\"%s\" every :::%d::%d u 1:2 \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
 3414:       for (j=1; j<= nlstate+1 ; j ++) {
 3415: 	if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
 3416: 	else fprintf(ficgp," \%%*lf (\%%*lf)");
 3417:       }   
 3418:       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
 3419:       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);
 3420:       fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
 3421:       for (j=1; j<= nlstate+1 ; j ++) {
 3422: 	if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
 3423: 	else fprintf(ficgp," \%%*lf (\%%*lf)");
 3424:       }   
 3425:       fprintf(ficgp,"\" t\"\" w l 0,");
 3426:       fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
 3427:       for (j=1; j<= nlstate+1 ; j ++) {
 3428: 	if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
 3429: 	else fprintf(ficgp," \%%*lf (\%%*lf)");
 3430:       }   
 3431:       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
 3432:       else fprintf(ficgp,"\" t\"\" w l 0,");
 3433:     }
 3434:   }
 3435:   
 3436:   /*3eme*/
 3437:   
 3438:   for (k1=1; k1<= m ; k1 ++) { 
 3439:     for (cpt=1; cpt<= nlstate ; cpt ++) {
 3440:       k=2+nlstate*(2*cpt-2);
 3441:       fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"exp"),cpt,k1);
 3442:       fprintf(ficgp,"set ter png small\n\
 3443: set size 0.65,0.65\n\
 3444: plot [%.f:%.f] \"%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",ageminpar,fage,subdirf2(fileres,"e"),k1-1,k1-1,k,cpt);
 3445:       /*fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d-2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
 3446: 	for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
 3447: 	fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
 3448: 	fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d+2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
 3449: 	for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
 3450: 	fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
 3451: 	
 3452:       */
 3453:       for (i=1; i< nlstate ; i ++) {
 3454: 	fprintf(ficgp," ,\"%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",subdirf2(fileres,"e"),k1-1,k1-1,k+2*i,cpt,i+1);
 3455: 	
 3456:       } 
 3457:     }
 3458:   }
 3459:   
 3460:   /* CV preval stable (period) */
 3461:   for (k1=1; k1<= m ; k1 ++) { 
 3462:     for (cpt=1; cpt<=nlstate ; cpt ++) {
 3463:       k=3;
 3464:       fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"p"),cpt,k1);
 3465:       fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \n\
 3466: set ter png small\nset size 0.65,0.65\n\
 3467: unset log y\n\
 3468: plot [%.f:%.f] \"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",ageminpar,agemaxpar,subdirf2(fileres,"pij"),k1,k+cpt+1,k+1);
 3469:       
 3470:       for (i=1; i< nlstate ; i ++)
 3471: 	fprintf(ficgp,"+$%d",k+i+1);
 3472:       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
 3473:       
 3474:       l=3+(nlstate+ndeath)*cpt;
 3475:       fprintf(ficgp,",\"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",subdirf2(fileres,"pij"),k1,l+cpt+1,l+1);
 3476:       for (i=1; i< nlstate ; i ++) {
 3477: 	l=3+(nlstate+ndeath)*cpt;
 3478: 	fprintf(ficgp,"+$%d",l+i+1);
 3479:       }
 3480:       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);   
 3481:     } 
 3482:   }  
 3483:   
 3484:   /* proba elementaires */
 3485:   for(i=1,jk=1; i <=nlstate; i++){
 3486:     for(k=1; k <=(nlstate+ndeath); k++){
 3487:       if (k != i) {
 3488: 	for(j=1; j <=ncovmodel; j++){
 3489: 	  fprintf(ficgp,"p%d=%f ",jk,p[jk]);
 3490: 	  jk++; 
 3491: 	  fprintf(ficgp,"\n");
 3492: 	}
 3493:       }
 3494:     }
 3495:    }
 3496: 
 3497:    for(ng=1; ng<=2;ng++){ /* Number of graphics: first is probabilities second is incidence per year*/
 3498:      for(jk=1; jk <=m; jk++) {
 3499:        fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"pe"),jk,ng); 
 3500:        if (ng==2)
 3501: 	 fprintf(ficgp,"\nset ylabel \"Quasi-incidence per year\"\n");
 3502:        else
 3503: 	 fprintf(ficgp,"\nset title \"Probability\"\n");
 3504:        fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65\nset log y\nplot  [%.f:%.f] ",ageminpar,agemaxpar);
 3505:        i=1;
 3506:        for(k2=1; k2<=nlstate; k2++) {
 3507: 	 k3=i;
 3508: 	 for(k=1; k<=(nlstate+ndeath); k++) {
 3509: 	   if (k != k2){
 3510: 	     if(ng==2)
 3511: 	       fprintf(ficgp," %f*exp(p%d+p%d*x",YEARM/stepm,i,i+1);
 3512: 	     else
 3513: 	       fprintf(ficgp," exp(p%d+p%d*x",i,i+1);
 3514: 	     ij=1;
 3515: 	     for(j=3; j <=ncovmodel; j++) {
 3516: 	       if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
 3517: 		 fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
 3518: 		 ij++;
 3519: 	       }
 3520: 	       else
 3521: 		 fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
 3522: 	     }
 3523: 	     fprintf(ficgp,")/(1");
 3524: 	     
 3525: 	     for(k1=1; k1 <=nlstate; k1++){   
 3526: 	       fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);
 3527: 	       ij=1;
 3528: 	       for(j=3; j <=ncovmodel; j++){
 3529: 		 if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
 3530: 		   fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
 3531: 		   ij++;
 3532: 		 }
 3533: 		 else
 3534: 		   fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
 3535: 	       }
 3536: 	       fprintf(ficgp,")");
 3537: 	     }
 3538: 	     fprintf(ficgp,") t \"p%d%d\" ", k2,k);
 3539: 	     if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");
 3540: 	     i=i+ncovmodel;
 3541: 	   }
 3542: 	 } /* end k */
 3543:        } /* end k2 */
 3544:      } /* end jk */
 3545:    } /* end ng */
 3546:    fflush(ficgp); 
 3547: }  /* end gnuplot */
 3548: 
 3549: 
 3550: /*************** Moving average **************/
 3551: int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav){
 3552: 
 3553:   int i, cpt, cptcod;
 3554:   int modcovmax =1;
 3555:   int mobilavrange, mob;
 3556:   double age;
 3557: 
 3558:   modcovmax=2*cptcoveff;/* Max number of modalities. We suppose 
 3559: 			   a covariate has 2 modalities */
 3560:   if (cptcovn<1) modcovmax=1; /* At least 1 pass */
 3561: 
 3562:   if(mobilav==1||mobilav ==3 ||mobilav==5 ||mobilav== 7){
 3563:     if(mobilav==1) mobilavrange=5; /* default */
 3564:     else mobilavrange=mobilav;
 3565:     for (age=bage; age<=fage; age++)
 3566:       for (i=1; i<=nlstate;i++)
 3567: 	for (cptcod=1;cptcod<=modcovmax;cptcod++)
 3568: 	  mobaverage[(int)age][i][cptcod]=probs[(int)age][i][cptcod];
 3569:     /* We keep the original values on the extreme ages bage, fage and for 
 3570:        fage+1 and bage-1 we use a 3 terms moving average; for fage+2 bage+2
 3571:        we use a 5 terms etc. until the borders are no more concerned. 
 3572:     */ 
 3573:     for (mob=3;mob <=mobilavrange;mob=mob+2){
 3574:       for (age=bage+(mob-1)/2; age<=fage-(mob-1)/2; age++){
 3575: 	for (i=1; i<=nlstate;i++){
 3576: 	  for (cptcod=1;cptcod<=modcovmax;cptcod++){
 3577: 	    mobaverage[(int)age][i][cptcod] =probs[(int)age][i][cptcod];
 3578: 	      for (cpt=1;cpt<=(mob-1)/2;cpt++){
 3579: 		mobaverage[(int)age][i][cptcod] +=probs[(int)age-cpt][i][cptcod];
 3580: 		mobaverage[(int)age][i][cptcod] +=probs[(int)age+cpt][i][cptcod];
 3581: 	      }
 3582: 	    mobaverage[(int)age][i][cptcod]=mobaverage[(int)age][i][cptcod]/mob;
 3583: 	  }
 3584: 	}
 3585:       }/* end age */
 3586:     }/* end mob */
 3587:   }else return -1;
 3588:   return 0;
 3589: }/* End movingaverage */
 3590: 
 3591: 
 3592: /************** Forecasting ******************/
 3593: 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){
 3594:   /* proj1, year, month, day of starting projection 
 3595:      agemin, agemax range of age
 3596:      dateprev1 dateprev2 range of dates during which prevalence is computed
 3597:      anproj2 year of en of projection (same day and month as proj1).
 3598:   */
 3599:   int yearp, stepsize, hstepm, nhstepm, j, k, c, cptcod, i, h, i1;
 3600:   int *popage;
 3601:   double agec; /* generic age */
 3602:   double agelim, ppij, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;
 3603:   double *popeffectif,*popcount;
 3604:   double ***p3mat;
 3605:   double ***mobaverage;
 3606:   char fileresf[FILENAMELENGTH];
 3607: 
 3608:   agelim=AGESUP;
 3609:   prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
 3610:  
 3611:   strcpy(fileresf,"f"); 
 3612:   strcat(fileresf,fileres);
 3613:   if((ficresf=fopen(fileresf,"w"))==NULL) {
 3614:     printf("Problem with forecast resultfile: %s\n", fileresf);
 3615:     fprintf(ficlog,"Problem with forecast resultfile: %s\n", fileresf);
 3616:   }
 3617:   printf("Computing forecasting: result on file '%s' \n", fileresf);
 3618:   fprintf(ficlog,"Computing forecasting: result on file '%s' \n", fileresf);
 3619: 
 3620:   if (cptcoveff==0) ncodemax[cptcoveff]=1;
 3621: 
 3622:   if (mobilav!=0) {
 3623:     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3624:     if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
 3625:       fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
 3626:       printf(" Error in movingaverage mobilav=%d\n",mobilav);
 3627:     }
 3628:   }
 3629: 
 3630:   stepsize=(int) (stepm+YEARM-1)/YEARM;
 3631:   if (stepm<=12) stepsize=1;
 3632:   if(estepm < stepm){
 3633:     printf ("Problem %d lower than %d\n",estepm, stepm);
 3634:   }
 3635:   else  hstepm=estepm;   
 3636: 
 3637:   hstepm=hstepm/stepm; 
 3638:   yp1=modf(dateintmean,&yp);/* extracts integral of datemean in yp  and
 3639:                                fractional in yp1 */
 3640:   anprojmean=yp;
 3641:   yp2=modf((yp1*12),&yp);
 3642:   mprojmean=yp;
 3643:   yp1=modf((yp2*30.5),&yp);
 3644:   jprojmean=yp;
 3645:   if(jprojmean==0) jprojmean=1;
 3646:   if(mprojmean==0) jprojmean=1;
 3647: 
 3648:   i1=cptcoveff;
 3649:   if (cptcovn < 1){i1=1;}
 3650:   
 3651:   fprintf(ficresf,"# Mean day of interviews %.lf/%.lf/%.lf (%.2f) between %.2f and %.2f \n",jprojmean,mprojmean,anprojmean,dateintmean,dateprev1,dateprev2); 
 3652:   
 3653:   fprintf(ficresf,"#****** Routine prevforecast **\n");
 3654: 
 3655: /* 	      if (h==(int)(YEARM*yearp)){ */
 3656:   for(cptcov=1, k=0;cptcov<=i1;cptcov++){
 3657:     for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
 3658:       k=k+1;
 3659:       fprintf(ficresf,"\n#******");
 3660:       for(j=1;j<=cptcoveff;j++) {
 3661: 	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]]);
 3662:       }
 3663:       fprintf(ficresf,"******\n");
 3664:       fprintf(ficresf,"# Covariate valuofcovar yearproj age");
 3665:       for(j=1; j<=nlstate+ndeath;j++){ 
 3666: 	for(i=1; i<=nlstate;i++) 	      
 3667:           fprintf(ficresf," p%d%d",i,j);
 3668: 	fprintf(ficresf," p.%d",j);
 3669:       }
 3670:       for (yearp=0; yearp<=(anproj2-anproj1);yearp +=stepsize) { 
 3671: 	fprintf(ficresf,"\n");
 3672: 	fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+yearp);   
 3673: 
 3674:      	for (agec=fage; agec>=(ageminpar-1); agec--){ 
 3675: 	  nhstepm=(int) rint((agelim-agec)*YEARM/stepm); 
 3676: 	  nhstepm = nhstepm/hstepm; 
 3677: 	  p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 3678: 	  oldm=oldms;savm=savms;
 3679: 	  hpxij(p3mat,nhstepm,agec,hstepm,p,nlstate,stepm,oldm,savm, k);  
 3680: 	
 3681: 	  for (h=0; h<=nhstepm; h++){
 3682: 	    if (h*hstepm/YEARM*stepm ==yearp) {
 3683:               fprintf(ficresf,"\n");
 3684:               for(j=1;j<=cptcoveff;j++) 
 3685:                 fprintf(ficresf,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 3686: 	      fprintf(ficresf,"%.f %.f ",anproj1+yearp,agec+h*hstepm/YEARM*stepm);
 3687: 	    } 
 3688: 	    for(j=1; j<=nlstate+ndeath;j++) {
 3689: 	      ppij=0.;
 3690: 	      for(i=1; i<=nlstate;i++) {
 3691: 		if (mobilav==1) 
 3692: 		  ppij=ppij+p3mat[i][j][h]*mobaverage[(int)agec][i][cptcod];
 3693: 		else {
 3694: 		  ppij=ppij+p3mat[i][j][h]*probs[(int)(agec)][i][cptcod];
 3695: 		}
 3696: 		if (h*hstepm/YEARM*stepm== yearp) {
 3697: 		  fprintf(ficresf," %.3f", p3mat[i][j][h]);
 3698: 		}
 3699: 	      } /* end i */
 3700: 	      if (h*hstepm/YEARM*stepm==yearp) {
 3701: 		fprintf(ficresf," %.3f", ppij);
 3702: 	      }
 3703: 	    }/* end j */
 3704: 	  } /* end h */
 3705: 	  free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 3706: 	} /* end agec */
 3707:       } /* end yearp */
 3708:     } /* end cptcod */
 3709:   } /* end  cptcov */
 3710:        
 3711:   if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3712: 
 3713:   fclose(ficresf);
 3714: }
 3715: 
 3716: /************** Forecasting *****not tested NB*************/
 3717: 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){
 3718:   
 3719:   int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;
 3720:   int *popage;
 3721:   double calagedatem, agelim, kk1, kk2;
 3722:   double *popeffectif,*popcount;
 3723:   double ***p3mat,***tabpop,***tabpopprev;
 3724:   double ***mobaverage;
 3725:   char filerespop[FILENAMELENGTH];
 3726: 
 3727:   tabpop= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3728:   tabpopprev= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3729:   agelim=AGESUP;
 3730:   calagedatem=(anpyram+mpyram/12.+jpyram/365.-dateintmean)*YEARM;
 3731:   
 3732:   prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
 3733:   
 3734:   
 3735:   strcpy(filerespop,"pop"); 
 3736:   strcat(filerespop,fileres);
 3737:   if((ficrespop=fopen(filerespop,"w"))==NULL) {
 3738:     printf("Problem with forecast resultfile: %s\n", filerespop);
 3739:     fprintf(ficlog,"Problem with forecast resultfile: %s\n", filerespop);
 3740:   }
 3741:   printf("Computing forecasting: result on file '%s' \n", filerespop);
 3742:   fprintf(ficlog,"Computing forecasting: result on file '%s' \n", filerespop);
 3743: 
 3744:   if (cptcoveff==0) ncodemax[cptcoveff]=1;
 3745: 
 3746:   if (mobilav!=0) {
 3747:     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3748:     if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
 3749:       fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
 3750:       printf(" Error in movingaverage mobilav=%d\n",mobilav);
 3751:     }
 3752:   }
 3753: 
 3754:   stepsize=(int) (stepm+YEARM-1)/YEARM;
 3755:   if (stepm<=12) stepsize=1;
 3756:   
 3757:   agelim=AGESUP;
 3758:   
 3759:   hstepm=1;
 3760:   hstepm=hstepm/stepm; 
 3761:   
 3762:   if (popforecast==1) {
 3763:     if((ficpop=fopen(popfile,"r"))==NULL) {
 3764:       printf("Problem with population file : %s\n",popfile);exit(0);
 3765:       fprintf(ficlog,"Problem with population file : %s\n",popfile);exit(0);
 3766:     } 
 3767:     popage=ivector(0,AGESUP);
 3768:     popeffectif=vector(0,AGESUP);
 3769:     popcount=vector(0,AGESUP);
 3770:     
 3771:     i=1;   
 3772:     while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF) i=i+1;
 3773:    
 3774:     imx=i;
 3775:     for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];
 3776:   }
 3777: 
 3778:   for(cptcov=1,k=0;cptcov<=i2;cptcov++){
 3779:    for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
 3780:       k=k+1;
 3781:       fprintf(ficrespop,"\n#******");
 3782:       for(j=1;j<=cptcoveff;j++) {
 3783: 	fprintf(ficrespop," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 3784:       }
 3785:       fprintf(ficrespop,"******\n");
 3786:       fprintf(ficrespop,"# Age");
 3787:       for(j=1; j<=nlstate+ndeath;j++) fprintf(ficrespop," P.%d",j);
 3788:       if (popforecast==1)  fprintf(ficrespop," [Population]");
 3789:       
 3790:       for (cpt=0; cpt<=0;cpt++) { 
 3791: 	fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
 3792: 	
 3793:      	for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
 3794: 	  nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
 3795: 	  nhstepm = nhstepm/hstepm; 
 3796: 	  
 3797: 	  p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 3798: 	  oldm=oldms;savm=savms;
 3799: 	  hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
 3800: 	
 3801: 	  for (h=0; h<=nhstepm; h++){
 3802: 	    if (h==(int) (calagedatem+YEARM*cpt)) {
 3803: 	      fprintf(ficrespop,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
 3804: 	    } 
 3805: 	    for(j=1; j<=nlstate+ndeath;j++) {
 3806: 	      kk1=0.;kk2=0;
 3807: 	      for(i=1; i<=nlstate;i++) {	      
 3808: 		if (mobilav==1) 
 3809: 		  kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];
 3810: 		else {
 3811: 		  kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];
 3812: 		}
 3813: 	      }
 3814: 	      if (h==(int)(calagedatem+12*cpt)){
 3815: 		tabpop[(int)(agedeb)][j][cptcod]=kk1;
 3816: 		  /*fprintf(ficrespop," %.3f", kk1);
 3817: 		    if (popforecast==1) fprintf(ficrespop," [%.f]", kk1*popeffectif[(int)agedeb+1]);*/
 3818: 	      }
 3819: 	    }
 3820: 	    for(i=1; i<=nlstate;i++){
 3821: 	      kk1=0.;
 3822: 		for(j=1; j<=nlstate;j++){
 3823: 		  kk1= kk1+tabpop[(int)(agedeb)][j][cptcod]; 
 3824: 		}
 3825: 		  tabpopprev[(int)(agedeb)][i][cptcod]=tabpop[(int)(agedeb)][i][cptcod]/kk1*popeffectif[(int)(agedeb+(calagedatem+12*cpt)*hstepm/YEARM*stepm-1)];
 3826: 	    }
 3827: 
 3828: 	    if (h==(int)(calagedatem+12*cpt)) for(j=1; j<=nlstate;j++) 
 3829: 	      fprintf(ficrespop," %15.2f",tabpopprev[(int)(agedeb+1)][j][cptcod]);
 3830: 	  }
 3831: 	  free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 3832: 	}
 3833:       }
 3834:  
 3835:   /******/
 3836: 
 3837:       for (cpt=1; cpt<=(anpyram1-anpyram);cpt++) { 
 3838: 	fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
 3839: 	for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
 3840: 	  nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
 3841: 	  nhstepm = nhstepm/hstepm; 
 3842: 	  
 3843: 	  p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 3844: 	  oldm=oldms;savm=savms;
 3845: 	  hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
 3846: 	  for (h=0; h<=nhstepm; h++){
 3847: 	    if (h==(int) (calagedatem+YEARM*cpt)) {
 3848: 	      fprintf(ficresf,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
 3849: 	    } 
 3850: 	    for(j=1; j<=nlstate+ndeath;j++) {
 3851: 	      kk1=0.;kk2=0;
 3852: 	      for(i=1; i<=nlstate;i++) {	      
 3853: 		kk1=kk1+p3mat[i][j][h]*tabpopprev[(int)agedeb+1][i][cptcod];	
 3854: 	      }
 3855: 	      if (h==(int)(calagedatem+12*cpt)) fprintf(ficresf," %15.2f", kk1);	
 3856: 	    }
 3857: 	  }
 3858: 	  free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 3859: 	}
 3860:       }
 3861:    } 
 3862:   }
 3863:  
 3864:   if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3865: 
 3866:   if (popforecast==1) {
 3867:     free_ivector(popage,0,AGESUP);
 3868:     free_vector(popeffectif,0,AGESUP);
 3869:     free_vector(popcount,0,AGESUP);
 3870:   }
 3871:   free_ma3x(tabpop,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3872:   free_ma3x(tabpopprev,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3873:   fclose(ficrespop);
 3874: } /* End of popforecast */
 3875: 
 3876: int fileappend(FILE *fichier, char *optionfich)
 3877: {
 3878:   if((fichier=fopen(optionfich,"a"))==NULL) {
 3879:     printf("Problem with file: %s\n", optionfich);
 3880:     fprintf(ficlog,"Problem with file: %s\n", optionfich);
 3881:     return (0);
 3882:   }
 3883:   fflush(fichier);
 3884:   return (1);
 3885: }
 3886: 
 3887: 
 3888: /**************** function prwizard **********************/
 3889: void prwizard(int ncovmodel, int nlstate, int ndeath,  char model[], FILE *ficparo)
 3890: {
 3891: 
 3892:   /* Wizard to print covariance matrix template */
 3893: 
 3894:   char ca[32], cb[32], cc[32];
 3895:   int i,j, k, l, li, lj, lk, ll, jj, npar, itimes;
 3896:   int numlinepar;
 3897: 
 3898:   printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
 3899:   fprintf(ficparo,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
 3900:   for(i=1; i <=nlstate; i++){
 3901:     jj=0;
 3902:     for(j=1; j <=nlstate+ndeath; j++){
 3903:       if(j==i) continue;
 3904:       jj++;
 3905:       /*ca[0]= k+'a'-1;ca[1]='\0';*/
 3906:       printf("%1d%1d",i,j);
 3907:       fprintf(ficparo,"%1d%1d",i,j);
 3908:       for(k=1; k<=ncovmodel;k++){
 3909: 	/* 	  printf(" %lf",param[i][j][k]); */
 3910: 	/* 	  fprintf(ficparo," %lf",param[i][j][k]); */
 3911: 	printf(" 0.");
 3912: 	fprintf(ficparo," 0.");
 3913:       }
 3914:       printf("\n");
 3915:       fprintf(ficparo,"\n");
 3916:     }
 3917:   }
 3918:   printf("# Scales (for hessian or gradient estimation)\n");
 3919:   fprintf(ficparo,"# Scales (for hessian or gradient estimation)\n");
 3920:   npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/ 
 3921:   for(i=1; i <=nlstate; i++){
 3922:     jj=0;
 3923:     for(j=1; j <=nlstate+ndeath; j++){
 3924:       if(j==i) continue;
 3925:       jj++;
 3926:       fprintf(ficparo,"%1d%1d",i,j);
 3927:       printf("%1d%1d",i,j);
 3928:       fflush(stdout);
 3929:       for(k=1; k<=ncovmodel;k++){
 3930: 	/* 	printf(" %le",delti3[i][j][k]); */
 3931: 	/* 	fprintf(ficparo," %le",delti3[i][j][k]); */
 3932: 	printf(" 0.");
 3933: 	fprintf(ficparo," 0.");
 3934:       }
 3935:       numlinepar++;
 3936:       printf("\n");
 3937:       fprintf(ficparo,"\n");
 3938:     }
 3939:   }
 3940:   printf("# Covariance matrix\n");
 3941: /* # 121 Var(a12)\n\ */
 3942: /* # 122 Cov(b12,a12) Var(b12)\n\ */
 3943: /* # 131 Cov(a13,a12) Cov(a13,b12, Var(a13)\n\ */
 3944: /* # 132 Cov(b13,a12) Cov(b13,b12, Cov(b13,a13) Var(b13)\n\ */
 3945: /* # 212 Cov(a21,a12) Cov(a21,b12, Cov(a21,a13) Cov(a21,b13) Var(a21)\n\ */
 3946: /* # 212 Cov(b21,a12) Cov(b21,b12, Cov(b21,a13) Cov(b21,b13) Cov(b21,a21) Var(b21)\n\ */
 3947: /* # 232 Cov(a23,a12) Cov(a23,b12, Cov(a23,a13) Cov(a23,b13) Cov(a23,a21) Cov(a23,b21) Var(a23)\n\ */
 3948: /* # 232 Cov(b23,a12) Cov(b23,b12) ... Var (b23)\n" */
 3949:   fflush(stdout);
 3950:   fprintf(ficparo,"# Covariance matrix\n");
 3951:   /* # 121 Var(a12)\n\ */
 3952:   /* # 122 Cov(b12,a12) Var(b12)\n\ */
 3953:   /* #   ...\n\ */
 3954:   /* # 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n" */
 3955:   
 3956:   for(itimes=1;itimes<=2;itimes++){
 3957:     jj=0;
 3958:     for(i=1; i <=nlstate; i++){
 3959:       for(j=1; j <=nlstate+ndeath; j++){
 3960: 	if(j==i) continue;
 3961: 	for(k=1; k<=ncovmodel;k++){
 3962: 	  jj++;
 3963: 	  ca[0]= k+'a'-1;ca[1]='\0';
 3964: 	  if(itimes==1){
 3965: 	    printf("#%1d%1d%d",i,j,k);
 3966: 	    fprintf(ficparo,"#%1d%1d%d",i,j,k);
 3967: 	  }else{
 3968: 	    printf("%1d%1d%d",i,j,k);
 3969: 	    fprintf(ficparo,"%1d%1d%d",i,j,k);
 3970: 	    /* 	printf(" %.5le",matcov[i][j]); */
 3971: 	  }
 3972: 	  ll=0;
 3973: 	  for(li=1;li <=nlstate; li++){
 3974: 	    for(lj=1;lj <=nlstate+ndeath; lj++){
 3975: 	      if(lj==li) continue;
 3976: 	      for(lk=1;lk<=ncovmodel;lk++){
 3977: 		ll++;
 3978: 		if(ll<=jj){
 3979: 		  cb[0]= lk +'a'-1;cb[1]='\0';
 3980: 		  if(ll<jj){
 3981: 		    if(itimes==1){
 3982: 		      printf(" Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
 3983: 		      fprintf(ficparo," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
 3984: 		    }else{
 3985: 		      printf(" 0.");
 3986: 		      fprintf(ficparo," 0.");
 3987: 		    }
 3988: 		  }else{
 3989: 		    if(itimes==1){
 3990: 		      printf(" Var(%s%1d%1d)",ca,i,j);
 3991: 		      fprintf(ficparo," Var(%s%1d%1d)",ca,i,j);
 3992: 		    }else{
 3993: 		      printf(" 0.");
 3994: 		      fprintf(ficparo," 0.");
 3995: 		    }
 3996: 		  }
 3997: 		}
 3998: 	      } /* end lk */
 3999: 	    } /* end lj */
 4000: 	  } /* end li */
 4001: 	  printf("\n");
 4002: 	  fprintf(ficparo,"\n");
 4003: 	  numlinepar++;
 4004: 	} /* end k*/
 4005:       } /*end j */
 4006:     } /* end i */
 4007:   } /* end itimes */
 4008: 
 4009: } /* end of prwizard */
 4010: /******************* Gompertz Likelihood ******************************/
 4011: double gompertz(double x[])
 4012: { 
 4013:   double A,B,L=0.0,sump=0.,num=0.;
 4014:   int i,n=0; /* n is the size of the sample */
 4015: 
 4016:   for (i=0;i<=imx-1 ; i++) {
 4017:     sump=sump+weight[i];
 4018:     /*    sump=sump+1;*/
 4019:     num=num+1;
 4020:   }
 4021:  
 4022:  
 4023:   /* for (i=0; i<=imx; i++) 
 4024:      if (wav[i]>0) printf("i=%d ageex=%lf agecens=%lf agedc=%lf cens=%d %d\n" ,i,ageexmed[i],agecens[i],agedc[i],cens[i],wav[i]);*/
 4025: 
 4026:   for (i=1;i<=imx ; i++)
 4027:     {
 4028:       if (cens[i] == 1 && wav[i]>1)
 4029: 	A=-x[1]/(x[2])*(exp(x[2]*(agecens[i]-agegomp))-exp(x[2]*(ageexmed[i]-agegomp)));
 4030:       
 4031:       if (cens[i] == 0 && wav[i]>1)
 4032: 	A=-x[1]/(x[2])*(exp(x[2]*(agedc[i]-agegomp))-exp(x[2]*(ageexmed[i]-agegomp)))
 4033: 	     +log(x[1]/YEARM)+x[2]*(agedc[i]-agegomp)+log(YEARM);  
 4034:       
 4035:       /*if (wav[i] > 1 && agecens[i] > 15) {*/ /* ??? */
 4036:       if (wav[i] > 1 ) { /* ??? */
 4037: 	L=L+A*weight[i];
 4038: 	/* 	printf("\ni=%d A=%f L=%lf x[1]=%lf x[2]=%lf ageex=%lf agecens=%lf cens=%d agedc=%lf weight=%lf\n",i,A,L,x[1],x[2],ageexmed[i]*12,agecens[i]*12,cens[i],agedc[i]*12,weight[i]);*/
 4039:       }
 4040:     }
 4041: 
 4042:  /*printf("x1=%2.9f x2=%2.9f x3=%2.9f L=%f\n",x[1],x[2],x[3],L);*/
 4043:  
 4044:   return -2*L*num/sump;
 4045: }
 4046: 
 4047: /******************* Printing html file ***********/
 4048: void printinghtmlmort(char fileres[], char title[], char datafile[], int firstpass, \
 4049: 		  int lastpass, int stepm, int weightopt, char model[],\
 4050: 		  int imx,  double p[],double **matcov,double agemortsup){
 4051:   int i,k;
 4052: 
 4053:   fprintf(fichtm,"<ul><li><h4>Result files </h4>\n Force of mortality. Parameters of the Gompertz fit (with confidence interval in brackets):<br>");
 4054:   fprintf(fichtm,"  mu(age) =%lf*exp(%lf*(age-%d)) per year<br><br>",p[1],p[2],agegomp);
 4055:   for (i=1;i<=2;i++) 
 4056:     fprintf(fichtm," p[%d] = %lf [%f ; %f]<br>\n",i,p[i],p[i]-2*sqrt(matcov[i][i]),p[i]+2*sqrt(matcov[i][i]));
 4057:   fprintf(fichtm,"<br><br><img src=\"graphmort.png\">");
 4058:   fprintf(fichtm,"</ul>");
 4059: 
 4060: fprintf(fichtm,"<ul><li><h4>Life table</h4>\n <br>");
 4061: 
 4062:  fprintf(fichtm,"\nAge   l<inf>x</inf>     q<inf>x</inf> d(x,x+1)    L<inf>x</inf>     T<inf>x</inf>     e<infx</inf><br>");
 4063: 
 4064:  for (k=agegomp;k<(agemortsup-2);k++) 
 4065:    fprintf(fichtm,"%d %.0lf %lf %.0lf %.0lf %.0lf %lf<br>\n",k,lsurv[k],p[1]*exp(p[2]*(k-agegomp)),(p[1]*exp(p[2]*(k-agegomp)))*lsurv[k],lpop[k],tpop[k],tpop[k]/lsurv[k]);
 4066: 
 4067:  
 4068:   fflush(fichtm);
 4069: }
 4070: 
 4071: /******************* Gnuplot file **************/
 4072: void printinggnuplotmort(char fileres[], char optionfilefiname[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
 4073: 
 4074:   char dirfileres[132],optfileres[132];
 4075:   int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;
 4076:   int ng;
 4077: 
 4078: 
 4079:   /*#ifdef windows */
 4080:   fprintf(ficgp,"cd \"%s\" \n",pathc);
 4081:     /*#endif */
 4082: 
 4083: 
 4084:   strcpy(dirfileres,optionfilefiname);
 4085:   strcpy(optfileres,"vpl");
 4086:   fprintf(ficgp,"set out \"graphmort.png\"\n "); 
 4087:   fprintf(ficgp,"set xlabel \"Age\"\n set ylabel \"Force of mortality (per year)\" \n "); 
 4088:   fprintf(ficgp, "set ter png small\n set log y\n"); 
 4089:   fprintf(ficgp, "set size 0.65,0.65\n");
 4090:   fprintf(ficgp,"plot [%d:100] %lf*exp(%lf*(x-%d))",agegomp,p[1],p[2],agegomp);
 4091: 
 4092: } 
 4093: 
 4094: 
 4095: 
 4096: 
 4097: /***********************************************/
 4098: /**************** Main Program *****************/
 4099: /***********************************************/
 4100: 
 4101: int main(int argc, char *argv[])
 4102: {
 4103:   int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav);
 4104:   int i,j, k, n=MAXN,iter,m,size=100,cptcode, cptcod;
 4105:   int linei, month, year,iout;
 4106:   int jj, ll, li, lj, lk, imk;
 4107:   int numlinepar=0; /* Current linenumber of parameter file */
 4108:   int itimes;
 4109:   int NDIM=2;
 4110: 
 4111:   char ca[32], cb[32], cc[32];
 4112:   /*  FILE *fichtm; *//* Html File */
 4113:   /* FILE *ficgp;*/ /*Gnuplot File */
 4114:   struct stat info;
 4115:   double agedeb, agefin,hf;
 4116:   double ageminpar=1.e20,agemin=1.e20, agemaxpar=-1.e20, agemax=-1.e20;
 4117: 
 4118:   double fret;
 4119:   double **xi,tmp,delta;
 4120: 
 4121:   double dum; /* Dummy variable */
 4122:   double ***p3mat;
 4123:   double ***mobaverage;
 4124:   int *indx;
 4125:   char line[MAXLINE], linepar[MAXLINE];
 4126:   char path[MAXLINE],pathc[MAXLINE],pathcd[MAXLINE],pathtot[MAXLINE],model[MAXLINE];
 4127:   char pathr[MAXLINE], pathimach[MAXLINE]; 
 4128:   int firstobs=1, lastobs=10;
 4129:   int sdeb, sfin; /* Status at beginning and end */
 4130:   int c,  h , cpt,l;
 4131:   int ju,jl, mi;
 4132:   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;
 4133:   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,*tab; 
 4134:   int mobilavproj=0 , prevfcast=0 ; /* moving average of prev, If prevfcast=1 prevalence projection */
 4135:   int mobilav=0,popforecast=0;
 4136:   int hstepm, nhstepm;
 4137:   int agemortsup;
 4138:   float  sumlpop=0.;
 4139:   double jprev1=1, mprev1=1,anprev1=2000,jprev2=1, mprev2=1,anprev2=2000;
 4140:   double jpyram=1, mpyram=1,anpyram=2000,jpyram1=1, mpyram1=1,anpyram1=2000;
 4141: 
 4142:   double bage, fage, age, agelim, agebase;
 4143:   double ftolpl=FTOL;
 4144:   double **prlim;
 4145:   double *severity;
 4146:   double ***param; /* Matrix of parameters */
 4147:   double  *p;
 4148:   double **matcov; /* Matrix of covariance */
 4149:   double ***delti3; /* Scale */
 4150:   double *delti; /* Scale */
 4151:   double ***eij, ***vareij;
 4152:   double **varpl; /* Variances of prevalence limits by age */
 4153:   double *epj, vepp;
 4154:   double kk1, kk2;
 4155:   double dateprev1, dateprev2,jproj1=1,mproj1=1,anproj1=2000,jproj2=1,mproj2=1,anproj2=2000;
 4156:   double **ximort;
 4157:   char *alph[]={"a","a","b","c","d","e"}, str[4];
 4158:   int *dcwave;
 4159: 
 4160:   char z[1]="c", occ;
 4161: 
 4162:   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
 4163:   char strstart[80], *strt, strtend[80];
 4164:   char *stratrunc;
 4165:   int lstra;
 4166: 
 4167:   long total_usecs;
 4168:  
 4169: /*   setlocale (LC_ALL, ""); */
 4170: /*   bindtextdomain (PACKAGE, LOCALEDIR); */
 4171: /*   textdomain (PACKAGE); */
 4172: /*   setlocale (LC_CTYPE, ""); */
 4173: /*   setlocale (LC_MESSAGES, ""); */
 4174: 
 4175:   /*   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
 4176:   (void) gettimeofday(&start_time,&tzp);
 4177:   curr_time=start_time;
 4178:   tm = *localtime(&start_time.tv_sec);
 4179:   tmg = *gmtime(&start_time.tv_sec);
 4180:   strcpy(strstart,asctime(&tm));
 4181: 
 4182: /*  printf("Localtime (at start)=%s",strstart); */
 4183: /*  tp.tv_sec = tp.tv_sec +86400; */
 4184: /*  tm = *localtime(&start_time.tv_sec); */
 4185: /*   tmg.tm_year=tmg.tm_year +dsign*dyear; */
 4186: /*   tmg.tm_mon=tmg.tm_mon +dsign*dmonth; */
 4187: /*   tmg.tm_hour=tmg.tm_hour + 1; */
 4188: /*   tp.tv_sec = mktime(&tmg); */
 4189: /*   strt=asctime(&tmg); */
 4190: /*   printf("Time(after) =%s",strstart);  */
 4191: /*  (void) time (&time_value);
 4192: *  printf("time=%d,t-=%d\n",time_value,time_value-86400);
 4193: *  tm = *localtime(&time_value);
 4194: *  strstart=asctime(&tm);
 4195: *  printf("tim_value=%d,asctime=%s\n",time_value,strstart); 
 4196: */
 4197: 
 4198:   nberr=0; /* Number of errors and warnings */
 4199:   nbwarn=0;
 4200:   getcwd(pathcd, size);
 4201: 
 4202:   printf("\n%s\n%s",version,fullversion);
 4203:   if(argc <=1){
 4204:     printf("\nEnter the parameter file name: ");
 4205:     scanf("%s",pathtot);
 4206:   }
 4207:   else{
 4208:     strcpy(pathtot,argv[1]);
 4209:   }
 4210:   /*if(getcwd(pathcd, MAXLINE)!= NULL)printf ("Error pathcd\n");*/
 4211:   /*cygwin_split_path(pathtot,path,optionfile);
 4212:     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/
 4213:   /* cutv(path,optionfile,pathtot,'\\');*/
 4214: 
 4215:   /* Split argv[0], imach program to get pathimach */
 4216:   printf("\nargv[0]=%s argv[1]=%s, \n",argv[0],argv[1]);
 4217:   split(argv[0],pathimach,optionfile,optionfilext,optionfilefiname);
 4218:   printf("\nargv[0]=%s pathimach=%s, \noptionfile=%s \noptionfilext=%s \noptionfilefiname=%s\n",argv[0],pathimach,optionfile,optionfilext,optionfilefiname);
 4219:  /*   strcpy(pathimach,argv[0]); */
 4220:   /* Split argv[1]=pathtot, parameter file name to get path, optionfile, extension and name */
 4221:   split(pathtot,path,optionfile,optionfilext,optionfilefiname);
 4222:   printf("\npathtot=%s,\npath=%s,\noptionfile=%s \noptionfilext=%s \noptionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
 4223:   chdir(path);
 4224:   strcpy(command,"mkdir ");
 4225:   strcat(command,optionfilefiname);
 4226:   if((outcmd=system(command)) != 0){
 4227:     printf("Problem creating directory or it already exists %s%s, err=%d\n",path,optionfilefiname,outcmd);
 4228:     /* fprintf(ficlog,"Problem creating directory %s%s\n",path,optionfilefiname); */
 4229:     /* fclose(ficlog); */
 4230: /*     exit(1); */
 4231:   }
 4232: /*   if((imk=mkdir(optionfilefiname))<0){ */
 4233: /*     perror("mkdir"); */
 4234: /*   } */
 4235: 
 4236:   /*-------- arguments in the command line --------*/
 4237: 
 4238:   /* Log file */
 4239:   strcat(filelog, optionfilefiname);
 4240:   strcat(filelog,".log");    /* */
 4241:   if((ficlog=fopen(filelog,"w"))==NULL)    {
 4242:     printf("Problem with logfile %s\n",filelog);
 4243:     goto end;
 4244:   }
 4245:   fprintf(ficlog,"Log filename:%s\n",filelog);
 4246:   fprintf(ficlog,"\n%s\n%s",version,fullversion);
 4247:   fprintf(ficlog,"\nEnter the parameter file name: \n");
 4248:   fprintf(ficlog,"pathimach=%s\npathtot=%s\n\
 4249:  path=%s \n\
 4250:  optionfile=%s\n\
 4251:  optionfilext=%s\n\
 4252:  optionfilefiname=%s\n",pathimach,pathtot,path,optionfile,optionfilext,optionfilefiname);
 4253: 
 4254:   printf("Local time (at start):%s",strstart);
 4255:   fprintf(ficlog,"Local time (at start): %s",strstart);
 4256:   fflush(ficlog);
 4257: /*   (void) gettimeofday(&curr_time,&tzp); */
 4258: /*   printf("Elapsed time %d\n", asc_diff_time(curr_time.tv_sec-start_time.tv_sec,tmpout)); */
 4259: 
 4260:   /* */
 4261:   strcpy(fileres,"r");
 4262:   strcat(fileres, optionfilefiname);
 4263:   strcat(fileres,".txt");    /* Other files have txt extension */
 4264: 
 4265:   /*---------arguments file --------*/
 4266: 
 4267:   if((ficpar=fopen(optionfile,"r"))==NULL)    {
 4268:     printf("Problem with optionfile %s\n",optionfile);
 4269:     fprintf(ficlog,"Problem with optionfile %s\n",optionfile);
 4270:     fflush(ficlog);
 4271:     goto end;
 4272:   }
 4273: 
 4274: 
 4275: 
 4276:   strcpy(filereso,"o");
 4277:   strcat(filereso,fileres);
 4278:   if((ficparo=fopen(filereso,"w"))==NULL) { /* opened on subdirectory */
 4279:     printf("Problem with Output resultfile: %s\n", filereso);
 4280:     fprintf(ficlog,"Problem with Output resultfile: %s\n", filereso);
 4281:     fflush(ficlog);
 4282:     goto end;
 4283:   }
 4284: 
 4285:   /* Reads comments: lines beginning with '#' */
 4286:   numlinepar=0;
 4287:   while((c=getc(ficpar))=='#' && c!= EOF){
 4288:     ungetc(c,ficpar);
 4289:     fgets(line, MAXLINE, ficpar);
 4290:     numlinepar++;
 4291:     puts(line);
 4292:     fputs(line,ficparo);
 4293:     fputs(line,ficlog);
 4294:   }
 4295:   ungetc(c,ficpar);
 4296: 
 4297:   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);
 4298:   numlinepar++;
 4299:   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);
 4300:   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);
 4301:   fprintf(ficlog,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
 4302:   fflush(ficlog);
 4303:   while((c=getc(ficpar))=='#' && c!= EOF){
 4304:     ungetc(c,ficpar);
 4305:     fgets(line, MAXLINE, ficpar);
 4306:     numlinepar++;
 4307:     puts(line);
 4308:     fputs(line,ficparo);
 4309:     fputs(line,ficlog);
 4310:   }
 4311:   ungetc(c,ficpar);
 4312: 
 4313:    
 4314:   covar=matrix(0,NCOVMAX,1,n); 
 4315:   cptcovn=0; /*Number of covariates, i.e. number of '+' in model statement*/
 4316:   if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;
 4317: 
 4318:   ncovmodel=2+cptcovn; /*Number of variables = cptcovn + intercept + age */
 4319:   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
 4320:   npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/
 4321: 
 4322:   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
 4323:   delti=delti3[1][1];
 4324:   /*delti=vector(1,npar); *//* Scale of each paramater (output from hesscov)*/
 4325:   if(mle==-1){ /* Print a wizard for help writing covariance matrix */
 4326:     prwizard(ncovmodel, nlstate, ndeath, model, ficparo);
 4327:     printf(" You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
 4328:     fprintf(ficlog," You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
 4329:     free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
 4330:     fclose (ficparo);
 4331:     fclose (ficlog);
 4332:     exit(0);
 4333:   }
 4334:   else if(mle==-3) {
 4335:     prwizard(ncovmodel, nlstate, ndeath, model, ficparo);
 4336:     printf(" You choose mle=-3, look at file %s for a template of covariance matrix \n",filereso);
 4337:     fprintf(ficlog," You choose mle=-3, look at file %s for a template of covariance matrix \n",filereso);
 4338:     param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
 4339:     matcov=matrix(1,npar,1,npar);
 4340:   }
 4341:   else{
 4342:     /* Read guess parameters */
 4343:     /* Reads comments: lines beginning with '#' */
 4344:     while((c=getc(ficpar))=='#' && c!= EOF){
 4345:       ungetc(c,ficpar);
 4346:       fgets(line, MAXLINE, ficpar);
 4347:       numlinepar++;
 4348:       puts(line);
 4349:       fputs(line,ficparo);
 4350:       fputs(line,ficlog);
 4351:     }
 4352:     ungetc(c,ficpar);
 4353:     
 4354:     param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
 4355:     for(i=1; i <=nlstate; i++){
 4356:       j=0;
 4357:       for(jj=1; jj <=nlstate+ndeath; jj++){
 4358: 	if(jj==i) continue;
 4359: 	j++;
 4360: 	fscanf(ficpar,"%1d%1d",&i1,&j1);
 4361: 	if ((i1 != i) && (j1 != j)){
 4362: 	  printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
 4363: 	  exit(1);
 4364: 	}
 4365: 	fprintf(ficparo,"%1d%1d",i1,j1);
 4366: 	if(mle==1)
 4367: 	  printf("%1d%1d",i,j);
 4368: 	fprintf(ficlog,"%1d%1d",i,j);
 4369: 	for(k=1; k<=ncovmodel;k++){
 4370: 	  fscanf(ficpar," %lf",&param[i][j][k]);
 4371: 	  if(mle==1){
 4372: 	    printf(" %lf",param[i][j][k]);
 4373: 	    fprintf(ficlog," %lf",param[i][j][k]);
 4374: 	  }
 4375: 	  else
 4376: 	    fprintf(ficlog," %lf",param[i][j][k]);
 4377: 	  fprintf(ficparo," %lf",param[i][j][k]);
 4378: 	}
 4379: 	fscanf(ficpar,"\n");
 4380: 	numlinepar++;
 4381: 	if(mle==1)
 4382: 	  printf("\n");
 4383: 	fprintf(ficlog,"\n");
 4384: 	fprintf(ficparo,"\n");
 4385:       }
 4386:     }  
 4387:     fflush(ficlog);
 4388: 
 4389:     p=param[1][1];
 4390:     
 4391:     /* Reads comments: lines beginning with '#' */
 4392:     while((c=getc(ficpar))=='#' && c!= EOF){
 4393:       ungetc(c,ficpar);
 4394:       fgets(line, MAXLINE, ficpar);
 4395:       numlinepar++;
 4396:       puts(line);
 4397:       fputs(line,ficparo);
 4398:       fputs(line,ficlog);
 4399:     }
 4400:     ungetc(c,ficpar);
 4401: 
 4402:     for(i=1; i <=nlstate; i++){
 4403:       for(j=1; j <=nlstate+ndeath-1; j++){
 4404: 	fscanf(ficpar,"%1d%1d",&i1,&j1);
 4405: 	if ((i1-i)*(j1-j)!=0){
 4406: 	  printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
 4407: 	  exit(1);
 4408: 	}
 4409: 	printf("%1d%1d",i,j);
 4410: 	fprintf(ficparo,"%1d%1d",i1,j1);
 4411: 	fprintf(ficlog,"%1d%1d",i1,j1);
 4412: 	for(k=1; k<=ncovmodel;k++){
 4413: 	  fscanf(ficpar,"%le",&delti3[i][j][k]);
 4414: 	  printf(" %le",delti3[i][j][k]);
 4415: 	  fprintf(ficparo," %le",delti3[i][j][k]);
 4416: 	  fprintf(ficlog," %le",delti3[i][j][k]);
 4417: 	}
 4418: 	fscanf(ficpar,"\n");
 4419: 	numlinepar++;
 4420: 	printf("\n");
 4421: 	fprintf(ficparo,"\n");
 4422: 	fprintf(ficlog,"\n");
 4423:       }
 4424:     }
 4425:     fflush(ficlog);
 4426: 
 4427:     delti=delti3[1][1];
 4428: 
 4429: 
 4430:     /* free_ma3x(delti3,1,nlstate,1,nlstate+ndeath-1,1,ncovmodel); */ /* Hasn't to to freed here otherwise delti is no more allocated */
 4431:   
 4432:     /* Reads comments: lines beginning with '#' */
 4433:     while((c=getc(ficpar))=='#' && c!= EOF){
 4434:       ungetc(c,ficpar);
 4435:       fgets(line, MAXLINE, ficpar);
 4436:       numlinepar++;
 4437:       puts(line);
 4438:       fputs(line,ficparo);
 4439:       fputs(line,ficlog);
 4440:     }
 4441:     ungetc(c,ficpar);
 4442:   
 4443:     matcov=matrix(1,npar,1,npar);
 4444:     for(i=1; i <=npar; i++){
 4445:       fscanf(ficpar,"%s",&str);
 4446:       if(mle==1)
 4447: 	printf("%s",str);
 4448:       fprintf(ficlog,"%s",str);
 4449:       fprintf(ficparo,"%s",str);
 4450:       for(j=1; j <=i; j++){
 4451: 	fscanf(ficpar," %le",&matcov[i][j]);
 4452: 	if(mle==1){
 4453: 	  printf(" %.5le",matcov[i][j]);
 4454: 	}
 4455: 	fprintf(ficlog," %.5le",matcov[i][j]);
 4456: 	fprintf(ficparo," %.5le",matcov[i][j]);
 4457:       }
 4458:       fscanf(ficpar,"\n");
 4459:       numlinepar++;
 4460:       if(mle==1)
 4461: 	printf("\n");
 4462:       fprintf(ficlog,"\n");
 4463:       fprintf(ficparo,"\n");
 4464:     }
 4465:     for(i=1; i <=npar; i++)
 4466:       for(j=i+1;j<=npar;j++)
 4467: 	matcov[i][j]=matcov[j][i];
 4468:     
 4469:     if(mle==1)
 4470:       printf("\n");
 4471:     fprintf(ficlog,"\n");
 4472:     
 4473:     fflush(ficlog);
 4474:     
 4475:     /*-------- Rewriting parameter file ----------*/
 4476:     strcpy(rfileres,"r");    /* "Rparameterfile */
 4477:     strcat(rfileres,optionfilefiname);    /* Parameter file first name*/
 4478:     strcat(rfileres,".");    /* */
 4479:     strcat(rfileres,optionfilext);    /* Other files have txt extension */
 4480:     if((ficres =fopen(rfileres,"w"))==NULL) {
 4481:       printf("Problem writing new parameter file: %s\n", fileres);goto end;
 4482:       fprintf(ficlog,"Problem writing new parameter file: %s\n", fileres);goto end;
 4483:     }
 4484:     fprintf(ficres,"#%s\n",version);
 4485:   }    /* End of mle != -3 */
 4486: 
 4487:   /*-------- data file ----------*/
 4488:   if((fic=fopen(datafile,"r"))==NULL)    {
 4489:     printf("Problem with datafile: %s\n", datafile);goto end;
 4490:     fprintf(ficlog,"Problem with datafile: %s\n", datafile);goto end;
 4491:   }
 4492: 
 4493:   n= lastobs;
 4494:   severity = vector(1,maxwav);
 4495:   outcome=imatrix(1,maxwav+1,1,n);
 4496:   num=lvector(1,n);
 4497:   moisnais=vector(1,n);
 4498:   annais=vector(1,n);
 4499:   moisdc=vector(1,n);
 4500:   andc=vector(1,n);
 4501:   agedc=vector(1,n);
 4502:   cod=ivector(1,n);
 4503:   weight=vector(1,n);
 4504:   for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
 4505:   mint=matrix(1,maxwav,1,n);
 4506:   anint=matrix(1,maxwav,1,n);
 4507:   s=imatrix(1,maxwav+1,1,n);
 4508:   tab=ivector(1,NCOVMAX);
 4509:   ncodemax=ivector(1,8);
 4510: 
 4511:   i=1;
 4512:   linei=0;
 4513:   while ((fgets(line, MAXLINE, fic) != NULL) &&((i >= firstobs) && (i <=lastobs)))    {
 4514:     linei=linei+1;
 4515:     for(j=strlen(line); j>=0;j--){  /* Untabifies line */
 4516: 	if(line[j] == '\t')
 4517: 	  line[j] = ' ';
 4518:       }
 4519:       for(j=strlen(line)-1; (line[j]==' ')||(line[j]==10)||(line[j]==13);j--){
 4520: 	;
 4521:       };
 4522:       line[j+1]=0;  /* Trims blanks at end of line */
 4523:       if(line[0]=='#'){
 4524: 	fprintf(ficlog,"Comment line\n%s\n",line);
 4525: 	printf("Comment line\n%s\n",line);
 4526: 	continue;
 4527:       }
 4528:       for (j=maxwav;j>=1;j--){
 4529: 	cutv(stra, strb,line,' '); 
 4530:         errno=0;
 4531:         lval=strtol(strb,&endptr,10); 
 4532: 	/*	if (errno == ERANGE && (lval == LONG_MAX || lval == LONG_MIN))*/
 4533: 	if( strb[0]=='\0' || (*endptr != '\0')){
 4534: 	  printf("Error reading data around '%d' at line number %d %s for individual %d\nShould be a status of wave %d. Setting maxwav=%d might be wrong.  Exiting.\n",lval, i,line,linei,j,maxwav);
 4535: 	  exit(1);
 4536: 	}
 4537: 	s[j][i]=lval;
 4538: 
 4539: 	strcpy(line,stra);
 4540: 	cutv(stra, strb,line,' ');
 4541: 	if(iout=sscanf(strb,"%d/%d",&month, &year) != 0){
 4542: 	}
 4543: 	else  if(iout=sscanf(strb,".") != 0){
 4544: 	  month=99;
 4545: 	  year=9999;
 4546: 	}else{
 4547: 	  printf("Error reading data around '%s'.at line number %ld %s for individual %d\nShould be a year of exam at wave %d.  Exiting.\n",strb, i,line,linei,j);
 4548: 	  exit(1);
 4549: 	}
 4550: 	anint[j][i]= (double) year; 
 4551: 	mint[j][i]= (double)month; 
 4552: 	strcpy(line,stra);
 4553:       } /* ENd Waves */
 4554: 	
 4555:       cutv(stra, strb,line,' '); 
 4556:       if(iout=sscanf(strb,"%d/%d",&month, &year) != 0){
 4557:       }
 4558:       else  if(iout=sscanf(strb,".") != 0){
 4559: 	month=99;
 4560: 	year=9999;
 4561:       }else{
 4562: 	printf("Error reading data around '%s'.at line number %ld %s for individual %d\nShould be a year of exam at wave %d.  Exiting.\n",strb, i,line,linei,j);
 4563: 	exit(1);
 4564:       }
 4565:       andc[i]=(double) year; 
 4566:       moisdc[i]=(double) month; 
 4567:       strcpy(line,stra);
 4568: 
 4569:       cutv(stra, strb,line,' '); 
 4570:       if(iout=sscanf(strb,"%d/%d",&month, &year) != 0){
 4571:       }
 4572:       else  if(iout=sscanf(strb,".") != 0){
 4573: 	month=99;
 4574: 	year=9999;
 4575:       }else{
 4576: 	printf("Error reading data around '%s'.at line number %ld %s for individual %d\nShould be a year of exam at wave %d.  Exiting.\n",strb, i,line,linei,j);
 4577: 	exit(1);
 4578:       }
 4579:       annais[i]=(double)(year);
 4580:       moisnais[i]=(double)(month); 
 4581:       strcpy(line,stra);
 4582: 
 4583:       cutv(stra, strb,line,' '); 
 4584:       errno=0;
 4585:       lval=strtol(strb,&endptr,10); 
 4586:       if( strb[0]=='\0' || (*endptr != '\0')){
 4587: 	printf("Error reading data around '%d' at line number %ld %s for individual %d\nShould be a weight.  Exiting.\n",lval, i,line,linei);
 4588: 	exit(1);
 4589:       }
 4590:       weight[i]=(double)(lval); 
 4591:       strcpy(line,stra);
 4592: 
 4593:       for (j=ncovcol;j>=1;j--){
 4594: 	cutv(stra, strb,line,' '); 
 4595: 	errno=0;
 4596: 	lval=strtol(strb,&endptr,10); 
 4597: 	if( strb[0]=='\0' || (*endptr != '\0')){
 4598: 	  printf("Error reading data around '%d' at line number %ld %s for individual %d\nShould be a covar (meaning 0 for the reference or 1).  Exiting.\n",lval, i,line,linei);
 4599: 	  exit(1);
 4600: 	}
 4601: 	if(lval <-1 || lval >1){
 4602: 	  printf("Error reading data around '%d' at line number %ld %s for individual %d\nShould be a value of the %d covar (meaning 0 for the reference or 1. IMaCh does not build design variables, do it your self).  Exiting.\n",lval,i,line,linei,j);
 4603: 	  exit(1);
 4604: 	}
 4605: 	covar[j][i]=(double)(lval);
 4606: 	strcpy(line,stra);
 4607:       } 
 4608:       lstra=strlen(stra);
 4609: 
 4610:       if(lstra > 9){ /* More than 2**32 or max of what printf can write with %ld */
 4611: 	stratrunc = &(stra[lstra-9]);
 4612: 	num[i]=atol(stratrunc);
 4613:       }
 4614:       else
 4615: 	num[i]=atol(stra);
 4616:       /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){
 4617: 	printf("%ld %.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;}*/
 4618: 
 4619:       i=i+1;
 4620:   } /* End loop reading  data */
 4621:   /* printf("ii=%d", ij);
 4622:      scanf("%d",i);*/
 4623:   imx=i-1; /* Number of individuals */
 4624: 
 4625:   /* for (i=1; i<=imx; i++){
 4626:     if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;
 4627:     if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;
 4628:     if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;
 4629:     }*/
 4630:    /*  for (i=1; i<=imx; i++){
 4631:      if (s[4][i]==9)  s[4][i]=-1; 
 4632:      printf("%ld %.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]));}*/
 4633:   
 4634:   /* for (i=1; i<=imx; i++) */
 4635:  
 4636:    /*if ((s[3][i]==3) ||  (s[4][i]==3)) weight[i]=0.08;
 4637:      else weight[i]=1;*/
 4638: 
 4639:   /* Calculation of the number of parameters from char model */
 4640:   Tvar=ivector(1,15); /* stores the number n of the covariates in Vm+Vn at 1 and m at 2 */
 4641:   Tprod=ivector(1,15); 
 4642:   Tvaraff=ivector(1,15); 
 4643:   Tvard=imatrix(1,15,1,2);
 4644:   Tage=ivector(1,15);      
 4645:    
 4646:   if (strlen(model) >1){ /* If there is at least 1 covariate */
 4647:     j=0, j1=0, k1=1, k2=1;
 4648:     j=nbocc(model,'+'); /* j=Number of '+' */
 4649:     j1=nbocc(model,'*'); /* j1=Number of '*' */
 4650:     cptcovn=j+1; 
 4651:     cptcovprod=j1; /*Number of products */
 4652:     
 4653:     strcpy(modelsav,model); 
 4654:     if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){
 4655:       printf("Error. Non available option model=%s ",model);
 4656:       fprintf(ficlog,"Error. Non available option model=%s ",model);
 4657:       goto end;
 4658:     }
 4659:     
 4660:     /* This loop fills the array Tvar from the string 'model'.*/
 4661: 
 4662:     for(i=(j+1); i>=1;i--){
 4663:       cutv(stra,strb,modelsav,'+'); /* keeps in strb after the last + */ 
 4664:       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav); /* and analyzes it */
 4665:       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/
 4666:       /*scanf("%d",i);*/
 4667:       if (strchr(strb,'*')) {  /* Model includes a product */
 4668: 	cutv(strd,strc,strb,'*'); /* strd*strc  Vm*Vn (if not *age)*/
 4669: 	if (strcmp(strc,"age")==0) { /* Vn*age */
 4670: 	  cptcovprod--;
 4671: 	  cutv(strb,stre,strd,'V');
 4672: 	  Tvar[i]=atoi(stre); /* computes n in Vn and stores in Tvar*/
 4673: 	  cptcovage++;
 4674: 	    Tage[cptcovage]=i;
 4675: 	    /*printf("stre=%s ", stre);*/
 4676: 	}
 4677: 	else if (strcmp(strd,"age")==0) { /* or age*Vn */
 4678: 	  cptcovprod--;
 4679: 	  cutv(strb,stre,strc,'V');
 4680: 	  Tvar[i]=atoi(stre);
 4681: 	  cptcovage++;
 4682: 	  Tage[cptcovage]=i;
 4683: 	}
 4684: 	else {  /* Age is not in the model */
 4685: 	  cutv(strb,stre,strc,'V'); /* strc= Vn, stre is n*/
 4686: 	  Tvar[i]=ncovcol+k1;
 4687: 	  cutv(strb,strc,strd,'V'); /* strd was Vm, strc is m */
 4688: 	  Tprod[k1]=i;
 4689: 	  Tvard[k1][1]=atoi(strc); /* m*/
 4690: 	  Tvard[k1][2]=atoi(stre); /* n */
 4691: 	  Tvar[cptcovn+k2]=Tvard[k1][1];
 4692: 	  Tvar[cptcovn+k2+1]=Tvard[k1][2]; 
 4693: 	  for (k=1; k<=lastobs;k++) 
 4694: 	    covar[ncovcol+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];
 4695: 	  k1++;
 4696: 	  k2=k2+2;
 4697: 	}
 4698:       }
 4699:       else { /* no more sum */
 4700: 	/*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/
 4701:        /*  scanf("%d",i);*/
 4702:       cutv(strd,strc,strb,'V');
 4703:       Tvar[i]=atoi(strc);
 4704:       }
 4705:       strcpy(modelsav,stra);  
 4706:       /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);
 4707: 	scanf("%d",i);*/
 4708:     } /* end of loop + */
 4709:   } /* end model */
 4710:   
 4711:   /*The number n of Vn is stored in Tvar. cptcovage =number of age covariate. Tage gives the position of age. cptcovprod= number of products.
 4712:     If model=V1+V1*age then Tvar[1]=1 Tvar[2]=1 cptcovage=1 Tage[1]=2 cptcovprod=0*/
 4713: 
 4714:   /* printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);
 4715:   printf("cptcovprod=%d ", cptcovprod);
 4716:   fprintf(ficlog,"cptcovprod=%d ", cptcovprod);
 4717: 
 4718:   scanf("%d ",i);
 4719:   fclose(fic);*/
 4720: 
 4721:     /*  if(mle==1){*/
 4722:   if (weightopt != 1) { /* Maximisation without weights*/
 4723:     for(i=1;i<=n;i++) weight[i]=1.0;
 4724:   }
 4725:     /*-calculation of age at interview from date of interview and age at death -*/
 4726:   agev=matrix(1,maxwav,1,imx);
 4727: 
 4728:   for (i=1; i<=imx; i++) {
 4729:     for(m=2; (m<= maxwav); m++) {
 4730:       if (((int)mint[m][i]== 99) && (s[m][i] <= nlstate)){
 4731: 	anint[m][i]=9999;
 4732: 	s[m][i]=-1;
 4733:       }
 4734:       if((int)moisdc[i]==99 && (int)andc[i]==9999 && s[m][i]>nlstate){
 4735: 	nberr++;
 4736: 	printf("Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
 4737: 	fprintf(ficlog,"Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
 4738: 	s[m][i]=-1;
 4739:       }
 4740:       if((int)moisdc[i]==99 && (int)andc[i]!=9999 && s[m][i]>nlstate){
 4741: 	nberr++;
 4742: 	printf("Error! Month of death of individual %ld on line %d was unknown %2d, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,(int)moisdc[i]); 
 4743: 	fprintf(ficlog,"Error! Month of death of individual %ld on line %d was unknown %f, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,moisdc[i]); 
 4744: 	s[m][i]=-1; /* We prefer to skip it (and to skip it in version 0.8a1 too */
 4745:       }
 4746:     }
 4747:   }
 4748: 
 4749:   for (i=1; i<=imx; i++)  {
 4750:     agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
 4751:     for(m=firstpass; (m<= lastpass); m++){
 4752:       if(s[m][i] >0 || s[m][i]==-2 || s[m][i]==-4 || s[m][i]==-5){
 4753: 	if (s[m][i] >= nlstate+1) {
 4754: 	  if(agedc[i]>0)
 4755: 	    if((int)moisdc[i]!=99 && (int)andc[i]!=9999)
 4756: 	      agev[m][i]=agedc[i];
 4757: 	  /*if(moisdc[i]==99 && andc[i]==9999) s[m][i]=-1;*/
 4758: 	    else {
 4759: 	      if ((int)andc[i]!=9999){
 4760: 		nbwarn++;
 4761: 		printf("Warning negative age at death: %ld line:%d\n",num[i],i);
 4762: 		fprintf(ficlog,"Warning negative age at death: %ld line:%d\n",num[i],i);
 4763: 		agev[m][i]=-1;
 4764: 	      }
 4765: 	    }
 4766: 	}
 4767: 	else if(s[m][i] !=9){ /* Standard case, age in fractional
 4768: 				 years but with the precision of a month */
 4769: 	  agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
 4770: 	  if((int)mint[m][i]==99 || (int)anint[m][i]==9999)
 4771: 	    agev[m][i]=1;
 4772: 	  else if(agev[m][i] <agemin){ 
 4773: 	    agemin=agev[m][i];
 4774: 	    /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
 4775: 	  }
 4776: 	  else if(agev[m][i] >agemax){
 4777: 	    agemax=agev[m][i];
 4778: 	    /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
 4779: 	  }
 4780: 	  /*agev[m][i]=anint[m][i]-annais[i];*/
 4781: 	  /*	 agev[m][i] = age[i]+2*m;*/
 4782: 	}
 4783: 	else { /* =9 */
 4784: 	  agev[m][i]=1;
 4785: 	  s[m][i]=-1;
 4786: 	}
 4787:       }
 4788:       else /*= 0 Unknown */
 4789: 	agev[m][i]=1;
 4790:     }
 4791:     
 4792:   }
 4793:   for (i=1; i<=imx; i++)  {
 4794:     for(m=firstpass; (m<=lastpass); m++){
 4795:       if (s[m][i] > (nlstate+ndeath)) {
 4796: 	nberr++;
 4797: 	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);	
 4798: 	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);	
 4799: 	goto end;
 4800:       }
 4801:     }
 4802:   }
 4803: 
 4804:   /*for (i=1; i<=imx; i++){
 4805:   for (m=firstpass; (m<lastpass); m++){
 4806:      printf("%ld %d %.lf %d %d\n", num[i],(covar[1][i]),agev[m][i],s[m][i],s[m+1][i]);
 4807: }
 4808: 
 4809: }*/
 4810: 
 4811: 
 4812:   printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
 4813:   fprintf(ficlog,"Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax); 
 4814: 
 4815:   agegomp=(int)agemin;
 4816:   free_vector(severity,1,maxwav);
 4817:   free_imatrix(outcome,1,maxwav+1,1,n);
 4818:   free_vector(moisnais,1,n);
 4819:   free_vector(annais,1,n);
 4820:   /* free_matrix(mint,1,maxwav,1,n);
 4821:      free_matrix(anint,1,maxwav,1,n);*/
 4822:   free_vector(moisdc,1,n);
 4823:   free_vector(andc,1,n);
 4824: 
 4825:    
 4826:   wav=ivector(1,imx);
 4827:   dh=imatrix(1,lastpass-firstpass+1,1,imx);
 4828:   bh=imatrix(1,lastpass-firstpass+1,1,imx);
 4829:   mw=imatrix(1,lastpass-firstpass+1,1,imx);
 4830:    
 4831:   /* Concatenates waves */
 4832:   concatwav(wav, dh, bh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);
 4833: 
 4834:   /* Routine tricode is to calculate cptcoveff (real number of unique covariates) and to associate covariable number and modality */
 4835: 
 4836:   Tcode=ivector(1,100);
 4837:   nbcode=imatrix(0,NCOVMAX,0,NCOVMAX); 
 4838:   ncodemax[1]=1;
 4839:   if (cptcovn > 0) tricode(Tvar,nbcode,imx);
 4840:       
 4841:   codtab=imatrix(1,100,1,10); /* Cross tabulation to get the order of 
 4842: 				 the estimations*/
 4843:   h=0;
 4844:   m=pow(2,cptcoveff);
 4845:  
 4846:   for(k=1;k<=cptcoveff; k++){
 4847:     for(i=1; i <=(m/pow(2,k));i++){
 4848:       for(j=1; j <= ncodemax[k]; j++){
 4849: 	for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){
 4850: 	  h++;
 4851: 	  if (h>m) h=1;codtab[h][k]=j;codtab[h][Tvar[k]]=j;
 4852: 	  /*  printf("h=%d k=%d j=%d codtab[h][k]=%d tvar[k]=%d \n",h, k,j,codtab[h][k],Tvar[k]);*/
 4853: 	} 
 4854:       }
 4855:     }
 4856:   } 
 4857:   /* printf("codtab[1][2]=%d codtab[2][2]=%d",codtab[1][2],codtab[2][2]); 
 4858:      codtab[1][2]=1;codtab[2][2]=2; */
 4859:   /* for(i=1; i <=m ;i++){ 
 4860:      for(k=1; k <=cptcovn; k++){
 4861:      printf("i=%d k=%d %d %d ",i,k,codtab[i][k], cptcoveff);
 4862:      }
 4863:      printf("\n");
 4864:      }
 4865:      scanf("%d",i);*/
 4866:     
 4867:   /*------------ gnuplot -------------*/
 4868:   strcpy(optionfilegnuplot,optionfilefiname);
 4869:   if(mle==-3)
 4870:     strcat(optionfilegnuplot,"-mort");
 4871:   strcat(optionfilegnuplot,".gp");
 4872: 
 4873:   if((ficgp=fopen(optionfilegnuplot,"w"))==NULL) {
 4874:     printf("Problem with file %s",optionfilegnuplot);
 4875:   }
 4876:   else{
 4877:     fprintf(ficgp,"\n# %s\n", version); 
 4878:     fprintf(ficgp,"# %s\n", optionfilegnuplot); 
 4879:     fprintf(ficgp,"set missing 'NaNq'\n");
 4880:   }
 4881:   /*  fclose(ficgp);*/
 4882:   /*--------- index.htm --------*/
 4883: 
 4884:   strcpy(optionfilehtm,optionfilefiname); /* Main html file */
 4885:   if(mle==-3)
 4886:     strcat(optionfilehtm,"-mort");
 4887:   strcat(optionfilehtm,".htm");
 4888:   if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
 4889:     printf("Problem with %s \n",optionfilehtm), exit(0);
 4890:   }
 4891: 
 4892:   strcpy(optionfilehtmcov,optionfilefiname); /* Only for matrix of covariance */
 4893:   strcat(optionfilehtmcov,"-cov.htm");
 4894:   if((fichtmcov=fopen(optionfilehtmcov,"w"))==NULL)    {
 4895:     printf("Problem with %s \n",optionfilehtmcov), exit(0);
 4896:   }
 4897:   else{
 4898:   fprintf(fichtmcov,"<body>\n<title>IMaCh Cov %s</title>\n <font size=\"2\">%s <br> %s</font> \
 4899: <hr size=\"2\" color=\"#EC5E5E\"> \n\
 4900: Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n",\
 4901: 	  fileres,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model);
 4902:   }
 4903: 
 4904:   fprintf(fichtm,"<body>\n<title>IMaCh %s</title>\n <font size=\"2\">%s <br> %s</font> \
 4905: <hr size=\"2\" color=\"#EC5E5E\"> \n\
 4906: Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n\
 4907: \n\
 4908: <hr  size=\"2\" color=\"#EC5E5E\">\
 4909:  <ul><li><h4>Parameter files</h4>\n\
 4910:  - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>\n\
 4911:  - Log file of the run: <a href=\"%s\">%s</a><br>\n\
 4912:  - Gnuplot file name: <a href=\"%s\">%s</a><br>\n\
 4913:  - Date and time at start: %s</ul>\n",\
 4914: 	  fileres,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model,\
 4915: 	  fileres,fileres,\
 4916: 	  filelog,filelog,optionfilegnuplot,optionfilegnuplot,strstart);
 4917:   fflush(fichtm);
 4918: 
 4919:   strcpy(pathr,path);
 4920:   strcat(pathr,optionfilefiname);
 4921:   chdir(optionfilefiname); /* Move to directory named optionfile */
 4922:   
 4923:   /* Calculates basic frequencies. Computes observed prevalence at single age
 4924:      and prints on file fileres'p'. */
 4925:   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint,strstart);
 4926: 
 4927:   fprintf(fichtm,"\n");
 4928:   fprintf(fichtm,"<br>Total number of observations=%d <br>\n\
 4929: Youngest age at first (selected) pass %.2f, oldest age %.2f<br>\n\
 4930: Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>\n",\
 4931: 	  imx,agemin,agemax,jmin,jmax,jmean);
 4932:   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 4933:     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 4934:     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 4935:     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 4936:     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
 4937:     
 4938:    
 4939:   /* For Powell, parameters are in a vector p[] starting at p[1]
 4940:      so we point p on param[1][1] so that p[1] maps on param[1][1][1] */
 4941:   p=param[1][1]; /* *(*(*(param +1)+1)+0) */
 4942: 
 4943:   globpr=0; /* To get the number ipmx of contributions and the sum of weights*/
 4944: 
 4945:   if (mle==-3){
 4946:     ximort=matrix(1,NDIM,1,NDIM);
 4947:     cens=ivector(1,n);
 4948:     ageexmed=vector(1,n);
 4949:     agecens=vector(1,n);
 4950:     dcwave=ivector(1,n);
 4951:  
 4952:     for (i=1; i<=imx; i++){
 4953:       dcwave[i]=-1;
 4954:       for (m=firstpass; m<=lastpass; m++)
 4955: 	if (s[m][i]>nlstate) {
 4956: 	  dcwave[i]=m;
 4957: 	  /*	printf("i=%d j=%d s=%d dcwave=%d\n",i,j, s[j][i],dcwave[i]);*/
 4958: 	  break;
 4959: 	}
 4960:     }
 4961: 
 4962:     for (i=1; i<=imx; i++) {
 4963:       if (wav[i]>0){
 4964: 	ageexmed[i]=agev[mw[1][i]][i];
 4965: 	j=wav[i];
 4966: 	agecens[i]=1.; 
 4967: 
 4968: 	if (ageexmed[i]> 1 && wav[i] > 0){
 4969: 	  agecens[i]=agev[mw[j][i]][i];
 4970: 	  cens[i]= 1;
 4971: 	}else if (ageexmed[i]< 1) 
 4972: 	  cens[i]= -1;
 4973: 	if (agedc[i]< AGESUP && agedc[i]>1 && dcwave[i]>firstpass && dcwave[i]<=lastpass)
 4974: 	  cens[i]=0 ;
 4975:       }
 4976:       else cens[i]=-1;
 4977:     }
 4978:     
 4979:     for (i=1;i<=NDIM;i++) {
 4980:       for (j=1;j<=NDIM;j++)
 4981: 	ximort[i][j]=(i == j ? 1.0 : 0.0);
 4982:     }
 4983:     
 4984:     p[1]=0.1; p[NDIM]=0.1;
 4985:     /*printf("%lf %lf", p[1], p[2]);*/
 4986:     
 4987:     
 4988:     printf("Powell\n");  fprintf(ficlog,"Powell\n");
 4989:     strcpy(filerespow,"pow-mort"); 
 4990:     strcat(filerespow,fileres);
 4991:     if((ficrespow=fopen(filerespow,"w"))==NULL) {
 4992:       printf("Problem with resultfile: %s\n", filerespow);
 4993:       fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
 4994:     }
 4995:     fprintf(ficrespow,"# Powell\n# iter -2*LL");
 4996:     /*  for (i=1;i<=nlstate;i++)
 4997: 	for(j=1;j<=nlstate+ndeath;j++)
 4998: 	if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
 4999:     */
 5000:     fprintf(ficrespow,"\n");
 5001:     
 5002:     powell(p,ximort,NDIM,ftol,&iter,&fret,gompertz);
 5003:     fclose(ficrespow);
 5004:     
 5005:     hesscov(matcov, p, NDIM, delti, 1e-4, gompertz); 
 5006: 
 5007:     for(i=1; i <=NDIM; i++)
 5008:       for(j=i+1;j<=NDIM;j++)
 5009: 	matcov[i][j]=matcov[j][i];
 5010:     
 5011:     printf("\nCovariance matrix\n ");
 5012:     for(i=1; i <=NDIM; i++) {
 5013:       for(j=1;j<=NDIM;j++){ 
 5014: 	printf("%f ",matcov[i][j]);
 5015:       }
 5016:       printf("\n ");
 5017:     }
 5018:     
 5019:     printf("iter=%d MLE=%f Eq=%lf*exp(%lf*(age-%d))\n",iter,-gompertz(p),p[1],p[2],agegomp);
 5020:     for (i=1;i<=NDIM;i++) 
 5021:       printf("%f [%f ; %f]\n",p[i],p[i]-2*sqrt(matcov[i][i]),p[i]+2*sqrt(matcov[i][i]));
 5022: 
 5023:     lsurv=vector(1,AGESUP);
 5024:     lpop=vector(1,AGESUP);
 5025:     tpop=vector(1,AGESUP);
 5026:     lsurv[agegomp]=100000;
 5027:     
 5028:     for (k=agegomp;k<=AGESUP;k++) {
 5029:       agemortsup=k;
 5030:       if (p[1]*exp(p[2]*(k-agegomp))>1) break;
 5031:     }
 5032:     
 5033:     for (k=agegomp;k<agemortsup;k++)
 5034:       lsurv[k+1]=lsurv[k]-lsurv[k]*(p[1]*exp(p[2]*(k-agegomp)));
 5035:     
 5036:     for (k=agegomp;k<agemortsup;k++){
 5037:       lpop[k]=(lsurv[k]+lsurv[k+1])/2.;
 5038:       sumlpop=sumlpop+lpop[k];
 5039:     }
 5040:     
 5041:     tpop[agegomp]=sumlpop;
 5042:     for (k=agegomp;k<(agemortsup-3);k++){
 5043:       /*  tpop[k+1]=2;*/
 5044:       tpop[k+1]=tpop[k]-lpop[k];
 5045:     }
 5046:     
 5047:     
 5048:     printf("\nAge   lx     qx    dx    Lx     Tx     e(x)\n");
 5049:     for (k=agegomp;k<(agemortsup-2);k++) 
 5050:       printf("%d %.0lf %lf %.0lf %.0lf %.0lf %lf\n",k,lsurv[k],p[1]*exp(p[2]*(k-agegomp)),(p[1]*exp(p[2]*(k-agegomp)))*lsurv[k],lpop[k],tpop[k],tpop[k]/lsurv[k]);
 5051:     
 5052:     
 5053:     replace_back_to_slash(pathc,path); /* Even gnuplot wants a / */
 5054:     printinggnuplotmort(fileres, optionfilefiname,ageminpar,agemaxpar,fage, pathc,p);
 5055:     
 5056:     printinghtmlmort(fileres,title,datafile, firstpass, lastpass, \
 5057: 		     stepm, weightopt,\
 5058: 		     model,imx,p,matcov,agemortsup);
 5059:     
 5060:     free_vector(lsurv,1,AGESUP);
 5061:     free_vector(lpop,1,AGESUP);
 5062:     free_vector(tpop,1,AGESUP);
 5063:   } /* Endof if mle==-3 */
 5064:   
 5065:   else{ /* For mle >=1 */
 5066:   
 5067:     likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
 5068:     printf("First Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
 5069:     for (k=1; k<=npar;k++)
 5070:       printf(" %d %8.5f",k,p[k]);
 5071:     printf("\n");
 5072:     globpr=1; /* to print the contributions */
 5073:     likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
 5074:     printf("Second Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
 5075:     for (k=1; k<=npar;k++)
 5076:       printf(" %d %8.5f",k,p[k]);
 5077:     printf("\n");
 5078:     if(mle>=1){ /* Could be 1 or 2 */
 5079:       mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);
 5080:     }
 5081:     
 5082:     /*--------- results files --------------*/
 5083:     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);
 5084:     
 5085:     
 5086:     fprintf(ficres,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
 5087:     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
 5088:     fprintf(ficlog,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
 5089:     for(i=1,jk=1; i <=nlstate; i++){
 5090:       for(k=1; k <=(nlstate+ndeath); k++){
 5091: 	if (k != i) {
 5092: 	  printf("%d%d ",i,k);
 5093: 	  fprintf(ficlog,"%d%d ",i,k);
 5094: 	  fprintf(ficres,"%1d%1d ",i,k);
 5095: 	  for(j=1; j <=ncovmodel; j++){
 5096: 	    printf("%f ",p[jk]);
 5097: 	    fprintf(ficlog,"%f ",p[jk]);
 5098: 	    fprintf(ficres,"%f ",p[jk]);
 5099: 	    jk++; 
 5100: 	  }
 5101: 	  printf("\n");
 5102: 	  fprintf(ficlog,"\n");
 5103: 	  fprintf(ficres,"\n");
 5104: 	}
 5105:       }
 5106:     }
 5107:     if(mle!=0){
 5108:       /* Computing hessian and covariance matrix */
 5109:       ftolhess=ftol; /* Usually correct */
 5110:       hesscov(matcov, p, npar, delti, ftolhess, func);
 5111:     }
 5112:     fprintf(ficres,"# Scales (for hessian or gradient estimation)\n");
 5113:     printf("# Scales (for hessian or gradient estimation)\n");
 5114:     fprintf(ficlog,"# Scales (for hessian or gradient estimation)\n");
 5115:     for(i=1,jk=1; i <=nlstate; i++){
 5116:       for(j=1; j <=nlstate+ndeath; j++){
 5117: 	if (j!=i) {
 5118: 	  fprintf(ficres,"%1d%1d",i,j);
 5119: 	  printf("%1d%1d",i,j);
 5120: 	  fprintf(ficlog,"%1d%1d",i,j);
 5121: 	  for(k=1; k<=ncovmodel;k++){
 5122: 	    printf(" %.5e",delti[jk]);
 5123: 	    fprintf(ficlog," %.5e",delti[jk]);
 5124: 	    fprintf(ficres," %.5e",delti[jk]);
 5125: 	    jk++;
 5126: 	  }
 5127: 	  printf("\n");
 5128: 	  fprintf(ficlog,"\n");
 5129: 	  fprintf(ficres,"\n");
 5130: 	}
 5131:       }
 5132:     }
 5133:     
 5134:     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");
 5135:     if(mle>=1)
 5136:       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");
 5137:     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");
 5138:     /* # 121 Var(a12)\n\ */
 5139:     /* # 122 Cov(b12,a12) Var(b12)\n\ */
 5140:     /* # 131 Cov(a13,a12) Cov(a13,b12, Var(a13)\n\ */
 5141:     /* # 132 Cov(b13,a12) Cov(b13,b12, Cov(b13,a13) Var(b13)\n\ */
 5142:     /* # 212 Cov(a21,a12) Cov(a21,b12, Cov(a21,a13) Cov(a21,b13) Var(a21)\n\ */
 5143:     /* # 212 Cov(b21,a12) Cov(b21,b12, Cov(b21,a13) Cov(b21,b13) Cov(b21,a21) Var(b21)\n\ */
 5144:     /* # 232 Cov(a23,a12) Cov(a23,b12, Cov(a23,a13) Cov(a23,b13) Cov(a23,a21) Cov(a23,b21) Var(a23)\n\ */
 5145:     /* # 232 Cov(b23,a12) Cov(b23,b12) ... Var (b23)\n" */
 5146:     
 5147:     
 5148:     /* Just to have a covariance matrix which will be more understandable
 5149:        even is we still don't want to manage dictionary of variables
 5150:     */
 5151:     for(itimes=1;itimes<=2;itimes++){
 5152:       jj=0;
 5153:       for(i=1; i <=nlstate; i++){
 5154: 	for(j=1; j <=nlstate+ndeath; j++){
 5155: 	  if(j==i) continue;
 5156: 	  for(k=1; k<=ncovmodel;k++){
 5157: 	    jj++;
 5158: 	    ca[0]= k+'a'-1;ca[1]='\0';
 5159: 	    if(itimes==1){
 5160: 	      if(mle>=1)
 5161: 		printf("#%1d%1d%d",i,j,k);
 5162: 	      fprintf(ficlog,"#%1d%1d%d",i,j,k);
 5163: 	      fprintf(ficres,"#%1d%1d%d",i,j,k);
 5164: 	    }else{
 5165: 	      if(mle>=1)
 5166: 		printf("%1d%1d%d",i,j,k);
 5167: 	      fprintf(ficlog,"%1d%1d%d",i,j,k);
 5168: 	      fprintf(ficres,"%1d%1d%d",i,j,k);
 5169: 	    }
 5170: 	    ll=0;
 5171: 	    for(li=1;li <=nlstate; li++){
 5172: 	      for(lj=1;lj <=nlstate+ndeath; lj++){
 5173: 		if(lj==li) continue;
 5174: 		for(lk=1;lk<=ncovmodel;lk++){
 5175: 		  ll++;
 5176: 		  if(ll<=jj){
 5177: 		    cb[0]= lk +'a'-1;cb[1]='\0';
 5178: 		    if(ll<jj){
 5179: 		      if(itimes==1){
 5180: 			if(mle>=1)
 5181: 			  printf(" Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
 5182: 			fprintf(ficlog," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
 5183: 			fprintf(ficres," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
 5184: 		      }else{
 5185: 			if(mle>=1)
 5186: 			  printf(" %.5e",matcov[jj][ll]); 
 5187: 			fprintf(ficlog," %.5e",matcov[jj][ll]); 
 5188: 			fprintf(ficres," %.5e",matcov[jj][ll]); 
 5189: 		      }
 5190: 		    }else{
 5191: 		      if(itimes==1){
 5192: 			if(mle>=1)
 5193: 			  printf(" Var(%s%1d%1d)",ca,i,j);
 5194: 			fprintf(ficlog," Var(%s%1d%1d)",ca,i,j);
 5195: 			fprintf(ficres," Var(%s%1d%1d)",ca,i,j);
 5196: 		      }else{
 5197: 			if(mle>=1)
 5198: 			  printf(" %.5e",matcov[jj][ll]); 
 5199: 			fprintf(ficlog," %.5e",matcov[jj][ll]); 
 5200: 			fprintf(ficres," %.5e",matcov[jj][ll]); 
 5201: 		      }
 5202: 		    }
 5203: 		  }
 5204: 		} /* end lk */
 5205: 	      } /* end lj */
 5206: 	    } /* end li */
 5207: 	    if(mle>=1)
 5208: 	      printf("\n");
 5209: 	    fprintf(ficlog,"\n");
 5210: 	    fprintf(ficres,"\n");
 5211: 	    numlinepar++;
 5212: 	  } /* end k*/
 5213: 	} /*end j */
 5214:       } /* end i */
 5215:     } /* end itimes */
 5216:     
 5217:     fflush(ficlog);
 5218:     fflush(ficres);
 5219:     
 5220:     while((c=getc(ficpar))=='#' && c!= EOF){
 5221:       ungetc(c,ficpar);
 5222:       fgets(line, MAXLINE, ficpar);
 5223:       puts(line);
 5224:       fputs(line,ficparo);
 5225:     }
 5226:     ungetc(c,ficpar);
 5227:     
 5228:     estepm=0;
 5229:     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf estepm=%d\n",&ageminpar,&agemaxpar, &bage, &fage, &estepm);
 5230:     if (estepm==0 || estepm < stepm) estepm=stepm;
 5231:     if (fage <= 2) {
 5232:       bage = ageminpar;
 5233:       fage = agemaxpar;
 5234:     }
 5235:     
 5236:     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
 5237:     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
 5238:     fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
 5239:     
 5240:     while((c=getc(ficpar))=='#' && c!= EOF){
 5241:       ungetc(c,ficpar);
 5242:       fgets(line, MAXLINE, ficpar);
 5243:       puts(line);
 5244:       fputs(line,ficparo);
 5245:     }
 5246:     ungetc(c,ficpar);
 5247:     
 5248:     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);
 5249:     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);
 5250:     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);
 5251:     printf("begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
 5252:     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);
 5253:     
 5254:     while((c=getc(ficpar))=='#' && c!= EOF){
 5255:       ungetc(c,ficpar);
 5256:       fgets(line, MAXLINE, ficpar);
 5257:       puts(line);
 5258:       fputs(line,ficparo);
 5259:     }
 5260:     ungetc(c,ficpar);
 5261:     
 5262:     
 5263:     dateprev1=anprev1+(mprev1-1)/12.+(jprev1-1)/365.;
 5264:     dateprev2=anprev2+(mprev2-1)/12.+(jprev2-1)/365.;
 5265:     
 5266:     fscanf(ficpar,"pop_based=%d\n",&popbased);
 5267:     fprintf(ficparo,"pop_based=%d\n",popbased);   
 5268:     fprintf(ficres,"pop_based=%d\n",popbased);   
 5269:     
 5270:     while((c=getc(ficpar))=='#' && c!= EOF){
 5271:       ungetc(c,ficpar);
 5272:       fgets(line, MAXLINE, ficpar);
 5273:       puts(line);
 5274:       fputs(line,ficparo);
 5275:     }
 5276:     ungetc(c,ficpar);
 5277:     
 5278:     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);
 5279:     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);
 5280:     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);
 5281:     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);
 5282:     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);
 5283:     /* day and month of proj2 are not used but only year anproj2.*/
 5284:     
 5285:     
 5286:     
 5287:     /*  freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);*/
 5288:     /*,dateprev1,dateprev2,jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
 5289:     
 5290:     replace_back_to_slash(pathc,path); /* Even gnuplot wants a / */
 5291:     printinggnuplot(fileres, optionfilefiname,ageminpar,agemaxpar,fage, pathc,p);
 5292:     
 5293:     printinghtml(fileres,title,datafile, firstpass, lastpass, stepm, weightopt,\
 5294: 		 model,imx,jmin,jmax,jmean,rfileres,popforecast,estepm,\
 5295: 		 jprev1,mprev1,anprev1,jprev2,mprev2,anprev2);
 5296:       
 5297:    /*------------ free_vector  -------------*/
 5298:    /*  chdir(path); */
 5299:  
 5300:     free_ivector(wav,1,imx);
 5301:     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);
 5302:     free_imatrix(bh,1,lastpass-firstpass+1,1,imx);
 5303:     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);   
 5304:     free_lvector(num,1,n);
 5305:     free_vector(agedc,1,n);
 5306:     /*free_matrix(covar,0,NCOVMAX,1,n);*/
 5307:     /*free_matrix(covar,1,NCOVMAX,1,n);*/
 5308:     fclose(ficparo);
 5309:     fclose(ficres);
 5310: 
 5311: 
 5312:     /*--------------- Prevalence limit  (stable prevalence) --------------*/
 5313:   
 5314:     strcpy(filerespl,"pl");
 5315:     strcat(filerespl,fileres);
 5316:     if((ficrespl=fopen(filerespl,"w"))==NULL) {
 5317:       printf("Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
 5318:       fprintf(ficlog,"Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
 5319:     }
 5320:     printf("Computing stable prevalence: result on file '%s' \n", filerespl);
 5321:     fprintf(ficlog,"Computing stable prevalence: result on file '%s' \n", filerespl);
 5322:     fprintf(ficrespl, "#Local time at start: %s", strstart);
 5323:     fprintf(ficrespl,"#Stable prevalence \n");
 5324:     fprintf(ficrespl,"#Age ");
 5325:     for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);
 5326:     fprintf(ficrespl,"\n");
 5327:   
 5328:     prlim=matrix(1,nlstate,1,nlstate);
 5329: 
 5330:     agebase=ageminpar;
 5331:     agelim=agemaxpar;
 5332:     ftolpl=1.e-10;
 5333:     i1=cptcoveff;
 5334:     if (cptcovn < 1){i1=1;}
 5335: 
 5336:     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
 5337:       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
 5338: 	k=k+1;
 5339: 	/*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/
 5340: 	fprintf(ficrespl,"\n#******");
 5341: 	printf("\n#******");
 5342: 	fprintf(ficlog,"\n#******");
 5343: 	for(j=1;j<=cptcoveff;j++) {
 5344: 	  fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 5345: 	  printf(" V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 5346: 	  fprintf(ficlog," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 5347: 	}
 5348: 	fprintf(ficrespl,"******\n");
 5349: 	printf("******\n");
 5350: 	fprintf(ficlog,"******\n");
 5351: 	
 5352: 	for (age=agebase; age<=agelim; age++){
 5353: 	  prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
 5354: 	  fprintf(ficrespl,"%.0f ",age );
 5355: 	  for(j=1;j<=cptcoveff;j++)
 5356: 	    fprintf(ficrespl,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 5357: 	  for(i=1; i<=nlstate;i++)
 5358: 	    fprintf(ficrespl," %.5f", prlim[i][i]);
 5359: 	  fprintf(ficrespl,"\n");
 5360: 	}
 5361:       }
 5362:     }
 5363:     fclose(ficrespl);
 5364: 
 5365:     /*------------- h Pij x at various ages ------------*/
 5366:   
 5367:     strcpy(filerespij,"pij");  strcat(filerespij,fileres);
 5368:     if((ficrespij=fopen(filerespij,"w"))==NULL) {
 5369:       printf("Problem with Pij resultfile: %s\n", filerespij);goto end;
 5370:       fprintf(ficlog,"Problem with Pij resultfile: %s\n", filerespij);goto end;
 5371:     }
 5372:     printf("Computing pij: result on file '%s' \n", filerespij);
 5373:     fprintf(ficlog,"Computing pij: result on file '%s' \n", filerespij);
 5374:   
 5375:     stepsize=(int) (stepm+YEARM-1)/YEARM;
 5376:     /*if (stepm<=24) stepsize=2;*/
 5377: 
 5378:     agelim=AGESUP;
 5379:     hstepm=stepsize*YEARM; /* Every year of age */
 5380:     hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */ 
 5381: 
 5382:     /* hstepm=1;   aff par mois*/
 5383:     fprintf(ficrespij, "#Local time at start: %s", strstart);
 5384:     fprintf(ficrespij,"#****** h Pij x Probability to be in state j at age x+h being in i at x ");
 5385:     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
 5386:       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
 5387: 	k=k+1;
 5388: 	fprintf(ficrespij,"\n#****** ");
 5389: 	for(j=1;j<=cptcoveff;j++) 
 5390: 	  fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 5391: 	fprintf(ficrespij,"******\n");
 5392: 	
 5393: 	for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */
 5394: 	  nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
 5395: 	  nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
 5396: 
 5397: 	  /*	  nhstepm=nhstepm*YEARM; aff par mois*/
 5398: 
 5399: 	  p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 5400: 	  oldm=oldms;savm=savms;
 5401: 	  hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
 5402: 	  fprintf(ficrespij,"# Cov Agex agex+h hpijx with i,j=");
 5403: 	  for(i=1; i<=nlstate;i++)
 5404: 	    for(j=1; j<=nlstate+ndeath;j++)
 5405: 	      fprintf(ficrespij," %1d-%1d",i,j);
 5406: 	  fprintf(ficrespij,"\n");
 5407: 	  for (h=0; h<=nhstepm; h++){
 5408: 	    fprintf(ficrespij,"%d %3.f %3.f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );
 5409: 	    for(i=1; i<=nlstate;i++)
 5410: 	      for(j=1; j<=nlstate+ndeath;j++)
 5411: 		fprintf(ficrespij," %.5f", p3mat[i][j][h]);
 5412: 	    fprintf(ficrespij,"\n");
 5413: 	  }
 5414: 	  free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 5415: 	  fprintf(ficrespij,"\n");
 5416: 	}
 5417:       }
 5418:     }
 5419: 
 5420:     varprob(optionfilefiname, matcov, p, delti, nlstate, bage, fage,k,Tvar,nbcode, ncodemax,strstart);
 5421: 
 5422:     fclose(ficrespij);
 5423: 
 5424:     probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
 5425:     for(i=1;i<=AGESUP;i++)
 5426:       for(j=1;j<=NCOVMAX;j++)
 5427: 	for(k=1;k<=NCOVMAX;k++)
 5428: 	  probs[i][j][k]=0.;
 5429: 
 5430:     /*---------- Forecasting ------------------*/
 5431:     /*if((stepm == 1) && (strcmp(model,".")==0)){*/
 5432:     if(prevfcast==1){
 5433:       /*    if(stepm ==1){*/
 5434:       prevforecast(fileres, anproj1, mproj1, jproj1, agemin, agemax, dateprev1, dateprev2, mobilavproj, bage, fage, firstpass, lastpass, anproj2, p, cptcoveff);
 5435:       /* (popforecast==1) populforecast(fileres, anpyram,mpyram,jpyram, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anpyram1,p, i1);*/
 5436:       /*      }  */
 5437:       /*      else{ */
 5438:       /*        erreur=108; */
 5439:       /*        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); */
 5440:       /*        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); */
 5441:       /*      } */
 5442:     }
 5443:   
 5444: 
 5445:     /*---------- Health expectancies and variances ------------*/
 5446: 
 5447:     strcpy(filerest,"t");
 5448:     strcat(filerest,fileres);
 5449:     if((ficrest=fopen(filerest,"w"))==NULL) {
 5450:       printf("Problem with total LE resultfile: %s\n", filerest);goto end;
 5451:       fprintf(ficlog,"Problem with total LE resultfile: %s\n", filerest);goto end;
 5452:     }
 5453:     printf("Computing Total LEs with variances: file '%s' \n", filerest); 
 5454:     fprintf(ficlog,"Computing Total LEs with variances: file '%s' \n", filerest); 
 5455: 
 5456: 
 5457:     strcpy(filerese,"e");
 5458:     strcat(filerese,fileres);
 5459:     if((ficreseij=fopen(filerese,"w"))==NULL) {
 5460:       printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
 5461:       fprintf(ficlog,"Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
 5462:     }
 5463:     printf("Computing Health Expectancies: result on file '%s' \n", filerese);
 5464:     fprintf(ficlog,"Computing Health Expectancies: result on file '%s' \n", filerese);
 5465: 
 5466:     strcpy(fileresv,"v");
 5467:     strcat(fileresv,fileres);
 5468:     if((ficresvij=fopen(fileresv,"w"))==NULL) {
 5469:       printf("Problem with variance resultfile: %s\n", fileresv);exit(0);
 5470:       fprintf(ficlog,"Problem with variance resultfile: %s\n", fileresv);exit(0);
 5471:     }
 5472:     printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
 5473:     fprintf(ficlog,"Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
 5474: 
 5475:     /* Computes prevalence between agemin (i.e minimal age computed) and no more ageminpar */
 5476:     prevalence(probs, agemin, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
 5477:     /*  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",\
 5478: 	ageminpar, agemax, s[lastpass][imx], agev[lastpass][imx], nlstate, imx, mint[lastpass][imx],anint[lastpass][imx], dateprev1, dateprev2, firstpass, lastpass);
 5479:     */
 5480: 
 5481:     if (mobilav!=0) {
 5482:       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 5483:       if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
 5484: 	fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
 5485: 	printf(" Error in movingaverage mobilav=%d\n",mobilav);
 5486:       }
 5487:     }
 5488: 
 5489:     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
 5490:       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
 5491: 	k=k+1; 
 5492: 	fprintf(ficrest,"\n#****** ");
 5493: 	for(j=1;j<=cptcoveff;j++) 
 5494: 	  fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 5495: 	fprintf(ficrest,"******\n");
 5496: 
 5497: 	fprintf(ficreseij,"\n#****** ");
 5498: 	for(j=1;j<=cptcoveff;j++) 
 5499: 	  fprintf(ficreseij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 5500: 	fprintf(ficreseij,"******\n");
 5501: 
 5502: 	fprintf(ficresvij,"\n#****** ");
 5503: 	for(j=1;j<=cptcoveff;j++) 
 5504: 	  fprintf(ficresvij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 5505: 	fprintf(ficresvij,"******\n");
 5506: 
 5507: 	eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
 5508: 	oldm=oldms;savm=savms;
 5509: 	evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm, delti, matcov, strstart);  
 5510:  
 5511: 	vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
 5512: 	oldm=oldms;savm=savms;
 5513: 	varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,0, mobilav, strstart);
 5514: 	if(popbased==1){
 5515: 	  varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,popbased,mobilav, strstart);
 5516: 	}
 5517: 
 5518: 	fprintf(ficrest, "#Local time at start: %s", strstart);
 5519: 	fprintf(ficrest,"#Total LEs with variances: e.. (std) ");
 5520: 	for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);
 5521: 	fprintf(ficrest,"\n");
 5522: 
 5523: 	epj=vector(1,nlstate+1);
 5524: 	for(age=bage; age <=fage ;age++){
 5525: 	  prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
 5526: 	  if (popbased==1) {
 5527: 	    if(mobilav ==0){
 5528: 	      for(i=1; i<=nlstate;i++)
 5529: 		prlim[i][i]=probs[(int)age][i][k];
 5530: 	    }else{ /* mobilav */ 
 5531: 	      for(i=1; i<=nlstate;i++)
 5532: 		prlim[i][i]=mobaverage[(int)age][i][k];
 5533: 	    }
 5534: 	  }
 5535: 	
 5536: 	  fprintf(ficrest," %4.0f",age);
 5537: 	  for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){
 5538: 	    for(i=1, epj[j]=0.;i <=nlstate;i++) {
 5539: 	      epj[j] += prlim[i][i]*eij[i][j][(int)age];
 5540: 	      /*  printf("%lf %lf ", prlim[i][i] ,eij[i][j][(int)age]);*/
 5541: 	    }
 5542: 	    epj[nlstate+1] +=epj[j];
 5543: 	  }
 5544: 
 5545: 	  for(i=1, vepp=0.;i <=nlstate;i++)
 5546: 	    for(j=1;j <=nlstate;j++)
 5547: 	      vepp += vareij[i][j][(int)age];
 5548: 	  fprintf(ficrest," %7.3f (%7.3f)", epj[nlstate+1],sqrt(vepp));
 5549: 	  for(j=1;j <=nlstate;j++){
 5550: 	    fprintf(ficrest," %7.3f (%7.3f)", epj[j],sqrt(vareij[j][j][(int)age]));
 5551: 	  }
 5552: 	  fprintf(ficrest,"\n");
 5553: 	}
 5554: 	free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
 5555: 	free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);
 5556: 	free_vector(epj,1,nlstate+1);
 5557:       }
 5558:     }
 5559:     free_vector(weight,1,n);
 5560:     free_imatrix(Tvard,1,15,1,2);
 5561:     free_imatrix(s,1,maxwav+1,1,n);
 5562:     free_matrix(anint,1,maxwav,1,n); 
 5563:     free_matrix(mint,1,maxwav,1,n);
 5564:     free_ivector(cod,1,n);
 5565:     free_ivector(tab,1,NCOVMAX);
 5566:     fclose(ficreseij);
 5567:     fclose(ficresvij);
 5568:     fclose(ficrest);
 5569:     fclose(ficpar);
 5570:   
 5571:     /*------- Variance of stable prevalence------*/   
 5572: 
 5573:     strcpy(fileresvpl,"vpl");
 5574:     strcat(fileresvpl,fileres);
 5575:     if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
 5576:       printf("Problem with variance of stable prevalence  resultfile: %s\n", fileresvpl);
 5577:       exit(0);
 5578:     }
 5579:     printf("Computing Variance-covariance of stable prevalence: file '%s' \n", fileresvpl);
 5580: 
 5581:     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
 5582:       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
 5583: 	k=k+1;
 5584: 	fprintf(ficresvpl,"\n#****** ");
 5585: 	for(j=1;j<=cptcoveff;j++) 
 5586: 	  fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 5587: 	fprintf(ficresvpl,"******\n");
 5588:       
 5589: 	varpl=matrix(1,nlstate,(int) bage, (int) fage);
 5590: 	oldm=oldms;savm=savms;
 5591: 	varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k,strstart);
 5592: 	free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
 5593:       }
 5594:     }
 5595: 
 5596:     fclose(ficresvpl);
 5597: 
 5598:     /*---------- End : free ----------------*/
 5599:     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 5600:     free_ma3x(probs,1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
 5601: 
 5602:   }  /* mle==-3 arrives here for freeing */
 5603:     free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);
 5604:     free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);
 5605:     free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);
 5606:     free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);
 5607:   
 5608:     free_matrix(covar,0,NCOVMAX,1,n);
 5609:     free_matrix(matcov,1,npar,1,npar);
 5610:     /*free_vector(delti,1,npar);*/
 5611:     free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
 5612:     free_matrix(agev,1,maxwav,1,imx);
 5613:     free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);
 5614: 
 5615:     free_ivector(ncodemax,1,8);
 5616:     free_ivector(Tvar,1,15);
 5617:     free_ivector(Tprod,1,15);
 5618:     free_ivector(Tvaraff,1,15);
 5619:     free_ivector(Tage,1,15);
 5620:     free_ivector(Tcode,1,100);
 5621: 
 5622: 
 5623:   fflush(fichtm);
 5624:   fflush(ficgp);
 5625:   
 5626: 
 5627:   if((nberr >0) || (nbwarn>0)){
 5628:     printf("End of Imach with %d errors and/or %d warnings\n",nberr,nbwarn);
 5629:     fprintf(ficlog,"End of Imach with %d errors and/or warnings %d\n",nberr,nbwarn);
 5630:   }else{
 5631:     printf("End of Imach\n");
 5632:     fprintf(ficlog,"End of Imach\n");
 5633:   }
 5634:   printf("See log file on %s\n",filelog);
 5635:   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
 5636:   (void) gettimeofday(&end_time,&tzp);
 5637:   tm = *localtime(&end_time.tv_sec);
 5638:   tmg = *gmtime(&end_time.tv_sec);
 5639:   strcpy(strtend,asctime(&tm));
 5640:   printf("Local time at start %s\nLocal time at end   %s",strstart, strtend); 
 5641:   fprintf(ficlog,"Local time at start %s\nLocal time at end   %s\n",strstart, strtend); 
 5642:   printf("Total time used %s\n", asc_diff_time(end_time.tv_sec -start_time.tv_sec,tmpout));
 5643: 
 5644:   printf("Total time was %d Sec.\n", end_time.tv_sec -start_time.tv_sec);
 5645:   fprintf(ficlog,"Total time used %s\n", asc_diff_time(end_time.tv_sec -start_time.tv_sec,tmpout));
 5646:   fprintf(ficlog,"Total time was %d Sec.\n", end_time.tv_sec -start_time.tv_sec);
 5647:   /*  printf("Total time was %d uSec.\n", total_usecs);*/
 5648: /*   if(fileappend(fichtm,optionfilehtm)){ */
 5649:   fprintf(fichtm,"<br>Local time at start %s<br>Local time at end   %s<br>",strstart, strtend);
 5650:   fclose(fichtm);
 5651:   fclose(fichtmcov);
 5652:   fclose(ficgp);
 5653:   fclose(ficlog);
 5654:   /*------ End -----------*/
 5655: 
 5656:   chdir(path);
 5657: #ifndef UNIX
 5658:   /*  strcpy(plotcmd,"\""); */
 5659: #endif
 5660:   strcpy(plotcmd,pathimach);
 5661:   /*strcat(plotcmd,CHARSEPARATOR);*/
 5662:   strcat(plotcmd,GNUPLOTPROGRAM);
 5663: #ifndef UNIX
 5664:   strcat(plotcmd,".exe");
 5665:   /*  strcat(plotcmd,"\"");*/
 5666: #endif
 5667:   if(stat(plotcmd,&info)){
 5668:     printf("Error gnuplot program not found: %s\n",plotcmd);fflush(stdout);
 5669:   }
 5670: 
 5671: #ifndef UNIX
 5672:   strcpy(plotcmd,"\"");
 5673: #endif
 5674:   strcat(plotcmd,pathimach);
 5675:   strcat(plotcmd,GNUPLOTPROGRAM);
 5676: #ifndef UNIX
 5677:   strcat(plotcmd,".exe");
 5678:   strcat(plotcmd,"\"");
 5679: #endif
 5680:   strcat(plotcmd," ");
 5681:   strcat(plotcmd,optionfilegnuplot);
 5682:   printf("Starting graphs with: %s",plotcmd);fflush(stdout);
 5683: 
 5684:   if((outcmd=system(plotcmd)) != 0){
 5685:     printf("\n Problem with gnuplot\n");
 5686:   }
 5687:   printf(" Wait...");
 5688:   while (z[0] != 'q') {
 5689:     /* chdir(path); */
 5690:     printf("\nType e to edit output files, g to graph again and q for exiting: ");
 5691:     scanf("%s",z);
 5692: /*     if (z[0] == 'c') system("./imach"); */
 5693:     if (z[0] == 'e') {
 5694:       printf("Starting browser with: %s",optionfilehtm);fflush(stdout);
 5695:       system(optionfilehtm);
 5696:     }
 5697:     else if (z[0] == 'g') system(plotcmd);
 5698:     else if (z[0] == 'q') exit(0);
 5699:   }
 5700:   end:
 5701:   while (z[0] != 'q') {
 5702:     printf("\nType  q for exiting: ");
 5703:     scanf("%s",z);
 5704:   }
 5705: }
 5706: 
 5707: 
 5708: 

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