File:  [Local Repository] / imach / src / imach.c
Revision 1.130: download - view: text, annotated - select for diffs
Tue May 26 06:44:34 2009 UTC (14 years, 11 months ago) by brouard
Branches: MAIN
CVS tags: HEAD
(Module): Max Covariate is now set to 20 instead of 8. A
lot of cleaning with variables initialized to 0. Trying to make
V2+V3*age+V1+V4 strb=V3*age+V1+V4 working better.

    1: /* $Id: imach.c,v 1.130 2009/05/26 06:44:34 brouard Exp $
    2:   $State: Exp $
    3:   $Log: imach.c,v $
    4:   Revision 1.130  2009/05/26 06:44:34  brouard
    5:   (Module): Max Covariate is now set to 20 instead of 8. A
    6:   lot of cleaning with variables initialized to 0. Trying to make
    7:   V2+V3*age+V1+V4 strb=V3*age+V1+V4 working better.
    8: 
    9:   Revision 1.129  2007/08/31 13:49:27  lievre
   10:   Modification of the way of exiting when the covariate is not binary in order to see on the window the error message before exiting
   11: 
   12:   Revision 1.128  2006/06/30 13:02:05  brouard
   13:   (Module): Clarifications on computing e.j
   14: 
   15:   Revision 1.127  2006/04/28 18:11:50  brouard
   16:   (Module): Yes the sum of survivors was wrong since
   17:   imach-114 because nhstepm was no more computed in the age
   18:   loop. Now we define nhstepma in the age loop.
   19:   (Module): In order to speed up (in case of numerous covariates) we
   20:   compute health expectancies (without variances) in a first step
   21:   and then all the health expectancies with variances or standard
   22:   deviation (needs data from the Hessian matrices) which slows the
   23:   computation.
   24:   In the future we should be able to stop the program is only health
   25:   expectancies and graph are needed without standard deviations.
   26: 
   27:   Revision 1.126  2006/04/28 17:23:28  brouard
   28:   (Module): Yes the sum of survivors was wrong since
   29:   imach-114 because nhstepm was no more computed in the age
   30:   loop. Now we define nhstepma in the age loop.
   31:   Version 0.98h
   32: 
   33:   Revision 1.125  2006/04/04 15:20:31  lievre
   34:   Errors in calculation of health expectancies. Age was not initialized.
   35:   Forecasting file added.
   36: 
   37:   Revision 1.124  2006/03/22 17:13:53  lievre
   38:   Parameters are printed with %lf instead of %f (more numbers after the comma).
   39:   The log-likelihood is printed in the log file
   40: 
   41:   Revision 1.123  2006/03/20 10:52:43  brouard
   42:   * imach.c (Module): <title> changed, corresponds to .htm file
   43:   name. <head> headers where missing.
   44: 
   45:   * imach.c (Module): Weights can have a decimal point as for
   46:   English (a comma might work with a correct LC_NUMERIC environment,
   47:   otherwise the weight is truncated).
   48:   Modification of warning when the covariates values are not 0 or
   49:   1.
   50:   Version 0.98g
   51: 
   52:   Revision 1.122  2006/03/20 09:45:41  brouard
   53:   (Module): Weights can have a decimal point as for
   54:   English (a comma might work with a correct LC_NUMERIC environment,
   55:   otherwise the weight is truncated).
   56:   Modification of warning when the covariates values are not 0 or
   57:   1.
   58:   Version 0.98g
   59: 
   60:   Revision 1.121  2006/03/16 17:45:01  lievre
   61:   * imach.c (Module): Comments concerning covariates added
   62: 
   63:   * imach.c (Module): refinements in the computation of lli if
   64:   status=-2 in order to have more reliable computation if stepm is
   65:   not 1 month. Version 0.98f
   66: 
   67:   Revision 1.120  2006/03/16 15:10:38  lievre
   68:   (Module): refinements in the computation of lli if
   69:   status=-2 in order to have more reliable computation if stepm is
   70:   not 1 month. Version 0.98f
   71: 
   72:   Revision 1.119  2006/03/15 17:42:26  brouard
   73:   (Module): Bug if status = -2, the loglikelihood was
   74:   computed as likelihood omitting the logarithm. Version O.98e
   75: 
   76:   Revision 1.118  2006/03/14 18:20:07  brouard
   77:   (Module): varevsij Comments added explaining the second
   78:   table of variances if popbased=1 .
   79:   (Module): Covariances of eij, ekl added, graphs fixed, new html link.
   80:   (Module): Function pstamp added
   81:   (Module): Version 0.98d
   82: 
   83:   Revision 1.117  2006/03/14 17:16:22  brouard
   84:   (Module): varevsij Comments added explaining the second
   85:   table of variances if popbased=1 .
   86:   (Module): Covariances of eij, ekl added, graphs fixed, new html link.
   87:   (Module): Function pstamp added
   88:   (Module): Version 0.98d
   89: 
   90:   Revision 1.116  2006/03/06 10:29:27  brouard
   91:   (Module): Variance-covariance wrong links and
   92:   varian-covariance of ej. is needed (Saito).
   93: 
   94:   Revision 1.115  2006/02/27 12:17:45  brouard
   95:   (Module): One freematrix added in mlikeli! 0.98c
   96: 
   97:   Revision 1.114  2006/02/26 12:57:58  brouard
   98:   (Module): Some improvements in processing parameter
   99:   filename with strsep.
  100: 
  101:   Revision 1.113  2006/02/24 14:20:24  brouard
  102:   (Module): Memory leaks checks with valgrind and:
  103:   datafile was not closed, some imatrix were not freed and on matrix
  104:   allocation too.
  105: 
  106:   Revision 1.112  2006/01/30 09:55:26  brouard
  107:   (Module): Back to gnuplot.exe instead of wgnuplot.exe
  108: 
  109:   Revision 1.111  2006/01/25 20:38:18  brouard
  110:   (Module): Lots of cleaning and bugs added (Gompertz)
  111:   (Module): Comments can be added in data file. Missing date values
  112:   can be a simple dot '.'.
  113: 
  114:   Revision 1.110  2006/01/25 00:51:50  brouard
  115:   (Module): Lots of cleaning and bugs added (Gompertz)
  116: 
  117:   Revision 1.109  2006/01/24 19:37:15  brouard
  118:   (Module): Comments (lines starting with a #) are allowed in data.
  119: 
  120:   Revision 1.108  2006/01/19 18:05:42  lievre
  121:   Gnuplot problem appeared...
  122:   To be fixed
  123: 
  124:   Revision 1.107  2006/01/19 16:20:37  brouard
  125:   Test existence of gnuplot in imach path
  126: 
  127:   Revision 1.106  2006/01/19 13:24:36  brouard
  128:   Some cleaning and links added in html output
  129: 
  130:   Revision 1.105  2006/01/05 20:23:19  lievre
  131:   *** empty log message ***
  132: 
  133:   Revision 1.104  2005/09/30 16:11:43  lievre
  134:   (Module): sump fixed, loop imx fixed, and simplifications.
  135:   (Module): If the status is missing at the last wave but we know
  136:   that the person is alive, then we can code his/her status as -2
  137:   (instead of missing=-1 in earlier versions) and his/her
  138:   contributions to the likelihood is 1 - Prob of dying from last
  139:   health status (= 1-p13= p11+p12 in the easiest case of somebody in
  140:   the healthy state at last known wave). Version is 0.98
  141: 
  142:   Revision 1.103  2005/09/30 15:54:49  lievre
  143:   (Module): sump fixed, loop imx fixed, and simplifications.
  144: 
  145:   Revision 1.102  2004/09/15 17:31:30  brouard
  146:   Add the possibility to read data file including tab characters.
  147: 
  148:   Revision 1.101  2004/09/15 10:38:38  brouard
  149:   Fix on curr_time
  150: 
  151:   Revision 1.100  2004/07/12 18:29:06  brouard
  152:   Add version for Mac OS X. Just define UNIX in Makefile
  153: 
  154:   Revision 1.99  2004/06/05 08:57:40  brouard
  155:   *** empty log message ***
  156: 
  157:   Revision 1.98  2004/05/16 15:05:56  brouard
  158:   New version 0.97 . First attempt to estimate force of mortality
  159:   directly from the data i.e. without the need of knowing the health
  160:   state at each age, but using a Gompertz model: log u =a + b*age .
  161:   This is the basic analysis of mortality and should be done before any
  162:   other analysis, in order to test if the mortality estimated from the
  163:   cross-longitudinal survey is different from the mortality estimated
  164:   from other sources like vital statistic data.
  165: 
  166:   The same imach parameter file can be used but the option for mle should be -3.
  167: 
  168:   Agnès, who wrote this part of the code, tried to keep most of the
  169:   former routines in order to include the new code within the former code.
  170: 
  171:   The output is very simple: only an estimate of the intercept and of
  172:   the slope with 95% confident intervals.
  173: 
  174:   Current limitations:
  175:   A) Even if you enter covariates, i.e. with the
  176:   model= V1+V2 equation for example, the programm does only estimate a unique global model without covariates.
  177:   B) There is no computation of Life Expectancy nor Life Table.
  178: 
  179:   Revision 1.97  2004/02/20 13:25:42  lievre
  180:   Version 0.96d. Population forecasting command line is (temporarily)
  181:   suppressed.
  182: 
  183:   Revision 1.96  2003/07/15 15:38:55  brouard
  184:   * imach.c (Repository): Errors in subdirf, 2, 3 while printing tmpout is
  185:   rewritten within the same printf. Workaround: many printfs.
  186: 
  187:   Revision 1.95  2003/07/08 07:54:34  brouard
  188:   * imach.c (Repository):
  189:   (Repository): Using imachwizard code to output a more meaningful covariance
  190:   matrix (cov(a12,c31) instead of numbers.
  191: 
  192:   Revision 1.94  2003/06/27 13:00:02  brouard
  193:   Just cleaning
  194: 
  195:   Revision 1.93  2003/06/25 16:33:55  brouard
  196:   (Module): On windows (cygwin) function asctime_r doesn't
  197:   exist so I changed back to asctime which exists.
  198:   (Module): Version 0.96b
  199: 
  200:   Revision 1.92  2003/06/25 16:30:45  brouard
  201:   (Module): On windows (cygwin) function asctime_r doesn't
  202:   exist so I changed back to asctime which exists.
  203: 
  204:   Revision 1.91  2003/06/25 15:30:29  brouard
  205:   * imach.c (Repository): Duplicated warning errors corrected.
  206:   (Repository): Elapsed time after each iteration is now output. It
  207:   helps to forecast when convergence will be reached. Elapsed time
  208:   is stamped in powell.  We created a new html file for the graphs
  209:   concerning matrix of covariance. It has extension -cov.htm.
  210: 
  211:   Revision 1.90  2003/06/24 12:34:15  brouard
  212:   (Module): Some bugs corrected for windows. Also, when
  213:   mle=-1 a template is output in file "or"mypar.txt with the design
  214:   of the covariance matrix to be input.
  215: 
  216:   Revision 1.89  2003/06/24 12:30:52  brouard
  217:   (Module): Some bugs corrected for windows. Also, when
  218:   mle=-1 a template is output in file "or"mypar.txt with the design
  219:   of the covariance matrix to be input.
  220: 
  221:   Revision 1.88  2003/06/23 17:54:56  brouard
  222:   * 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.
  223: 
  224:   Revision 1.87  2003/06/18 12:26:01  brouard
  225:   Version 0.96
  226: 
  227:   Revision 1.86  2003/06/17 20:04:08  brouard
  228:   (Module): Change position of html and gnuplot routines and added
  229:   routine fileappend.
  230: 
  231:   Revision 1.85  2003/06/17 13:12:43  brouard
  232:   * imach.c (Repository): Check when date of death was earlier that
  233:   current date of interview. It may happen when the death was just
  234:   prior to the death. In this case, dh was negative and likelihood
  235:   was wrong (infinity). We still send an "Error" but patch by
  236:   assuming that the date of death was just one stepm after the
  237:   interview.
  238:   (Repository): Because some people have very long ID (first column)
  239:   we changed int to long in num[] and we added a new lvector for
  240:   memory allocation. But we also truncated to 8 characters (left
  241:   truncation)
  242:   (Repository): No more line truncation errors.
  243: 
  244:   Revision 1.84  2003/06/13 21:44:43  brouard
  245:   * imach.c (Repository): Replace "freqsummary" at a correct
  246:   place. It differs from routine "prevalence" which may be called
  247:   many times. Probs is memory consuming and must be used with
  248:   parcimony.
  249:   Version 0.95a3 (should output exactly the same maximization than 0.8a2)
  250: 
  251:   Revision 1.83  2003/06/10 13:39:11  lievre
  252:   *** empty log message ***
  253: 
  254:   Revision 1.82  2003/06/05 15:57:20  brouard
  255:   Add log in  imach.c and  fullversion number is now printed.
  256: 
  257: */
  258: /*
  259:    Interpolated Markov Chain
  260: 
  261:   Short summary of the programme:
  262:   
  263:   This program computes Healthy Life Expectancies from
  264:   cross-longitudinal data. Cross-longitudinal data consist in: -1- a
  265:   first survey ("cross") where individuals from different ages are
  266:   interviewed on their health status or degree of disability (in the
  267:   case of a health survey which is our main interest) -2- at least a
  268:   second wave of interviews ("longitudinal") which measure each change
  269:   (if any) in individual health status.  Health expectancies are
  270:   computed from the time spent in each health state according to a
  271:   model. More health states you consider, more time is necessary to reach the
  272:   Maximum Likelihood of the parameters involved in the model.  The
  273:   simplest model is the multinomial logistic model where pij is the
  274:   probability to be observed in state j at the second wave
  275:   conditional to be observed in state i at the first wave. Therefore
  276:   the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
  277:   'age' is age and 'sex' is a covariate. If you want to have a more
  278:   complex model than "constant and age", you should modify the program
  279:   where the markup *Covariates have to be included here again* invites
  280:   you to do it.  More covariates you add, slower the
  281:   convergence.
  282: 
  283:   The advantage of this computer programme, compared to a simple
  284:   multinomial logistic model, is clear when the delay between waves is not
  285:   identical for each individual. Also, if a individual missed an
  286:   intermediate interview, the information is lost, but taken into
  287:   account using an interpolation or extrapolation.  
  288: 
  289:   hPijx is the probability to be observed in state i at age x+h
  290:   conditional to the observed state i at age x. The delay 'h' can be
  291:   split into an exact number (nh*stepm) of unobserved intermediate
  292:   states. This elementary transition (by month, quarter,
  293:   semester or year) is modelled as a multinomial logistic.  The hPx
  294:   matrix is simply the matrix product of nh*stepm elementary matrices
  295:   and the contribution of each individual to the likelihood is simply
  296:   hPijx.
  297: 
  298:   Also this programme outputs the covariance matrix of the parameters but also
  299:   of the life expectancies. It also computes the period (stable) prevalence. 
  300:   
  301:   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
  302:            Institut national d'études démographiques, Paris.
  303:   This software have been partly granted by Euro-REVES, a concerted action
  304:   from the European Union.
  305:   It is copyrighted identically to a GNU software product, ie programme and
  306:   software can be distributed freely for non commercial use. Latest version
  307:   can be accessed at http://euroreves.ined.fr/imach .
  308: 
  309:   Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
  310:   or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
  311:   
  312:   **********************************************************************/
  313: /*
  314:   main
  315:   read parameterfile
  316:   read datafile
  317:   concatwav
  318:   freqsummary
  319:   if (mle >= 1)
  320:     mlikeli
  321:   print results files
  322:   if mle==1 
  323:      computes hessian
  324:   read end of parameter file: agemin, agemax, bage, fage, estepm
  325:       begin-prev-date,...
  326:   open gnuplot file
  327:   open html file
  328:   period (stable) prevalence
  329:    for age prevalim()
  330:   h Pij x
  331:   variance of p varprob
  332:   forecasting if prevfcast==1 prevforecast call prevalence()
  333:   health expectancies
  334:   Variance-covariance of DFLE
  335:   prevalence()
  336:    movingaverage()
  337:   varevsij() 
  338:   if popbased==1 varevsij(,popbased)
  339:   total life expectancies
  340:   Variance of period (stable) prevalence
  341:  end
  342: */
  343: 
  344: 
  345: 
  346:  
  347: #include <math.h>
  348: #include <stdio.h>
  349: #include <stdlib.h>
  350: #include <string.h>
  351: #include <unistd.h>
  352: 
  353: #include <limits.h>
  354: #include <sys/types.h>
  355: #include <sys/stat.h>
  356: #include <errno.h>
  357: extern int errno;
  358: 
  359: /* #include <sys/time.h> */
  360: #include <time.h>
  361: #include "timeval.h"
  362: 
  363: /* #include <libintl.h> */
  364: /* #define _(String) gettext (String) */
  365: 
  366: #define MAXLINE 256
  367: 
  368: #define GNUPLOTPROGRAM "gnuplot"
  369: /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
  370: #define FILENAMELENGTH 132
  371: 
  372: #define	GLOCK_ERROR_NOPATH		-1	/* empty path */
  373: #define	GLOCK_ERROR_GETCWD		-2	/* cannot get cwd */
  374: 
  375: #define MAXPARM 30 /* Maximum number of parameters for the optimization */
  376: #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
  377: 
  378: #define NINTERVMAX 8
  379: #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
  380: #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
  381: #define NCOVMAX 20 /* Maximum number of covariates */
  382: #define MAXN 20000
  383: #define YEARM 12. /* Number of months per year */
  384: #define AGESUP 130
  385: #define AGEBASE 40
  386: #define AGEGOMP 10. /* Minimal age for Gompertz adjustment */
  387: #ifdef UNIX
  388: #define DIRSEPARATOR '/'
  389: #define CHARSEPARATOR "/"
  390: #define ODIRSEPARATOR '\\'
  391: #else
  392: #define DIRSEPARATOR '\\'
  393: #define CHARSEPARATOR "\\"
  394: #define ODIRSEPARATOR '/'
  395: #endif
  396: 
  397: /* $Id: imach.c,v 1.130 2009/05/26 06:44:34 brouard Exp $ */
  398: /* $State: Exp $ */
  399: 
  400: char version[]="Imach version 0.98i, June 2006, INED-EUROREVES-Institut de longevite ";
  401: char fullversion[]="$Revision: 1.130 $ $Date: 2009/05/26 06:44:34 $"; 
  402: char strstart[80];
  403: char optionfilext[10], optionfilefiname[FILENAMELENGTH];
  404: int erreur=0, nberr=0, nbwarn=0; /* Error number, number of errors number of warnings  */
  405: int nvar=0;
  406: int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov=0; /* Number of covariates, of covariates with '*age' */
  407: int npar=NPARMAX;
  408: int nlstate=2; /* Number of live states */
  409: int ndeath=1; /* Number of dead states */
  410: int ncovmodel=0, ncovcol=0;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
  411: int popbased=0;
  412: 
  413: int *wav; /* Number of waves for this individuual 0 is possible */
  414: int maxwav=0; /* Maxim number of waves */
  415: int jmin=0, jmax=0; /* min, max spacing between 2 waves */
  416: int ijmin=0, ijmax=0; /* Individuals having jmin and jmax */ 
  417: int gipmx=0, gsw=0; /* Global variables on the number of contributions 
  418: 		   to the likelihood and the sum of weights (done by funcone)*/
  419: int mle=1, weightopt=0;
  420: int **mw; /* mw[mi][i] is number of the mi wave for this individual */
  421: int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
  422: int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
  423: 	   * wave mi and wave mi+1 is not an exact multiple of stepm. */
  424: double jmean=1; /* Mean space between 2 waves */
  425: double **oldm, **newm, **savm; /* Working pointers to matrices */
  426: double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
  427: FILE *fic,*ficpar, *ficparo,*ficres, *ficresp, *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
  428: FILE *ficlog, *ficrespow;
  429: int globpr=0; /* Global variable for printing or not */
  430: double fretone; /* Only one call to likelihood */
  431: long ipmx=0; /* Number of contributions */
  432: double sw; /* Sum of weights */
  433: char filerespow[FILENAMELENGTH];
  434: char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */
  435: FILE *ficresilk;
  436: FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
  437: FILE *ficresprobmorprev;
  438: FILE *fichtm, *fichtmcov; /* Html File */
  439: FILE *ficreseij;
  440: char filerese[FILENAMELENGTH];
  441: FILE *ficresstdeij;
  442: char fileresstde[FILENAMELENGTH];
  443: FILE *ficrescveij;
  444: char filerescve[FILENAMELENGTH];
  445: FILE  *ficresvij;
  446: char fileresv[FILENAMELENGTH];
  447: FILE  *ficresvpl;
  448: char fileresvpl[FILENAMELENGTH];
  449: char title[MAXLINE];
  450: char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
  451: char plotcmd[FILENAMELENGTH], pplotcmd[FILENAMELENGTH];
  452: char tmpout[FILENAMELENGTH],  tmpout2[FILENAMELENGTH]; 
  453: char command[FILENAMELENGTH];
  454: int  outcmd=0;
  455: 
  456: char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
  457: 
  458: char filelog[FILENAMELENGTH]; /* Log file */
  459: char filerest[FILENAMELENGTH];
  460: char fileregp[FILENAMELENGTH];
  461: char popfile[FILENAMELENGTH];
  462: 
  463: char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH], optionfilehtmcov[FILENAMELENGTH] ;
  464: 
  465: struct timeval start_time, end_time, curr_time, last_time, forecast_time;
  466: struct timezone tzp;
  467: extern int gettimeofday();
  468: struct tm tmg, tm, tmf, *gmtime(), *localtime();
  469: long time_value;
  470: extern long time();
  471: char strcurr[80], strfor[80];
  472: 
  473: char *endptr;
  474: long lval;
  475: double dval;
  476: 
  477: #define NR_END 1
  478: #define FREE_ARG char*
  479: #define FTOL 1.0e-10
  480: 
  481: #define NRANSI 
  482: #define ITMAX 200 
  483: 
  484: #define TOL 2.0e-4 
  485: 
  486: #define CGOLD 0.3819660 
  487: #define ZEPS 1.0e-10 
  488: #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
  489: 
  490: #define GOLD 1.618034 
  491: #define GLIMIT 100.0 
  492: #define TINY 1.0e-20 
  493: 
  494: static double maxarg1,maxarg2;
  495: #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
  496: #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
  497:   
  498: #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
  499: #define rint(a) floor(a+0.5)
  500: 
  501: static double sqrarg;
  502: #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
  503: #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
  504: int agegomp= AGEGOMP;
  505: 
  506: int imx; 
  507: int stepm=1;
  508: /* Stepm, step in month: minimum step interpolation*/
  509: 
  510: int estepm;
  511: /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
  512: 
  513: int m,nb;
  514: long *num;
  515: int firstpass=0, lastpass=4,*cod, *ncodemax, *Tage,*cens;
  516: double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
  517: double **pmmij, ***probs;
  518: double *ageexmed,*agecens;
  519: double dateintmean=0;
  520: 
  521: double *weight;
  522: int **s; /* Status */
  523: double *agedc, **covar, idx;
  524: int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
  525: double *lsurv, *lpop, *tpop;
  526: 
  527: double ftol=FTOL; /* Tolerance for computing Max Likelihood */
  528: double ftolhess; /* Tolerance for computing hessian */
  529: 
  530: /**************** split *************************/
  531: static	int split( char *path, char *dirc, char *name, char *ext, char *finame )
  532: {
  533:   /* From a file name with (full) path (either Unix or Windows) we extract the directory (dirc)
  534:      the name of the file (name), its extension only (ext) and its first part of the name (finame)
  535:   */ 
  536:   char	*ss;				/* pointer */
  537:   int	l1, l2;				/* length counters */
  538: 
  539:   l1 = strlen(path );			/* length of path */
  540:   if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
  541:   ss= strrchr( path, DIRSEPARATOR );		/* find last / */
  542:   if ( ss == NULL ) {			/* no directory, so determine current directory */
  543:     strcpy( name, path );		/* we got the fullname name because no directory */
  544:     /*if(strrchr(path, ODIRSEPARATOR )==NULL)
  545:       printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
  546:     /* get current working directory */
  547:     /*    extern  char* getcwd ( char *buf , int len);*/
  548:     if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
  549:       return( GLOCK_ERROR_GETCWD );
  550:     }
  551:     /* got dirc from getcwd*/
  552:     printf(" DIRC = %s \n",dirc);
  553:   } else {				/* strip direcotry from path */
  554:     ss++;				/* after this, the filename */
  555:     l2 = strlen( ss );			/* length of filename */
  556:     if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
  557:     strcpy( name, ss );		/* save file name */
  558:     strncpy( dirc, path, l1 - l2 );	/* now the directory */
  559:     dirc[l1-l2] = 0;			/* add zero */
  560:     printf(" DIRC2 = %s \n",dirc);
  561:   }
  562:   /* We add a separator at the end of dirc if not exists */
  563:   l1 = strlen( dirc );			/* length of directory */
  564:   if( dirc[l1-1] != DIRSEPARATOR ){
  565:     dirc[l1] =  DIRSEPARATOR;
  566:     dirc[l1+1] = 0; 
  567:     printf(" DIRC3 = %s \n",dirc);
  568:   }
  569:   ss = strrchr( name, '.' );		/* find last / */
  570:   if (ss >0){
  571:     ss++;
  572:     strcpy(ext,ss);			/* save extension */
  573:     l1= strlen( name);
  574:     l2= strlen(ss)+1;
  575:     strncpy( finame, name, l1-l2);
  576:     finame[l1-l2]= 0;
  577:   }
  578: 
  579:   return( 0 );				/* we're done */
  580: }
  581: 
  582: 
  583: /******************************************/
  584: 
  585: void replace_back_to_slash(char *s, char*t)
  586: {
  587:   int i;
  588:   int lg=0;
  589:   i=0;
  590:   lg=strlen(t);
  591:   for(i=0; i<= lg; i++) {
  592:     (s[i] = t[i]);
  593:     if (t[i]== '\\') s[i]='/';
  594:   }
  595: }
  596: 
  597: int nbocc(char *s, char occ)
  598: {
  599:   int i,j=0;
  600:   int lg=20;
  601:   i=0;
  602:   lg=strlen(s);
  603:   for(i=0; i<= lg; i++) {
  604:   if  (s[i] == occ ) j++;
  605:   }
  606:   return j;
  607: }
  608: 
  609: void cutv(char *u,char *v, char*t, char occ)
  610: {
  611:   /* cuts string t into u and v where u ends before first occurence of char 'occ' 
  612:      and v starts after first occurence of char 'occ' : ex cutv(u,v,"abcdef2ghi2j",'2')
  613:      gives u="abcedf" and v="ghi2j" */
  614:   int i,lg,j,p=0;
  615:   i=0;
  616:   for(j=0; j<=strlen(t)-1; j++) {
  617:     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
  618:   }
  619: 
  620:   lg=strlen(t);
  621:   for(j=0; j<p; j++) {
  622:     (u[j] = t[j]);
  623:   }
  624:      u[p]='\0';
  625: 
  626:    for(j=0; j<= lg; j++) {
  627:     if (j>=(p+1))(v[j-p-1] = t[j]);
  628:   }
  629: }
  630: 
  631: /********************** nrerror ********************/
  632: 
  633: void nrerror(char error_text[])
  634: {
  635:   fprintf(stderr,"ERREUR ...\n");
  636:   fprintf(stderr,"%s\n",error_text);
  637:   exit(EXIT_FAILURE);
  638: }
  639: /*********************** vector *******************/
  640: double *vector(int nl, int nh)
  641: {
  642:   double *v;
  643:   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
  644:   if (!v) nrerror("allocation failure in vector");
  645:   return v-nl+NR_END;
  646: }
  647: 
  648: /************************ free vector ******************/
  649: void free_vector(double*v, int nl, int nh)
  650: {
  651:   free((FREE_ARG)(v+nl-NR_END));
  652: }
  653: 
  654: /************************ivector *******************************/
  655: int *ivector(long nl,long nh)
  656: {
  657:   int *v;
  658:   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
  659:   if (!v) nrerror("allocation failure in ivector");
  660:   return v-nl+NR_END;
  661: }
  662: 
  663: /******************free ivector **************************/
  664: void free_ivector(int *v, long nl, long nh)
  665: {
  666:   free((FREE_ARG)(v+nl-NR_END));
  667: }
  668: 
  669: /************************lvector *******************************/
  670: long *lvector(long nl,long nh)
  671: {
  672:   long *v;
  673:   v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long)));
  674:   if (!v) nrerror("allocation failure in ivector");
  675:   return v-nl+NR_END;
  676: }
  677: 
  678: /******************free lvector **************************/
  679: void free_lvector(long *v, long nl, long nh)
  680: {
  681:   free((FREE_ARG)(v+nl-NR_END));
  682: }
  683: 
  684: /******************* imatrix *******************************/
  685: int **imatrix(long nrl, long nrh, long ncl, long nch) 
  686:      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
  687: { 
  688:   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
  689:   int **m; 
  690:   
  691:   /* allocate pointers to rows */ 
  692:   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
  693:   if (!m) nrerror("allocation failure 1 in matrix()"); 
  694:   m += NR_END; 
  695:   m -= nrl; 
  696:   
  697:   
  698:   /* allocate rows and set pointers to them */ 
  699:   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
  700:   if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
  701:   m[nrl] += NR_END; 
  702:   m[nrl] -= ncl; 
  703:   
  704:   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
  705:   
  706:   /* return pointer to array of pointers to rows */ 
  707:   return m; 
  708: } 
  709: 
  710: /****************** free_imatrix *************************/
  711: void free_imatrix(m,nrl,nrh,ncl,nch)
  712:       int **m;
  713:       long nch,ncl,nrh,nrl; 
  714:      /* free an int matrix allocated by imatrix() */ 
  715: { 
  716:   free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
  717:   free((FREE_ARG) (m+nrl-NR_END)); 
  718: } 
  719: 
  720: /******************* matrix *******************************/
  721: double **matrix(long nrl, long nrh, long ncl, long nch)
  722: {
  723:   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
  724:   double **m;
  725: 
  726:   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
  727:   if (!m) nrerror("allocation failure 1 in matrix()");
  728:   m += NR_END;
  729:   m -= nrl;
  730: 
  731:   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
  732:   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
  733:   m[nrl] += NR_END;
  734:   m[nrl] -= ncl;
  735: 
  736:   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
  737:   return m;
  738:   /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) 
  739:    */
  740: }
  741: 
  742: /*************************free matrix ************************/
  743: void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
  744: {
  745:   free((FREE_ARG)(m[nrl]+ncl-NR_END));
  746:   free((FREE_ARG)(m+nrl-NR_END));
  747: }
  748: 
  749: /******************* ma3x *******************************/
  750: double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
  751: {
  752:   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
  753:   double ***m;
  754: 
  755:   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
  756:   if (!m) nrerror("allocation failure 1 in matrix()");
  757:   m += NR_END;
  758:   m -= nrl;
  759: 
  760:   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
  761:   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
  762:   m[nrl] += NR_END;
  763:   m[nrl] -= ncl;
  764: 
  765:   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
  766: 
  767:   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
  768:   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
  769:   m[nrl][ncl] += NR_END;
  770:   m[nrl][ncl] -= nll;
  771:   for (j=ncl+1; j<=nch; j++) 
  772:     m[nrl][j]=m[nrl][j-1]+nlay;
  773:   
  774:   for (i=nrl+1; i<=nrh; i++) {
  775:     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
  776:     for (j=ncl+1; j<=nch; j++) 
  777:       m[i][j]=m[i][j-1]+nlay;
  778:   }
  779:   return m; 
  780:   /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
  781:            &(m[i][j][k]) <=> *((*(m+i) + j)+k)
  782:   */
  783: }
  784: 
  785: /*************************free ma3x ************************/
  786: void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
  787: {
  788:   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
  789:   free((FREE_ARG)(m[nrl]+ncl-NR_END));
  790:   free((FREE_ARG)(m+nrl-NR_END));
  791: }
  792: 
  793: /*************** function subdirf ***********/
  794: char *subdirf(char fileres[])
  795: {
  796:   /* Caution optionfilefiname is hidden */
  797:   strcpy(tmpout,optionfilefiname);
  798:   strcat(tmpout,"/"); /* Add to the right */
  799:   strcat(tmpout,fileres);
  800:   return tmpout;
  801: }
  802: 
  803: /*************** function subdirf2 ***********/
  804: char *subdirf2(char fileres[], char *preop)
  805: {
  806:   
  807:   /* Caution optionfilefiname is hidden */
  808:   strcpy(tmpout,optionfilefiname);
  809:   strcat(tmpout,"/");
  810:   strcat(tmpout,preop);
  811:   strcat(tmpout,fileres);
  812:   return tmpout;
  813: }
  814: 
  815: /*************** function subdirf3 ***********/
  816: char *subdirf3(char fileres[], char *preop, char *preop2)
  817: {
  818:   
  819:   /* Caution optionfilefiname is hidden */
  820:   strcpy(tmpout,optionfilefiname);
  821:   strcat(tmpout,"/");
  822:   strcat(tmpout,preop);
  823:   strcat(tmpout,preop2);
  824:   strcat(tmpout,fileres);
  825:   return tmpout;
  826: }
  827: 
  828: /***************** f1dim *************************/
  829: extern int ncom; 
  830: extern double *pcom,*xicom;
  831: extern double (*nrfunc)(double []); 
  832:  
  833: double f1dim(double x) 
  834: { 
  835:   int j; 
  836:   double f;
  837:   double *xt; 
  838:  
  839:   xt=vector(1,ncom); 
  840:   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
  841:   f=(*nrfunc)(xt); 
  842:   free_vector(xt,1,ncom); 
  843:   return f; 
  844: } 
  845: 
  846: /*****************brent *************************/
  847: double brent(double ax, double bx, double cx, double (*f)(double), double tol, 	double *xmin) 
  848: { 
  849:   int iter; 
  850:   double a,b,d,etemp;
  851:   double fu,fv,fw,fx;
  852:   double ftemp;
  853:   double p,q,r,tol1,tol2,u,v,w,x,xm; 
  854:   double e=0.0; 
  855:  
  856:   a=(ax < cx ? ax : cx); 
  857:   b=(ax > cx ? ax : cx); 
  858:   x=w=v=bx; 
  859:   fw=fv=fx=(*f)(x); 
  860:   for (iter=1;iter<=ITMAX;iter++) { 
  861:     xm=0.5*(a+b); 
  862:     tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
  863:     /*		if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
  864:     printf(".");fflush(stdout);
  865:     fprintf(ficlog,".");fflush(ficlog);
  866: #ifdef DEBUG
  867:     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);
  868:     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);
  869:     /*		if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
  870: #endif
  871:     if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
  872:       *xmin=x; 
  873:       return fx; 
  874:     } 
  875:     ftemp=fu;
  876:     if (fabs(e) > tol1) { 
  877:       r=(x-w)*(fx-fv); 
  878:       q=(x-v)*(fx-fw); 
  879:       p=(x-v)*q-(x-w)*r; 
  880:       q=2.0*(q-r); 
  881:       if (q > 0.0) p = -p; 
  882:       q=fabs(q); 
  883:       etemp=e; 
  884:       e=d; 
  885:       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
  886: 	d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
  887:       else { 
  888: 	d=p/q; 
  889: 	u=x+d; 
  890: 	if (u-a < tol2 || b-u < tol2) 
  891: 	  d=SIGN(tol1,xm-x); 
  892:       } 
  893:     } else { 
  894:       d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
  895:     } 
  896:     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
  897:     fu=(*f)(u); 
  898:     if (fu <= fx) { 
  899:       if (u >= x) a=x; else b=x; 
  900:       SHFT(v,w,x,u) 
  901: 	SHFT(fv,fw,fx,fu) 
  902: 	} else { 
  903: 	  if (u < x) a=u; else b=u; 
  904: 	  if (fu <= fw || w == x) { 
  905: 	    v=w; 
  906: 	    w=u; 
  907: 	    fv=fw; 
  908: 	    fw=fu; 
  909: 	  } else if (fu <= fv || v == x || v == w) { 
  910: 	    v=u; 
  911: 	    fv=fu; 
  912: 	  } 
  913: 	} 
  914:   } 
  915:   nrerror("Too many iterations in brent"); 
  916:   *xmin=x; 
  917:   return fx; 
  918: } 
  919: 
  920: /****************** mnbrak ***********************/
  921: 
  922: void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
  923: 	    double (*func)(double)) 
  924: { 
  925:   double ulim,u,r,q, dum;
  926:   double fu; 
  927:  
  928:   *fa=(*func)(*ax); 
  929:   *fb=(*func)(*bx); 
  930:   if (*fb > *fa) { 
  931:     SHFT(dum,*ax,*bx,dum) 
  932:       SHFT(dum,*fb,*fa,dum) 
  933:       } 
  934:   *cx=(*bx)+GOLD*(*bx-*ax); 
  935:   *fc=(*func)(*cx); 
  936:   while (*fb > *fc) { 
  937:     r=(*bx-*ax)*(*fb-*fc); 
  938:     q=(*bx-*cx)*(*fb-*fa); 
  939:     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
  940:       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
  941:     ulim=(*bx)+GLIMIT*(*cx-*bx); 
  942:     if ((*bx-u)*(u-*cx) > 0.0) { 
  943:       fu=(*func)(u); 
  944:     } else if ((*cx-u)*(u-ulim) > 0.0) { 
  945:       fu=(*func)(u); 
  946:       if (fu < *fc) { 
  947: 	SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
  948: 	  SHFT(*fb,*fc,fu,(*func)(u)) 
  949: 	  } 
  950:     } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
  951:       u=ulim; 
  952:       fu=(*func)(u); 
  953:     } else { 
  954:       u=(*cx)+GOLD*(*cx-*bx); 
  955:       fu=(*func)(u); 
  956:     } 
  957:     SHFT(*ax,*bx,*cx,u) 
  958:       SHFT(*fa,*fb,*fc,fu) 
  959:       } 
  960: } 
  961: 
  962: /*************** linmin ************************/
  963: 
  964: int ncom; 
  965: double *pcom,*xicom;
  966: double (*nrfunc)(double []); 
  967:  
  968: void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
  969: { 
  970:   double brent(double ax, double bx, double cx, 
  971: 	       double (*f)(double), double tol, double *xmin); 
  972:   double f1dim(double x); 
  973:   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
  974: 	      double *fc, double (*func)(double)); 
  975:   int j; 
  976:   double xx,xmin,bx,ax; 
  977:   double fx,fb,fa;
  978:  
  979:   ncom=n; 
  980:   pcom=vector(1,n); 
  981:   xicom=vector(1,n); 
  982:   nrfunc=func; 
  983:   for (j=1;j<=n;j++) { 
  984:     pcom[j]=p[j]; 
  985:     xicom[j]=xi[j]; 
  986:   } 
  987:   ax=0.0; 
  988:   xx=1.0; 
  989:   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
  990:   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
  991: #ifdef DEBUG
  992:   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
  993:   fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
  994: #endif
  995:   for (j=1;j<=n;j++) { 
  996:     xi[j] *= xmin; 
  997:     p[j] += xi[j]; 
  998:   } 
  999:   free_vector(xicom,1,n); 
 1000:   free_vector(pcom,1,n); 
 1001: } 
 1002: 
 1003: char *asc_diff_time(long time_sec, char ascdiff[])
 1004: {
 1005:   long sec_left, days, hours, minutes;
 1006:   days = (time_sec) / (60*60*24);
 1007:   sec_left = (time_sec) % (60*60*24);
 1008:   hours = (sec_left) / (60*60) ;
 1009:   sec_left = (sec_left) %(60*60);
 1010:   minutes = (sec_left) /60;
 1011:   sec_left = (sec_left) % (60);
 1012:   sprintf(ascdiff,"%d day(s) %d hour(s) %d minute(s) %d second(s)",days, hours, minutes, sec_left);  
 1013:   return ascdiff;
 1014: }
 1015: 
 1016: /*************** powell ************************/
 1017: void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
 1018: 	    double (*func)(double [])) 
 1019: { 
 1020:   void linmin(double p[], double xi[], int n, double *fret, 
 1021: 	      double (*func)(double [])); 
 1022:   int i,ibig,j; 
 1023:   double del,t,*pt,*ptt,*xit;
 1024:   double fp,fptt;
 1025:   double *xits;
 1026:   int niterf, itmp;
 1027: 
 1028:   pt=vector(1,n); 
 1029:   ptt=vector(1,n); 
 1030:   xit=vector(1,n); 
 1031:   xits=vector(1,n); 
 1032:   *fret=(*func)(p); 
 1033:   for (j=1;j<=n;j++) pt[j]=p[j]; 
 1034:   for (*iter=1;;++(*iter)) { 
 1035:     fp=(*fret); 
 1036:     ibig=0; 
 1037:     del=0.0; 
 1038:     last_time=curr_time;
 1039:     (void) gettimeofday(&curr_time,&tzp);
 1040:     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);
 1041:     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); fflush(ficlog);
 1042: /*     fprintf(ficrespow,"%d %.12f %ld",*iter,*fret,curr_time.tv_sec-start_time.tv_sec); */
 1043:    for (i=1;i<=n;i++) {
 1044:       printf(" %d %.12f",i, p[i]);
 1045:       fprintf(ficlog," %d %.12lf",i, p[i]);
 1046:       fprintf(ficrespow," %.12lf", p[i]);
 1047:     }
 1048:     printf("\n");
 1049:     fprintf(ficlog,"\n");
 1050:     fprintf(ficrespow,"\n");fflush(ficrespow);
 1051:     if(*iter <=3){
 1052:       tm = *localtime(&curr_time.tv_sec);
 1053:       strcpy(strcurr,asctime(&tm));
 1054: /*       asctime_r(&tm,strcurr); */
 1055:       forecast_time=curr_time; 
 1056:       itmp = strlen(strcurr);
 1057:       if(strcurr[itmp-1]=='\n')  /* Windows outputs with a new line */
 1058: 	strcurr[itmp-1]='\0';
 1059:       printf("\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
 1060:       fprintf(ficlog,"\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
 1061:       for(niterf=10;niterf<=30;niterf+=10){
 1062: 	forecast_time.tv_sec=curr_time.tv_sec+(niterf-*iter)*(curr_time.tv_sec-last_time.tv_sec);
 1063: 	tmf = *localtime(&forecast_time.tv_sec);
 1064: /* 	asctime_r(&tmf,strfor); */
 1065: 	strcpy(strfor,asctime(&tmf));
 1066: 	itmp = strlen(strfor);
 1067: 	if(strfor[itmp-1]=='\n')
 1068: 	strfor[itmp-1]='\0';
 1069: 	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);
 1070: 	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);
 1071:       }
 1072:     }
 1073:     for (i=1;i<=n;i++) { 
 1074:       for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
 1075:       fptt=(*fret); 
 1076: #ifdef DEBUG
 1077:       printf("fret=%lf \n",*fret);
 1078:       fprintf(ficlog,"fret=%lf \n",*fret);
 1079: #endif
 1080:       printf("%d",i);fflush(stdout);
 1081:       fprintf(ficlog,"%d",i);fflush(ficlog);
 1082:       linmin(p,xit,n,fret,func); 
 1083:       if (fabs(fptt-(*fret)) > del) { 
 1084: 	del=fabs(fptt-(*fret)); 
 1085: 	ibig=i; 
 1086:       } 
 1087: #ifdef DEBUG
 1088:       printf("%d %.12e",i,(*fret));
 1089:       fprintf(ficlog,"%d %.12e",i,(*fret));
 1090:       for (j=1;j<=n;j++) {
 1091: 	xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
 1092: 	printf(" x(%d)=%.12e",j,xit[j]);
 1093: 	fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
 1094:       }
 1095:       for(j=1;j<=n;j++) {
 1096: 	printf(" p=%.12e",p[j]);
 1097: 	fprintf(ficlog," p=%.12e",p[j]);
 1098:       }
 1099:       printf("\n");
 1100:       fprintf(ficlog,"\n");
 1101: #endif
 1102:     } 
 1103:     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
 1104: #ifdef DEBUG
 1105:       int k[2],l;
 1106:       k[0]=1;
 1107:       k[1]=-1;
 1108:       printf("Max: %.12e",(*func)(p));
 1109:       fprintf(ficlog,"Max: %.12e",(*func)(p));
 1110:       for (j=1;j<=n;j++) {
 1111: 	printf(" %.12e",p[j]);
 1112: 	fprintf(ficlog," %.12e",p[j]);
 1113:       }
 1114:       printf("\n");
 1115:       fprintf(ficlog,"\n");
 1116:       for(l=0;l<=1;l++) {
 1117: 	for (j=1;j<=n;j++) {
 1118: 	  ptt[j]=p[j]+(p[j]-pt[j])*k[l];
 1119: 	  printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
 1120: 	  fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
 1121: 	}
 1122: 	printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
 1123: 	fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
 1124:       }
 1125: #endif
 1126: 
 1127: 
 1128:       free_vector(xit,1,n); 
 1129:       free_vector(xits,1,n); 
 1130:       free_vector(ptt,1,n); 
 1131:       free_vector(pt,1,n); 
 1132:       return; 
 1133:     } 
 1134:     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
 1135:     for (j=1;j<=n;j++) { 
 1136:       ptt[j]=2.0*p[j]-pt[j]; 
 1137:       xit[j]=p[j]-pt[j]; 
 1138:       pt[j]=p[j]; 
 1139:     } 
 1140:     fptt=(*func)(ptt); 
 1141:     if (fptt < fp) { 
 1142:       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
 1143:       if (t < 0.0) { 
 1144: 	linmin(p,xit,n,fret,func); 
 1145: 	for (j=1;j<=n;j++) { 
 1146: 	  xi[j][ibig]=xi[j][n]; 
 1147: 	  xi[j][n]=xit[j]; 
 1148: 	}
 1149: #ifdef DEBUG
 1150: 	printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
 1151: 	fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
 1152: 	for(j=1;j<=n;j++){
 1153: 	  printf(" %.12e",xit[j]);
 1154: 	  fprintf(ficlog," %.12e",xit[j]);
 1155: 	}
 1156: 	printf("\n");
 1157: 	fprintf(ficlog,"\n");
 1158: #endif
 1159:       }
 1160:     } 
 1161:   } 
 1162: } 
 1163: 
 1164: /**** Prevalence limit (stable or period prevalence)  ****************/
 1165: 
 1166: double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
 1167: {
 1168:   /* Computes the prevalence limit in each live state at age x by left multiplying the unit
 1169:      matrix by transitions matrix until convergence is reached */
 1170: 
 1171:   int i, ii,j,k;
 1172:   double min, max, maxmin, maxmax,sumnew=0.;
 1173:   double **matprod2();
 1174:   double **out, cov[NCOVMAX], **pmij();
 1175:   double **newm;
 1176:   double agefin, delaymax=50 ; /* Max number of years to converge */
 1177: 
 1178:   for (ii=1;ii<=nlstate+ndeath;ii++)
 1179:     for (j=1;j<=nlstate+ndeath;j++){
 1180:       oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1181:     }
 1182: 
 1183:    cov[1]=1.;
 1184:  
 1185:  /* Even if hstepm = 1, at least one multiplication by the unit matrix */
 1186:   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
 1187:     newm=savm;
 1188:     /* Covariates have to be included here again */
 1189:      cov[2]=agefin;
 1190:   
 1191:       for (k=1; k<=cptcovn;k++) {
 1192: 	cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
 1193: 	/*	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]]);*/
 1194:       }
 1195:       for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
 1196:       for (k=1; k<=cptcovprod;k++)
 1197: 	cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
 1198: 
 1199:       /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
 1200:       /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
 1201:       /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
 1202:     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
 1203: 
 1204:     savm=oldm;
 1205:     oldm=newm;
 1206:     maxmax=0.;
 1207:     for(j=1;j<=nlstate;j++){
 1208:       min=1.;
 1209:       max=0.;
 1210:       for(i=1; i<=nlstate; i++) {
 1211: 	sumnew=0;
 1212: 	for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
 1213: 	prlim[i][j]= newm[i][j]/(1-sumnew);
 1214: 	max=FMAX(max,prlim[i][j]);
 1215: 	min=FMIN(min,prlim[i][j]);
 1216:       }
 1217:       maxmin=max-min;
 1218:       maxmax=FMAX(maxmax,maxmin);
 1219:     }
 1220:     if(maxmax < ftolpl){
 1221:       return prlim;
 1222:     }
 1223:   }
 1224: }
 1225: 
 1226: /*************** transition probabilities ***************/ 
 1227: 
 1228: double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
 1229: {
 1230:   double s1, s2;
 1231:   /*double t34;*/
 1232:   int i,j,j1, nc, ii, jj;
 1233: 
 1234:     for(i=1; i<= nlstate; i++){
 1235:       for(j=1; j<i;j++){
 1236: 	for (nc=1, s2=0.;nc <=ncovmodel; nc++){
 1237: 	  /*s2 += param[i][j][nc]*cov[nc];*/
 1238: 	  s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
 1239: /* 	 printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2); */
 1240: 	}
 1241: 	ps[i][j]=s2;
 1242: /* 	printf("s1=%.17e, s2=%.17e\n",s1,s2); */
 1243:       }
 1244:       for(j=i+1; j<=nlstate+ndeath;j++){
 1245: 	for (nc=1, s2=0.;nc <=ncovmodel; nc++){
 1246: 	  s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
 1247: /* 	  printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2); */
 1248: 	}
 1249: 	ps[i][j]=s2;
 1250:       }
 1251:     }
 1252:     /*ps[3][2]=1;*/
 1253:     
 1254:     for(i=1; i<= nlstate; i++){
 1255:       s1=0;
 1256:       for(j=1; j<i; j++)
 1257: 	s1+=exp(ps[i][j]);
 1258:       for(j=i+1; j<=nlstate+ndeath; j++)
 1259: 	s1+=exp(ps[i][j]);
 1260:       ps[i][i]=1./(s1+1.);
 1261:       for(j=1; j<i; j++)
 1262: 	ps[i][j]= exp(ps[i][j])*ps[i][i];
 1263:       for(j=i+1; j<=nlstate+ndeath; j++)
 1264: 	ps[i][j]= exp(ps[i][j])*ps[i][i];
 1265:       /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
 1266:     } /* end i */
 1267:     
 1268:     for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
 1269:       for(jj=1; jj<= nlstate+ndeath; jj++){
 1270: 	ps[ii][jj]=0;
 1271: 	ps[ii][ii]=1;
 1272:       }
 1273:     }
 1274:     
 1275: 
 1276: /*        for(ii=1; ii<= nlstate+ndeath; ii++){ */
 1277: /* 	 for(jj=1; jj<= nlstate+ndeath; jj++){ */
 1278: /* 	   printf("ddd %lf ",ps[ii][jj]); */
 1279: /* 	 } */
 1280: /* 	 printf("\n "); */
 1281: /*        } */
 1282: /*        printf("\n ");printf("%lf ",cov[2]); */
 1283:        /*
 1284:       for(i=1; i<= npar; i++) printf("%f ",x[i]);
 1285:       goto end;*/
 1286:     return ps;
 1287: }
 1288: 
 1289: /**************** Product of 2 matrices ******************/
 1290: 
 1291: double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
 1292: {
 1293:   /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
 1294:      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
 1295:   /* in, b, out are matrice of pointers which should have been initialized 
 1296:      before: only the contents of out is modified. The function returns
 1297:      a pointer to pointers identical to out */
 1298:   long i, j, k;
 1299:   for(i=nrl; i<= nrh; i++)
 1300:     for(k=ncolol; k<=ncoloh; k++)
 1301:       for(j=ncl,out[i][k]=0.; j<=nch; j++)
 1302: 	out[i][k] +=in[i][j]*b[j][k];
 1303: 
 1304:   return out;
 1305: }
 1306: 
 1307: 
 1308: /************* Higher Matrix Product ***************/
 1309: 
 1310: double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
 1311: {
 1312:   /* Computes the transition matrix starting at age 'age' over 
 1313:      'nhstepm*hstepm*stepm' months (i.e. until
 1314:      age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
 1315:      nhstepm*hstepm matrices. 
 1316:      Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
 1317:      (typically every 2 years instead of every month which is too big 
 1318:      for the memory).
 1319:      Model is determined by parameters x and covariates have to be 
 1320:      included manually here. 
 1321: 
 1322:      */
 1323: 
 1324:   int i, j, d, h, k;
 1325:   double **out, cov[NCOVMAX];
 1326:   double **newm;
 1327: 
 1328:   /* Hstepm could be zero and should return the unit matrix */
 1329:   for (i=1;i<=nlstate+ndeath;i++)
 1330:     for (j=1;j<=nlstate+ndeath;j++){
 1331:       oldm[i][j]=(i==j ? 1.0 : 0.0);
 1332:       po[i][j][0]=(i==j ? 1.0 : 0.0);
 1333:     }
 1334:   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
 1335:   for(h=1; h <=nhstepm; h++){
 1336:     for(d=1; d <=hstepm; d++){
 1337:       newm=savm;
 1338:       /* Covariates have to be included here again */
 1339:       cov[1]=1.;
 1340:       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
 1341:       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
 1342:       for (k=1; k<=cptcovage;k++)
 1343: 	cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
 1344:       for (k=1; k<=cptcovprod;k++)
 1345: 	cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
 1346: 
 1347: 
 1348:       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
 1349:       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
 1350:       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
 1351: 		   pmij(pmmij,cov,ncovmodel,x,nlstate));
 1352:       savm=oldm;
 1353:       oldm=newm;
 1354:     }
 1355:     for(i=1; i<=nlstate+ndeath; i++)
 1356:       for(j=1;j<=nlstate+ndeath;j++) {
 1357: 	po[i][j][h]=newm[i][j];
 1358: 	/*if(h==nhstepm) printf("po[%d][%d][%d]=%f ",i,j,h,po[i][j][h]);*/
 1359:       }
 1360:     /*printf("h=%d ",h);*/
 1361:   } /* end h */
 1362: /*     printf("\n H=%d \n",h); */
 1363:   return po;
 1364: }
 1365: 
 1366: 
 1367: /*************** log-likelihood *************/
 1368: double func( double *x)
 1369: {
 1370:   int i, ii, j, k, mi, d, kk;
 1371:   double l, ll[NLSTATEMAX], cov[NCOVMAX];
 1372:   double **out;
 1373:   double sw; /* Sum of weights */
 1374:   double lli; /* Individual log likelihood */
 1375:   int s1, s2;
 1376:   double bbh, survp;
 1377:   long ipmx;
 1378:   /*extern weight */
 1379:   /* We are differentiating ll according to initial status */
 1380:   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
 1381:   /*for(i=1;i<imx;i++) 
 1382:     printf(" %d\n",s[4][i]);
 1383:   */
 1384:   cov[1]=1.;
 1385: 
 1386:   for(k=1; k<=nlstate; k++) ll[k]=0.;
 1387: 
 1388:   if(mle==1){
 1389:     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1390:       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 1391:       for(mi=1; mi<= wav[i]-1; mi++){
 1392: 	for (ii=1;ii<=nlstate+ndeath;ii++)
 1393: 	  for (j=1;j<=nlstate+ndeath;j++){
 1394: 	    oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1395: 	    savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1396: 	  }
 1397: 	for(d=0; d<dh[mi][i]; d++){
 1398: 	  newm=savm;
 1399: 	  cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1400: 	  for (kk=1; kk<=cptcovage;kk++) {
 1401: 	    cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 1402: 	  }
 1403: 	  out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1404: 		       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1405: 	  savm=oldm;
 1406: 	  oldm=newm;
 1407: 	} /* end mult */
 1408:       
 1409: 	/*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
 1410: 	/* But now since version 0.9 we anticipate for bias at large stepm.
 1411: 	 * If stepm is larger than one month (smallest stepm) and if the exact delay 
 1412: 	 * (in months) between two waves is not a multiple of stepm, we rounded to 
 1413: 	 * the nearest (and in case of equal distance, to the lowest) interval but now
 1414: 	 * we keep into memory the bias bh[mi][i] and also the previous matrix product
 1415: 	 * (i.e to dh[mi][i]-1) saved in 'savm'. Then we inter(extra)polate the
 1416: 	 * probability in order to take into account the bias as a fraction of the way
 1417: 	 * from savm to out if bh is negative or even beyond if bh is positive. bh varies
 1418: 	 * -stepm/2 to stepm/2 .
 1419: 	 * For stepm=1 the results are the same as for previous versions of Imach.
 1420: 	 * For stepm > 1 the results are less biased than in previous versions. 
 1421: 	 */
 1422: 	s1=s[mw[mi][i]][i];
 1423: 	s2=s[mw[mi+1][i]][i];
 1424: 	bbh=(double)bh[mi][i]/(double)stepm; 
 1425: 	/* bias bh is positive if real duration
 1426: 	 * is higher than the multiple of stepm and negative otherwise.
 1427: 	 */
 1428: 	/* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
 1429: 	if( s2 > nlstate){ 
 1430: 	  /* i.e. if s2 is a death state and if the date of death is known 
 1431: 	     then the contribution to the likelihood is the probability to 
 1432: 	     die between last step unit time and current  step unit time, 
 1433: 	     which is also equal to probability to die before dh 
 1434: 	     minus probability to die before dh-stepm . 
 1435: 	     In version up to 0.92 likelihood was computed
 1436: 	as if date of death was unknown. Death was treated as any other
 1437: 	health state: the date of the interview describes the actual state
 1438: 	and not the date of a change in health state. The former idea was
 1439: 	to consider that at each interview the state was recorded
 1440: 	(healthy, disable or death) and IMaCh was corrected; but when we
 1441: 	introduced the exact date of death then we should have modified
 1442: 	the contribution of an exact death to the likelihood. This new
 1443: 	contribution is smaller and very dependent of the step unit
 1444: 	stepm. It is no more the probability to die between last interview
 1445: 	and month of death but the probability to survive from last
 1446: 	interview up to one month before death multiplied by the
 1447: 	probability to die within a month. Thanks to Chris
 1448: 	Jackson for correcting this bug.  Former versions increased
 1449: 	mortality artificially. The bad side is that we add another loop
 1450: 	which slows down the processing. The difference can be up to 10%
 1451: 	lower mortality.
 1452: 	  */
 1453: 	  lli=log(out[s1][s2] - savm[s1][s2]);
 1454: 
 1455: 
 1456: 	} else if  (s2==-2) {
 1457: 	  for (j=1,survp=0. ; j<=nlstate; j++) 
 1458: 	    survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j];
 1459: 	  /*survp += out[s1][j]; */
 1460: 	  lli= log(survp);
 1461: 	}
 1462: 	
 1463:  	else if  (s2==-4) { 
 1464: 	  for (j=3,survp=0. ; j<=nlstate; j++)  
 1465: 	    survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j];
 1466:  	  lli= log(survp); 
 1467:  	} 
 1468: 
 1469:  	else if  (s2==-5) { 
 1470:  	  for (j=1,survp=0. ; j<=2; j++)  
 1471: 	    survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j];
 1472:  	  lli= log(survp); 
 1473:  	} 
 1474: 	
 1475: 	else{
 1476: 	  lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
 1477: 	  /*  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 */
 1478: 	} 
 1479: 	/*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
 1480: 	/*if(lli ==000.0)*/
 1481: 	/*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); */
 1482:   	ipmx +=1;
 1483: 	sw += weight[i];
 1484: 	ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1485:       } /* end of wave */
 1486:     } /* end of individual */
 1487:   }  else if(mle==2){
 1488:     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1489:       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 1490:       for(mi=1; mi<= wav[i]-1; mi++){
 1491: 	for (ii=1;ii<=nlstate+ndeath;ii++)
 1492: 	  for (j=1;j<=nlstate+ndeath;j++){
 1493: 	    oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1494: 	    savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1495: 	  }
 1496: 	for(d=0; d<=dh[mi][i]; d++){
 1497: 	  newm=savm;
 1498: 	  cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1499: 	  for (kk=1; kk<=cptcovage;kk++) {
 1500: 	    cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 1501: 	  }
 1502: 	  out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1503: 		       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1504: 	  savm=oldm;
 1505: 	  oldm=newm;
 1506: 	} /* end mult */
 1507:       
 1508: 	s1=s[mw[mi][i]][i];
 1509: 	s2=s[mw[mi+1][i]][i];
 1510: 	bbh=(double)bh[mi][i]/(double)stepm; 
 1511: 	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 */
 1512: 	ipmx +=1;
 1513: 	sw += weight[i];
 1514: 	ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1515:       } /* end of wave */
 1516:     } /* end of individual */
 1517:   }  else if(mle==3){  /* exponential inter-extrapolation */
 1518:     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1519:       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 1520:       for(mi=1; mi<= wav[i]-1; mi++){
 1521: 	for (ii=1;ii<=nlstate+ndeath;ii++)
 1522: 	  for (j=1;j<=nlstate+ndeath;j++){
 1523: 	    oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1524: 	    savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1525: 	  }
 1526: 	for(d=0; d<dh[mi][i]; d++){
 1527: 	  newm=savm;
 1528: 	  cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1529: 	  for (kk=1; kk<=cptcovage;kk++) {
 1530: 	    cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 1531: 	  }
 1532: 	  out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1533: 		       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1534: 	  savm=oldm;
 1535: 	  oldm=newm;
 1536: 	} /* end mult */
 1537:       
 1538: 	s1=s[mw[mi][i]][i];
 1539: 	s2=s[mw[mi+1][i]][i];
 1540: 	bbh=(double)bh[mi][i]/(double)stepm; 
 1541: 	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 */
 1542: 	ipmx +=1;
 1543: 	sw += weight[i];
 1544: 	ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1545:       } /* end of wave */
 1546:     } /* end of individual */
 1547:   }else if (mle==4){  /* ml=4 no inter-extrapolation */
 1548:     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1549:       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 1550:       for(mi=1; mi<= wav[i]-1; mi++){
 1551: 	for (ii=1;ii<=nlstate+ndeath;ii++)
 1552: 	  for (j=1;j<=nlstate+ndeath;j++){
 1553: 	    oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1554: 	    savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1555: 	  }
 1556: 	for(d=0; d<dh[mi][i]; d++){
 1557: 	  newm=savm;
 1558: 	  cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1559: 	  for (kk=1; kk<=cptcovage;kk++) {
 1560: 	    cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 1561: 	  }
 1562: 	
 1563: 	  out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1564: 		       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1565: 	  savm=oldm;
 1566: 	  oldm=newm;
 1567: 	} /* end mult */
 1568:       
 1569: 	s1=s[mw[mi][i]][i];
 1570: 	s2=s[mw[mi+1][i]][i];
 1571: 	if( s2 > nlstate){ 
 1572: 	  lli=log(out[s1][s2] - savm[s1][s2]);
 1573: 	}else{
 1574: 	  lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
 1575: 	}
 1576: 	ipmx +=1;
 1577: 	sw += weight[i];
 1578: 	ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1579: /* 	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]); */
 1580:       } /* end of wave */
 1581:     } /* end of individual */
 1582:   }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
 1583:     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1584:       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 1585:       for(mi=1; mi<= wav[i]-1; mi++){
 1586: 	for (ii=1;ii<=nlstate+ndeath;ii++)
 1587: 	  for (j=1;j<=nlstate+ndeath;j++){
 1588: 	    oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1589: 	    savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1590: 	  }
 1591: 	for(d=0; d<dh[mi][i]; d++){
 1592: 	  newm=savm;
 1593: 	  cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1594: 	  for (kk=1; kk<=cptcovage;kk++) {
 1595: 	    cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 1596: 	  }
 1597: 	
 1598: 	  out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1599: 		       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1600: 	  savm=oldm;
 1601: 	  oldm=newm;
 1602: 	} /* end mult */
 1603:       
 1604: 	s1=s[mw[mi][i]][i];
 1605: 	s2=s[mw[mi+1][i]][i];
 1606: 	lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
 1607: 	ipmx +=1;
 1608: 	sw += weight[i];
 1609: 	ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1610: 	/*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]);*/
 1611:       } /* end of wave */
 1612:     } /* end of individual */
 1613:   } /* End of if */
 1614:   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
 1615:   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
 1616:   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
 1617:   return -l;
 1618: }
 1619: 
 1620: /*************** log-likelihood *************/
 1621: double funcone( double *x)
 1622: {
 1623:   /* Same as likeli but slower because of a lot of printf and if */
 1624:   int i, ii, j, k, mi, d, kk;
 1625:   double l, ll[NLSTATEMAX], cov[NCOVMAX];
 1626:   double **out;
 1627:   double lli; /* Individual log likelihood */
 1628:   double llt;
 1629:   int s1, s2;
 1630:   double bbh, survp;
 1631:   /*extern weight */
 1632:   /* We are differentiating ll according to initial status */
 1633:   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
 1634:   /*for(i=1;i<imx;i++) 
 1635:     printf(" %d\n",s[4][i]);
 1636:   */
 1637:   cov[1]=1.;
 1638: 
 1639:   for(k=1; k<=nlstate; k++) ll[k]=0.;
 1640: 
 1641:   for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1642:     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 1643:     for(mi=1; mi<= wav[i]-1; mi++){
 1644:       for (ii=1;ii<=nlstate+ndeath;ii++)
 1645: 	for (j=1;j<=nlstate+ndeath;j++){
 1646: 	  oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1647: 	  savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1648: 	}
 1649:       for(d=0; d<dh[mi][i]; d++){
 1650: 	newm=savm;
 1651: 	cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1652: 	for (kk=1; kk<=cptcovage;kk++) {
 1653: 	  cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 1654: 	}
 1655: 	out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1656: 		     1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1657: 	savm=oldm;
 1658: 	oldm=newm;
 1659:       } /* end mult */
 1660:       
 1661:       s1=s[mw[mi][i]][i];
 1662:       s2=s[mw[mi+1][i]][i];
 1663:       bbh=(double)bh[mi][i]/(double)stepm; 
 1664:       /* bias is positive if real duration
 1665:        * is higher than the multiple of stepm and negative otherwise.
 1666:        */
 1667:       if( s2 > nlstate && (mle <5) ){  /* Jackson */
 1668: 	lli=log(out[s1][s2] - savm[s1][s2]);
 1669:       } else if  (s2==-2) {
 1670: 	for (j=1,survp=0. ; j<=nlstate; j++) 
 1671: 	  survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j];
 1672: 	lli= log(survp);
 1673:       }else if (mle==1){
 1674: 	lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
 1675:       } else if(mle==2){
 1676: 	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 */
 1677:       } else if(mle==3){  /* exponential inter-extrapolation */
 1678: 	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 */
 1679:       } else if (mle==4){  /* mle=4 no inter-extrapolation */
 1680: 	lli=log(out[s1][s2]); /* Original formula */
 1681:       } else{  /* ml>=5 no inter-extrapolation no jackson =0.8a */
 1682: 	lli=log(out[s1][s2]); /* Original formula */
 1683:       } /* End of if */
 1684:       ipmx +=1;
 1685:       sw += weight[i];
 1686:       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1687: /*       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]); */
 1688:       if(globpr){
 1689: 	fprintf(ficresilk,"%9d %6d %2d %2d %1d %1d %3d %11.6f %8.4f\
 1690:  %11.6f %11.6f %11.6f ", \
 1691: 		num[i],i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],
 1692: 		2*weight[i]*lli,out[s1][s2],savm[s1][s2]);
 1693: 	for(k=1,llt=0.,l=0.; k<=nlstate; k++){
 1694: 	  llt +=ll[k]*gipmx/gsw;
 1695: 	  fprintf(ficresilk," %10.6f",-ll[k]*gipmx/gsw);
 1696: 	}
 1697: 	fprintf(ficresilk," %10.6f\n", -llt);
 1698:       }
 1699:     } /* end of wave */
 1700:   } /* end of individual */
 1701:   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
 1702:   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
 1703:   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
 1704:   if(globpr==0){ /* First time we count the contributions and weights */
 1705:     gipmx=ipmx;
 1706:     gsw=sw;
 1707:   }
 1708:   return -l;
 1709: }
 1710: 
 1711: 
 1712: /*************** function likelione ***********/
 1713: void likelione(FILE *ficres,double p[], int npar, int nlstate, int *globpri, long *ipmx, double *sw, double *fretone, double (*funcone)(double []))
 1714: {
 1715:   /* This routine should help understanding what is done with 
 1716:      the selection of individuals/waves and
 1717:      to check the exact contribution to the likelihood.
 1718:      Plotting could be done.
 1719:    */
 1720:   int k;
 1721: 
 1722:   if(*globpri !=0){ /* Just counts and sums, no printings */
 1723:     strcpy(fileresilk,"ilk"); 
 1724:     strcat(fileresilk,fileres);
 1725:     if((ficresilk=fopen(fileresilk,"w"))==NULL) {
 1726:       printf("Problem with resultfile: %s\n", fileresilk);
 1727:       fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
 1728:     }
 1729:     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");
 1730:     fprintf(ficresilk, "#num_i i s1 s2 mi mw dh likeli weight 2wlli out sav ");
 1731:     /* 	i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],2*weight[i]*lli,out[s1][s2],savm[s1][s2]); */
 1732:     for(k=1; k<=nlstate; k++) 
 1733:       fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k);
 1734:     fprintf(ficresilk," -2*gipw/gsw*weight*ll(total)\n");
 1735:   }
 1736: 
 1737:   *fretone=(*funcone)(p);
 1738:   if(*globpri !=0){
 1739:     fclose(ficresilk);
 1740:     fprintf(fichtm,"\n<br>File of contributions to the likelihood: <a href=\"%s\">%s</a><br>\n",subdirf(fileresilk),subdirf(fileresilk));
 1741:     fflush(fichtm); 
 1742:   } 
 1743:   return;
 1744: }
 1745: 
 1746: 
 1747: /*********** Maximum Likelihood Estimation ***************/
 1748: 
 1749: void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
 1750: {
 1751:   int i,j, iter;
 1752:   double **xi;
 1753:   double fret;
 1754:   double fretone; /* Only one call to likelihood */
 1755:   /*  char filerespow[FILENAMELENGTH];*/
 1756:   xi=matrix(1,npar,1,npar);
 1757:   for (i=1;i<=npar;i++)
 1758:     for (j=1;j<=npar;j++)
 1759:       xi[i][j]=(i==j ? 1.0 : 0.0);
 1760:   printf("Powell\n");  fprintf(ficlog,"Powell\n");
 1761:   strcpy(filerespow,"pow"); 
 1762:   strcat(filerespow,fileres);
 1763:   if((ficrespow=fopen(filerespow,"w"))==NULL) {
 1764:     printf("Problem with resultfile: %s\n", filerespow);
 1765:     fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
 1766:   }
 1767:   fprintf(ficrespow,"# Powell\n# iter -2*LL");
 1768:   for (i=1;i<=nlstate;i++)
 1769:     for(j=1;j<=nlstate+ndeath;j++)
 1770:       if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
 1771:   fprintf(ficrespow,"\n");
 1772: 
 1773:   powell(p,xi,npar,ftol,&iter,&fret,func);
 1774: 
 1775:   free_matrix(xi,1,npar,1,npar);
 1776:   fclose(ficrespow);
 1777:   printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
 1778:   fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
 1779:   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
 1780: 
 1781: }
 1782: 
 1783: /**** Computes Hessian and covariance matrix ***/
 1784: void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
 1785: {
 1786:   double  **a,**y,*x,pd;
 1787:   double **hess;
 1788:   int i, j,jk;
 1789:   int *indx;
 1790: 
 1791:   double hessii(double p[], double delta, int theta, double delti[],double (*func)(double []),int npar);
 1792:   double hessij(double p[], double delti[], int i, int j,double (*func)(double []),int npar);
 1793:   void lubksb(double **a, int npar, int *indx, double b[]) ;
 1794:   void ludcmp(double **a, int npar, int *indx, double *d) ;
 1795:   double gompertz(double p[]);
 1796:   hess=matrix(1,npar,1,npar);
 1797: 
 1798:   printf("\nCalculation of the hessian matrix. Wait...\n");
 1799:   fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
 1800:   for (i=1;i<=npar;i++){
 1801:     printf("%d",i);fflush(stdout);
 1802:     fprintf(ficlog,"%d",i);fflush(ficlog);
 1803:    
 1804:      hess[i][i]=hessii(p,ftolhess,i,delti,func,npar);
 1805:     
 1806:     /*  printf(" %f ",p[i]);
 1807: 	printf(" %lf %lf %lf",hess[i][i],ftolhess,delti[i]);*/
 1808:   }
 1809:   
 1810:   for (i=1;i<=npar;i++) {
 1811:     for (j=1;j<=npar;j++)  {
 1812:       if (j>i) { 
 1813: 	printf(".%d%d",i,j);fflush(stdout);
 1814: 	fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
 1815: 	hess[i][j]=hessij(p,delti,i,j,func,npar);
 1816: 	
 1817: 	hess[j][i]=hess[i][j];    
 1818: 	/*printf(" %lf ",hess[i][j]);*/
 1819:       }
 1820:     }
 1821:   }
 1822:   printf("\n");
 1823:   fprintf(ficlog,"\n");
 1824: 
 1825:   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
 1826:   fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
 1827:   
 1828:   a=matrix(1,npar,1,npar);
 1829:   y=matrix(1,npar,1,npar);
 1830:   x=vector(1,npar);
 1831:   indx=ivector(1,npar);
 1832:   for (i=1;i<=npar;i++)
 1833:     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
 1834:   ludcmp(a,npar,indx,&pd);
 1835: 
 1836:   for (j=1;j<=npar;j++) {
 1837:     for (i=1;i<=npar;i++) x[i]=0;
 1838:     x[j]=1;
 1839:     lubksb(a,npar,indx,x);
 1840:     for (i=1;i<=npar;i++){ 
 1841:       matcov[i][j]=x[i];
 1842:     }
 1843:   }
 1844: 
 1845:   printf("\n#Hessian matrix#\n");
 1846:   fprintf(ficlog,"\n#Hessian matrix#\n");
 1847:   for (i=1;i<=npar;i++) { 
 1848:     for (j=1;j<=npar;j++) { 
 1849:       printf("%.3e ",hess[i][j]);
 1850:       fprintf(ficlog,"%.3e ",hess[i][j]);
 1851:     }
 1852:     printf("\n");
 1853:     fprintf(ficlog,"\n");
 1854:   }
 1855: 
 1856:   /* Recompute Inverse */
 1857:   for (i=1;i<=npar;i++)
 1858:     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
 1859:   ludcmp(a,npar,indx,&pd);
 1860: 
 1861:   /*  printf("\n#Hessian matrix recomputed#\n");
 1862: 
 1863:   for (j=1;j<=npar;j++) {
 1864:     for (i=1;i<=npar;i++) x[i]=0;
 1865:     x[j]=1;
 1866:     lubksb(a,npar,indx,x);
 1867:     for (i=1;i<=npar;i++){ 
 1868:       y[i][j]=x[i];
 1869:       printf("%.3e ",y[i][j]);
 1870:       fprintf(ficlog,"%.3e ",y[i][j]);
 1871:     }
 1872:     printf("\n");
 1873:     fprintf(ficlog,"\n");
 1874:   }
 1875:   */
 1876: 
 1877:   free_matrix(a,1,npar,1,npar);
 1878:   free_matrix(y,1,npar,1,npar);
 1879:   free_vector(x,1,npar);
 1880:   free_ivector(indx,1,npar);
 1881:   free_matrix(hess,1,npar,1,npar);
 1882: 
 1883: 
 1884: }
 1885: 
 1886: /*************** hessian matrix ****************/
 1887: double hessii(double x[], double delta, int theta, double delti[], double (*func)(double []), int npar)
 1888: {
 1889:   int i;
 1890:   int l=1, lmax=20;
 1891:   double k1,k2;
 1892:   double p2[NPARMAX+1];
 1893:   double res;
 1894:   double delt=0.0001, delts, nkhi=10.,nkhif=1., khi=1.e-4;
 1895:   double fx;
 1896:   int k=0,kmax=10;
 1897:   double l1;
 1898: 
 1899:   fx=func(x);
 1900:   for (i=1;i<=npar;i++) p2[i]=x[i];
 1901:   for(l=0 ; l <=lmax; l++){
 1902:     l1=pow(10,l);
 1903:     delts=delt;
 1904:     for(k=1 ; k <kmax; k=k+1){
 1905:       delt = delta*(l1*k);
 1906:       p2[theta]=x[theta] +delt;
 1907:       k1=func(p2)-fx;
 1908:       p2[theta]=x[theta]-delt;
 1909:       k2=func(p2)-fx;
 1910:       /*res= (k1-2.0*fx+k2)/delt/delt; */
 1911:       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
 1912:       
 1913: #ifdef DEBUG
 1914:       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);
 1915:       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);
 1916: #endif
 1917:       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
 1918:       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
 1919: 	k=kmax;
 1920:       }
 1921:       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
 1922: 	k=kmax; l=lmax*10.;
 1923:       }
 1924:       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
 1925: 	delts=delt;
 1926:       }
 1927:     }
 1928:   }
 1929:   delti[theta]=delts;
 1930:   return res; 
 1931:   
 1932: }
 1933: 
 1934: double hessij( double x[], double delti[], int thetai,int thetaj,double (*func)(double []),int npar)
 1935: {
 1936:   int i;
 1937:   int l=1, l1, lmax=20;
 1938:   double k1,k2,k3,k4,res,fx;
 1939:   double p2[NPARMAX+1];
 1940:   int k;
 1941: 
 1942:   fx=func(x);
 1943:   for (k=1; k<=2; k++) {
 1944:     for (i=1;i<=npar;i++) p2[i]=x[i];
 1945:     p2[thetai]=x[thetai]+delti[thetai]/k;
 1946:     p2[thetaj]=x[thetaj]+delti[thetaj]/k;
 1947:     k1=func(p2)-fx;
 1948:   
 1949:     p2[thetai]=x[thetai]+delti[thetai]/k;
 1950:     p2[thetaj]=x[thetaj]-delti[thetaj]/k;
 1951:     k2=func(p2)-fx;
 1952:   
 1953:     p2[thetai]=x[thetai]-delti[thetai]/k;
 1954:     p2[thetaj]=x[thetaj]+delti[thetaj]/k;
 1955:     k3=func(p2)-fx;
 1956:   
 1957:     p2[thetai]=x[thetai]-delti[thetai]/k;
 1958:     p2[thetaj]=x[thetaj]-delti[thetaj]/k;
 1959:     k4=func(p2)-fx;
 1960:     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
 1961: #ifdef DEBUG
 1962:     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);
 1963:     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);
 1964: #endif
 1965:   }
 1966:   return res;
 1967: }
 1968: 
 1969: /************** Inverse of matrix **************/
 1970: void ludcmp(double **a, int n, int *indx, double *d) 
 1971: { 
 1972:   int i,imax,j,k; 
 1973:   double big,dum,sum,temp; 
 1974:   double *vv; 
 1975:  
 1976:   vv=vector(1,n); 
 1977:   *d=1.0; 
 1978:   for (i=1;i<=n;i++) { 
 1979:     big=0.0; 
 1980:     for (j=1;j<=n;j++) 
 1981:       if ((temp=fabs(a[i][j])) > big) big=temp; 
 1982:     if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
 1983:     vv[i]=1.0/big; 
 1984:   } 
 1985:   for (j=1;j<=n;j++) { 
 1986:     for (i=1;i<j;i++) { 
 1987:       sum=a[i][j]; 
 1988:       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
 1989:       a[i][j]=sum; 
 1990:     } 
 1991:     big=0.0; 
 1992:     for (i=j;i<=n;i++) { 
 1993:       sum=a[i][j]; 
 1994:       for (k=1;k<j;k++) 
 1995: 	sum -= a[i][k]*a[k][j]; 
 1996:       a[i][j]=sum; 
 1997:       if ( (dum=vv[i]*fabs(sum)) >= big) { 
 1998: 	big=dum; 
 1999: 	imax=i; 
 2000:       } 
 2001:     } 
 2002:     if (j != imax) { 
 2003:       for (k=1;k<=n;k++) { 
 2004: 	dum=a[imax][k]; 
 2005: 	a[imax][k]=a[j][k]; 
 2006: 	a[j][k]=dum; 
 2007:       } 
 2008:       *d = -(*d); 
 2009:       vv[imax]=vv[j]; 
 2010:     } 
 2011:     indx[j]=imax; 
 2012:     if (a[j][j] == 0.0) a[j][j]=TINY; 
 2013:     if (j != n) { 
 2014:       dum=1.0/(a[j][j]); 
 2015:       for (i=j+1;i<=n;i++) a[i][j] *= dum; 
 2016:     } 
 2017:   } 
 2018:   free_vector(vv,1,n);  /* Doesn't work */
 2019: ;
 2020: } 
 2021: 
 2022: void lubksb(double **a, int n, int *indx, double b[]) 
 2023: { 
 2024:   int i,ii=0,ip,j; 
 2025:   double sum; 
 2026:  
 2027:   for (i=1;i<=n;i++) { 
 2028:     ip=indx[i]; 
 2029:     sum=b[ip]; 
 2030:     b[ip]=b[i]; 
 2031:     if (ii) 
 2032:       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
 2033:     else if (sum) ii=i; 
 2034:     b[i]=sum; 
 2035:   } 
 2036:   for (i=n;i>=1;i--) { 
 2037:     sum=b[i]; 
 2038:     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
 2039:     b[i]=sum/a[i][i]; 
 2040:   } 
 2041: } 
 2042: 
 2043: void pstamp(FILE *fichier)
 2044: {
 2045:   fprintf(fichier,"# %s.%s\n#%s\n#%s\n# %s", optionfilefiname,optionfilext,version,fullversion,strstart);
 2046: }
 2047: 
 2048: /************ Frequencies ********************/
 2049: 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[])
 2050: {  /* Some frequencies */
 2051:   
 2052:   int i, m, jk, k1,i1, j1, bool, z1,j;
 2053:   int first;
 2054:   double ***freq; /* Frequencies */
 2055:   double *pp, **prop;
 2056:   double pos,posprop, k2, dateintsum=0,k2cpt=0;
 2057:   char fileresp[FILENAMELENGTH];
 2058:   
 2059:   pp=vector(1,nlstate);
 2060:   prop=matrix(1,nlstate,iagemin,iagemax+3);
 2061:   strcpy(fileresp,"p");
 2062:   strcat(fileresp,fileres);
 2063:   if((ficresp=fopen(fileresp,"w"))==NULL) {
 2064:     printf("Problem with prevalence resultfile: %s\n", fileresp);
 2065:     fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
 2066:     exit(0);
 2067:   }
 2068:   freq= ma3x(-5,nlstate+ndeath,-5,nlstate+ndeath,iagemin,iagemax+3);
 2069:   j1=0;
 2070:   
 2071:   j=cptcoveff;
 2072:   if (cptcovn<1) {j=1;ncodemax[1]=1;}
 2073: 
 2074:   first=1;
 2075: 
 2076:   for(k1=1; k1<=j;k1++){
 2077:     for(i1=1; i1<=ncodemax[k1];i1++){
 2078:       j1++;
 2079:       /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
 2080: 	scanf("%d", i);*/
 2081:       for (i=-5; i<=nlstate+ndeath; i++)  
 2082: 	for (jk=-5; jk<=nlstate+ndeath; jk++)  
 2083: 	  for(m=iagemin; m <= iagemax+3; m++)
 2084: 	    freq[i][jk][m]=0;
 2085: 
 2086:     for (i=1; i<=nlstate; i++)  
 2087:       for(m=iagemin; m <= iagemax+3; m++)
 2088: 	prop[i][m]=0;
 2089:       
 2090:       dateintsum=0;
 2091:       k2cpt=0;
 2092:       for (i=1; i<=imx; i++) {
 2093: 	bool=1;
 2094: 	if  (cptcovn>0) {
 2095: 	  for (z1=1; z1<=cptcoveff; z1++) 
 2096: 	    if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
 2097: 	      bool=0;
 2098: 	}
 2099: 	if (bool==1){
 2100: 	  for(m=firstpass; m<=lastpass; m++){
 2101: 	    k2=anint[m][i]+(mint[m][i]/12.);
 2102: 	    /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
 2103: 	      if(agev[m][i]==0) agev[m][i]=iagemax+1;
 2104: 	      if(agev[m][i]==1) agev[m][i]=iagemax+2;
 2105: 	      if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
 2106: 	      if (m<lastpass) {
 2107: 		freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
 2108: 		freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
 2109: 	      }
 2110: 	      
 2111: 	      if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
 2112: 		dateintsum=dateintsum+k2;
 2113: 		k2cpt++;
 2114: 	      }
 2115: 	      /*}*/
 2116: 	  }
 2117: 	}
 2118:       }
 2119:        
 2120:       /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
 2121:       pstamp(ficresp);
 2122:       if  (cptcovn>0) {
 2123: 	fprintf(ficresp, "\n#********** Variable "); 
 2124: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 2125: 	fprintf(ficresp, "**********\n#");
 2126:       }
 2127:       for(i=1; i<=nlstate;i++) 
 2128: 	fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
 2129:       fprintf(ficresp, "\n");
 2130:       
 2131:       for(i=iagemin; i <= iagemax+3; i++){
 2132: 	if(i==iagemax+3){
 2133: 	  fprintf(ficlog,"Total");
 2134: 	}else{
 2135: 	  if(first==1){
 2136: 	    first=0;
 2137: 	    printf("See log file for details...\n");
 2138: 	  }
 2139: 	  fprintf(ficlog,"Age %d", i);
 2140: 	}
 2141: 	for(jk=1; jk <=nlstate ; jk++){
 2142: 	  for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
 2143: 	    pp[jk] += freq[jk][m][i]; 
 2144: 	}
 2145: 	for(jk=1; jk <=nlstate ; jk++){
 2146: 	  for(m=-1, pos=0; m <=0 ; m++)
 2147: 	    pos += freq[jk][m][i];
 2148: 	  if(pp[jk]>=1.e-10){
 2149: 	    if(first==1){
 2150: 	    printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
 2151: 	    }
 2152: 	    fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
 2153: 	  }else{
 2154: 	    if(first==1)
 2155: 	      printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
 2156: 	    fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
 2157: 	  }
 2158: 	}
 2159: 
 2160: 	for(jk=1; jk <=nlstate ; jk++){
 2161: 	  for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
 2162: 	    pp[jk] += freq[jk][m][i];
 2163: 	}	
 2164: 	for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
 2165: 	  pos += pp[jk];
 2166: 	  posprop += prop[jk][i];
 2167: 	}
 2168: 	for(jk=1; jk <=nlstate ; jk++){
 2169: 	  if(pos>=1.e-5){
 2170: 	    if(first==1)
 2171: 	      printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
 2172: 	    fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
 2173: 	  }else{
 2174: 	    if(first==1)
 2175: 	      printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
 2176: 	    fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
 2177: 	  }
 2178: 	  if( i <= iagemax){
 2179: 	    if(pos>=1.e-5){
 2180: 	      fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
 2181: 	      /*probs[i][jk][j1]= pp[jk]/pos;*/
 2182: 	      /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
 2183: 	    }
 2184: 	    else
 2185: 	      fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
 2186: 	  }
 2187: 	}
 2188: 	
 2189: 	for(jk=-1; jk <=nlstate+ndeath; jk++)
 2190: 	  for(m=-1; m <=nlstate+ndeath; m++)
 2191: 	    if(freq[jk][m][i] !=0 ) {
 2192: 	    if(first==1)
 2193: 	      printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
 2194: 	      fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
 2195: 	    }
 2196: 	if(i <= iagemax)
 2197: 	  fprintf(ficresp,"\n");
 2198: 	if(first==1)
 2199: 	  printf("Others in log...\n");
 2200: 	fprintf(ficlog,"\n");
 2201:       }
 2202:     }
 2203:   }
 2204:   dateintmean=dateintsum/k2cpt; 
 2205:  
 2206:   fclose(ficresp);
 2207:   free_ma3x(freq,-5,nlstate+ndeath,-5,nlstate+ndeath, iagemin, iagemax+3);
 2208:   free_vector(pp,1,nlstate);
 2209:   free_matrix(prop,1,nlstate,iagemin, iagemax+3);
 2210:   /* End of Freq */
 2211: }
 2212: 
 2213: /************ Prevalence ********************/
 2214: 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)
 2215: {  
 2216:   /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
 2217:      in each health status at the date of interview (if between dateprev1 and dateprev2).
 2218:      We still use firstpass and lastpass as another selection.
 2219:   */
 2220:  
 2221:   int i, m, jk, k1, i1, j1, bool, z1,j;
 2222:   double ***freq; /* Frequencies */
 2223:   double *pp, **prop;
 2224:   double pos,posprop; 
 2225:   double  y2; /* in fractional years */
 2226:   int iagemin, iagemax;
 2227: 
 2228:   iagemin= (int) agemin;
 2229:   iagemax= (int) agemax;
 2230:   /*pp=vector(1,nlstate);*/
 2231:   prop=matrix(1,nlstate,iagemin,iagemax+3); 
 2232:   /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
 2233:   j1=0;
 2234:   
 2235:   j=cptcoveff;
 2236:   if (cptcovn<1) {j=1;ncodemax[1]=1;}
 2237:   
 2238:   for(k1=1; k1<=j;k1++){
 2239:     for(i1=1; i1<=ncodemax[k1];i1++){
 2240:       j1++;
 2241:       
 2242:       for (i=1; i<=nlstate; i++)  
 2243: 	for(m=iagemin; m <= iagemax+3; m++)
 2244: 	  prop[i][m]=0.0;
 2245:      
 2246:       for (i=1; i<=imx; i++) { /* Each individual */
 2247: 	bool=1;
 2248: 	if  (cptcovn>0) {
 2249: 	  for (z1=1; z1<=cptcoveff; z1++) 
 2250: 	    if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
 2251: 	      bool=0;
 2252: 	} 
 2253: 	if (bool==1) { 
 2254: 	  for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
 2255: 	    y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
 2256: 	    if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
 2257: 	      if(agev[m][i]==0) agev[m][i]=iagemax+1;
 2258: 	      if(agev[m][i]==1) agev[m][i]=iagemax+2;
 2259: 	      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); 
 2260:  	      if (s[m][i]>0 && s[m][i]<=nlstate) { 
 2261: 		/*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]]);*/
 2262:  		prop[s[m][i]][(int)agev[m][i]] += weight[i];
 2263:  		prop[s[m][i]][iagemax+3] += weight[i]; 
 2264:  	      } 
 2265: 	    }
 2266: 	  } /* end selection of waves */
 2267: 	}
 2268:       }
 2269:       for(i=iagemin; i <= iagemax+3; i++){  
 2270: 	
 2271:  	for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
 2272:  	  posprop += prop[jk][i]; 
 2273:  	} 
 2274: 
 2275:  	for(jk=1; jk <=nlstate ; jk++){	    
 2276:  	  if( i <=  iagemax){ 
 2277:  	    if(posprop>=1.e-5){ 
 2278:  	      probs[i][jk][j1]= prop[jk][i]/posprop;
 2279:  	    } else
 2280: 	      printf("Warning Observed prevalence probs[%d][%d][%d]=%lf because of lack of cases\n",jk,i,j1,probs[i][jk][j1]);
 2281:  	  } 
 2282:  	}/* end jk */ 
 2283:       }/* end i */ 
 2284:     } /* end i1 */
 2285:   } /* end k1 */
 2286:   
 2287:   /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
 2288:   /*free_vector(pp,1,nlstate);*/
 2289:   free_matrix(prop,1,nlstate, iagemin,iagemax+3);
 2290: }  /* End of prevalence */
 2291: 
 2292: /************* Waves Concatenation ***************/
 2293: 
 2294: 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)
 2295: {
 2296:   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
 2297:      Death is a valid wave (if date is known).
 2298:      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
 2299:      dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
 2300:      and mw[mi+1][i]. dh depends on stepm.
 2301:      */
 2302: 
 2303:   int i, mi, m;
 2304:   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
 2305:      double sum=0., jmean=0.;*/
 2306:   int first;
 2307:   int j, k=0,jk, ju, jl;
 2308:   double sum=0.;
 2309:   first=0;
 2310:   jmin=1e+5;
 2311:   jmax=-1;
 2312:   jmean=0.;
 2313:   for(i=1; i<=imx; i++){
 2314:     mi=0;
 2315:     m=firstpass;
 2316:     while(s[m][i] <= nlstate){
 2317:       if(s[m][i]>=1 || s[m][i]==-2 || s[m][i]==-4 || s[m][i]==-5)
 2318: 	mw[++mi][i]=m;
 2319:       if(m >=lastpass)
 2320: 	break;
 2321:       else
 2322: 	m++;
 2323:     }/* end while */
 2324:     if (s[m][i] > nlstate){
 2325:       mi++;	/* Death is another wave */
 2326:       /* if(mi==0)  never been interviewed correctly before death */
 2327: 	 /* Only death is a correct wave */
 2328:       mw[mi][i]=m;
 2329:     }
 2330: 
 2331:     wav[i]=mi;
 2332:     if(mi==0){
 2333:       nbwarn++;
 2334:       if(first==0){
 2335: 	printf("Warning! No valid information for individual %ld line=%d (skipped) and may be others, see log file\n",num[i],i);
 2336: 	first=1;
 2337:       }
 2338:       if(first==1){
 2339: 	fprintf(ficlog,"Warning! No valid information for individual %ld line=%d (skipped)\n",num[i],i);
 2340:       }
 2341:     } /* end mi==0 */
 2342:   } /* End individuals */
 2343: 
 2344:   for(i=1; i<=imx; i++){
 2345:     for(mi=1; mi<wav[i];mi++){
 2346:       if (stepm <=0)
 2347: 	dh[mi][i]=1;
 2348:       else{
 2349: 	if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
 2350: 	  if (agedc[i] < 2*AGESUP) {
 2351: 	    j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
 2352: 	    if(j==0) j=1;  /* Survives at least one month after exam */
 2353: 	    else if(j<0){
 2354: 	      nberr++;
 2355: 	      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]);
 2356: 	      j=1; /* Temporary Dangerous patch */
 2357: 	      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);
 2358: 	      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]);
 2359: 	      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);
 2360: 	    }
 2361: 	    k=k+1;
 2362: 	    if (j >= jmax){
 2363: 	      jmax=j;
 2364: 	      ijmax=i;
 2365: 	    }
 2366: 	    if (j <= jmin){
 2367: 	      jmin=j;
 2368: 	      ijmin=i;
 2369: 	    }
 2370: 	    sum=sum+j;
 2371: 	    /*if (j<0) printf("j=%d num=%d \n",j,i);*/
 2372: 	    /*	  printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
 2373: 	  }
 2374: 	}
 2375: 	else{
 2376: 	  j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
 2377: /* 	  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]); */
 2378: 
 2379: 	  k=k+1;
 2380: 	  if (j >= jmax) {
 2381: 	    jmax=j;
 2382: 	    ijmax=i;
 2383: 	  }
 2384: 	  else if (j <= jmin){
 2385: 	    jmin=j;
 2386: 	    ijmin=i;
 2387: 	  }
 2388: 	  /*	    if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
 2389: 	  /*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]);*/
 2390: 	  if(j<0){
 2391: 	    nberr++;
 2392: 	    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]);
 2393: 	    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]);
 2394: 	  }
 2395: 	  sum=sum+j;
 2396: 	}
 2397: 	jk= j/stepm;
 2398: 	jl= j -jk*stepm;
 2399: 	ju= j -(jk+1)*stepm;
 2400: 	if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */
 2401: 	  if(jl==0){
 2402: 	    dh[mi][i]=jk;
 2403: 	    bh[mi][i]=0;
 2404: 	  }else{ /* We want a negative bias in order to only have interpolation ie
 2405: 		  * at the price of an extra matrix product in likelihood */
 2406: 	    dh[mi][i]=jk+1;
 2407: 	    bh[mi][i]=ju;
 2408: 	  }
 2409: 	}else{
 2410: 	  if(jl <= -ju){
 2411: 	    dh[mi][i]=jk;
 2412: 	    bh[mi][i]=jl;	/* bias is positive if real duration
 2413: 				 * is higher than the multiple of stepm and negative otherwise.
 2414: 				 */
 2415: 	  }
 2416: 	  else{
 2417: 	    dh[mi][i]=jk+1;
 2418: 	    bh[mi][i]=ju;
 2419: 	  }
 2420: 	  if(dh[mi][i]==0){
 2421: 	    dh[mi][i]=1; /* At least one step */
 2422: 	    bh[mi][i]=ju; /* At least one step */
 2423: 	    /*  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);*/
 2424: 	  }
 2425: 	} /* end if mle */
 2426:       }
 2427:     } /* end wave */
 2428:   }
 2429:   jmean=sum/k;
 2430:   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);
 2431:   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);
 2432:  }
 2433: 
 2434: /*********** Tricode ****************************/
 2435: void tricode(int *Tvar, int **nbcode, int imx)
 2436: {
 2437:   
 2438:   /*	  Tvar[i]=atoi(stre); /* find 'n' in Vn and stores in Tvar. If model=V2+V1 Tvar[1]=2 and Tvar[2]=1 */
 2439: 
 2440:   int Ndum[20],ij=1, k=0, j=0, i=0, maxncov=19;
 2441:   int cptcode=0;
 2442:   cptcoveff=0; 
 2443:  
 2444:   for (k=0; k<maxncov; k++) Ndum[k]=0;
 2445:   for (k=1; k<=7; k++) ncodemax[k]=0;
 2446: 
 2447:   for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
 2448:     for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
 2449: 			       modality*/ 
 2450:       ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
 2451:       Ndum[ij]++; /*store the modality */
 2452:       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
 2453:       if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
 2454: 				       Tvar[j]. If V=sex and male is 0 and 
 2455: 				       female is 1, then  cptcode=1.*/
 2456:     }
 2457: 
 2458:     for (i=0; i<=cptcode; i++) {
 2459:       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 */
 2460:     }
 2461: 
 2462:     ij=1; 
 2463:     for (i=1; i<=ncodemax[j]; i++) {
 2464:       for (k=0; k<= maxncov; k++) {
 2465: 	if (Ndum[k] != 0) {
 2466: 	  nbcode[Tvar[j]][ij]=k; 
 2467: 	  /* 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; */
 2468: 	  
 2469: 	  ij++;
 2470: 	}
 2471: 	if (ij > ncodemax[j]) break; 
 2472:       }  
 2473:     } 
 2474:   }  
 2475: 
 2476:  for (k=0; k< maxncov; k++) Ndum[k]=0;
 2477: 
 2478:  for (i=1; i<=ncovmodel-2; i++) { 
 2479:    /* Listing of all covariables in statement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
 2480:    ij=Tvar[i];
 2481:    Ndum[ij]++;
 2482:  }
 2483: 
 2484:  ij=1;
 2485:  for (i=1; i<= maxncov; i++) {
 2486:    if((Ndum[i]!=0) && (i<=ncovcol)){
 2487:      Tvaraff[ij]=i; /*For printing */
 2488:      ij++;
 2489:    }
 2490:  }
 2491:  
 2492:  cptcoveff=ij-1; /*Number of simple covariates*/
 2493: }
 2494: 
 2495: /*********** Health Expectancies ****************/
 2496: 
 2497: void evsij(double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int cij, int estepm,char strstart[] )
 2498: 
 2499: {
 2500:   /* Health expectancies, no variances */
 2501:   int i, j, nhstepm, hstepm, h, nstepm, k, cptj, cptj2, i2, j2;
 2502:   int nhstepma, nstepma; /* Decreasing with age */
 2503:   double age, agelim, hf;
 2504:   double ***p3mat;
 2505:   double eip;
 2506: 
 2507:   pstamp(ficreseij);
 2508:   fprintf(ficreseij,"# (a) Life expectancies by health status at initial age and (b) health expectancies by health status at initial age\n");
 2509:   fprintf(ficreseij,"# Age");
 2510:   for(i=1; i<=nlstate;i++){
 2511:     for(j=1; j<=nlstate;j++){
 2512:       fprintf(ficreseij," e%1d%1d ",i,j);
 2513:     }
 2514:     fprintf(ficreseij," e%1d. ",i);
 2515:   }
 2516:   fprintf(ficreseij,"\n");
 2517: 
 2518:   
 2519:   if(estepm < stepm){
 2520:     printf ("Problem %d lower than %d\n",estepm, stepm);
 2521:   }
 2522:   else  hstepm=estepm;   
 2523:   /* We compute the life expectancy from trapezoids spaced every estepm months
 2524:    * This is mainly to measure the difference between two models: for example
 2525:    * if stepm=24 months pijx are given only every 2 years and by summing them
 2526:    * we are calculating an estimate of the Life Expectancy assuming a linear 
 2527:    * progression in between and thus overestimating or underestimating according
 2528:    * to the curvature of the survival function. If, for the same date, we 
 2529:    * estimate the model with stepm=1 month, we can keep estepm to 24 months
 2530:    * to compare the new estimate of Life expectancy with the same linear 
 2531:    * hypothesis. A more precise result, taking into account a more precise
 2532:    * curvature will be obtained if estepm is as small as stepm. */
 2533: 
 2534:   /* For example we decided to compute the life expectancy with the smallest unit */
 2535:   /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
 2536:      nhstepm is the number of hstepm from age to agelim 
 2537:      nstepm is the number of stepm from age to agelin. 
 2538:      Look at hpijx to understand the reason of that which relies in memory size
 2539:      and note for a fixed period like estepm months */
 2540:   /* We decided (b) to get a life expectancy respecting the most precise curvature of the
 2541:      survival function given by stepm (the optimization length). Unfortunately it
 2542:      means that if the survival funtion is printed only each two years of age and if
 2543:      you sum them up and add 1 year (area under the trapezoids) you won't get the same 
 2544:      results. So we changed our mind and took the option of the best precision.
 2545:   */
 2546:   hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
 2547: 
 2548:   agelim=AGESUP;
 2549:   /* If stepm=6 months */
 2550:     /* Computed by stepm unit matrices, product of hstepm matrices, stored
 2551:        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
 2552:     
 2553: /* nhstepm age range expressed in number of stepm */
 2554:   nstepm=(int) rint((agelim-bage)*YEARM/stepm); /* Biggest nstepm */
 2555:   /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
 2556:   /* if (stepm >= YEARM) hstepm=1;*/
 2557:   nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
 2558:   p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2559: 
 2560:   for (age=bage; age<=fage; age ++){ 
 2561:     nstepma=(int) rint((agelim-bage)*YEARM/stepm); /* Biggest nstepm */
 2562:     /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
 2563:     /* if (stepm >= YEARM) hstepm=1;*/
 2564:     nhstepma = nstepma/hstepm;/* Expressed in hstepm, typically nhstepma=40/4=10 */
 2565: 
 2566:     /* If stepm=6 months */
 2567:     /* Computed by stepm unit matrices, product of hstepma matrices, stored
 2568:        in an array of nhstepma length: nhstepma=10, hstepm=4, stepm=6 months */
 2569:     
 2570:     hpxij(p3mat,nhstepma,age,hstepm,x,nlstate,stepm,oldm, savm, cij);  
 2571:     
 2572:     hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
 2573:     
 2574:     printf("%d|",(int)age);fflush(stdout);
 2575:     fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
 2576:     
 2577:     /* Computing expectancies */
 2578:     for(i=1; i<=nlstate;i++)
 2579:       for(j=1; j<=nlstate;j++)
 2580: 	for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
 2581: 	  eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
 2582: 	  
 2583: 	  /* 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]);*/
 2584: 
 2585: 	}
 2586: 
 2587:     fprintf(ficreseij,"%3.0f",age );
 2588:     for(i=1; i<=nlstate;i++){
 2589:       eip=0;
 2590:       for(j=1; j<=nlstate;j++){
 2591: 	eip +=eij[i][j][(int)age];
 2592: 	fprintf(ficreseij,"%9.4f", eij[i][j][(int)age] );
 2593:       }
 2594:       fprintf(ficreseij,"%9.4f", eip );
 2595:     }
 2596:     fprintf(ficreseij,"\n");
 2597:     
 2598:   }
 2599:   free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2600:   printf("\n");
 2601:   fprintf(ficlog,"\n");
 2602:   
 2603: }
 2604: 
 2605: void cvevsij(double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int cij, int estepm,double delti[],double **matcov,char strstart[] )
 2606: 
 2607: {
 2608:   /* Covariances of health expectancies eij and of total life expectancies according
 2609:    to initial status i, ei. .
 2610:   */
 2611:   int i, j, nhstepm, hstepm, h, nstepm, k, cptj, cptj2, i2, j2, ij, ji;
 2612:   int nhstepma, nstepma; /* Decreasing with age */
 2613:   double age, agelim, hf;
 2614:   double ***p3matp, ***p3matm, ***varhe;
 2615:   double **dnewm,**doldm;
 2616:   double *xp, *xm;
 2617:   double **gp, **gm;
 2618:   double ***gradg, ***trgradg;
 2619:   int theta;
 2620: 
 2621:   double eip, vip;
 2622: 
 2623:   varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
 2624:   xp=vector(1,npar);
 2625:   xm=vector(1,npar);
 2626:   dnewm=matrix(1,nlstate*nlstate,1,npar);
 2627:   doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
 2628:   
 2629:   pstamp(ficresstdeij);
 2630:   fprintf(ficresstdeij,"# Health expectancies with standard errors\n");
 2631:   fprintf(ficresstdeij,"# Age");
 2632:   for(i=1; i<=nlstate;i++){
 2633:     for(j=1; j<=nlstate;j++)
 2634:       fprintf(ficresstdeij," e%1d%1d (SE)",i,j);
 2635:     fprintf(ficresstdeij," e%1d. ",i);
 2636:   }
 2637:   fprintf(ficresstdeij,"\n");
 2638: 
 2639:   pstamp(ficrescveij);
 2640:   fprintf(ficrescveij,"# Subdiagonal matrix of covariances of health expectancies by age: cov(eij,ekl)\n");
 2641:   fprintf(ficrescveij,"# Age");
 2642:   for(i=1; i<=nlstate;i++)
 2643:     for(j=1; j<=nlstate;j++){
 2644:       cptj= (j-1)*nlstate+i;
 2645:       for(i2=1; i2<=nlstate;i2++)
 2646: 	for(j2=1; j2<=nlstate;j2++){
 2647: 	  cptj2= (j2-1)*nlstate+i2;
 2648: 	  if(cptj2 <= cptj)
 2649: 	    fprintf(ficrescveij,"  %1d%1d,%1d%1d",i,j,i2,j2);
 2650: 	}
 2651:     }
 2652:   fprintf(ficrescveij,"\n");
 2653:   
 2654:   if(estepm < stepm){
 2655:     printf ("Problem %d lower than %d\n",estepm, stepm);
 2656:   }
 2657:   else  hstepm=estepm;   
 2658:   /* We compute the life expectancy from trapezoids spaced every estepm months
 2659:    * This is mainly to measure the difference between two models: for example
 2660:    * if stepm=24 months pijx are given only every 2 years and by summing them
 2661:    * we are calculating an estimate of the Life Expectancy assuming a linear 
 2662:    * progression in between and thus overestimating or underestimating according
 2663:    * to the curvature of the survival function. If, for the same date, we 
 2664:    * estimate the model with stepm=1 month, we can keep estepm to 24 months
 2665:    * to compare the new estimate of Life expectancy with the same linear 
 2666:    * hypothesis. A more precise result, taking into account a more precise
 2667:    * curvature will be obtained if estepm is as small as stepm. */
 2668: 
 2669:   /* For example we decided to compute the life expectancy with the smallest unit */
 2670:   /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
 2671:      nhstepm is the number of hstepm from age to agelim 
 2672:      nstepm is the number of stepm from age to agelin. 
 2673:      Look at hpijx to understand the reason of that which relies in memory size
 2674:      and note for a fixed period like estepm months */
 2675:   /* We decided (b) to get a life expectancy respecting the most precise curvature of the
 2676:      survival function given by stepm (the optimization length). Unfortunately it
 2677:      means that if the survival funtion is printed only each two years of age and if
 2678:      you sum them up and add 1 year (area under the trapezoids) you won't get the same 
 2679:      results. So we changed our mind and took the option of the best precision.
 2680:   */
 2681:   hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
 2682: 
 2683:   /* If stepm=6 months */
 2684:   /* nhstepm age range expressed in number of stepm */
 2685:   agelim=AGESUP;
 2686:   nstepm=(int) rint((agelim-bage)*YEARM/stepm); 
 2687:   /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
 2688:   /* if (stepm >= YEARM) hstepm=1;*/
 2689:   nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
 2690:   
 2691:   p3matp=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2692:   p3matm=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2693:   gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
 2694:   trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
 2695:   gp=matrix(0,nhstepm,1,nlstate*nlstate);
 2696:   gm=matrix(0,nhstepm,1,nlstate*nlstate);
 2697: 
 2698:   for (age=bage; age<=fage; age ++){ 
 2699:     nstepma=(int) rint((agelim-bage)*YEARM/stepm); /* Biggest nstepm */
 2700:     /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
 2701:     /* if (stepm >= YEARM) hstepm=1;*/
 2702:     nhstepma = nstepma/hstepm;/* Expressed in hstepm, typically nhstepma=40/4=10 */
 2703: 
 2704:     /* If stepm=6 months */
 2705:     /* Computed by stepm unit matrices, product of hstepma matrices, stored
 2706:        in an array of nhstepma length: nhstepma=10, hstepm=4, stepm=6 months */
 2707:     
 2708:     hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
 2709: 
 2710:     /* Computing  Variances of health expectancies */
 2711:     /* Gradient is computed with plus gp and minus gm. Code is duplicated in order to
 2712:        decrease memory allocation */
 2713:     for(theta=1; theta <=npar; theta++){
 2714:       for(i=1; i<=npar; i++){ 
 2715: 	xp[i] = x[i] + (i==theta ?delti[theta]:0);
 2716: 	xm[i] = x[i] - (i==theta ?delti[theta]:0);
 2717:       }
 2718:       hpxij(p3matp,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, cij);  
 2719:       hpxij(p3matm,nhstepm,age,hstepm,xm,nlstate,stepm,oldm,savm, cij);  
 2720:   
 2721:       for(j=1; j<= nlstate; j++){
 2722: 	for(i=1; i<=nlstate; i++){
 2723: 	  for(h=0; h<=nhstepm-1; h++){
 2724: 	    gp[h][(j-1)*nlstate + i] = (p3matp[i][j][h]+p3matp[i][j][h+1])/2.;
 2725: 	    gm[h][(j-1)*nlstate + i] = (p3matm[i][j][h]+p3matm[i][j][h+1])/2.;
 2726: 	  }
 2727: 	}
 2728:       }
 2729:      
 2730:       for(ij=1; ij<= nlstate*nlstate; ij++)
 2731: 	for(h=0; h<=nhstepm-1; h++){
 2732: 	  gradg[h][theta][ij]= (gp[h][ij]-gm[h][ij])/2./delti[theta];
 2733: 	}
 2734:     }/* End theta */
 2735:     
 2736:     
 2737:     for(h=0; h<=nhstepm-1; h++)
 2738:       for(j=1; j<=nlstate*nlstate;j++)
 2739: 	for(theta=1; theta <=npar; theta++)
 2740: 	  trgradg[h][j][theta]=gradg[h][theta][j];
 2741:     
 2742: 
 2743:      for(ij=1;ij<=nlstate*nlstate;ij++)
 2744:       for(ji=1;ji<=nlstate*nlstate;ji++)
 2745: 	varhe[ij][ji][(int)age] =0.;
 2746: 
 2747:      printf("%d|",(int)age);fflush(stdout);
 2748:      fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
 2749:      for(h=0;h<=nhstepm-1;h++){
 2750:       for(k=0;k<=nhstepm-1;k++){
 2751: 	matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
 2752: 	matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
 2753: 	for(ij=1;ij<=nlstate*nlstate;ij++)
 2754: 	  for(ji=1;ji<=nlstate*nlstate;ji++)
 2755: 	    varhe[ij][ji][(int)age] += doldm[ij][ji]*hf*hf;
 2756:       }
 2757:     }
 2758: 
 2759:     /* Computing expectancies */
 2760:     hpxij(p3matm,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, cij);  
 2761:     for(i=1; i<=nlstate;i++)
 2762:       for(j=1; j<=nlstate;j++)
 2763: 	for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
 2764: 	  eij[i][j][(int)age] += (p3matm[i][j][h]+p3matm[i][j][h+1])/2.0*hf;
 2765: 	  
 2766: 	  /* 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]);*/
 2767: 
 2768: 	}
 2769: 
 2770:     fprintf(ficresstdeij,"%3.0f",age );
 2771:     for(i=1; i<=nlstate;i++){
 2772:       eip=0.;
 2773:       vip=0.;
 2774:       for(j=1; j<=nlstate;j++){
 2775: 	eip += eij[i][j][(int)age];
 2776: 	for(k=1; k<=nlstate;k++) /* Sum on j and k of cov(eij,eik) */
 2777: 	  vip += varhe[(j-1)*nlstate+i][(k-1)*nlstate+i][(int)age];
 2778: 	fprintf(ficresstdeij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[(j-1)*nlstate+i][(j-1)*nlstate+i][(int)age]) );
 2779:       }
 2780:       fprintf(ficresstdeij," %9.4f (%.4f)", eip, sqrt(vip));
 2781:     }
 2782:     fprintf(ficresstdeij,"\n");
 2783: 
 2784:     fprintf(ficrescveij,"%3.0f",age );
 2785:     for(i=1; i<=nlstate;i++)
 2786:       for(j=1; j<=nlstate;j++){
 2787: 	cptj= (j-1)*nlstate+i;
 2788: 	for(i2=1; i2<=nlstate;i2++)
 2789: 	  for(j2=1; j2<=nlstate;j2++){
 2790: 	    cptj2= (j2-1)*nlstate+i2;
 2791: 	    if(cptj2 <= cptj)
 2792: 	      fprintf(ficrescveij," %.4f", varhe[cptj][cptj2][(int)age]);
 2793: 	  }
 2794:       }
 2795:     fprintf(ficrescveij,"\n");
 2796:    
 2797:   }
 2798:   free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
 2799:   free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
 2800:   free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
 2801:   free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
 2802:   free_ma3x(p3matm,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2803:   free_ma3x(p3matp,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2804:   printf("\n");
 2805:   fprintf(ficlog,"\n");
 2806: 
 2807:   free_vector(xm,1,npar);
 2808:   free_vector(xp,1,npar);
 2809:   free_matrix(dnewm,1,nlstate*nlstate,1,npar);
 2810:   free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
 2811:   free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
 2812: }
 2813: 
 2814: /************ Variance ******************/
 2815: 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[])
 2816: {
 2817:   /* Variance of health expectancies */
 2818:   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
 2819:   /* double **newm;*/
 2820:   double **dnewm,**doldm;
 2821:   double **dnewmp,**doldmp;
 2822:   int i, j, nhstepm, hstepm, h, nstepm ;
 2823:   int k, cptcode;
 2824:   double *xp;
 2825:   double **gp, **gm;  /* for var eij */
 2826:   double ***gradg, ***trgradg; /*for var eij */
 2827:   double **gradgp, **trgradgp; /* for var p point j */
 2828:   double *gpp, *gmp; /* for var p point j */
 2829:   double **varppt; /* for var p point j nlstate to nlstate+ndeath */
 2830:   double ***p3mat;
 2831:   double age,agelim, hf;
 2832:   double ***mobaverage;
 2833:   int theta;
 2834:   char digit[4];
 2835:   char digitp[25];
 2836: 
 2837:   char fileresprobmorprev[FILENAMELENGTH];
 2838: 
 2839:   if(popbased==1){
 2840:     if(mobilav!=0)
 2841:       strcpy(digitp,"-populbased-mobilav-");
 2842:     else strcpy(digitp,"-populbased-nomobil-");
 2843:   }
 2844:   else 
 2845:     strcpy(digitp,"-stablbased-");
 2846: 
 2847:   if (mobilav!=0) {
 2848:     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 2849:     if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
 2850:       fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
 2851:       printf(" Error in movingaverage mobilav=%d\n",mobilav);
 2852:     }
 2853:   }
 2854: 
 2855:   strcpy(fileresprobmorprev,"prmorprev"); 
 2856:   sprintf(digit,"%-d",ij);
 2857:   /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
 2858:   strcat(fileresprobmorprev,digit); /* Tvar to be done */
 2859:   strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
 2860:   strcat(fileresprobmorprev,fileres);
 2861:   if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
 2862:     printf("Problem with resultfile: %s\n", fileresprobmorprev);
 2863:     fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
 2864:   }
 2865:   printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
 2866:  
 2867:   fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
 2868:   pstamp(ficresprobmorprev);
 2869:   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);
 2870:   fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
 2871:   for(j=nlstate+1; j<=(nlstate+ndeath);j++){
 2872:     fprintf(ficresprobmorprev," p.%-d SE",j);
 2873:     for(i=1; i<=nlstate;i++)
 2874:       fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
 2875:   }  
 2876:   fprintf(ficresprobmorprev,"\n");
 2877:   fprintf(ficgp,"\n# Routine varevsij");
 2878:   /* fprintf(fichtm, "#Local time at start: %s", strstart);*/
 2879:   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");
 2880:   fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
 2881: /*   } */
 2882:   varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 2883:   pstamp(ficresvij);
 2884:   fprintf(ficresvij,"# Variance and covariance of health expectancies e.j \n#  (weighted average of eij where weights are ");
 2885:   if(popbased==1)
 2886:     fprintf(ficresvij,"the age specific prevalence observed (cross-sectionally) in the population i.e cross-sectionally\n in each health state (popbased=1) (mobilav=%d\n",mobilav);
 2887:   else
 2888:     fprintf(ficresvij,"the age specific period (stable) prevalences in each health state \n");
 2889:   fprintf(ficresvij,"# Age");
 2890:   for(i=1; i<=nlstate;i++)
 2891:     for(j=1; j<=nlstate;j++)
 2892:       fprintf(ficresvij," Cov(e.%1d, e.%1d)",i,j);
 2893:   fprintf(ficresvij,"\n");
 2894: 
 2895:   xp=vector(1,npar);
 2896:   dnewm=matrix(1,nlstate,1,npar);
 2897:   doldm=matrix(1,nlstate,1,nlstate);
 2898:   dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
 2899:   doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 2900: 
 2901:   gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
 2902:   gpp=vector(nlstate+1,nlstate+ndeath);
 2903:   gmp=vector(nlstate+1,nlstate+ndeath);
 2904:   trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
 2905:   
 2906:   if(estepm < stepm){
 2907:     printf ("Problem %d lower than %d\n",estepm, stepm);
 2908:   }
 2909:   else  hstepm=estepm;   
 2910:   /* For example we decided to compute the life expectancy with the smallest unit */
 2911:   /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
 2912:      nhstepm is the number of hstepm from age to agelim 
 2913:      nstepm is the number of stepm from age to agelin. 
 2914:      Look at function hpijx to understand why (it is linked to memory size questions) */
 2915:   /* We decided (b) to get a life expectancy respecting the most precise curvature of the
 2916:      survival function given by stepm (the optimization length). Unfortunately it
 2917:      means that if the survival funtion is printed every two years of age and if
 2918:      you sum them up and add 1 year (area under the trapezoids) you won't get the same 
 2919:      results. So we changed our mind and took the option of the best precision.
 2920:   */
 2921:   hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
 2922:   agelim = AGESUP;
 2923:   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
 2924:     nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
 2925:     nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
 2926:     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2927:     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
 2928:     gp=matrix(0,nhstepm,1,nlstate);
 2929:     gm=matrix(0,nhstepm,1,nlstate);
 2930: 
 2931: 
 2932:     for(theta=1; theta <=npar; theta++){
 2933:       for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
 2934: 	xp[i] = x[i] + (i==theta ?delti[theta]:0);
 2935:       }
 2936:       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
 2937:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 2938: 
 2939:       if (popbased==1) {
 2940: 	if(mobilav ==0){
 2941: 	  for(i=1; i<=nlstate;i++)
 2942: 	    prlim[i][i]=probs[(int)age][i][ij];
 2943: 	}else{ /* mobilav */ 
 2944: 	  for(i=1; i<=nlstate;i++)
 2945: 	    prlim[i][i]=mobaverage[(int)age][i][ij];
 2946: 	}
 2947:       }
 2948:   
 2949:       for(j=1; j<= nlstate; j++){
 2950: 	for(h=0; h<=nhstepm; h++){
 2951: 	  for(i=1, gp[h][j]=0.;i<=nlstate;i++)
 2952: 	    gp[h][j] += prlim[i][i]*p3mat[i][j][h];
 2953: 	}
 2954:       }
 2955:       /* This for computing probability of death (h=1 means
 2956:          computed over hstepm matrices product = hstepm*stepm months) 
 2957:          as a weighted average of prlim.
 2958:       */
 2959:       for(j=nlstate+1;j<=nlstate+ndeath;j++){
 2960: 	for(i=1,gpp[j]=0.; i<= nlstate; i++)
 2961: 	  gpp[j] += prlim[i][i]*p3mat[i][j][1];
 2962:       }    
 2963:       /* end probability of death */
 2964: 
 2965:       for(i=1; i<=npar; i++) /* Computes gradient x - delta */
 2966: 	xp[i] = x[i] - (i==theta ?delti[theta]:0);
 2967:       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
 2968:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 2969:  
 2970:       if (popbased==1) {
 2971: 	if(mobilav ==0){
 2972: 	  for(i=1; i<=nlstate;i++)
 2973: 	    prlim[i][i]=probs[(int)age][i][ij];
 2974: 	}else{ /* mobilav */ 
 2975: 	  for(i=1; i<=nlstate;i++)
 2976: 	    prlim[i][i]=mobaverage[(int)age][i][ij];
 2977: 	}
 2978:       }
 2979: 
 2980:       for(j=1; j<= nlstate; j++){  /* Sum of wi * eij = e.j */
 2981: 	for(h=0; h<=nhstepm; h++){
 2982: 	  for(i=1, gm[h][j]=0.;i<=nlstate;i++)
 2983: 	    gm[h][j] += prlim[i][i]*p3mat[i][j][h];
 2984: 	}
 2985:       }
 2986:       /* This for computing probability of death (h=1 means
 2987:          computed over hstepm matrices product = hstepm*stepm months) 
 2988:          as a weighted average of prlim.
 2989:       */
 2990:       for(j=nlstate+1;j<=nlstate+ndeath;j++){
 2991: 	for(i=1,gmp[j]=0.; i<= nlstate; i++)
 2992:          gmp[j] += prlim[i][i]*p3mat[i][j][1];
 2993:       }    
 2994:       /* end probability of death */
 2995: 
 2996:       for(j=1; j<= nlstate; j++) /* vareij */
 2997: 	for(h=0; h<=nhstepm; h++){
 2998: 	  gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
 2999: 	}
 3000: 
 3001:       for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
 3002: 	gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
 3003:       }
 3004: 
 3005:     } /* End theta */
 3006: 
 3007:     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
 3008: 
 3009:     for(h=0; h<=nhstepm; h++) /* veij */
 3010:       for(j=1; j<=nlstate;j++)
 3011: 	for(theta=1; theta <=npar; theta++)
 3012: 	  trgradg[h][j][theta]=gradg[h][theta][j];
 3013: 
 3014:     for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
 3015:       for(theta=1; theta <=npar; theta++)
 3016: 	trgradgp[j][theta]=gradgp[theta][j];
 3017:   
 3018: 
 3019:     hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
 3020:     for(i=1;i<=nlstate;i++)
 3021:       for(j=1;j<=nlstate;j++)
 3022: 	vareij[i][j][(int)age] =0.;
 3023: 
 3024:     for(h=0;h<=nhstepm;h++){
 3025:       for(k=0;k<=nhstepm;k++){
 3026: 	matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
 3027: 	matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
 3028: 	for(i=1;i<=nlstate;i++)
 3029: 	  for(j=1;j<=nlstate;j++)
 3030: 	    vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
 3031:       }
 3032:     }
 3033:   
 3034:     /* pptj */
 3035:     matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
 3036:     matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
 3037:     for(j=nlstate+1;j<=nlstate+ndeath;j++)
 3038:       for(i=nlstate+1;i<=nlstate+ndeath;i++)
 3039: 	varppt[j][i]=doldmp[j][i];
 3040:     /* end ppptj */
 3041:     /*  x centered again */
 3042:     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
 3043:     prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
 3044:  
 3045:     if (popbased==1) {
 3046:       if(mobilav ==0){
 3047: 	for(i=1; i<=nlstate;i++)
 3048: 	  prlim[i][i]=probs[(int)age][i][ij];
 3049:       }else{ /* mobilav */ 
 3050: 	for(i=1; i<=nlstate;i++)
 3051: 	  prlim[i][i]=mobaverage[(int)age][i][ij];
 3052:       }
 3053:     }
 3054:              
 3055:     /* This for computing probability of death (h=1 means
 3056:        computed over hstepm (estepm) matrices product = hstepm*stepm months) 
 3057:        as a weighted average of prlim.
 3058:     */
 3059:     for(j=nlstate+1;j<=nlstate+ndeath;j++){
 3060:       for(i=1,gmp[j]=0.;i<= nlstate; i++) 
 3061: 	gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
 3062:     }    
 3063:     /* end probability of death */
 3064: 
 3065:     fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
 3066:     for(j=nlstate+1; j<=(nlstate+ndeath);j++){
 3067:       fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
 3068:       for(i=1; i<=nlstate;i++){
 3069: 	fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
 3070:       }
 3071:     } 
 3072:     fprintf(ficresprobmorprev,"\n");
 3073: 
 3074:     fprintf(ficresvij,"%.0f ",age );
 3075:     for(i=1; i<=nlstate;i++)
 3076:       for(j=1; j<=nlstate;j++){
 3077: 	fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
 3078:       }
 3079:     fprintf(ficresvij,"\n");
 3080:     free_matrix(gp,0,nhstepm,1,nlstate);
 3081:     free_matrix(gm,0,nhstepm,1,nlstate);
 3082:     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
 3083:     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
 3084:     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 3085:   } /* End age */
 3086:   free_vector(gpp,nlstate+1,nlstate+ndeath);
 3087:   free_vector(gmp,nlstate+1,nlstate+ndeath);
 3088:   free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
 3089:   free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
 3090:   fprintf(ficgp,"\nset noparametric;set nolabel; set ter png small;set size 0.65, 0.65");
 3091:   /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
 3092:   fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
 3093: /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
 3094: /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
 3095: /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
 3096:   fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",subdirf(fileresprobmorprev));
 3097:   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",subdirf(fileresprobmorprev));
 3098:   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",subdirf(fileresprobmorprev));
 3099:   fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",subdirf(fileresprobmorprev),subdirf(fileresprobmorprev));
 3100:   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);
 3101:   /*  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);
 3102: */
 3103: /*   fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit); */
 3104:   fprintf(ficgp,"\nset out \"%s%s.png\";replot;\n",subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
 3105: 
 3106:   free_vector(xp,1,npar);
 3107:   free_matrix(doldm,1,nlstate,1,nlstate);
 3108:   free_matrix(dnewm,1,nlstate,1,npar);
 3109:   free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 3110:   free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
 3111:   free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 3112:   if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3113:   fclose(ficresprobmorprev);
 3114:   fflush(ficgp);
 3115:   fflush(fichtm); 
 3116: }  /* end varevsij */
 3117: 
 3118: /************ Variance of prevlim ******************/
 3119: 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[])
 3120: {
 3121:   /* Variance of prevalence limit */
 3122:   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
 3123:   double **newm;
 3124:   double **dnewm,**doldm;
 3125:   int i, j, nhstepm, hstepm;
 3126:   int k, cptcode;
 3127:   double *xp;
 3128:   double *gp, *gm;
 3129:   double **gradg, **trgradg;
 3130:   double age,agelim;
 3131:   int theta;
 3132:   
 3133:   pstamp(ficresvpl);
 3134:   fprintf(ficresvpl,"# Standard deviation of period (stable) prevalences \n");
 3135:   fprintf(ficresvpl,"# Age");
 3136:   for(i=1; i<=nlstate;i++)
 3137:       fprintf(ficresvpl," %1d-%1d",i,i);
 3138:   fprintf(ficresvpl,"\n");
 3139: 
 3140:   xp=vector(1,npar);
 3141:   dnewm=matrix(1,nlstate,1,npar);
 3142:   doldm=matrix(1,nlstate,1,nlstate);
 3143:   
 3144:   hstepm=1*YEARM; /* Every year of age */
 3145:   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
 3146:   agelim = AGESUP;
 3147:   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
 3148:     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
 3149:     if (stepm >= YEARM) hstepm=1;
 3150:     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
 3151:     gradg=matrix(1,npar,1,nlstate);
 3152:     gp=vector(1,nlstate);
 3153:     gm=vector(1,nlstate);
 3154: 
 3155:     for(theta=1; theta <=npar; theta++){
 3156:       for(i=1; i<=npar; i++){ /* Computes gradient */
 3157: 	xp[i] = x[i] + (i==theta ?delti[theta]:0);
 3158:       }
 3159:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 3160:       for(i=1;i<=nlstate;i++)
 3161: 	gp[i] = prlim[i][i];
 3162:     
 3163:       for(i=1; i<=npar; i++) /* Computes gradient */
 3164: 	xp[i] = x[i] - (i==theta ?delti[theta]:0);
 3165:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 3166:       for(i=1;i<=nlstate;i++)
 3167: 	gm[i] = prlim[i][i];
 3168: 
 3169:       for(i=1;i<=nlstate;i++)
 3170: 	gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
 3171:     } /* End theta */
 3172: 
 3173:     trgradg =matrix(1,nlstate,1,npar);
 3174: 
 3175:     for(j=1; j<=nlstate;j++)
 3176:       for(theta=1; theta <=npar; theta++)
 3177: 	trgradg[j][theta]=gradg[theta][j];
 3178: 
 3179:     for(i=1;i<=nlstate;i++)
 3180:       varpl[i][(int)age] =0.;
 3181:     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
 3182:     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
 3183:     for(i=1;i<=nlstate;i++)
 3184:       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
 3185: 
 3186:     fprintf(ficresvpl,"%.0f ",age );
 3187:     for(i=1; i<=nlstate;i++)
 3188:       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
 3189:     fprintf(ficresvpl,"\n");
 3190:     free_vector(gp,1,nlstate);
 3191:     free_vector(gm,1,nlstate);
 3192:     free_matrix(gradg,1,npar,1,nlstate);
 3193:     free_matrix(trgradg,1,nlstate,1,npar);
 3194:   } /* End age */
 3195: 
 3196:   free_vector(xp,1,npar);
 3197:   free_matrix(doldm,1,nlstate,1,npar);
 3198:   free_matrix(dnewm,1,nlstate,1,nlstate);
 3199: 
 3200: }
 3201: 
 3202: /************ Variance of one-step probabilities  ******************/
 3203: 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[])
 3204: {
 3205:   int i, j=0,  i1, k1, l1, t, tj;
 3206:   int k2, l2, j1,  z1;
 3207:   int k=0,l, cptcode;
 3208:   int first=1, first1;
 3209:   double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
 3210:   double **dnewm,**doldm;
 3211:   double *xp;
 3212:   double *gp, *gm;
 3213:   double **gradg, **trgradg;
 3214:   double **mu;
 3215:   double age,agelim, cov[NCOVMAX];
 3216:   double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
 3217:   int theta;
 3218:   char fileresprob[FILENAMELENGTH];
 3219:   char fileresprobcov[FILENAMELENGTH];
 3220:   char fileresprobcor[FILENAMELENGTH];
 3221: 
 3222:   double ***varpij;
 3223: 
 3224:   strcpy(fileresprob,"prob"); 
 3225:   strcat(fileresprob,fileres);
 3226:   if((ficresprob=fopen(fileresprob,"w"))==NULL) {
 3227:     printf("Problem with resultfile: %s\n", fileresprob);
 3228:     fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
 3229:   }
 3230:   strcpy(fileresprobcov,"probcov"); 
 3231:   strcat(fileresprobcov,fileres);
 3232:   if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
 3233:     printf("Problem with resultfile: %s\n", fileresprobcov);
 3234:     fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
 3235:   }
 3236:   strcpy(fileresprobcor,"probcor"); 
 3237:   strcat(fileresprobcor,fileres);
 3238:   if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
 3239:     printf("Problem with resultfile: %s\n", fileresprobcor);
 3240:     fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
 3241:   }
 3242:   printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
 3243:   fprintf(ficlog,"Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
 3244:   printf("Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
 3245:   fprintf(ficlog,"Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
 3246:   printf("and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
 3247:   fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
 3248:   pstamp(ficresprob);
 3249:   fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
 3250:   fprintf(ficresprob,"# Age");
 3251:   pstamp(ficresprobcov);
 3252:   fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
 3253:   fprintf(ficresprobcov,"# Age");
 3254:   pstamp(ficresprobcor);
 3255:   fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
 3256:   fprintf(ficresprobcor,"# Age");
 3257: 
 3258: 
 3259:   for(i=1; i<=nlstate;i++)
 3260:     for(j=1; j<=(nlstate+ndeath);j++){
 3261:       fprintf(ficresprob," p%1d-%1d (SE)",i,j);
 3262:       fprintf(ficresprobcov," p%1d-%1d ",i,j);
 3263:       fprintf(ficresprobcor," p%1d-%1d ",i,j);
 3264:     }  
 3265:  /* fprintf(ficresprob,"\n");
 3266:   fprintf(ficresprobcov,"\n");
 3267:   fprintf(ficresprobcor,"\n");
 3268:  */
 3269:  xp=vector(1,npar);
 3270:   dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
 3271:   doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
 3272:   mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
 3273:   varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
 3274:   first=1;
 3275:   fprintf(ficgp,"\n# Routine varprob");
 3276:   fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
 3277:   fprintf(fichtm,"\n");
 3278: 
 3279:   fprintf(fichtm,"\n<li><h4> <a href=\"%s\">Matrix of variance-covariance of pairs of step probabilities (drawings)</a></h4></li>\n",optionfilehtmcov);
 3280:   fprintf(fichtmcov,"\n<h4>Matrix of variance-covariance of pairs of step probabilities</h4>\n\
 3281:   file %s<br>\n",optionfilehtmcov);
 3282:   fprintf(fichtmcov,"\nEllipsoids of confidence centered on point (p<inf>ij</inf>, p<inf>kl</inf>) are estimated\
 3283: and drawn. It helps understanding how is the covariance between two incidences.\
 3284:  They are expressed in year<sup>-1</sup> in order to be less dependent of stepm.<br>\n");
 3285:   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. \
 3286: It can be understood this way: if pij and pkl where uncorrelated the (2x2) matrix of covariance \
 3287: would have been (1/(var pij), 0 , 0, 1/(var pkl)), and the confidence interval would be 2 \
 3288: standard deviations wide on each axis. <br>\
 3289:  Now, if both incidences are correlated (usual case) we diagonalised the inverse of the covariance matrix\
 3290:  and made the appropriate rotation to look at the uncorrelated principal directions.<br>\
 3291: To be simple, these graphs help to understand the significativity of each parameter in relation to a second other one.<br> \n");
 3292: 
 3293:   cov[1]=1;
 3294:   tj=cptcoveff;
 3295:   if (cptcovn<1) {tj=1;ncodemax[1]=1;}
 3296:   j1=0;
 3297:   for(t=1; t<=tj;t++){
 3298:     for(i1=1; i1<=ncodemax[t];i1++){ 
 3299:       j1++;
 3300:       if  (cptcovn>0) {
 3301: 	fprintf(ficresprob, "\n#********** Variable "); 
 3302: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 3303: 	fprintf(ficresprob, "**********\n#\n");
 3304: 	fprintf(ficresprobcov, "\n#********** Variable "); 
 3305: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 3306: 	fprintf(ficresprobcov, "**********\n#\n");
 3307: 	
 3308: 	fprintf(ficgp, "\n#********** Variable "); 
 3309: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 3310: 	fprintf(ficgp, "**********\n#\n");
 3311: 	
 3312: 	
 3313: 	fprintf(fichtmcov, "\n<hr  size=\"2\" color=\"#EC5E5E\">********** Variable "); 
 3314: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 3315: 	fprintf(fichtmcov, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
 3316: 	
 3317: 	fprintf(ficresprobcor, "\n#********** Variable ");    
 3318: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 3319: 	fprintf(ficresprobcor, "**********\n#");    
 3320:       }
 3321:       
 3322:       for (age=bage; age<=fage; age ++){ 
 3323: 	cov[2]=age;
 3324: 	for (k=1; k<=cptcovn;k++) {
 3325: 	  cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
 3326: 	}
 3327: 	for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
 3328: 	for (k=1; k<=cptcovprod;k++)
 3329: 	  cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
 3330: 	
 3331: 	gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
 3332: 	trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
 3333: 	gp=vector(1,(nlstate)*(nlstate+ndeath));
 3334: 	gm=vector(1,(nlstate)*(nlstate+ndeath));
 3335:     
 3336: 	for(theta=1; theta <=npar; theta++){
 3337: 	  for(i=1; i<=npar; i++)
 3338: 	    xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
 3339: 	  
 3340: 	  pmij(pmmij,cov,ncovmodel,xp,nlstate);
 3341: 	  
 3342: 	  k=0;
 3343: 	  for(i=1; i<= (nlstate); i++){
 3344: 	    for(j=1; j<=(nlstate+ndeath);j++){
 3345: 	      k=k+1;
 3346: 	      gp[k]=pmmij[i][j];
 3347: 	    }
 3348: 	  }
 3349: 	  
 3350: 	  for(i=1; i<=npar; i++)
 3351: 	    xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
 3352:     
 3353: 	  pmij(pmmij,cov,ncovmodel,xp,nlstate);
 3354: 	  k=0;
 3355: 	  for(i=1; i<=(nlstate); i++){
 3356: 	    for(j=1; j<=(nlstate+ndeath);j++){
 3357: 	      k=k+1;
 3358: 	      gm[k]=pmmij[i][j];
 3359: 	    }
 3360: 	  }
 3361:      
 3362: 	  for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
 3363: 	    gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
 3364: 	}
 3365: 
 3366: 	for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
 3367: 	  for(theta=1; theta <=npar; theta++)
 3368: 	    trgradg[j][theta]=gradg[theta][j];
 3369: 	
 3370: 	matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
 3371: 	matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
 3372: 	free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
 3373: 	free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
 3374: 	free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
 3375: 	free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
 3376: 
 3377: 	pmij(pmmij,cov,ncovmodel,x,nlstate);
 3378: 	
 3379: 	k=0;
 3380: 	for(i=1; i<=(nlstate); i++){
 3381: 	  for(j=1; j<=(nlstate+ndeath);j++){
 3382: 	    k=k+1;
 3383: 	    mu[k][(int) age]=pmmij[i][j];
 3384: 	  }
 3385: 	}
 3386:      	for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
 3387: 	  for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
 3388: 	    varpij[i][j][(int)age] = doldm[i][j];
 3389: 
 3390: 	/*printf("\n%d ",(int)age);
 3391: 	  for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
 3392: 	  printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
 3393: 	  fprintf(ficlog,"%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
 3394: 	  }*/
 3395: 
 3396: 	fprintf(ficresprob,"\n%d ",(int)age);
 3397: 	fprintf(ficresprobcov,"\n%d ",(int)age);
 3398: 	fprintf(ficresprobcor,"\n%d ",(int)age);
 3399: 
 3400: 	for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
 3401: 	  fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
 3402: 	for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
 3403: 	  fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
 3404: 	  fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
 3405: 	}
 3406: 	i=0;
 3407: 	for (k=1; k<=(nlstate);k++){
 3408:  	  for (l=1; l<=(nlstate+ndeath);l++){ 
 3409:  	    i=i++;
 3410: 	    fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l);
 3411: 	    fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l);
 3412: 	    for (j=1; j<=i;j++){
 3413: 	      fprintf(ficresprobcov," %11.3e",varpij[i][j][(int)age]);
 3414: 	      fprintf(ficresprobcor," %11.3e",varpij[i][j][(int) age]/sqrt(varpij[i][i][(int) age])/sqrt(varpij[j][j][(int)age]));
 3415: 	    }
 3416: 	  }
 3417: 	}/* end of loop for state */
 3418:       } /* end of loop for age */
 3419: 
 3420:       /* Confidence intervalle of pij  */
 3421:       /*
 3422: 	fprintf(ficgp,"\nset noparametric;unset label");
 3423: 	fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
 3424: 	fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
 3425: 	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);
 3426: 	fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
 3427: 	fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
 3428: 	fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
 3429:       */
 3430: 
 3431:       /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
 3432:       first1=1;
 3433:       for (k2=1; k2<=(nlstate);k2++){
 3434: 	for (l2=1; l2<=(nlstate+ndeath);l2++){ 
 3435: 	  if(l2==k2) continue;
 3436: 	  j=(k2-1)*(nlstate+ndeath)+l2;
 3437: 	  for (k1=1; k1<=(nlstate);k1++){
 3438: 	    for (l1=1; l1<=(nlstate+ndeath);l1++){ 
 3439: 	      if(l1==k1) continue;
 3440: 	      i=(k1-1)*(nlstate+ndeath)+l1;
 3441: 	      if(i<=j) continue;
 3442: 	      for (age=bage; age<=fage; age ++){ 
 3443: 		if ((int)age %5==0){
 3444: 		  v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
 3445: 		  v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
 3446: 		  cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
 3447: 		  mu1=mu[i][(int) age]/stepm*YEARM ;
 3448: 		  mu2=mu[j][(int) age]/stepm*YEARM;
 3449: 		  c12=cv12/sqrt(v1*v2);
 3450: 		  /* Computing eigen value of matrix of covariance */
 3451: 		  lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
 3452: 		  lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
 3453: 		  /* Eigen vectors */
 3454: 		  v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
 3455: 		  /*v21=sqrt(1.-v11*v11); *//* error */
 3456: 		  v21=(lc1-v1)/cv12*v11;
 3457: 		  v12=-v21;
 3458: 		  v22=v11;
 3459: 		  tnalp=v21/v11;
 3460: 		  if(first1==1){
 3461: 		    first1=0;
 3462: 		    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);
 3463: 		  }
 3464: 		  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);
 3465: 		  /*printf(fignu*/
 3466: 		  /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
 3467: 		  /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
 3468: 		  if(first==1){
 3469: 		    first=0;
 3470:  		    fprintf(ficgp,"\nset parametric;unset label");
 3471: 		    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);
 3472: 		    fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
 3473: 		    fprintf(fichtmcov,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup>\
 3474:  :<a href=\"%s%d%1d%1d-%1d%1d.png\">\
 3475: %s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,\
 3476: 			    subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2,\
 3477: 			    subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
 3478: 		    fprintf(fichtmcov,"\n<br><img src=\"%s%d%1d%1d-%1d%1d.png\"> ",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
 3479: 		    fprintf(fichtmcov,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
 3480: 		    fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\"",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
 3481: 		    fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
 3482: 		    fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
 3483: 		    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",\
 3484: 			    mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
 3485: 			    mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
 3486: 		  }else{
 3487: 		    first=0;
 3488: 		    fprintf(fichtmcov," %d (%.3f),",(int) age, c12);
 3489: 		    fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
 3490: 		    fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
 3491: 		    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",\
 3492: 			    mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
 3493: 			    mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
 3494: 		  }/* if first */
 3495: 		} /* age mod 5 */
 3496: 	      } /* end loop age */
 3497: 	      fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\";replot;",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
 3498: 	      first=1;
 3499: 	    } /*l12 */
 3500: 	  } /* k12 */
 3501: 	} /*l1 */
 3502:       }/* k1 */
 3503:     } /* loop covariates */
 3504:   }
 3505:   free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
 3506:   free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
 3507:   free_matrix(doldm,1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
 3508:   free_matrix(dnewm,1,(nlstate)*(nlstate+ndeath),1,npar);
 3509:   free_vector(xp,1,npar);
 3510:   fclose(ficresprob);
 3511:   fclose(ficresprobcov);
 3512:   fclose(ficresprobcor);
 3513:   fflush(ficgp);
 3514:   fflush(fichtmcov);
 3515: }
 3516: 
 3517: 
 3518: /******************* Printing html file ***********/
 3519: void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
 3520: 		  int lastpass, int stepm, int weightopt, char model[],\
 3521: 		  int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
 3522: 		  int popforecast, int estepm ,\
 3523: 		  double jprev1, double mprev1,double anprev1, \
 3524: 		  double jprev2, double mprev2,double anprev2){
 3525:   int jj1, k1, i1, cpt;
 3526: 
 3527:    fprintf(fichtm,"<ul><li><a href='#firstorder'>Result files (first order: no variance)</a>\n \
 3528:    <li><a href='#secondorder'>Result files (second order (variance)</a>\n \
 3529: </ul>");
 3530:    fprintf(fichtm,"<ul><li><h4><a name='firstorder'>Result files (first order: no variance)</a></h4>\n \
 3531:  - Observed prevalence in each state (during the period defined between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf): <a href=\"%s\">%s</a> <br>\n ",
 3532: 	   jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,subdirf2(fileres,"p"),subdirf2(fileres,"p"));
 3533:    fprintf(fichtm,"\
 3534:  - Estimated transition probabilities over %d (stepm) months: <a href=\"%s\">%s</a><br>\n ",
 3535: 	   stepm,subdirf2(fileres,"pij"),subdirf2(fileres,"pij"));
 3536:    fprintf(fichtm,"\
 3537:  - Period (stable) prevalence in each health state: <a href=\"%s\">%s</a> <br>\n",
 3538: 	   subdirf2(fileres,"pl"),subdirf2(fileres,"pl"));
 3539:    fprintf(fichtm,"\
 3540:  - (a) Life expectancies by health status at initial age, ei. (b) health expectancies by health status at initial age, eij . If one or more covariates are included, specific tables for each value of the covariate are output in sequences within the same file (estepm=%2d months): \
 3541:    <a href=\"%s\">%s</a> <br>\n",
 3542: 	   estepm,subdirf2(fileres,"e"),subdirf2(fileres,"e"));
 3543:    fprintf(fichtm,"\
 3544:  - Population projections by age and states: \
 3545:    <a href=\"%s\">%s</a> <br>\n</li>", subdirf2(fileres,"f"),subdirf2(fileres,"f"));
 3546: 
 3547: fprintf(fichtm," \n<ul><li><b>Graphs</b></li><p>");
 3548: 
 3549:  m=cptcoveff;
 3550:  if (cptcovn < 1) {m=1;ncodemax[1]=1;}
 3551: 
 3552:  jj1=0;
 3553:  for(k1=1; k1<=m;k1++){
 3554:    for(i1=1; i1<=ncodemax[k1];i1++){
 3555:      jj1++;
 3556:      if (cptcovn > 0) {
 3557:        fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
 3558:        for (cpt=1; cpt<=cptcoveff;cpt++) 
 3559: 	 fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
 3560:        fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
 3561:      }
 3562:      /* Pij */
 3563:      fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i, %d (stepm) months before: <a href=\"%s%d1.png\">%s%d1.png</a><br> \
 3564: <img src=\"%s%d1.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1);     
 3565:      /* Quasi-incidences */
 3566:      fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i %d (stepm) months\
 3567:  before but expressed in per year i.e. quasi incidences if stepm is small and probabilities too: <a href=\"%s%d2.png\">%s%d2.png</a><br> \
 3568: <img src=\"%s%d2.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1); 
 3569:        /* Period (stable) prevalence in each health state */
 3570:        for(cpt=1; cpt<nlstate;cpt++){
 3571: 	 fprintf(fichtm,"<br>- Period (stable) prevalence in each health state : <a href=\"%s%d%d.png\">%s%d%d.png</a><br> \
 3572: <img src=\"%s%d%d.png\">",subdirf2(optionfilefiname,"p"),cpt,jj1,subdirf2(optionfilefiname,"p"),cpt,jj1,subdirf2(optionfilefiname,"p"),cpt,jj1);
 3573:        }
 3574:      for(cpt=1; cpt<=nlstate;cpt++) {
 3575:         fprintf(fichtm,"\n<br>- Life expectancy by health state (%d) at initial age and its decomposition into health expectancies : <a href=\"%s%d%d.png\">%s%d%d.png</a> <br> \
 3576: <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"exp"),cpt,jj1,subdirf2(optionfilefiname,"exp"),cpt,jj1,subdirf2(optionfilefiname,"exp"),cpt,jj1);
 3577:      }
 3578:    } /* end i1 */
 3579:  }/* End k1 */
 3580:  fprintf(fichtm,"</ul>");
 3581: 
 3582: 
 3583:  fprintf(fichtm,"\
 3584: \n<br><li><h4> <a name='secondorder'>Result files (second order: variances)</a></h4>\n\
 3585:  - Parameter file with estimated parameters and covariance matrix: <a href=\"%s\">%s</a> <br>\n", rfileres,rfileres);
 3586: 
 3587:  fprintf(fichtm," - Variance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
 3588: 	 subdirf2(fileres,"prob"),subdirf2(fileres,"prob"));
 3589:  fprintf(fichtm,"\
 3590:  - Variance-covariance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
 3591: 	 subdirf2(fileres,"probcov"),subdirf2(fileres,"probcov"));
 3592: 
 3593:  fprintf(fichtm,"\
 3594:  - Correlation matrix of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
 3595: 	 subdirf2(fileres,"probcor"),subdirf2(fileres,"probcor"));
 3596:  fprintf(fichtm,"\
 3597:  - Variances and covariances of health expectancies by age and <b>initial health status</b> (cov(e<sup>ij</sup>,e<sup>kl</sup>)(estepm=%2d months): \
 3598:    <a href=\"%s\">%s</a> <br>\n</li>",
 3599: 	   estepm,subdirf2(fileres,"cve"),subdirf2(fileres,"cve"));
 3600:  fprintf(fichtm,"\
 3601:  - (a) Health expectancies by health status at initial age (e<sup>ij</sup>) and standard errors (in parentheses) (b) life expectancies and standard errors (e<sup>i.</sup>=e<sup>i1</sup>+e<sup>i2</sup>+...)(estepm=%2d months): \
 3602:    <a href=\"%s\">%s</a> <br>\n</li>",
 3603: 	   estepm,subdirf2(fileres,"stde"),subdirf2(fileres,"stde"));
 3604:  fprintf(fichtm,"\
 3605:  - Variances and covariances of health expectancies by age. Status (i) based health expectancies (in state j), e<sup>ij</sup> are weighted by the period prevalences in each state i (if popbased=1, an additional computation is done using the cross-sectional prevalences, i.e population based) (estepm=%d months): <a href=\"%s\">%s</a><br>\n",
 3606: 	 estepm, subdirf2(fileres,"v"),subdirf2(fileres,"v"));
 3607:  fprintf(fichtm,"\
 3608:  - Total life expectancy and total health expectancies to be spent in each health state e<sup>.j</sup> with their standard errors (if popbased=1, an additional computation is done using the cross-sectional prevalences, i.e population based) (estepm=%d months): <a href=\"%s\">%s</a> <br>\n",
 3609: 	 estepm, subdirf2(fileres,"t"),subdirf2(fileres,"t"));
 3610:  fprintf(fichtm,"\
 3611:  - Standard deviation of period (stable) prevalences: <a href=\"%s\">%s</a> <br>\n",\
 3612: 	 subdirf2(fileres,"vpl"),subdirf2(fileres,"vpl"));
 3613: 
 3614: /*  if(popforecast==1) fprintf(fichtm,"\n */
 3615: /*  - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>\n */
 3616: /*  - Population forecasting (if popforecast=1): <a href=\"pop%s\">pop%s</a> <br>\n */
 3617: /* 	<br>",fileres,fileres,fileres,fileres); */
 3618: /*  else  */
 3619: /*    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); */
 3620:  fflush(fichtm);
 3621:  fprintf(fichtm," <ul><li><b>Graphs</b></li><p>");
 3622: 
 3623:  m=cptcoveff;
 3624:  if (cptcovn < 1) {m=1;ncodemax[1]=1;}
 3625: 
 3626:  jj1=0;
 3627:  for(k1=1; k1<=m;k1++){
 3628:    for(i1=1; i1<=ncodemax[k1];i1++){
 3629:      jj1++;
 3630:      if (cptcovn > 0) {
 3631:        fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
 3632:        for (cpt=1; cpt<=cptcoveff;cpt++) 
 3633: 	 fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
 3634:        fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
 3635:      }
 3636:      for(cpt=1; cpt<=nlstate;cpt++) {
 3637:        fprintf(fichtm,"<br>- Observed (cross-sectional) and period (incidence based) \
 3638: prevalence (with 95%% confidence interval) in state (%d): %s%d%d.png <br>\
 3639: <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"v"),cpt,jj1,subdirf2(optionfilefiname,"v"),cpt,jj1);  
 3640:      }
 3641:      fprintf(fichtm,"\n<br>- Total life expectancy by age and \
 3642: health expectancies in states (1) and (2). If popbased=1 the smooth (due to the model) \
 3643: true period expectancies (those weighted with period prevalences are also\
 3644:  drawn in addition to the population based expectancies computed using\
 3645:  observed and cahotic prevalences: %s%d.png<br>\
 3646: <img src=\"%s%d.png\">",subdirf2(optionfilefiname,"e"),jj1,subdirf2(optionfilefiname,"e"),jj1);
 3647:    } /* end i1 */
 3648:  }/* End k1 */
 3649:  fprintf(fichtm,"</ul>");
 3650:  fflush(fichtm);
 3651: }
 3652: 
 3653: /******************* Gnuplot file **************/
 3654: void printinggnuplot(char fileres[], char optionfilefiname[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
 3655: 
 3656:   char dirfileres[132],optfileres[132];
 3657:   int m0,cpt=0,k1=0,i=0,k=0,j=0,jk=0,k2=0,k3=0,ij=0,l=0;
 3658:   int ng=0;
 3659: /*   if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) { */
 3660: /*     printf("Problem with file %s",optionfilegnuplot); */
 3661: /*     fprintf(ficlog,"Problem with file %s",optionfilegnuplot); */
 3662: /*   } */
 3663: 
 3664:   /*#ifdef windows */
 3665:   fprintf(ficgp,"cd \"%s\" \n",pathc);
 3666:     /*#endif */
 3667:   m=pow(2,cptcoveff);
 3668: 
 3669:   strcpy(dirfileres,optionfilefiname);
 3670:   strcpy(optfileres,"vpl");
 3671:  /* 1eme*/
 3672:   for (cpt=1; cpt<= nlstate ; cpt ++) {
 3673:    for (k1=1; k1<= m ; k1 ++) {
 3674:      fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"v"),cpt,k1);
 3675:      fprintf(ficgp,"\n#set out \"v%s%d%d.png\" \n",optionfilefiname,cpt,k1);
 3676:      fprintf(ficgp,"set xlabel \"Age\" \n\
 3677: set ylabel \"Probability\" \n\
 3678: set ter png small\n\
 3679: set size 0.65,0.65\n\
 3680: plot [%.f:%.f] \"%s\" every :::%d::%d u 1:2 \"\%%lf",ageminpar,fage,subdirf2(fileres,"vpl"),k1-1,k1-1);
 3681: 
 3682:      for (i=1; i<= nlstate ; i ++) {
 3683:        if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
 3684:        else fprintf(ficgp," \%%*lf (\%%*lf)");
 3685:      }
 3686:      fprintf(ficgp,"\" t\"Period (stable) prevalence\" w l 0,\"%s\" every :::%d::%d u 1:($2+1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1);
 3687:      for (i=1; i<= nlstate ; i ++) {
 3688:        if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
 3689:        else fprintf(ficgp," \%%*lf (\%%*lf)");
 3690:      } 
 3691:      fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"%s\" every :::%d::%d u 1:($2-1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1); 
 3692:      for (i=1; i<= nlstate ; i ++) {
 3693:        if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
 3694:        else fprintf(ficgp," \%%*lf (\%%*lf)");
 3695:      }  
 3696:      fprintf(ficgp,"\" t\"\" w l 1,\"%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",subdirf2(fileres,"p"),k1-1,k1-1,2+4*(cpt-1));
 3697:    }
 3698:   }
 3699:   /*2 eme*/
 3700:   
 3701:   for (k1=1; k1<= m ; k1 ++) { 
 3702:     fprintf(ficgp,"\nset out \"%s%d.png\" \n",subdirf2(optionfilefiname,"e"),k1);
 3703:     fprintf(ficgp,"set ylabel \"Years\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] ",ageminpar,fage);
 3704:     
 3705:     for (i=1; i<= nlstate+1 ; i ++) {
 3706:       k=2*i;
 3707:       fprintf(ficgp,"\"%s\" every :::%d::%d u 1:2 \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
 3708:       for (j=1; j<= nlstate+1 ; j ++) {
 3709: 	if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
 3710: 	else fprintf(ficgp," \%%*lf (\%%*lf)");
 3711:       }   
 3712:       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
 3713:       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);
 3714:       fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
 3715:       for (j=1; j<= nlstate+1 ; j ++) {
 3716: 	if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
 3717: 	else fprintf(ficgp," \%%*lf (\%%*lf)");
 3718:       }   
 3719:       fprintf(ficgp,"\" t\"\" w l 0,");
 3720:       fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
 3721:       for (j=1; j<= nlstate+1 ; j ++) {
 3722: 	if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
 3723: 	else fprintf(ficgp," \%%*lf (\%%*lf)");
 3724:       }   
 3725:       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
 3726:       else fprintf(ficgp,"\" t\"\" w l 0,");
 3727:     }
 3728:   }
 3729:   
 3730:   /*3eme*/
 3731:   
 3732:   for (k1=1; k1<= m ; k1 ++) { 
 3733:     for (cpt=1; cpt<= nlstate ; cpt ++) {
 3734:       /*       k=2+nlstate*(2*cpt-2); */
 3735:       k=2+(nlstate+1)*(cpt-1);
 3736:       fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"exp"),cpt,k1);
 3737:       fprintf(ficgp,"set ter png small\n\
 3738: set size 0.65,0.65\n\
 3739: plot [%.f:%.f] \"%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",ageminpar,fage,subdirf2(fileres,"e"),k1-1,k1-1,k,cpt);
 3740:       /*fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d-2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
 3741: 	for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
 3742: 	fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
 3743: 	fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d+2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
 3744: 	for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
 3745: 	fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
 3746: 	
 3747:       */
 3748:       for (i=1; i< nlstate ; i ++) {
 3749: 	fprintf(ficgp," ,\"%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",subdirf2(fileres,"e"),k1-1,k1-1,k+i,cpt,i+1);
 3750: 	/*	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);*/
 3751: 	
 3752:       } 
 3753:       fprintf(ficgp," ,\"%s\" every :::%d::%d u 1:%d t \"e%d.\" w l",subdirf2(fileres,"e"),k1-1,k1-1,k+nlstate,cpt);
 3754:     }
 3755:   }
 3756:   
 3757:   /* CV preval stable (period) */
 3758:   for (k1=1; k1<= m ; k1 ++) { 
 3759:     for (cpt=1; cpt<=nlstate ; cpt ++) {
 3760:       k=3;
 3761:       fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"p"),cpt,k1);
 3762:       fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \n\
 3763: set ter png small\nset size 0.65,0.65\n\
 3764: unset log y\n\
 3765: plot [%.f:%.f] \"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",ageminpar,agemaxpar,subdirf2(fileres,"pij"),k1,k+cpt+1,k+1);
 3766:       
 3767:       for (i=1; i< nlstate ; i ++)
 3768: 	fprintf(ficgp,"+$%d",k+i+1);
 3769:       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
 3770:       
 3771:       l=3+(nlstate+ndeath)*cpt;
 3772:       fprintf(ficgp,",\"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",subdirf2(fileres,"pij"),k1,l+cpt+1,l+1);
 3773:       for (i=1; i< nlstate ; i ++) {
 3774: 	l=3+(nlstate+ndeath)*cpt;
 3775: 	fprintf(ficgp,"+$%d",l+i+1);
 3776:       }
 3777:       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);   
 3778:     } 
 3779:   }  
 3780:   
 3781:   /* proba elementaires */
 3782:   for(i=1,jk=1; i <=nlstate; i++){
 3783:     for(k=1; k <=(nlstate+ndeath); k++){
 3784:       if (k != i) {
 3785: 	for(j=1; j <=ncovmodel; j++){
 3786: 	  fprintf(ficgp,"p%d=%f ",jk,p[jk]);
 3787: 	  jk++; 
 3788: 	  fprintf(ficgp,"\n");
 3789: 	}
 3790:       }
 3791:     }
 3792:    }
 3793: 
 3794:    for(ng=1; ng<=2;ng++){ /* Number of graphics: first is probabilities second is incidence per year*/
 3795:      for(jk=1; jk <=m; jk++) {
 3796:        fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"pe"),jk,ng); 
 3797:        if (ng==2)
 3798: 	 fprintf(ficgp,"\nset ylabel \"Quasi-incidence per year\"\n");
 3799:        else
 3800: 	 fprintf(ficgp,"\nset title \"Probability\"\n");
 3801:        fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65\nset log y\nplot  [%.f:%.f] ",ageminpar,agemaxpar);
 3802:        i=1;
 3803:        for(k2=1; k2<=nlstate; k2++) {
 3804: 	 k3=i;
 3805: 	 for(k=1; k<=(nlstate+ndeath); k++) {
 3806: 	   if (k != k2){
 3807: 	     if(ng==2)
 3808: 	       fprintf(ficgp," %f*exp(p%d+p%d*x",YEARM/stepm,i,i+1);
 3809: 	     else
 3810: 	       fprintf(ficgp," exp(p%d+p%d*x",i,i+1);
 3811: 	     ij=1;
 3812: 	     for(j=3; j <=ncovmodel; j++) {
 3813: 	       if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
 3814: 		 fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
 3815: 		 ij++;
 3816: 	       }
 3817: 	       else
 3818: 		 fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
 3819: 	     }
 3820: 	     fprintf(ficgp,")/(1");
 3821: 	     
 3822: 	     for(k1=1; k1 <=nlstate; k1++){   
 3823: 	       fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);
 3824: 	       ij=1;
 3825: 	       for(j=3; j <=ncovmodel; j++){
 3826: 		 if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
 3827: 		   fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
 3828: 		   ij++;
 3829: 		 }
 3830: 		 else
 3831: 		   fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
 3832: 	       }
 3833: 	       fprintf(ficgp,")");
 3834: 	     }
 3835: 	     fprintf(ficgp,") t \"p%d%d\" ", k2,k);
 3836: 	     if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");
 3837: 	     i=i+ncovmodel;
 3838: 	   }
 3839: 	 } /* end k */
 3840:        } /* end k2 */
 3841:      } /* end jk */
 3842:    } /* end ng */
 3843:    fflush(ficgp); 
 3844: }  /* end gnuplot */
 3845: 
 3846: 
 3847: /*************** Moving average **************/
 3848: int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav){
 3849: 
 3850:   int i, cpt, cptcod;
 3851:   int modcovmax =1;
 3852:   int mobilavrange, mob;
 3853:   double age;
 3854: 
 3855:   modcovmax=2*cptcoveff;/* Max number of modalities. We suppose 
 3856: 			   a covariate has 2 modalities */
 3857:   if (cptcovn<1) modcovmax=1; /* At least 1 pass */
 3858: 
 3859:   if(mobilav==1||mobilav ==3 ||mobilav==5 ||mobilav== 7){
 3860:     if(mobilav==1) mobilavrange=5; /* default */
 3861:     else mobilavrange=mobilav;
 3862:     for (age=bage; age<=fage; age++)
 3863:       for (i=1; i<=nlstate;i++)
 3864: 	for (cptcod=1;cptcod<=modcovmax;cptcod++)
 3865: 	  mobaverage[(int)age][i][cptcod]=probs[(int)age][i][cptcod];
 3866:     /* We keep the original values on the extreme ages bage, fage and for 
 3867:        fage+1 and bage-1 we use a 3 terms moving average; for fage+2 bage+2
 3868:        we use a 5 terms etc. until the borders are no more concerned. 
 3869:     */ 
 3870:     for (mob=3;mob <=mobilavrange;mob=mob+2){
 3871:       for (age=bage+(mob-1)/2; age<=fage-(mob-1)/2; age++){
 3872: 	for (i=1; i<=nlstate;i++){
 3873: 	  for (cptcod=1;cptcod<=modcovmax;cptcod++){
 3874: 	    mobaverage[(int)age][i][cptcod] =probs[(int)age][i][cptcod];
 3875: 	      for (cpt=1;cpt<=(mob-1)/2;cpt++){
 3876: 		mobaverage[(int)age][i][cptcod] +=probs[(int)age-cpt][i][cptcod];
 3877: 		mobaverage[(int)age][i][cptcod] +=probs[(int)age+cpt][i][cptcod];
 3878: 	      }
 3879: 	    mobaverage[(int)age][i][cptcod]=mobaverage[(int)age][i][cptcod]/mob;
 3880: 	  }
 3881: 	}
 3882:       }/* end age */
 3883:     }/* end mob */
 3884:   }else return -1;
 3885:   return 0;
 3886: }/* End movingaverage */
 3887: 
 3888: 
 3889: /************** Forecasting ******************/
 3890: 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){
 3891:   /* proj1, year, month, day of starting projection 
 3892:      agemin, agemax range of age
 3893:      dateprev1 dateprev2 range of dates during which prevalence is computed
 3894:      anproj2 year of en of projection (same day and month as proj1).
 3895:   */
 3896:   int yearp, stepsize, hstepm, nhstepm, j, k, c, cptcod, i, h, i1;
 3897:   int *popage;
 3898:   double agec; /* generic age */
 3899:   double agelim, ppij, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;
 3900:   double *popeffectif,*popcount;
 3901:   double ***p3mat;
 3902:   double ***mobaverage;
 3903:   char fileresf[FILENAMELENGTH];
 3904: 
 3905:   agelim=AGESUP;
 3906:   prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
 3907:  
 3908:   strcpy(fileresf,"f"); 
 3909:   strcat(fileresf,fileres);
 3910:   if((ficresf=fopen(fileresf,"w"))==NULL) {
 3911:     printf("Problem with forecast resultfile: %s\n", fileresf);
 3912:     fprintf(ficlog,"Problem with forecast resultfile: %s\n", fileresf);
 3913:   }
 3914:   printf("Computing forecasting: result on file '%s' \n", fileresf);
 3915:   fprintf(ficlog,"Computing forecasting: result on file '%s' \n", fileresf);
 3916: 
 3917:   if (cptcoveff==0) ncodemax[cptcoveff]=1;
 3918: 
 3919:   if (mobilav!=0) {
 3920:     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3921:     if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
 3922:       fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
 3923:       printf(" Error in movingaverage mobilav=%d\n",mobilav);
 3924:     }
 3925:   }
 3926: 
 3927:   stepsize=(int) (stepm+YEARM-1)/YEARM;
 3928:   if (stepm<=12) stepsize=1;
 3929:   if(estepm < stepm){
 3930:     printf ("Problem %d lower than %d\n",estepm, stepm);
 3931:   }
 3932:   else  hstepm=estepm;   
 3933: 
 3934:   hstepm=hstepm/stepm; 
 3935:   yp1=modf(dateintmean,&yp);/* extracts integral of datemean in yp  and
 3936:                                fractional in yp1 */
 3937:   anprojmean=yp;
 3938:   yp2=modf((yp1*12),&yp);
 3939:   mprojmean=yp;
 3940:   yp1=modf((yp2*30.5),&yp);
 3941:   jprojmean=yp;
 3942:   if(jprojmean==0) jprojmean=1;
 3943:   if(mprojmean==0) jprojmean=1;
 3944: 
 3945:   i1=cptcoveff;
 3946:   if (cptcovn < 1){i1=1;}
 3947:   
 3948:   fprintf(ficresf,"# Mean day of interviews %.lf/%.lf/%.lf (%.2f) between %.2f and %.2f \n",jprojmean,mprojmean,anprojmean,dateintmean,dateprev1,dateprev2); 
 3949:   
 3950:   fprintf(ficresf,"#****** Routine prevforecast **\n");
 3951: 
 3952: /* 	      if (h==(int)(YEARM*yearp)){ */
 3953:   for(cptcov=1, k=0;cptcov<=i1;cptcov++){
 3954:     for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
 3955:       k=k+1;
 3956:       fprintf(ficresf,"\n#******");
 3957:       for(j=1;j<=cptcoveff;j++) {
 3958: 	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]]);
 3959:       }
 3960:       fprintf(ficresf,"******\n");
 3961:       fprintf(ficresf,"# Covariate valuofcovar yearproj age");
 3962:       for(j=1; j<=nlstate+ndeath;j++){ 
 3963: 	for(i=1; i<=nlstate;i++) 	      
 3964:           fprintf(ficresf," p%d%d",i,j);
 3965: 	fprintf(ficresf," p.%d",j);
 3966:       }
 3967:       for (yearp=0; yearp<=(anproj2-anproj1);yearp +=stepsize) { 
 3968: 	fprintf(ficresf,"\n");
 3969: 	fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+yearp);   
 3970: 
 3971:      	for (agec=fage; agec>=(ageminpar-1); agec--){ 
 3972: 	  nhstepm=(int) rint((agelim-agec)*YEARM/stepm); 
 3973: 	  nhstepm = nhstepm/hstepm; 
 3974: 	  p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 3975: 	  oldm=oldms;savm=savms;
 3976: 	  hpxij(p3mat,nhstepm,agec,hstepm,p,nlstate,stepm,oldm,savm, k);  
 3977: 	
 3978: 	  for (h=0; h<=nhstepm; h++){
 3979: 	    if (h*hstepm/YEARM*stepm ==yearp) {
 3980:               fprintf(ficresf,"\n");
 3981:               for(j=1;j<=cptcoveff;j++) 
 3982:                 fprintf(ficresf,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 3983: 	      fprintf(ficresf,"%.f %.f ",anproj1+yearp,agec+h*hstepm/YEARM*stepm);
 3984: 	    } 
 3985: 	    for(j=1; j<=nlstate+ndeath;j++) {
 3986: 	      ppij=0.;
 3987: 	      for(i=1; i<=nlstate;i++) {
 3988: 		if (mobilav==1) 
 3989: 		  ppij=ppij+p3mat[i][j][h]*mobaverage[(int)agec][i][cptcod];
 3990: 		else {
 3991: 		  ppij=ppij+p3mat[i][j][h]*probs[(int)(agec)][i][cptcod];
 3992: 		}
 3993: 		if (h*hstepm/YEARM*stepm== yearp) {
 3994: 		  fprintf(ficresf," %.3f", p3mat[i][j][h]);
 3995: 		}
 3996: 	      } /* end i */
 3997: 	      if (h*hstepm/YEARM*stepm==yearp) {
 3998: 		fprintf(ficresf," %.3f", ppij);
 3999: 	      }
 4000: 	    }/* end j */
 4001: 	  } /* end h */
 4002: 	  free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 4003: 	} /* end agec */
 4004:       } /* end yearp */
 4005:     } /* end cptcod */
 4006:   } /* end  cptcov */
 4007:        
 4008:   if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 4009: 
 4010:   fclose(ficresf);
 4011: }
 4012: 
 4013: /************** Forecasting *****not tested NB*************/
 4014: 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){
 4015:   
 4016:   int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;
 4017:   int *popage;
 4018:   double calagedatem, agelim, kk1, kk2;
 4019:   double *popeffectif,*popcount;
 4020:   double ***p3mat,***tabpop,***tabpopprev;
 4021:   double ***mobaverage;
 4022:   char filerespop[FILENAMELENGTH];
 4023: 
 4024:   tabpop= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 4025:   tabpopprev= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 4026:   agelim=AGESUP;
 4027:   calagedatem=(anpyram+mpyram/12.+jpyram/365.-dateintmean)*YEARM;
 4028:   
 4029:   prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
 4030:   
 4031:   
 4032:   strcpy(filerespop,"pop"); 
 4033:   strcat(filerespop,fileres);
 4034:   if((ficrespop=fopen(filerespop,"w"))==NULL) {
 4035:     printf("Problem with forecast resultfile: %s\n", filerespop);
 4036:     fprintf(ficlog,"Problem with forecast resultfile: %s\n", filerespop);
 4037:   }
 4038:   printf("Computing forecasting: result on file '%s' \n", filerespop);
 4039:   fprintf(ficlog,"Computing forecasting: result on file '%s' \n", filerespop);
 4040: 
 4041:   if (cptcoveff==0) ncodemax[cptcoveff]=1;
 4042: 
 4043:   if (mobilav!=0) {
 4044:     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 4045:     if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
 4046:       fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
 4047:       printf(" Error in movingaverage mobilav=%d\n",mobilav);
 4048:     }
 4049:   }
 4050: 
 4051:   stepsize=(int) (stepm+YEARM-1)/YEARM;
 4052:   if (stepm<=12) stepsize=1;
 4053:   
 4054:   agelim=AGESUP;
 4055:   
 4056:   hstepm=1;
 4057:   hstepm=hstepm/stepm; 
 4058:   
 4059:   if (popforecast==1) {
 4060:     if((ficpop=fopen(popfile,"r"))==NULL) {
 4061:       printf("Problem with population file : %s\n",popfile);exit(0);
 4062:       fprintf(ficlog,"Problem with population file : %s\n",popfile);exit(0);
 4063:     } 
 4064:     popage=ivector(0,AGESUP);
 4065:     popeffectif=vector(0,AGESUP);
 4066:     popcount=vector(0,AGESUP);
 4067:     
 4068:     i=1;   
 4069:     while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF) i=i+1;
 4070:    
 4071:     imx=i;
 4072:     for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];
 4073:   }
 4074: 
 4075:   for(cptcov=1,k=0;cptcov<=i2;cptcov++){
 4076:    for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
 4077:       k=k+1;
 4078:       fprintf(ficrespop,"\n#******");
 4079:       for(j=1;j<=cptcoveff;j++) {
 4080: 	fprintf(ficrespop," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 4081:       }
 4082:       fprintf(ficrespop,"******\n");
 4083:       fprintf(ficrespop,"# Age");
 4084:       for(j=1; j<=nlstate+ndeath;j++) fprintf(ficrespop," P.%d",j);
 4085:       if (popforecast==1)  fprintf(ficrespop," [Population]");
 4086:       
 4087:       for (cpt=0; cpt<=0;cpt++) { 
 4088: 	fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
 4089: 	
 4090:      	for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
 4091: 	  nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
 4092: 	  nhstepm = nhstepm/hstepm; 
 4093: 	  
 4094: 	  p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 4095: 	  oldm=oldms;savm=savms;
 4096: 	  hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
 4097: 	
 4098: 	  for (h=0; h<=nhstepm; h++){
 4099: 	    if (h==(int) (calagedatem+YEARM*cpt)) {
 4100: 	      fprintf(ficrespop,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
 4101: 	    } 
 4102: 	    for(j=1; j<=nlstate+ndeath;j++) {
 4103: 	      kk1=0.;kk2=0;
 4104: 	      for(i=1; i<=nlstate;i++) {	      
 4105: 		if (mobilav==1) 
 4106: 		  kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];
 4107: 		else {
 4108: 		  kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];
 4109: 		}
 4110: 	      }
 4111: 	      if (h==(int)(calagedatem+12*cpt)){
 4112: 		tabpop[(int)(agedeb)][j][cptcod]=kk1;
 4113: 		  /*fprintf(ficrespop," %.3f", kk1);
 4114: 		    if (popforecast==1) fprintf(ficrespop," [%.f]", kk1*popeffectif[(int)agedeb+1]);*/
 4115: 	      }
 4116: 	    }
 4117: 	    for(i=1; i<=nlstate;i++){
 4118: 	      kk1=0.;
 4119: 		for(j=1; j<=nlstate;j++){
 4120: 		  kk1= kk1+tabpop[(int)(agedeb)][j][cptcod]; 
 4121: 		}
 4122: 		  tabpopprev[(int)(agedeb)][i][cptcod]=tabpop[(int)(agedeb)][i][cptcod]/kk1*popeffectif[(int)(agedeb+(calagedatem+12*cpt)*hstepm/YEARM*stepm-1)];
 4123: 	    }
 4124: 
 4125: 	    if (h==(int)(calagedatem+12*cpt)) for(j=1; j<=nlstate;j++) 
 4126: 	      fprintf(ficrespop," %15.2f",tabpopprev[(int)(agedeb+1)][j][cptcod]);
 4127: 	  }
 4128: 	  free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 4129: 	}
 4130:       }
 4131:  
 4132:   /******/
 4133: 
 4134:       for (cpt=1; cpt<=(anpyram1-anpyram);cpt++) { 
 4135: 	fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
 4136: 	for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
 4137: 	  nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
 4138: 	  nhstepm = nhstepm/hstepm; 
 4139: 	  
 4140: 	  p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 4141: 	  oldm=oldms;savm=savms;
 4142: 	  hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
 4143: 	  for (h=0; h<=nhstepm; h++){
 4144: 	    if (h==(int) (calagedatem+YEARM*cpt)) {
 4145: 	      fprintf(ficresf,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
 4146: 	    } 
 4147: 	    for(j=1; j<=nlstate+ndeath;j++) {
 4148: 	      kk1=0.;kk2=0;
 4149: 	      for(i=1; i<=nlstate;i++) {	      
 4150: 		kk1=kk1+p3mat[i][j][h]*tabpopprev[(int)agedeb+1][i][cptcod];	
 4151: 	      }
 4152: 	      if (h==(int)(calagedatem+12*cpt)) fprintf(ficresf," %15.2f", kk1);	
 4153: 	    }
 4154: 	  }
 4155: 	  free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 4156: 	}
 4157:       }
 4158:    } 
 4159:   }
 4160:  
 4161:   if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 4162: 
 4163:   if (popforecast==1) {
 4164:     free_ivector(popage,0,AGESUP);
 4165:     free_vector(popeffectif,0,AGESUP);
 4166:     free_vector(popcount,0,AGESUP);
 4167:   }
 4168:   free_ma3x(tabpop,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 4169:   free_ma3x(tabpopprev,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 4170:   fclose(ficrespop);
 4171: } /* End of popforecast */
 4172: 
 4173: int fileappend(FILE *fichier, char *optionfich)
 4174: {
 4175:   if((fichier=fopen(optionfich,"a"))==NULL) {
 4176:     printf("Problem with file: %s\n", optionfich);
 4177:     fprintf(ficlog,"Problem with file: %s\n", optionfich);
 4178:     return (0);
 4179:   }
 4180:   fflush(fichier);
 4181:   return (1);
 4182: }
 4183: 
 4184: 
 4185: /**************** function prwizard **********************/
 4186: void prwizard(int ncovmodel, int nlstate, int ndeath,  char model[], FILE *ficparo)
 4187: {
 4188: 
 4189:   /* Wizard to print covariance matrix template */
 4190: 
 4191:   char ca[32], cb[32], cc[32];
 4192:   int i,j, k, l, li, lj, lk, ll, jj, npar, itimes;
 4193:   int numlinepar;
 4194: 
 4195:   printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
 4196:   fprintf(ficparo,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
 4197:   for(i=1; i <=nlstate; i++){
 4198:     jj=0;
 4199:     for(j=1; j <=nlstate+ndeath; j++){
 4200:       if(j==i) continue;
 4201:       jj++;
 4202:       /*ca[0]= k+'a'-1;ca[1]='\0';*/
 4203:       printf("%1d%1d",i,j);
 4204:       fprintf(ficparo,"%1d%1d",i,j);
 4205:       for(k=1; k<=ncovmodel;k++){
 4206: 	/* 	  printf(" %lf",param[i][j][k]); */
 4207: 	/* 	  fprintf(ficparo," %lf",param[i][j][k]); */
 4208: 	printf(" 0.");
 4209: 	fprintf(ficparo," 0.");
 4210:       }
 4211:       printf("\n");
 4212:       fprintf(ficparo,"\n");
 4213:     }
 4214:   }
 4215:   printf("# Scales (for hessian or gradient estimation)\n");
 4216:   fprintf(ficparo,"# Scales (for hessian or gradient estimation)\n");
 4217:   npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/ 
 4218:   for(i=1; i <=nlstate; i++){
 4219:     jj=0;
 4220:     for(j=1; j <=nlstate+ndeath; j++){
 4221:       if(j==i) continue;
 4222:       jj++;
 4223:       fprintf(ficparo,"%1d%1d",i,j);
 4224:       printf("%1d%1d",i,j);
 4225:       fflush(stdout);
 4226:       for(k=1; k<=ncovmodel;k++){
 4227: 	/* 	printf(" %le",delti3[i][j][k]); */
 4228: 	/* 	fprintf(ficparo," %le",delti3[i][j][k]); */
 4229: 	printf(" 0.");
 4230: 	fprintf(ficparo," 0.");
 4231:       }
 4232:       numlinepar++;
 4233:       printf("\n");
 4234:       fprintf(ficparo,"\n");
 4235:     }
 4236:   }
 4237:   printf("# Covariance matrix\n");
 4238: /* # 121 Var(a12)\n\ */
 4239: /* # 122 Cov(b12,a12) Var(b12)\n\ */
 4240: /* # 131 Cov(a13,a12) Cov(a13,b12, Var(a13)\n\ */
 4241: /* # 132 Cov(b13,a12) Cov(b13,b12, Cov(b13,a13) Var(b13)\n\ */
 4242: /* # 212 Cov(a21,a12) Cov(a21,b12, Cov(a21,a13) Cov(a21,b13) Var(a21)\n\ */
 4243: /* # 212 Cov(b21,a12) Cov(b21,b12, Cov(b21,a13) Cov(b21,b13) Cov(b21,a21) Var(b21)\n\ */
 4244: /* # 232 Cov(a23,a12) Cov(a23,b12, Cov(a23,a13) Cov(a23,b13) Cov(a23,a21) Cov(a23,b21) Var(a23)\n\ */
 4245: /* # 232 Cov(b23,a12) Cov(b23,b12) ... Var (b23)\n" */
 4246:   fflush(stdout);
 4247:   fprintf(ficparo,"# Covariance matrix\n");
 4248:   /* # 121 Var(a12)\n\ */
 4249:   /* # 122 Cov(b12,a12) Var(b12)\n\ */
 4250:   /* #   ...\n\ */
 4251:   /* # 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n" */
 4252:   
 4253:   for(itimes=1;itimes<=2;itimes++){
 4254:     jj=0;
 4255:     for(i=1; i <=nlstate; i++){
 4256:       for(j=1; j <=nlstate+ndeath; j++){
 4257: 	if(j==i) continue;
 4258: 	for(k=1; k<=ncovmodel;k++){
 4259: 	  jj++;
 4260: 	  ca[0]= k+'a'-1;ca[1]='\0';
 4261: 	  if(itimes==1){
 4262: 	    printf("#%1d%1d%d",i,j,k);
 4263: 	    fprintf(ficparo,"#%1d%1d%d",i,j,k);
 4264: 	  }else{
 4265: 	    printf("%1d%1d%d",i,j,k);
 4266: 	    fprintf(ficparo,"%1d%1d%d",i,j,k);
 4267: 	    /* 	printf(" %.5le",matcov[i][j]); */
 4268: 	  }
 4269: 	  ll=0;
 4270: 	  for(li=1;li <=nlstate; li++){
 4271: 	    for(lj=1;lj <=nlstate+ndeath; lj++){
 4272: 	      if(lj==li) continue;
 4273: 	      for(lk=1;lk<=ncovmodel;lk++){
 4274: 		ll++;
 4275: 		if(ll<=jj){
 4276: 		  cb[0]= lk +'a'-1;cb[1]='\0';
 4277: 		  if(ll<jj){
 4278: 		    if(itimes==1){
 4279: 		      printf(" Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
 4280: 		      fprintf(ficparo," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
 4281: 		    }else{
 4282: 		      printf(" 0.");
 4283: 		      fprintf(ficparo," 0.");
 4284: 		    }
 4285: 		  }else{
 4286: 		    if(itimes==1){
 4287: 		      printf(" Var(%s%1d%1d)",ca,i,j);
 4288: 		      fprintf(ficparo," Var(%s%1d%1d)",ca,i,j);
 4289: 		    }else{
 4290: 		      printf(" 0.");
 4291: 		      fprintf(ficparo," 0.");
 4292: 		    }
 4293: 		  }
 4294: 		}
 4295: 	      } /* end lk */
 4296: 	    } /* end lj */
 4297: 	  } /* end li */
 4298: 	  printf("\n");
 4299: 	  fprintf(ficparo,"\n");
 4300: 	  numlinepar++;
 4301: 	} /* end k*/
 4302:       } /*end j */
 4303:     } /* end i */
 4304:   } /* end itimes */
 4305: 
 4306: } /* end of prwizard */
 4307: /******************* Gompertz Likelihood ******************************/
 4308: double gompertz(double x[])
 4309: { 
 4310:   double A,B,L=0.0,sump=0.,num=0.;
 4311:   int i,n=0; /* n is the size of the sample */
 4312: 
 4313:   for (i=0;i<=imx-1 ; i++) {
 4314:     sump=sump+weight[i];
 4315:     /*    sump=sump+1;*/
 4316:     num=num+1;
 4317:   }
 4318:  
 4319:  
 4320:   /* for (i=0; i<=imx; i++) 
 4321:      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]);*/
 4322: 
 4323:   for (i=1;i<=imx ; i++)
 4324:     {
 4325:       if (cens[i] == 1 && wav[i]>1)
 4326: 	A=-x[1]/(x[2])*(exp(x[2]*(agecens[i]-agegomp))-exp(x[2]*(ageexmed[i]-agegomp)));
 4327:       
 4328:       if (cens[i] == 0 && wav[i]>1)
 4329: 	A=-x[1]/(x[2])*(exp(x[2]*(agedc[i]-agegomp))-exp(x[2]*(ageexmed[i]-agegomp)))
 4330: 	     +log(x[1]/YEARM)+x[2]*(agedc[i]-agegomp)+log(YEARM);  
 4331:       
 4332:       /*if (wav[i] > 1 && agecens[i] > 15) {*/ /* ??? */
 4333:       if (wav[i] > 1 ) { /* ??? */
 4334: 	L=L+A*weight[i];
 4335: 	/* 	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]);*/
 4336:       }
 4337:     }
 4338: 
 4339:  /*printf("x1=%2.9f x2=%2.9f x3=%2.9f L=%f\n",x[1],x[2],x[3],L);*/
 4340:  
 4341:   return -2*L*num/sump;
 4342: }
 4343: 
 4344: /******************* Printing html file ***********/
 4345: void printinghtmlmort(char fileres[], char title[], char datafile[], int firstpass, \
 4346: 		  int lastpass, int stepm, int weightopt, char model[],\
 4347: 		  int imx,  double p[],double **matcov,double agemortsup){
 4348:   int i,k;
 4349: 
 4350:   fprintf(fichtm,"<ul><li><h4>Result files </h4>\n Force of mortality. Parameters of the Gompertz fit (with confidence interval in brackets):<br>");
 4351:   fprintf(fichtm,"  mu(age) =%lf*exp(%lf*(age-%d)) per year<br><br>",p[1],p[2],agegomp);
 4352:   for (i=1;i<=2;i++) 
 4353:     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]));
 4354:   fprintf(fichtm,"<br><br><img src=\"graphmort.png\">");
 4355:   fprintf(fichtm,"</ul>");
 4356: 
 4357: fprintf(fichtm,"<ul><li><h4>Life table</h4>\n <br>");
 4358: 
 4359:  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>");
 4360: 
 4361:  for (k=agegomp;k<(agemortsup-2);k++) 
 4362:    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]);
 4363: 
 4364:  
 4365:   fflush(fichtm);
 4366: }
 4367: 
 4368: /******************* Gnuplot file **************/
 4369: void printinggnuplotmort(char fileres[], char optionfilefiname[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
 4370: 
 4371:   char dirfileres[132],optfileres[132];
 4372:   int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;
 4373:   int ng;
 4374: 
 4375: 
 4376:   /*#ifdef windows */
 4377:   fprintf(ficgp,"cd \"%s\" \n",pathc);
 4378:     /*#endif */
 4379: 
 4380: 
 4381:   strcpy(dirfileres,optionfilefiname);
 4382:   strcpy(optfileres,"vpl");
 4383:   fprintf(ficgp,"set out \"graphmort.png\"\n "); 
 4384:   fprintf(ficgp,"set xlabel \"Age\"\n set ylabel \"Force of mortality (per year)\" \n "); 
 4385:   fprintf(ficgp, "set ter png small\n set log y\n"); 
 4386:   fprintf(ficgp, "set size 0.65,0.65\n");
 4387:   fprintf(ficgp,"plot [%d:100] %lf*exp(%lf*(x-%d))",agegomp,p[1],p[2],agegomp);
 4388: 
 4389: } 
 4390: 
 4391: 
 4392: 
 4393: 
 4394: 
 4395: /***********************************************/
 4396: /**************** Main Program *****************/
 4397: /***********************************************/
 4398: 
 4399: int main(int argc, char *argv[])
 4400: {
 4401:   int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav);
 4402:   int i,j, k, n=MAXN,iter,m,size=100,cptcode, cptcod;
 4403:   int linei, month, year,iout;
 4404:   int jj, ll, li, lj, lk, imk;
 4405:   int numlinepar=0; /* Current linenumber of parameter file */
 4406:   int itimes;
 4407:   int NDIM=2;
 4408:   int vpopbased=0;
 4409: 
 4410:   char ca[32], cb[32], cc[32];
 4411:   char dummy[]="                         ";
 4412:   /*  FILE *fichtm; *//* Html File */
 4413:   /* FILE *ficgp;*/ /*Gnuplot File */
 4414:   struct stat info;
 4415:   double agedeb, agefin,hf;
 4416:   double ageminpar=1.e20,agemin=1.e20, agemaxpar=-1.e20, agemax=-1.e20;
 4417: 
 4418:   double fret;
 4419:   double **xi,tmp,delta;
 4420: 
 4421:   double dum; /* Dummy variable */
 4422:   double ***p3mat;
 4423:   double ***mobaverage;
 4424:   int *indx;
 4425:   char line[MAXLINE], linepar[MAXLINE];
 4426:   char path[MAXLINE],pathc[MAXLINE],pathcd[MAXLINE],pathtot[MAXLINE],model[MAXLINE];
 4427:   char pathr[MAXLINE], pathimach[MAXLINE]; 
 4428:   char **bp, *tok, *val; /* pathtot */
 4429:   int firstobs=1, lastobs=10;
 4430:   int sdeb, sfin; /* Status at beginning and end */
 4431:   int c,  h , cpt,l;
 4432:   int ju,jl, mi;
 4433:   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;
 4434:   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,*tab; 
 4435:   int mobilavproj=0 , prevfcast=0 ; /* moving average of prev, If prevfcast=1 prevalence projection */
 4436:   int mobilav=0,popforecast=0;
 4437:   int hstepm, nhstepm;
 4438:   int agemortsup;
 4439:   float  sumlpop=0.;
 4440:   double jprev1=1, mprev1=1,anprev1=2000,jprev2=1, mprev2=1,anprev2=2000;
 4441:   double jpyram=1, mpyram=1,anpyram=2000,jpyram1=1, mpyram1=1,anpyram1=2000;
 4442: 
 4443:   double bage, fage, age, agelim, agebase;
 4444:   double ftolpl=FTOL;
 4445:   double **prlim;
 4446:   double *severity;
 4447:   double ***param; /* Matrix of parameters */
 4448:   double  *p;
 4449:   double **matcov; /* Matrix of covariance */
 4450:   double ***delti3; /* Scale */
 4451:   double *delti; /* Scale */
 4452:   double ***eij, ***vareij;
 4453:   double **varpl; /* Variances of prevalence limits by age */
 4454:   double *epj, vepp;
 4455:   double kk1, kk2;
 4456:   double dateprev1, dateprev2,jproj1=1,mproj1=1,anproj1=2000,jproj2=1,mproj2=1,anproj2=2000;
 4457:   double **ximort;
 4458:   char *alph[]={"a","a","b","c","d","e"}, str[4];
 4459:   int *dcwave;
 4460: 
 4461:   char z[1]="c", occ;
 4462: 
 4463:   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
 4464:   char  *strt, strtend[80];
 4465:   char *stratrunc;
 4466:   int lstra;
 4467: 
 4468:   long total_usecs;
 4469:  
 4470: /*   setlocale (LC_ALL, ""); */
 4471: /*   bindtextdomain (PACKAGE, LOCALEDIR); */
 4472: /*   textdomain (PACKAGE); */
 4473: /*   setlocale (LC_CTYPE, ""); */
 4474: /*   setlocale (LC_MESSAGES, ""); */
 4475: 
 4476:   /*   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
 4477:   (void) gettimeofday(&start_time,&tzp);
 4478:   curr_time=start_time;
 4479:   tm = *localtime(&start_time.tv_sec);
 4480:   tmg = *gmtime(&start_time.tv_sec);
 4481:   strcpy(strstart,asctime(&tm));
 4482: 
 4483: /*  printf("Localtime (at start)=%s",strstart); */
 4484: /*  tp.tv_sec = tp.tv_sec +86400; */
 4485: /*  tm = *localtime(&start_time.tv_sec); */
 4486: /*   tmg.tm_year=tmg.tm_year +dsign*dyear; */
 4487: /*   tmg.tm_mon=tmg.tm_mon +dsign*dmonth; */
 4488: /*   tmg.tm_hour=tmg.tm_hour + 1; */
 4489: /*   tp.tv_sec = mktime(&tmg); */
 4490: /*   strt=asctime(&tmg); */
 4491: /*   printf("Time(after) =%s",strstart);  */
 4492: /*  (void) time (&time_value);
 4493: *  printf("time=%d,t-=%d\n",time_value,time_value-86400);
 4494: *  tm = *localtime(&time_value);
 4495: *  strstart=asctime(&tm);
 4496: *  printf("tim_value=%d,asctime=%s\n",time_value,strstart); 
 4497: */
 4498: 
 4499:   nberr=0; /* Number of errors and warnings */
 4500:   nbwarn=0;
 4501:   getcwd(pathcd, size);
 4502: 
 4503:   printf("\n%s\n%s",version,fullversion);
 4504:   if(argc <=1){
 4505:     printf("\nEnter the parameter file name: ");
 4506:     fgets(pathr,FILENAMELENGTH,stdin);
 4507:     i=strlen(pathr);
 4508:     if(pathr[i-1]=='\n')
 4509:       pathr[i-1]='\0';
 4510:    for (tok = pathr; tok != NULL; ){
 4511:       printf("Pathr |%s|\n",pathr);
 4512:       while ((val = strsep(&tok, "\"" )) != NULL && *val == '\0');
 4513:       printf("val= |%s| pathr=%s\n",val,pathr);
 4514:       strcpy (pathtot, val);
 4515:       if(pathr[0] == '\0') break; /* Dirty */
 4516:     }
 4517:   }
 4518:   else{
 4519:     strcpy(pathtot,argv[1]);
 4520:   }
 4521:   /*if(getcwd(pathcd, MAXLINE)!= NULL)printf ("Error pathcd\n");*/
 4522:   /*cygwin_split_path(pathtot,path,optionfile);
 4523:     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/
 4524:   /* cutv(path,optionfile,pathtot,'\\');*/
 4525: 
 4526:   /* Split argv[0], imach program to get pathimach */
 4527:   printf("\nargv[0]=%s argv[1]=%s, \n",argv[0],argv[1]);
 4528:   split(argv[0],pathimach,optionfile,optionfilext,optionfilefiname);
 4529:   printf("\nargv[0]=%s pathimach=%s, \noptionfile=%s \noptionfilext=%s \noptionfilefiname=%s\n",argv[0],pathimach,optionfile,optionfilext,optionfilefiname);
 4530:  /*   strcpy(pathimach,argv[0]); */
 4531:   /* Split argv[1]=pathtot, parameter file name to get path, optionfile, extension and name */
 4532:   split(pathtot,path,optionfile,optionfilext,optionfilefiname);
 4533:   printf("\npathtot=%s,\npath=%s,\noptionfile=%s \noptionfilext=%s \noptionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
 4534:   chdir(path); /* Can be a relative path */
 4535:   if(getcwd(pathcd,MAXLINE) > 0) /* So pathcd is the full path */
 4536:     printf("Current directory %s!\n",pathcd);
 4537:   strcpy(command,"mkdir ");
 4538:   strcat(command,optionfilefiname);
 4539:   if((outcmd=system(command)) != 0){
 4540:     printf("Problem creating directory or it already exists %s%s, err=%d\n",path,optionfilefiname,outcmd);
 4541:     /* fprintf(ficlog,"Problem creating directory %s%s\n",path,optionfilefiname); */
 4542:     /* fclose(ficlog); */
 4543: /*     exit(1); */
 4544:   }
 4545: /*   if((imk=mkdir(optionfilefiname))<0){ */
 4546: /*     perror("mkdir"); */
 4547: /*   } */
 4548: 
 4549:   /*-------- arguments in the command line --------*/
 4550: 
 4551:   /* Log file */
 4552:   strcat(filelog, optionfilefiname);
 4553:   strcat(filelog,".log");    /* */
 4554:   if((ficlog=fopen(filelog,"w"))==NULL)    {
 4555:     printf("Problem with logfile %s\n",filelog);
 4556:     goto end;
 4557:   }
 4558:   fprintf(ficlog,"Log filename:%s\n",filelog);
 4559:   fprintf(ficlog,"\n%s\n%s",version,fullversion);
 4560:   fprintf(ficlog,"\nEnter the parameter file name: \n");
 4561:   fprintf(ficlog,"pathimach=%s\npathtot=%s\n\
 4562:  path=%s \n\
 4563:  optionfile=%s\n\
 4564:  optionfilext=%s\n\
 4565:  optionfilefiname=%s\n",pathimach,pathtot,path,optionfile,optionfilext,optionfilefiname);
 4566: 
 4567:   printf("Local time (at start):%s",strstart);
 4568:   fprintf(ficlog,"Local time (at start): %s",strstart);
 4569:   fflush(ficlog);
 4570: /*   (void) gettimeofday(&curr_time,&tzp); */
 4571: /*   printf("Elapsed time %d\n", asc_diff_time(curr_time.tv_sec-start_time.tv_sec,tmpout)); */
 4572: 
 4573:   /* */
 4574:   strcpy(fileres,"r");
 4575:   strcat(fileres, optionfilefiname);
 4576:   strcat(fileres,".txt");    /* Other files have txt extension */
 4577: 
 4578:   /*---------arguments file --------*/
 4579: 
 4580:   if((ficpar=fopen(optionfile,"r"))==NULL)    {
 4581:     printf("Problem with optionfile %s\n",optionfile);
 4582:     fprintf(ficlog,"Problem with optionfile %s\n",optionfile);
 4583:     fflush(ficlog);
 4584:     goto end;
 4585:   }
 4586: 
 4587: 
 4588: 
 4589:   strcpy(filereso,"o");
 4590:   strcat(filereso,fileres);
 4591:   if((ficparo=fopen(filereso,"w"))==NULL) { /* opened on subdirectory */
 4592:     printf("Problem with Output resultfile: %s\n", filereso);
 4593:     fprintf(ficlog,"Problem with Output resultfile: %s\n", filereso);
 4594:     fflush(ficlog);
 4595:     goto end;
 4596:   }
 4597: 
 4598:   /* Reads comments: lines beginning with '#' */
 4599:   numlinepar=0;
 4600:   while((c=getc(ficpar))=='#' && c!= EOF){
 4601:     ungetc(c,ficpar);
 4602:     fgets(line, MAXLINE, ficpar);
 4603:     numlinepar++;
 4604:     puts(line);
 4605:     fputs(line,ficparo);
 4606:     fputs(line,ficlog);
 4607:   }
 4608:   ungetc(c,ficpar);
 4609: 
 4610:   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);
 4611:   numlinepar++;
 4612:   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);
 4613:   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);
 4614:   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);
 4615:   fflush(ficlog);
 4616:   while((c=getc(ficpar))=='#' && c!= EOF){
 4617:     ungetc(c,ficpar);
 4618:     fgets(line, MAXLINE, ficpar);
 4619:     numlinepar++;
 4620:     puts(line);
 4621:     fputs(line,ficparo);
 4622:     fputs(line,ficlog);
 4623:   }
 4624:   ungetc(c,ficpar);
 4625: 
 4626:    
 4627:   covar=matrix(0,NCOVMAX,1,n); 
 4628:   cptcovn=0; /*Number of covariates, i.e. number of '+' in model statement*/
 4629:   if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;
 4630: 
 4631:   ncovmodel=2+cptcovn; /*Number of variables = cptcovn + intercept + age */
 4632:   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
 4633:   npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/
 4634: 
 4635:   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
 4636:   delti=delti3[1][1];
 4637:   /*delti=vector(1,npar); *//* Scale of each paramater (output from hesscov)*/
 4638:   if(mle==-1){ /* Print a wizard for help writing covariance matrix */
 4639:     prwizard(ncovmodel, nlstate, ndeath, model, ficparo);
 4640:     printf(" You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
 4641:     fprintf(ficlog," You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
 4642:     free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
 4643:     fclose (ficparo);
 4644:     fclose (ficlog);
 4645:     goto end;
 4646:     exit(0);
 4647:   }
 4648:   else if(mle==-3) {
 4649:     prwizard(ncovmodel, nlstate, ndeath, model, ficparo);
 4650:     printf(" You choose mle=-3, look at file %s for a template of covariance matrix \n",filereso);
 4651:     fprintf(ficlog," You choose mle=-3, look at file %s for a template of covariance matrix \n",filereso);
 4652:     param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
 4653:     matcov=matrix(1,npar,1,npar);
 4654:   }
 4655:   else{
 4656:     /* Read guess parameters */
 4657:     /* Reads comments: lines beginning with '#' */
 4658:     while((c=getc(ficpar))=='#' && c!= EOF){
 4659:       ungetc(c,ficpar);
 4660:       fgets(line, MAXLINE, ficpar);
 4661:       numlinepar++;
 4662:       puts(line);
 4663:       fputs(line,ficparo);
 4664:       fputs(line,ficlog);
 4665:     }
 4666:     ungetc(c,ficpar);
 4667:     
 4668:     param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
 4669:     for(i=1; i <=nlstate; i++){
 4670:       j=0;
 4671:       for(jj=1; jj <=nlstate+ndeath; jj++){
 4672: 	if(jj==i) continue;
 4673: 	j++;
 4674: 	fscanf(ficpar,"%1d%1d",&i1,&j1);
 4675: 	if ((i1 != i) && (j1 != j)){
 4676: 	  printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n \
 4677: It might be a problem of design; if ncovcol and the model are correct\n \
 4678: run imach with mle=-1 to get a correct template of the parameter file.\n",numlinepar, i,j, i1, j1);
 4679: 	  exit(1);
 4680: 	}
 4681: 	fprintf(ficparo,"%1d%1d",i1,j1);
 4682: 	if(mle==1)
 4683: 	  printf("%1d%1d",i,j);
 4684: 	fprintf(ficlog,"%1d%1d",i,j);
 4685: 	for(k=1; k<=ncovmodel;k++){
 4686: 	  fscanf(ficpar," %lf",&param[i][j][k]);
 4687: 	  if(mle==1){
 4688: 	    printf(" %lf",param[i][j][k]);
 4689: 	    fprintf(ficlog," %lf",param[i][j][k]);
 4690: 	  }
 4691: 	  else
 4692: 	    fprintf(ficlog," %lf",param[i][j][k]);
 4693: 	  fprintf(ficparo," %lf",param[i][j][k]);
 4694: 	}
 4695: 	fscanf(ficpar,"\n");
 4696: 	numlinepar++;
 4697: 	if(mle==1)
 4698: 	  printf("\n");
 4699: 	fprintf(ficlog,"\n");
 4700: 	fprintf(ficparo,"\n");
 4701:       }
 4702:     }  
 4703:     fflush(ficlog);
 4704: 
 4705:     p=param[1][1];
 4706:     
 4707:     /* Reads comments: lines beginning with '#' */
 4708:     while((c=getc(ficpar))=='#' && c!= EOF){
 4709:       ungetc(c,ficpar);
 4710:       fgets(line, MAXLINE, ficpar);
 4711:       numlinepar++;
 4712:       puts(line);
 4713:       fputs(line,ficparo);
 4714:       fputs(line,ficlog);
 4715:     }
 4716:     ungetc(c,ficpar);
 4717: 
 4718:     for(i=1; i <=nlstate; i++){
 4719:       for(j=1; j <=nlstate+ndeath-1; j++){
 4720: 	fscanf(ficpar,"%1d%1d",&i1,&j1);
 4721: 	if ((i1-i)*(j1-j)!=0){
 4722: 	  printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
 4723: 	  exit(1);
 4724: 	}
 4725: 	printf("%1d%1d",i,j);
 4726: 	fprintf(ficparo,"%1d%1d",i1,j1);
 4727: 	fprintf(ficlog,"%1d%1d",i1,j1);
 4728: 	for(k=1; k<=ncovmodel;k++){
 4729: 	  fscanf(ficpar,"%le",&delti3[i][j][k]);
 4730: 	  printf(" %le",delti3[i][j][k]);
 4731: 	  fprintf(ficparo," %le",delti3[i][j][k]);
 4732: 	  fprintf(ficlog," %le",delti3[i][j][k]);
 4733: 	}
 4734: 	fscanf(ficpar,"\n");
 4735: 	numlinepar++;
 4736: 	printf("\n");
 4737: 	fprintf(ficparo,"\n");
 4738: 	fprintf(ficlog,"\n");
 4739:       }
 4740:     }
 4741:     fflush(ficlog);
 4742: 
 4743:     delti=delti3[1][1];
 4744: 
 4745: 
 4746:     /* free_ma3x(delti3,1,nlstate,1,nlstate+ndeath-1,1,ncovmodel); */ /* Hasn't to to freed here otherwise delti is no more allocated */
 4747:   
 4748:     /* Reads comments: lines beginning with '#' */
 4749:     while((c=getc(ficpar))=='#' && c!= EOF){
 4750:       ungetc(c,ficpar);
 4751:       fgets(line, MAXLINE, ficpar);
 4752:       numlinepar++;
 4753:       puts(line);
 4754:       fputs(line,ficparo);
 4755:       fputs(line,ficlog);
 4756:     }
 4757:     ungetc(c,ficpar);
 4758:   
 4759:     matcov=matrix(1,npar,1,npar);
 4760:     for(i=1; i <=npar; i++){
 4761:       fscanf(ficpar,"%s",&str);
 4762:       if(mle==1)
 4763: 	printf("%s",str);
 4764:       fprintf(ficlog,"%s",str);
 4765:       fprintf(ficparo,"%s",str);
 4766:       for(j=1; j <=i; j++){
 4767: 	fscanf(ficpar," %le",&matcov[i][j]);
 4768: 	if(mle==1){
 4769: 	  printf(" %.5le",matcov[i][j]);
 4770: 	}
 4771: 	fprintf(ficlog," %.5le",matcov[i][j]);
 4772: 	fprintf(ficparo," %.5le",matcov[i][j]);
 4773:       }
 4774:       fscanf(ficpar,"\n");
 4775:       numlinepar++;
 4776:       if(mle==1)
 4777: 	printf("\n");
 4778:       fprintf(ficlog,"\n");
 4779:       fprintf(ficparo,"\n");
 4780:     }
 4781:     for(i=1; i <=npar; i++)
 4782:       for(j=i+1;j<=npar;j++)
 4783: 	matcov[i][j]=matcov[j][i];
 4784:     
 4785:     if(mle==1)
 4786:       printf("\n");
 4787:     fprintf(ficlog,"\n");
 4788:     
 4789:     fflush(ficlog);
 4790:     
 4791:     /*-------- Rewriting parameter file ----------*/
 4792:     strcpy(rfileres,"r");    /* "Rparameterfile */
 4793:     strcat(rfileres,optionfilefiname);    /* Parameter file first name*/
 4794:     strcat(rfileres,".");    /* */
 4795:     strcat(rfileres,optionfilext);    /* Other files have txt extension */
 4796:     if((ficres =fopen(rfileres,"w"))==NULL) {
 4797:       printf("Problem writing new parameter file: %s\n", fileres);goto end;
 4798:       fprintf(ficlog,"Problem writing new parameter file: %s\n", fileres);goto end;
 4799:     }
 4800:     fprintf(ficres,"#%s\n",version);
 4801:   }    /* End of mle != -3 */
 4802: 
 4803:   /*-------- data file ----------*/
 4804:   if((fic=fopen(datafile,"r"))==NULL)    {
 4805:     printf("Problem while opening datafile: %s\n", datafile);goto end;
 4806:     fprintf(ficlog,"Problem while opening datafile: %s\n", datafile);goto end;
 4807:   }
 4808: 
 4809:   n= lastobs;
 4810:   severity = vector(1,maxwav);
 4811:   outcome=imatrix(1,maxwav+1,1,n);
 4812:   num=lvector(1,n);
 4813:   moisnais=vector(1,n);
 4814:   annais=vector(1,n);
 4815:   moisdc=vector(1,n);
 4816:   andc=vector(1,n);
 4817:   agedc=vector(1,n);
 4818:   cod=ivector(1,n);
 4819:   weight=vector(1,n);
 4820:   for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
 4821:   mint=matrix(1,maxwav,1,n);
 4822:   anint=matrix(1,maxwav,1,n);
 4823:   s=imatrix(1,maxwav+1,1,n);
 4824:   tab=ivector(1,NCOVMAX);
 4825:   ncodemax=ivector(1,8);
 4826: 
 4827:   i=1;
 4828:   linei=0;
 4829:   while ((fgets(line, MAXLINE, fic) != NULL) &&((i >= firstobs) && (i <=lastobs))) {
 4830:     linei=linei+1;
 4831:     for(j=strlen(line); j>=0;j--){  /* Untabifies line */
 4832:       if(line[j] == '\t')
 4833: 	line[j] = ' ';
 4834:     }
 4835:     for(j=strlen(line)-1; (line[j]==' ')||(line[j]==10)||(line[j]==13);j--){
 4836:       ;
 4837:     };
 4838:     line[j+1]=0;  /* Trims blanks at end of line */
 4839:     if(line[0]=='#'){
 4840:       fprintf(ficlog,"Comment line\n%s\n",line);
 4841:       printf("Comment line\n%s\n",line);
 4842:       continue;
 4843:     }
 4844: 
 4845:     for (j=maxwav;j>=1;j--){
 4846:       cutv(stra, strb,line,' '); 
 4847:       errno=0;
 4848:       lval=strtol(strb,&endptr,10); 
 4849:       /*	if (errno == ERANGE && (lval == LONG_MAX || lval == LONG_MIN))*/
 4850:       if( strb[0]=='\0' || (*endptr != '\0')){
 4851: 	printf("Error reading data around '%d' at line number %d %s for individual %d, '%s'\nShould be a status of wave %d. Setting maxwav=%d might be wrong.  Exiting.\n", strb, linei,i,line,j,maxwav);
 4852: 	exit(1);
 4853:       }
 4854:       s[j][i]=lval;
 4855:       
 4856:       strcpy(line,stra);
 4857:       cutv(stra, strb,line,' ');
 4858:       if(iout=sscanf(strb,"%d/%d",&month, &year) != 0){
 4859:       }
 4860:       else  if(iout=sscanf(strb,"%s.") != 0){
 4861: 	month=99;
 4862: 	year=9999;
 4863:       }else{
 4864: 	printf("Error reading data around '%s' at line number %ld %s for individual %d, '%s'\nShould be a date of interview (mm/yyyy or .) at wave %d.  Exiting.\n",strb, linei,i, line,j);
 4865: 	exit(1);
 4866:       }
 4867:       anint[j][i]= (double) year; 
 4868:       mint[j][i]= (double)month; 
 4869:       strcpy(line,stra);
 4870:     } /* ENd Waves */
 4871:     
 4872:     cutv(stra, strb,line,' '); 
 4873:     if(iout=sscanf(strb,"%d/%d",&month, &year) != 0){
 4874:     }
 4875:     else  if(iout=sscanf(strb,"%s.",dummy) != 0){
 4876:       month=99;
 4877:       year=9999;
 4878:     }else{
 4879:       printf("Error reading data around '%s' at line number %ld %s for individual %d, '%s'\nShould be a date of death (mm/yyyy or .).  Exiting.\n",strb, linei,i,line);
 4880:       exit(1);
 4881:     }
 4882:     andc[i]=(double) year; 
 4883:     moisdc[i]=(double) month; 
 4884:     strcpy(line,stra);
 4885:     
 4886:     cutv(stra, strb,line,' '); 
 4887:     if(iout=sscanf(strb,"%d/%d",&month, &year) != 0){
 4888:     }
 4889:     else  if(iout=sscanf(strb,"%s.") != 0){
 4890:       month=99;
 4891:       year=9999;
 4892:     }else{
 4893:       printf("Error reading data around '%s' at line number %ld %s for individual %d, '%s'\nShould be a date of birth (mm/yyyy or .).  Exiting.\n",strb, linei,i,line,j);
 4894:       exit(1);
 4895:     }
 4896:     annais[i]=(double)(year);
 4897:     moisnais[i]=(double)(month); 
 4898:     strcpy(line,stra);
 4899:     
 4900:     cutv(stra, strb,line,' '); 
 4901:     errno=0;
 4902:     dval=strtod(strb,&endptr); 
 4903:     if( strb[0]=='\0' || (*endptr != '\0')){
 4904:       printf("Error reading data around '%f' at line number %ld, \"%s\" for individual %d\nShould be a weight.  Exiting.\n",dval, i,line,linei);
 4905:       exit(1);
 4906:     }
 4907:     weight[i]=dval; 
 4908:     strcpy(line,stra);
 4909:     
 4910:     for (j=ncovcol;j>=1;j--){
 4911:       cutv(stra, strb,line,' '); 
 4912:       errno=0;
 4913:       lval=strtol(strb,&endptr,10); 
 4914:       if( strb[0]=='\0' || (*endptr != '\0')){
 4915: 	printf("Error reading data around '%d' at line number %ld %s for individual %d, '%s'\nShould be a covar (meaning 0 for the reference or 1).  Exiting.\n",lval, linei,i, line);
 4916: 	exit(1);
 4917:       }
 4918:       if(lval <-1 || lval >1){
 4919: 	printf("Error reading data around '%d' at line number %ld for individual %d, '%s'\n \
 4920:  Should be a value of %d(nth) covariate (0 should be the value for the reference and 1\n \
 4921:  for the alternative. IMaCh does not build design variables automatically, do it yourself.\n \
 4922:  For example, for multinomial values like 1, 2 and 3,\n \
 4923:  build V1=0 V2=0 for the reference value (1),\n \
 4924:         V1=1 V2=0 for (2) \n \
 4925:  and V1=0 V2=1 for (3). V1=1 V2=1 should not exist and the corresponding\n \
 4926:  output of IMaCh is often meaningless.\n \
 4927:  Exiting.\n",lval,linei, i,line,j);
 4928: 	goto end;
 4929:       }
 4930:       covar[j][i]=(double)(lval);
 4931:       strcpy(line,stra);
 4932:     }  
 4933:     lstra=strlen(stra);
 4934:      
 4935:     if(lstra > 9){ /* More than 2**32 or max of what printf can write with %ld */
 4936:       stratrunc = &(stra[lstra-9]);
 4937:       num[i]=atol(stratrunc);
 4938:     }
 4939:     else
 4940:       num[i]=atol(stra);
 4941:     /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){
 4942:       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;}*/
 4943:     
 4944:     i=i+1;
 4945:   } /* End loop reading  data */
 4946:   fclose(fic);
 4947:   /* printf("ii=%d", ij);
 4948:      scanf("%d",i);*/
 4949:   imx=i-1; /* Number of individuals */
 4950: 
 4951:   /* for (i=1; i<=imx; i++){
 4952:     if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;
 4953:     if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;
 4954:     if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;
 4955:     }*/
 4956:    /*  for (i=1; i<=imx; i++){
 4957:      if (s[4][i]==9)  s[4][i]=-1; 
 4958:      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]));}*/
 4959:   
 4960:   /* for (i=1; i<=imx; i++) */
 4961:  
 4962:    /*if ((s[3][i]==3) ||  (s[4][i]==3)) weight[i]=0.08;
 4963:      else weight[i]=1;*/
 4964: 
 4965:   /* Calculation of the number of parameters from char model */
 4966:   Tvar=ivector(1,15); /* stores the number n of the covariates in Vm+Vn at 1 and m at 2 */
 4967:   Tprod=ivector(1,15); 
 4968:   Tvaraff=ivector(1,15); 
 4969:   Tvard=imatrix(1,15,1,2);
 4970:   Tage=ivector(1,15);      
 4971:    
 4972:   if (strlen(model) >1){ /* If there is at least 1 covariate */
 4973:     j=0, j1=0, k1=1, k2=1;
 4974:     j=nbocc(model,'+'); /* j=Number of '+' */
 4975:     j1=nbocc(model,'*'); /* j1=Number of '*' */
 4976:     cptcovn=j+1; /* Number of covariates V1+V2+V3 =>2+1=3 */
 4977:     cptcovprod=j1; /*Number of products  V1*V2 =1 */
 4978:     
 4979:     strcpy(modelsav,model); 
 4980:     if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){
 4981:       printf("Error. Non available option model=%s ",model);
 4982:       fprintf(ficlog,"Error. Non available option model=%s ",model);
 4983:       goto end;
 4984:     }
 4985:     
 4986:     /* This loop fills the array Tvar from the string 'model'.*/
 4987:     /* j is the number of + signs in the model V1+V2+V3 j=2 i=3 to 1 */
 4988:     for(i=(j+1); i>=1;i--){
 4989:       cutv(stra,strb,modelsav,'+'); /* keeps in strb after the first '+' 
 4990: 				     modelsav=V2+V3*age+V1+V4 strb=V3*age+V1+V4 
 4991: 				     stra=V2
 4992: 				    */ 
 4993:       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav); /* and analyzes it */
 4994:       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/
 4995:       /*scanf("%d",i);*/
 4996:       if (strchr(strb,'*')) {  /* Model includes a product V1+V3*age+V2 strb=V3*age*/
 4997: 	cutv(strd,strc,strb,'*'); /* strd*strc  Vm*Vn: V3*age strc=age strd=V3 ; V3*V2 strc=V2, strd=V3 */
 4998: 	if (strcmp(strc,"age")==0) { /* Vn*age */
 4999: 	  cptcovprod--;
 5000: 	  cutv(strb,stre,strd,'V');
 5001: 	  Tvar[i]=atoi(stre);  /* V1+V3*age+V2 Tvar[2]=3 */
 5002: 	  cptcovage++; /* Sum the number of covariates including ages as a product */
 5003: 	  Tage[cptcovage]=i;  /* Tage[1] =2 */
 5004: 	  /*printf("stre=%s ", stre);*/
 5005: 	}
 5006: 	else if (strcmp(strd,"age")==0) { /* or age*Vn */
 5007: 	  cptcovprod--;
 5008: 	  cutv(strb,stre,strc,'V');
 5009: 	  Tvar[i]=atoi(stre);
 5010: 	  cptcovage++;
 5011: 	  Tage[cptcovage]=i;
 5012: 	}
 5013: 	else {  /* Age is not in the model V1+V3*V2+V2  strb=V3*V2*/
 5014: 	  cutv(strb,stre,strc,'V'); /* strc= Vn, stre is n; strb=V3*V2 stre=3 strc=*/
 5015: 	  Tvar[i]=ncovcol+k1;  /* find 'n' in Vn and stores in Tvar. 
 5016: 				  If already ncovcol=2 and model=V2*V1 Tvar[1]=2+1 and Tvar[2]=2+2 etc */
 5017: 	  cutv(strb,strc,strd,'V'); /* strd was Vm, strc is m */
 5018: 	  Tprod[k1]=i;  /* Tprod[1]  */
 5019: 	  Tvard[k1][1]=atoi(strc); /* m*/
 5020: 	  Tvard[k1][2]=atoi(stre); /* n */
 5021: 	  Tvar[cptcovn+k2]=Tvard[k1][1];
 5022: 	  Tvar[cptcovn+k2+1]=Tvard[k1][2]; 
 5023: 	  for (k=1; k<=lastobs;k++) 
 5024: 	    covar[ncovcol+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];
 5025: 	  k1++;
 5026: 	  k2=k2+2;
 5027: 	}
 5028:       }
 5029:       else { /* no more sum */
 5030: 	/*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/
 5031:        /*  scanf("%d",i);*/
 5032:       cutv(strd,strc,strb,'V');
 5033:       Tvar[i]=atoi(strc);
 5034:       }
 5035:       strcpy(modelsav,stra);  /* modelsav=V2+V3*age+V1+V4 strb=V3*age+V1+V4 */ 
 5036:       /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);
 5037: 	scanf("%d",i);*/
 5038:     } /* end of loop + */
 5039:   } /* end model */
 5040:   
 5041:   /*The number n of Vn is stored in Tvar. cptcovage =number of age covariate. Tage gives the position of age. cptcovprod= number of products.
 5042:     If model=V1+V1*age then Tvar[1]=1 Tvar[2]=1 cptcovage=1 Tage[1]=2 cptcovprod=0*/
 5043: 
 5044:   /* printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);
 5045:   printf("cptcovprod=%d ", cptcovprod);
 5046:   fprintf(ficlog,"cptcovprod=%d ", cptcovprod);
 5047: 
 5048:   scanf("%d ",i);*/
 5049: 
 5050:     /*  if(mle==1){*/
 5051:   if (weightopt != 1) { /* Maximisation without weights*/
 5052:     for(i=1;i<=n;i++) weight[i]=1.0;
 5053:   }
 5054:     /*-calculation of age at interview from date of interview and age at death -*/
 5055:   agev=matrix(1,maxwav,1,imx);
 5056: 
 5057:   for (i=1; i<=imx; i++) {
 5058:     for(m=2; (m<= maxwav); m++) {
 5059:       if (((int)mint[m][i]== 99) && (s[m][i] <= nlstate)){
 5060: 	anint[m][i]=9999;
 5061: 	s[m][i]=-1;
 5062:       }
 5063:       if((int)moisdc[i]==99 && (int)andc[i]==9999 && s[m][i]>nlstate){
 5064: 	nberr++;
 5065: 	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);
 5066: 	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);
 5067: 	s[m][i]=-1;
 5068:       }
 5069:       if((int)moisdc[i]==99 && (int)andc[i]!=9999 && s[m][i]>nlstate){
 5070: 	nberr++;
 5071: 	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]); 
 5072: 	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]); 
 5073: 	s[m][i]=-1; /* We prefer to skip it (and to skip it in version 0.8a1 too */
 5074:       }
 5075:     }
 5076:   }
 5077: 
 5078:   for (i=1; i<=imx; i++)  {
 5079:     agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
 5080:     for(m=firstpass; (m<= lastpass); m++){
 5081:       if(s[m][i] >0 || s[m][i]==-2 || s[m][i]==-4 || s[m][i]==-5){
 5082: 	if (s[m][i] >= nlstate+1) {
 5083: 	  if(agedc[i]>0)
 5084: 	    if((int)moisdc[i]!=99 && (int)andc[i]!=9999)
 5085: 	      agev[m][i]=agedc[i];
 5086: 	  /*if(moisdc[i]==99 && andc[i]==9999) s[m][i]=-1;*/
 5087: 	    else {
 5088: 	      if ((int)andc[i]!=9999){
 5089: 		nbwarn++;
 5090: 		printf("Warning negative age at death: %ld line:%d\n",num[i],i);
 5091: 		fprintf(ficlog,"Warning negative age at death: %ld line:%d\n",num[i],i);
 5092: 		agev[m][i]=-1;
 5093: 	      }
 5094: 	    }
 5095: 	}
 5096: 	else if(s[m][i] !=9){ /* Standard case, age in fractional
 5097: 				 years but with the precision of a month */
 5098: 	  agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
 5099: 	  if((int)mint[m][i]==99 || (int)anint[m][i]==9999)
 5100: 	    agev[m][i]=1;
 5101: 	  else if(agev[m][i] <agemin){ 
 5102: 	    agemin=agev[m][i];
 5103: 	    /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
 5104: 	  }
 5105: 	  else if(agev[m][i] >agemax){
 5106: 	    agemax=agev[m][i];
 5107: 	    /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
 5108: 	  }
 5109: 	  /*agev[m][i]=anint[m][i]-annais[i];*/
 5110: 	  /*	 agev[m][i] = age[i]+2*m;*/
 5111: 	}
 5112: 	else { /* =9 */
 5113: 	  agev[m][i]=1;
 5114: 	  s[m][i]=-1;
 5115: 	}
 5116:       }
 5117:       else /*= 0 Unknown */
 5118: 	agev[m][i]=1;
 5119:     }
 5120:     
 5121:   }
 5122:   for (i=1; i<=imx; i++)  {
 5123:     for(m=firstpass; (m<=lastpass); m++){
 5124:       if (s[m][i] > (nlstate+ndeath)) {
 5125: 	nberr++;
 5126: 	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);	
 5127: 	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);	
 5128: 	goto end;
 5129:       }
 5130:     }
 5131:   }
 5132: 
 5133:   /*for (i=1; i<=imx; i++){
 5134:   for (m=firstpass; (m<lastpass); m++){
 5135:      printf("%ld %d %.lf %d %d\n", num[i],(covar[1][i]),agev[m][i],s[m][i],s[m+1][i]);
 5136: }
 5137: 
 5138: }*/
 5139: 
 5140: 
 5141:   printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
 5142:   fprintf(ficlog,"Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax); 
 5143: 
 5144:   agegomp=(int)agemin;
 5145:   free_vector(severity,1,maxwav);
 5146:   free_imatrix(outcome,1,maxwav+1,1,n);
 5147:   free_vector(moisnais,1,n);
 5148:   free_vector(annais,1,n);
 5149:   /* free_matrix(mint,1,maxwav,1,n);
 5150:      free_matrix(anint,1,maxwav,1,n);*/
 5151:   free_vector(moisdc,1,n);
 5152:   free_vector(andc,1,n);
 5153: 
 5154:    
 5155:   wav=ivector(1,imx);
 5156:   dh=imatrix(1,lastpass-firstpass+1,1,imx);
 5157:   bh=imatrix(1,lastpass-firstpass+1,1,imx);
 5158:   mw=imatrix(1,lastpass-firstpass+1,1,imx);
 5159:    
 5160:   /* Concatenates waves */
 5161:   concatwav(wav, dh, bh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);
 5162: 
 5163:   /* Routine tricode is to calculate cptcoveff (real number of unique covariates) and to associate covariable number and modality */
 5164: 
 5165:   Tcode=ivector(1,100);
 5166:   nbcode=imatrix(0,NCOVMAX,0,NCOVMAX); 
 5167:   ncodemax[1]=1;
 5168:   if (cptcovn > 0) tricode(Tvar,nbcode,imx);
 5169:       
 5170:   codtab=imatrix(1,100,1,10); /* Cross tabulation to get the order of 
 5171: 				 the estimations*/
 5172:   h=0;
 5173:   m=pow(2,cptcoveff);
 5174:  
 5175:   for(k=1;k<=cptcoveff; k++){
 5176:     for(i=1; i <=(m/pow(2,k));i++){
 5177:       for(j=1; j <= ncodemax[k]; j++){
 5178: 	for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){
 5179: 	  h++;
 5180: 	  if (h>m) h=1;codtab[h][k]=j;codtab[h][Tvar[k]]=j;
 5181: 	  printf("h=%d k=%d j=%d codtab[h][k]=%d Tvar[k]=%d codtab[h][Tvar[k]]=%d \n",h, k,j,codtab[h][k],Tvar[k],codtab[h][Tvar[k]]);
 5182: 	} 
 5183:       }
 5184:     }
 5185:   } 
 5186:   /* printf("codtab[1][2]=%d codtab[2][2]=%d",codtab[1][2],codtab[2][2]); 
 5187:      codtab[1][2]=1;codtab[2][2]=2; */
 5188:   /* for(i=1; i <=m ;i++){ 
 5189:      for(k=1; k <=cptcovn; k++){
 5190:      printf("i=%d k=%d %d %d ",i,k,codtab[i][k], cptcoveff);
 5191:      }
 5192:      printf("\n");
 5193:      }
 5194:      scanf("%d",i);*/
 5195:     
 5196:   /*------------ gnuplot -------------*/
 5197:   strcpy(optionfilegnuplot,optionfilefiname);
 5198:   if(mle==-3)
 5199:     strcat(optionfilegnuplot,"-mort");
 5200:   strcat(optionfilegnuplot,".gp");
 5201: 
 5202:   if((ficgp=fopen(optionfilegnuplot,"w"))==NULL) {
 5203:     printf("Problem with file %s",optionfilegnuplot);
 5204:   }
 5205:   else{
 5206:     fprintf(ficgp,"\n# %s\n", version); 
 5207:     fprintf(ficgp,"# %s\n", optionfilegnuplot); 
 5208:     fprintf(ficgp,"set missing 'NaNq'\n");
 5209:   }
 5210:   /*  fclose(ficgp);*/
 5211:   /*--------- index.htm --------*/
 5212: 
 5213:   strcpy(optionfilehtm,optionfilefiname); /* Main html file */
 5214:   if(mle==-3)
 5215:     strcat(optionfilehtm,"-mort");
 5216:   strcat(optionfilehtm,".htm");
 5217:   if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
 5218:     printf("Problem with %s \n",optionfilehtm), exit(0);
 5219:   }
 5220: 
 5221:   strcpy(optionfilehtmcov,optionfilefiname); /* Only for matrix of covariance */
 5222:   strcat(optionfilehtmcov,"-cov.htm");
 5223:   if((fichtmcov=fopen(optionfilehtmcov,"w"))==NULL)    {
 5224:     printf("Problem with %s \n",optionfilehtmcov), exit(0);
 5225:   }
 5226:   else{
 5227:   fprintf(fichtmcov,"<html><head>\n<title>IMaCh Cov %s</title></head>\n <body><font size=\"2\">%s <br> %s</font> \
 5228: <hr size=\"2\" color=\"#EC5E5E\"> \n\
 5229: Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n",\
 5230: 	  optionfilehtmcov,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model);
 5231:   }
 5232: 
 5233:   fprintf(fichtm,"<html><head>\n<title>IMaCh %s</title></head>\n <body><font size=\"2\">%s <br> %s</font> \
 5234: <hr size=\"2\" color=\"#EC5E5E\"> \n\
 5235: Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n\
 5236: \n\
 5237: <hr  size=\"2\" color=\"#EC5E5E\">\
 5238:  <ul><li><h4>Parameter files</h4>\n\
 5239:  - Parameter file: <a href=\"%s.%s\">%s.%s</a><br>\n\
 5240:  - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>\n\
 5241:  - Log file of the run: <a href=\"%s\">%s</a><br>\n\
 5242:  - Gnuplot file name: <a href=\"%s\">%s</a><br>\n\
 5243:  - Date and time at start: %s</ul>\n",\
 5244: 	  optionfilehtm,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model,\
 5245: 	  optionfilefiname,optionfilext,optionfilefiname,optionfilext,\
 5246: 	  fileres,fileres,\
 5247: 	  filelog,filelog,optionfilegnuplot,optionfilegnuplot,strstart);
 5248:   fflush(fichtm);
 5249: 
 5250:   strcpy(pathr,path);
 5251:   strcat(pathr,optionfilefiname);
 5252:   chdir(optionfilefiname); /* Move to directory named optionfile */
 5253:   
 5254:   /* Calculates basic frequencies. Computes observed prevalence at single age
 5255:      and prints on file fileres'p'. */
 5256:   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint,strstart);
 5257: 
 5258:   fprintf(fichtm,"\n");
 5259:   fprintf(fichtm,"<br>Total number of observations=%d <br>\n\
 5260: Youngest age at first (selected) pass %.2f, oldest age %.2f<br>\n\
 5261: Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>\n",\
 5262: 	  imx,agemin,agemax,jmin,jmax,jmean);
 5263:   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 5264:     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 5265:     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 5266:     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 5267:     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
 5268:     
 5269:    
 5270:   /* For Powell, parameters are in a vector p[] starting at p[1]
 5271:      so we point p on param[1][1] so that p[1] maps on param[1][1][1] */
 5272:   p=param[1][1]; /* *(*(*(param +1)+1)+0) */
 5273: 
 5274:   globpr=0; /* To get the number ipmx of contributions and the sum of weights*/
 5275: 
 5276:   if (mle==-3){
 5277:     ximort=matrix(1,NDIM,1,NDIM);
 5278:     cens=ivector(1,n);
 5279:     ageexmed=vector(1,n);
 5280:     agecens=vector(1,n);
 5281:     dcwave=ivector(1,n);
 5282:  
 5283:     for (i=1; i<=imx; i++){
 5284:       dcwave[i]=-1;
 5285:       for (m=firstpass; m<=lastpass; m++)
 5286: 	if (s[m][i]>nlstate) {
 5287: 	  dcwave[i]=m;
 5288: 	  /*	printf("i=%d j=%d s=%d dcwave=%d\n",i,j, s[j][i],dcwave[i]);*/
 5289: 	  break;
 5290: 	}
 5291:     }
 5292: 
 5293:     for (i=1; i<=imx; i++) {
 5294:       if (wav[i]>0){
 5295: 	ageexmed[i]=agev[mw[1][i]][i];
 5296: 	j=wav[i];
 5297: 	agecens[i]=1.; 
 5298: 
 5299: 	if (ageexmed[i]> 1 && wav[i] > 0){
 5300: 	  agecens[i]=agev[mw[j][i]][i];
 5301: 	  cens[i]= 1;
 5302: 	}else if (ageexmed[i]< 1) 
 5303: 	  cens[i]= -1;
 5304: 	if (agedc[i]< AGESUP && agedc[i]>1 && dcwave[i]>firstpass && dcwave[i]<=lastpass)
 5305: 	  cens[i]=0 ;
 5306:       }
 5307:       else cens[i]=-1;
 5308:     }
 5309:     
 5310:     for (i=1;i<=NDIM;i++) {
 5311:       for (j=1;j<=NDIM;j++)
 5312: 	ximort[i][j]=(i == j ? 1.0 : 0.0);
 5313:     }
 5314:     
 5315:     p[1]=0.0268; p[NDIM]=0.083;
 5316:     /*printf("%lf %lf", p[1], p[2]);*/
 5317:     
 5318:     
 5319:     printf("Powell\n");  fprintf(ficlog,"Powell\n");
 5320:     strcpy(filerespow,"pow-mort"); 
 5321:     strcat(filerespow,fileres);
 5322:     if((ficrespow=fopen(filerespow,"w"))==NULL) {
 5323:       printf("Problem with resultfile: %s\n", filerespow);
 5324:       fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
 5325:     }
 5326:     fprintf(ficrespow,"# Powell\n# iter -2*LL");
 5327:     /*  for (i=1;i<=nlstate;i++)
 5328: 	for(j=1;j<=nlstate+ndeath;j++)
 5329: 	if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
 5330:     */
 5331:     fprintf(ficrespow,"\n");
 5332:     
 5333:     powell(p,ximort,NDIM,ftol,&iter,&fret,gompertz);
 5334:     fclose(ficrespow);
 5335:     
 5336:     hesscov(matcov, p, NDIM, delti, 1e-4, gompertz); 
 5337: 
 5338:     for(i=1; i <=NDIM; i++)
 5339:       for(j=i+1;j<=NDIM;j++)
 5340: 	matcov[i][j]=matcov[j][i];
 5341:     
 5342:     printf("\nCovariance matrix\n ");
 5343:     for(i=1; i <=NDIM; i++) {
 5344:       for(j=1;j<=NDIM;j++){ 
 5345: 	printf("%f ",matcov[i][j]);
 5346:       }
 5347:       printf("\n ");
 5348:     }
 5349:     
 5350:     printf("iter=%d MLE=%f Eq=%lf*exp(%lf*(age-%d))\n",iter,-gompertz(p),p[1],p[2],agegomp);
 5351:     for (i=1;i<=NDIM;i++) 
 5352:       printf("%f [%f ; %f]\n",p[i],p[i]-2*sqrt(matcov[i][i]),p[i]+2*sqrt(matcov[i][i]));
 5353: 
 5354:     lsurv=vector(1,AGESUP);
 5355:     lpop=vector(1,AGESUP);
 5356:     tpop=vector(1,AGESUP);
 5357:     lsurv[agegomp]=100000;
 5358:     
 5359:     for (k=agegomp;k<=AGESUP;k++) {
 5360:       agemortsup=k;
 5361:       if (p[1]*exp(p[2]*(k-agegomp))>1) break;
 5362:     }
 5363:     
 5364:     for (k=agegomp;k<agemortsup;k++)
 5365:       lsurv[k+1]=lsurv[k]-lsurv[k]*(p[1]*exp(p[2]*(k-agegomp)));
 5366:     
 5367:     for (k=agegomp;k<agemortsup;k++){
 5368:       lpop[k]=(lsurv[k]+lsurv[k+1])/2.;
 5369:       sumlpop=sumlpop+lpop[k];
 5370:     }
 5371:     
 5372:     tpop[agegomp]=sumlpop;
 5373:     for (k=agegomp;k<(agemortsup-3);k++){
 5374:       /*  tpop[k+1]=2;*/
 5375:       tpop[k+1]=tpop[k]-lpop[k];
 5376:     }
 5377:     
 5378:     
 5379:     printf("\nAge   lx     qx    dx    Lx     Tx     e(x)\n");
 5380:     for (k=agegomp;k<(agemortsup-2);k++) 
 5381:       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]);
 5382:     
 5383:     
 5384:     replace_back_to_slash(pathc,pathcd); /* Even gnuplot wants a / */
 5385:     printinggnuplotmort(fileres, optionfilefiname,ageminpar,agemaxpar,fage, pathc,p);
 5386:     
 5387:     printinghtmlmort(fileres,title,datafile, firstpass, lastpass, \
 5388: 		     stepm, weightopt,\
 5389: 		     model,imx,p,matcov,agemortsup);
 5390:     
 5391:     free_vector(lsurv,1,AGESUP);
 5392:     free_vector(lpop,1,AGESUP);
 5393:     free_vector(tpop,1,AGESUP);
 5394:   } /* Endof if mle==-3 */
 5395:   
 5396:   else{ /* For mle >=1 */
 5397:   
 5398:     likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
 5399:     printf("First Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
 5400:     for (k=1; k<=npar;k++)
 5401:       printf(" %d %8.5f",k,p[k]);
 5402:     printf("\n");
 5403:     globpr=1; /* to print the contributions */
 5404:     likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
 5405:     printf("Second Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
 5406:     for (k=1; k<=npar;k++)
 5407:       printf(" %d %8.5f",k,p[k]);
 5408:     printf("\n");
 5409:     if(mle>=1){ /* Could be 1 or 2 */
 5410:       mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);
 5411:     }
 5412:     
 5413:     /*--------- results files --------------*/
 5414:     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);
 5415:     
 5416:     
 5417:     fprintf(ficres,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
 5418:     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
 5419:     fprintf(ficlog,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
 5420:     for(i=1,jk=1; i <=nlstate; i++){
 5421:       for(k=1; k <=(nlstate+ndeath); k++){
 5422: 	if (k != i) {
 5423: 	  printf("%d%d ",i,k);
 5424: 	  fprintf(ficlog,"%d%d ",i,k);
 5425: 	  fprintf(ficres,"%1d%1d ",i,k);
 5426: 	  for(j=1; j <=ncovmodel; j++){
 5427: 	    printf("%lf ",p[jk]);
 5428: 	    fprintf(ficlog,"%lf ",p[jk]);
 5429: 	    fprintf(ficres,"%lf ",p[jk]);
 5430: 	    jk++; 
 5431: 	  }
 5432: 	  printf("\n");
 5433: 	  fprintf(ficlog,"\n");
 5434: 	  fprintf(ficres,"\n");
 5435: 	}
 5436:       }
 5437:     }
 5438:     if(mle!=0){
 5439:       /* Computing hessian and covariance matrix */
 5440:       ftolhess=ftol; /* Usually correct */
 5441:       hesscov(matcov, p, npar, delti, ftolhess, func);
 5442:     }
 5443:     fprintf(ficres,"# Scales (for hessian or gradient estimation)\n");
 5444:     printf("# Scales (for hessian or gradient estimation)\n");
 5445:     fprintf(ficlog,"# Scales (for hessian or gradient estimation)\n");
 5446:     for(i=1,jk=1; i <=nlstate; i++){
 5447:       for(j=1; j <=nlstate+ndeath; j++){
 5448: 	if (j!=i) {
 5449: 	  fprintf(ficres,"%1d%1d",i,j);
 5450: 	  printf("%1d%1d",i,j);
 5451: 	  fprintf(ficlog,"%1d%1d",i,j);
 5452: 	  for(k=1; k<=ncovmodel;k++){
 5453: 	    printf(" %.5e",delti[jk]);
 5454: 	    fprintf(ficlog," %.5e",delti[jk]);
 5455: 	    fprintf(ficres," %.5e",delti[jk]);
 5456: 	    jk++;
 5457: 	  }
 5458: 	  printf("\n");
 5459: 	  fprintf(ficlog,"\n");
 5460: 	  fprintf(ficres,"\n");
 5461: 	}
 5462:       }
 5463:     }
 5464:     
 5465:     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");
 5466:     if(mle>=1)
 5467:       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");
 5468:     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");
 5469:     /* # 121 Var(a12)\n\ */
 5470:     /* # 122 Cov(b12,a12) Var(b12)\n\ */
 5471:     /* # 131 Cov(a13,a12) Cov(a13,b12, Var(a13)\n\ */
 5472:     /* # 132 Cov(b13,a12) Cov(b13,b12, Cov(b13,a13) Var(b13)\n\ */
 5473:     /* # 212 Cov(a21,a12) Cov(a21,b12, Cov(a21,a13) Cov(a21,b13) Var(a21)\n\ */
 5474:     /* # 212 Cov(b21,a12) Cov(b21,b12, Cov(b21,a13) Cov(b21,b13) Cov(b21,a21) Var(b21)\n\ */
 5475:     /* # 232 Cov(a23,a12) Cov(a23,b12, Cov(a23,a13) Cov(a23,b13) Cov(a23,a21) Cov(a23,b21) Var(a23)\n\ */
 5476:     /* # 232 Cov(b23,a12) Cov(b23,b12) ... Var (b23)\n" */
 5477:     
 5478:     
 5479:     /* Just to have a covariance matrix which will be more understandable
 5480:        even is we still don't want to manage dictionary of variables
 5481:     */
 5482:     for(itimes=1;itimes<=2;itimes++){
 5483:       jj=0;
 5484:       for(i=1; i <=nlstate; i++){
 5485: 	for(j=1; j <=nlstate+ndeath; j++){
 5486: 	  if(j==i) continue;
 5487: 	  for(k=1; k<=ncovmodel;k++){
 5488: 	    jj++;
 5489: 	    ca[0]= k+'a'-1;ca[1]='\0';
 5490: 	    if(itimes==1){
 5491: 	      if(mle>=1)
 5492: 		printf("#%1d%1d%d",i,j,k);
 5493: 	      fprintf(ficlog,"#%1d%1d%d",i,j,k);
 5494: 	      fprintf(ficres,"#%1d%1d%d",i,j,k);
 5495: 	    }else{
 5496: 	      if(mle>=1)
 5497: 		printf("%1d%1d%d",i,j,k);
 5498: 	      fprintf(ficlog,"%1d%1d%d",i,j,k);
 5499: 	      fprintf(ficres,"%1d%1d%d",i,j,k);
 5500: 	    }
 5501: 	    ll=0;
 5502: 	    for(li=1;li <=nlstate; li++){
 5503: 	      for(lj=1;lj <=nlstate+ndeath; lj++){
 5504: 		if(lj==li) continue;
 5505: 		for(lk=1;lk<=ncovmodel;lk++){
 5506: 		  ll++;
 5507: 		  if(ll<=jj){
 5508: 		    cb[0]= lk +'a'-1;cb[1]='\0';
 5509: 		    if(ll<jj){
 5510: 		      if(itimes==1){
 5511: 			if(mle>=1)
 5512: 			  printf(" Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
 5513: 			fprintf(ficlog," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
 5514: 			fprintf(ficres," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
 5515: 		      }else{
 5516: 			if(mle>=1)
 5517: 			  printf(" %.5e",matcov[jj][ll]); 
 5518: 			fprintf(ficlog," %.5e",matcov[jj][ll]); 
 5519: 			fprintf(ficres," %.5e",matcov[jj][ll]); 
 5520: 		      }
 5521: 		    }else{
 5522: 		      if(itimes==1){
 5523: 			if(mle>=1)
 5524: 			  printf(" Var(%s%1d%1d)",ca,i,j);
 5525: 			fprintf(ficlog," Var(%s%1d%1d)",ca,i,j);
 5526: 			fprintf(ficres," Var(%s%1d%1d)",ca,i,j);
 5527: 		      }else{
 5528: 			if(mle>=1)
 5529: 			  printf(" %.5e",matcov[jj][ll]); 
 5530: 			fprintf(ficlog," %.5e",matcov[jj][ll]); 
 5531: 			fprintf(ficres," %.5e",matcov[jj][ll]); 
 5532: 		      }
 5533: 		    }
 5534: 		  }
 5535: 		} /* end lk */
 5536: 	      } /* end lj */
 5537: 	    } /* end li */
 5538: 	    if(mle>=1)
 5539: 	      printf("\n");
 5540: 	    fprintf(ficlog,"\n");
 5541: 	    fprintf(ficres,"\n");
 5542: 	    numlinepar++;
 5543: 	  } /* end k*/
 5544: 	} /*end j */
 5545:       } /* end i */
 5546:     } /* end itimes */
 5547:     
 5548:     fflush(ficlog);
 5549:     fflush(ficres);
 5550:     
 5551:     while((c=getc(ficpar))=='#' && c!= EOF){
 5552:       ungetc(c,ficpar);
 5553:       fgets(line, MAXLINE, ficpar);
 5554:       puts(line);
 5555:       fputs(line,ficparo);
 5556:     }
 5557:     ungetc(c,ficpar);
 5558:     
 5559:     estepm=0;
 5560:     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf estepm=%d\n",&ageminpar,&agemaxpar, &bage, &fage, &estepm);
 5561:     if (estepm==0 || estepm < stepm) estepm=stepm;
 5562:     if (fage <= 2) {
 5563:       bage = ageminpar;
 5564:       fage = agemaxpar;
 5565:     }
 5566:     
 5567:     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
 5568:     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
 5569:     fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
 5570:     
 5571:     while((c=getc(ficpar))=='#' && c!= EOF){
 5572:       ungetc(c,ficpar);
 5573:       fgets(line, MAXLINE, ficpar);
 5574:       puts(line);
 5575:       fputs(line,ficparo);
 5576:     }
 5577:     ungetc(c,ficpar);
 5578:     
 5579:     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);
 5580:     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);
 5581:     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);
 5582:     printf("begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
 5583:     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);
 5584:     
 5585:     while((c=getc(ficpar))=='#' && c!= EOF){
 5586:       ungetc(c,ficpar);
 5587:       fgets(line, MAXLINE, ficpar);
 5588:       puts(line);
 5589:       fputs(line,ficparo);
 5590:     }
 5591:     ungetc(c,ficpar);
 5592:     
 5593:     
 5594:     dateprev1=anprev1+(mprev1-1)/12.+(jprev1-1)/365.;
 5595:     dateprev2=anprev2+(mprev2-1)/12.+(jprev2-1)/365.;
 5596:     
 5597:     fscanf(ficpar,"pop_based=%d\n",&popbased);
 5598:     fprintf(ficparo,"pop_based=%d\n",popbased);   
 5599:     fprintf(ficres,"pop_based=%d\n",popbased);   
 5600:     
 5601:     while((c=getc(ficpar))=='#' && c!= EOF){
 5602:       ungetc(c,ficpar);
 5603:       fgets(line, MAXLINE, ficpar);
 5604:       puts(line);
 5605:       fputs(line,ficparo);
 5606:     }
 5607:     ungetc(c,ficpar);
 5608:     
 5609:     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);
 5610:     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);
 5611:     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);
 5612:     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);
 5613:     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);
 5614:     /* day and month of proj2 are not used but only year anproj2.*/
 5615:     
 5616:     
 5617:     
 5618:     /*  freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);*/
 5619:     /*,dateprev1,dateprev2,jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
 5620:     
 5621:     replace_back_to_slash(pathc,pathcd); /* Even gnuplot wants a / */
 5622:     printinggnuplot(fileres, optionfilefiname,ageminpar,agemaxpar,fage, pathc,p);
 5623:     
 5624:     printinghtml(fileres,title,datafile, firstpass, lastpass, stepm, weightopt,\
 5625: 		 model,imx,jmin,jmax,jmean,rfileres,popforecast,estepm,\
 5626: 		 jprev1,mprev1,anprev1,jprev2,mprev2,anprev2);
 5627:       
 5628:    /*------------ free_vector  -------------*/
 5629:    /*  chdir(path); */
 5630:  
 5631:     free_ivector(wav,1,imx);
 5632:     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);
 5633:     free_imatrix(bh,1,lastpass-firstpass+1,1,imx);
 5634:     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);   
 5635:     free_lvector(num,1,n);
 5636:     free_vector(agedc,1,n);
 5637:     /*free_matrix(covar,0,NCOVMAX,1,n);*/
 5638:     /*free_matrix(covar,1,NCOVMAX,1,n);*/
 5639:     fclose(ficparo);
 5640:     fclose(ficres);
 5641: 
 5642: 
 5643:     /*--------------- Prevalence limit  (period or stable prevalence) --------------*/
 5644:   
 5645:     strcpy(filerespl,"pl");
 5646:     strcat(filerespl,fileres);
 5647:     if((ficrespl=fopen(filerespl,"w"))==NULL) {
 5648:       printf("Problem with period (stable) prevalence resultfile: %s\n", filerespl);goto end;
 5649:       fprintf(ficlog,"Problem with period (stable) prevalence resultfile: %s\n", filerespl);goto end;
 5650:     }
 5651:     printf("Computing period (stable) prevalence: result on file '%s' \n", filerespl);
 5652:     fprintf(ficlog,"Computing period (stable) prevalence: result on file '%s' \n", filerespl);
 5653:     pstamp(ficrespl);
 5654:     fprintf(ficrespl,"# Period (stable) prevalence \n");
 5655:     fprintf(ficrespl,"#Age ");
 5656:     for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);
 5657:     fprintf(ficrespl,"\n");
 5658:   
 5659:     prlim=matrix(1,nlstate,1,nlstate);
 5660: 
 5661:     agebase=ageminpar;
 5662:     agelim=agemaxpar;
 5663:     ftolpl=1.e-10;
 5664:     i1=cptcoveff;
 5665:     if (cptcovn < 1){i1=1;}
 5666: 
 5667:     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
 5668:       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
 5669: 	k=k+1;
 5670: 	/*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/
 5671: 	fprintf(ficrespl,"\n#******");
 5672: 	printf("\n#******");
 5673: 	fprintf(ficlog,"\n#******");
 5674: 	for(j=1;j<=cptcoveff;j++) {
 5675: 	  fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 5676: 	  printf(" V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 5677: 	  fprintf(ficlog," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 5678: 	}
 5679: 	fprintf(ficrespl,"******\n");
 5680: 	printf("******\n");
 5681: 	fprintf(ficlog,"******\n");
 5682: 	
 5683: 	for (age=agebase; age<=agelim; age++){
 5684: 	  prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
 5685: 	  fprintf(ficrespl,"%.0f ",age );
 5686: 	  for(j=1;j<=cptcoveff;j++)
 5687: 	    fprintf(ficrespl,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 5688: 	  for(i=1; i<=nlstate;i++)
 5689: 	    fprintf(ficrespl," %.5f", prlim[i][i]);
 5690: 	  fprintf(ficrespl,"\n");
 5691: 	}
 5692:       }
 5693:     }
 5694:     fclose(ficrespl);
 5695: 
 5696:     /*------------- h Pij x at various ages ------------*/
 5697:   
 5698:     strcpy(filerespij,"pij");  strcat(filerespij,fileres);
 5699:     if((ficrespij=fopen(filerespij,"w"))==NULL) {
 5700:       printf("Problem with Pij resultfile: %s\n", filerespij);goto end;
 5701:       fprintf(ficlog,"Problem with Pij resultfile: %s\n", filerespij);goto end;
 5702:     }
 5703:     printf("Computing pij: result on file '%s' \n", filerespij);
 5704:     fprintf(ficlog,"Computing pij: result on file '%s' \n", filerespij);
 5705:   
 5706:     stepsize=(int) (stepm+YEARM-1)/YEARM;
 5707:     /*if (stepm<=24) stepsize=2;*/
 5708: 
 5709:     agelim=AGESUP;
 5710:     hstepm=stepsize*YEARM; /* Every year of age */
 5711:     hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */ 
 5712: 
 5713:     /* hstepm=1;   aff par mois*/
 5714:     pstamp(ficrespij);
 5715:     fprintf(ficrespij,"#****** h Pij x Probability to be in state j at age x+h being in i at x ");
 5716:     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
 5717:       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
 5718: 	k=k+1;
 5719: 	fprintf(ficrespij,"\n#****** ");
 5720: 	for(j=1;j<=cptcoveff;j++) 
 5721: 	  fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 5722: 	fprintf(ficrespij,"******\n");
 5723: 	
 5724: 	for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */
 5725: 	  nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
 5726: 	  nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
 5727: 
 5728: 	  /*	  nhstepm=nhstepm*YEARM; aff par mois*/
 5729: 
 5730: 	  p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 5731: 	  oldm=oldms;savm=savms;
 5732: 	  hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
 5733: 	  fprintf(ficrespij,"# Cov Agex agex+h hpijx with i,j=");
 5734: 	  for(i=1; i<=nlstate;i++)
 5735: 	    for(j=1; j<=nlstate+ndeath;j++)
 5736: 	      fprintf(ficrespij," %1d-%1d",i,j);
 5737: 	  fprintf(ficrespij,"\n");
 5738: 	  for (h=0; h<=nhstepm; h++){
 5739: 	    fprintf(ficrespij,"%d %3.f %3.f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );
 5740: 	    for(i=1; i<=nlstate;i++)
 5741: 	      for(j=1; j<=nlstate+ndeath;j++)
 5742: 		fprintf(ficrespij," %.5f", p3mat[i][j][h]);
 5743: 	    fprintf(ficrespij,"\n");
 5744: 	  }
 5745: 	  free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 5746: 	  fprintf(ficrespij,"\n");
 5747: 	}
 5748:       }
 5749:     }
 5750: 
 5751:     varprob(optionfilefiname, matcov, p, delti, nlstate, bage, fage,k,Tvar,nbcode, ncodemax,strstart);
 5752: 
 5753:     fclose(ficrespij);
 5754: 
 5755:     probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
 5756:     for(i=1;i<=AGESUP;i++)
 5757:       for(j=1;j<=NCOVMAX;j++)
 5758: 	for(k=1;k<=NCOVMAX;k++)
 5759: 	  probs[i][j][k]=0.;
 5760: 
 5761:     /*---------- Forecasting ------------------*/
 5762:     /*if((stepm == 1) && (strcmp(model,".")==0)){*/
 5763:     if(prevfcast==1){
 5764:       /*    if(stepm ==1){*/
 5765:       prevforecast(fileres, anproj1, mproj1, jproj1, agemin, agemax, dateprev1, dateprev2, mobilavproj, bage, fage, firstpass, lastpass, anproj2, p, cptcoveff);
 5766:       /* (popforecast==1) populforecast(fileres, anpyram,mpyram,jpyram, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anpyram1,p, i1);*/
 5767:       /*      }  */
 5768:       /*      else{ */
 5769:       /*        erreur=108; */
 5770:       /*        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); */
 5771:       /*        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); */
 5772:       /*      } */
 5773:     }
 5774:   
 5775: 
 5776:     /* Computes prevalence between agemin (i.e minimal age computed) and no more ageminpar */
 5777: 
 5778:     prevalence(probs, agemin, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
 5779:     /*  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",\
 5780: 	ageminpar, agemax, s[lastpass][imx], agev[lastpass][imx], nlstate, imx, mint[lastpass][imx],anint[lastpass][imx], dateprev1, dateprev2, firstpass, lastpass);
 5781:     */
 5782: 
 5783:     if (mobilav!=0) {
 5784:       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 5785:       if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
 5786: 	fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
 5787: 	printf(" Error in movingaverage mobilav=%d\n",mobilav);
 5788:       }
 5789:     }
 5790: 
 5791: 
 5792:     /*---------- Health expectancies, no variances ------------*/
 5793: 
 5794:     strcpy(filerese,"e");
 5795:     strcat(filerese,fileres);
 5796:     if((ficreseij=fopen(filerese,"w"))==NULL) {
 5797:       printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
 5798:       fprintf(ficlog,"Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
 5799:     }
 5800:     printf("Computing Health Expectancies: result on file '%s' \n", filerese);
 5801:     fprintf(ficlog,"Computing Health Expectancies: result on file '%s' \n", filerese);
 5802:     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
 5803:       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
 5804: 	k=k+1; 
 5805: 	fprintf(ficreseij,"\n#****** ");
 5806: 	for(j=1;j<=cptcoveff;j++) {
 5807: 	  fprintf(ficreseij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 5808: 	}
 5809: 	fprintf(ficreseij,"******\n");
 5810: 
 5811: 	eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
 5812: 	oldm=oldms;savm=savms;
 5813: 	evsij(eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm, strstart);  
 5814:       
 5815: 	free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
 5816:       }
 5817:     }
 5818:     fclose(ficreseij);
 5819: 
 5820: 
 5821:     /*---------- Health expectancies and variances ------------*/
 5822: 
 5823: 
 5824:     strcpy(filerest,"t");
 5825:     strcat(filerest,fileres);
 5826:     if((ficrest=fopen(filerest,"w"))==NULL) {
 5827:       printf("Problem with total LE resultfile: %s\n", filerest);goto end;
 5828:       fprintf(ficlog,"Problem with total LE resultfile: %s\n", filerest);goto end;
 5829:     }
 5830:     printf("Computing Total Life expectancies with their standard errors: file '%s' \n", filerest); 
 5831:     fprintf(ficlog,"Computing Total Life expectancies with their standard errors: file '%s' \n", filerest); 
 5832: 
 5833: 
 5834:     strcpy(fileresstde,"stde");
 5835:     strcat(fileresstde,fileres);
 5836:     if((ficresstdeij=fopen(fileresstde,"w"))==NULL) {
 5837:       printf("Problem with Health Exp. and std errors resultfile: %s\n", fileresstde); exit(0);
 5838:       fprintf(ficlog,"Problem with Health Exp. and std errors resultfile: %s\n", fileresstde); exit(0);
 5839:     }
 5840:     printf("Computing Health Expectancies and standard errors: result on file '%s' \n", fileresstde);
 5841:     fprintf(ficlog,"Computing Health Expectancies and standard errors: result on file '%s' \n", fileresstde);
 5842: 
 5843:     strcpy(filerescve,"cve");
 5844:     strcat(filerescve,fileres);
 5845:     if((ficrescveij=fopen(filerescve,"w"))==NULL) {
 5846:       printf("Problem with Covar. Health Exp. resultfile: %s\n", filerescve); exit(0);
 5847:       fprintf(ficlog,"Problem with Covar. Health Exp. resultfile: %s\n", filerescve); exit(0);
 5848:     }
 5849:     printf("Computing Covar. of Health Expectancies: result on file '%s' \n", filerescve);
 5850:     fprintf(ficlog,"Computing Covar. of Health Expectancies: result on file '%s' \n", filerescve);
 5851: 
 5852:     strcpy(fileresv,"v");
 5853:     strcat(fileresv,fileres);
 5854:     if((ficresvij=fopen(fileresv,"w"))==NULL) {
 5855:       printf("Problem with variance resultfile: %s\n", fileresv);exit(0);
 5856:       fprintf(ficlog,"Problem with variance resultfile: %s\n", fileresv);exit(0);
 5857:     }
 5858:     printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
 5859:     fprintf(ficlog,"Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
 5860: 
 5861:     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
 5862:       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
 5863: 	k=k+1; 
 5864: 	fprintf(ficrest,"\n#****** ");
 5865: 	for(j=1;j<=cptcoveff;j++) 
 5866: 	  fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 5867: 	fprintf(ficrest,"******\n");
 5868: 
 5869: 	fprintf(ficresstdeij,"\n#****** ");
 5870: 	fprintf(ficrescveij,"\n#****** ");
 5871: 	for(j=1;j<=cptcoveff;j++) {
 5872: 	  fprintf(ficresstdeij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 5873: 	  fprintf(ficrescveij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 5874: 	}
 5875: 	fprintf(ficresstdeij,"******\n");
 5876: 	fprintf(ficrescveij,"******\n");
 5877: 
 5878: 	fprintf(ficresvij,"\n#****** ");
 5879: 	for(j=1;j<=cptcoveff;j++) 
 5880: 	  fprintf(ficresvij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 5881: 	fprintf(ficresvij,"******\n");
 5882: 
 5883: 	eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
 5884: 	oldm=oldms;savm=savms;
 5885: 	cvevsij(eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm, delti, matcov, strstart);  
 5886:  
 5887: 	vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
 5888: 	pstamp(ficrest);
 5889: 	for(vpopbased=0; vpopbased <= popbased; vpopbased++){ /* Done for vpopbased=0 and vpopbased=1 if popbased==1*/
 5890: 	  oldm=oldms;savm=savms;
 5891: 	  varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,vpopbased,mobilav, strstart);	  fprintf(ficrest,"# Total life expectancy with std error and decomposition into time to be expected in each health state\n#  (weighted average of eij where weights are ");
 5892: 	  if(vpopbased==1)
 5893: 	    fprintf(ficrest,"the age specific prevalence observed (cross-sectionally) in the population i.e cross-sectionally\n in each health state (popbased=1) (mobilav=%d)\n",mobilav);
 5894: 	  else
 5895: 	    fprintf(ficrest,"the age specific period (stable) prevalences in each health state \n");
 5896: 	  fprintf(ficrest,"# Age e.. (std) ");
 5897: 	  for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);
 5898: 	  fprintf(ficrest,"\n");
 5899: 
 5900: 	  epj=vector(1,nlstate+1);
 5901: 	  for(age=bage; age <=fage ;age++){
 5902: 	    prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
 5903: 	    if (vpopbased==1) {
 5904: 	      if(mobilav ==0){
 5905: 		for(i=1; i<=nlstate;i++)
 5906: 		  prlim[i][i]=probs[(int)age][i][k];
 5907: 	      }else{ /* mobilav */ 
 5908: 		for(i=1; i<=nlstate;i++)
 5909: 		  prlim[i][i]=mobaverage[(int)age][i][k];
 5910: 	      }
 5911: 	    }
 5912: 	
 5913: 	    fprintf(ficrest," %4.0f",age);
 5914: 	    for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){
 5915: 	      for(i=1, epj[j]=0.;i <=nlstate;i++) {
 5916: 		epj[j] += prlim[i][i]*eij[i][j][(int)age];
 5917: 		/*  printf("%lf %lf ", prlim[i][i] ,eij[i][j][(int)age]);*/
 5918: 	      }
 5919: 	      epj[nlstate+1] +=epj[j];
 5920: 	    }
 5921: 
 5922: 	    for(i=1, vepp=0.;i <=nlstate;i++)
 5923: 	      for(j=1;j <=nlstate;j++)
 5924: 		vepp += vareij[i][j][(int)age];
 5925: 	    fprintf(ficrest," %7.3f (%7.3f)", epj[nlstate+1],sqrt(vepp));
 5926: 	    for(j=1;j <=nlstate;j++){
 5927: 	      fprintf(ficrest," %7.3f (%7.3f)", epj[j],sqrt(vareij[j][j][(int)age]));
 5928: 	    }
 5929: 	    fprintf(ficrest,"\n");
 5930: 	  }
 5931: 	}
 5932: 	free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
 5933: 	free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);
 5934: 	free_vector(epj,1,nlstate+1);
 5935:       }
 5936:     }
 5937:     free_vector(weight,1,n);
 5938:     free_imatrix(Tvard,1,15,1,2);
 5939:     free_imatrix(s,1,maxwav+1,1,n);
 5940:     free_matrix(anint,1,maxwav,1,n); 
 5941:     free_matrix(mint,1,maxwav,1,n);
 5942:     free_ivector(cod,1,n);
 5943:     free_ivector(tab,1,NCOVMAX);
 5944:     fclose(ficresstdeij);
 5945:     fclose(ficrescveij);
 5946:     fclose(ficresvij);
 5947:     fclose(ficrest);
 5948:     fclose(ficpar);
 5949:   
 5950:     /*------- Variance of period (stable) prevalence------*/   
 5951: 
 5952:     strcpy(fileresvpl,"vpl");
 5953:     strcat(fileresvpl,fileres);
 5954:     if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
 5955:       printf("Problem with variance of period (stable) prevalence  resultfile: %s\n", fileresvpl);
 5956:       exit(0);
 5957:     }
 5958:     printf("Computing Variance-covariance of period (stable) prevalence: file '%s' \n", fileresvpl);
 5959: 
 5960:     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
 5961:       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
 5962: 	k=k+1;
 5963: 	fprintf(ficresvpl,"\n#****** ");
 5964: 	for(j=1;j<=cptcoveff;j++) 
 5965: 	  fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 5966: 	fprintf(ficresvpl,"******\n");
 5967:       
 5968: 	varpl=matrix(1,nlstate,(int) bage, (int) fage);
 5969: 	oldm=oldms;savm=savms;
 5970: 	varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k,strstart);
 5971: 	free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
 5972:       }
 5973:     }
 5974: 
 5975:     fclose(ficresvpl);
 5976: 
 5977:     /*---------- End : free ----------------*/
 5978:     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 5979:     free_ma3x(probs,1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
 5980: 
 5981:   }  /* mle==-3 arrives here for freeing */
 5982:   free_matrix(prlim,1,nlstate,1,nlstate);
 5983:     free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);
 5984:     free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);
 5985:     free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);
 5986:     free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);
 5987:     free_matrix(covar,0,NCOVMAX,1,n);
 5988:     free_matrix(matcov,1,npar,1,npar);
 5989:     /*free_vector(delti,1,npar);*/
 5990:     free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
 5991:     free_matrix(agev,1,maxwav,1,imx);
 5992:     free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);
 5993: 
 5994:     free_ivector(ncodemax,1,8);
 5995:     free_ivector(Tvar,1,15);
 5996:     free_ivector(Tprod,1,15);
 5997:     free_ivector(Tvaraff,1,15);
 5998:     free_ivector(Tage,1,15);
 5999:     free_ivector(Tcode,1,100);
 6000: 
 6001:     free_imatrix(nbcode,0,NCOVMAX,0,NCOVMAX);
 6002:     free_imatrix(codtab,1,100,1,10);
 6003:   fflush(fichtm);
 6004:   fflush(ficgp);
 6005:   
 6006: 
 6007:   if((nberr >0) || (nbwarn>0)){
 6008:     printf("End of Imach with %d errors and/or %d warnings\n",nberr,nbwarn);
 6009:     fprintf(ficlog,"End of Imach with %d errors and/or warnings %d\n",nberr,nbwarn);
 6010:   }else{
 6011:     printf("End of Imach\n");
 6012:     fprintf(ficlog,"End of Imach\n");
 6013:   }
 6014:   printf("See log file on %s\n",filelog);
 6015:   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
 6016:   (void) gettimeofday(&end_time,&tzp);
 6017:   tm = *localtime(&end_time.tv_sec);
 6018:   tmg = *gmtime(&end_time.tv_sec);
 6019:   strcpy(strtend,asctime(&tm));
 6020:   printf("Local time at start %s\nLocal time at end   %s",strstart, strtend); 
 6021:   fprintf(ficlog,"Local time at start %s\nLocal time at end   %s\n",strstart, strtend); 
 6022:   printf("Total time used %s\n", asc_diff_time(end_time.tv_sec -start_time.tv_sec,tmpout));
 6023: 
 6024:   printf("Total time was %d Sec.\n", end_time.tv_sec -start_time.tv_sec);
 6025:   fprintf(ficlog,"Total time used %s\n", asc_diff_time(end_time.tv_sec -start_time.tv_sec,tmpout));
 6026:   fprintf(ficlog,"Total time was %d Sec.\n", end_time.tv_sec -start_time.tv_sec);
 6027:   /*  printf("Total time was %d uSec.\n", total_usecs);*/
 6028: /*   if(fileappend(fichtm,optionfilehtm)){ */
 6029:   fprintf(fichtm,"<br>Local time at start %s<br>Local time at end   %s<br>\n</body></html>",strstart, strtend);
 6030:   fclose(fichtm);
 6031:   fprintf(fichtmcov,"<br>Local time at start %s<br>Local time at end   %s<br>\n</body></html>",strstart, strtend);
 6032:   fclose(fichtmcov);
 6033:   fclose(ficgp);
 6034:   fclose(ficlog);
 6035:   /*------ End -----------*/
 6036: 
 6037: 
 6038:    printf("Before Current directory %s!\n",pathcd);
 6039:    if(chdir(pathcd) != 0)
 6040:     printf("Can't move to directory %s!\n",path);
 6041:   if(getcwd(pathcd,MAXLINE) > 0)
 6042:     printf("Current directory %s!\n",pathcd);
 6043:   /*strcat(plotcmd,CHARSEPARATOR);*/
 6044:   sprintf(plotcmd,"gnuplot");
 6045: #ifndef UNIX
 6046:   sprintf(plotcmd,"\"%sgnuplot.exe\"",pathimach);
 6047: #endif
 6048:   if(!stat(plotcmd,&info)){
 6049:     printf("Error gnuplot program not found: %s\n",plotcmd);fflush(stdout);
 6050:     if(!stat(getenv("GNUPLOTBIN"),&info)){
 6051:       printf("Error gnuplot program not found: %s Environment GNUPLOTBIN not set.\n",plotcmd);fflush(stdout);
 6052:     }else
 6053:       strcpy(pplotcmd,plotcmd);
 6054: #ifdef UNIX
 6055:     strcpy(plotcmd,GNUPLOTPROGRAM);
 6056:     if(!stat(plotcmd,&info)){
 6057:       printf("Error gnuplot program not found: %s\n",plotcmd);fflush(stdout);
 6058:     }else
 6059:       strcpy(pplotcmd,plotcmd);
 6060: #endif
 6061:   }else
 6062:     strcpy(pplotcmd,plotcmd);
 6063:   
 6064:   sprintf(plotcmd,"%s %s",pplotcmd, optionfilegnuplot);
 6065:   printf("Starting graphs with: %s\n",plotcmd);fflush(stdout);
 6066: 
 6067:   if((outcmd=system(plotcmd)) != 0){
 6068:     printf("\n Problem with gnuplot\n");
 6069:   }
 6070:   printf(" Wait...");
 6071:   while (z[0] != 'q') {
 6072:     /* chdir(path); */
 6073:     printf("\nType e to edit output files, g to graph again and q for exiting: ");
 6074:     scanf("%s",z);
 6075: /*     if (z[0] == 'c') system("./imach"); */
 6076:     if (z[0] == 'e') {
 6077:       printf("Starting browser with: %s",optionfilehtm);fflush(stdout);
 6078:       system(optionfilehtm);
 6079:     }
 6080:     else if (z[0] == 'g') system(plotcmd);
 6081:     else if (z[0] == 'q') exit(0);
 6082:   }
 6083:   end:
 6084:   while (z[0] != 'q') {
 6085:     printf("\nType  q for exiting: ");
 6086:     scanf("%s",z);
 6087:   }
 6088: }
 6089: 
 6090: 
 6091: 

FreeBSD-CVSweb <freebsd-cvsweb@FreeBSD.org>