1:
2: /*********************** Imach **************************************
3: This program computes Healthy Life Expectancies from cross-longitudinal
4: data. Cross-longitudinal consist in a first survey ("cross") where
5: individuals from different ages are interviewed on their health status
6: or degree of disability. At least a second wave of interviews
7: ("longitudinal") should measure each new individual health status.
8: Health expectancies are computed from the transistions observed between
9: waves and are computed for each degree of severity of disability (number
10: of life states). More degrees you consider, more time is necessary to
11: reach the Maximum Likelihood of the parameters involved in the model.
12: The simplest model is the multinomial logistic model where pij is
13: the probabibility to be observed in state j at the second wave conditional
14: to be observed in state i at the first wave. Therefore the model is:
15: log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex'
16: is a covariate. If you want to have a more complex model than "constant and
17: age", you should modify the program where the markup
18: *Covariates have to be included here again* invites you to do it.
19: More covariates you add, less is the speed of the convergence.
20:
21: The advantage that this computer programme claims, comes from that if the
22: delay between waves is not identical for each individual, or if some
23: individual missed an interview, the information is not rounded or lost, but
24: taken into account using an interpolation or extrapolation.
25: hPijx is the probability to be
26: observed in state i at age x+h conditional to the observed state i at age
27: x. The delay 'h' can be split into an exact number (nh*stepm) of
28: unobserved intermediate states. This elementary transition (by month or
29: quarter trimester, semester or year) is model as a multinomial logistic.
30: The hPx matrix is simply the matrix product of nh*stepm elementary matrices
31: and the contribution of each individual to the likelihood is simply hPijx.
32:
33: Also this programme outputs the covariance matrix of the parameters but also
34: of the life expectancies. It also computes the prevalence limits.
35:
36: Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
37: Institut national d'études démographiques, Paris.
38: This software have been partly granted by Euro-REVES, a concerted action
39: from the European Union.
40: It is copyrighted identically to a GNU software product, ie programme and
41: software can be distributed freely for non commercial use. Latest version
42: can be accessed at http://euroreves.ined.fr/imach .
43: **********************************************************************/
44:
45: #include <math.h>
46: #include <stdio.h>
47: #include <stdlib.h>
48: #include <unistd.h>
49:
50: #define MAXLINE 256
51: #define FILENAMELENGTH 80
52: /*#define DEBUG*/
53: #define windows
54: #define GLOCK_ERROR_NOPATH -1 /* empty path */
55: #define GLOCK_ERROR_GETCWD -2 /* cannot get cwd */
56:
57:
58:
59: #define MAXPARM 30 /* Maximum number of parameters for the optimization */
60: #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
61:
62: #define NINTERVMAX 8
63: #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
64: #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
65: #define NCOVMAX 8 /* Maximum number of covariates */
66: #define MAXN 20000
67: #define YEARM 12. /* Number of months per year */
68: #define AGESUP 130
69: #define AGEBASE 40
70:
71:
72: int nvar;
73: static int cptcov;
74: int cptcovn;
75: int npar=NPARMAX;
76: int nlstate=2; /* Number of live states */
77: int ndeath=1; /* Number of dead states */
78: int ncovmodel, ncov; /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
79:
80: int *wav; /* Number of waves for this individuual 0 is possible */
81: int maxwav; /* Maxim number of waves */
82: int mle, weightopt;
83: int **mw; /* mw[mi][i] is number of the mi wave for this individual */
84: int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
85: double **oldm, **newm, **savm; /* Working pointers to matrices */
86: double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
87: FILE *fic,*ficpar, *ficparo,*ficres, *ficrespl, *ficrespij, *ficrest;
88: FILE *ficgp, *fichtm;
89: FILE *ficreseij;
90: char filerese[FILENAMELENGTH];
91: FILE *ficresvij;
92: char fileresv[FILENAMELENGTH];
93: FILE *ficresvpl;
94: char fileresvpl[FILENAMELENGTH];
95:
96:
97:
98:
99: #define NR_END 1
100: #define FREE_ARG char*
101: #define FTOL 1.0e-10
102:
103: #define NRANSI
104: #define ITMAX 200
105:
106: #define TOL 2.0e-4
107:
108: #define CGOLD 0.3819660
109: #define ZEPS 1.0e-10
110: #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);
111:
112: #define GOLD 1.618034
113: #define GLIMIT 100.0
114: #define TINY 1.0e-20
115:
116: static double maxarg1,maxarg2;
117: #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
118: #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
119:
120: #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
121: #define rint(a) floor(a+0.5)
122:
123: static double sqrarg;
124: #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
125: #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}
126:
127: int imx;
128: int stepm;
129: /* Stepm, step in month: minimum step interpolation*/
130:
131: int m,nb;
132: int *num, firstpass=0, lastpass=4,*cod, *ncodemax;
133: double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
134: double **pmmij;
135:
136: double *weight;
137: int **s; /* Status */
138: double *agedc, **covar, idx;
139: int **nbcode, *Tcode, *Tvar, **codtab;
140:
141: double ftol=FTOL; /* Tolerance for computing Max Likelihood */
142: double ftolhess; /* Tolerance for computing hessian */
143:
144:
145: static int split( char *path, char *dirc, char *name )
146: {
147: char *s; /* pointer */
148: int l1, l2; /* length counters */
149:
150: l1 = strlen( path ); /* length of path */
151: if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
152: s = strrchr( path, '\\' ); /* find last / */
153: if ( s == NULL ) { /* no directory, so use current */
154: #if defined(__bsd__) /* get current working directory */
155: extern char *getwd( );
156:
157: if ( getwd( dirc ) == NULL ) {
158: #else
159: extern char *getcwd( );
160:
161: if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
162: #endif
163: return( GLOCK_ERROR_GETCWD );
164: }
165: strcpy( name, path ); /* we've got it */
166: } else { /* strip direcotry from path */
167: s++; /* after this, the filename */
168: l2 = strlen( s ); /* length of filename */
169: if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
170: strcpy( name, s ); /* save file name */
171: strncpy( dirc, path, l1 - l2 ); /* now the directory */
172: dirc[l1-l2] = 0; /* add zero */
173: }
174: l1 = strlen( dirc ); /* length of directory */
175: if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
176: return( 0 ); /* we're done */
177: }
178:
179:
180: /******************************************/
181:
182: void replace(char *s, char*t)
183: {
184: int i;
185: int lg=20;
186: i=0;
187: lg=strlen(t);
188: for(i=0; i<= lg; i++) {
189: (s[i] = t[i]);
190: if (t[i]== '\\') s[i]='/';
191: }
192: }
193:
194: int nbocc(char *s, char occ)
195: {
196: int i,j=0;
197: int lg=20;
198: i=0;
199: lg=strlen(s);
200: for(i=0; i<= lg; i++) {
201: if (s[i] == occ ) j++;
202: }
203: return j;
204: }
205:
206: void cutv(char *u,char *v, char*t, char occ)
207: {
208: int i,lg,j,p;
209: i=0;
210: for(j=0; j<=strlen(t)-1; j++) {
211: if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
212: }
213:
214: lg=strlen(t);
215: for(j=0; j<p; j++) {
216: (u[j] = t[j]);
217: u[p]='\0';
218: }
219:
220: for(j=0; j<= lg; j++) {
221: if (j>=(p+1))(v[j-p-1] = t[j]);
222: }
223: }
224:
225: /********************** nrerror ********************/
226:
227: void nrerror(char error_text[])
228: {
229: fprintf(stderr,"ERREUR ...\n");
230: fprintf(stderr,"%s\n",error_text);
231: exit(1);
232: }
233: /*********************** vector *******************/
234: double *vector(int nl, int nh)
235: {
236: double *v;
237: v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
238: if (!v) nrerror("allocation failure in vector");
239: return v-nl+NR_END;
240: }
241:
242: /************************ free vector ******************/
243: void free_vector(double*v, int nl, int nh)
244: {
245: free((FREE_ARG)(v+nl-NR_END));
246: }
247:
248: /************************ivector *******************************/
249: int *ivector(long nl,long nh)
250: {
251: int *v;
252: v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
253: if (!v) nrerror("allocation failure in ivector");
254: return v-nl+NR_END;
255: }
256:
257: /******************free ivector **************************/
258: void free_ivector(int *v, long nl, long nh)
259: {
260: free((FREE_ARG)(v+nl-NR_END));
261: }
262:
263: /******************* imatrix *******************************/
264: int **imatrix(long nrl, long nrh, long ncl, long nch)
265: /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */
266: {
267: long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;
268: int **m;
269:
270: /* allocate pointers to rows */
271: m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));
272: if (!m) nrerror("allocation failure 1 in matrix()");
273: m += NR_END;
274: m -= nrl;
275:
276:
277: /* allocate rows and set pointers to them */
278: m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));
279: if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
280: m[nrl] += NR_END;
281: m[nrl] -= ncl;
282:
283: for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;
284:
285: /* return pointer to array of pointers to rows */
286: return m;
287: }
288:
289: /****************** free_imatrix *************************/
290: void free_imatrix(m,nrl,nrh,ncl,nch)
291: int **m;
292: long nch,ncl,nrh,nrl;
293: /* free an int matrix allocated by imatrix() */
294: {
295: free((FREE_ARG) (m[nrl]+ncl-NR_END));
296: free((FREE_ARG) (m+nrl-NR_END));
297: }
298:
299: /******************* matrix *******************************/
300: double **matrix(long nrl, long nrh, long ncl, long nch)
301: {
302: long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
303: double **m;
304:
305: m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
306: if (!m) nrerror("allocation failure 1 in matrix()");
307: m += NR_END;
308: m -= nrl;
309:
310: m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
311: if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
312: m[nrl] += NR_END;
313: m[nrl] -= ncl;
314:
315: for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
316: return m;
317: }
318:
319: /*************************free matrix ************************/
320: void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
321: {
322: free((FREE_ARG)(m[nrl]+ncl-NR_END));
323: free((FREE_ARG)(m+nrl-NR_END));
324: }
325:
326: /******************* ma3x *******************************/
327: double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
328: {
329: long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
330: double ***m;
331:
332: m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
333: if (!m) nrerror("allocation failure 1 in matrix()");
334: m += NR_END;
335: m -= nrl;
336:
337: m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
338: if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
339: m[nrl] += NR_END;
340: m[nrl] -= ncl;
341:
342: for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
343:
344: m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
345: if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
346: m[nrl][ncl] += NR_END;
347: m[nrl][ncl] -= nll;
348: for (j=ncl+1; j<=nch; j++)
349: m[nrl][j]=m[nrl][j-1]+nlay;
350:
351: for (i=nrl+1; i<=nrh; i++) {
352: m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
353: for (j=ncl+1; j<=nch; j++)
354: m[i][j]=m[i][j-1]+nlay;
355: }
356: return m;
357: }
358:
359: /*************************free ma3x ************************/
360: void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
361: {
362: free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
363: free((FREE_ARG)(m[nrl]+ncl-NR_END));
364: free((FREE_ARG)(m+nrl-NR_END));
365: }
366:
367: /***************** f1dim *************************/
368: extern int ncom;
369: extern double *pcom,*xicom;
370: extern double (*nrfunc)(double []);
371:
372: double f1dim(double x)
373: {
374: int j;
375: double f;
376: double *xt;
377:
378: xt=vector(1,ncom);
379: for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];
380: f=(*nrfunc)(xt);
381: free_vector(xt,1,ncom);
382: return f;
383: }
384:
385: /*****************brent *************************/
386: double brent(double ax, double bx, double cx, double (*f)(double), double tol, double *xmin)
387: {
388: int iter;
389: double a,b,d,etemp;
390: double fu,fv,fw,fx;
391: double ftemp;
392: double p,q,r,tol1,tol2,u,v,w,x,xm;
393: double e=0.0;
394:
395: a=(ax < cx ? ax : cx);
396: b=(ax > cx ? ax : cx);
397: x=w=v=bx;
398: fw=fv=fx=(*f)(x);
399: for (iter=1;iter<=ITMAX;iter++) {
400: xm=0.5*(a+b);
401: tol2=2.0*(tol1=tol*fabs(x)+ZEPS);
402: /* if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
403: printf(".");fflush(stdout);
404: #ifdef DEBUG
405: 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);
406: /* if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
407: #endif
408: if (fabs(x-xm) <= (tol2-0.5*(b-a))){
409: *xmin=x;
410: return fx;
411: }
412: ftemp=fu;
413: if (fabs(e) > tol1) {
414: r=(x-w)*(fx-fv);
415: q=(x-v)*(fx-fw);
416: p=(x-v)*q-(x-w)*r;
417: q=2.0*(q-r);
418: if (q > 0.0) p = -p;
419: q=fabs(q);
420: etemp=e;
421: e=d;
422: if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))
423: d=CGOLD*(e=(x >= xm ? a-x : b-x));
424: else {
425: d=p/q;
426: u=x+d;
427: if (u-a < tol2 || b-u < tol2)
428: d=SIGN(tol1,xm-x);
429: }
430: } else {
431: d=CGOLD*(e=(x >= xm ? a-x : b-x));
432: }
433: u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));
434: fu=(*f)(u);
435: if (fu <= fx) {
436: if (u >= x) a=x; else b=x;
437: SHFT(v,w,x,u)
438: SHFT(fv,fw,fx,fu)
439: } else {
440: if (u < x) a=u; else b=u;
441: if (fu <= fw || w == x) {
442: v=w;
443: w=u;
444: fv=fw;
445: fw=fu;
446: } else if (fu <= fv || v == x || v == w) {
447: v=u;
448: fv=fu;
449: }
450: }
451: }
452: nrerror("Too many iterations in brent");
453: *xmin=x;
454: return fx;
455: }
456:
457: /****************** mnbrak ***********************/
458:
459: void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,
460: double (*func)(double))
461: {
462: double ulim,u,r,q, dum;
463: double fu;
464:
465: *fa=(*func)(*ax);
466: *fb=(*func)(*bx);
467: if (*fb > *fa) {
468: SHFT(dum,*ax,*bx,dum)
469: SHFT(dum,*fb,*fa,dum)
470: }
471: *cx=(*bx)+GOLD*(*bx-*ax);
472: *fc=(*func)(*cx);
473: while (*fb > *fc) {
474: r=(*bx-*ax)*(*fb-*fc);
475: q=(*bx-*cx)*(*fb-*fa);
476: u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/
477: (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));
478: ulim=(*bx)+GLIMIT*(*cx-*bx);
479: if ((*bx-u)*(u-*cx) > 0.0) {
480: fu=(*func)(u);
481: } else if ((*cx-u)*(u-ulim) > 0.0) {
482: fu=(*func)(u);
483: if (fu < *fc) {
484: SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))
485: SHFT(*fb,*fc,fu,(*func)(u))
486: }
487: } else if ((u-ulim)*(ulim-*cx) >= 0.0) {
488: u=ulim;
489: fu=(*func)(u);
490: } else {
491: u=(*cx)+GOLD*(*cx-*bx);
492: fu=(*func)(u);
493: }
494: SHFT(*ax,*bx,*cx,u)
495: SHFT(*fa,*fb,*fc,fu)
496: }
497: }
498:
499: /*************** linmin ************************/
500:
501: int ncom;
502: double *pcom,*xicom;
503: double (*nrfunc)(double []);
504:
505: void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))
506: {
507: double brent(double ax, double bx, double cx,
508: double (*f)(double), double tol, double *xmin);
509: double f1dim(double x);
510: void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,
511: double *fc, double (*func)(double));
512: int j;
513: double xx,xmin,bx,ax;
514: double fx,fb,fa;
515:
516: ncom=n;
517: pcom=vector(1,n);
518: xicom=vector(1,n);
519: nrfunc=func;
520: for (j=1;j<=n;j++) {
521: pcom[j]=p[j];
522: xicom[j]=xi[j];
523: }
524: ax=0.0;
525: xx=1.0;
526: mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);
527: *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);
528: #ifdef DEBUG
529: printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
530: #endif
531: for (j=1;j<=n;j++) {
532: xi[j] *= xmin;
533: p[j] += xi[j];
534: }
535: free_vector(xicom,1,n);
536: free_vector(pcom,1,n);
537: }
538:
539: /*************** powell ************************/
540: void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,
541: double (*func)(double []))
542: {
543: void linmin(double p[], double xi[], int n, double *fret,
544: double (*func)(double []));
545: int i,ibig,j;
546: double del,t,*pt,*ptt,*xit;
547: double fp,fptt;
548: double *xits;
549: pt=vector(1,n);
550: ptt=vector(1,n);
551: xit=vector(1,n);
552: xits=vector(1,n);
553: *fret=(*func)(p);
554: for (j=1;j<=n;j++) pt[j]=p[j];
555: for (*iter=1;;++(*iter)) {
556: fp=(*fret);
557: ibig=0;
558: del=0.0;
559: printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
560: for (i=1;i<=n;i++)
561: printf(" %d %.12f",i, p[i]);
562: printf("\n");
563: for (i=1;i<=n;i++) {
564: for (j=1;j<=n;j++) xit[j]=xi[j][i];
565: fptt=(*fret);
566: #ifdef DEBUG
567: printf("fret=%lf \n",*fret);
568: #endif
569: printf("%d",i);fflush(stdout);
570: linmin(p,xit,n,fret,func);
571: if (fabs(fptt-(*fret)) > del) {
572: del=fabs(fptt-(*fret));
573: ibig=i;
574: }
575: #ifdef DEBUG
576: printf("%d %.12e",i,(*fret));
577: for (j=1;j<=n;j++) {
578: xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
579: printf(" x(%d)=%.12e",j,xit[j]);
580: }
581: for(j=1;j<=n;j++)
582: printf(" p=%.12e",p[j]);
583: printf("\n");
584: #endif
585: }
586: if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
587: #ifdef DEBUG
588: int k[2],l;
589: k[0]=1;
590: k[1]=-1;
591: printf("Max: %.12e",(*func)(p));
592: for (j=1;j<=n;j++)
593: printf(" %.12e",p[j]);
594: printf("\n");
595: for(l=0;l<=1;l++) {
596: for (j=1;j<=n;j++) {
597: ptt[j]=p[j]+(p[j]-pt[j])*k[l];
598: printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
599: }
600: printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
601: }
602: #endif
603:
604:
605: free_vector(xit,1,n);
606: free_vector(xits,1,n);
607: free_vector(ptt,1,n);
608: free_vector(pt,1,n);
609: return;
610: }
611: if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");
612: for (j=1;j<=n;j++) {
613: ptt[j]=2.0*p[j]-pt[j];
614: xit[j]=p[j]-pt[j];
615: pt[j]=p[j];
616: }
617: fptt=(*func)(ptt);
618: if (fptt < fp) {
619: t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);
620: if (t < 0.0) {
621: linmin(p,xit,n,fret,func);
622: for (j=1;j<=n;j++) {
623: xi[j][ibig]=xi[j][n];
624: xi[j][n]=xit[j];
625: }
626: #ifdef DEBUG
627: printf("Direction changed last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
628: for(j=1;j<=n;j++)
629: printf(" %.12e",xit[j]);
630: printf("\n");
631: #endif
632: }
633: }
634: }
635: }
636:
637: /**** Prevalence limit ****************/
638:
639: double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
640: {
641: /* Computes the prevalence limit in each live state at age x by left multiplying the unit
642: matrix by transitions matrix until convergence is reached */
643:
644: int i, ii,j,k;
645: double min, max, maxmin, maxmax,sumnew=0.;
646: double **matprod2();
647: double **out, cov[NCOVMAX], **pmij();
648: double **newm;
649: double agefin, delaymax=50 ; /* Max number of years to converge */
650:
651: for (ii=1;ii<=nlstate+ndeath;ii++)
652: for (j=1;j<=nlstate+ndeath;j++){
653: oldm[ii][j]=(ii==j ? 1.0 : 0.0);
654: }
655: /* Even if hstepm = 1, at least one multiplication by the unit matrix */
656: for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
657: newm=savm;
658: /* Covariates have to be included here again */
659: cov[1]=1.;
660: cov[2]=agefin;
661: if (cptcovn>0){
662: for (k=1; k<=cptcovn;k++) {cov[2+k]=nbcode[Tvar[k]][codtab[ij][k]];/*printf("Tcode[ij]=%d nbcode=%d\n",Tcode[ij],nbcode[k][Tcode[ij]]);*/}
663: }
664: out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
665:
666: savm=oldm;
667: oldm=newm;
668: maxmax=0.;
669: for(j=1;j<=nlstate;j++){
670: min=1.;
671: max=0.;
672: for(i=1; i<=nlstate; i++) {
673: sumnew=0;
674: for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
675: prlim[i][j]= newm[i][j]/(1-sumnew);
676: max=FMAX(max,prlim[i][j]);
677: min=FMIN(min,prlim[i][j]);
678: }
679: maxmin=max-min;
680: maxmax=FMAX(maxmax,maxmin);
681: }
682: if(maxmax < ftolpl){
683: return prlim;
684: }
685: }
686: }
687:
688: /*************** transition probabilities **********/
689:
690: double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
691: {
692: double s1, s2;
693: /*double t34;*/
694: int i,j,j1, nc, ii, jj;
695:
696: for(i=1; i<= nlstate; i++){
697: for(j=1; j<i;j++){
698: for (nc=1, s2=0.;nc <=ncovmodel; nc++){
699: /*s2 += param[i][j][nc]*cov[nc];*/
700: s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
701: /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/
702: }
703: ps[i][j]=s2;
704: /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
705: }
706: for(j=i+1; j<=nlstate+ndeath;j++){
707: for (nc=1, s2=0.;nc <=ncovmodel; nc++){
708: s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
709: /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
710: }
711: ps[i][j]=s2;
712: }
713: }
714: for(i=1; i<= nlstate; i++){
715: s1=0;
716: for(j=1; j<i; j++)
717: s1+=exp(ps[i][j]);
718: for(j=i+1; j<=nlstate+ndeath; j++)
719: s1+=exp(ps[i][j]);
720: ps[i][i]=1./(s1+1.);
721: for(j=1; j<i; j++)
722: ps[i][j]= exp(ps[i][j])*ps[i][i];
723: for(j=i+1; j<=nlstate+ndeath; j++)
724: ps[i][j]= exp(ps[i][j])*ps[i][i];
725: /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
726: } /* end i */
727:
728: for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
729: for(jj=1; jj<= nlstate+ndeath; jj++){
730: ps[ii][jj]=0;
731: ps[ii][ii]=1;
732: }
733: }
734:
735: /* for(ii=1; ii<= nlstate+ndeath; ii++){
736: for(jj=1; jj<= nlstate+ndeath; jj++){
737: printf("%lf ",ps[ii][jj]);
738: }
739: printf("\n ");
740: }
741: printf("\n ");printf("%lf ",cov[2]);*/
742: /*
743: for(i=1; i<= npar; i++) printf("%f ",x[i]);
744: goto end;*/
745: return ps;
746: }
747:
748: /**************** Product of 2 matrices ******************/
749:
750: double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
751: {
752: /* Computes the matric product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
753: b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
754: /* in, b, out are matrice of pointers which should have been initialized
755: before: only the contents of out is modified. The function returns
756: a pointer to pointers identical to out */
757: long i, j, k;
758: for(i=nrl; i<= nrh; i++)
759: for(k=ncolol; k<=ncoloh; k++)
760: for(j=ncl,out[i][k]=0.; j<=nch; j++)
761: out[i][k] +=in[i][j]*b[j][k];
762:
763: return out;
764: }
765:
766:
767: /************* Higher Matrix Product ***************/
768:
769: double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
770: {
771: /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month
772: duration (i.e. until
773: age (in years) age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.
774: Output is stored in matrix po[i][j][h] for h every 'hstepm' step
775: (typically every 2 years instead of every month which is too big).
776: Model is determined by parameters x and covariates have to be
777: included manually here.
778:
779: */
780:
781: int i, j, d, h, k;
782: double **out, cov[NCOVMAX];
783: double **newm;
784:
785: /* Hstepm could be zero and should return the unit matrix */
786: for (i=1;i<=nlstate+ndeath;i++)
787: for (j=1;j<=nlstate+ndeath;j++){
788: oldm[i][j]=(i==j ? 1.0 : 0.0);
789: po[i][j][0]=(i==j ? 1.0 : 0.0);
790: }
791: /* Even if hstepm = 1, at least one multiplication by the unit matrix */
792: for(h=1; h <=nhstepm; h++){
793: for(d=1; d <=hstepm; d++){
794: newm=savm;
795: /* Covariates have to be included here again */
796: cov[1]=1.;
797: cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
798: if (cptcovn>0){
799: for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][k]];
800: }
801: /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
802: /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
803: out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,
804: pmij(pmmij,cov,ncovmodel,x,nlstate));
805: savm=oldm;
806: oldm=newm;
807: }
808: for(i=1; i<=nlstate+ndeath; i++)
809: for(j=1;j<=nlstate+ndeath;j++) {
810: po[i][j][h]=newm[i][j];
811: /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
812: */
813: }
814: } /* end h */
815: return po;
816: }
817:
818:
819: /*************** log-likelihood *************/
820: double func( double *x)
821: {
822: int i, ii, j, k, mi, d;
823: double l, ll[NLSTATEMAX], cov[NCOVMAX];
824: double **out;
825: double sw; /* Sum of weights */
826: double lli; /* Individual log likelihood */
827: long ipmx;
828: /*extern weight */
829: /* We are differentiating ll according to initial status */
830: /* for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
831: /*for(i=1;i<imx;i++)
832: printf(" %d\n",s[4][i]);
833: */
834:
835: for(k=1; k<=nlstate; k++) ll[k]=0.;
836: for (i=1,ipmx=0, sw=0.; i<=imx; i++){
837: for(mi=1; mi<= wav[i]-1; mi++){
838: for (ii=1;ii<=nlstate+ndeath;ii++)
839: for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);
840: for(d=0; d<dh[mi][i]; d++){
841: newm=savm;
842: cov[1]=1.;
843: cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
844: if (cptcovn>0){
845: for (k=1; k<=cptcovn;k++) cov[2+k]=covar[1+k-1][i];
846: }
847: out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
848: 1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
849: savm=oldm;
850: oldm=newm;
851:
852:
853: } /* end mult */
854:
855: lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);
856: /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/
857: ipmx +=1;
858: sw += weight[i];
859: ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
860: } /* end of wave */
861: } /* end of individual */
862:
863: for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
864: /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
865: l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
866: return -l;
867: }
868:
869:
870: /*********** Maximum Likelihood Estimation ***************/
871:
872: void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
873: {
874: int i,j, iter;
875: double **xi,*delti;
876: double fret;
877: xi=matrix(1,npar,1,npar);
878: for (i=1;i<=npar;i++)
879: for (j=1;j<=npar;j++)
880: xi[i][j]=(i==j ? 1.0 : 0.0);
881: printf("Powell\n");
882: powell(p,xi,npar,ftol,&iter,&fret,func);
883:
884: printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
885: fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));
886:
887: }
888:
889: /**** Computes Hessian and covariance matrix ***/
890: void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
891: {
892: double **a,**y,*x,pd;
893: double **hess;
894: int i, j,jk;
895: int *indx;
896:
897: double hessii(double p[], double delta, int theta, double delti[]);
898: double hessij(double p[], double delti[], int i, int j);
899: void lubksb(double **a, int npar, int *indx, double b[]) ;
900: void ludcmp(double **a, int npar, int *indx, double *d) ;
901:
902:
903: hess=matrix(1,npar,1,npar);
904:
905: printf("\nCalculation of the hessian matrix. Wait...\n");
906: for (i=1;i<=npar;i++){
907: printf("%d",i);fflush(stdout);
908: hess[i][i]=hessii(p,ftolhess,i,delti);
909: /*printf(" %f ",p[i]);*/
910: }
911:
912: for (i=1;i<=npar;i++) {
913: for (j=1;j<=npar;j++) {
914: if (j>i) {
915: printf(".%d%d",i,j);fflush(stdout);
916: hess[i][j]=hessij(p,delti,i,j);
917: hess[j][i]=hess[i][j];
918: }
919: }
920: }
921: printf("\n");
922:
923: printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
924:
925: a=matrix(1,npar,1,npar);
926: y=matrix(1,npar,1,npar);
927: x=vector(1,npar);
928: indx=ivector(1,npar);
929: for (i=1;i<=npar;i++)
930: for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
931: ludcmp(a,npar,indx,&pd);
932:
933: for (j=1;j<=npar;j++) {
934: for (i=1;i<=npar;i++) x[i]=0;
935: x[j]=1;
936: lubksb(a,npar,indx,x);
937: for (i=1;i<=npar;i++){
938: matcov[i][j]=x[i];
939: }
940: }
941:
942: printf("\n#Hessian matrix#\n");
943: for (i=1;i<=npar;i++) {
944: for (j=1;j<=npar;j++) {
945: printf("%.3e ",hess[i][j]);
946: }
947: printf("\n");
948: }
949:
950: /* Recompute Inverse */
951: for (i=1;i<=npar;i++)
952: for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
953: ludcmp(a,npar,indx,&pd);
954:
955: /* printf("\n#Hessian matrix recomputed#\n");
956:
957: for (j=1;j<=npar;j++) {
958: for (i=1;i<=npar;i++) x[i]=0;
959: x[j]=1;
960: lubksb(a,npar,indx,x);
961: for (i=1;i<=npar;i++){
962: y[i][j]=x[i];
963: printf("%.3e ",y[i][j]);
964: }
965: printf("\n");
966: }
967: */
968:
969: free_matrix(a,1,npar,1,npar);
970: free_matrix(y,1,npar,1,npar);
971: free_vector(x,1,npar);
972: free_ivector(indx,1,npar);
973: free_matrix(hess,1,npar,1,npar);
974:
975:
976: }
977:
978: /*************** hessian matrix ****************/
979: double hessii( double x[], double delta, int theta, double delti[])
980: {
981: int i;
982: int l=1, lmax=20;
983: double k1,k2;
984: double p2[NPARMAX+1];
985: double res;
986: double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
987: double fx;
988: int k=0,kmax=10;
989: double l1;
990:
991: fx=func(x);
992: for (i=1;i<=npar;i++) p2[i]=x[i];
993: for(l=0 ; l <=lmax; l++){
994: l1=pow(10,l);
995: delts=delt;
996: for(k=1 ; k <kmax; k=k+1){
997: delt = delta*(l1*k);
998: p2[theta]=x[theta] +delt;
999: k1=func(p2)-fx;
1000: p2[theta]=x[theta]-delt;
1001: k2=func(p2)-fx;
1002: /*res= (k1-2.0*fx+k2)/delt/delt; */
1003: res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
1004:
1005: #ifdef DEBUG
1006: 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);
1007: #endif
1008: /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
1009: if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
1010: k=kmax;
1011: }
1012: else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
1013: k=kmax; l=lmax*10.;
1014: }
1015: else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){
1016: delts=delt;
1017: }
1018: }
1019: }
1020: delti[theta]=delts;
1021: return res;
1022:
1023: }
1024:
1025: double hessij( double x[], double delti[], int thetai,int thetaj)
1026: {
1027: int i;
1028: int l=1, l1, lmax=20;
1029: double k1,k2,k3,k4,res,fx;
1030: double p2[NPARMAX+1];
1031: int k;
1032:
1033: fx=func(x);
1034: for (k=1; k<=2; k++) {
1035: for (i=1;i<=npar;i++) p2[i]=x[i];
1036: p2[thetai]=x[thetai]+delti[thetai]/k;
1037: p2[thetaj]=x[thetaj]+delti[thetaj]/k;
1038: k1=func(p2)-fx;
1039:
1040: p2[thetai]=x[thetai]+delti[thetai]/k;
1041: p2[thetaj]=x[thetaj]-delti[thetaj]/k;
1042: k2=func(p2)-fx;
1043:
1044: p2[thetai]=x[thetai]-delti[thetai]/k;
1045: p2[thetaj]=x[thetaj]+delti[thetaj]/k;
1046: k3=func(p2)-fx;
1047:
1048: p2[thetai]=x[thetai]-delti[thetai]/k;
1049: p2[thetaj]=x[thetaj]-delti[thetaj]/k;
1050: k4=func(p2)-fx;
1051: res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
1052: #ifdef DEBUG
1053: 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);
1054: #endif
1055: }
1056: return res;
1057: }
1058:
1059: /************** Inverse of matrix **************/
1060: void ludcmp(double **a, int n, int *indx, double *d)
1061: {
1062: int i,imax,j,k;
1063: double big,dum,sum,temp;
1064: double *vv;
1065:
1066: vv=vector(1,n);
1067: *d=1.0;
1068: for (i=1;i<=n;i++) {
1069: big=0.0;
1070: for (j=1;j<=n;j++)
1071: if ((temp=fabs(a[i][j])) > big) big=temp;
1072: if (big == 0.0) nrerror("Singular matrix in routine ludcmp");
1073: vv[i]=1.0/big;
1074: }
1075: for (j=1;j<=n;j++) {
1076: for (i=1;i<j;i++) {
1077: sum=a[i][j];
1078: for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];
1079: a[i][j]=sum;
1080: }
1081: big=0.0;
1082: for (i=j;i<=n;i++) {
1083: sum=a[i][j];
1084: for (k=1;k<j;k++)
1085: sum -= a[i][k]*a[k][j];
1086: a[i][j]=sum;
1087: if ( (dum=vv[i]*fabs(sum)) >= big) {
1088: big=dum;
1089: imax=i;
1090: }
1091: }
1092: if (j != imax) {
1093: for (k=1;k<=n;k++) {
1094: dum=a[imax][k];
1095: a[imax][k]=a[j][k];
1096: a[j][k]=dum;
1097: }
1098: *d = -(*d);
1099: vv[imax]=vv[j];
1100: }
1101: indx[j]=imax;
1102: if (a[j][j] == 0.0) a[j][j]=TINY;
1103: if (j != n) {
1104: dum=1.0/(a[j][j]);
1105: for (i=j+1;i<=n;i++) a[i][j] *= dum;
1106: }
1107: }
1108: free_vector(vv,1,n); /* Doesn't work */
1109: ;
1110: }
1111:
1112: void lubksb(double **a, int n, int *indx, double b[])
1113: {
1114: int i,ii=0,ip,j;
1115: double sum;
1116:
1117: for (i=1;i<=n;i++) {
1118: ip=indx[i];
1119: sum=b[ip];
1120: b[ip]=b[i];
1121: if (ii)
1122: for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];
1123: else if (sum) ii=i;
1124: b[i]=sum;
1125: }
1126: for (i=n;i>=1;i--) {
1127: sum=b[i];
1128: for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];
1129: b[i]=sum/a[i][i];
1130: }
1131: }
1132:
1133: /************ Frequencies ********************/
1134: void freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax)
1135: { /* Some frequencies */
1136:
1137: int i, m, jk, k1, i1, j1, bool, z1,z2,j;
1138: double ***freq; /* Frequencies */
1139: double *pp;
1140: double pos;
1141: FILE *ficresp;
1142: char fileresp[FILENAMELENGTH];
1143:
1144: pp=vector(1,nlstate);
1145:
1146: strcpy(fileresp,"p");
1147: strcat(fileresp,fileres);
1148: if((ficresp=fopen(fileresp,"w"))==NULL) {
1149: printf("Problem with prevalence resultfile: %s\n", fileresp);
1150: exit(0);
1151: }
1152: freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);
1153: j1=0;
1154:
1155: j=cptcovn;
1156: if (cptcovn<1) {j=1;ncodemax[1]=1;}
1157:
1158: for(k1=1; k1<=j;k1++){
1159: for(i1=1; i1<=ncodemax[k1];i1++){
1160: j1++;
1161:
1162: for (i=-1; i<=nlstate+ndeath; i++)
1163: for (jk=-1; jk<=nlstate+ndeath; jk++)
1164: for(m=agemin; m <= agemax+3; m++)
1165: freq[i][jk][m]=0;
1166:
1167: for (i=1; i<=imx; i++) {
1168: bool=1;
1169: if (cptcovn>0) {
1170: for (z1=1; z1<=cptcovn; z1++)
1171: if (covar[Tvar[z1]][i]!= nbcode[Tvar[z1]][codtab[j1][z1]]) bool=0;
1172: }
1173: if (bool==1) {
1174: for(m=firstpass; m<=lastpass-1; m++){
1175: if(agev[m][i]==0) agev[m][i]=agemax+1;
1176: if(agev[m][i]==1) agev[m][i]=agemax+2;
1177: freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
1178: freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];
1179: }
1180: }
1181: }
1182: if (cptcovn>0) {
1183: fprintf(ficresp, "\n#Variable");
1184: for (z1=1; z1<=cptcovn; z1++) fprintf(ficresp, " V%d=%d",Tvar[z1],nbcode[Tvar[z1]][codtab[j1][z1]]);
1185: }
1186: fprintf(ficresp, "\n#");
1187: for(i=1; i<=nlstate;i++)
1188: fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
1189: fprintf(ficresp, "\n");
1190:
1191: for(i=(int)agemin; i <= (int)agemax+3; i++){
1192: if(i==(int)agemax+3)
1193: printf("Total");
1194: else
1195: printf("Age %d", i);
1196: for(jk=1; jk <=nlstate ; jk++){
1197: for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
1198: pp[jk] += freq[jk][m][i];
1199: }
1200: for(jk=1; jk <=nlstate ; jk++){
1201: for(m=-1, pos=0; m <=0 ; m++)
1202: pos += freq[jk][m][i];
1203: if(pp[jk]>=1.e-10)
1204: printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
1205: else
1206: printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
1207: }
1208: for(jk=1; jk <=nlstate ; jk++){
1209: for(m=1, pp[jk]=0; m <=nlstate+ndeath; m++)
1210: pp[jk] += freq[jk][m][i];
1211: }
1212: for(jk=1,pos=0; jk <=nlstate ; jk++)
1213: pos += pp[jk];
1214: for(jk=1; jk <=nlstate ; jk++){
1215: if(pos>=1.e-5)
1216: printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
1217: else
1218: printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
1219: if( i <= (int) agemax){
1220: if(pos>=1.e-5)
1221: fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);
1222: else
1223: fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);
1224: }
1225: }
1226: for(jk=-1; jk <=nlstate+ndeath; jk++)
1227: for(m=-1; m <=nlstate+ndeath; m++)
1228: if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
1229: if(i <= (int) agemax)
1230: fprintf(ficresp,"\n");
1231: printf("\n");
1232: }
1233: }
1234: }
1235:
1236: fclose(ficresp);
1237: free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);
1238: free_vector(pp,1,nlstate);
1239:
1240: } /* End of Freq */
1241:
1242: /************* Waves Concatenation ***************/
1243:
1244: void concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int firstpass, int lastpass, int imx, int nlstate, int stepm)
1245: {
1246: /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
1247: Death is a valid wave (if date is known).
1248: mw[mi][i] is the mi (mi=1 to wav[i]) effective wave of individual i
1249: dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]
1250: and mw[mi+1][i]. dh depends on stepm.
1251: */
1252:
1253: int i, mi, m;
1254: int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
1255: float sum=0.;
1256:
1257: for(i=1; i<=imx; i++){
1258: mi=0;
1259: m=firstpass;
1260: while(s[m][i] <= nlstate){
1261: if(s[m][i]>=1)
1262: mw[++mi][i]=m;
1263: if(m >=lastpass)
1264: break;
1265: else
1266: m++;
1267: }/* end while */
1268: if (s[m][i] > nlstate){
1269: mi++; /* Death is another wave */
1270: /* if(mi==0) never been interviewed correctly before death */
1271: /* Only death is a correct wave */
1272: mw[mi][i]=m;
1273: }
1274:
1275: wav[i]=mi;
1276: if(mi==0)
1277: printf("Warning, no any valid information for:%d line=%d\n",num[i],i);
1278: }
1279:
1280: for(i=1; i<=imx; i++){
1281: for(mi=1; mi<wav[i];mi++){
1282: if (stepm <=0)
1283: dh[mi][i]=1;
1284: else{
1285: if (s[mw[mi+1][i]][i] > nlstate) {
1286: j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);
1287: if(j=0) j=1; /* Survives at least one month after exam */
1288: }
1289: else{
1290: j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
1291: k=k+1;
1292: if (j >= jmax) jmax=j;
1293: else if (j <= jmin)jmin=j;
1294: sum=sum+j;
1295: }
1296: jk= j/stepm;
1297: jl= j -jk*stepm;
1298: ju= j -(jk+1)*stepm;
1299: if(jl <= -ju)
1300: dh[mi][i]=jk;
1301: else
1302: dh[mi][i]=jk+1;
1303: if(dh[mi][i]==0)
1304: dh[mi][i]=1; /* At least one step */
1305: }
1306: }
1307: }
1308: printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,sum/k);
1309: }
1310: /*********** Tricode ****************************/
1311: void tricode(int *Tvar, int **nbcode, int imx)
1312: {
1313: int Ndum[80],ij, k, j, i;
1314: int cptcode=0;
1315: for (k=0; k<79; k++) Ndum[k]=0;
1316: for (k=1; k<=7; k++) ncodemax[k]=0;
1317:
1318: for (j=1; j<=cptcovn; j++) {
1319: for (i=1; i<=imx; i++) {
1320: ij=(int)(covar[Tvar[j]][i]);
1321: Ndum[ij]++;
1322: if (ij > cptcode) cptcode=ij;
1323: }
1324: /*printf("cptcode=%d cptcovn=%d ",cptcode,cptcovn);*/
1325: for (i=0; i<=cptcode; i++) {
1326: if(Ndum[i]!=0) ncodemax[j]++;
1327: }
1328:
1329: ij=1;
1330: for (i=1; i<=ncodemax[j]; i++) {
1331: for (k=0; k<=79; k++) {
1332: if (Ndum[k] != 0) {
1333: nbcode[Tvar[j]][ij]=k;
1334: ij++;
1335: }
1336: if (ij > ncodemax[j]) break;
1337: }
1338: }
1339: }
1340:
1341: }
1342:
1343: /*********** Health Expectancies ****************/
1344:
1345: void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)
1346: {
1347: /* Health expectancies */
1348: int i, j, nhstepm, hstepm, h;
1349: double age, agelim,hf;
1350: double ***p3mat;
1351:
1352: fprintf(ficreseij,"# Health expectancies\n");
1353: fprintf(ficreseij,"# Age");
1354: for(i=1; i<=nlstate;i++)
1355: for(j=1; j<=nlstate;j++)
1356: fprintf(ficreseij," %1d-%1d",i,j);
1357: fprintf(ficreseij,"\n");
1358:
1359: hstepm=1*YEARM; /* Every j years of age (in month) */
1360: hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */
1361:
1362: agelim=AGESUP;
1363: for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
1364: /* nhstepm age range expressed in number of stepm */
1365: nhstepm=(int) rint((agelim-age)*YEARM/stepm);
1366: /* Typically if 20 years = 20*12/6=40 stepm */
1367: if (stepm >= YEARM) hstepm=1;
1368: nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */
1369: p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
1370: /* Computed by stepm unit matrices, product of hstepm matrices, stored
1371: in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
1372: hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);
1373:
1374:
1375: for(i=1; i<=nlstate;i++)
1376: for(j=1; j<=nlstate;j++)
1377: for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){
1378: eij[i][j][(int)age] +=p3mat[i][j][h];
1379: }
1380:
1381: hf=1;
1382: if (stepm >= YEARM) hf=stepm/YEARM;
1383: fprintf(ficreseij,"%.0f",age );
1384: for(i=1; i<=nlstate;i++)
1385: for(j=1; j<=nlstate;j++){
1386: fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);
1387: }
1388: fprintf(ficreseij,"\n");
1389: free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
1390: }
1391: }
1392:
1393: /************ Variance ******************/
1394: void varevsij(char fileres[], 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)
1395: {
1396: /* Variance of health expectancies */
1397: /* double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
1398: double **newm;
1399: double **dnewm,**doldm;
1400: int i, j, nhstepm, hstepm, h;
1401: int k, cptcode;
1402: double *xp;
1403: double **gp, **gm;
1404: double ***gradg, ***trgradg;
1405: double ***p3mat;
1406: double age,agelim;
1407: int theta;
1408:
1409: fprintf(ficresvij,"# Covariances of life expectancies\n");
1410: fprintf(ficresvij,"# Age");
1411: for(i=1; i<=nlstate;i++)
1412: for(j=1; j<=nlstate;j++)
1413: fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
1414: fprintf(ficresvij,"\n");
1415:
1416: xp=vector(1,npar);
1417: dnewm=matrix(1,nlstate,1,npar);
1418: doldm=matrix(1,nlstate,1,nlstate);
1419:
1420: hstepm=1*YEARM; /* Every year of age */
1421: hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */
1422: agelim = AGESUP;
1423: for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
1424: nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */
1425: if (stepm >= YEARM) hstepm=1;
1426: nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
1427: p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
1428: gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
1429: gp=matrix(0,nhstepm,1,nlstate);
1430: gm=matrix(0,nhstepm,1,nlstate);
1431:
1432: for(theta=1; theta <=npar; theta++){
1433: for(i=1; i<=npar; i++){ /* Computes gradient */
1434: xp[i] = x[i] + (i==theta ?delti[theta]:0);
1435: }
1436: hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);
1437: prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
1438: for(j=1; j<= nlstate; j++){
1439: for(h=0; h<=nhstepm; h++){
1440: for(i=1, gp[h][j]=0.;i<=nlstate;i++)
1441: gp[h][j] += prlim[i][i]*p3mat[i][j][h];
1442: }
1443: }
1444:
1445: for(i=1; i<=npar; i++) /* Computes gradient */
1446: xp[i] = x[i] - (i==theta ?delti[theta]:0);
1447: hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);
1448: prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
1449: for(j=1; j<= nlstate; j++){
1450: for(h=0; h<=nhstepm; h++){
1451: for(i=1, gm[h][j]=0.;i<=nlstate;i++)
1452: gm[h][j] += prlim[i][i]*p3mat[i][j][h];
1453: }
1454: }
1455: for(j=1; j<= nlstate; j++)
1456: for(h=0; h<=nhstepm; h++){
1457: gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
1458: }
1459: } /* End theta */
1460:
1461: trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);
1462:
1463: for(h=0; h<=nhstepm; h++)
1464: for(j=1; j<=nlstate;j++)
1465: for(theta=1; theta <=npar; theta++)
1466: trgradg[h][j][theta]=gradg[h][theta][j];
1467:
1468: for(i=1;i<=nlstate;i++)
1469: for(j=1;j<=nlstate;j++)
1470: vareij[i][j][(int)age] =0.;
1471: for(h=0;h<=nhstepm;h++){
1472: for(k=0;k<=nhstepm;k++){
1473: matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
1474: matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
1475: for(i=1;i<=nlstate;i++)
1476: for(j=1;j<=nlstate;j++)
1477: vareij[i][j][(int)age] += doldm[i][j];
1478: }
1479: }
1480: h=1;
1481: if (stepm >= YEARM) h=stepm/YEARM;
1482: fprintf(ficresvij,"%.0f ",age );
1483: for(i=1; i<=nlstate;i++)
1484: for(j=1; j<=nlstate;j++){
1485: fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);
1486: }
1487: fprintf(ficresvij,"\n");
1488: free_matrix(gp,0,nhstepm,1,nlstate);
1489: free_matrix(gm,0,nhstepm,1,nlstate);
1490: free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
1491: free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
1492: free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
1493: } /* End age */
1494:
1495: free_vector(xp,1,npar);
1496: free_matrix(doldm,1,nlstate,1,npar);
1497: free_matrix(dnewm,1,nlstate,1,nlstate);
1498:
1499: }
1500:
1501: /************ Variance of prevlim ******************/
1502: 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)
1503: {
1504: /* Variance of prevalence limit */
1505: /* double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
1506: double **newm;
1507: double **dnewm,**doldm;
1508: int i, j, nhstepm, hstepm;
1509: int k, cptcode;
1510: double *xp;
1511: double *gp, *gm;
1512: double **gradg, **trgradg;
1513: double age,agelim;
1514: int theta;
1515:
1516: fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");
1517: fprintf(ficresvpl,"# Age");
1518: for(i=1; i<=nlstate;i++)
1519: fprintf(ficresvpl," %1d-%1d",i,i);
1520: fprintf(ficresvpl,"\n");
1521:
1522: xp=vector(1,npar);
1523: dnewm=matrix(1,nlstate,1,npar);
1524: doldm=matrix(1,nlstate,1,nlstate);
1525:
1526: hstepm=1*YEARM; /* Every year of age */
1527: hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */
1528: agelim = AGESUP;
1529: for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
1530: nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */
1531: if (stepm >= YEARM) hstepm=1;
1532: nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
1533: gradg=matrix(1,npar,1,nlstate);
1534: gp=vector(1,nlstate);
1535: gm=vector(1,nlstate);
1536:
1537: for(theta=1; theta <=npar; theta++){
1538: for(i=1; i<=npar; i++){ /* Computes gradient */
1539: xp[i] = x[i] + (i==theta ?delti[theta]:0);
1540: }
1541: prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
1542: for(i=1;i<=nlstate;i++)
1543: gp[i] = prlim[i][i];
1544:
1545: for(i=1; i<=npar; i++) /* Computes gradient */
1546: xp[i] = x[i] - (i==theta ?delti[theta]:0);
1547: prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
1548: for(i=1;i<=nlstate;i++)
1549: gm[i] = prlim[i][i];
1550:
1551: for(i=1;i<=nlstate;i++)
1552: gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
1553: } /* End theta */
1554:
1555: trgradg =matrix(1,nlstate,1,npar);
1556:
1557: for(j=1; j<=nlstate;j++)
1558: for(theta=1; theta <=npar; theta++)
1559: trgradg[j][theta]=gradg[theta][j];
1560:
1561: for(i=1;i<=nlstate;i++)
1562: varpl[i][(int)age] =0.;
1563: matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
1564: matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
1565: for(i=1;i<=nlstate;i++)
1566: varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
1567:
1568: fprintf(ficresvpl,"%.0f ",age );
1569: for(i=1; i<=nlstate;i++)
1570: fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
1571: fprintf(ficresvpl,"\n");
1572: free_vector(gp,1,nlstate);
1573: free_vector(gm,1,nlstate);
1574: free_matrix(gradg,1,npar,1,nlstate);
1575: free_matrix(trgradg,1,nlstate,1,npar);
1576: } /* End age */
1577:
1578: free_vector(xp,1,npar);
1579: free_matrix(doldm,1,nlstate,1,npar);
1580: free_matrix(dnewm,1,nlstate,1,nlstate);
1581:
1582: }
1583:
1584:
1585:
1586: /***********************************************/
1587: /**************** Main Program *****************/
1588: /***********************************************/
1589:
1590: /*int main(int argc, char *argv[])*/
1591: int main()
1592: {
1593:
1594: int i,j, k, n=MAXN,iter,m,size,cptcode, aaa, cptcod;
1595: double agedeb, agefin,hf;
1596: double agemin=1.e20, agemax=-1.e20;
1597:
1598: double fret;
1599: double **xi,tmp,delta;
1600:
1601: double dum; /* Dummy variable */
1602: double ***p3mat;
1603: int *indx;
1604: char line[MAXLINE], linepar[MAXLINE];
1605: char title[MAXLINE];
1606: char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH], filerespl[FILENAMELENGTH];
1607: char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH];
1608: char filerest[FILENAMELENGTH];
1609: char fileregp[FILENAMELENGTH];
1610: char path[80],pathc[80],pathcd[80],pathtot[80],model[20];
1611: int firstobs=1, lastobs=10;
1612: int sdeb, sfin; /* Status at beginning and end */
1613: int c, h , cpt,l;
1614: int ju,jl, mi;
1615: int i1,j1, k1,k2,k3,jk,aa,bb, stepsize;
1616: int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;
1617:
1618: int hstepm, nhstepm;
1619: double bage, fage, age, agelim, agebase;
1620: double ftolpl=FTOL;
1621: double **prlim;
1622: double *severity;
1623: double ***param; /* Matrix of parameters */
1624: double *p;
1625: double **matcov; /* Matrix of covariance */
1626: double ***delti3; /* Scale */
1627: double *delti; /* Scale */
1628: double ***eij, ***vareij;
1629: double **varpl; /* Variances of prevalence limits by age */
1630: double *epj, vepp;
1631: char version[80]="Imach version 62c, May 1999, INED-EUROREVES ";
1632: char *alph[]={"a","a","b","c","d","e"}, str[4];
1633:
1634: char z[1]="c", occ;
1635: #include <sys/time.h>
1636: #include <time.h>
1637: char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
1638: /* long total_usecs;
1639: struct timeval start_time, end_time;
1640:
1641: gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
1642:
1643:
1644: printf("\nIMACH, Version 0.64a");
1645: printf("\nEnter the parameter file name: ");
1646:
1647: #ifdef windows
1648: scanf("%s",pathtot);
1649: getcwd(pathcd, size);
1650: /*cygwin_split_path(pathtot,path,optionfile);
1651: printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/
1652: /* cutv(path,optionfile,pathtot,'\\');*/
1653:
1654: split(pathtot, path,optionfile);
1655: chdir(path);
1656: replace(pathc,path);
1657: #endif
1658: #ifdef unix
1659: scanf("%s",optionfile);
1660: #endif
1661:
1662: /*-------- arguments in the command line --------*/
1663:
1664: strcpy(fileres,"r");
1665: strcat(fileres, optionfile);
1666:
1667: /*---------arguments file --------*/
1668:
1669: if((ficpar=fopen(optionfile,"r"))==NULL) {
1670: printf("Problem with optionfile %s\n",optionfile);
1671: goto end;
1672: }
1673:
1674: strcpy(filereso,"o");
1675: strcat(filereso,fileres);
1676: if((ficparo=fopen(filereso,"w"))==NULL) {
1677: printf("Problem with Output resultfile: %s\n", filereso);goto end;
1678: }
1679:
1680: /* Reads comments: lines beginning with '#' */
1681: while((c=getc(ficpar))=='#' && c!= EOF){
1682: ungetc(c,ficpar);
1683: fgets(line, MAXLINE, ficpar);
1684: puts(line);
1685: fputs(line,ficparo);
1686: }
1687: ungetc(c,ficpar);
1688:
1689: fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncov, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);
1690: printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate,ndeath, maxwav, mle, weightopt,model);
1691: fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncov,nlstate,ndeath,maxwav, mle, weightopt,model);
1692:
1693: covar=matrix(1,NCOVMAX,1,n);
1694: if (strlen(model)<=1) cptcovn=0;
1695: else {
1696: j=0;
1697: j=nbocc(model,'+');
1698: cptcovn=j+1;
1699: }
1700:
1701: ncovmodel=2+cptcovn;
1702: nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
1703:
1704: /* Read guess parameters */
1705: /* Reads comments: lines beginning with '#' */
1706: while((c=getc(ficpar))=='#' && c!= EOF){
1707: ungetc(c,ficpar);
1708: fgets(line, MAXLINE, ficpar);
1709: puts(line);
1710: fputs(line,ficparo);
1711: }
1712: ungetc(c,ficpar);
1713:
1714: param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
1715: for(i=1; i <=nlstate; i++)
1716: for(j=1; j <=nlstate+ndeath-1; j++){
1717: fscanf(ficpar,"%1d%1d",&i1,&j1);
1718: fprintf(ficparo,"%1d%1d",i1,j1);
1719: printf("%1d%1d",i,j);
1720: for(k=1; k<=ncovmodel;k++){
1721: fscanf(ficpar," %lf",¶m[i][j][k]);
1722: printf(" %lf",param[i][j][k]);
1723: fprintf(ficparo," %lf",param[i][j][k]);
1724: }
1725: fscanf(ficpar,"\n");
1726: printf("\n");
1727: fprintf(ficparo,"\n");
1728: }
1729:
1730: npar= (nlstate+ndeath-1)*nlstate*ncovmodel;
1731: p=param[1][1];
1732:
1733: /* Reads comments: lines beginning with '#' */
1734: while((c=getc(ficpar))=='#' && c!= EOF){
1735: ungetc(c,ficpar);
1736: fgets(line, MAXLINE, ficpar);
1737: puts(line);
1738: fputs(line,ficparo);
1739: }
1740: ungetc(c,ficpar);
1741:
1742: delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
1743: delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */
1744: for(i=1; i <=nlstate; i++){
1745: for(j=1; j <=nlstate+ndeath-1; j++){
1746: fscanf(ficpar,"%1d%1d",&i1,&j1);
1747: printf("%1d%1d",i,j);
1748: fprintf(ficparo,"%1d%1d",i1,j1);
1749: for(k=1; k<=ncovmodel;k++){
1750: fscanf(ficpar,"%le",&delti3[i][j][k]);
1751: printf(" %le",delti3[i][j][k]);
1752: fprintf(ficparo," %le",delti3[i][j][k]);
1753: }
1754: fscanf(ficpar,"\n");
1755: printf("\n");
1756: fprintf(ficparo,"\n");
1757: }
1758: }
1759: delti=delti3[1][1];
1760:
1761: /* Reads comments: lines beginning with '#' */
1762: while((c=getc(ficpar))=='#' && c!= EOF){
1763: ungetc(c,ficpar);
1764: fgets(line, MAXLINE, ficpar);
1765: puts(line);
1766: fputs(line,ficparo);
1767: }
1768: ungetc(c,ficpar);
1769:
1770: matcov=matrix(1,npar,1,npar);
1771: for(i=1; i <=npar; i++){
1772: fscanf(ficpar,"%s",&str);
1773: printf("%s",str);
1774: fprintf(ficparo,"%s",str);
1775: for(j=1; j <=i; j++){
1776: fscanf(ficpar," %le",&matcov[i][j]);
1777: printf(" %.5le",matcov[i][j]);
1778: fprintf(ficparo," %.5le",matcov[i][j]);
1779: }
1780: fscanf(ficpar,"\n");
1781: printf("\n");
1782: fprintf(ficparo,"\n");
1783: }
1784: for(i=1; i <=npar; i++)
1785: for(j=i+1;j<=npar;j++)
1786: matcov[i][j]=matcov[j][i];
1787:
1788: printf("\n");
1789:
1790:
1791: if(mle==1){
1792: /*-------- data file ----------*/
1793: if((ficres =fopen(fileres,"w"))==NULL) {
1794: printf("Problem with resultfile: %s\n", fileres);goto end;
1795: }
1796: fprintf(ficres,"#%s\n",version);
1797:
1798: if((fic=fopen(datafile,"r"))==NULL) {
1799: printf("Problem with datafile: %s\n", datafile);goto end;
1800: }
1801:
1802: n= lastobs;
1803: severity = vector(1,maxwav);
1804: outcome=imatrix(1,maxwav+1,1,n);
1805: num=ivector(1,n);
1806: moisnais=vector(1,n);
1807: annais=vector(1,n);
1808: moisdc=vector(1,n);
1809: andc=vector(1,n);
1810: agedc=vector(1,n);
1811: cod=ivector(1,n);
1812: weight=vector(1,n);
1813: for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
1814: mint=matrix(1,maxwav,1,n);
1815: anint=matrix(1,maxwav,1,n);
1816: s=imatrix(1,maxwav+1,1,n);
1817: adl=imatrix(1,maxwav+1,1,n);
1818: tab=ivector(1,NCOVMAX);
1819: ncodemax=ivector(1,8);
1820:
1821: i=1;
1822: while (fgets(line, MAXLINE, fic) != NULL) {
1823: if ((i >= firstobs) && (i <=lastobs)) {
1824:
1825: for (j=maxwav;j>=1;j--){
1826: cutv(stra, strb,line,' '); s[j][i]=atoi(strb);
1827: strcpy(line,stra);
1828: cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
1829: cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
1830: }
1831:
1832: cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);
1833: cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);
1834:
1835: cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);
1836: cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);
1837:
1838: cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);
1839: for (j=ncov;j>=1;j--){
1840: cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);
1841: }
1842: num[i]=atol(stra);
1843:
1844: /*printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]), (mint[2][i]), (anint[2][i]), (s[2][i]), (mint[3][i]), (anint[3][i]), (s[3][i]), (mint[4][i]), (anint[4][i]), (s[4][i]));*/
1845:
1846: i=i+1;
1847: }
1848: }
1849:
1850: /*scanf("%d",i);*/
1851: imx=i-1; /* Number of individuals */
1852:
1853: /* Calculation of the number of parameter from char model*/
1854: Tvar=ivector(1,8);
1855:
1856: if (strlen(model) >1){
1857: j=0;
1858: j=nbocc(model,'+');
1859: cptcovn=j+1;
1860:
1861: strcpy(modelsav,model);
1862: if (j==0) {
1863: cutv(stra,strb,modelsav,'V'); Tvar[1]=atoi(strb);
1864: }
1865: else {
1866: for(i=j; i>=1;i--){
1867: cutv(stra,strb,modelsav,'+');
1868: if (strchr(strb,'*')) {
1869: cutv(strd,strc,strb,'*');
1870: cutv(strb,stre,strc,'V');Tvar[i+1]=ncov+1;
1871: cutv(strb,strc,strd,'V');
1872: for (k=1; k<=lastobs;k++)
1873: covar[ncov+1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];
1874: }
1875: else {cutv(strd,strc,strb,'V');
1876: Tvar[i+1]=atoi(strc);
1877: }
1878: strcpy(modelsav,stra);
1879: }
1880: cutv(strd,strc,stra,'V');
1881: Tvar[1]=atoi(strc);
1882: }
1883: }
1884: /*printf("tvar=%d ",Tvar[1]);
1885: scanf("%d ",i);*/
1886: fclose(fic);
1887:
1888: if (weightopt != 1) { /* Maximisation without weights*/
1889: for(i=1;i<=n;i++) weight[i]=1.0;
1890: }
1891: /*-calculation of age at interview from date of interview and age at death -*/
1892: agev=matrix(1,maxwav,1,imx);
1893:
1894: for (i=1; i<=imx; i++) {
1895: agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
1896: for(m=1; (m<= maxwav); m++){
1897: if(s[m][i] >0){
1898: if (s[m][i] == nlstate+1) {
1899: if(agedc[i]>0)
1900: if(moisdc[i]!=99 && andc[i]!=9999)
1901: agev[m][i]=agedc[i];
1902: else{
1903: printf("Warning negative age at death: %d line:%d\n",num[i],i);
1904: agev[m][i]=-1;
1905: }
1906: }
1907: else if(s[m][i] !=9){ /* Should no more exist */
1908: agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
1909: if(mint[m][i]==99 || anint[m][i]==9999)
1910: agev[m][i]=1;
1911: else if(agev[m][i] <agemin){
1912: agemin=agev[m][i];
1913: /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
1914: }
1915: else if(agev[m][i] >agemax){
1916: agemax=agev[m][i];
1917: /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
1918: }
1919: /*agev[m][i]=anint[m][i]-annais[i];*/
1920: /* agev[m][i] = age[i]+2*m;*/
1921: }
1922: else { /* =9 */
1923: agev[m][i]=1;
1924: s[m][i]=-1;
1925: }
1926: }
1927: else /*= 0 Unknown */
1928: agev[m][i]=1;
1929: }
1930:
1931: }
1932: for (i=1; i<=imx; i++) {
1933: for(m=1; (m<= maxwav); m++){
1934: if (s[m][i] > (nlstate+ndeath)) {
1935: printf("Error: Wrong value in nlstate or ndeath\n");
1936: goto end;
1937: }
1938: }
1939: }
1940:
1941: printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
1942:
1943: free_vector(severity,1,maxwav);
1944: free_imatrix(outcome,1,maxwav+1,1,n);
1945: free_vector(moisnais,1,n);
1946: free_vector(annais,1,n);
1947: free_matrix(mint,1,maxwav,1,n);
1948: free_matrix(anint,1,maxwav,1,n);
1949: free_vector(moisdc,1,n);
1950: free_vector(andc,1,n);
1951:
1952:
1953: wav=ivector(1,imx);
1954: dh=imatrix(1,lastpass-firstpass+1,1,imx);
1955: mw=imatrix(1,lastpass-firstpass+1,1,imx);
1956:
1957: /* Concatenates waves */
1958: concatwav(wav, dh, mw, s, agedc, agev, firstpass, lastpass, imx, nlstate, stepm);
1959:
1960:
1961: Tcode=ivector(1,100);
1962: nbcode=imatrix(1,nvar,1,8);
1963: ncodemax[1]=1;
1964: if (cptcovn > 0) tricode(Tvar,nbcode,imx);
1965:
1966: codtab=imatrix(1,100,1,10);
1967: h=0;
1968: m=pow(2,cptcovn);
1969:
1970: for(k=1;k<=cptcovn; k++){
1971: for(i=1; i <=(m/pow(2,k));i++){
1972: for(j=1; j <= ncodemax[k]; j++){
1973: for(cpt=1; cpt <=(m/pow(2,cptcovn+1-k)); cpt++){
1974: h++;
1975: if (h>m) h=1;codtab[h][k]=j;
1976: }
1977: }
1978: }
1979: }
1980:
1981: /*for(i=1; i <=m ;i++){
1982: for(k=1; k <=cptcovn; k++){
1983: printf("i=%d k=%d %d ",i,k,codtab[i][k]);
1984: }
1985: printf("\n");
1986: }*/
1987: /*scanf("%d",i);*/
1988:
1989: /* Calculates basic frequencies. Computes observed prevalence at single age
1990: and prints on file fileres'p'. */
1991: freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax);
1992:
1993: pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
1994: oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
1995: newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
1996: savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
1997: oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
1998:
1999: /* For Powell, parameters are in a vector p[] starting at p[1]
2000: so we point p on param[1][1] so that p[1] maps on param[1][1][1] */
2001: p=param[1][1]; /* *(*(*(param +1)+1)+0) */
2002:
2003: mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);
2004:
2005:
2006: /*--------- results files --------------*/
2007: fprintf(ficres,"\ntitle=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate, ndeath, maxwav, mle,weightopt,model);
2008:
2009: jk=1;
2010: fprintf(ficres,"# Parameters\n");
2011: printf("# Parameters\n");
2012: for(i=1,jk=1; i <=nlstate; i++){
2013: for(k=1; k <=(nlstate+ndeath); k++){
2014: if (k != i)
2015: {
2016: printf("%d%d ",i,k);
2017: fprintf(ficres,"%1d%1d ",i,k);
2018: for(j=1; j <=ncovmodel; j++){
2019: printf("%f ",p[jk]);
2020: fprintf(ficres,"%f ",p[jk]);
2021: jk++;
2022: }
2023: printf("\n");
2024: fprintf(ficres,"\n");
2025: }
2026: }
2027: }
2028:
2029: /* Computing hessian and covariance matrix */
2030: ftolhess=ftol; /* Usually correct */
2031: hesscov(matcov, p, npar, delti, ftolhess, func);
2032: fprintf(ficres,"# Scales\n");
2033: printf("# Scales\n");
2034: for(i=1,jk=1; i <=nlstate; i++){
2035: for(j=1; j <=nlstate+ndeath; j++){
2036: if (j!=i) {
2037: fprintf(ficres,"%1d%1d",i,j);
2038: printf("%1d%1d",i,j);
2039: for(k=1; k<=ncovmodel;k++){
2040: printf(" %.5e",delti[jk]);
2041: fprintf(ficres," %.5e",delti[jk]);
2042: jk++;
2043: }
2044: printf("\n");
2045: fprintf(ficres,"\n");
2046: }
2047: }
2048: }
2049:
2050: k=1;
2051: fprintf(ficres,"# Covariance\n");
2052: printf("# Covariance\n");
2053: for(i=1;i<=npar;i++){
2054: /* if (k>nlstate) k=1;
2055: i1=(i-1)/(ncovmodel*nlstate)+1;
2056: fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);
2057: printf("%s%d%d",alph[k],i1,tab[i]);*/
2058: fprintf(ficres,"%3d",i);
2059: printf("%3d",i);
2060: for(j=1; j<=i;j++){
2061: fprintf(ficres," %.5e",matcov[i][j]);
2062: printf(" %.5e",matcov[i][j]);
2063: }
2064: fprintf(ficres,"\n");
2065: printf("\n");
2066: k++;
2067: }
2068:
2069: while((c=getc(ficpar))=='#' && c!= EOF){
2070: ungetc(c,ficpar);
2071: fgets(line, MAXLINE, ficpar);
2072: puts(line);
2073: fputs(line,ficparo);
2074: }
2075: ungetc(c,ficpar);
2076:
2077: fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);
2078:
2079: if (fage <= 2) {
2080: bage = agemin;
2081: fage = agemax;
2082: }
2083:
2084: fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
2085: fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);
2086: /*------------ gnuplot -------------*/
2087: chdir(pathcd);
2088: if((ficgp=fopen("graph.plt","w"))==NULL) {
2089: printf("Problem with file graph.gp");goto end;
2090: }
2091: #ifdef windows
2092: fprintf(ficgp,"cd \"%s\" \n",pathc);
2093: #endif
2094: m=pow(2,cptcovn);
2095:
2096: /* 1eme*/
2097: for (cpt=1; cpt<= nlstate ; cpt ++) {
2098: for (k1=1; k1<= m ; k1 ++) {
2099:
2100: #ifdef windows
2101: fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"vpl%s\" every :::%d::%d u 1:2 \"\%%lf",agemin,fage,fileres,k1-1,k1-1);
2102: #endif
2103: #ifdef unix
2104: fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);
2105: #endif
2106:
2107: for (i=1; i<= nlstate ; i ++) {
2108: if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
2109: else fprintf(ficgp," \%%*lf (\%%*lf)");
2110: }
2111: fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);
2112: for (i=1; i<= nlstate ; i ++) {
2113: if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
2114: else fprintf(ficgp," \%%*lf (\%%*lf)");
2115: }
2116: fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);
2117: for (i=1; i<= nlstate ; i ++) {
2118: if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
2119: else fprintf(ficgp," \%%*lf (\%%*lf)");
2120: }
2121: fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));
2122: #ifdef unix
2123: fprintf(ficgp,"\nset ter gif small size 400,300");
2124: #endif
2125: fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);
2126: }
2127: }
2128: /*2 eme*/
2129:
2130: for (k1=1; k1<= m ; k1 ++) {
2131: fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);
2132:
2133: for (i=1; i<= nlstate+1 ; i ++) {
2134: k=2*i;
2135: fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);
2136: for (j=1; j<= nlstate+1 ; j ++) {
2137: if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
2138: else fprintf(ficgp," \%%*lf (\%%*lf)");
2139: }
2140: if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
2141: else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);
2142: fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);
2143: for (j=1; j<= nlstate+1 ; j ++) {
2144: if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
2145: else fprintf(ficgp," \%%*lf (\%%*lf)");
2146: }
2147: fprintf(ficgp,"\" t\"\" w l 0,");
2148: fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);
2149: for (j=1; j<= nlstate+1 ; j ++) {
2150: if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
2151: else fprintf(ficgp," \%%*lf (\%%*lf)");
2152: }
2153: if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
2154: else fprintf(ficgp,"\" t\"\" w l 0,");
2155: }
2156: fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);
2157: }
2158:
2159: /*3eme*/
2160:
2161: for (k1=1; k1<= m ; k1 ++) {
2162: for (cpt=1; cpt<= nlstate ; cpt ++) {
2163: k=2+nlstate*(cpt-1);
2164: fprintf(ficgp,"set ter gif small size 400,300\nplot [%.f:%.f] \"e%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",agemin,fage,fileres,k1-1,k1-1,k,cpt);
2165: for (i=1; i< nlstate ; i ++) {
2166: fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",fileres,k1-1,k1-1,k+i,cpt,i+1);
2167: }
2168: fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);
2169: }
2170: }
2171:
2172: /* CV preval stat */
2173: for (k1=1; k1<= m ; k1 ++) {
2174: for (cpt=1; cpt<nlstate ; cpt ++) {
2175: k=3;
2176: fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);
2177: for (i=1; i< nlstate ; i ++)
2178: fprintf(ficgp,"+$%d",k+i+1);
2179: fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
2180:
2181: l=3+(nlstate+ndeath)*cpt;
2182: fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);
2183: for (i=1; i< nlstate ; i ++) {
2184: l=3+(nlstate+ndeath)*cpt;
2185: fprintf(ficgp,"+$%d",l+i+1);
2186: }
2187: fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);
2188: fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);
2189: }
2190: }
2191:
2192: /* proba elementaires */
2193: for(i=1,jk=1; i <=nlstate; i++){
2194: for(k=1; k <=(nlstate+ndeath); k++){
2195: if (k != i) {
2196: for(j=1; j <=ncovmodel; j++){
2197: /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/
2198: /*fprintf(ficgp,"%s",alph[1]);*/
2199: fprintf(ficgp,"p%d=%f ",jk,p[jk]);
2200: jk++;
2201: fprintf(ficgp,"\n");
2202: }
2203: }
2204: }
2205: }
2206:
2207: for(jk=1; jk <=m; jk++) {
2208: fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot [%.f:%.f] ",agemin,agemax);
2209: i=1;
2210: for(k2=1; k2<=nlstate; k2++) {
2211: k3=i;
2212: for(k=1; k<=(nlstate+ndeath); k++) {
2213: if (k != k2){
2214: fprintf(ficgp," exp(p%d+p%d*x",i,i+1);
2215:
2216: for(j=3; j <=ncovmodel; j++)
2217: fprintf(ficgp,"+p%d*%d",k2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
2218: fprintf(ficgp,")/(1");
2219:
2220: for(k1=1; k1 <=nlstate+1; k1=k1+2){
2221: fprintf(ficgp,"+exp(p%d+p%d*x",k1+k3-1,k1+k3);
2222:
2223: for(j=3; j <=ncovmodel; j++)
2224: fprintf(ficgp,"+p%d*%d",k2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
2225: fprintf(ficgp,")");
2226: }
2227: fprintf(ficgp,") t \"p%d%d\" ", k2,k);
2228: if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");
2229: i=i+ncovmodel;
2230: }
2231: }
2232: }
2233: fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);
2234: }
2235:
2236: fclose(ficgp);
2237:
2238: chdir(path);
2239: free_matrix(agev,1,maxwav,1,imx);
2240: free_ivector(wav,1,imx);
2241: free_imatrix(dh,1,lastpass-firstpass+1,1,imx);
2242: free_imatrix(mw,1,lastpass-firstpass+1,1,imx);
2243:
2244: free_imatrix(s,1,maxwav+1,1,n);
2245:
2246:
2247: free_ivector(num,1,n);
2248: free_vector(agedc,1,n);
2249: free_vector(weight,1,n);
2250: /*free_matrix(covar,1,NCOVMAX,1,n);*/
2251: fclose(ficparo);
2252: fclose(ficres);
2253: }
2254:
2255: /*________fin mle=1_________*/
2256:
2257:
2258:
2259: /* No more information from the sample is required now */
2260: /* Reads comments: lines beginning with '#' */
2261: while((c=getc(ficpar))=='#' && c!= EOF){
2262: ungetc(c,ficpar);
2263: fgets(line, MAXLINE, ficpar);
2264: puts(line);
2265: fputs(line,ficparo);
2266: }
2267: ungetc(c,ficpar);
2268:
2269: fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);
2270: printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);
2271: fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);
2272: /*--------- index.htm --------*/
2273:
2274: if((fichtm=fopen("index.htm","w"))==NULL) {
2275: printf("Problem with index.htm \n");goto end;
2276: }
2277:
2278: fprintf(fichtm,"<body><ul> Imach, Version 0.64a<hr> <li>Outputs files<br><br>\n
2279: - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n
2280: - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>
2281: - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>
2282: - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>
2283: - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>
2284: - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>
2285: - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>
2286: - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>
2287: - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%s</a> <br><br>",fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres);
2288:
2289: fprintf(fichtm," <li>Graphs</li>\n<p>");
2290:
2291: m=cptcovn;
2292: if (cptcovn < 1) {m=1;ncodemax[1]=1;}
2293:
2294: j1=0;
2295: for(k1=1; k1<=m;k1++){
2296: for(i1=1; i1<=ncodemax[k1];i1++){
2297: j1++;
2298: if (cptcovn > 0) {
2299: fprintf(fichtm,"<hr>************ Results for covariates");
2300: for (cpt=1; cpt<=cptcovn;cpt++)
2301: fprintf(fichtm," V%d=%d ",Tvar[cpt],nbcode[Tvar[cpt]][codtab[j1][cpt]]);
2302: fprintf(fichtm," ************\n<hr>");
2303: }
2304: fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>
2305: <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);
2306: for(cpt=1; cpt<nlstate;cpt++){
2307: fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>
2308: <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);
2309: }
2310: for(cpt=1; cpt<=nlstate;cpt++) {
2311: fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident
2312: interval) in state (%d): v%s%d%d.gif <br>
2313: <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);
2314: }
2315: for(cpt=1; cpt<=nlstate;cpt++) {
2316: fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>
2317: <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);
2318: }
2319: fprintf(fichtm,"\n<br>- Total life expectancy by age and
2320: health expectancies in states (1) and (2): e%s%d.gif<br>
2321: <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);
2322: fprintf(fichtm,"\n</body>");
2323: }
2324: }
2325: fclose(fichtm);
2326:
2327: /*--------------- Prevalence limit --------------*/
2328:
2329: strcpy(filerespl,"pl");
2330: strcat(filerespl,fileres);
2331: if((ficrespl=fopen(filerespl,"w"))==NULL) {
2332: printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;
2333: }
2334: printf("Computing prevalence limit: result on file '%s' \n", filerespl);
2335: fprintf(ficrespl,"#Prevalence limit\n");
2336: fprintf(ficrespl,"#Age ");
2337: for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);
2338: fprintf(ficrespl,"\n");
2339:
2340: prlim=matrix(1,nlstate,1,nlstate);
2341: pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
2342: oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
2343: newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
2344: savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
2345: oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
2346: k=0;
2347: agebase=agemin;
2348: agelim=agemax;
2349: ftolpl=1.e-10;
2350: i1=cptcovn;
2351: if (cptcovn < 1){i1=1;}
2352:
2353: for(cptcov=1;cptcov<=i1;cptcov++){
2354: for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
2355: k=k+1;
2356: /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/
2357: fprintf(ficrespl,"\n#****** ");
2358: for(j=1;j<=cptcovn;j++)
2359: fprintf(ficrespl,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);
2360: fprintf(ficrespl,"******\n");
2361:
2362: for (age=agebase; age<=agelim; age++){
2363: prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
2364: fprintf(ficrespl,"%.0f",age );
2365: for(i=1; i<=nlstate;i++)
2366: fprintf(ficrespl," %.5f", prlim[i][i]);
2367: fprintf(ficrespl,"\n");
2368: }
2369: }
2370: }
2371: fclose(ficrespl);
2372: /*------------- h Pij x at various ages ------------*/
2373:
2374: strcpy(filerespij,"pij"); strcat(filerespij,fileres);
2375: if((ficrespij=fopen(filerespij,"w"))==NULL) {
2376: printf("Problem with Pij resultfile: %s\n", filerespij);goto end;
2377: }
2378: printf("Computing pij: result on file '%s' \n", filerespij);
2379:
2380: stepsize=(int) (stepm+YEARM-1)/YEARM;
2381: if (stepm<=24) stepsize=2;
2382:
2383: agelim=AGESUP;
2384: hstepm=stepsize*YEARM; /* Every year of age */
2385: hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */
2386:
2387: k=0;
2388: for(cptcov=1;cptcov<=i1;cptcov++){
2389: for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
2390: k=k+1;
2391: fprintf(ficrespij,"\n#****** ");
2392: for(j=1;j<=cptcovn;j++)
2393: fprintf(ficrespij,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);
2394: fprintf(ficrespij,"******\n");
2395:
2396: for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */
2397: nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */
2398: nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
2399: p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
2400: oldm=oldms;savm=savms;
2401: hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);
2402: fprintf(ficrespij,"# Age");
2403: for(i=1; i<=nlstate;i++)
2404: for(j=1; j<=nlstate+ndeath;j++)
2405: fprintf(ficrespij," %1d-%1d",i,j);
2406: fprintf(ficrespij,"\n");
2407: for (h=0; h<=nhstepm; h++){
2408: fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );
2409: for(i=1; i<=nlstate;i++)
2410: for(j=1; j<=nlstate+ndeath;j++)
2411: fprintf(ficrespij," %.5f", p3mat[i][j][h]);
2412: fprintf(ficrespij,"\n");
2413: }
2414: free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
2415: fprintf(ficrespij,"\n");
2416: }
2417: }
2418: }
2419:
2420: fclose(ficrespij);
2421:
2422: /*---------- Health expectancies and variances ------------*/
2423:
2424: strcpy(filerest,"t");
2425: strcat(filerest,fileres);
2426: if((ficrest=fopen(filerest,"w"))==NULL) {
2427: printf("Problem with total LE resultfile: %s\n", filerest);goto end;
2428: }
2429: printf("Computing Total LEs with variances: file '%s' \n", filerest);
2430:
2431:
2432: strcpy(filerese,"e");
2433: strcat(filerese,fileres);
2434: if((ficreseij=fopen(filerese,"w"))==NULL) {
2435: printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
2436: }
2437: printf("Computing Health Expectancies: result on file '%s' \n", filerese);
2438:
2439: strcpy(fileresv,"v");
2440: strcat(fileresv,fileres);
2441: if((ficresvij=fopen(fileresv,"w"))==NULL) {
2442: printf("Problem with variance resultfile: %s\n", fileresv);exit(0);
2443: }
2444: printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
2445:
2446: k=0;
2447: for(cptcov=1;cptcov<=i1;cptcov++){
2448: for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
2449: k=k+1;
2450: fprintf(ficrest,"\n#****** ");
2451: for(j=1;j<=cptcovn;j++)
2452: fprintf(ficrest,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);
2453: fprintf(ficrest,"******\n");
2454:
2455: fprintf(ficreseij,"\n#****** ");
2456: for(j=1;j<=cptcovn;j++)
2457: fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);
2458: fprintf(ficreseij,"******\n");
2459:
2460: fprintf(ficresvij,"\n#****** ");
2461: for(j=1;j<=cptcovn;j++)
2462: fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);
2463: fprintf(ficresvij,"******\n");
2464:
2465: eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
2466: oldm=oldms;savm=savms;
2467: evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);
2468: vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
2469: oldm=oldms;savm=savms;
2470: varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);
2471:
2472: fprintf(ficrest,"#Total LEs with variances: e.. (std) ");
2473: for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);
2474: fprintf(ficrest,"\n");
2475:
2476: hf=1;
2477: if (stepm >= YEARM) hf=stepm/YEARM;
2478: epj=vector(1,nlstate+1);
2479: for(age=bage; age <=fage ;age++){
2480: prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
2481: fprintf(ficrest," %.0f",age);
2482: for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){
2483: for(i=1, epj[j]=0.;i <=nlstate;i++) {
2484: epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];
2485: }
2486: epj[nlstate+1] +=epj[j];
2487: }
2488: for(i=1, vepp=0.;i <=nlstate;i++)
2489: for(j=1;j <=nlstate;j++)
2490: vepp += vareij[i][j][(int)age];
2491: fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));
2492: for(j=1;j <=nlstate;j++){
2493: fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));
2494: }
2495: fprintf(ficrest,"\n");
2496: }
2497: }
2498: }
2499:
2500: fclose(ficreseij);
2501: fclose(ficresvij);
2502: fclose(ficrest);
2503: fclose(ficpar);
2504: free_vector(epj,1,nlstate+1);
2505: /* scanf("%d ",i); */
2506:
2507: /*------- Variance limit prevalence------*/
2508:
2509: strcpy(fileresvpl,"vpl");
2510: strcat(fileresvpl,fileres);
2511: if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
2512: printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);
2513: exit(0);
2514: }
2515: printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);
2516:
2517: k=0;
2518: for(cptcov=1;cptcov<=i1;cptcov++){
2519: for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
2520: k=k+1;
2521: fprintf(ficresvpl,"\n#****** ");
2522: for(j=1;j<=cptcovn;j++)
2523: fprintf(ficresvpl,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);
2524: fprintf(ficresvpl,"******\n");
2525:
2526: varpl=matrix(1,nlstate,(int) bage, (int) fage);
2527: oldm=oldms;savm=savms;
2528: varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);
2529: }
2530: }
2531:
2532: fclose(ficresvpl);
2533:
2534: /*---------- End : free ----------------*/
2535: free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
2536:
2537: free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);
2538: free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
2539:
2540:
2541: free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);
2542: free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);
2543: free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);
2544: free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);
2545:
2546: free_matrix(matcov,1,npar,1,npar);
2547: free_vector(delti,1,npar);
2548:
2549: free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);
2550:
2551: printf("End of Imach\n");
2552: /* gettimeofday(&end_time, (struct timezone*)0);*/ /* after time */
2553:
2554: /* printf("Total time was %d Sec. %d uSec.\n", end_time.tv_sec -start_time.tv_sec, end_time.tv_usec -start_time.tv_usec);*/
2555: /*printf("Total time was %d uSec.\n", total_usecs);*/
2556: /*------ End -----------*/
2557:
2558: end:
2559: #ifdef windows
2560: chdir(pathcd);
2561: #endif
2562: system("wgnuplot graph.plt");
2563:
2564: #ifdef windows
2565: while (z[0] != 'q') {
2566: chdir(pathcd);
2567: printf("\nType e to edit output files, c to start again, and q for exiting: ");
2568: scanf("%s",z);
2569: if (z[0] == 'c') system("./imach");
2570: else if (z[0] == 'e') {
2571: chdir(path);
2572: system("index.htm");
2573: }
2574: else if (z[0] == 'q') exit(0);
2575: }
2576: #endif
2577: }
2578:
2579:
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