File:  [Local Repository] / imach / src / imach.c
Revision 1.87: download - view: text, annotated - select for diffs
Wed Jun 18 12:26:01 2003 UTC (20 years, 11 months ago) by brouard
Branches: MAIN
CVS tags: HEAD
Version 0.96

    1: /* $Id: imach.c,v 1.87 2003/06/18 12:26:01 brouard Exp $
    2:   $State: Exp $
    3:   $Log: imach.c,v $
    4:   Revision 1.87  2003/06/18 12:26:01  brouard
    5:   Version 0.96
    6: 
    7:   Revision 1.86  2003/06/17 20:04:08  brouard
    8:   (Module): Change position of html and gnuplot routines and added
    9:   routine fileappend.
   10: 
   11:   Revision 1.85  2003/06/17 13:12:43  brouard
   12:   * imach.c (Repository): Check when date of death was earlier that
   13:   current date of interview. It may happen when the death was just
   14:   prior to the death. In this case, dh was negative and likelihood
   15:   was wrong (infinity). We still send an "Error" but patch by
   16:   assuming that the date of death was just one stepm after the
   17:   interview.
   18:   (Repository): Because some people have very long ID (first column)
   19:   we changed int to long in num[] and we added a new lvector for
   20:   memory allocation. But we also truncated to 8 characters (left
   21:   truncation)
   22:   (Repository): No more line truncation errors.
   23: 
   24:   Revision 1.84  2003/06/13 21:44:43  brouard
   25:   * imach.c (Repository): Replace "freqsummary" at a correct
   26:   place. It differs from routine "prevalence" which may be called
   27:   many times. Probs is memory consuming and must be used with
   28:   parcimony.
   29:   Version 0.95a3 (should output exactly the same maximization than 0.8a2)
   30: 
   31:   Revision 1.83  2003/06/10 13:39:11  lievre
   32:   *** empty log message ***
   33: 
   34:   Revision 1.82  2003/06/05 15:57:20  brouard
   35:   Add log in  imach.c and  fullversion number is now printed.
   36: 
   37: */
   38: /*
   39:    Interpolated Markov Chain
   40: 
   41:   Short summary of the programme:
   42:   
   43:   This program computes Healthy Life Expectancies from
   44:   cross-longitudinal data. Cross-longitudinal data consist in: -1- a
   45:   first survey ("cross") where individuals from different ages are
   46:   interviewed on their health status or degree of disability (in the
   47:   case of a health survey which is our main interest) -2- at least a
   48:   second wave of interviews ("longitudinal") which measure each change
   49:   (if any) in individual health status.  Health expectancies are
   50:   computed from the time spent in each health state according to a
   51:   model. More health states you consider, more time is necessary to reach the
   52:   Maximum Likelihood of the parameters involved in the model.  The
   53:   simplest model is the multinomial logistic model where pij is the
   54:   probability to be observed in state j at the second wave
   55:   conditional to be observed in state i at the first wave. Therefore
   56:   the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
   57:   'age' is age and 'sex' is a covariate. If you want to have a more
   58:   complex model than "constant and age", you should modify the program
   59:   where the markup *Covariates have to be included here again* invites
   60:   you to do it.  More covariates you add, slower the
   61:   convergence.
   62: 
   63:   The advantage of this computer programme, compared to a simple
   64:   multinomial logistic model, is clear when the delay between waves is not
   65:   identical for each individual. Also, if a individual missed an
   66:   intermediate interview, the information is lost, but taken into
   67:   account using an interpolation or extrapolation.  
   68: 
   69:   hPijx is the probability to be observed in state i at age x+h
   70:   conditional to the observed state i at age x. The delay 'h' can be
   71:   split into an exact number (nh*stepm) of unobserved intermediate
   72:   states. This elementary transition (by month, quarter,
   73:   semester or year) is modelled as a multinomial logistic.  The hPx
   74:   matrix is simply the matrix product of nh*stepm elementary matrices
   75:   and the contribution of each individual to the likelihood is simply
   76:   hPijx.
   77: 
   78:   Also this programme outputs the covariance matrix of the parameters but also
   79:   of the life expectancies. It also computes the stable prevalence. 
   80:   
   81:   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
   82:            Institut national d'études démographiques, Paris.
   83:   This software have been partly granted by Euro-REVES, a concerted action
   84:   from the European Union.
   85:   It is copyrighted identically to a GNU software product, ie programme and
   86:   software can be distributed freely for non commercial use. Latest version
   87:   can be accessed at http://euroreves.ined.fr/imach .
   88: 
   89:   Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
   90:   or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
   91:   
   92:   **********************************************************************/
   93: /*
   94:   main
   95:   read parameterfile
   96:   read datafile
   97:   concatwav
   98:   freqsummary
   99:   if (mle >= 1)
  100:     mlikeli
  101:   print results files
  102:   if mle==1 
  103:      computes hessian
  104:   read end of parameter file: agemin, agemax, bage, fage, estepm
  105:       begin-prev-date,...
  106:   open gnuplot file
  107:   open html file
  108:   stable prevalence
  109:    for age prevalim()
  110:   h Pij x
  111:   variance of p varprob
  112:   forecasting if prevfcast==1 prevforecast call prevalence()
  113:   health expectancies
  114:   Variance-covariance of DFLE
  115:   prevalence()
  116:    movingaverage()
  117:   varevsij() 
  118:   if popbased==1 varevsij(,popbased)
  119:   total life expectancies
  120:   Variance of stable prevalence
  121:  end
  122: */
  123: 
  124: 
  125: 
  126:  
  127: #include <math.h>
  128: #include <stdio.h>
  129: #include <stdlib.h>
  130: #include <unistd.h>
  131: 
  132: #include <sys/time.h>
  133: #include <time.h>
  134: #include "timeval.h"
  135: 
  136: #define MAXLINE 256
  137: #define GNUPLOTPROGRAM "gnuplot"
  138: /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
  139: #define FILENAMELENGTH 132
  140: /*#define DEBUG*/
  141: /*#define windows*/
  142: #define	GLOCK_ERROR_NOPATH		-1	/* empty path */
  143: #define	GLOCK_ERROR_GETCWD		-2	/* cannot get cwd */
  144: 
  145: #define MAXPARM 30 /* Maximum number of parameters for the optimization */
  146: #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
  147: 
  148: #define NINTERVMAX 8
  149: #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
  150: #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
  151: #define NCOVMAX 8 /* Maximum number of covariates */
  152: #define MAXN 20000
  153: #define YEARM 12. /* Number of months per year */
  154: #define AGESUP 130
  155: #define AGEBASE 40
  156: #ifdef unix
  157: #define DIRSEPARATOR '/'
  158: #define ODIRSEPARATOR '\\'
  159: #else
  160: #define DIRSEPARATOR '\\'
  161: #define ODIRSEPARATOR '/'
  162: #endif
  163: 
  164: /* $Id: imach.c,v 1.87 2003/06/18 12:26:01 brouard Exp $ */
  165: /* $State: Exp $ */
  166: 
  167: char version[]="Imach version 0.96, June 2003, INED-EUROREVES ";
  168: char fullversion[]="$Revision: 1.87 $ $Date: 2003/06/18 12:26:01 $"; 
  169: int erreur; /* Error number */
  170: int nvar;
  171: int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
  172: int npar=NPARMAX;
  173: int nlstate=2; /* Number of live states */
  174: int ndeath=1; /* Number of dead states */
  175: int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
  176: int popbased=0;
  177: 
  178: int *wav; /* Number of waves for this individuual 0 is possible */
  179: int maxwav; /* Maxim number of waves */
  180: int jmin, jmax; /* min, max spacing between 2 waves */
  181: int gipmx, gsw; /* Global variables on the number of contributions 
  182: 		   to the likelihood and the sum of weights (done by funcone)*/
  183: int mle, weightopt;
  184: int **mw; /* mw[mi][i] is number of the mi wave for this individual */
  185: int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
  186: int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
  187: 	   * wave mi and wave mi+1 is not an exact multiple of stepm. */
  188: double jmean; /* Mean space between 2 waves */
  189: double **oldm, **newm, **savm; /* Working pointers to matrices */
  190: double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
  191: FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
  192: FILE *ficlog, *ficrespow;
  193: int globpr; /* Global variable for printing or not */
  194: double fretone; /* Only one call to likelihood */
  195: long ipmx; /* Number of contributions */
  196: double sw; /* Sum of weights */
  197: char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */
  198: FILE *ficresilk;
  199: FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
  200: FILE *ficresprobmorprev;
  201: FILE *fichtm; /* Html File */
  202: FILE *ficreseij;
  203: char filerese[FILENAMELENGTH];
  204: FILE  *ficresvij;
  205: char fileresv[FILENAMELENGTH];
  206: FILE  *ficresvpl;
  207: char fileresvpl[FILENAMELENGTH];
  208: char title[MAXLINE];
  209: char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
  210: char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
  211: 
  212: char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
  213: char filelog[FILENAMELENGTH]; /* Log file */
  214: char filerest[FILENAMELENGTH];
  215: char fileregp[FILENAMELENGTH];
  216: char popfile[FILENAMELENGTH];
  217: 
  218: char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];
  219: 
  220: #define NR_END 1
  221: #define FREE_ARG char*
  222: #define FTOL 1.0e-10
  223: 
  224: #define NRANSI 
  225: #define ITMAX 200 
  226: 
  227: #define TOL 2.0e-4 
  228: 
  229: #define CGOLD 0.3819660 
  230: #define ZEPS 1.0e-10 
  231: #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
  232: 
  233: #define GOLD 1.618034 
  234: #define GLIMIT 100.0 
  235: #define TINY 1.0e-20 
  236: 
  237: static double maxarg1,maxarg2;
  238: #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
  239: #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
  240:   
  241: #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
  242: #define rint(a) floor(a+0.5)
  243: 
  244: static double sqrarg;
  245: #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
  246: #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
  247: 
  248: int imx; 
  249: int stepm;
  250: /* Stepm, step in month: minimum step interpolation*/
  251: 
  252: int estepm;
  253: /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
  254: 
  255: int m,nb;
  256: long *num;
  257: int firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;
  258: double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
  259: double **pmmij, ***probs;
  260: double dateintmean=0;
  261: 
  262: double *weight;
  263: int **s; /* Status */
  264: double *agedc, **covar, idx;
  265: int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
  266: 
  267: double ftol=FTOL; /* Tolerance for computing Max Likelihood */
  268: double ftolhess; /* Tolerance for computing hessian */
  269: 
  270: /**************** split *************************/
  271: static	int split( char *path, char *dirc, char *name, char *ext, char *finame )
  272: {
  273:   char	*ss;				/* pointer */
  274:   int	l1, l2;				/* length counters */
  275: 
  276:   l1 = strlen(path );			/* length of path */
  277:   if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
  278:   ss= strrchr( path, DIRSEPARATOR );		/* find last / */
  279:   if ( ss == NULL ) {			/* no directory, so use current */
  280:     /*if(strrchr(path, ODIRSEPARATOR )==NULL)
  281:       printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
  282:     /* get current working directory */
  283:     /*    extern  char* getcwd ( char *buf , int len);*/
  284:     if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
  285:       return( GLOCK_ERROR_GETCWD );
  286:     }
  287:     strcpy( name, path );		/* we've got it */
  288:   } else {				/* strip direcotry from path */
  289:     ss++;				/* after this, the filename */
  290:     l2 = strlen( ss );			/* length of filename */
  291:     if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
  292:     strcpy( name, ss );		/* save file name */
  293:     strncpy( dirc, path, l1 - l2 );	/* now the directory */
  294:     dirc[l1-l2] = 0;			/* add zero */
  295:   }
  296:   l1 = strlen( dirc );			/* length of directory */
  297:   /*#ifdef windows
  298:   if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
  299: #else
  300:   if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
  301: #endif
  302:   */
  303:   ss = strrchr( name, '.' );		/* find last / */
  304:   ss++;
  305:   strcpy(ext,ss);			/* save extension */
  306:   l1= strlen( name);
  307:   l2= strlen(ss)+1;
  308:   strncpy( finame, name, l1-l2);
  309:   finame[l1-l2]= 0;
  310:   return( 0 );				/* we're done */
  311: }
  312: 
  313: 
  314: /******************************************/
  315: 
  316: void replace(char *s, char*t)
  317: {
  318:   int i;
  319:   int lg=20;
  320:   i=0;
  321:   lg=strlen(t);
  322:   for(i=0; i<= lg; i++) {
  323:     (s[i] = t[i]);
  324:     if (t[i]== '\\') s[i]='/';
  325:   }
  326: }
  327: 
  328: int nbocc(char *s, char occ)
  329: {
  330:   int i,j=0;
  331:   int lg=20;
  332:   i=0;
  333:   lg=strlen(s);
  334:   for(i=0; i<= lg; i++) {
  335:   if  (s[i] == occ ) j++;
  336:   }
  337:   return j;
  338: }
  339: 
  340: void cutv(char *u,char *v, char*t, char occ)
  341: {
  342:   /* cuts string t into u and v where u is ended by char occ excluding it
  343:      and v is after occ excluding it too : ex cutv(u,v,"abcdef2ghi2j",2)
  344:      gives u="abcedf" and v="ghi2j" */
  345:   int i,lg,j,p=0;
  346:   i=0;
  347:   for(j=0; j<=strlen(t)-1; j++) {
  348:     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
  349:   }
  350: 
  351:   lg=strlen(t);
  352:   for(j=0; j<p; j++) {
  353:     (u[j] = t[j]);
  354:   }
  355:      u[p]='\0';
  356: 
  357:    for(j=0; j<= lg; j++) {
  358:     if (j>=(p+1))(v[j-p-1] = t[j]);
  359:   }
  360: }
  361: 
  362: /********************** nrerror ********************/
  363: 
  364: void nrerror(char error_text[])
  365: {
  366:   fprintf(stderr,"ERREUR ...\n");
  367:   fprintf(stderr,"%s\n",error_text);
  368:   exit(EXIT_FAILURE);
  369: }
  370: /*********************** vector *******************/
  371: double *vector(int nl, int nh)
  372: {
  373:   double *v;
  374:   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
  375:   if (!v) nrerror("allocation failure in vector");
  376:   return v-nl+NR_END;
  377: }
  378: 
  379: /************************ free vector ******************/
  380: void free_vector(double*v, int nl, int nh)
  381: {
  382:   free((FREE_ARG)(v+nl-NR_END));
  383: }
  384: 
  385: /************************ivector *******************************/
  386: int *ivector(long nl,long nh)
  387: {
  388:   int *v;
  389:   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
  390:   if (!v) nrerror("allocation failure in ivector");
  391:   return v-nl+NR_END;
  392: }
  393: 
  394: /******************free ivector **************************/
  395: void free_ivector(int *v, long nl, long nh)
  396: {
  397:   free((FREE_ARG)(v+nl-NR_END));
  398: }
  399: 
  400: /************************lvector *******************************/
  401: long *lvector(long nl,long nh)
  402: {
  403:   long *v;
  404:   v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long)));
  405:   if (!v) nrerror("allocation failure in ivector");
  406:   return v-nl+NR_END;
  407: }
  408: 
  409: /******************free lvector **************************/
  410: void free_lvector(long *v, long nl, long nh)
  411: {
  412:   free((FREE_ARG)(v+nl-NR_END));
  413: }
  414: 
  415: /******************* imatrix *******************************/
  416: int **imatrix(long nrl, long nrh, long ncl, long nch) 
  417:      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
  418: { 
  419:   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
  420:   int **m; 
  421:   
  422:   /* allocate pointers to rows */ 
  423:   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
  424:   if (!m) nrerror("allocation failure 1 in matrix()"); 
  425:   m += NR_END; 
  426:   m -= nrl; 
  427:   
  428:   
  429:   /* allocate rows and set pointers to them */ 
  430:   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
  431:   if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
  432:   m[nrl] += NR_END; 
  433:   m[nrl] -= ncl; 
  434:   
  435:   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
  436:   
  437:   /* return pointer to array of pointers to rows */ 
  438:   return m; 
  439: } 
  440: 
  441: /****************** free_imatrix *************************/
  442: void free_imatrix(m,nrl,nrh,ncl,nch)
  443:       int **m;
  444:       long nch,ncl,nrh,nrl; 
  445:      /* free an int matrix allocated by imatrix() */ 
  446: { 
  447:   free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
  448:   free((FREE_ARG) (m+nrl-NR_END)); 
  449: } 
  450: 
  451: /******************* matrix *******************************/
  452: double **matrix(long nrl, long nrh, long ncl, long nch)
  453: {
  454:   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
  455:   double **m;
  456: 
  457:   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
  458:   if (!m) nrerror("allocation failure 1 in matrix()");
  459:   m += NR_END;
  460:   m -= nrl;
  461: 
  462:   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
  463:   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
  464:   m[nrl] += NR_END;
  465:   m[nrl] -= ncl;
  466: 
  467:   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
  468:   return m;
  469:   /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) 
  470:    */
  471: }
  472: 
  473: /*************************free matrix ************************/
  474: void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
  475: {
  476:   free((FREE_ARG)(m[nrl]+ncl-NR_END));
  477:   free((FREE_ARG)(m+nrl-NR_END));
  478: }
  479: 
  480: /******************* ma3x *******************************/
  481: double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
  482: {
  483:   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
  484:   double ***m;
  485: 
  486:   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
  487:   if (!m) nrerror("allocation failure 1 in matrix()");
  488:   m += NR_END;
  489:   m -= nrl;
  490: 
  491:   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
  492:   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
  493:   m[nrl] += NR_END;
  494:   m[nrl] -= ncl;
  495: 
  496:   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
  497: 
  498:   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
  499:   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
  500:   m[nrl][ncl] += NR_END;
  501:   m[nrl][ncl] -= nll;
  502:   for (j=ncl+1; j<=nch; j++) 
  503:     m[nrl][j]=m[nrl][j-1]+nlay;
  504:   
  505:   for (i=nrl+1; i<=nrh; i++) {
  506:     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
  507:     for (j=ncl+1; j<=nch; j++) 
  508:       m[i][j]=m[i][j-1]+nlay;
  509:   }
  510:   return m; 
  511:   /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
  512:            &(m[i][j][k]) <=> *((*(m+i) + j)+k)
  513:   */
  514: }
  515: 
  516: /*************************free ma3x ************************/
  517: void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
  518: {
  519:   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
  520:   free((FREE_ARG)(m[nrl]+ncl-NR_END));
  521:   free((FREE_ARG)(m+nrl-NR_END));
  522: }
  523: 
  524: /***************** f1dim *************************/
  525: extern int ncom; 
  526: extern double *pcom,*xicom;
  527: extern double (*nrfunc)(double []); 
  528:  
  529: double f1dim(double x) 
  530: { 
  531:   int j; 
  532:   double f;
  533:   double *xt; 
  534:  
  535:   xt=vector(1,ncom); 
  536:   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
  537:   f=(*nrfunc)(xt); 
  538:   free_vector(xt,1,ncom); 
  539:   return f; 
  540: } 
  541: 
  542: /*****************brent *************************/
  543: double brent(double ax, double bx, double cx, double (*f)(double), double tol, 	double *xmin) 
  544: { 
  545:   int iter; 
  546:   double a,b,d,etemp;
  547:   double fu,fv,fw,fx;
  548:   double ftemp;
  549:   double p,q,r,tol1,tol2,u,v,w,x,xm; 
  550:   double e=0.0; 
  551:  
  552:   a=(ax < cx ? ax : cx); 
  553:   b=(ax > cx ? ax : cx); 
  554:   x=w=v=bx; 
  555:   fw=fv=fx=(*f)(x); 
  556:   for (iter=1;iter<=ITMAX;iter++) { 
  557:     xm=0.5*(a+b); 
  558:     tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
  559:     /*		if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
  560:     printf(".");fflush(stdout);
  561:     fprintf(ficlog,".");fflush(ficlog);
  562: #ifdef DEBUG
  563:     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);
  564:     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);
  565:     /*		if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
  566: #endif
  567:     if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
  568:       *xmin=x; 
  569:       return fx; 
  570:     } 
  571:     ftemp=fu;
  572:     if (fabs(e) > tol1) { 
  573:       r=(x-w)*(fx-fv); 
  574:       q=(x-v)*(fx-fw); 
  575:       p=(x-v)*q-(x-w)*r; 
  576:       q=2.0*(q-r); 
  577:       if (q > 0.0) p = -p; 
  578:       q=fabs(q); 
  579:       etemp=e; 
  580:       e=d; 
  581:       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
  582: 	d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
  583:       else { 
  584: 	d=p/q; 
  585: 	u=x+d; 
  586: 	if (u-a < tol2 || b-u < tol2) 
  587: 	  d=SIGN(tol1,xm-x); 
  588:       } 
  589:     } else { 
  590:       d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
  591:     } 
  592:     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
  593:     fu=(*f)(u); 
  594:     if (fu <= fx) { 
  595:       if (u >= x) a=x; else b=x; 
  596:       SHFT(v,w,x,u) 
  597: 	SHFT(fv,fw,fx,fu) 
  598: 	} else { 
  599: 	  if (u < x) a=u; else b=u; 
  600: 	  if (fu <= fw || w == x) { 
  601: 	    v=w; 
  602: 	    w=u; 
  603: 	    fv=fw; 
  604: 	    fw=fu; 
  605: 	  } else if (fu <= fv || v == x || v == w) { 
  606: 	    v=u; 
  607: 	    fv=fu; 
  608: 	  } 
  609: 	} 
  610:   } 
  611:   nrerror("Too many iterations in brent"); 
  612:   *xmin=x; 
  613:   return fx; 
  614: } 
  615: 
  616: /****************** mnbrak ***********************/
  617: 
  618: void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
  619: 	    double (*func)(double)) 
  620: { 
  621:   double ulim,u,r,q, dum;
  622:   double fu; 
  623:  
  624:   *fa=(*func)(*ax); 
  625:   *fb=(*func)(*bx); 
  626:   if (*fb > *fa) { 
  627:     SHFT(dum,*ax,*bx,dum) 
  628:       SHFT(dum,*fb,*fa,dum) 
  629:       } 
  630:   *cx=(*bx)+GOLD*(*bx-*ax); 
  631:   *fc=(*func)(*cx); 
  632:   while (*fb > *fc) { 
  633:     r=(*bx-*ax)*(*fb-*fc); 
  634:     q=(*bx-*cx)*(*fb-*fa); 
  635:     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
  636:       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
  637:     ulim=(*bx)+GLIMIT*(*cx-*bx); 
  638:     if ((*bx-u)*(u-*cx) > 0.0) { 
  639:       fu=(*func)(u); 
  640:     } else if ((*cx-u)*(u-ulim) > 0.0) { 
  641:       fu=(*func)(u); 
  642:       if (fu < *fc) { 
  643: 	SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
  644: 	  SHFT(*fb,*fc,fu,(*func)(u)) 
  645: 	  } 
  646:     } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
  647:       u=ulim; 
  648:       fu=(*func)(u); 
  649:     } else { 
  650:       u=(*cx)+GOLD*(*cx-*bx); 
  651:       fu=(*func)(u); 
  652:     } 
  653:     SHFT(*ax,*bx,*cx,u) 
  654:       SHFT(*fa,*fb,*fc,fu) 
  655:       } 
  656: } 
  657: 
  658: /*************** linmin ************************/
  659: 
  660: int ncom; 
  661: double *pcom,*xicom;
  662: double (*nrfunc)(double []); 
  663:  
  664: void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
  665: { 
  666:   double brent(double ax, double bx, double cx, 
  667: 	       double (*f)(double), double tol, double *xmin); 
  668:   double f1dim(double x); 
  669:   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
  670: 	      double *fc, double (*func)(double)); 
  671:   int j; 
  672:   double xx,xmin,bx,ax; 
  673:   double fx,fb,fa;
  674:  
  675:   ncom=n; 
  676:   pcom=vector(1,n); 
  677:   xicom=vector(1,n); 
  678:   nrfunc=func; 
  679:   for (j=1;j<=n;j++) { 
  680:     pcom[j]=p[j]; 
  681:     xicom[j]=xi[j]; 
  682:   } 
  683:   ax=0.0; 
  684:   xx=1.0; 
  685:   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
  686:   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
  687: #ifdef DEBUG
  688:   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
  689:   fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
  690: #endif
  691:   for (j=1;j<=n;j++) { 
  692:     xi[j] *= xmin; 
  693:     p[j] += xi[j]; 
  694:   } 
  695:   free_vector(xicom,1,n); 
  696:   free_vector(pcom,1,n); 
  697: } 
  698: 
  699: /*************** powell ************************/
  700: void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
  701: 	    double (*func)(double [])) 
  702: { 
  703:   void linmin(double p[], double xi[], int n, double *fret, 
  704: 	      double (*func)(double [])); 
  705:   int i,ibig,j; 
  706:   double del,t,*pt,*ptt,*xit;
  707:   double fp,fptt;
  708:   double *xits;
  709:   pt=vector(1,n); 
  710:   ptt=vector(1,n); 
  711:   xit=vector(1,n); 
  712:   xits=vector(1,n); 
  713:   *fret=(*func)(p); 
  714:   for (j=1;j<=n;j++) pt[j]=p[j]; 
  715:   for (*iter=1;;++(*iter)) { 
  716:     fp=(*fret); 
  717:     ibig=0; 
  718:     del=0.0; 
  719:     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
  720:     fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
  721:     fprintf(ficrespow,"%d %.12f",*iter,*fret);
  722:     for (i=1;i<=n;i++) {
  723:       printf(" %d %.12f",i, p[i]);
  724:       fprintf(ficlog," %d %.12lf",i, p[i]);
  725:       fprintf(ficrespow," %.12lf", p[i]);
  726:     }
  727:     printf("\n");
  728:     fprintf(ficlog,"\n");
  729:     fprintf(ficrespow,"\n");
  730:     for (i=1;i<=n;i++) { 
  731:       for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
  732:       fptt=(*fret); 
  733: #ifdef DEBUG
  734:       printf("fret=%lf \n",*fret);
  735:       fprintf(ficlog,"fret=%lf \n",*fret);
  736: #endif
  737:       printf("%d",i);fflush(stdout);
  738:       fprintf(ficlog,"%d",i);fflush(ficlog);
  739:       linmin(p,xit,n,fret,func); 
  740:       if (fabs(fptt-(*fret)) > del) { 
  741: 	del=fabs(fptt-(*fret)); 
  742: 	ibig=i; 
  743:       } 
  744: #ifdef DEBUG
  745:       printf("%d %.12e",i,(*fret));
  746:       fprintf(ficlog,"%d %.12e",i,(*fret));
  747:       for (j=1;j<=n;j++) {
  748: 	xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
  749: 	printf(" x(%d)=%.12e",j,xit[j]);
  750: 	fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
  751:       }
  752:       for(j=1;j<=n;j++) {
  753: 	printf(" p=%.12e",p[j]);
  754: 	fprintf(ficlog," p=%.12e",p[j]);
  755:       }
  756:       printf("\n");
  757:       fprintf(ficlog,"\n");
  758: #endif
  759:     } 
  760:     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
  761: #ifdef DEBUG
  762:       int k[2],l;
  763:       k[0]=1;
  764:       k[1]=-1;
  765:       printf("Max: %.12e",(*func)(p));
  766:       fprintf(ficlog,"Max: %.12e",(*func)(p));
  767:       for (j=1;j<=n;j++) {
  768: 	printf(" %.12e",p[j]);
  769: 	fprintf(ficlog," %.12e",p[j]);
  770:       }
  771:       printf("\n");
  772:       fprintf(ficlog,"\n");
  773:       for(l=0;l<=1;l++) {
  774: 	for (j=1;j<=n;j++) {
  775: 	  ptt[j]=p[j]+(p[j]-pt[j])*k[l];
  776: 	  printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
  777: 	  fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
  778: 	}
  779: 	printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
  780: 	fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
  781:       }
  782: #endif
  783: 
  784: 
  785:       free_vector(xit,1,n); 
  786:       free_vector(xits,1,n); 
  787:       free_vector(ptt,1,n); 
  788:       free_vector(pt,1,n); 
  789:       return; 
  790:     } 
  791:     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
  792:     for (j=1;j<=n;j++) { 
  793:       ptt[j]=2.0*p[j]-pt[j]; 
  794:       xit[j]=p[j]-pt[j]; 
  795:       pt[j]=p[j]; 
  796:     } 
  797:     fptt=(*func)(ptt); 
  798:     if (fptt < fp) { 
  799:       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
  800:       if (t < 0.0) { 
  801: 	linmin(p,xit,n,fret,func); 
  802: 	for (j=1;j<=n;j++) { 
  803: 	  xi[j][ibig]=xi[j][n]; 
  804: 	  xi[j][n]=xit[j]; 
  805: 	}
  806: #ifdef DEBUG
  807: 	printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
  808: 	fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
  809: 	for(j=1;j<=n;j++){
  810: 	  printf(" %.12e",xit[j]);
  811: 	  fprintf(ficlog," %.12e",xit[j]);
  812: 	}
  813: 	printf("\n");
  814: 	fprintf(ficlog,"\n");
  815: #endif
  816:       }
  817:     } 
  818:   } 
  819: } 
  820: 
  821: /**** Prevalence limit (stable prevalence)  ****************/
  822: 
  823: double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
  824: {
  825:   /* Computes the prevalence limit in each live state at age x by left multiplying the unit
  826:      matrix by transitions matrix until convergence is reached */
  827: 
  828:   int i, ii,j,k;
  829:   double min, max, maxmin, maxmax,sumnew=0.;
  830:   double **matprod2();
  831:   double **out, cov[NCOVMAX], **pmij();
  832:   double **newm;
  833:   double agefin, delaymax=50 ; /* Max number of years to converge */
  834: 
  835:   for (ii=1;ii<=nlstate+ndeath;ii++)
  836:     for (j=1;j<=nlstate+ndeath;j++){
  837:       oldm[ii][j]=(ii==j ? 1.0 : 0.0);
  838:     }
  839: 
  840:    cov[1]=1.;
  841:  
  842:  /* Even if hstepm = 1, at least one multiplication by the unit matrix */
  843:   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
  844:     newm=savm;
  845:     /* Covariates have to be included here again */
  846:      cov[2]=agefin;
  847:   
  848:       for (k=1; k<=cptcovn;k++) {
  849: 	cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
  850: 	/*	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]]);*/
  851:       }
  852:       for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
  853:       for (k=1; k<=cptcovprod;k++)
  854: 	cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
  855: 
  856:       /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
  857:       /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
  858:       /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
  859:     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
  860: 
  861:     savm=oldm;
  862:     oldm=newm;
  863:     maxmax=0.;
  864:     for(j=1;j<=nlstate;j++){
  865:       min=1.;
  866:       max=0.;
  867:       for(i=1; i<=nlstate; i++) {
  868: 	sumnew=0;
  869: 	for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
  870: 	prlim[i][j]= newm[i][j]/(1-sumnew);
  871: 	max=FMAX(max,prlim[i][j]);
  872: 	min=FMIN(min,prlim[i][j]);
  873:       }
  874:       maxmin=max-min;
  875:       maxmax=FMAX(maxmax,maxmin);
  876:     }
  877:     if(maxmax < ftolpl){
  878:       return prlim;
  879:     }
  880:   }
  881: }
  882: 
  883: /*************** transition probabilities ***************/ 
  884: 
  885: double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
  886: {
  887:   double s1, s2;
  888:   /*double t34;*/
  889:   int i,j,j1, nc, ii, jj;
  890: 
  891:     for(i=1; i<= nlstate; i++){
  892:     for(j=1; j<i;j++){
  893:       for (nc=1, s2=0.;nc <=ncovmodel; nc++){
  894: 	/*s2 += param[i][j][nc]*cov[nc];*/
  895: 	s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
  896: 	/*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/
  897:       }
  898:       ps[i][j]=s2;
  899:       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
  900:     }
  901:     for(j=i+1; j<=nlstate+ndeath;j++){
  902:       for (nc=1, s2=0.;nc <=ncovmodel; nc++){
  903: 	s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
  904: 	/*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
  905:       }
  906:       ps[i][j]=s2;
  907:     }
  908:   }
  909:     /*ps[3][2]=1;*/
  910: 
  911:   for(i=1; i<= nlstate; i++){
  912:      s1=0;
  913:     for(j=1; j<i; j++)
  914:       s1+=exp(ps[i][j]);
  915:     for(j=i+1; j<=nlstate+ndeath; j++)
  916:       s1+=exp(ps[i][j]);
  917:     ps[i][i]=1./(s1+1.);
  918:     for(j=1; j<i; j++)
  919:       ps[i][j]= exp(ps[i][j])*ps[i][i];
  920:     for(j=i+1; j<=nlstate+ndeath; j++)
  921:       ps[i][j]= exp(ps[i][j])*ps[i][i];
  922:     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
  923:   } /* end i */
  924: 
  925:   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
  926:     for(jj=1; jj<= nlstate+ndeath; jj++){
  927:       ps[ii][jj]=0;
  928:       ps[ii][ii]=1;
  929:     }
  930:   }
  931: 
  932: 
  933:   /*   for(ii=1; ii<= nlstate+ndeath; ii++){
  934:     for(jj=1; jj<= nlstate+ndeath; jj++){
  935:      printf("%lf ",ps[ii][jj]);
  936:    }
  937:     printf("\n ");
  938:     }
  939:     printf("\n ");printf("%lf ",cov[2]);*/
  940: /*
  941:   for(i=1; i<= npar; i++) printf("%f ",x[i]);
  942:   goto end;*/
  943:     return ps;
  944: }
  945: 
  946: /**************** Product of 2 matrices ******************/
  947: 
  948: double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
  949: {
  950:   /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
  951:      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
  952:   /* in, b, out are matrice of pointers which should have been initialized 
  953:      before: only the contents of out is modified. The function returns
  954:      a pointer to pointers identical to out */
  955:   long i, j, k;
  956:   for(i=nrl; i<= nrh; i++)
  957:     for(k=ncolol; k<=ncoloh; k++)
  958:       for(j=ncl,out[i][k]=0.; j<=nch; j++)
  959: 	out[i][k] +=in[i][j]*b[j][k];
  960: 
  961:   return out;
  962: }
  963: 
  964: 
  965: /************* Higher Matrix Product ***************/
  966: 
  967: double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
  968: {
  969:   /* Computes the transition matrix starting at age 'age' over 
  970:      'nhstepm*hstepm*stepm' months (i.e. until
  971:      age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
  972:      nhstepm*hstepm matrices. 
  973:      Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
  974:      (typically every 2 years instead of every month which is too big 
  975:      for the memory).
  976:      Model is determined by parameters x and covariates have to be 
  977:      included manually here. 
  978: 
  979:      */
  980: 
  981:   int i, j, d, h, k;
  982:   double **out, cov[NCOVMAX];
  983:   double **newm;
  984: 
  985:   /* Hstepm could be zero and should return the unit matrix */
  986:   for (i=1;i<=nlstate+ndeath;i++)
  987:     for (j=1;j<=nlstate+ndeath;j++){
  988:       oldm[i][j]=(i==j ? 1.0 : 0.0);
  989:       po[i][j][0]=(i==j ? 1.0 : 0.0);
  990:     }
  991:   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
  992:   for(h=1; h <=nhstepm; h++){
  993:     for(d=1; d <=hstepm; d++){
  994:       newm=savm;
  995:       /* Covariates have to be included here again */
  996:       cov[1]=1.;
  997:       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
  998:       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
  999:       for (k=1; k<=cptcovage;k++)
 1000: 	cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
 1001:       for (k=1; k<=cptcovprod;k++)
 1002: 	cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
 1003: 
 1004: 
 1005:       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
 1006:       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
 1007:       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
 1008: 		   pmij(pmmij,cov,ncovmodel,x,nlstate));
 1009:       savm=oldm;
 1010:       oldm=newm;
 1011:     }
 1012:     for(i=1; i<=nlstate+ndeath; i++)
 1013:       for(j=1;j<=nlstate+ndeath;j++) {
 1014: 	po[i][j][h]=newm[i][j];
 1015: 	/*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
 1016: 	 */
 1017:       }
 1018:   } /* end h */
 1019:   return po;
 1020: }
 1021: 
 1022: 
 1023: /*************** log-likelihood *************/
 1024: double func( double *x)
 1025: {
 1026:   int i, ii, j, k, mi, d, kk;
 1027:   double l, ll[NLSTATEMAX], cov[NCOVMAX];
 1028:   double **out;
 1029:   double sw; /* Sum of weights */
 1030:   double lli; /* Individual log likelihood */
 1031:   int s1, s2;
 1032:   double bbh, survp;
 1033:   long ipmx;
 1034:   /*extern weight */
 1035:   /* We are differentiating ll according to initial status */
 1036:   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
 1037:   /*for(i=1;i<imx;i++) 
 1038:     printf(" %d\n",s[4][i]);
 1039:   */
 1040:   cov[1]=1.;
 1041: 
 1042:   for(k=1; k<=nlstate; k++) ll[k]=0.;
 1043: 
 1044:   if(mle==1){
 1045:     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1046:       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 1047:       for(mi=1; mi<= wav[i]-1; mi++){
 1048: 	for (ii=1;ii<=nlstate+ndeath;ii++)
 1049: 	  for (j=1;j<=nlstate+ndeath;j++){
 1050: 	    oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1051: 	    savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1052: 	  }
 1053: 	for(d=0; d<dh[mi][i]; d++){
 1054: 	  newm=savm;
 1055: 	  cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1056: 	  for (kk=1; kk<=cptcovage;kk++) {
 1057: 	    cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 1058: 	  }
 1059: 	  out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1060: 		       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1061: 	  savm=oldm;
 1062: 	  oldm=newm;
 1063: 	} /* end mult */
 1064:       
 1065: 	/*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
 1066: 	/* But now since version 0.9 we anticipate for bias and large stepm.
 1067: 	 * If stepm is larger than one month (smallest stepm) and if the exact delay 
 1068: 	 * (in months) between two waves is not a multiple of stepm, we rounded to 
 1069: 	 * the nearest (and in case of equal distance, to the lowest) interval but now
 1070: 	 * we keep into memory the bias bh[mi][i] and also the previous matrix product
 1071: 	 * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
 1072: 	 * probability in order to take into account the bias as a fraction of the way
 1073: 	 * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
 1074: 	 * -stepm/2 to stepm/2 .
 1075: 	 * For stepm=1 the results are the same as for previous versions of Imach.
 1076: 	 * For stepm > 1 the results are less biased than in previous versions. 
 1077: 	 */
 1078: 	s1=s[mw[mi][i]][i];
 1079: 	s2=s[mw[mi+1][i]][i];
 1080: 	bbh=(double)bh[mi][i]/(double)stepm; 
 1081: 	/* bias is positive if real duration
 1082: 	 * is higher than the multiple of stepm and negative otherwise.
 1083: 	 */
 1084: 	/* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
 1085: 	if( s2 > nlstate){ 
 1086: 	  /* i.e. if s2 is a death state and if the date of death is known then the contribution
 1087: 	     to the likelihood is the probability to die between last step unit time and current 
 1088: 	     step unit time, which is also the differences between probability to die before dh 
 1089: 	     and probability to die before dh-stepm . 
 1090: 	     In version up to 0.92 likelihood was computed
 1091: 	as if date of death was unknown. Death was treated as any other
 1092: 	health state: the date of the interview describes the actual state
 1093: 	and not the date of a change in health state. The former idea was
 1094: 	to consider that at each interview the state was recorded
 1095: 	(healthy, disable or death) and IMaCh was corrected; but when we
 1096: 	introduced the exact date of death then we should have modified
 1097: 	the contribution of an exact death to the likelihood. This new
 1098: 	contribution is smaller and very dependent of the step unit
 1099: 	stepm. It is no more the probability to die between last interview
 1100: 	and month of death but the probability to survive from last
 1101: 	interview up to one month before death multiplied by the
 1102: 	probability to die within a month. Thanks to Chris
 1103: 	Jackson for correcting this bug.  Former versions increased
 1104: 	mortality artificially. The bad side is that we add another loop
 1105: 	which slows down the processing. The difference can be up to 10%
 1106: 	lower mortality.
 1107: 	  */
 1108: 	  lli=log(out[s1][s2] - savm[s1][s2]);
 1109: 	}else{
 1110: 	  lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
 1111: 	  /*  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 */
 1112: 	} 
 1113: 	/*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
 1114: 	/*if(lli ==000.0)*/
 1115: 	/*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); */
 1116:   	ipmx +=1;
 1117: 	sw += weight[i];
 1118: 	ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1119:       } /* end of wave */
 1120:     } /* end of individual */
 1121:   }  else if(mle==2){
 1122:     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1123:       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 1124:       for(mi=1; mi<= wav[i]-1; mi++){
 1125: 	for (ii=1;ii<=nlstate+ndeath;ii++)
 1126: 	  for (j=1;j<=nlstate+ndeath;j++){
 1127: 	    oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1128: 	    savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1129: 	  }
 1130: 	for(d=0; d<=dh[mi][i]; d++){
 1131: 	  newm=savm;
 1132: 	  cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1133: 	  for (kk=1; kk<=cptcovage;kk++) {
 1134: 	    cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 1135: 	  }
 1136: 	  out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1137: 		       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1138: 	  savm=oldm;
 1139: 	  oldm=newm;
 1140: 	} /* end mult */
 1141:       
 1142: 	/*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
 1143: 	/* But now since version 0.9 we anticipate for bias and large stepm.
 1144: 	 * If stepm is larger than one month (smallest stepm) and if the exact delay 
 1145: 	 * (in months) between two waves is not a multiple of stepm, we rounded to 
 1146: 	 * the nearest (and in case of equal distance, to the lowest) interval but now
 1147: 	 * we keep into memory the bias bh[mi][i] and also the previous matrix product
 1148: 	 * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
 1149: 	 * probability in order to take into account the bias as a fraction of the way
 1150: 	 * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
 1151: 	 * -stepm/2 to stepm/2 .
 1152: 	 * For stepm=1 the results are the same as for previous versions of Imach.
 1153: 	 * For stepm > 1 the results are less biased than in previous versions. 
 1154: 	 */
 1155: 	s1=s[mw[mi][i]][i];
 1156: 	s2=s[mw[mi+1][i]][i];
 1157: 	bbh=(double)bh[mi][i]/(double)stepm; 
 1158: 	/* bias is positive if real duration
 1159: 	 * is higher than the multiple of stepm and negative otherwise.
 1160: 	 */
 1161: 	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 */
 1162: 	/* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
 1163: 	/*lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.-+bh)*out[s1][s2])); */ /* exponential interpolation */
 1164: 	/*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
 1165: 	/*if(lli ==000.0)*/
 1166: 	/*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); */
 1167: 	ipmx +=1;
 1168: 	sw += weight[i];
 1169: 	ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1170:       } /* end of wave */
 1171:     } /* end of individual */
 1172:   }  else if(mle==3){  /* exponential inter-extrapolation */
 1173:     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1174:       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 1175:       for(mi=1; mi<= wav[i]-1; mi++){
 1176: 	for (ii=1;ii<=nlstate+ndeath;ii++)
 1177: 	  for (j=1;j<=nlstate+ndeath;j++){
 1178: 	    oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1179: 	    savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1180: 	  }
 1181: 	for(d=0; d<dh[mi][i]; d++){
 1182: 	  newm=savm;
 1183: 	  cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1184: 	  for (kk=1; kk<=cptcovage;kk++) {
 1185: 	    cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 1186: 	  }
 1187: 	  out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1188: 		       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1189: 	  savm=oldm;
 1190: 	  oldm=newm;
 1191: 	} /* end mult */
 1192:       
 1193: 	/*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
 1194: 	/* But now since version 0.9 we anticipate for bias and large stepm.
 1195: 	 * If stepm is larger than one month (smallest stepm) and if the exact delay 
 1196: 	 * (in months) between two waves is not a multiple of stepm, we rounded to 
 1197: 	 * the nearest (and in case of equal distance, to the lowest) interval but now
 1198: 	 * we keep into memory the bias bh[mi][i] and also the previous matrix product
 1199: 	 * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
 1200: 	 * probability in order to take into account the bias as a fraction of the way
 1201: 	 * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
 1202: 	 * -stepm/2 to stepm/2 .
 1203: 	 * For stepm=1 the results are the same as for previous versions of Imach.
 1204: 	 * For stepm > 1 the results are less biased than in previous versions. 
 1205: 	 */
 1206: 	s1=s[mw[mi][i]][i];
 1207: 	s2=s[mw[mi+1][i]][i];
 1208: 	bbh=(double)bh[mi][i]/(double)stepm; 
 1209: 	/* bias is positive if real duration
 1210: 	 * is higher than the multiple of stepm and negative otherwise.
 1211: 	 */
 1212: 	/* 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 */
 1213: 	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 */
 1214: 	/*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
 1215: 	/*if(lli ==000.0)*/
 1216: 	/*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); */
 1217: 	ipmx +=1;
 1218: 	sw += weight[i];
 1219: 	ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1220:       } /* end of wave */
 1221:     } /* end of individual */
 1222:   }else if (mle==4){  /* ml=4 no inter-extrapolation */
 1223:     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1224:       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 1225:       for(mi=1; mi<= wav[i]-1; mi++){
 1226: 	for (ii=1;ii<=nlstate+ndeath;ii++)
 1227: 	  for (j=1;j<=nlstate+ndeath;j++){
 1228: 	    oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1229: 	    savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1230: 	  }
 1231: 	for(d=0; d<dh[mi][i]; d++){
 1232: 	  newm=savm;
 1233: 	  cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1234: 	  for (kk=1; kk<=cptcovage;kk++) {
 1235: 	    cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 1236: 	  }
 1237: 	
 1238: 	  out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1239: 		       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1240: 	  savm=oldm;
 1241: 	  oldm=newm;
 1242: 	} /* end mult */
 1243:       
 1244: 	s1=s[mw[mi][i]][i];
 1245: 	s2=s[mw[mi+1][i]][i];
 1246: 	if( s2 > nlstate){ 
 1247: 	  lli=log(out[s1][s2] - savm[s1][s2]);
 1248: 	}else{
 1249: 	  lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
 1250: 	}
 1251: 	ipmx +=1;
 1252: 	sw += weight[i];
 1253: 	ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1254: /* 	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]); */
 1255:       } /* end of wave */
 1256:     } /* end of individual */
 1257:   }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
 1258:     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1259:       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 1260:       for(mi=1; mi<= wav[i]-1; mi++){
 1261: 	for (ii=1;ii<=nlstate+ndeath;ii++)
 1262: 	  for (j=1;j<=nlstate+ndeath;j++){
 1263: 	    oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1264: 	    savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1265: 	  }
 1266: 	for(d=0; d<dh[mi][i]; d++){
 1267: 	  newm=savm;
 1268: 	  cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1269: 	  for (kk=1; kk<=cptcovage;kk++) {
 1270: 	    cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 1271: 	  }
 1272: 	
 1273: 	  out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1274: 		       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1275: 	  savm=oldm;
 1276: 	  oldm=newm;
 1277: 	} /* end mult */
 1278:       
 1279: 	s1=s[mw[mi][i]][i];
 1280: 	s2=s[mw[mi+1][i]][i];
 1281: 	lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
 1282: 	ipmx +=1;
 1283: 	sw += weight[i];
 1284: 	ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1285: 	/*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]);*/
 1286:       } /* end of wave */
 1287:     } /* end of individual */
 1288:   } /* End of if */
 1289:   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
 1290:   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
 1291:   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
 1292:   return -l;
 1293: }
 1294: 
 1295: /*************** log-likelihood *************/
 1296: double funcone( double *x)
 1297: {
 1298:   /* Same as likeli but slower because of a lot of printf and if */
 1299:   int i, ii, j, k, mi, d, kk;
 1300:   double l, ll[NLSTATEMAX], cov[NCOVMAX];
 1301:   double **out;
 1302:   double lli; /* Individual log likelihood */
 1303:   double llt;
 1304:   int s1, s2;
 1305:   double bbh, survp;
 1306:   /*extern weight */
 1307:   /* We are differentiating ll according to initial status */
 1308:   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
 1309:   /*for(i=1;i<imx;i++) 
 1310:     printf(" %d\n",s[4][i]);
 1311:   */
 1312:   cov[1]=1.;
 1313: 
 1314:   for(k=1; k<=nlstate; k++) ll[k]=0.;
 1315: 
 1316:   for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1317:     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 1318:     for(mi=1; mi<= wav[i]-1; mi++){
 1319:       for (ii=1;ii<=nlstate+ndeath;ii++)
 1320: 	for (j=1;j<=nlstate+ndeath;j++){
 1321: 	  oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1322: 	  savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1323: 	}
 1324:       for(d=0; d<dh[mi][i]; d++){
 1325: 	newm=savm;
 1326: 	cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1327: 	for (kk=1; kk<=cptcovage;kk++) {
 1328: 	  cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 1329: 	}
 1330: 	out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1331: 		     1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1332: 	savm=oldm;
 1333: 	oldm=newm;
 1334:       } /* end mult */
 1335:       
 1336:       s1=s[mw[mi][i]][i];
 1337:       s2=s[mw[mi+1][i]][i];
 1338:       bbh=(double)bh[mi][i]/(double)stepm; 
 1339:       /* bias is positive if real duration
 1340:        * is higher than the multiple of stepm and negative otherwise.
 1341:        */
 1342:       if( s2 > nlstate && (mle <5) ){  /* Jackson */
 1343: 	lli=log(out[s1][s2] - savm[s1][s2]);
 1344:       } else if (mle==1){
 1345: 	lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
 1346:       } else if(mle==2){
 1347: 	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 */
 1348:       } else if(mle==3){  /* exponential inter-extrapolation */
 1349: 	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 */
 1350:       } else if (mle==4){  /* mle=4 no inter-extrapolation */
 1351: 	lli=log(out[s1][s2]); /* Original formula */
 1352:       } else{  /* ml>=5 no inter-extrapolation no jackson =0.8a */
 1353: 	lli=log(out[s1][s2]); /* Original formula */
 1354:       } /* End of if */
 1355:       ipmx +=1;
 1356:       sw += weight[i];
 1357:       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1358: /*       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]); */
 1359:       if(globpr){
 1360: 	fprintf(ficresilk,"%ld %6d %1d %1d %1d %1d %3d %10.6f %6.4f\
 1361:  %10.6f %10.6f %10.6f ", \
 1362: 		num[i],i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],
 1363: 		2*weight[i]*lli,out[s1][s2],savm[s1][s2]);
 1364: 	for(k=1,llt=0.,l=0.; k<=nlstate; k++){
 1365: 	  llt +=ll[k]*gipmx/gsw;
 1366: 	  fprintf(ficresilk," %10.6f",-ll[k]*gipmx/gsw);
 1367: 	}
 1368: 	fprintf(ficresilk," %10.6f\n", -llt);
 1369:       }
 1370:     } /* end of wave */
 1371:   } /* end of individual */
 1372:   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
 1373:   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
 1374:   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
 1375:   if(globpr==0){ /* First time we count the contributions and weights */
 1376:     gipmx=ipmx;
 1377:     gsw=sw;
 1378:   }
 1379:   return -l;
 1380: }
 1381: 
 1382: 
 1383: void likelione(FILE *ficres,double p[], int npar, int nlstate, int *globpri, long *ipmx, double *sw, double *fretone, double (*funcone)(double []))
 1384: {
 1385:   /* This routine should help understanding what is done with 
 1386:      the selection of individuals/waves and
 1387:      to check the exact contribution to the likelihood.
 1388:      Plotting could be done.
 1389:    */
 1390:   int k;
 1391: 
 1392:   if(*globpri !=0){ /* Just counts and sums no printings */
 1393:     strcpy(fileresilk,"ilk"); 
 1394:     strcat(fileresilk,fileres);
 1395:     if((ficresilk=fopen(fileresilk,"w"))==NULL) {
 1396:       printf("Problem with resultfile: %s\n", fileresilk);
 1397:       fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
 1398:     }
 1399:     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");
 1400:     fprintf(ficresilk, "#num_i i s1 s2 mi mw dh likeli weight out sav ");
 1401:     /* 	i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],2*weight[i]*lli,out[s1][s2],savm[s1][s2]); */
 1402:     for(k=1; k<=nlstate; k++) 
 1403:       fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k);
 1404:     fprintf(ficresilk," -2*gipw/gsw*weight*ll(total)\n");
 1405:   }
 1406: 
 1407:   *fretone=(*funcone)(p);
 1408:   if(*globpri !=0){
 1409:     fclose(ficresilk);
 1410:     fprintf(fichtm,"\n<br>File of contributions to the likelihood: <a href=\"%s\">%s</a><br>\n",fileresilk,fileresilk);
 1411:     fflush(fichtm); 
 1412:   } 
 1413:   return;
 1414: }
 1415: 
 1416: /*********** Maximum Likelihood Estimation ***************/
 1417: 
 1418: void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
 1419: {
 1420:   int i,j, iter;
 1421:   double **xi;
 1422:   double fret;
 1423:   double fretone; /* Only one call to likelihood */
 1424:   char filerespow[FILENAMELENGTH];
 1425:   xi=matrix(1,npar,1,npar);
 1426:   for (i=1;i<=npar;i++)
 1427:     for (j=1;j<=npar;j++)
 1428:       xi[i][j]=(i==j ? 1.0 : 0.0);
 1429:   printf("Powell\n");  fprintf(ficlog,"Powell\n");
 1430:   strcpy(filerespow,"pow"); 
 1431:   strcat(filerespow,fileres);
 1432:   if((ficrespow=fopen(filerespow,"w"))==NULL) {
 1433:     printf("Problem with resultfile: %s\n", filerespow);
 1434:     fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
 1435:   }
 1436:   fprintf(ficrespow,"# Powell\n# iter -2*LL");
 1437:   for (i=1;i<=nlstate;i++)
 1438:     for(j=1;j<=nlstate+ndeath;j++)
 1439:       if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
 1440:   fprintf(ficrespow,"\n");
 1441: 
 1442:   powell(p,xi,npar,ftol,&iter,&fret,func);
 1443: 
 1444:   fclose(ficrespow);
 1445:   printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
 1446:   fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
 1447:   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
 1448: 
 1449: }
 1450: 
 1451: /**** Computes Hessian and covariance matrix ***/
 1452: void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
 1453: {
 1454:   double  **a,**y,*x,pd;
 1455:   double **hess;
 1456:   int i, j,jk;
 1457:   int *indx;
 1458: 
 1459:   double hessii(double p[], double delta, int theta, double delti[]);
 1460:   double hessij(double p[], double delti[], int i, int j);
 1461:   void lubksb(double **a, int npar, int *indx, double b[]) ;
 1462:   void ludcmp(double **a, int npar, int *indx, double *d) ;
 1463: 
 1464:   hess=matrix(1,npar,1,npar);
 1465: 
 1466:   printf("\nCalculation of the hessian matrix. Wait...\n");
 1467:   fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
 1468:   for (i=1;i<=npar;i++){
 1469:     printf("%d",i);fflush(stdout);
 1470:     fprintf(ficlog,"%d",i);fflush(ficlog);
 1471:     hess[i][i]=hessii(p,ftolhess,i,delti);
 1472:     /*printf(" %f ",p[i]);*/
 1473:     /*printf(" %lf ",hess[i][i]);*/
 1474:   }
 1475:   
 1476:   for (i=1;i<=npar;i++) {
 1477:     for (j=1;j<=npar;j++)  {
 1478:       if (j>i) { 
 1479: 	printf(".%d%d",i,j);fflush(stdout);
 1480: 	fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
 1481: 	hess[i][j]=hessij(p,delti,i,j);
 1482: 	hess[j][i]=hess[i][j];    
 1483: 	/*printf(" %lf ",hess[i][j]);*/
 1484:       }
 1485:     }
 1486:   }
 1487:   printf("\n");
 1488:   fprintf(ficlog,"\n");
 1489: 
 1490:   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
 1491:   fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
 1492:   
 1493:   a=matrix(1,npar,1,npar);
 1494:   y=matrix(1,npar,1,npar);
 1495:   x=vector(1,npar);
 1496:   indx=ivector(1,npar);
 1497:   for (i=1;i<=npar;i++)
 1498:     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
 1499:   ludcmp(a,npar,indx,&pd);
 1500: 
 1501:   for (j=1;j<=npar;j++) {
 1502:     for (i=1;i<=npar;i++) x[i]=0;
 1503:     x[j]=1;
 1504:     lubksb(a,npar,indx,x);
 1505:     for (i=1;i<=npar;i++){ 
 1506:       matcov[i][j]=x[i];
 1507:     }
 1508:   }
 1509: 
 1510:   printf("\n#Hessian matrix#\n");
 1511:   fprintf(ficlog,"\n#Hessian matrix#\n");
 1512:   for (i=1;i<=npar;i++) { 
 1513:     for (j=1;j<=npar;j++) { 
 1514:       printf("%.3e ",hess[i][j]);
 1515:       fprintf(ficlog,"%.3e ",hess[i][j]);
 1516:     }
 1517:     printf("\n");
 1518:     fprintf(ficlog,"\n");
 1519:   }
 1520: 
 1521:   /* Recompute Inverse */
 1522:   for (i=1;i<=npar;i++)
 1523:     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
 1524:   ludcmp(a,npar,indx,&pd);
 1525: 
 1526:   /*  printf("\n#Hessian matrix recomputed#\n");
 1527: 
 1528:   for (j=1;j<=npar;j++) {
 1529:     for (i=1;i<=npar;i++) x[i]=0;
 1530:     x[j]=1;
 1531:     lubksb(a,npar,indx,x);
 1532:     for (i=1;i<=npar;i++){ 
 1533:       y[i][j]=x[i];
 1534:       printf("%.3e ",y[i][j]);
 1535:       fprintf(ficlog,"%.3e ",y[i][j]);
 1536:     }
 1537:     printf("\n");
 1538:     fprintf(ficlog,"\n");
 1539:   }
 1540:   */
 1541: 
 1542:   free_matrix(a,1,npar,1,npar);
 1543:   free_matrix(y,1,npar,1,npar);
 1544:   free_vector(x,1,npar);
 1545:   free_ivector(indx,1,npar);
 1546:   free_matrix(hess,1,npar,1,npar);
 1547: 
 1548: 
 1549: }
 1550: 
 1551: /*************** hessian matrix ****************/
 1552: double hessii( double x[], double delta, int theta, double delti[])
 1553: {
 1554:   int i;
 1555:   int l=1, lmax=20;
 1556:   double k1,k2;
 1557:   double p2[NPARMAX+1];
 1558:   double res;
 1559:   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
 1560:   double fx;
 1561:   int k=0,kmax=10;
 1562:   double l1;
 1563: 
 1564:   fx=func(x);
 1565:   for (i=1;i<=npar;i++) p2[i]=x[i];
 1566:   for(l=0 ; l <=lmax; l++){
 1567:     l1=pow(10,l);
 1568:     delts=delt;
 1569:     for(k=1 ; k <kmax; k=k+1){
 1570:       delt = delta*(l1*k);
 1571:       p2[theta]=x[theta] +delt;
 1572:       k1=func(p2)-fx;
 1573:       p2[theta]=x[theta]-delt;
 1574:       k2=func(p2)-fx;
 1575:       /*res= (k1-2.0*fx+k2)/delt/delt; */
 1576:       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
 1577:       
 1578: #ifdef DEBUG
 1579:       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);
 1580:       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);
 1581: #endif
 1582:       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
 1583:       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
 1584: 	k=kmax;
 1585:       }
 1586:       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
 1587: 	k=kmax; l=lmax*10.;
 1588:       }
 1589:       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
 1590: 	delts=delt;
 1591:       }
 1592:     }
 1593:   }
 1594:   delti[theta]=delts;
 1595:   return res; 
 1596:   
 1597: }
 1598: 
 1599: double hessij( double x[], double delti[], int thetai,int thetaj)
 1600: {
 1601:   int i;
 1602:   int l=1, l1, lmax=20;
 1603:   double k1,k2,k3,k4,res,fx;
 1604:   double p2[NPARMAX+1];
 1605:   int k;
 1606: 
 1607:   fx=func(x);
 1608:   for (k=1; k<=2; k++) {
 1609:     for (i=1;i<=npar;i++) p2[i]=x[i];
 1610:     p2[thetai]=x[thetai]+delti[thetai]/k;
 1611:     p2[thetaj]=x[thetaj]+delti[thetaj]/k;
 1612:     k1=func(p2)-fx;
 1613:   
 1614:     p2[thetai]=x[thetai]+delti[thetai]/k;
 1615:     p2[thetaj]=x[thetaj]-delti[thetaj]/k;
 1616:     k2=func(p2)-fx;
 1617:   
 1618:     p2[thetai]=x[thetai]-delti[thetai]/k;
 1619:     p2[thetaj]=x[thetaj]+delti[thetaj]/k;
 1620:     k3=func(p2)-fx;
 1621:   
 1622:     p2[thetai]=x[thetai]-delti[thetai]/k;
 1623:     p2[thetaj]=x[thetaj]-delti[thetaj]/k;
 1624:     k4=func(p2)-fx;
 1625:     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
 1626: #ifdef DEBUG
 1627:     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);
 1628:     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);
 1629: #endif
 1630:   }
 1631:   return res;
 1632: }
 1633: 
 1634: /************** Inverse of matrix **************/
 1635: void ludcmp(double **a, int n, int *indx, double *d) 
 1636: { 
 1637:   int i,imax,j,k; 
 1638:   double big,dum,sum,temp; 
 1639:   double *vv; 
 1640:  
 1641:   vv=vector(1,n); 
 1642:   *d=1.0; 
 1643:   for (i=1;i<=n;i++) { 
 1644:     big=0.0; 
 1645:     for (j=1;j<=n;j++) 
 1646:       if ((temp=fabs(a[i][j])) > big) big=temp; 
 1647:     if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
 1648:     vv[i]=1.0/big; 
 1649:   } 
 1650:   for (j=1;j<=n;j++) { 
 1651:     for (i=1;i<j;i++) { 
 1652:       sum=a[i][j]; 
 1653:       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
 1654:       a[i][j]=sum; 
 1655:     } 
 1656:     big=0.0; 
 1657:     for (i=j;i<=n;i++) { 
 1658:       sum=a[i][j]; 
 1659:       for (k=1;k<j;k++) 
 1660: 	sum -= a[i][k]*a[k][j]; 
 1661:       a[i][j]=sum; 
 1662:       if ( (dum=vv[i]*fabs(sum)) >= big) { 
 1663: 	big=dum; 
 1664: 	imax=i; 
 1665:       } 
 1666:     } 
 1667:     if (j != imax) { 
 1668:       for (k=1;k<=n;k++) { 
 1669: 	dum=a[imax][k]; 
 1670: 	a[imax][k]=a[j][k]; 
 1671: 	a[j][k]=dum; 
 1672:       } 
 1673:       *d = -(*d); 
 1674:       vv[imax]=vv[j]; 
 1675:     } 
 1676:     indx[j]=imax; 
 1677:     if (a[j][j] == 0.0) a[j][j]=TINY; 
 1678:     if (j != n) { 
 1679:       dum=1.0/(a[j][j]); 
 1680:       for (i=j+1;i<=n;i++) a[i][j] *= dum; 
 1681:     } 
 1682:   } 
 1683:   free_vector(vv,1,n);  /* Doesn't work */
 1684: ;
 1685: } 
 1686: 
 1687: void lubksb(double **a, int n, int *indx, double b[]) 
 1688: { 
 1689:   int i,ii=0,ip,j; 
 1690:   double sum; 
 1691:  
 1692:   for (i=1;i<=n;i++) { 
 1693:     ip=indx[i]; 
 1694:     sum=b[ip]; 
 1695:     b[ip]=b[i]; 
 1696:     if (ii) 
 1697:       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
 1698:     else if (sum) ii=i; 
 1699:     b[i]=sum; 
 1700:   } 
 1701:   for (i=n;i>=1;i--) { 
 1702:     sum=b[i]; 
 1703:     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
 1704:     b[i]=sum/a[i][i]; 
 1705:   } 
 1706: } 
 1707: 
 1708: /************ Frequencies ********************/
 1709: 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)
 1710: {  /* Some frequencies */
 1711:   
 1712:   int i, m, jk, k1,i1, j1, bool, z1,z2,j;
 1713:   int first;
 1714:   double ***freq; /* Frequencies */
 1715:   double *pp, **prop;
 1716:   double pos,posprop, k2, dateintsum=0,k2cpt=0;
 1717:   FILE *ficresp;
 1718:   char fileresp[FILENAMELENGTH];
 1719:   
 1720:   pp=vector(1,nlstate);
 1721:   prop=matrix(1,nlstate,iagemin,iagemax+3);
 1722:   strcpy(fileresp,"p");
 1723:   strcat(fileresp,fileres);
 1724:   if((ficresp=fopen(fileresp,"w"))==NULL) {
 1725:     printf("Problem with prevalence resultfile: %s\n", fileresp);
 1726:     fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
 1727:     exit(0);
 1728:   }
 1729:   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);
 1730:   j1=0;
 1731:   
 1732:   j=cptcoveff;
 1733:   if (cptcovn<1) {j=1;ncodemax[1]=1;}
 1734: 
 1735:   first=1;
 1736: 
 1737:   for(k1=1; k1<=j;k1++){
 1738:     for(i1=1; i1<=ncodemax[k1];i1++){
 1739:       j1++;
 1740:       /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
 1741: 	scanf("%d", i);*/
 1742:       for (i=-1; i<=nlstate+ndeath; i++)  
 1743: 	for (jk=-1; jk<=nlstate+ndeath; jk++)  
 1744: 	  for(m=iagemin; m <= iagemax+3; m++)
 1745: 	    freq[i][jk][m]=0;
 1746: 
 1747:     for (i=1; i<=nlstate; i++)  
 1748:       for(m=iagemin; m <= iagemax+3; m++)
 1749: 	prop[i][m]=0;
 1750:       
 1751:       dateintsum=0;
 1752:       k2cpt=0;
 1753:       for (i=1; i<=imx; i++) {
 1754: 	bool=1;
 1755: 	if  (cptcovn>0) {
 1756: 	  for (z1=1; z1<=cptcoveff; z1++) 
 1757: 	    if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
 1758: 	      bool=0;
 1759: 	}
 1760: 	if (bool==1){
 1761: 	  for(m=firstpass; m<=lastpass; m++){
 1762: 	    k2=anint[m][i]+(mint[m][i]/12.);
 1763: 	    /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
 1764: 	      if(agev[m][i]==0) agev[m][i]=iagemax+1;
 1765: 	      if(agev[m][i]==1) agev[m][i]=iagemax+2;
 1766: 	      if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
 1767: 	      if (m<lastpass) {
 1768: 		freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
 1769: 		freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
 1770: 	      }
 1771: 	      
 1772: 	      if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
 1773: 		dateintsum=dateintsum+k2;
 1774: 		k2cpt++;
 1775: 	      }
 1776: 	      /*}*/
 1777: 	  }
 1778: 	}
 1779:       }
 1780:        
 1781:       /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
 1782: 
 1783:       if  (cptcovn>0) {
 1784: 	fprintf(ficresp, "\n#********** Variable "); 
 1785: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 1786: 	fprintf(ficresp, "**********\n#");
 1787:       }
 1788:       for(i=1; i<=nlstate;i++) 
 1789: 	fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
 1790:       fprintf(ficresp, "\n");
 1791:       
 1792:       for(i=iagemin; i <= iagemax+3; i++){
 1793: 	if(i==iagemax+3){
 1794: 	  fprintf(ficlog,"Total");
 1795: 	}else{
 1796: 	  if(first==1){
 1797: 	    first=0;
 1798: 	    printf("See log file for details...\n");
 1799: 	  }
 1800: 	  fprintf(ficlog,"Age %d", i);
 1801: 	}
 1802: 	for(jk=1; jk <=nlstate ; jk++){
 1803: 	  for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
 1804: 	    pp[jk] += freq[jk][m][i]; 
 1805: 	}
 1806: 	for(jk=1; jk <=nlstate ; jk++){
 1807: 	  for(m=-1, pos=0; m <=0 ; m++)
 1808: 	    pos += freq[jk][m][i];
 1809: 	  if(pp[jk]>=1.e-10){
 1810: 	    if(first==1){
 1811: 	    printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
 1812: 	    }
 1813: 	    fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
 1814: 	  }else{
 1815: 	    if(first==1)
 1816: 	      printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
 1817: 	    fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
 1818: 	  }
 1819: 	}
 1820: 
 1821: 	for(jk=1; jk <=nlstate ; jk++){
 1822: 	  for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
 1823: 	    pp[jk] += freq[jk][m][i];
 1824: 	}	
 1825: 	for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
 1826: 	  pos += pp[jk];
 1827: 	  posprop += prop[jk][i];
 1828: 	}
 1829: 	for(jk=1; jk <=nlstate ; jk++){
 1830: 	  if(pos>=1.e-5){
 1831: 	    if(first==1)
 1832: 	      printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
 1833: 	    fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
 1834: 	  }else{
 1835: 	    if(first==1)
 1836: 	      printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
 1837: 	    fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
 1838: 	  }
 1839: 	  if( i <= iagemax){
 1840: 	    if(pos>=1.e-5){
 1841: 	      fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
 1842: 	      /*probs[i][jk][j1]= pp[jk]/pos;*/
 1843: 	      /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
 1844: 	    }
 1845: 	    else
 1846: 	      fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
 1847: 	  }
 1848: 	}
 1849: 	
 1850: 	for(jk=-1; jk <=nlstate+ndeath; jk++)
 1851: 	  for(m=-1; m <=nlstate+ndeath; m++)
 1852: 	    if(freq[jk][m][i] !=0 ) {
 1853: 	    if(first==1)
 1854: 	      printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
 1855: 	      fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
 1856: 	    }
 1857: 	if(i <= iagemax)
 1858: 	  fprintf(ficresp,"\n");
 1859: 	if(first==1)
 1860: 	  printf("Others in log...\n");
 1861: 	fprintf(ficlog,"\n");
 1862:       }
 1863:     }
 1864:   }
 1865:   dateintmean=dateintsum/k2cpt; 
 1866:  
 1867:   fclose(ficresp);
 1868:   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);
 1869:   free_vector(pp,1,nlstate);
 1870:   free_matrix(prop,1,nlstate,iagemin, iagemax+3);
 1871:   /* End of Freq */
 1872: }
 1873: 
 1874: /************ Prevalence ********************/
 1875: 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)
 1876: {  
 1877:   /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
 1878:      in each health status at the date of interview (if between dateprev1 and dateprev2).
 1879:      We still use firstpass and lastpass as another selection.
 1880:   */
 1881:  
 1882:   int i, m, jk, k1, i1, j1, bool, z1,z2,j;
 1883:   double ***freq; /* Frequencies */
 1884:   double *pp, **prop;
 1885:   double pos,posprop; 
 1886:   double  y2; /* in fractional years */
 1887:   int iagemin, iagemax;
 1888: 
 1889:   iagemin= (int) agemin;
 1890:   iagemax= (int) agemax;
 1891:   /*pp=vector(1,nlstate);*/
 1892:   prop=matrix(1,nlstate,iagemin,iagemax+3); 
 1893:   /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
 1894:   j1=0;
 1895:   
 1896:   j=cptcoveff;
 1897:   if (cptcovn<1) {j=1;ncodemax[1]=1;}
 1898:   
 1899:   for(k1=1; k1<=j;k1++){
 1900:     for(i1=1; i1<=ncodemax[k1];i1++){
 1901:       j1++;
 1902:       
 1903:       for (i=1; i<=nlstate; i++)  
 1904: 	for(m=iagemin; m <= iagemax+3; m++)
 1905: 	  prop[i][m]=0.0;
 1906:      
 1907:       for (i=1; i<=imx; i++) { /* Each individual */
 1908: 	bool=1;
 1909: 	if  (cptcovn>0) {
 1910: 	  for (z1=1; z1<=cptcoveff; z1++) 
 1911: 	    if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
 1912: 	      bool=0;
 1913: 	} 
 1914: 	if (bool==1) { 
 1915: 	  for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
 1916: 	    y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
 1917: 	    if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
 1918: 	      if(agev[m][i]==0) agev[m][i]=iagemax+1;
 1919: 	      if(agev[m][i]==1) agev[m][i]=iagemax+2;
 1920: 	      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); 
 1921:  	      if (s[m][i]>0 && s[m][i]<=nlstate) { 
 1922: 		/*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]]);*/
 1923:  		prop[s[m][i]][(int)agev[m][i]] += weight[i];
 1924:  		prop[s[m][i]][iagemax+3] += weight[i]; 
 1925:  	      } 
 1926: 	    }
 1927: 	  } /* end selection of waves */
 1928: 	}
 1929:       }
 1930:       for(i=iagemin; i <= iagemax+3; i++){  
 1931: 	
 1932:  	for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
 1933:  	  posprop += prop[jk][i]; 
 1934:  	} 
 1935: 
 1936:  	for(jk=1; jk <=nlstate ; jk++){	    
 1937:  	  if( i <=  iagemax){ 
 1938:  	    if(posprop>=1.e-5){ 
 1939:  	      probs[i][jk][j1]= prop[jk][i]/posprop;
 1940:  	    } 
 1941:  	  } 
 1942:  	}/* end jk */ 
 1943:       }/* end i */ 
 1944:     } /* end i1 */
 1945:   } /* end k1 */
 1946:   
 1947:   /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
 1948:   /*free_vector(pp,1,nlstate);*/
 1949:   free_matrix(prop,1,nlstate, iagemin,iagemax+3);
 1950: }  /* End of prevalence */
 1951: 
 1952: /************* Waves Concatenation ***************/
 1953: 
 1954: 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)
 1955: {
 1956:   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
 1957:      Death is a valid wave (if date is known).
 1958:      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
 1959:      dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
 1960:      and mw[mi+1][i]. dh depends on stepm.
 1961:      */
 1962: 
 1963:   int i, mi, m;
 1964:   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
 1965:      double sum=0., jmean=0.;*/
 1966:   int first;
 1967:   int j, k=0,jk, ju, jl;
 1968:   double sum=0.;
 1969:   first=0;
 1970:   jmin=1e+5;
 1971:   jmax=-1;
 1972:   jmean=0.;
 1973:   for(i=1; i<=imx; i++){
 1974:     mi=0;
 1975:     m=firstpass;
 1976:     while(s[m][i] <= nlstate){
 1977:       if(s[m][i]>=1)
 1978: 	mw[++mi][i]=m;
 1979:       if(m >=lastpass)
 1980: 	break;
 1981:       else
 1982: 	m++;
 1983:     }/* end while */
 1984:     if (s[m][i] > nlstate){
 1985:       mi++;	/* Death is another wave */
 1986:       /* if(mi==0)  never been interviewed correctly before death */
 1987: 	 /* Only death is a correct wave */
 1988:       mw[mi][i]=m;
 1989:     }
 1990: 
 1991:     wav[i]=mi;
 1992:     if(mi==0){
 1993:       if(first==0){
 1994: 	printf("Warning! None valid information for:%ld line=%d (skipped) and may be others, see log file\n",num[i],i);
 1995: 	first=1;
 1996:       }
 1997:       if(first==1){
 1998: 	fprintf(ficlog,"Warning! None valid information for:%ld line=%d (skipped)\n",num[i],i);
 1999:       }
 2000:     } /* end mi==0 */
 2001:   } /* End individuals */
 2002: 
 2003:   for(i=1; i<=imx; i++){
 2004:     for(mi=1; mi<wav[i];mi++){
 2005:       if (stepm <=0)
 2006: 	dh[mi][i]=1;
 2007:       else{
 2008: 	if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
 2009: 	  if (agedc[i] < 2*AGESUP) {
 2010: 	    j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
 2011: 	    if(j==0) j=1;  /* Survives at least one month after exam */
 2012: 	    else if(j<0){
 2013: 	      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]);
 2014: 	      j=1; /* Careful Patch */
 2015: 	      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.\n  You MUST fix the contradiction between dates.\n",stepm);
 2016: 	      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]);
 2017: 	      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.\n  You MUST fix the contradiction between dates.\n",stepm);
 2018: 	    }
 2019: 	    k=k+1;
 2020: 	    if (j >= jmax) jmax=j;
 2021: 	    if (j <= jmin) jmin=j;
 2022: 	    sum=sum+j;
 2023: 	    /*if (j<0) printf("j=%d num=%d \n",j,i);*/
 2024: 	    /*	  printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
 2025: 	  }
 2026: 	}
 2027: 	else{
 2028: 	  j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
 2029: 	  /*	  printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
 2030: 	  k=k+1;
 2031: 	  if (j >= jmax) jmax=j;
 2032: 	  else if (j <= jmin)jmin=j;
 2033: 	  /*	    if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
 2034: 	  /*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]);*/
 2035: 	  if(j<0){
 2036: 	    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]);
 2037: 	    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]);
 2038: 	  }
 2039: 	  sum=sum+j;
 2040: 	}
 2041: 	jk= j/stepm;
 2042: 	jl= j -jk*stepm;
 2043: 	ju= j -(jk+1)*stepm;
 2044: 	if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */
 2045: 	  if(jl==0){
 2046: 	    dh[mi][i]=jk;
 2047: 	    bh[mi][i]=0;
 2048: 	  }else{ /* We want a negative bias in order to only have interpolation ie
 2049: 		  * at the price of an extra matrix product in likelihood */
 2050: 	    dh[mi][i]=jk+1;
 2051: 	    bh[mi][i]=ju;
 2052: 	  }
 2053: 	}else{
 2054: 	  if(jl <= -ju){
 2055: 	    dh[mi][i]=jk;
 2056: 	    bh[mi][i]=jl;	/* bias is positive if real duration
 2057: 				 * is higher than the multiple of stepm and negative otherwise.
 2058: 				 */
 2059: 	  }
 2060: 	  else{
 2061: 	    dh[mi][i]=jk+1;
 2062: 	    bh[mi][i]=ju;
 2063: 	  }
 2064: 	  if(dh[mi][i]==0){
 2065: 	    dh[mi][i]=1; /* At least one step */
 2066: 	    bh[mi][i]=ju; /* At least one step */
 2067: 	    /*  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);*/
 2068: 	  }
 2069: 	} /* end if mle */
 2070:       }
 2071:     } /* end wave */
 2072:   }
 2073:   jmean=sum/k;
 2074:   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
 2075:   fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
 2076:  }
 2077: 
 2078: /*********** Tricode ****************************/
 2079: void tricode(int *Tvar, int **nbcode, int imx)
 2080: {
 2081:   
 2082:   int Ndum[20],ij=1, k, j, i, maxncov=19;
 2083:   int cptcode=0;
 2084:   cptcoveff=0; 
 2085:  
 2086:   for (k=0; k<maxncov; k++) Ndum[k]=0;
 2087:   for (k=1; k<=7; k++) ncodemax[k]=0;
 2088: 
 2089:   for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
 2090:     for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
 2091: 			       modality*/ 
 2092:       ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
 2093:       Ndum[ij]++; /*store the modality */
 2094:       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
 2095:       if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
 2096: 				       Tvar[j]. If V=sex and male is 0 and 
 2097: 				       female is 1, then  cptcode=1.*/
 2098:     }
 2099: 
 2100:     for (i=0; i<=cptcode; i++) {
 2101:       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 */
 2102:     }
 2103: 
 2104:     ij=1; 
 2105:     for (i=1; i<=ncodemax[j]; i++) {
 2106:       for (k=0; k<= maxncov; k++) {
 2107: 	if (Ndum[k] != 0) {
 2108: 	  nbcode[Tvar[j]][ij]=k; 
 2109: 	  /* 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; */
 2110: 	  
 2111: 	  ij++;
 2112: 	}
 2113: 	if (ij > ncodemax[j]) break; 
 2114:       }  
 2115:     } 
 2116:   }  
 2117: 
 2118:  for (k=0; k< maxncov; k++) Ndum[k]=0;
 2119: 
 2120:  for (i=1; i<=ncovmodel-2; i++) { 
 2121:    /* Listing of all covariables in staement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
 2122:    ij=Tvar[i];
 2123:    Ndum[ij]++;
 2124:  }
 2125: 
 2126:  ij=1;
 2127:  for (i=1; i<= maxncov; i++) {
 2128:    if((Ndum[i]!=0) && (i<=ncovcol)){
 2129:      Tvaraff[ij]=i; /*For printing */
 2130:      ij++;
 2131:    }
 2132:  }
 2133:  
 2134:  cptcoveff=ij-1; /*Number of simple covariates*/
 2135: }
 2136: 
 2137: /*********** Health Expectancies ****************/
 2138: 
 2139: void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij, int estepm,double delti[],double **matcov )
 2140: 
 2141: {
 2142:   /* Health expectancies */
 2143:   int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
 2144:   double age, agelim, hf;
 2145:   double ***p3mat,***varhe;
 2146:   double **dnewm,**doldm;
 2147:   double *xp;
 2148:   double **gp, **gm;
 2149:   double ***gradg, ***trgradg;
 2150:   int theta;
 2151: 
 2152:   varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
 2153:   xp=vector(1,npar);
 2154:   dnewm=matrix(1,nlstate*nlstate,1,npar);
 2155:   doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
 2156:   
 2157:   fprintf(ficreseij,"# Health expectancies\n");
 2158:   fprintf(ficreseij,"# Age");
 2159:   for(i=1; i<=nlstate;i++)
 2160:     for(j=1; j<=nlstate;j++)
 2161:       fprintf(ficreseij," %1d-%1d (SE)",i,j);
 2162:   fprintf(ficreseij,"\n");
 2163: 
 2164:   if(estepm < stepm){
 2165:     printf ("Problem %d lower than %d\n",estepm, stepm);
 2166:   }
 2167:   else  hstepm=estepm;   
 2168:   /* We compute the life expectancy from trapezoids spaced every estepm months
 2169:    * This is mainly to measure the difference between two models: for example
 2170:    * if stepm=24 months pijx are given only every 2 years and by summing them
 2171:    * we are calculating an estimate of the Life Expectancy assuming a linear 
 2172:    * progression in between and thus overestimating or underestimating according
 2173:    * to the curvature of the survival function. If, for the same date, we 
 2174:    * estimate the model with stepm=1 month, we can keep estepm to 24 months
 2175:    * to compare the new estimate of Life expectancy with the same linear 
 2176:    * hypothesis. A more precise result, taking into account a more precise
 2177:    * curvature will be obtained if estepm is as small as stepm. */
 2178: 
 2179:   /* For example we decided to compute the life expectancy with the smallest unit */
 2180:   /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
 2181:      nhstepm is the number of hstepm from age to agelim 
 2182:      nstepm is the number of stepm from age to agelin. 
 2183:      Look at hpijx to understand the reason of that which relies in memory size
 2184:      and note for a fixed period like estepm months */
 2185:   /* We decided (b) to get a life expectancy respecting the most precise curvature of the
 2186:      survival function given by stepm (the optimization length). Unfortunately it
 2187:      means that if the survival funtion is printed only each two years of age and if
 2188:      you sum them up and add 1 year (area under the trapezoids) you won't get the same 
 2189:      results. So we changed our mind and took the option of the best precision.
 2190:   */
 2191:   hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
 2192: 
 2193:   agelim=AGESUP;
 2194:   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
 2195:     /* nhstepm age range expressed in number of stepm */
 2196:     nstepm=(int) rint((agelim-age)*YEARM/stepm); 
 2197:     /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
 2198:     /* if (stepm >= YEARM) hstepm=1;*/
 2199:     nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
 2200:     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2201:     gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
 2202:     gp=matrix(0,nhstepm,1,nlstate*nlstate);
 2203:     gm=matrix(0,nhstepm,1,nlstate*nlstate);
 2204: 
 2205:     /* Computed by stepm unit matrices, product of hstepm matrices, stored
 2206:        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
 2207:     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
 2208:  
 2209: 
 2210:     hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
 2211: 
 2212:     /* Computing Variances of health expectancies */
 2213: 
 2214:      for(theta=1; theta <=npar; theta++){
 2215:       for(i=1; i<=npar; i++){ 
 2216: 	xp[i] = x[i] + (i==theta ?delti[theta]:0);
 2217:       }
 2218:       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
 2219:   
 2220:       cptj=0;
 2221:       for(j=1; j<= nlstate; j++){
 2222: 	for(i=1; i<=nlstate; i++){
 2223: 	  cptj=cptj+1;
 2224: 	  for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
 2225: 	    gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
 2226: 	  }
 2227: 	}
 2228:       }
 2229:      
 2230:      
 2231:       for(i=1; i<=npar; i++) 
 2232: 	xp[i] = x[i] - (i==theta ?delti[theta]:0);
 2233:       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
 2234:       
 2235:       cptj=0;
 2236:       for(j=1; j<= nlstate; j++){
 2237: 	for(i=1;i<=nlstate;i++){
 2238: 	  cptj=cptj+1;
 2239: 	  for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
 2240: 
 2241: 	    gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
 2242: 	  }
 2243: 	}
 2244:       }
 2245:       for(j=1; j<= nlstate*nlstate; j++)
 2246: 	for(h=0; h<=nhstepm-1; h++){
 2247: 	  gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
 2248: 	}
 2249:      } 
 2250:    
 2251: /* End theta */
 2252: 
 2253:      trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
 2254: 
 2255:      for(h=0; h<=nhstepm-1; h++)
 2256:       for(j=1; j<=nlstate*nlstate;j++)
 2257: 	for(theta=1; theta <=npar; theta++)
 2258: 	  trgradg[h][j][theta]=gradg[h][theta][j];
 2259:      
 2260: 
 2261:      for(i=1;i<=nlstate*nlstate;i++)
 2262:       for(j=1;j<=nlstate*nlstate;j++)
 2263: 	varhe[i][j][(int)age] =0.;
 2264: 
 2265:      printf("%d|",(int)age);fflush(stdout);
 2266:      fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
 2267:      for(h=0;h<=nhstepm-1;h++){
 2268:       for(k=0;k<=nhstepm-1;k++){
 2269: 	matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
 2270: 	matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
 2271: 	for(i=1;i<=nlstate*nlstate;i++)
 2272: 	  for(j=1;j<=nlstate*nlstate;j++)
 2273: 	    varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
 2274:       }
 2275:     }
 2276:     /* Computing expectancies */
 2277:     for(i=1; i<=nlstate;i++)
 2278:       for(j=1; j<=nlstate;j++)
 2279: 	for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
 2280: 	  eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
 2281: 	  
 2282: /* 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]);*/
 2283: 
 2284: 	}
 2285: 
 2286:     fprintf(ficreseij,"%3.0f",age );
 2287:     cptj=0;
 2288:     for(i=1; i<=nlstate;i++)
 2289:       for(j=1; j<=nlstate;j++){
 2290: 	cptj++;
 2291: 	fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
 2292:       }
 2293:     fprintf(ficreseij,"\n");
 2294:    
 2295:     free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
 2296:     free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
 2297:     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
 2298:     free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
 2299:     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2300:   }
 2301:   printf("\n");
 2302:   fprintf(ficlog,"\n");
 2303: 
 2304:   free_vector(xp,1,npar);
 2305:   free_matrix(dnewm,1,nlstate*nlstate,1,npar);
 2306:   free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
 2307:   free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
 2308: }
 2309: 
 2310: /************ Variance ******************/
 2311: 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)
 2312: {
 2313:   /* Variance of health expectancies */
 2314:   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
 2315:   /* double **newm;*/
 2316:   double **dnewm,**doldm;
 2317:   double **dnewmp,**doldmp;
 2318:   int i, j, nhstepm, hstepm, h, nstepm ;
 2319:   int k, cptcode;
 2320:   double *xp;
 2321:   double **gp, **gm;  /* for var eij */
 2322:   double ***gradg, ***trgradg; /*for var eij */
 2323:   double **gradgp, **trgradgp; /* for var p point j */
 2324:   double *gpp, *gmp; /* for var p point j */
 2325:   double **varppt; /* for var p point j nlstate to nlstate+ndeath */
 2326:   double ***p3mat;
 2327:   double age,agelim, hf;
 2328:   double ***mobaverage;
 2329:   int theta;
 2330:   char digit[4];
 2331:   char digitp[25];
 2332: 
 2333:   char fileresprobmorprev[FILENAMELENGTH];
 2334: 
 2335:   if(popbased==1){
 2336:     if(mobilav!=0)
 2337:       strcpy(digitp,"-populbased-mobilav-");
 2338:     else strcpy(digitp,"-populbased-nomobil-");
 2339:   }
 2340:   else 
 2341:     strcpy(digitp,"-stablbased-");
 2342: 
 2343:   if (mobilav!=0) {
 2344:     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 2345:     if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
 2346:       fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
 2347:       printf(" Error in movingaverage mobilav=%d\n",mobilav);
 2348:     }
 2349:   }
 2350: 
 2351:   strcpy(fileresprobmorprev,"prmorprev"); 
 2352:   sprintf(digit,"%-d",ij);
 2353:   /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
 2354:   strcat(fileresprobmorprev,digit); /* Tvar to be done */
 2355:   strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
 2356:   strcat(fileresprobmorprev,fileres);
 2357:   if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
 2358:     printf("Problem with resultfile: %s\n", fileresprobmorprev);
 2359:     fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
 2360:   }
 2361:   printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
 2362:   fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
 2363:   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);
 2364:   fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
 2365:   for(j=nlstate+1; j<=(nlstate+ndeath);j++){
 2366:     fprintf(ficresprobmorprev," p.%-d SE",j);
 2367:     for(i=1; i<=nlstate;i++)
 2368:       fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
 2369:   }  
 2370:   fprintf(ficresprobmorprev,"\n");
 2371:   if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
 2372:     printf("Problem with gnuplot file: %s\n", optionfilegnuplot);
 2373:     fprintf(ficlog,"Problem with gnuplot file: %s\n", optionfilegnuplot);
 2374:     exit(0);
 2375:   }
 2376:   else{
 2377:     fprintf(ficgp,"\n# Routine varevsij");
 2378:   }
 2379: /*   if((fichtm=fopen(optionfilehtm,"a"))==NULL) { */
 2380: /*     printf("Problem with html file: %s\n", optionfilehtm); */
 2381: /*     fprintf(ficlog,"Problem with html file: %s\n", optionfilehtm); */
 2382: /*     exit(0); */
 2383: /*   } */
 2384: /*   else{ */
 2385:   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");
 2386:   fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
 2387: /*   } */
 2388:   varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 2389: 
 2390:   fprintf(ficresvij,"# Variance and covariance of health expectancies e.j \n#  (weighted average of eij where weights are the stable prevalence in health states i\n");
 2391:   fprintf(ficresvij,"# Age");
 2392:   for(i=1; i<=nlstate;i++)
 2393:     for(j=1; j<=nlstate;j++)
 2394:       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
 2395:   fprintf(ficresvij,"\n");
 2396: 
 2397:   xp=vector(1,npar);
 2398:   dnewm=matrix(1,nlstate,1,npar);
 2399:   doldm=matrix(1,nlstate,1,nlstate);
 2400:   dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
 2401:   doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 2402: 
 2403:   gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
 2404:   gpp=vector(nlstate+1,nlstate+ndeath);
 2405:   gmp=vector(nlstate+1,nlstate+ndeath);
 2406:   trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
 2407:   
 2408:   if(estepm < stepm){
 2409:     printf ("Problem %d lower than %d\n",estepm, stepm);
 2410:   }
 2411:   else  hstepm=estepm;   
 2412:   /* For example we decided to compute the life expectancy with the smallest unit */
 2413:   /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
 2414:      nhstepm is the number of hstepm from age to agelim 
 2415:      nstepm is the number of stepm from age to agelin. 
 2416:      Look at hpijx to understand the reason of that which relies in memory size
 2417:      and note for a fixed period like k years */
 2418:   /* We decided (b) to get a life expectancy respecting the most precise curvature of the
 2419:      survival function given by stepm (the optimization length). Unfortunately it
 2420:      means that if the survival funtion is printed every two years of age and if
 2421:      you sum them up and add 1 year (area under the trapezoids) you won't get the same 
 2422:      results. So we changed our mind and took the option of the best precision.
 2423:   */
 2424:   hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
 2425:   agelim = AGESUP;
 2426:   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
 2427:     nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
 2428:     nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
 2429:     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2430:     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
 2431:     gp=matrix(0,nhstepm,1,nlstate);
 2432:     gm=matrix(0,nhstepm,1,nlstate);
 2433: 
 2434: 
 2435:     for(theta=1; theta <=npar; theta++){
 2436:       for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
 2437: 	xp[i] = x[i] + (i==theta ?delti[theta]:0);
 2438:       }
 2439:       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
 2440:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 2441: 
 2442:       if (popbased==1) {
 2443: 	if(mobilav ==0){
 2444: 	  for(i=1; i<=nlstate;i++)
 2445: 	    prlim[i][i]=probs[(int)age][i][ij];
 2446: 	}else{ /* mobilav */ 
 2447: 	  for(i=1; i<=nlstate;i++)
 2448: 	    prlim[i][i]=mobaverage[(int)age][i][ij];
 2449: 	}
 2450:       }
 2451:   
 2452:       for(j=1; j<= nlstate; j++){
 2453: 	for(h=0; h<=nhstepm; h++){
 2454: 	  for(i=1, gp[h][j]=0.;i<=nlstate;i++)
 2455: 	    gp[h][j] += prlim[i][i]*p3mat[i][j][h];
 2456: 	}
 2457:       }
 2458:       /* This for computing probability of death (h=1 means
 2459:          computed over hstepm matrices product = hstepm*stepm months) 
 2460:          as a weighted average of prlim.
 2461:       */
 2462:       for(j=nlstate+1;j<=nlstate+ndeath;j++){
 2463: 	for(i=1,gpp[j]=0.; i<= nlstate; i++)
 2464: 	  gpp[j] += prlim[i][i]*p3mat[i][j][1];
 2465:       }    
 2466:       /* end probability of death */
 2467: 
 2468:       for(i=1; i<=npar; i++) /* Computes gradient x - delta */
 2469: 	xp[i] = x[i] - (i==theta ?delti[theta]:0);
 2470:       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
 2471:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 2472:  
 2473:       if (popbased==1) {
 2474: 	if(mobilav ==0){
 2475: 	  for(i=1; i<=nlstate;i++)
 2476: 	    prlim[i][i]=probs[(int)age][i][ij];
 2477: 	}else{ /* mobilav */ 
 2478: 	  for(i=1; i<=nlstate;i++)
 2479: 	    prlim[i][i]=mobaverage[(int)age][i][ij];
 2480: 	}
 2481:       }
 2482: 
 2483:       for(j=1; j<= nlstate; j++){
 2484: 	for(h=0; h<=nhstepm; h++){
 2485: 	  for(i=1, gm[h][j]=0.;i<=nlstate;i++)
 2486: 	    gm[h][j] += prlim[i][i]*p3mat[i][j][h];
 2487: 	}
 2488:       }
 2489:       /* This for computing probability of death (h=1 means
 2490:          computed over hstepm matrices product = hstepm*stepm months) 
 2491:          as a weighted average of prlim.
 2492:       */
 2493:       for(j=nlstate+1;j<=nlstate+ndeath;j++){
 2494: 	for(i=1,gmp[j]=0.; i<= nlstate; i++)
 2495:          gmp[j] += prlim[i][i]*p3mat[i][j][1];
 2496:       }    
 2497:       /* end probability of death */
 2498: 
 2499:       for(j=1; j<= nlstate; j++) /* vareij */
 2500: 	for(h=0; h<=nhstepm; h++){
 2501: 	  gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
 2502: 	}
 2503: 
 2504:       for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
 2505: 	gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
 2506:       }
 2507: 
 2508:     } /* End theta */
 2509: 
 2510:     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
 2511: 
 2512:     for(h=0; h<=nhstepm; h++) /* veij */
 2513:       for(j=1; j<=nlstate;j++)
 2514: 	for(theta=1; theta <=npar; theta++)
 2515: 	  trgradg[h][j][theta]=gradg[h][theta][j];
 2516: 
 2517:     for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
 2518:       for(theta=1; theta <=npar; theta++)
 2519: 	trgradgp[j][theta]=gradgp[theta][j];
 2520:   
 2521: 
 2522:     hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
 2523:     for(i=1;i<=nlstate;i++)
 2524:       for(j=1;j<=nlstate;j++)
 2525: 	vareij[i][j][(int)age] =0.;
 2526: 
 2527:     for(h=0;h<=nhstepm;h++){
 2528:       for(k=0;k<=nhstepm;k++){
 2529: 	matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
 2530: 	matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
 2531: 	for(i=1;i<=nlstate;i++)
 2532: 	  for(j=1;j<=nlstate;j++)
 2533: 	    vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
 2534:       }
 2535:     }
 2536:   
 2537:     /* pptj */
 2538:     matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
 2539:     matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
 2540:     for(j=nlstate+1;j<=nlstate+ndeath;j++)
 2541:       for(i=nlstate+1;i<=nlstate+ndeath;i++)
 2542: 	varppt[j][i]=doldmp[j][i];
 2543:     /* end ppptj */
 2544:     /*  x centered again */
 2545:     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
 2546:     prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
 2547:  
 2548:     if (popbased==1) {
 2549:       if(mobilav ==0){
 2550: 	for(i=1; i<=nlstate;i++)
 2551: 	  prlim[i][i]=probs[(int)age][i][ij];
 2552:       }else{ /* mobilav */ 
 2553: 	for(i=1; i<=nlstate;i++)
 2554: 	  prlim[i][i]=mobaverage[(int)age][i][ij];
 2555:       }
 2556:     }
 2557:              
 2558:     /* This for computing probability of death (h=1 means
 2559:        computed over hstepm (estepm) matrices product = hstepm*stepm months) 
 2560:        as a weighted average of prlim.
 2561:     */
 2562:     for(j=nlstate+1;j<=nlstate+ndeath;j++){
 2563:       for(i=1,gmp[j]=0.;i<= nlstate; i++) 
 2564: 	gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
 2565:     }    
 2566:     /* end probability of death */
 2567: 
 2568:     fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
 2569:     for(j=nlstate+1; j<=(nlstate+ndeath);j++){
 2570:       fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
 2571:       for(i=1; i<=nlstate;i++){
 2572: 	fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
 2573:       }
 2574:     } 
 2575:     fprintf(ficresprobmorprev,"\n");
 2576: 
 2577:     fprintf(ficresvij,"%.0f ",age );
 2578:     for(i=1; i<=nlstate;i++)
 2579:       for(j=1; j<=nlstate;j++){
 2580: 	fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
 2581:       }
 2582:     fprintf(ficresvij,"\n");
 2583:     free_matrix(gp,0,nhstepm,1,nlstate);
 2584:     free_matrix(gm,0,nhstepm,1,nlstate);
 2585:     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
 2586:     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
 2587:     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2588:   } /* End age */
 2589:   free_vector(gpp,nlstate+1,nlstate+ndeath);
 2590:   free_vector(gmp,nlstate+1,nlstate+ndeath);
 2591:   free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
 2592:   free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
 2593:   fprintf(ficgp,"\nset noparametric;set nolabel; set ter png small;set size 0.65, 0.65");
 2594:   /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
 2595:   fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
 2596: /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
 2597: /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
 2598: /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
 2599:   fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",fileresprobmorprev);
 2600:   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",fileresprobmorprev);
 2601:   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",fileresprobmorprev);
 2602:   fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",fileresprobmorprev,fileresprobmorprev);
 2603:   fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months. <br> <img src=\"varmuptjgr%s%s%s.png\"> <br>\n", estepm,digitp,optionfilefiname,digit);
 2604:   /*  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);
 2605: */
 2606:   fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit);
 2607: 
 2608:   free_vector(xp,1,npar);
 2609:   free_matrix(doldm,1,nlstate,1,nlstate);
 2610:   free_matrix(dnewm,1,nlstate,1,npar);
 2611:   free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 2612:   free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
 2613:   free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 2614:   if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 2615:   fclose(ficresprobmorprev);
 2616:   fclose(ficgp);
 2617: /*   fclose(fichtm); */
 2618: }  /* end varevsij */
 2619: 
 2620: /************ Variance of prevlim ******************/
 2621: 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)
 2622: {
 2623:   /* Variance of prevalence limit */
 2624:   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
 2625:   double **newm;
 2626:   double **dnewm,**doldm;
 2627:   int i, j, nhstepm, hstepm;
 2628:   int k, cptcode;
 2629:   double *xp;
 2630:   double *gp, *gm;
 2631:   double **gradg, **trgradg;
 2632:   double age,agelim;
 2633:   int theta;
 2634:    
 2635:   fprintf(ficresvpl,"# Standard deviation of stable prevalences \n");
 2636:   fprintf(ficresvpl,"# Age");
 2637:   for(i=1; i<=nlstate;i++)
 2638:       fprintf(ficresvpl," %1d-%1d",i,i);
 2639:   fprintf(ficresvpl,"\n");
 2640: 
 2641:   xp=vector(1,npar);
 2642:   dnewm=matrix(1,nlstate,1,npar);
 2643:   doldm=matrix(1,nlstate,1,nlstate);
 2644:   
 2645:   hstepm=1*YEARM; /* Every year of age */
 2646:   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
 2647:   agelim = AGESUP;
 2648:   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
 2649:     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
 2650:     if (stepm >= YEARM) hstepm=1;
 2651:     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
 2652:     gradg=matrix(1,npar,1,nlstate);
 2653:     gp=vector(1,nlstate);
 2654:     gm=vector(1,nlstate);
 2655: 
 2656:     for(theta=1; theta <=npar; theta++){
 2657:       for(i=1; i<=npar; i++){ /* Computes gradient */
 2658: 	xp[i] = x[i] + (i==theta ?delti[theta]:0);
 2659:       }
 2660:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 2661:       for(i=1;i<=nlstate;i++)
 2662: 	gp[i] = prlim[i][i];
 2663:     
 2664:       for(i=1; i<=npar; i++) /* Computes gradient */
 2665: 	xp[i] = x[i] - (i==theta ?delti[theta]:0);
 2666:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 2667:       for(i=1;i<=nlstate;i++)
 2668: 	gm[i] = prlim[i][i];
 2669: 
 2670:       for(i=1;i<=nlstate;i++)
 2671: 	gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
 2672:     } /* End theta */
 2673: 
 2674:     trgradg =matrix(1,nlstate,1,npar);
 2675: 
 2676:     for(j=1; j<=nlstate;j++)
 2677:       for(theta=1; theta <=npar; theta++)
 2678: 	trgradg[j][theta]=gradg[theta][j];
 2679: 
 2680:     for(i=1;i<=nlstate;i++)
 2681:       varpl[i][(int)age] =0.;
 2682:     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
 2683:     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
 2684:     for(i=1;i<=nlstate;i++)
 2685:       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
 2686: 
 2687:     fprintf(ficresvpl,"%.0f ",age );
 2688:     for(i=1; i<=nlstate;i++)
 2689:       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
 2690:     fprintf(ficresvpl,"\n");
 2691:     free_vector(gp,1,nlstate);
 2692:     free_vector(gm,1,nlstate);
 2693:     free_matrix(gradg,1,npar,1,nlstate);
 2694:     free_matrix(trgradg,1,nlstate,1,npar);
 2695:   } /* End age */
 2696: 
 2697:   free_vector(xp,1,npar);
 2698:   free_matrix(doldm,1,nlstate,1,npar);
 2699:   free_matrix(dnewm,1,nlstate,1,nlstate);
 2700: 
 2701: }
 2702: 
 2703: /************ Variance of one-step probabilities  ******************/
 2704: void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax)
 2705: {
 2706:   int i, j=0,  i1, k1, l1, t, tj;
 2707:   int k2, l2, j1,  z1;
 2708:   int k=0,l, cptcode;
 2709:   int first=1, first1;
 2710:   double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
 2711:   double **dnewm,**doldm;
 2712:   double *xp;
 2713:   double *gp, *gm;
 2714:   double **gradg, **trgradg;
 2715:   double **mu;
 2716:   double age,agelim, cov[NCOVMAX];
 2717:   double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
 2718:   int theta;
 2719:   char fileresprob[FILENAMELENGTH];
 2720:   char fileresprobcov[FILENAMELENGTH];
 2721:   char fileresprobcor[FILENAMELENGTH];
 2722: 
 2723:   double ***varpij;
 2724: 
 2725:   strcpy(fileresprob,"prob"); 
 2726:   strcat(fileresprob,fileres);
 2727:   if((ficresprob=fopen(fileresprob,"w"))==NULL) {
 2728:     printf("Problem with resultfile: %s\n", fileresprob);
 2729:     fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
 2730:   }
 2731:   strcpy(fileresprobcov,"probcov"); 
 2732:   strcat(fileresprobcov,fileres);
 2733:   if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
 2734:     printf("Problem with resultfile: %s\n", fileresprobcov);
 2735:     fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
 2736:   }
 2737:   strcpy(fileresprobcor,"probcor"); 
 2738:   strcat(fileresprobcor,fileres);
 2739:   if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
 2740:     printf("Problem with resultfile: %s\n", fileresprobcor);
 2741:     fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
 2742:   }
 2743:   printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
 2744:   fprintf(ficlog,"Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
 2745:   printf("Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
 2746:   fprintf(ficlog,"Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
 2747:   printf("and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
 2748:   fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
 2749:   
 2750:   fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
 2751:   fprintf(ficresprob,"# Age");
 2752:   fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
 2753:   fprintf(ficresprobcov,"# Age");
 2754:   fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
 2755:   fprintf(ficresprobcov,"# Age");
 2756: 
 2757: 
 2758:   for(i=1; i<=nlstate;i++)
 2759:     for(j=1; j<=(nlstate+ndeath);j++){
 2760:       fprintf(ficresprob," p%1d-%1d (SE)",i,j);
 2761:       fprintf(ficresprobcov," p%1d-%1d ",i,j);
 2762:       fprintf(ficresprobcor," p%1d-%1d ",i,j);
 2763:     }  
 2764:  /* fprintf(ficresprob,"\n");
 2765:   fprintf(ficresprobcov,"\n");
 2766:   fprintf(ficresprobcor,"\n");
 2767:  */
 2768:  xp=vector(1,npar);
 2769:   dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
 2770:   doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
 2771:   mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
 2772:   varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
 2773:   first=1;
 2774:   if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
 2775:     printf("Problem with gnuplot file: %s\n", optionfilegnuplot);
 2776:     fprintf(ficlog,"Problem with gnuplot file: %s\n", optionfilegnuplot);
 2777:     exit(0);
 2778:   }
 2779:   else{
 2780:     fprintf(ficgp,"\n# Routine varprob");
 2781:   }
 2782: /*   if((fichtm=fopen(optionfilehtm,"a"))==NULL) { */
 2783: /*     printf("Problem with html file: %s\n", optionfilehtm); */
 2784: /*     fprintf(ficlog,"Problem with html file: %s\n", optionfilehtm); */
 2785: /*     exit(0); */
 2786: /*   } */
 2787: /*   else{ */
 2788:     fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
 2789:     fprintf(fichtm,"\n");
 2790: 
 2791:     fprintf(fichtm,"\n<li><h4> Computing matrix of variance-covariance of step probabilities</h4></li>\n");
 2792:     fprintf(fichtm,"\nWe have drawn ellipsoids of confidence around the p<inf>ij</inf>, p<inf>kl</inf> to understand the covariance between two incidences. They are expressed in year<sup>-1</sup> in order to be less dependent of stepm.<br>\n");
 2793:     fprintf(fichtm,"\n<br> We have drawn x'cov<sup>-1</sup>x = 4 where x is the column vector (pij,pkl). It means that if pij and pkl where uncorrelated the (2X2) matrix would have been (1/(var pij), 0 , 0, 1/(var pkl)), and the confidence interval would be 2 standard deviations wide on each axis. <br> When both incidences are correlated we diagonalised the inverse of the covariance matrix and made the appropriate rotation.<br> \n");
 2794: 
 2795: /*   } */
 2796: 
 2797:   cov[1]=1;
 2798:   tj=cptcoveff;
 2799:   if (cptcovn<1) {tj=1;ncodemax[1]=1;}
 2800:   j1=0;
 2801:   for(t=1; t<=tj;t++){
 2802:     for(i1=1; i1<=ncodemax[t];i1++){ 
 2803:       j1++;
 2804:       if  (cptcovn>0) {
 2805: 	fprintf(ficresprob, "\n#********** Variable "); 
 2806: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 2807: 	fprintf(ficresprob, "**********\n#\n");
 2808: 	fprintf(ficresprobcov, "\n#********** Variable "); 
 2809: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 2810: 	fprintf(ficresprobcov, "**********\n#\n");
 2811: 	
 2812: 	fprintf(ficgp, "\n#********** Variable "); 
 2813: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 2814: 	fprintf(ficgp, "**********\n#\n");
 2815: 	
 2816: 	
 2817: 	fprintf(fichtm, "\n<hr  size=\"2\" color=\"#EC5E5E\">********** Variable "); 
 2818: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 2819: 	fprintf(fichtm, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
 2820: 	
 2821: 	fprintf(ficresprobcor, "\n#********** Variable ");    
 2822: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 2823: 	fprintf(ficresprobcor, "**********\n#");    
 2824:       }
 2825:       
 2826:       for (age=bage; age<=fage; age ++){ 
 2827: 	cov[2]=age;
 2828: 	for (k=1; k<=cptcovn;k++) {
 2829: 	  cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
 2830: 	}
 2831: 	for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
 2832: 	for (k=1; k<=cptcovprod;k++)
 2833: 	  cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
 2834: 	
 2835: 	gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
 2836: 	trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
 2837: 	gp=vector(1,(nlstate)*(nlstate+ndeath));
 2838: 	gm=vector(1,(nlstate)*(nlstate+ndeath));
 2839:     
 2840: 	for(theta=1; theta <=npar; theta++){
 2841: 	  for(i=1; i<=npar; i++)
 2842: 	    xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
 2843: 	  
 2844: 	  pmij(pmmij,cov,ncovmodel,xp,nlstate);
 2845: 	  
 2846: 	  k=0;
 2847: 	  for(i=1; i<= (nlstate); i++){
 2848: 	    for(j=1; j<=(nlstate+ndeath);j++){
 2849: 	      k=k+1;
 2850: 	      gp[k]=pmmij[i][j];
 2851: 	    }
 2852: 	  }
 2853: 	  
 2854: 	  for(i=1; i<=npar; i++)
 2855: 	    xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
 2856:     
 2857: 	  pmij(pmmij,cov,ncovmodel,xp,nlstate);
 2858: 	  k=0;
 2859: 	  for(i=1; i<=(nlstate); i++){
 2860: 	    for(j=1; j<=(nlstate+ndeath);j++){
 2861: 	      k=k+1;
 2862: 	      gm[k]=pmmij[i][j];
 2863: 	    }
 2864: 	  }
 2865:      
 2866: 	  for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
 2867: 	    gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
 2868: 	}
 2869: 
 2870: 	for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
 2871: 	  for(theta=1; theta <=npar; theta++)
 2872: 	    trgradg[j][theta]=gradg[theta][j];
 2873: 	
 2874: 	matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
 2875: 	matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
 2876: 	free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
 2877: 	free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
 2878: 	free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
 2879: 	free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
 2880: 
 2881: 	pmij(pmmij,cov,ncovmodel,x,nlstate);
 2882: 	
 2883: 	k=0;
 2884: 	for(i=1; i<=(nlstate); i++){
 2885: 	  for(j=1; j<=(nlstate+ndeath);j++){
 2886: 	    k=k+1;
 2887: 	    mu[k][(int) age]=pmmij[i][j];
 2888: 	  }
 2889: 	}
 2890:      	for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
 2891: 	  for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
 2892: 	    varpij[i][j][(int)age] = doldm[i][j];
 2893: 
 2894: 	/*printf("\n%d ",(int)age);
 2895: 	  for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
 2896: 	  printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
 2897: 	  fprintf(ficlog,"%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
 2898: 	  }*/
 2899: 
 2900: 	fprintf(ficresprob,"\n%d ",(int)age);
 2901: 	fprintf(ficresprobcov,"\n%d ",(int)age);
 2902: 	fprintf(ficresprobcor,"\n%d ",(int)age);
 2903: 
 2904: 	for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
 2905: 	  fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
 2906: 	for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
 2907: 	  fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
 2908: 	  fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
 2909: 	}
 2910: 	i=0;
 2911: 	for (k=1; k<=(nlstate);k++){
 2912:  	  for (l=1; l<=(nlstate+ndeath);l++){ 
 2913:  	    i=i++;
 2914: 	    fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l);
 2915: 	    fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l);
 2916: 	    for (j=1; j<=i;j++){
 2917: 	      fprintf(ficresprobcov," %11.3e",varpij[i][j][(int)age]);
 2918: 	      fprintf(ficresprobcor," %11.3e",varpij[i][j][(int) age]/sqrt(varpij[i][i][(int) age])/sqrt(varpij[j][j][(int)age]));
 2919: 	    }
 2920: 	  }
 2921: 	}/* end of loop for state */
 2922:       } /* end of loop for age */
 2923: 
 2924:       /* Confidence intervalle of pij  */
 2925:       /*
 2926: 	fprintf(ficgp,"\nset noparametric;unset label");
 2927: 	fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
 2928: 	fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
 2929: 	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);
 2930: 	fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
 2931: 	fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
 2932: 	fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
 2933:       */
 2934: 
 2935:       /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
 2936:       first1=1;
 2937:       for (k2=1; k2<=(nlstate);k2++){
 2938: 	for (l2=1; l2<=(nlstate+ndeath);l2++){ 
 2939: 	  if(l2==k2) continue;
 2940: 	  j=(k2-1)*(nlstate+ndeath)+l2;
 2941: 	  for (k1=1; k1<=(nlstate);k1++){
 2942: 	    for (l1=1; l1<=(nlstate+ndeath);l1++){ 
 2943: 	      if(l1==k1) continue;
 2944: 	      i=(k1-1)*(nlstate+ndeath)+l1;
 2945: 	      if(i<=j) continue;
 2946: 	      for (age=bage; age<=fage; age ++){ 
 2947: 		if ((int)age %5==0){
 2948: 		  v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
 2949: 		  v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
 2950: 		  cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
 2951: 		  mu1=mu[i][(int) age]/stepm*YEARM ;
 2952: 		  mu2=mu[j][(int) age]/stepm*YEARM;
 2953: 		  c12=cv12/sqrt(v1*v2);
 2954: 		  /* Computing eigen value of matrix of covariance */
 2955: 		  lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
 2956: 		  lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
 2957: 		  /* Eigen vectors */
 2958: 		  v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
 2959: 		  /*v21=sqrt(1.-v11*v11); *//* error */
 2960: 		  v21=(lc1-v1)/cv12*v11;
 2961: 		  v12=-v21;
 2962: 		  v22=v11;
 2963: 		  tnalp=v21/v11;
 2964: 		  if(first1==1){
 2965: 		    first1=0;
 2966: 		    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);
 2967: 		  }
 2968: 		  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);
 2969: 		  /*printf(fignu*/
 2970: 		  /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
 2971: 		  /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
 2972: 		  if(first==1){
 2973: 		    first=0;
 2974:  		    fprintf(ficgp,"\nset parametric;unset label");
 2975: 		    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);
 2976: 		    fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
 2977: 		    fprintf(fichtm,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup> :<a href=\"varpijgr%s%d%1d%1d-%1d%1d.png\">varpijgr%s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,optionfilefiname, j1,k1,l1,k2,l2,optionfilefiname, j1,k1,l1,k2,l2);
 2978: 		    fprintf(fichtm,"\n<br><img src=\"varpijgr%s%d%1d%1d-%1d%1d.png\"> ",optionfilefiname, j1,k1,l1,k2,l2);
 2979: 		    fprintf(fichtm,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
 2980: 		    fprintf(ficgp,"\nset out \"varpijgr%s%d%1d%1d-%1d%1d.png\"",optionfilefiname, j1,k1,l1,k2,l2);
 2981: 		    fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
 2982: 		    fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
 2983: 		    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",\
 2984: 			    mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
 2985: 			    mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
 2986: 		  }else{
 2987: 		    first=0;
 2988: 		    fprintf(fichtm," %d (%.3f),",(int) age, c12);
 2989: 		    fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
 2990: 		    fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
 2991: 		    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",\
 2992: 			    mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
 2993: 			    mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
 2994: 		  }/* if first */
 2995: 		} /* age mod 5 */
 2996: 	      } /* end loop age */
 2997: 	      fprintf(ficgp,"\nset out \"varpijgr%s%d%1d%1d-%1d%1d.png\";replot;",optionfilefiname, j1,k1,l1,k2,l2);
 2998: 	      first=1;
 2999: 	    } /*l12 */
 3000: 	  } /* k12 */
 3001: 	} /*l1 */
 3002:       }/* k1 */
 3003:     } /* loop covariates */
 3004:   }
 3005:   free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
 3006:   free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
 3007:   free_vector(xp,1,npar);
 3008:   fclose(ficresprob);
 3009:   fclose(ficresprobcov);
 3010:   fclose(ficresprobcor);
 3011:   fclose(ficgp);
 3012: }
 3013: 
 3014: 
 3015: /******************* Printing html file ***********/
 3016: void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
 3017: 		  int lastpass, int stepm, int weightopt, char model[],\
 3018: 		  int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
 3019: 		  int popforecast, int estepm ,\
 3020: 		  double jprev1, double mprev1,double anprev1, \
 3021: 		  double jprev2, double mprev2,double anprev2){
 3022:   int jj1, k1, i1, cpt;
 3023:   /*char optionfilehtm[FILENAMELENGTH];*/
 3024: /*   if((fichtm=fopen(optionfilehtm,"a"))==NULL)    { */
 3025: /*     printf("Problem with %s \n",optionfilehtm), exit(0); */
 3026: /*     fprintf(ficlog,"Problem with %s \n",optionfilehtm), exit(0); */
 3027: /*   } */
 3028: 
 3029:    fprintf(fichtm,"<ul><li><h4>Result files (first order: no variance)</h4>\n \
 3030:  - Observed prevalence in each state (during the period defined between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf): <a href=\"p%s\">p%s</a> <br>\n \
 3031:  - Estimated transition probabilities over %d (stepm) months: <a href=\"pij%s\">pij%s</a><br>\n \
 3032:  - Stable prevalence in each health state: <a href=\"pl%s\">pl%s</a> <br>\n \
 3033:  - Life expectancies by age and initial health status (estepm=%2d months): \
 3034:    <a href=\"e%s\">e%s</a> <br>\n</li>", \
 3035:   jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,fileres,fileres,stepm,fileres,fileres,fileres,fileres,estepm,fileres,fileres);
 3036: 
 3037: fprintf(fichtm," \n<ul><li><b>Graphs</b></li><p>");
 3038: 
 3039:  m=cptcoveff;
 3040:  if (cptcovn < 1) {m=1;ncodemax[1]=1;}
 3041: 
 3042:  jj1=0;
 3043:  for(k1=1; k1<=m;k1++){
 3044:    for(i1=1; i1<=ncodemax[k1];i1++){
 3045:      jj1++;
 3046:      if (cptcovn > 0) {
 3047:        fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
 3048:        for (cpt=1; cpt<=cptcoveff;cpt++) 
 3049: 	 fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
 3050:        fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
 3051:      }
 3052:      /* Pij */
 3053:      fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i, %d (stepm) months before: pe%s%d1.png<br> \
 3054: <img src=\"pe%s%d1.png\">",stepm,strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1);     
 3055:      /* Quasi-incidences */
 3056:      fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i %d (stepm) months\
 3057:  before but expressed in per year i.e. quasi incidences if stepm is small and probabilities too: pe%s%d2.png<br> \
 3058: <img src=\"pe%s%d2.png\">",stepm,strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1); 
 3059:        /* Stable prevalence in each health state */
 3060:        for(cpt=1; cpt<nlstate;cpt++){
 3061: 	 fprintf(fichtm,"<br>- Stable prevalence in each health state : p%s%d%d.png<br> \
 3062: <img src=\"p%s%d%d.png\">",strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);
 3063:        }
 3064:      for(cpt=1; cpt<=nlstate;cpt++) {
 3065:         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.png <br> \
 3066: <img src=\"exp%s%d%d.png\">",cpt,strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);
 3067:      }
 3068:      fprintf(fichtm,"\n<br>- Total life expectancy by age and \
 3069: health expectancies in states (1) and (2): e%s%d.png<br>\
 3070: <img src=\"e%s%d.png\">",strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1);
 3071:    } /* end i1 */
 3072:  }/* End k1 */
 3073:  fprintf(fichtm,"</ul>");
 3074: 
 3075: 
 3076:  fprintf(fichtm,"\n<br><li><h4> Result files (second order: variances)</h4>\n\
 3077:  - Parameter file with estimated parameters and covariance matrix: <a href=\"%s\">%s</a> <br>\n\
 3078:  - Variance of one-step probabilities: <a href=\"prob%s\">prob%s</a> <br>\n\
 3079:  - Variance-covariance of one-step probabilities: <a href=\"probcov%s\">probcov%s</a> <br>\n\
 3080:  - Correlation matrix of one-step probabilities: <a href=\"probcor%s\">probcor%s</a> <br>\n\
 3081:  - Variances and covariances of life expectancies by age and initial health status (estepm=%d months): <a href=\"v%s\">v%s</a><br>\n\
 3082:  - Health expectancies with their variances (no covariance): <a href=\"t%s\">t%s</a> <br>\n\
 3083:  - Standard deviation of stable prevalences: <a href=\"vpl%s\">vpl%s</a> <br>\n",rfileres,rfileres,fileres,fileres,fileres,fileres,fileres,fileres, estepm, fileres,fileres,fileres,fileres,fileres,fileres);
 3084: 
 3085: /*  if(popforecast==1) fprintf(fichtm,"\n */
 3086: /*  - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>\n */
 3087: /*  - Population forecasting (if popforecast=1): <a href=\"pop%s\">pop%s</a> <br>\n */
 3088: /* 	<br>",fileres,fileres,fileres,fileres); */
 3089: /*  else  */
 3090: /*    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); */
 3091: fprintf(fichtm," <ul><li><b>Graphs</b></li><p>");
 3092: 
 3093:  m=cptcoveff;
 3094:  if (cptcovn < 1) {m=1;ncodemax[1]=1;}
 3095: 
 3096:  jj1=0;
 3097:  for(k1=1; k1<=m;k1++){
 3098:    for(i1=1; i1<=ncodemax[k1];i1++){
 3099:      jj1++;
 3100:      if (cptcovn > 0) {
 3101:        fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
 3102:        for (cpt=1; cpt<=cptcoveff;cpt++) 
 3103: 	 fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
 3104:        fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
 3105:      }
 3106:      for(cpt=1; cpt<=nlstate;cpt++) {
 3107:        fprintf(fichtm,"<br>- Observed and period prevalence (with confident\
 3108: interval) in state (%d): v%s%d%d.png <br>\
 3109: <img src=\"v%s%d%d.png\">",cpt,strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);  
 3110:      }
 3111:    } /* end i1 */
 3112:  }/* End k1 */
 3113:  fprintf(fichtm,"</ul>");
 3114:  fflush(fichtm);
 3115: }
 3116: 
 3117: /******************* Gnuplot file **************/
 3118: void printinggnuplot(char fileres[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
 3119: 
 3120:   int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;
 3121:   int ng;
 3122:   if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
 3123:     printf("Problem with file %s",optionfilegnuplot);
 3124:     fprintf(ficlog,"Problem with file %s",optionfilegnuplot);
 3125:   }
 3126: 
 3127:   /*#ifdef windows */
 3128:     fprintf(ficgp,"cd \"%s\" \n",pathc);
 3129:     /*#endif */
 3130: m=pow(2,cptcoveff);
 3131:   
 3132:  /* 1eme*/
 3133:   for (cpt=1; cpt<= nlstate ; cpt ++) {
 3134:    for (k1=1; k1<= m ; k1 ++) {
 3135:      fprintf(ficgp,"\nset out \"v%s%d%d.png\" \n",strtok(optionfile, "."),cpt,k1);
 3136:      fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] \"vpl%s\" every :::%d::%d u 1:2 \"\%%lf",ageminpar,fage,fileres,k1-1,k1-1);
 3137: 
 3138:      for (i=1; i<= nlstate ; i ++) {
 3139:        if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
 3140:        else fprintf(ficgp," \%%*lf (\%%*lf)");
 3141:      }
 3142:      fprintf(ficgp,"\" t\"Stable prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+1.96*$3) \"\%%lf",fileres,k1-1,k1-1);
 3143:      for (i=1; i<= nlstate ; i ++) {
 3144:        if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
 3145:        else fprintf(ficgp," \%%*lf (\%%*lf)");
 3146:      } 
 3147:      fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-1.96*$3) \"\%%lf",fileres,k1-1,k1-1); 
 3148:      for (i=1; i<= nlstate ; i ++) {
 3149:        if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
 3150:        else fprintf(ficgp," \%%*lf (\%%*lf)");
 3151:      }  
 3152:      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));
 3153:    }
 3154:   }
 3155:   /*2 eme*/
 3156:   
 3157:   for (k1=1; k1<= m ; k1 ++) { 
 3158:     fprintf(ficgp,"\nset out \"e%s%d.png\" \n",strtok(optionfile, "."),k1);
 3159:     fprintf(ficgp,"set ylabel \"Years\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] ",ageminpar,fage);
 3160:     
 3161:     for (i=1; i<= nlstate+1 ; i ++) {
 3162:       k=2*i;
 3163:       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);
 3164:       for (j=1; j<= nlstate+1 ; j ++) {
 3165: 	if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
 3166: 	else fprintf(ficgp," \%%*lf (\%%*lf)");
 3167:       }   
 3168:       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
 3169:       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);
 3170:       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);
 3171:       for (j=1; j<= nlstate+1 ; j ++) {
 3172: 	if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
 3173: 	else fprintf(ficgp," \%%*lf (\%%*lf)");
 3174:       }   
 3175:       fprintf(ficgp,"\" t\"\" w l 0,");
 3176:       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);
 3177:       for (j=1; j<= nlstate+1 ; j ++) {
 3178: 	if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
 3179: 	else fprintf(ficgp," \%%*lf (\%%*lf)");
 3180:       }   
 3181:       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
 3182:       else fprintf(ficgp,"\" t\"\" w l 0,");
 3183:     }
 3184:   }
 3185:   
 3186:   /*3eme*/
 3187:   
 3188:   for (k1=1; k1<= m ; k1 ++) { 
 3189:     for (cpt=1; cpt<= nlstate ; cpt ++) {
 3190:       k=2+nlstate*(2*cpt-2);
 3191:       fprintf(ficgp,"\nset out \"exp%s%d%d.png\" \n",strtok(optionfile, "."),cpt,k1);
 3192:       fprintf(ficgp,"set ter png small\nset size 0.65,0.65\nplot [%.f:%.f] \"e%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",ageminpar,fage,fileres,k1-1,k1-1,k,cpt);
 3193:       /*fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d-2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
 3194: 	for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
 3195: 	fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
 3196: 	fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d+2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
 3197: 	for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
 3198: 	fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
 3199: 	
 3200:       */
 3201:       for (i=1; i< nlstate ; i ++) {
 3202: 	fprintf(ficgp," ,\"e%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",fileres,k1-1,k1-1,k+2*i,cpt,i+1);
 3203: 	
 3204:       } 
 3205:     }
 3206:   }
 3207:   
 3208:   /* CV preval stable (period) */
 3209:   for (k1=1; k1<= m ; k1 ++) { 
 3210:     for (cpt=1; cpt<=nlstate ; cpt ++) {
 3211:       k=3;
 3212:       fprintf(ficgp,"\nset out \"p%s%d%d.png\" \n",strtok(optionfile, "."),cpt,k1);
 3213:       fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] \"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",ageminpar,agemaxpar,fileres,k1,k+cpt+1,k+1);
 3214:       
 3215:       for (i=1; i< nlstate ; i ++)
 3216: 	fprintf(ficgp,"+$%d",k+i+1);
 3217:       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
 3218:       
 3219:       l=3+(nlstate+ndeath)*cpt;
 3220:       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);
 3221:       for (i=1; i< nlstate ; i ++) {
 3222: 	l=3+(nlstate+ndeath)*cpt;
 3223: 	fprintf(ficgp,"+$%d",l+i+1);
 3224:       }
 3225:       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);   
 3226:     } 
 3227:   }  
 3228:   
 3229:   /* proba elementaires */
 3230:   for(i=1,jk=1; i <=nlstate; i++){
 3231:     for(k=1; k <=(nlstate+ndeath); k++){
 3232:       if (k != i) {
 3233: 	for(j=1; j <=ncovmodel; j++){
 3234: 	  fprintf(ficgp,"p%d=%f ",jk,p[jk]);
 3235: 	  jk++; 
 3236: 	  fprintf(ficgp,"\n");
 3237: 	}
 3238:       }
 3239:     }
 3240:    }
 3241: 
 3242:    for(ng=1; ng<=2;ng++){ /* Number of graphics: first is probabilities second is incidence per year*/
 3243:      for(jk=1; jk <=m; jk++) {
 3244:        fprintf(ficgp,"\nset out \"pe%s%d%d.png\" \n",strtok(optionfile, "."),jk,ng); 
 3245:        if (ng==2)
 3246: 	 fprintf(ficgp,"\nset ylabel \"Quasi-incidence per year\"\n");
 3247:        else
 3248: 	 fprintf(ficgp,"\nset title \"Probability\"\n");
 3249:        fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65\nset log y\nplot  [%.f:%.f] ",ageminpar,agemaxpar);
 3250:        i=1;
 3251:        for(k2=1; k2<=nlstate; k2++) {
 3252: 	 k3=i;
 3253: 	 for(k=1; k<=(nlstate+ndeath); k++) {
 3254: 	   if (k != k2){
 3255: 	     if(ng==2)
 3256: 	       fprintf(ficgp," %f*exp(p%d+p%d*x",YEARM/stepm,i,i+1);
 3257: 	     else
 3258: 	       fprintf(ficgp," exp(p%d+p%d*x",i,i+1);
 3259: 	     ij=1;
 3260: 	     for(j=3; j <=ncovmodel; j++) {
 3261: 	       if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
 3262: 		 fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
 3263: 		 ij++;
 3264: 	       }
 3265: 	       else
 3266: 		 fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
 3267: 	     }
 3268: 	     fprintf(ficgp,")/(1");
 3269: 	     
 3270: 	     for(k1=1; k1 <=nlstate; k1++){   
 3271: 	       fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);
 3272: 	       ij=1;
 3273: 	       for(j=3; j <=ncovmodel; j++){
 3274: 		 if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
 3275: 		   fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
 3276: 		   ij++;
 3277: 		 }
 3278: 		 else
 3279: 		   fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
 3280: 	       }
 3281: 	       fprintf(ficgp,")");
 3282: 	     }
 3283: 	     fprintf(ficgp,") t \"p%d%d\" ", k2,k);
 3284: 	     if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");
 3285: 	     i=i+ncovmodel;
 3286: 	   }
 3287: 	 } /* end k */
 3288:        } /* end k2 */
 3289:      } /* end jk */
 3290:    } /* end ng */
 3291:    fclose(ficgp); 
 3292: }  /* end gnuplot */
 3293: 
 3294: 
 3295: /*************** Moving average **************/
 3296: int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav){
 3297: 
 3298:   int i, cpt, cptcod;
 3299:   int modcovmax =1;
 3300:   int mobilavrange, mob;
 3301:   double age;
 3302: 
 3303:   modcovmax=2*cptcoveff;/* Max number of modalities. We suppose 
 3304: 			   a covariate has 2 modalities */
 3305:   if (cptcovn<1) modcovmax=1; /* At least 1 pass */
 3306: 
 3307:   if(mobilav==1||mobilav ==3 ||mobilav==5 ||mobilav== 7){
 3308:     if(mobilav==1) mobilavrange=5; /* default */
 3309:     else mobilavrange=mobilav;
 3310:     for (age=bage; age<=fage; age++)
 3311:       for (i=1; i<=nlstate;i++)
 3312: 	for (cptcod=1;cptcod<=modcovmax;cptcod++)
 3313: 	  mobaverage[(int)age][i][cptcod]=probs[(int)age][i][cptcod];
 3314:     /* We keep the original values on the extreme ages bage, fage and for 
 3315:        fage+1 and bage-1 we use a 3 terms moving average; for fage+2 bage+2
 3316:        we use a 5 terms etc. until the borders are no more concerned. 
 3317:     */ 
 3318:     for (mob=3;mob <=mobilavrange;mob=mob+2){
 3319:       for (age=bage+(mob-1)/2; age<=fage-(mob-1)/2; age++){
 3320: 	for (i=1; i<=nlstate;i++){
 3321: 	  for (cptcod=1;cptcod<=modcovmax;cptcod++){
 3322: 	    mobaverage[(int)age][i][cptcod] =probs[(int)age][i][cptcod];
 3323: 	      for (cpt=1;cpt<=(mob-1)/2;cpt++){
 3324: 		mobaverage[(int)age][i][cptcod] +=probs[(int)age-cpt][i][cptcod];
 3325: 		mobaverage[(int)age][i][cptcod] +=probs[(int)age+cpt][i][cptcod];
 3326: 	      }
 3327: 	    mobaverage[(int)age][i][cptcod]=mobaverage[(int)age][i][cptcod]/mob;
 3328: 	  }
 3329: 	}
 3330:       }/* end age */
 3331:     }/* end mob */
 3332:   }else return -1;
 3333:   return 0;
 3334: }/* End movingaverage */
 3335: 
 3336: 
 3337: /************** Forecasting ******************/
 3338: 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){
 3339:   /* proj1, year, month, day of starting projection 
 3340:      agemin, agemax range of age
 3341:      dateprev1 dateprev2 range of dates during which prevalence is computed
 3342:      anproj2 year of en of projection (same day and month as proj1).
 3343:   */
 3344:   int yearp, stepsize, hstepm, nhstepm, j, k, c, cptcod, i, h, i1;
 3345:   int *popage;
 3346:   double agec; /* generic age */
 3347:   double agelim, ppij, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;
 3348:   double *popeffectif,*popcount;
 3349:   double ***p3mat;
 3350:   double ***mobaverage;
 3351:   char fileresf[FILENAMELENGTH];
 3352: 
 3353:   agelim=AGESUP;
 3354:   prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
 3355:  
 3356:   strcpy(fileresf,"f"); 
 3357:   strcat(fileresf,fileres);
 3358:   if((ficresf=fopen(fileresf,"w"))==NULL) {
 3359:     printf("Problem with forecast resultfile: %s\n", fileresf);
 3360:     fprintf(ficlog,"Problem with forecast resultfile: %s\n", fileresf);
 3361:   }
 3362:   printf("Computing forecasting: result on file '%s' \n", fileresf);
 3363:   fprintf(ficlog,"Computing forecasting: result on file '%s' \n", fileresf);
 3364: 
 3365:   if (cptcoveff==0) ncodemax[cptcoveff]=1;
 3366: 
 3367:   if (mobilav!=0) {
 3368:     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3369:     if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
 3370:       fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
 3371:       printf(" Error in movingaverage mobilav=%d\n",mobilav);
 3372:     }
 3373:   }
 3374: 
 3375:   stepsize=(int) (stepm+YEARM-1)/YEARM;
 3376:   if (stepm<=12) stepsize=1;
 3377:   if(estepm < stepm){
 3378:     printf ("Problem %d lower than %d\n",estepm, stepm);
 3379:   }
 3380:   else  hstepm=estepm;   
 3381: 
 3382:   hstepm=hstepm/stepm; 
 3383:   yp1=modf(dateintmean,&yp);/* extracts integral of datemean in yp  and
 3384:                                fractional in yp1 */
 3385:   anprojmean=yp;
 3386:   yp2=modf((yp1*12),&yp);
 3387:   mprojmean=yp;
 3388:   yp1=modf((yp2*30.5),&yp);
 3389:   jprojmean=yp;
 3390:   if(jprojmean==0) jprojmean=1;
 3391:   if(mprojmean==0) jprojmean=1;
 3392: 
 3393:   i1=cptcoveff;
 3394:   if (cptcovn < 1){i1=1;}
 3395:   
 3396:   fprintf(ficresf,"# Mean day of interviews %.lf/%.lf/%.lf (%.2f) between %.2f and %.2f \n",jprojmean,mprojmean,anprojmean,dateintmean,dateprev1,dateprev2); 
 3397:   
 3398:   fprintf(ficresf,"#****** Routine prevforecast **\n");
 3399: 
 3400: /* 	      if (h==(int)(YEARM*yearp)){ */
 3401:   for(cptcov=1, k=0;cptcov<=i1;cptcov++){
 3402:     for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
 3403:       k=k+1;
 3404:       fprintf(ficresf,"\n#******");
 3405:       for(j=1;j<=cptcoveff;j++) {
 3406: 	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]]);
 3407:       }
 3408:       fprintf(ficresf,"******\n");
 3409:       fprintf(ficresf,"# Covariate valuofcovar yearproj age");
 3410:       for(j=1; j<=nlstate+ndeath;j++){ 
 3411: 	for(i=1; i<=nlstate;i++) 	      
 3412:           fprintf(ficresf," p%d%d",i,j);
 3413: 	fprintf(ficresf," p.%d",j);
 3414:       }
 3415:       for (yearp=0; yearp<=(anproj2-anproj1);yearp +=stepsize) { 
 3416: 	fprintf(ficresf,"\n");
 3417: 	fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+yearp);   
 3418: 
 3419:      	for (agec=fage; agec>=(ageminpar-1); agec--){ 
 3420: 	  nhstepm=(int) rint((agelim-agec)*YEARM/stepm); 
 3421: 	  nhstepm = nhstepm/hstepm; 
 3422: 	  p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 3423: 	  oldm=oldms;savm=savms;
 3424: 	  hpxij(p3mat,nhstepm,agec,hstepm,p,nlstate,stepm,oldm,savm, k);  
 3425: 	
 3426: 	  for (h=0; h<=nhstepm; h++){
 3427: 	    if (h*hstepm/YEARM*stepm ==yearp) {
 3428:               fprintf(ficresf,"\n");
 3429:               for(j=1;j<=cptcoveff;j++) 
 3430:                 fprintf(ficresf,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 3431: 	      fprintf(ficresf,"%.f %.f ",anproj1+yearp,agec+h*hstepm/YEARM*stepm);
 3432: 	    } 
 3433: 	    for(j=1; j<=nlstate+ndeath;j++) {
 3434: 	      ppij=0.;
 3435: 	      for(i=1; i<=nlstate;i++) {
 3436: 		if (mobilav==1) 
 3437: 		  ppij=ppij+p3mat[i][j][h]*mobaverage[(int)agec][i][cptcod];
 3438: 		else {
 3439: 		  ppij=ppij+p3mat[i][j][h]*probs[(int)(agec)][i][cptcod];
 3440: 		}
 3441: 		if (h*hstepm/YEARM*stepm== yearp) {
 3442: 		  fprintf(ficresf," %.3f", p3mat[i][j][h]);
 3443: 		}
 3444: 	      } /* end i */
 3445: 	      if (h*hstepm/YEARM*stepm==yearp) {
 3446: 		fprintf(ficresf," %.3f", ppij);
 3447: 	      }
 3448: 	    }/* end j */
 3449: 	  } /* end h */
 3450: 	  free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 3451: 	} /* end agec */
 3452:       } /* end yearp */
 3453:     } /* end cptcod */
 3454:   } /* end  cptcov */
 3455:        
 3456:   if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3457: 
 3458:   fclose(ficresf);
 3459: }
 3460: 
 3461: /************** Forecasting *****not tested NB*************/
 3462: 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){
 3463:   
 3464:   int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;
 3465:   int *popage;
 3466:   double calagedatem, agelim, kk1, kk2;
 3467:   double *popeffectif,*popcount;
 3468:   double ***p3mat,***tabpop,***tabpopprev;
 3469:   double ***mobaverage;
 3470:   char filerespop[FILENAMELENGTH];
 3471: 
 3472:   tabpop= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3473:   tabpopprev= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3474:   agelim=AGESUP;
 3475:   calagedatem=(anpyram+mpyram/12.+jpyram/365.-dateintmean)*YEARM;
 3476:   
 3477:   prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
 3478:   
 3479:   
 3480:   strcpy(filerespop,"pop"); 
 3481:   strcat(filerespop,fileres);
 3482:   if((ficrespop=fopen(filerespop,"w"))==NULL) {
 3483:     printf("Problem with forecast resultfile: %s\n", filerespop);
 3484:     fprintf(ficlog,"Problem with forecast resultfile: %s\n", filerespop);
 3485:   }
 3486:   printf("Computing forecasting: result on file '%s' \n", filerespop);
 3487:   fprintf(ficlog,"Computing forecasting: result on file '%s' \n", filerespop);
 3488: 
 3489:   if (cptcoveff==0) ncodemax[cptcoveff]=1;
 3490: 
 3491:   if (mobilav!=0) {
 3492:     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3493:     if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
 3494:       fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
 3495:       printf(" Error in movingaverage mobilav=%d\n",mobilav);
 3496:     }
 3497:   }
 3498: 
 3499:   stepsize=(int) (stepm+YEARM-1)/YEARM;
 3500:   if (stepm<=12) stepsize=1;
 3501:   
 3502:   agelim=AGESUP;
 3503:   
 3504:   hstepm=1;
 3505:   hstepm=hstepm/stepm; 
 3506:   
 3507:   if (popforecast==1) {
 3508:     if((ficpop=fopen(popfile,"r"))==NULL) {
 3509:       printf("Problem with population file : %s\n",popfile);exit(0);
 3510:       fprintf(ficlog,"Problem with population file : %s\n",popfile);exit(0);
 3511:     } 
 3512:     popage=ivector(0,AGESUP);
 3513:     popeffectif=vector(0,AGESUP);
 3514:     popcount=vector(0,AGESUP);
 3515:     
 3516:     i=1;   
 3517:     while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF) i=i+1;
 3518:    
 3519:     imx=i;
 3520:     for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];
 3521:   }
 3522: 
 3523:   for(cptcov=1,k=0;cptcov<=i2;cptcov++){
 3524:    for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
 3525:       k=k+1;
 3526:       fprintf(ficrespop,"\n#******");
 3527:       for(j=1;j<=cptcoveff;j++) {
 3528: 	fprintf(ficrespop," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 3529:       }
 3530:       fprintf(ficrespop,"******\n");
 3531:       fprintf(ficrespop,"# Age");
 3532:       for(j=1; j<=nlstate+ndeath;j++) fprintf(ficrespop," P.%d",j);
 3533:       if (popforecast==1)  fprintf(ficrespop," [Population]");
 3534:       
 3535:       for (cpt=0; cpt<=0;cpt++) { 
 3536: 	fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
 3537: 	
 3538:      	for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
 3539: 	  nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
 3540: 	  nhstepm = nhstepm/hstepm; 
 3541: 	  
 3542: 	  p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 3543: 	  oldm=oldms;savm=savms;
 3544: 	  hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
 3545: 	
 3546: 	  for (h=0; h<=nhstepm; h++){
 3547: 	    if (h==(int) (calagedatem+YEARM*cpt)) {
 3548: 	      fprintf(ficrespop,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
 3549: 	    } 
 3550: 	    for(j=1; j<=nlstate+ndeath;j++) {
 3551: 	      kk1=0.;kk2=0;
 3552: 	      for(i=1; i<=nlstate;i++) {	      
 3553: 		if (mobilav==1) 
 3554: 		  kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];
 3555: 		else {
 3556: 		  kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];
 3557: 		}
 3558: 	      }
 3559: 	      if (h==(int)(calagedatem+12*cpt)){
 3560: 		tabpop[(int)(agedeb)][j][cptcod]=kk1;
 3561: 		  /*fprintf(ficrespop," %.3f", kk1);
 3562: 		    if (popforecast==1) fprintf(ficrespop," [%.f]", kk1*popeffectif[(int)agedeb+1]);*/
 3563: 	      }
 3564: 	    }
 3565: 	    for(i=1; i<=nlstate;i++){
 3566: 	      kk1=0.;
 3567: 		for(j=1; j<=nlstate;j++){
 3568: 		  kk1= kk1+tabpop[(int)(agedeb)][j][cptcod]; 
 3569: 		}
 3570: 		  tabpopprev[(int)(agedeb)][i][cptcod]=tabpop[(int)(agedeb)][i][cptcod]/kk1*popeffectif[(int)(agedeb+(calagedatem+12*cpt)*hstepm/YEARM*stepm-1)];
 3571: 	    }
 3572: 
 3573: 	    if (h==(int)(calagedatem+12*cpt)) for(j=1; j<=nlstate;j++) 
 3574: 	      fprintf(ficrespop," %15.2f",tabpopprev[(int)(agedeb+1)][j][cptcod]);
 3575: 	  }
 3576: 	  free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 3577: 	}
 3578:       }
 3579:  
 3580:   /******/
 3581: 
 3582:       for (cpt=1; cpt<=(anpyram1-anpyram);cpt++) { 
 3583: 	fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
 3584: 	for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
 3585: 	  nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
 3586: 	  nhstepm = nhstepm/hstepm; 
 3587: 	  
 3588: 	  p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 3589: 	  oldm=oldms;savm=savms;
 3590: 	  hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
 3591: 	  for (h=0; h<=nhstepm; h++){
 3592: 	    if (h==(int) (calagedatem+YEARM*cpt)) {
 3593: 	      fprintf(ficresf,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
 3594: 	    } 
 3595: 	    for(j=1; j<=nlstate+ndeath;j++) {
 3596: 	      kk1=0.;kk2=0;
 3597: 	      for(i=1; i<=nlstate;i++) {	      
 3598: 		kk1=kk1+p3mat[i][j][h]*tabpopprev[(int)agedeb+1][i][cptcod];	
 3599: 	      }
 3600: 	      if (h==(int)(calagedatem+12*cpt)) fprintf(ficresf," %15.2f", kk1);	
 3601: 	    }
 3602: 	  }
 3603: 	  free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 3604: 	}
 3605:       }
 3606:    } 
 3607:   }
 3608:  
 3609:   if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3610: 
 3611:   if (popforecast==1) {
 3612:     free_ivector(popage,0,AGESUP);
 3613:     free_vector(popeffectif,0,AGESUP);
 3614:     free_vector(popcount,0,AGESUP);
 3615:   }
 3616:   free_ma3x(tabpop,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3617:   free_ma3x(tabpopprev,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3618:   fclose(ficrespop);
 3619: } /* End of popforecast */
 3620: 
 3621: int fileappend(FILE *fichier, char *optionfich)
 3622: {
 3623:   if((fichier=fopen(optionfich,"a"))==NULL) {
 3624:     printf("Problem with file: %s\n", optionfich);
 3625:     fprintf(ficlog,"Problem with file: %s\n", optionfich);
 3626:     return (0);
 3627:   }
 3628:   fflush(fichier);
 3629:   return (1);
 3630: }
 3631: /***********************************************/
 3632: /**************** Main Program *****************/
 3633: /***********************************************/
 3634: 
 3635: int main(int argc, char *argv[])
 3636: {
 3637:   int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav);
 3638:   int i,j, k, n=MAXN,iter,m,size=100,cptcode, cptcod;
 3639:   int jj;
 3640:   int numlinepar=0; /* Current linenumber of parameter file */
 3641:   /*  FILE *fichtm; *//* Html File */
 3642:   /* FILE *ficgp;*/ /*Gnuplot File */
 3643:   double agedeb, agefin,hf;
 3644:   double ageminpar=1.e20,agemin=1.e20, agemaxpar=-1.e20, agemax=-1.e20;
 3645: 
 3646:   double fret;
 3647:   double **xi,tmp,delta;
 3648: 
 3649:   double dum; /* Dummy variable */
 3650:   double ***p3mat;
 3651:   double ***mobaverage;
 3652:   int *indx;
 3653:   char line[MAXLINE], linepar[MAXLINE];
 3654:   char path[132],pathc[132],pathcd[132],pathtot[132],model[132];
 3655:   int firstobs=1, lastobs=10;
 3656:   int sdeb, sfin; /* Status at beginning and end */
 3657:   int c,  h , cpt,l;
 3658:   int ju,jl, mi;
 3659:   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;
 3660:   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,*tab; 
 3661:   int mobilavproj=0 , prevfcast=0 ; /* moving average of prev, If prevfcast=1 prevalence projection */
 3662:   int mobilav=0,popforecast=0;
 3663:   int hstepm, nhstepm;
 3664:   double jprev1=1, mprev1=1,anprev1=2000,jprev2=1, mprev2=1,anprev2=2000;
 3665:   double jpyram=1, mpyram=1,anpyram=2000,jpyram1=1, mpyram1=1,anpyram1=2000;
 3666: 
 3667:   double bage, fage, age, agelim, agebase;
 3668:   double ftolpl=FTOL;
 3669:   double **prlim;
 3670:   double *severity;
 3671:   double ***param; /* Matrix of parameters */
 3672:   double  *p;
 3673:   double **matcov; /* Matrix of covariance */
 3674:   double ***delti3; /* Scale */
 3675:   double *delti; /* Scale */
 3676:   double ***eij, ***vareij;
 3677:   double **varpl; /* Variances of prevalence limits by age */
 3678:   double *epj, vepp;
 3679:   double kk1, kk2;
 3680:   double dateprev1, dateprev2,jproj1=1,mproj1=1,anproj1=2000,jproj2=1,mproj2=1,anproj2=2000;
 3681: 
 3682:   char *alph[]={"a","a","b","c","d","e"}, str[4];
 3683: 
 3684: 
 3685:   char z[1]="c", occ;
 3686: 
 3687:   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
 3688:   char *strt, *strtend;
 3689:   char *stratrunc;
 3690:   int lstra;
 3691: 
 3692:   long total_usecs;
 3693:   struct timeval start_time, end_time, curr_time;
 3694:   struct timezone tzp;
 3695:   extern int gettimeofday();
 3696:   struct tm tmg, tm, *gmtime(), *localtime();
 3697:   long time_value;
 3698:   extern long time();
 3699:  
 3700:   /*   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
 3701:   (void) gettimeofday(&start_time,&tzp);
 3702:   tm = *localtime(&start_time.tv_sec);
 3703:   tmg = *gmtime(&start_time.tv_sec);
 3704:   strt=asctime(&tm);
 3705: 
 3706: /*  printf("Localtime (at start)=%s",strt); */
 3707: /*  tp.tv_sec = tp.tv_sec +86400; */
 3708: /*  tm = *localtime(&start_time.tv_sec); */
 3709: /*   tmg.tm_year=tmg.tm_year +dsign*dyear; */
 3710: /*   tmg.tm_mon=tmg.tm_mon +dsign*dmonth; */
 3711: /*   tmg.tm_hour=tmg.tm_hour + 1; */
 3712: /*   tp.tv_sec = mktime(&tmg); */
 3713: /*   strt=asctime(&tmg); */
 3714: /*   printf("Time(after) =%s",strt);  */
 3715: /*  (void) time (&time_value);
 3716: *  printf("time=%d,t-=%d\n",time_value,time_value-86400);
 3717: *  tm = *localtime(&time_value);
 3718: *  strt=asctime(&tm);
 3719: *  printf("tim_value=%d,asctime=%s\n",time_value,strt); 
 3720: */
 3721: 
 3722:   getcwd(pathcd, size);
 3723: 
 3724:   printf("\n%s\n%s",version,fullversion);
 3725:   if(argc <=1){
 3726:     printf("\nEnter the parameter file name: ");
 3727:     scanf("%s",pathtot);
 3728:   }
 3729:   else{
 3730:     strcpy(pathtot,argv[1]);
 3731:   }
 3732:   /*if(getcwd(pathcd, 132)!= NULL)printf ("Error pathcd\n");*/
 3733:   /*cygwin_split_path(pathtot,path,optionfile);
 3734:     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/
 3735:   /* cutv(path,optionfile,pathtot,'\\');*/
 3736: 
 3737:   split(pathtot,path,optionfile,optionfilext,optionfilefiname);
 3738:   printf("pathtot=%s,\npath=%s,\noptionfile=%s \noptionfilext=%s \noptionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
 3739:   chdir(path);
 3740:   replace(pathc,path);
 3741: 
 3742:   /*-------- arguments in the command line --------*/
 3743: 
 3744:   /* Log file */
 3745:   strcat(filelog, optionfilefiname);
 3746:   strcat(filelog,".log");    /* */
 3747:   if((ficlog=fopen(filelog,"w"))==NULL)    {
 3748:     printf("Problem with logfile %s\n",filelog);
 3749:     goto end;
 3750:   }
 3751:   fprintf(ficlog,"Log filename:%s\n",filelog);
 3752:   fprintf(ficlog,"\n%s\n%s",version,fullversion);
 3753:   fprintf(ficlog,"\nEnter the parameter file name: ");
 3754:   fprintf(ficlog,"pathtot=%s, path=%s, optionfile=%s optionfilext=%s optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
 3755: 
 3756:   printf("Localtime (at start)=%s",strt);
 3757:   fprintf(ficlog,"Localtime (at start)=%s",strt);
 3758:   fflush(ficlog);
 3759: 
 3760:   /* */
 3761:   strcpy(fileres,"r");
 3762:   strcat(fileres, optionfilefiname);
 3763:   strcat(fileres,".txt");    /* Other files have txt extension */
 3764: 
 3765:   /*---------arguments file --------*/
 3766: 
 3767:   if((ficpar=fopen(optionfile,"r"))==NULL)    {
 3768:     printf("Problem with optionfile %s\n",optionfile);
 3769:     fprintf(ficlog,"Problem with optionfile %s\n",optionfile);
 3770:     fflush(ficlog);
 3771:     goto end;
 3772:   }
 3773: 
 3774:   strcpy(filereso,"o");
 3775:   strcat(filereso,fileres);
 3776:   if((ficparo=fopen(filereso,"w"))==NULL) {
 3777:     printf("Problem with Output resultfile: %s\n", filereso);
 3778:     fprintf(ficlog,"Problem with Output resultfile: %s\n", filereso);
 3779:     fflush(ficlog);
 3780:     goto end;
 3781:   }
 3782: 
 3783:   /* Reads comments: lines beginning with '#' */
 3784:   numlinepar=0;
 3785:   while((c=getc(ficpar))=='#' && c!= EOF){
 3786:     ungetc(c,ficpar);
 3787:     fgets(line, MAXLINE, ficpar);
 3788:     numlinepar++;
 3789:     puts(line);
 3790:     fputs(line,ficparo);
 3791:     fputs(line,ficlog);
 3792:   }
 3793:   ungetc(c,ficpar);
 3794: 
 3795:   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);
 3796:   numlinepar++;
 3797:   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);
 3798:   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);
 3799:   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);
 3800:   fflush(ficlog);
 3801:   while((c=getc(ficpar))=='#' && c!= EOF){
 3802:     ungetc(c,ficpar);
 3803:     fgets(line, MAXLINE, ficpar);
 3804:     numlinepar++;
 3805:     puts(line);
 3806:     fputs(line,ficparo);
 3807:     fputs(line,ficlog);
 3808:   }
 3809:   ungetc(c,ficpar);
 3810: 
 3811:    
 3812:   covar=matrix(0,NCOVMAX,1,n); 
 3813:   cptcovn=0; /*Number of covariates, i.e. number of '+' in model statement*/
 3814:   if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;
 3815: 
 3816:   ncovmodel=2+cptcovn; /*Number of variables = cptcovn + intercept + age */
 3817:   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
 3818:   
 3819:   /* Read guess parameters */
 3820:   /* Reads comments: lines beginning with '#' */
 3821:   while((c=getc(ficpar))=='#' && c!= EOF){
 3822:     ungetc(c,ficpar);
 3823:     fgets(line, MAXLINE, ficpar);
 3824:     numlinepar++;
 3825:     puts(line);
 3826:     fputs(line,ficparo);
 3827:     fputs(line,ficlog);
 3828:   }
 3829:   ungetc(c,ficpar);
 3830: 
 3831:   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
 3832:   for(i=1; i <=nlstate; i++){
 3833:     j=0;
 3834:     for(jj=1; jj <=nlstate+ndeath; jj++){
 3835:       if(jj==i) continue;
 3836:       j++;
 3837:       fscanf(ficpar,"%1d%1d",&i1,&j1);
 3838:       if ((i1 != i) && (j1 != j)){
 3839: 	printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
 3840: 	exit(1);
 3841:       }
 3842:       fprintf(ficparo,"%1d%1d",i1,j1);
 3843:       if(mle==1)
 3844: 	printf("%1d%1d",i,j);
 3845:       fprintf(ficlog,"%1d%1d",i,j);
 3846:       for(k=1; k<=ncovmodel;k++){
 3847: 	fscanf(ficpar," %lf",&param[i][j][k]);
 3848: 	if(mle==1){
 3849: 	  printf(" %lf",param[i][j][k]);
 3850: 	  fprintf(ficlog," %lf",param[i][j][k]);
 3851: 	}
 3852: 	else
 3853: 	  fprintf(ficlog," %lf",param[i][j][k]);
 3854: 	fprintf(ficparo," %lf",param[i][j][k]);
 3855:       }
 3856:       fscanf(ficpar,"\n");
 3857:       numlinepar++;
 3858:       if(mle==1)
 3859: 	printf("\n");
 3860:       fprintf(ficlog,"\n");
 3861:       fprintf(ficparo,"\n");
 3862:     }
 3863:   }  
 3864:   fflush(ficlog);
 3865: 
 3866:   npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/
 3867: 
 3868:   p=param[1][1];
 3869:   
 3870:   /* Reads comments: lines beginning with '#' */
 3871:   while((c=getc(ficpar))=='#' && c!= EOF){
 3872:     ungetc(c,ficpar);
 3873:     fgets(line, MAXLINE, ficpar);
 3874:     numlinepar++;
 3875:     puts(line);
 3876:     fputs(line,ficparo);
 3877:     fputs(line,ficlog);
 3878:   }
 3879:   ungetc(c,ficpar);
 3880: 
 3881:   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
 3882:   /* delti=vector(1,npar); *//* Scale of each paramater (output from hesscov) */
 3883:   for(i=1; i <=nlstate; i++){
 3884:     for(j=1; j <=nlstate+ndeath-1; j++){
 3885:       fscanf(ficpar,"%1d%1d",&i1,&j1);
 3886:       if ((i1-i)*(j1-j)!=0){
 3887: 	printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
 3888: 	exit(1);
 3889:       }
 3890:       printf("%1d%1d",i,j);
 3891:       fprintf(ficparo,"%1d%1d",i1,j1);
 3892:       fprintf(ficlog,"%1d%1d",i1,j1);
 3893:       for(k=1; k<=ncovmodel;k++){
 3894: 	fscanf(ficpar,"%le",&delti3[i][j][k]);
 3895: 	printf(" %le",delti3[i][j][k]);
 3896: 	fprintf(ficparo," %le",delti3[i][j][k]);
 3897: 	fprintf(ficlog," %le",delti3[i][j][k]);
 3898:       }
 3899:       fscanf(ficpar,"\n");
 3900:       numlinepar++;
 3901:       printf("\n");
 3902:       fprintf(ficparo,"\n");
 3903:       fprintf(ficlog,"\n");
 3904:     }
 3905:   }
 3906:   fflush(ficlog);
 3907: 
 3908:   delti=delti3[1][1];
 3909: 
 3910: 
 3911:   /* free_ma3x(delti3,1,nlstate,1,nlstate+ndeath-1,1,ncovmodel); */ /* Hasn't to to freed here otherwise delti is no more allocated */
 3912:   
 3913:   /* Reads comments: lines beginning with '#' */
 3914:   while((c=getc(ficpar))=='#' && c!= EOF){
 3915:     ungetc(c,ficpar);
 3916:     fgets(line, MAXLINE, ficpar);
 3917:     numlinepar++;
 3918:     puts(line);
 3919:     fputs(line,ficparo);
 3920:     fputs(line,ficlog);
 3921:   }
 3922:   ungetc(c,ficpar);
 3923:   
 3924:   matcov=matrix(1,npar,1,npar);
 3925:   for(i=1; i <=npar; i++){
 3926:     fscanf(ficpar,"%s",&str);
 3927:     if(mle==1)
 3928:       printf("%s",str);
 3929:     fprintf(ficlog,"%s",str);
 3930:     fprintf(ficparo,"%s",str);
 3931:     for(j=1; j <=i; j++){
 3932:       fscanf(ficpar," %le",&matcov[i][j]);
 3933:       if(mle==1){
 3934: 	printf(" %.5le",matcov[i][j]);
 3935:       }
 3936:       fprintf(ficlog," %.5le",matcov[i][j]);
 3937:       fprintf(ficparo," %.5le",matcov[i][j]);
 3938:     }
 3939:     fscanf(ficpar,"\n");
 3940:     numlinepar++;
 3941:     if(mle==1)
 3942:       printf("\n");
 3943:     fprintf(ficlog,"\n");
 3944:     fprintf(ficparo,"\n");
 3945:   }
 3946:   for(i=1; i <=npar; i++)
 3947:     for(j=i+1;j<=npar;j++)
 3948:       matcov[i][j]=matcov[j][i];
 3949:    
 3950:   if(mle==1)
 3951:     printf("\n");
 3952:   fprintf(ficlog,"\n");
 3953: 
 3954:   fflush(ficlog);
 3955: 
 3956:   /*-------- Rewriting paramater file ----------*/
 3957:   strcpy(rfileres,"r");    /* "Rparameterfile */
 3958:   strcat(rfileres,optionfilefiname);    /* Parameter file first name*/
 3959:   strcat(rfileres,".");    /* */
 3960:   strcat(rfileres,optionfilext);    /* Other files have txt extension */
 3961:   if((ficres =fopen(rfileres,"w"))==NULL) {
 3962:     printf("Problem writing new parameter file: %s\n", fileres);goto end;
 3963:     fprintf(ficlog,"Problem writing new parameter file: %s\n", fileres);goto end;
 3964:   }
 3965:   fprintf(ficres,"#%s\n",version);
 3966:     
 3967:   /*-------- data file ----------*/
 3968:   if((fic=fopen(datafile,"r"))==NULL)    {
 3969:     printf("Problem with datafile: %s\n", datafile);goto end;
 3970:     fprintf(ficlog,"Problem with datafile: %s\n", datafile);goto end;
 3971:   }
 3972: 
 3973:   n= lastobs;
 3974:   severity = vector(1,maxwav);
 3975:   outcome=imatrix(1,maxwav+1,1,n);
 3976:   num=lvector(1,n);
 3977:   moisnais=vector(1,n);
 3978:   annais=vector(1,n);
 3979:   moisdc=vector(1,n);
 3980:   andc=vector(1,n);
 3981:   agedc=vector(1,n);
 3982:   cod=ivector(1,n);
 3983:   weight=vector(1,n);
 3984:   for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
 3985:   mint=matrix(1,maxwav,1,n);
 3986:   anint=matrix(1,maxwav,1,n);
 3987:   s=imatrix(1,maxwav+1,1,n);
 3988:   tab=ivector(1,NCOVMAX);
 3989:   ncodemax=ivector(1,8);
 3990: 
 3991:   i=1;
 3992:   while (fgets(line, MAXLINE, fic) != NULL)    {
 3993:     if ((i >= firstobs) && (i <=lastobs)) {
 3994: 	
 3995:       for (j=maxwav;j>=1;j--){
 3996: 	cutv(stra, strb,line,' '); s[j][i]=atoi(strb); 
 3997: 	strcpy(line,stra);
 3998: 	cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
 3999: 	cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
 4000:       }
 4001: 	
 4002:       cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);
 4003:       cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);
 4004: 
 4005:       cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);
 4006:       cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);
 4007: 
 4008:       cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);
 4009:       for (j=ncovcol;j>=1;j--){
 4010: 	cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);
 4011:       } 
 4012:       lstra=strlen(stra);
 4013:       if(lstra > 9){ /* More than 2**32 or max of what printf can write with %ld */
 4014: 	stratrunc = &(stra[lstra-9]);
 4015: 	num[i]=atol(stratrunc);
 4016:       }
 4017:       else
 4018: 	num[i]=atol(stra);
 4019: 	
 4020:       /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){
 4021: 	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;}*/
 4022: 
 4023:       i=i+1;
 4024:     }
 4025:   }
 4026:   /* printf("ii=%d", ij);
 4027:      scanf("%d",i);*/
 4028:   imx=i-1; /* Number of individuals */
 4029: 
 4030:   /* for (i=1; i<=imx; i++){
 4031:     if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;
 4032:     if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;
 4033:     if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;
 4034:     }*/
 4035:    /*  for (i=1; i<=imx; i++){
 4036:      if (s[4][i]==9)  s[4][i]=-1; 
 4037:      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]));}*/
 4038:   
 4039:  for (i=1; i<=imx; i++)
 4040:  
 4041:    /*if ((s[3][i]==3) ||  (s[4][i]==3)) weight[i]=0.08;
 4042:      else weight[i]=1;*/
 4043: 
 4044:   /* Calculation of the number of parameter from char model*/
 4045:   Tvar=ivector(1,15); /* stores the number n of the covariates in Vm+Vn at 1 and m at 2 */
 4046:   Tprod=ivector(1,15); 
 4047:   Tvaraff=ivector(1,15); 
 4048:   Tvard=imatrix(1,15,1,2);
 4049:   Tage=ivector(1,15);      
 4050:    
 4051:   if (strlen(model) >1){ /* If there is at least 1 covariate */
 4052:     j=0, j1=0, k1=1, k2=1;
 4053:     j=nbocc(model,'+'); /* j=Number of '+' */
 4054:     j1=nbocc(model,'*'); /* j1=Number of '*' */
 4055:     cptcovn=j+1; 
 4056:     cptcovprod=j1; /*Number of products */
 4057:     
 4058:     strcpy(modelsav,model); 
 4059:     if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){
 4060:       printf("Error. Non available option model=%s ",model);
 4061:       fprintf(ficlog,"Error. Non available option model=%s ",model);
 4062:       goto end;
 4063:     }
 4064:     
 4065:     /* This loop fills the array Tvar from the string 'model'.*/
 4066: 
 4067:     for(i=(j+1); i>=1;i--){
 4068:       cutv(stra,strb,modelsav,'+'); /* keeps in strb after the last + */ 
 4069:       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav); /* and analyzes it */
 4070:       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/
 4071:       /*scanf("%d",i);*/
 4072:       if (strchr(strb,'*')) {  /* Model includes a product */
 4073: 	cutv(strd,strc,strb,'*'); /* strd*strc  Vm*Vn (if not *age)*/
 4074: 	if (strcmp(strc,"age")==0) { /* Vn*age */
 4075: 	  cptcovprod--;
 4076: 	  cutv(strb,stre,strd,'V');
 4077: 	  Tvar[i]=atoi(stre); /* computes n in Vn and stores in Tvar*/
 4078: 	  cptcovage++;
 4079: 	    Tage[cptcovage]=i;
 4080: 	    /*printf("stre=%s ", stre);*/
 4081: 	}
 4082: 	else if (strcmp(strd,"age")==0) { /* or age*Vn */
 4083: 	  cptcovprod--;
 4084: 	  cutv(strb,stre,strc,'V');
 4085: 	  Tvar[i]=atoi(stre);
 4086: 	  cptcovage++;
 4087: 	  Tage[cptcovage]=i;
 4088: 	}
 4089: 	else {  /* Age is not in the model */
 4090: 	  cutv(strb,stre,strc,'V'); /* strc= Vn, stre is n*/
 4091: 	  Tvar[i]=ncovcol+k1;
 4092: 	  cutv(strb,strc,strd,'V'); /* strd was Vm, strc is m */
 4093: 	  Tprod[k1]=i;
 4094: 	  Tvard[k1][1]=atoi(strc); /* m*/
 4095: 	  Tvard[k1][2]=atoi(stre); /* n */
 4096: 	  Tvar[cptcovn+k2]=Tvard[k1][1];
 4097: 	  Tvar[cptcovn+k2+1]=Tvard[k1][2]; 
 4098: 	  for (k=1; k<=lastobs;k++) 
 4099: 	    covar[ncovcol+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];
 4100: 	  k1++;
 4101: 	  k2=k2+2;
 4102: 	}
 4103:       }
 4104:       else { /* no more sum */
 4105: 	/*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/
 4106:        /*  scanf("%d",i);*/
 4107:       cutv(strd,strc,strb,'V');
 4108:       Tvar[i]=atoi(strc);
 4109:       }
 4110:       strcpy(modelsav,stra);  
 4111:       /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);
 4112: 	scanf("%d",i);*/
 4113:     } /* end of loop + */
 4114:   } /* end model */
 4115:   
 4116:   /*The number n of Vn is stored in Tvar. cptcovage =number of age covariate. Tage gives the position of age. cptcovprod= number of products.
 4117:     If model=V1+V1*age then Tvar[1]=1 Tvar[2]=1 cptcovage=1 Tage[1]=2 cptcovprod=0*/
 4118: 
 4119:   /* printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);
 4120:   printf("cptcovprod=%d ", cptcovprod);
 4121:   fprintf(ficlog,"cptcovprod=%d ", cptcovprod);
 4122: 
 4123:   scanf("%d ",i);
 4124:   fclose(fic);*/
 4125: 
 4126:     /*  if(mle==1){*/
 4127:   if (weightopt != 1) { /* Maximisation without weights*/
 4128:     for(i=1;i<=n;i++) weight[i]=1.0;
 4129:   }
 4130:     /*-calculation of age at interview from date of interview and age at death -*/
 4131:   agev=matrix(1,maxwav,1,imx);
 4132: 
 4133:   for (i=1; i<=imx; i++) {
 4134:     for(m=2; (m<= maxwav); m++) {
 4135:       if (((int)mint[m][i]== 99) && (s[m][i] <= nlstate)){
 4136: 	anint[m][i]=9999;
 4137: 	s[m][i]=-1;
 4138:       }
 4139:       if((int)moisdc[i]==99 && (int)andc[i]==9999 && s[m][i]>nlstate){
 4140: 	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);
 4141: 	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);
 4142: 	s[m][i]=-1;
 4143:       }
 4144:       if((int)moisdc[i]==99 && (int)andc[i]!=9999 && s[m][i]>nlstate){
 4145: 	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]); 
 4146: 	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]); 
 4147: 	s[m][i]=-1; /* We prefer to skip it (and to skip it in version 0.8a1 too */
 4148:       }
 4149:     }
 4150:   }
 4151: 
 4152:   for (i=1; i<=imx; i++)  {
 4153:     agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
 4154:     for(m=firstpass; (m<= lastpass); m++){
 4155:       if(s[m][i] >0){
 4156: 	if (s[m][i] >= nlstate+1) {
 4157: 	  if(agedc[i]>0)
 4158: 	    if((int)moisdc[i]!=99 && (int)andc[i]!=9999)
 4159: 	      agev[m][i]=agedc[i];
 4160: 	  /*if(moisdc[i]==99 && andc[i]==9999) s[m][i]=-1;*/
 4161: 	    else {
 4162: 	      if ((int)andc[i]!=9999){
 4163: 		printf("Warning negative age at death: %ld line:%d\n",num[i],i);
 4164: 		fprintf(ficlog,"Warning negative age at death: %ld line:%d\n",num[i],i);
 4165: 		agev[m][i]=-1;
 4166: 	      }
 4167: 	    }
 4168: 	}
 4169: 	else if(s[m][i] !=9){ /* Standard case, age in fractional
 4170: 				 years but with the precision of a
 4171: 				 month */
 4172: 	  agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
 4173: 	  if((int)mint[m][i]==99 || (int)anint[m][i]==9999)
 4174: 	    agev[m][i]=1;
 4175: 	  else if(agev[m][i] <agemin){ 
 4176: 	    agemin=agev[m][i];
 4177: 	    /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
 4178: 	  }
 4179: 	  else if(agev[m][i] >agemax){
 4180: 	    agemax=agev[m][i];
 4181: 	    /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
 4182: 	  }
 4183: 	  /*agev[m][i]=anint[m][i]-annais[i];*/
 4184: 	  /*	 agev[m][i] = age[i]+2*m;*/
 4185: 	}
 4186: 	else { /* =9 */
 4187: 	  agev[m][i]=1;
 4188: 	  s[m][i]=-1;
 4189: 	}
 4190:       }
 4191:       else /*= 0 Unknown */
 4192: 	agev[m][i]=1;
 4193:     }
 4194:     
 4195:   }
 4196:   for (i=1; i<=imx; i++)  {
 4197:     for(m=firstpass; (m<=lastpass); m++){
 4198:       if (s[m][i] > (nlstate+ndeath)) {
 4199: 	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);	
 4200: 	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);	
 4201: 	goto end;
 4202:       }
 4203:     }
 4204:   }
 4205: 
 4206:   /*for (i=1; i<=imx; i++){
 4207:   for (m=firstpass; (m<lastpass); m++){
 4208:      printf("%ld %d %.lf %d %d\n", num[i],(covar[1][i]),agev[m][i],s[m][i],s[m+1][i]);
 4209: }
 4210: 
 4211: }*/
 4212: 
 4213:   printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
 4214:   fprintf(ficlog,"Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax); 
 4215: 
 4216:   free_vector(severity,1,maxwav);
 4217:   free_imatrix(outcome,1,maxwav+1,1,n);
 4218:   free_vector(moisnais,1,n);
 4219:   free_vector(annais,1,n);
 4220:   /* free_matrix(mint,1,maxwav,1,n);
 4221:      free_matrix(anint,1,maxwav,1,n);*/
 4222:   free_vector(moisdc,1,n);
 4223:   free_vector(andc,1,n);
 4224: 
 4225:    
 4226:   wav=ivector(1,imx);
 4227:   dh=imatrix(1,lastpass-firstpass+1,1,imx);
 4228:   bh=imatrix(1,lastpass-firstpass+1,1,imx);
 4229:   mw=imatrix(1,lastpass-firstpass+1,1,imx);
 4230:    
 4231:   /* Concatenates waves */
 4232:   concatwav(wav, dh, bh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);
 4233: 
 4234:   /* Routine tricode is to calculate cptcoveff (real number of unique covariates) and to associate covariable number and modality */
 4235: 
 4236:   Tcode=ivector(1,100);
 4237:   nbcode=imatrix(0,NCOVMAX,0,NCOVMAX); 
 4238:   ncodemax[1]=1;
 4239:   if (cptcovn > 0) tricode(Tvar,nbcode,imx);
 4240:       
 4241:   codtab=imatrix(1,100,1,10); /* Cross tabulation to get the order of 
 4242: 				 the estimations*/
 4243:   h=0;
 4244:   m=pow(2,cptcoveff);
 4245:  
 4246:   for(k=1;k<=cptcoveff; k++){
 4247:     for(i=1; i <=(m/pow(2,k));i++){
 4248:       for(j=1; j <= ncodemax[k]; j++){
 4249: 	for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){
 4250: 	  h++;
 4251: 	  if (h>m) h=1;codtab[h][k]=j;codtab[h][Tvar[k]]=j;
 4252: 	  /*  printf("h=%d k=%d j=%d codtab[h][k]=%d tvar[k]=%d \n",h, k,j,codtab[h][k],Tvar[k]);*/
 4253: 	} 
 4254:       }
 4255:     }
 4256:   } 
 4257:   /* printf("codtab[1][2]=%d codtab[2][2]=%d",codtab[1][2],codtab[2][2]); 
 4258:      codtab[1][2]=1;codtab[2][2]=2; */
 4259:   /* for(i=1; i <=m ;i++){ 
 4260:      for(k=1; k <=cptcovn; k++){
 4261:      printf("i=%d k=%d %d %d ",i,k,codtab[i][k], cptcoveff);
 4262:      }
 4263:      printf("\n");
 4264:      }
 4265:      scanf("%d",i);*/
 4266:     
 4267:   /*------------ gnuplot -------------*/
 4268:   strcpy(optionfilegnuplot,optionfilefiname);
 4269:   strcat(optionfilegnuplot,".gp");
 4270:   if((ficgp=fopen(optionfilegnuplot,"w"))==NULL) {
 4271:     printf("Problem with file %s",optionfilegnuplot);
 4272:   }
 4273:   else{
 4274:     fprintf(ficgp,"\n# %s\n", version); 
 4275:     fprintf(ficgp,"# %s\n", optionfilegnuplot); 
 4276:     fprintf(ficgp,"set missing 'NaNq'\n");
 4277:   }
 4278:   fclose(ficgp);
 4279:   /*--------- index.htm --------*/
 4280: 
 4281:   strcpy(optionfilehtm,optionfilefiname);
 4282:   strcat(optionfilehtm,".htm");
 4283:   if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
 4284:     printf("Problem with %s \n",optionfilehtm), exit(0);
 4285:   }
 4286: 
 4287:   fprintf(fichtm,"<body>\n<title>IMaCh %s</title>\n <font size=\"2\">%s <br> %s</font> \
 4288: <hr size=\"2\" color=\"#EC5E5E\"> \n\
 4289: Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n\
 4290: \n\
 4291: <hr  size=\"2\" color=\"#EC5E5E\">\
 4292:  <ul><li><h4>Parameter files</h4>\n\
 4293:  - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>\n\
 4294:  - Log file of the run: <a href=\"%s\">%s</a><br>\n\
 4295:  - Gnuplot file name: <a href=\"%s\">%s</a><br>\n\
 4296:  - Date and time at start: %s</ul>\n",\
 4297: 	  fileres,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt,\
 4298: 	  model,fileres,fileres,\
 4299: 	  filelog,filelog,optionfilegnuplot,optionfilegnuplot,strt);
 4300:   /*fclose(fichtm);*/
 4301:   fflush(fichtm);
 4302: 
 4303:   /* Calculates basic frequencies. Computes observed prevalence at single age
 4304:      and prints on file fileres'p'. */
 4305:   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);
 4306: 
 4307: /*   if((fichtm=fopen(optionfilehtm,"a"))==NULL) { */
 4308: /*     printf("Problem with file: %s\n", optionfilehtm); */
 4309: /*     fprintf(ficlog,"Problem with file: %s\n", optionfilehtm); */
 4310: /*   } */
 4311: 
 4312: 
 4313: /*   if(fileappend(fichtm, optionfilehtm)){ */
 4314:     fprintf(fichtm,"\n");
 4315:     fprintf(fichtm,"<br>Total number of observations=%d <br>\n\
 4316: Youngest age at first (selected) pass %.2f, oldest age %.2f<br>\n\
 4317: Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>\n",\
 4318: 	imx,agemin,agemax,jmin,jmax,jmean);
 4319: /*     fclose(fichtm); */
 4320: /*   } */
 4321: 
 4322:     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 4323:     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 4324:     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 4325:     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 4326:     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
 4327:     
 4328:    
 4329:   /* For Powell, parameters are in a vector p[] starting at p[1]
 4330:      so we point p on param[1][1] so that p[1] maps on param[1][1][1] */
 4331:   p=param[1][1]; /* *(*(*(param +1)+1)+0) */
 4332: 
 4333:   globpr=0; /* To get the number ipmx of contributions and the sum of weights*/
 4334:   likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
 4335:   printf("First Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
 4336:   for (k=1; k<=npar;k++)
 4337:     printf(" %d %8.5f",k,p[k]);
 4338:   printf("\n");
 4339:   globpr=1; /* to print the contributions */
 4340:   likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
 4341:   printf("Second Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
 4342:   for (k=1; k<=npar;k++)
 4343:     printf(" %d %8.5f",k,p[k]);
 4344:   printf("\n");
 4345:   if(mle>=1){ /* Could be 1 or 2 */
 4346:     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);
 4347:   }
 4348:     
 4349:   /*--------- results files --------------*/
 4350:   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);
 4351:   
 4352: 
 4353:   jk=1;
 4354:   fprintf(ficres,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
 4355:   printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
 4356:   fprintf(ficlog,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
 4357:   for(i=1,jk=1; i <=nlstate; i++){
 4358:     for(k=1; k <=(nlstate+ndeath); k++){
 4359:       if (k != i) 
 4360: 	{
 4361: 	  printf("%d%d ",i,k);
 4362: 	  fprintf(ficlog,"%d%d ",i,k);
 4363: 	  fprintf(ficres,"%1d%1d ",i,k);
 4364: 	  for(j=1; j <=ncovmodel; j++){
 4365: 	    printf("%f ",p[jk]);
 4366: 	    fprintf(ficlog,"%f ",p[jk]);
 4367: 	    fprintf(ficres,"%f ",p[jk]);
 4368: 	    jk++; 
 4369: 	  }
 4370: 	  printf("\n");
 4371: 	  fprintf(ficlog,"\n");
 4372: 	  fprintf(ficres,"\n");
 4373: 	}
 4374:     }
 4375:   }
 4376:   if(mle!=0){
 4377:     /* Computing hessian and covariance matrix */
 4378:     ftolhess=ftol; /* Usually correct */
 4379:     hesscov(matcov, p, npar, delti, ftolhess, func);
 4380:   }
 4381:   fprintf(ficres,"# Scales (for hessian or gradient estimation)\n");
 4382:   printf("# Scales (for hessian or gradient estimation)\n");
 4383:   fprintf(ficlog,"# Scales (for hessian or gradient estimation)\n");
 4384:   for(i=1,jk=1; i <=nlstate; i++){
 4385:     for(j=1; j <=nlstate+ndeath; j++){
 4386:       if (j!=i) {
 4387: 	fprintf(ficres,"%1d%1d",i,j);
 4388: 	printf("%1d%1d",i,j);
 4389: 	fprintf(ficlog,"%1d%1d",i,j);
 4390: 	for(k=1; k<=ncovmodel;k++){
 4391: 	  printf(" %.5e",delti[jk]);
 4392: 	  fprintf(ficlog," %.5e",delti[jk]);
 4393: 	  fprintf(ficres," %.5e",delti[jk]);
 4394: 	  jk++;
 4395: 	}
 4396: 	printf("\n");
 4397: 	fprintf(ficlog,"\n");
 4398: 	fprintf(ficres,"\n");
 4399:       }
 4400:     }
 4401:   }
 4402:    
 4403:   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");
 4404:   if(mle==1)
 4405:     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");
 4406:   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");
 4407:   for(i=1,k=1;i<=npar;i++){
 4408:     /*  if (k>nlstate) k=1;
 4409: 	i1=(i-1)/(ncovmodel*nlstate)+1; 
 4410: 	fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);
 4411: 	printf("%s%d%d",alph[k],i1,tab[i]);
 4412:     */
 4413:     fprintf(ficres,"%3d",i);
 4414:     if(mle==1)
 4415:       printf("%3d",i);
 4416:     fprintf(ficlog,"%3d",i);
 4417:     for(j=1; j<=i;j++){
 4418:       fprintf(ficres," %.5e",matcov[i][j]);
 4419:       if(mle==1)
 4420: 	printf(" %.5e",matcov[i][j]);
 4421:       fprintf(ficlog," %.5e",matcov[i][j]);
 4422:     }
 4423:     fprintf(ficres,"\n");
 4424:     if(mle==1)
 4425:       printf("\n");
 4426:     fprintf(ficlog,"\n");
 4427:     k++;
 4428:   }
 4429:    
 4430:   while((c=getc(ficpar))=='#' && c!= EOF){
 4431:     ungetc(c,ficpar);
 4432:     fgets(line, MAXLINE, ficpar);
 4433:     puts(line);
 4434:     fputs(line,ficparo);
 4435:   }
 4436:   ungetc(c,ficpar);
 4437: 
 4438:   estepm=0;
 4439:   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf estepm=%d\n",&ageminpar,&agemaxpar, &bage, &fage, &estepm);
 4440:   if (estepm==0 || estepm < stepm) estepm=stepm;
 4441:   if (fage <= 2) {
 4442:     bage = ageminpar;
 4443:     fage = agemaxpar;
 4444:   }
 4445:    
 4446:   fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
 4447:   fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
 4448:   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
 4449:    
 4450:   while((c=getc(ficpar))=='#' && c!= EOF){
 4451:     ungetc(c,ficpar);
 4452:     fgets(line, MAXLINE, ficpar);
 4453:     puts(line);
 4454:     fputs(line,ficparo);
 4455:   }
 4456:   ungetc(c,ficpar);
 4457:   
 4458:   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);
 4459:   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);
 4460:   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);
 4461:   printf("begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
 4462:   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);
 4463:    
 4464:   while((c=getc(ficpar))=='#' && c!= EOF){
 4465:     ungetc(c,ficpar);
 4466:     fgets(line, MAXLINE, ficpar);
 4467:     puts(line);
 4468:     fputs(line,ficparo);
 4469:   }
 4470:   ungetc(c,ficpar);
 4471:  
 4472: 
 4473:   dateprev1=anprev1+(mprev1-1)/12.+(jprev1-1)/365.;
 4474:   dateprev2=anprev2+(mprev2-1)/12.+(jprev2-1)/365.;
 4475: 
 4476:   fscanf(ficpar,"pop_based=%d\n",&popbased);
 4477:   fprintf(ficparo,"pop_based=%d\n",popbased);   
 4478:   fprintf(ficres,"pop_based=%d\n",popbased);   
 4479:   
 4480:   while((c=getc(ficpar))=='#' && c!= EOF){
 4481:     ungetc(c,ficpar);
 4482:     fgets(line, MAXLINE, ficpar);
 4483:     puts(line);
 4484:     fputs(line,ficparo);
 4485:   }
 4486:   ungetc(c,ficpar);
 4487: 
 4488:   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);
 4489:   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);
 4490:   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);
 4491:   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);
 4492:   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);
 4493:   /* day and month of proj2 are not used but only year anproj2.*/
 4494: 
 4495:   while((c=getc(ficpar))=='#' && c!= EOF){
 4496:     ungetc(c,ficpar);
 4497:     fgets(line, MAXLINE, ficpar);
 4498:     puts(line);
 4499:     fputs(line,ficparo);
 4500:   }
 4501:   ungetc(c,ficpar);
 4502: 
 4503:   fscanf(ficpar,"popforecast=%d popfile=%s popfiledate=%lf/%lf/%lf last-popfiledate=%lf/%lf/%lf\n",&popforecast,popfile,&jpyram,&mpyram,&anpyram,&jpyram1,&mpyram1,&anpyram1);
 4504:   fprintf(ficparo,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
 4505:   fprintf(ficres,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
 4506: 
 4507:   /*  freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);*/
 4508:   /*,dateprev1,dateprev2,jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
 4509: 
 4510:   printinggnuplot(fileres, ageminpar,agemaxpar,fage, pathc,p);
 4511: 
 4512:   printinghtml(fileres,title,datafile, firstpass, lastpass, stepm, weightopt,\
 4513: 	       model,imx,jmin,jmax,jmean,rfileres,popforecast,estepm,\
 4514: 	       jprev1,mprev1,anprev1,jprev2,mprev2,anprev2);
 4515:  
 4516:   /*------------ free_vector  -------------*/
 4517:   chdir(path);
 4518:  
 4519:   free_ivector(wav,1,imx);
 4520:   free_imatrix(dh,1,lastpass-firstpass+1,1,imx);
 4521:   free_imatrix(bh,1,lastpass-firstpass+1,1,imx);
 4522:   free_imatrix(mw,1,lastpass-firstpass+1,1,imx);   
 4523:   free_lvector(num,1,n);
 4524:   free_vector(agedc,1,n);
 4525:   /*free_matrix(covar,0,NCOVMAX,1,n);*/
 4526:   /*free_matrix(covar,1,NCOVMAX,1,n);*/
 4527:   fclose(ficparo);
 4528:   fclose(ficres);
 4529: 
 4530: 
 4531:   /*--------------- Prevalence limit  (stable prevalence) --------------*/
 4532:   
 4533:   strcpy(filerespl,"pl");
 4534:   strcat(filerespl,fileres);
 4535:   if((ficrespl=fopen(filerespl,"w"))==NULL) {
 4536:     printf("Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
 4537:     fprintf(ficlog,"Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
 4538:   }
 4539:   printf("Computing stable prevalence: result on file '%s' \n", filerespl);
 4540:   fprintf(ficlog,"Computing stable prevalence: result on file '%s' \n", filerespl);
 4541:   fprintf(ficrespl,"#Stable prevalence \n");
 4542:   fprintf(ficrespl,"#Age ");
 4543:   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);
 4544:   fprintf(ficrespl,"\n");
 4545:   
 4546:   prlim=matrix(1,nlstate,1,nlstate);
 4547: 
 4548:   agebase=ageminpar;
 4549:   agelim=agemaxpar;
 4550:   ftolpl=1.e-10;
 4551:   i1=cptcoveff;
 4552:   if (cptcovn < 1){i1=1;}
 4553: 
 4554:   for(cptcov=1,k=0;cptcov<=i1;cptcov++){
 4555:     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
 4556:       k=k+1;
 4557:       /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/
 4558:       fprintf(ficrespl,"\n#******");
 4559:       printf("\n#******");
 4560:       fprintf(ficlog,"\n#******");
 4561:       for(j=1;j<=cptcoveff;j++) {
 4562: 	fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 4563: 	printf(" V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 4564: 	fprintf(ficlog," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 4565:       }
 4566:       fprintf(ficrespl,"******\n");
 4567:       printf("******\n");
 4568:       fprintf(ficlog,"******\n");
 4569: 	
 4570:       for (age=agebase; age<=agelim; age++){
 4571: 	prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
 4572: 	fprintf(ficrespl,"%.0f ",age );
 4573:         for(j=1;j<=cptcoveff;j++)
 4574:  	  fprintf(ficrespl,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 4575: 	for(i=1; i<=nlstate;i++)
 4576: 	  fprintf(ficrespl," %.5f", prlim[i][i]);
 4577: 	fprintf(ficrespl,"\n");
 4578:       }
 4579:     }
 4580:   }
 4581:   fclose(ficrespl);
 4582: 
 4583:   /*------------- h Pij x at various ages ------------*/
 4584:   
 4585:   strcpy(filerespij,"pij");  strcat(filerespij,fileres);
 4586:   if((ficrespij=fopen(filerespij,"w"))==NULL) {
 4587:     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;
 4588:     fprintf(ficlog,"Problem with Pij resultfile: %s\n", filerespij);goto end;
 4589:   }
 4590:   printf("Computing pij: result on file '%s' \n", filerespij);
 4591:   fprintf(ficlog,"Computing pij: result on file '%s' \n", filerespij);
 4592:   
 4593:   stepsize=(int) (stepm+YEARM-1)/YEARM;
 4594:   /*if (stepm<=24) stepsize=2;*/
 4595: 
 4596:   agelim=AGESUP;
 4597:   hstepm=stepsize*YEARM; /* Every year of age */
 4598:   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */ 
 4599: 
 4600:   /* hstepm=1;   aff par mois*/
 4601: 
 4602:   fprintf(ficrespij,"#****** h Pij x Probability to be in state j at age x+h being in i at x ");
 4603:   for(cptcov=1,k=0;cptcov<=i1;cptcov++){
 4604:     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
 4605:       k=k+1;
 4606:       fprintf(ficrespij,"\n#****** ");
 4607:       for(j=1;j<=cptcoveff;j++) 
 4608: 	fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 4609:       fprintf(ficrespij,"******\n");
 4610: 	
 4611:       for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */
 4612: 	nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
 4613: 	nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
 4614: 
 4615: 	/*	  nhstepm=nhstepm*YEARM; aff par mois*/
 4616: 
 4617: 	p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 4618: 	oldm=oldms;savm=savms;
 4619: 	hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
 4620: 	fprintf(ficrespij,"# Cov Agex agex+h hpijx with i,j=");
 4621: 	for(i=1; i<=nlstate;i++)
 4622: 	  for(j=1; j<=nlstate+ndeath;j++)
 4623: 	    fprintf(ficrespij," %1d-%1d",i,j);
 4624: 	fprintf(ficrespij,"\n");
 4625: 	for (h=0; h<=nhstepm; h++){
 4626: 	  fprintf(ficrespij,"%d %3.f %3.f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );
 4627: 	  for(i=1; i<=nlstate;i++)
 4628: 	    for(j=1; j<=nlstate+ndeath;j++)
 4629: 	      fprintf(ficrespij," %.5f", p3mat[i][j][h]);
 4630: 	  fprintf(ficrespij,"\n");
 4631: 	}
 4632: 	free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 4633: 	fprintf(ficrespij,"\n");
 4634:       }
 4635:     }
 4636:   }
 4637: 
 4638:   varprob(optionfilefiname, matcov, p, delti, nlstate, bage, fage,k,Tvar,nbcode, ncodemax);
 4639: 
 4640:   fclose(ficrespij);
 4641: 
 4642:   probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
 4643: 
 4644:   /*---------- Forecasting ------------------*/
 4645:   /*if((stepm == 1) && (strcmp(model,".")==0)){*/
 4646:   if(prevfcast==1){
 4647:     /*    if(stepm ==1){*/
 4648:       prevforecast(fileres, anproj1, mproj1, jproj1, agemin, agemax, dateprev1, dateprev2, mobilavproj, bage, fage, firstpass, lastpass, anproj2, p, cptcoveff);
 4649:       /* (popforecast==1) populforecast(fileres, anpyram,mpyram,jpyram, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anpyram1,p, i1);*/
 4650: /*      }  */
 4651: /*      else{ */
 4652: /*        erreur=108; */
 4653: /*        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); */
 4654: /*        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); */
 4655: /*      } */
 4656:   }
 4657:   
 4658: 
 4659:   /*---------- Health expectancies and variances ------------*/
 4660: 
 4661:   strcpy(filerest,"t");
 4662:   strcat(filerest,fileres);
 4663:   if((ficrest=fopen(filerest,"w"))==NULL) {
 4664:     printf("Problem with total LE resultfile: %s\n", filerest);goto end;
 4665:     fprintf(ficlog,"Problem with total LE resultfile: %s\n", filerest);goto end;
 4666:   }
 4667:   printf("Computing Total LEs with variances: file '%s' \n", filerest); 
 4668:   fprintf(ficlog,"Computing Total LEs with variances: file '%s' \n", filerest); 
 4669: 
 4670: 
 4671:   strcpy(filerese,"e");
 4672:   strcat(filerese,fileres);
 4673:   if((ficreseij=fopen(filerese,"w"))==NULL) {
 4674:     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
 4675:     fprintf(ficlog,"Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
 4676:   }
 4677:   printf("Computing Health Expectancies: result on file '%s' \n", filerese);
 4678:   fprintf(ficlog,"Computing Health Expectancies: result on file '%s' \n", filerese);
 4679: 
 4680:   strcpy(fileresv,"v");
 4681:   strcat(fileresv,fileres);
 4682:   if((ficresvij=fopen(fileresv,"w"))==NULL) {
 4683:     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);
 4684:     fprintf(ficlog,"Problem with variance resultfile: %s\n", fileresv);exit(0);
 4685:   }
 4686:   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
 4687:   fprintf(ficlog,"Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
 4688: 
 4689:   /* Computes prevalence between agemin (i.e minimal age computed) and no more ageminpar */
 4690:   prevalence(probs, agemin, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
 4691:   /*  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",\
 4692: ageminpar, agemax, s[lastpass][imx], agev[lastpass][imx], nlstate, imx, mint[lastpass][imx],anint[lastpass][imx], dateprev1, dateprev2, firstpass, lastpass);
 4693:   */
 4694: 
 4695:   if (mobilav!=0) {
 4696:     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 4697:     if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
 4698:       fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
 4699:       printf(" Error in movingaverage mobilav=%d\n",mobilav);
 4700:     }
 4701:   }
 4702: 
 4703:   for(cptcov=1,k=0;cptcov<=i1;cptcov++){
 4704:     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
 4705:       k=k+1; 
 4706:       fprintf(ficrest,"\n#****** ");
 4707:       for(j=1;j<=cptcoveff;j++) 
 4708: 	fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 4709:       fprintf(ficrest,"******\n");
 4710: 
 4711:       fprintf(ficreseij,"\n#****** ");
 4712:       for(j=1;j<=cptcoveff;j++) 
 4713: 	fprintf(ficreseij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 4714:       fprintf(ficreseij,"******\n");
 4715: 
 4716:       fprintf(ficresvij,"\n#****** ");
 4717:       for(j=1;j<=cptcoveff;j++) 
 4718: 	fprintf(ficresvij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 4719:       fprintf(ficresvij,"******\n");
 4720: 
 4721:       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
 4722:       oldm=oldms;savm=savms;
 4723:       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm, delti, matcov);  
 4724:  
 4725:       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
 4726:       oldm=oldms;savm=savms;
 4727:       varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,0, mobilav);
 4728:       if(popbased==1){
 4729: 	varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,popbased,mobilav);
 4730:       }
 4731: 
 4732:  
 4733:       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");
 4734:       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);
 4735:       fprintf(ficrest,"\n");
 4736: 
 4737:       epj=vector(1,nlstate+1);
 4738:       for(age=bage; age <=fage ;age++){
 4739: 	prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
 4740: 	if (popbased==1) {
 4741: 	  if(mobilav ==0){
 4742: 	    for(i=1; i<=nlstate;i++)
 4743: 	      prlim[i][i]=probs[(int)age][i][k];
 4744: 	  }else{ /* mobilav */ 
 4745: 	    for(i=1; i<=nlstate;i++)
 4746: 	      prlim[i][i]=mobaverage[(int)age][i][k];
 4747: 	  }
 4748: 	}
 4749: 	
 4750: 	fprintf(ficrest," %4.0f",age);
 4751: 	for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){
 4752: 	  for(i=1, epj[j]=0.;i <=nlstate;i++) {
 4753: 	    epj[j] += prlim[i][i]*eij[i][j][(int)age];
 4754: 	    /*  printf("%lf %lf ", prlim[i][i] ,eij[i][j][(int)age]);*/
 4755: 	  }
 4756: 	  epj[nlstate+1] +=epj[j];
 4757: 	}
 4758: 
 4759: 	for(i=1, vepp=0.;i <=nlstate;i++)
 4760: 	  for(j=1;j <=nlstate;j++)
 4761: 	    vepp += vareij[i][j][(int)age];
 4762: 	fprintf(ficrest," %7.3f (%7.3f)", epj[nlstate+1],sqrt(vepp));
 4763: 	for(j=1;j <=nlstate;j++){
 4764: 	  fprintf(ficrest," %7.3f (%7.3f)", epj[j],sqrt(vareij[j][j][(int)age]));
 4765: 	}
 4766: 	fprintf(ficrest,"\n");
 4767:       }
 4768:       free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
 4769:       free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);
 4770:       free_vector(epj,1,nlstate+1);
 4771:     }
 4772:   }
 4773:   free_vector(weight,1,n);
 4774:   free_imatrix(Tvard,1,15,1,2);
 4775:   free_imatrix(s,1,maxwav+1,1,n);
 4776:   free_matrix(anint,1,maxwav,1,n); 
 4777:   free_matrix(mint,1,maxwav,1,n);
 4778:   free_ivector(cod,1,n);
 4779:   free_ivector(tab,1,NCOVMAX);
 4780:   fclose(ficreseij);
 4781:   fclose(ficresvij);
 4782:   fclose(ficrest);
 4783:   fclose(ficpar);
 4784:   
 4785:   /*------- Variance of stable prevalence------*/   
 4786: 
 4787:   strcpy(fileresvpl,"vpl");
 4788:   strcat(fileresvpl,fileres);
 4789:   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
 4790:     printf("Problem with variance of stable prevalence  resultfile: %s\n", fileresvpl);
 4791:     exit(0);
 4792:   }
 4793:   printf("Computing Variance-covariance of stable prevalence: file '%s' \n", fileresvpl);
 4794: 
 4795:   for(cptcov=1,k=0;cptcov<=i1;cptcov++){
 4796:     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
 4797:       k=k+1;
 4798:       fprintf(ficresvpl,"\n#****** ");
 4799:       for(j=1;j<=cptcoveff;j++) 
 4800: 	fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 4801:       fprintf(ficresvpl,"******\n");
 4802:       
 4803:       varpl=matrix(1,nlstate,(int) bage, (int) fage);
 4804:       oldm=oldms;savm=savms;
 4805:       varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);
 4806:       free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
 4807:     }
 4808:   }
 4809: 
 4810:   fclose(ficresvpl);
 4811: 
 4812:   /*---------- End : free ----------------*/
 4813:   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);
 4814:   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);
 4815:   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);
 4816:   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);
 4817:   
 4818:   free_matrix(covar,0,NCOVMAX,1,n);
 4819:   free_matrix(matcov,1,npar,1,npar);
 4820:   /*free_vector(delti,1,npar);*/
 4821:   free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
 4822:   free_matrix(agev,1,maxwav,1,imx);
 4823:   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);
 4824:   if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 4825:   free_ma3x(probs,1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
 4826: 
 4827:   free_ivector(ncodemax,1,8);
 4828:   free_ivector(Tvar,1,15);
 4829:   free_ivector(Tprod,1,15);
 4830:   free_ivector(Tvaraff,1,15);
 4831:   free_ivector(Tage,1,15);
 4832:   free_ivector(Tcode,1,100);
 4833: 
 4834:   /*  fclose(fichtm);*/
 4835:   /*  fclose(ficgp);*/ /* ALready done */
 4836:   
 4837: 
 4838:   if(erreur >0){
 4839:     printf("End of Imach with error or warning %d\n",erreur);
 4840:     fprintf(ficlog,"End of Imach with error or warning %d\n",erreur);
 4841:   }else{
 4842:    printf("End of Imach\n");
 4843:    fprintf(ficlog,"End of Imach\n");
 4844:   }
 4845:   printf("See log file on %s\n",filelog);
 4846:   fclose(ficlog);
 4847:   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
 4848:   (void) gettimeofday(&end_time,&tzp);
 4849:   tm = *localtime(&end_time.tv_sec);
 4850:   tmg = *gmtime(&end_time.tv_sec);
 4851:   strtend=asctime(&tm);
 4852:   printf("Localtime at start %s and at end=%s",strt, strtend); 
 4853:   fprintf(ficlog,"Localtime at start %s and at end=%s",strt, strtend); 
 4854:   /*  printf("Total time used %d Sec\n", asc_time(end_time.tv_sec -start_time.tv_sec);*/
 4855: 
 4856:   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);
 4857:   fprintf(ficlog,"Total time was %d Sec. %d uSec.\n", end_time.tv_sec -start_time.tv_sec, end_time.tv_usec -start_time.tv_usec);
 4858:   /*  printf("Total time was %d uSec.\n", total_usecs);*/
 4859: /*   if(fileappend(fichtm,optionfilehtm)){ */
 4860:   fprintf(fichtm,"<br>Localtime at start %s and at end=%s<br>",strt, strtend);
 4861:   fclose(fichtm);
 4862:   /*------ End -----------*/
 4863: 
 4864:   end:
 4865: #ifdef windows
 4866:   /* chdir(pathcd);*/
 4867: #endif 
 4868:  /*system("wgnuplot graph.plt");*/
 4869:  /*system("../gp37mgw/wgnuplot graph.plt");*/
 4870:  /*system("cd ../gp37mgw");*/
 4871:  /* system("..\\gp37mgw\\wgnuplot graph.plt");*/
 4872:   strcpy(plotcmd,GNUPLOTPROGRAM);
 4873:   strcat(plotcmd," ");
 4874:   strcat(plotcmd,optionfilegnuplot);
 4875:   printf("Starting graphs with: %s",plotcmd);fflush(stdout);
 4876:   system(plotcmd);
 4877:   printf(" Wait...");
 4878: 
 4879:  /*#ifdef windows*/
 4880:   while (z[0] != 'q') {
 4881:     /* chdir(path); */
 4882:     printf("\nType e to edit output files, g to graph again, c to start again, and q for exiting: ");
 4883:     scanf("%s",z);
 4884:     if (z[0] == 'c') system("./imach");
 4885:     else if (z[0] == 'e') system(optionfilehtm);
 4886:     else if (z[0] == 'g') system(plotcmd);
 4887:     else if (z[0] == 'q') exit(0);
 4888:   }
 4889:   /*#endif */
 4890: }
 4891: 
 4892: 

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