File:  [Local Repository] / imach / src / imach-nlopt.c
Revision 1.1: download - view: text, annotated - select for diffs
Tue Sep 16 11:06:58 2014 UTC (9 years, 9 months ago) by brouard
Branches: MAIN
CVS tags: HEAD
Summary: With some code (wrong) for nlopt

Author:

    1: /* $Id: imach-nlopt.c,v 1.1 2014/09/16 11:06:58 brouard Exp $
    2:   $State: Exp $
    3:   $Log: imach-nlopt.c,v $
    4:   Revision 1.1  2014/09/16 11:06:58  brouard
    5:   Summary: With some code (wrong) for nlopt
    6: 
    7:   Author:
    8: 
    9:   Revision 1.161  2014/09/15 20:41:41  brouard
   10:   Summary: Problem with macro SQR on Intel compiler
   11: 
   12:   Revision 1.160  2014/09/02 09:24:05  brouard
   13:   *** empty log message ***
   14: 
   15:   Revision 1.159  2014/09/01 10:34:10  brouard
   16:   Summary: WIN32
   17:   Author: Brouard
   18: 
   19:   Revision 1.158  2014/08/27 17:11:51  brouard
   20:   *** empty log message ***
   21: 
   22:   Revision 1.157  2014/08/27 16:26:55  brouard
   23:   Summary: Preparing windows Visual studio version
   24:   Author: Brouard
   25: 
   26:   In order to compile on Visual studio, time.h is now correct and time_t
   27:   and tm struct should be used. difftime should be used but sometimes I
   28:   just make the differences in raw time format (time(&now).
   29:   Trying to suppress #ifdef LINUX
   30:   Add xdg-open for __linux in order to open default browser.
   31: 
   32:   Revision 1.156  2014/08/25 20:10:10  brouard
   33:   *** empty log message ***
   34: 
   35:   Revision 1.155  2014/08/25 18:32:34  brouard
   36:   Summary: New compile, minor changes
   37:   Author: Brouard
   38: 
   39:   Revision 1.154  2014/06/20 17:32:08  brouard
   40:   Summary: Outputs now all graphs of convergence to period prevalence
   41: 
   42:   Revision 1.153  2014/06/20 16:45:46  brouard
   43:   Summary: If 3 live state, convergence to period prevalence on same graph
   44:   Author: Brouard
   45: 
   46:   Revision 1.152  2014/06/18 17:54:09  brouard
   47:   Summary: open browser, use gnuplot on same dir than imach if not found in the path
   48: 
   49:   Revision 1.151  2014/06/18 16:43:30  brouard
   50:   *** empty log message ***
   51: 
   52:   Revision 1.150  2014/06/18 16:42:35  brouard
   53:   Summary: If gnuplot is not in the path try on same directory than imach binary (OSX)
   54:   Author: brouard
   55: 
   56:   Revision 1.149  2014/06/18 15:51:14  brouard
   57:   Summary: Some fixes in parameter files errors
   58:   Author: Nicolas Brouard
   59: 
   60:   Revision 1.148  2014/06/17 17:38:48  brouard
   61:   Summary: Nothing new
   62:   Author: Brouard
   63: 
   64:   Just a new packaging for OS/X version 0.98nS
   65: 
   66:   Revision 1.147  2014/06/16 10:33:11  brouard
   67:   *** empty log message ***
   68: 
   69:   Revision 1.146  2014/06/16 10:20:28  brouard
   70:   Summary: Merge
   71:   Author: Brouard
   72: 
   73:   Merge, before building revised version.
   74: 
   75:   Revision 1.145  2014/06/10 21:23:15  brouard
   76:   Summary: Debugging with valgrind
   77:   Author: Nicolas Brouard
   78: 
   79:   Lot of changes in order to output the results with some covariates
   80:   After the Edimburgh REVES conference 2014, it seems mandatory to
   81:   improve the code.
   82:   No more memory valgrind error but a lot has to be done in order to
   83:   continue the work of splitting the code into subroutines.
   84:   Also, decodemodel has been improved. Tricode is still not
   85:   optimal. nbcode should be improved. Documentation has been added in
   86:   the source code.
   87: 
   88:   Revision 1.143  2014/01/26 09:45:38  brouard
   89:   Summary: Version 0.98nR (to be improved, but gives same optimization results as 0.98k. Nice, promising
   90: 
   91:   * imach.c (Module): Trying to merge old staffs together while being at Tokyo. Not tested...
   92:   (Module): Version 0.98nR Running ok, but output format still only works for three covariates.
   93: 
   94:   Revision 1.142  2014/01/26 03:57:36  brouard
   95:   Summary: gnuplot changed plot w l 1 has to be changed to plot w l lt 2
   96: 
   97:   * imach.c (Module): Trying to merge old staffs together while being at Tokyo. Not tested...
   98: 
   99:   Revision 1.141  2014/01/26 02:42:01  brouard
  100:   * imach.c (Module): Trying to merge old staffs together while being at Tokyo. Not tested...
  101: 
  102:   Revision 1.140  2011/09/02 10:37:54  brouard
  103:   Summary: times.h is ok with mingw32 now.
  104: 
  105:   Revision 1.139  2010/06/14 07:50:17  brouard
  106:   After the theft of my laptop, I probably lost some lines of codes which were not uploaded to the CVS tree.
  107:   I remember having already fixed agemin agemax which are pointers now but not cvs saved.
  108: 
  109:   Revision 1.138  2010/04/30 18:19:40  brouard
  110:   *** empty log message ***
  111: 
  112:   Revision 1.137  2010/04/29 18:11:38  brouard
  113:   (Module): Checking covariates for more complex models
  114:   than V1+V2. A lot of change to be done. Unstable.
  115: 
  116:   Revision 1.136  2010/04/26 20:30:53  brouard
  117:   (Module): merging some libgsl code. Fixing computation
  118:   of likelione (using inter/intrapolation if mle = 0) in order to
  119:   get same likelihood as if mle=1.
  120:   Some cleaning of code and comments added.
  121: 
  122:   Revision 1.135  2009/10/29 15:33:14  brouard
  123:   (Module): Now imach stops if date of birth, at least year of birth, is not given. Some cleaning of the code.
  124: 
  125:   Revision 1.134  2009/10/29 13:18:53  brouard
  126:   (Module): Now imach stops if date of birth, at least year of birth, is not given. Some cleaning of the code.
  127: 
  128:   Revision 1.133  2009/07/06 10:21:25  brouard
  129:   just nforces
  130: 
  131:   Revision 1.132  2009/07/06 08:22:05  brouard
  132:   Many tings
  133: 
  134:   Revision 1.131  2009/06/20 16:22:47  brouard
  135:   Some dimensions resccaled
  136: 
  137:   Revision 1.130  2009/05/26 06:44:34  brouard
  138:   (Module): Max Covariate is now set to 20 instead of 8. A
  139:   lot of cleaning with variables initialized to 0. Trying to make
  140:   V2+V3*age+V1+V4 strb=V3*age+V1+V4 working better.
  141: 
  142:   Revision 1.129  2007/08/31 13:49:27  lievre
  143:   Modification of the way of exiting when the covariate is not binary in order to see on the window the error message before exiting
  144: 
  145:   Revision 1.128  2006/06/30 13:02:05  brouard
  146:   (Module): Clarifications on computing e.j
  147: 
  148:   Revision 1.127  2006/04/28 18:11:50  brouard
  149:   (Module): Yes the sum of survivors was wrong since
  150:   imach-114 because nhstepm was no more computed in the age
  151:   loop. Now we define nhstepma in the age loop.
  152:   (Module): In order to speed up (in case of numerous covariates) we
  153:   compute health expectancies (without variances) in a first step
  154:   and then all the health expectancies with variances or standard
  155:   deviation (needs data from the Hessian matrices) which slows the
  156:   computation.
  157:   In the future we should be able to stop the program is only health
  158:   expectancies and graph are needed without standard deviations.
  159: 
  160:   Revision 1.126  2006/04/28 17:23:28  brouard
  161:   (Module): Yes the sum of survivors was wrong since
  162:   imach-114 because nhstepm was no more computed in the age
  163:   loop. Now we define nhstepma in the age loop.
  164:   Version 0.98h
  165: 
  166:   Revision 1.125  2006/04/04 15:20:31  lievre
  167:   Errors in calculation of health expectancies. Age was not initialized.
  168:   Forecasting file added.
  169: 
  170:   Revision 1.124  2006/03/22 17:13:53  lievre
  171:   Parameters are printed with %lf instead of %f (more numbers after the comma).
  172:   The log-likelihood is printed in the log file
  173: 
  174:   Revision 1.123  2006/03/20 10:52:43  brouard
  175:   * imach.c (Module): <title> changed, corresponds to .htm file
  176:   name. <head> headers where missing.
  177: 
  178:   * imach.c (Module): Weights can have a decimal point as for
  179:   English (a comma might work with a correct LC_NUMERIC environment,
  180:   otherwise the weight is truncated).
  181:   Modification of warning when the covariates values are not 0 or
  182:   1.
  183:   Version 0.98g
  184: 
  185:   Revision 1.122  2006/03/20 09:45:41  brouard
  186:   (Module): Weights can have a decimal point as for
  187:   English (a comma might work with a correct LC_NUMERIC environment,
  188:   otherwise the weight is truncated).
  189:   Modification of warning when the covariates values are not 0 or
  190:   1.
  191:   Version 0.98g
  192: 
  193:   Revision 1.121  2006/03/16 17:45:01  lievre
  194:   * imach.c (Module): Comments concerning covariates added
  195: 
  196:   * imach.c (Module): refinements in the computation of lli if
  197:   status=-2 in order to have more reliable computation if stepm is
  198:   not 1 month. Version 0.98f
  199: 
  200:   Revision 1.120  2006/03/16 15:10:38  lievre
  201:   (Module): refinements in the computation of lli if
  202:   status=-2 in order to have more reliable computation if stepm is
  203:   not 1 month. Version 0.98f
  204: 
  205:   Revision 1.119  2006/03/15 17:42:26  brouard
  206:   (Module): Bug if status = -2, the loglikelihood was
  207:   computed as likelihood omitting the logarithm. Version O.98e
  208: 
  209:   Revision 1.118  2006/03/14 18:20:07  brouard
  210:   (Module): varevsij Comments added explaining the second
  211:   table of variances if popbased=1 .
  212:   (Module): Covariances of eij, ekl added, graphs fixed, new html link.
  213:   (Module): Function pstamp added
  214:   (Module): Version 0.98d
  215: 
  216:   Revision 1.117  2006/03/14 17:16:22  brouard
  217:   (Module): varevsij Comments added explaining the second
  218:   table of variances if popbased=1 .
  219:   (Module): Covariances of eij, ekl added, graphs fixed, new html link.
  220:   (Module): Function pstamp added
  221:   (Module): Version 0.98d
  222: 
  223:   Revision 1.116  2006/03/06 10:29:27  brouard
  224:   (Module): Variance-covariance wrong links and
  225:   varian-covariance of ej. is needed (Saito).
  226: 
  227:   Revision 1.115  2006/02/27 12:17:45  brouard
  228:   (Module): One freematrix added in mlikeli! 0.98c
  229: 
  230:   Revision 1.114  2006/02/26 12:57:58  brouard
  231:   (Module): Some improvements in processing parameter
  232:   filename with strsep.
  233: 
  234:   Revision 1.113  2006/02/24 14:20:24  brouard
  235:   (Module): Memory leaks checks with valgrind and:
  236:   datafile was not closed, some imatrix were not freed and on matrix
  237:   allocation too.
  238: 
  239:   Revision 1.112  2006/01/30 09:55:26  brouard
  240:   (Module): Back to gnuplot.exe instead of wgnuplot.exe
  241: 
  242:   Revision 1.111  2006/01/25 20:38:18  brouard
  243:   (Module): Lots of cleaning and bugs added (Gompertz)
  244:   (Module): Comments can be added in data file. Missing date values
  245:   can be a simple dot '.'.
  246: 
  247:   Revision 1.110  2006/01/25 00:51:50  brouard
  248:   (Module): Lots of cleaning and bugs added (Gompertz)
  249: 
  250:   Revision 1.109  2006/01/24 19:37:15  brouard
  251:   (Module): Comments (lines starting with a #) are allowed in data.
  252: 
  253:   Revision 1.108  2006/01/19 18:05:42  lievre
  254:   Gnuplot problem appeared...
  255:   To be fixed
  256: 
  257:   Revision 1.107  2006/01/19 16:20:37  brouard
  258:   Test existence of gnuplot in imach path
  259: 
  260:   Revision 1.106  2006/01/19 13:24:36  brouard
  261:   Some cleaning and links added in html output
  262: 
  263:   Revision 1.105  2006/01/05 20:23:19  lievre
  264:   *** empty log message ***
  265: 
  266:   Revision 1.104  2005/09/30 16:11:43  lievre
  267:   (Module): sump fixed, loop imx fixed, and simplifications.
  268:   (Module): If the status is missing at the last wave but we know
  269:   that the person is alive, then we can code his/her status as -2
  270:   (instead of missing=-1 in earlier versions) and his/her
  271:   contributions to the likelihood is 1 - Prob of dying from last
  272:   health status (= 1-p13= p11+p12 in the easiest case of somebody in
  273:   the healthy state at last known wave). Version is 0.98
  274: 
  275:   Revision 1.103  2005/09/30 15:54:49  lievre
  276:   (Module): sump fixed, loop imx fixed, and simplifications.
  277: 
  278:   Revision 1.102  2004/09/15 17:31:30  brouard
  279:   Add the possibility to read data file including tab characters.
  280: 
  281:   Revision 1.101  2004/09/15 10:38:38  brouard
  282:   Fix on curr_time
  283: 
  284:   Revision 1.100  2004/07/12 18:29:06  brouard
  285:   Add version for Mac OS X. Just define UNIX in Makefile
  286: 
  287:   Revision 1.99  2004/06/05 08:57:40  brouard
  288:   *** empty log message ***
  289: 
  290:   Revision 1.98  2004/05/16 15:05:56  brouard
  291:   New version 0.97 . First attempt to estimate force of mortality
  292:   directly from the data i.e. without the need of knowing the health
  293:   state at each age, but using a Gompertz model: log u =a + b*age .
  294:   This is the basic analysis of mortality and should be done before any
  295:   other analysis, in order to test if the mortality estimated from the
  296:   cross-longitudinal survey is different from the mortality estimated
  297:   from other sources like vital statistic data.
  298: 
  299:   The same imach parameter file can be used but the option for mle should be -3.
  300: 
  301:   Agnès, who wrote this part of the code, tried to keep most of the
  302:   former routines in order to include the new code within the former code.
  303: 
  304:   The output is very simple: only an estimate of the intercept and of
  305:   the slope with 95% confident intervals.
  306: 
  307:   Current limitations:
  308:   A) Even if you enter covariates, i.e. with the
  309:   model= V1+V2 equation for example, the programm does only estimate a unique global model without covariates.
  310:   B) There is no computation of Life Expectancy nor Life Table.
  311: 
  312:   Revision 1.97  2004/02/20 13:25:42  lievre
  313:   Version 0.96d. Population forecasting command line is (temporarily)
  314:   suppressed.
  315: 
  316:   Revision 1.96  2003/07/15 15:38:55  brouard
  317:   * imach.c (Repository): Errors in subdirf, 2, 3 while printing tmpout is
  318:   rewritten within the same printf. Workaround: many printfs.
  319: 
  320:   Revision 1.95  2003/07/08 07:54:34  brouard
  321:   * imach.c (Repository):
  322:   (Repository): Using imachwizard code to output a more meaningful covariance
  323:   matrix (cov(a12,c31) instead of numbers.
  324: 
  325:   Revision 1.94  2003/06/27 13:00:02  brouard
  326:   Just cleaning
  327: 
  328:   Revision 1.93  2003/06/25 16:33:55  brouard
  329:   (Module): On windows (cygwin) function asctime_r doesn't
  330:   exist so I changed back to asctime which exists.
  331:   (Module): Version 0.96b
  332: 
  333:   Revision 1.92  2003/06/25 16:30:45  brouard
  334:   (Module): On windows (cygwin) function asctime_r doesn't
  335:   exist so I changed back to asctime which exists.
  336: 
  337:   Revision 1.91  2003/06/25 15:30:29  brouard
  338:   * imach.c (Repository): Duplicated warning errors corrected.
  339:   (Repository): Elapsed time after each iteration is now output. It
  340:   helps to forecast when convergence will be reached. Elapsed time
  341:   is stamped in powell.  We created a new html file for the graphs
  342:   concerning matrix of covariance. It has extension -cov.htm.
  343: 
  344:   Revision 1.90  2003/06/24 12:34:15  brouard
  345:   (Module): Some bugs corrected for windows. Also, when
  346:   mle=-1 a template is output in file "or"mypar.txt with the design
  347:   of the covariance matrix to be input.
  348: 
  349:   Revision 1.89  2003/06/24 12:30:52  brouard
  350:   (Module): Some bugs corrected for windows. Also, when
  351:   mle=-1 a template is output in file "or"mypar.txt with the design
  352:   of the covariance matrix to be input.
  353: 
  354:   Revision 1.88  2003/06/23 17:54:56  brouard
  355:   * imach.c (Repository): Create a sub-directory where all the secondary files are. Only imach, htm, gp and r(imach) are on the main directory. Correct time and other things.
  356: 
  357:   Revision 1.87  2003/06/18 12:26:01  brouard
  358:   Version 0.96
  359: 
  360:   Revision 1.86  2003/06/17 20:04:08  brouard
  361:   (Module): Change position of html and gnuplot routines and added
  362:   routine fileappend.
  363: 
  364:   Revision 1.85  2003/06/17 13:12:43  brouard
  365:   * imach.c (Repository): Check when date of death was earlier that
  366:   current date of interview. It may happen when the death was just
  367:   prior to the death. In this case, dh was negative and likelihood
  368:   was wrong (infinity). We still send an "Error" but patch by
  369:   assuming that the date of death was just one stepm after the
  370:   interview.
  371:   (Repository): Because some people have very long ID (first column)
  372:   we changed int to long in num[] and we added a new lvector for
  373:   memory allocation. But we also truncated to 8 characters (left
  374:   truncation)
  375:   (Repository): No more line truncation errors.
  376: 
  377:   Revision 1.84  2003/06/13 21:44:43  brouard
  378:   * imach.c (Repository): Replace "freqsummary" at a correct
  379:   place. It differs from routine "prevalence" which may be called
  380:   many times. Probs is memory consuming and must be used with
  381:   parcimony.
  382:   Version 0.95a3 (should output exactly the same maximization than 0.8a2)
  383: 
  384:   Revision 1.83  2003/06/10 13:39:11  lievre
  385:   *** empty log message ***
  386: 
  387:   Revision 1.82  2003/06/05 15:57:20  brouard
  388:   Add log in  imach.c and  fullversion number is now printed.
  389: 
  390: */
  391: /*
  392:    Interpolated Markov Chain
  393: 
  394:   Short summary of the programme:
  395:   
  396:   This program computes Healthy Life Expectancies from
  397:   cross-longitudinal data. Cross-longitudinal data consist in: -1- a
  398:   first survey ("cross") where individuals from different ages are
  399:   interviewed on their health status or degree of disability (in the
  400:   case of a health survey which is our main interest) -2- at least a
  401:   second wave of interviews ("longitudinal") which measure each change
  402:   (if any) in individual health status.  Health expectancies are
  403:   computed from the time spent in each health state according to a
  404:   model. More health states you consider, more time is necessary to reach the
  405:   Maximum Likelihood of the parameters involved in the model.  The
  406:   simplest model is the multinomial logistic model where pij is the
  407:   probability to be observed in state j at the second wave
  408:   conditional to be observed in state i at the first wave. Therefore
  409:   the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
  410:   'age' is age and 'sex' is a covariate. If you want to have a more
  411:   complex model than "constant and age", you should modify the program
  412:   where the markup *Covariates have to be included here again* invites
  413:   you to do it.  More covariates you add, slower the
  414:   convergence.
  415: 
  416:   The advantage of this computer programme, compared to a simple
  417:   multinomial logistic model, is clear when the delay between waves is not
  418:   identical for each individual. Also, if a individual missed an
  419:   intermediate interview, the information is lost, but taken into
  420:   account using an interpolation or extrapolation.  
  421: 
  422:   hPijx is the probability to be observed in state i at age x+h
  423:   conditional to the observed state i at age x. The delay 'h' can be
  424:   split into an exact number (nh*stepm) of unobserved intermediate
  425:   states. This elementary transition (by month, quarter,
  426:   semester or year) is modelled as a multinomial logistic.  The hPx
  427:   matrix is simply the matrix product of nh*stepm elementary matrices
  428:   and the contribution of each individual to the likelihood is simply
  429:   hPijx.
  430: 
  431:   Also this programme outputs the covariance matrix of the parameters but also
  432:   of the life expectancies. It also computes the period (stable) prevalence. 
  433:   
  434:   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
  435:            Institut national d'études démographiques, Paris.
  436:   This software have been partly granted by Euro-REVES, a concerted action
  437:   from the European Union.
  438:   It is copyrighted identically to a GNU software product, ie programme and
  439:   software can be distributed freely for non commercial use. Latest version
  440:   can be accessed at http://euroreves.ined.fr/imach .
  441: 
  442:   Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
  443:   or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
  444:   
  445:   **********************************************************************/
  446: /*
  447:   main
  448:   read parameterfile
  449:   read datafile
  450:   concatwav
  451:   freqsummary
  452:   if (mle >= 1)
  453:     mlikeli
  454:   print results files
  455:   if mle==1 
  456:      computes hessian
  457:   read end of parameter file: agemin, agemax, bage, fage, estepm
  458:       begin-prev-date,...
  459:   open gnuplot file
  460:   open html file
  461:   period (stable) prevalence      | pl_nom    1-1 2-2 etc by covariate
  462:    for age prevalim()             | #****** V1=0  V2=1  V3=1  V4=0 ******
  463:                                   | 65 1 0 2 1 3 1 4 0  0.96326 0.03674
  464:     freexexit2 possible for memory heap.
  465: 
  466:   h Pij x                         | pij_nom  ficrestpij
  467:    # Cov Agex agex+h hpijx with i,j= 1-1 1-2     1-3     2-1     2-2     2-3
  468:        1  85   85    1.00000             0.00000 0.00000 0.00000 1.00000 0.00000
  469:        1  85   86    0.68299             0.22291 0.09410 0.71093 0.00000 0.28907
  470: 
  471:        1  65   99    0.00364             0.00322 0.99314 0.00350 0.00310 0.99340
  472:        1  65  100    0.00214             0.00204 0.99581 0.00206 0.00196 0.99597
  473:   variance of p one-step probabilities varprob  | prob_nom   ficresprob #One-step probabilities and stand. devi in ()
  474:    Standard deviation of one-step probabilities | probcor_nom   ficresprobcor #One-step probabilities and correlation matrix
  475:    Matrix of variance covariance of one-step probabilities |  probcov_nom ficresprobcov #One-step probabilities and covariance matrix
  476: 
  477:   forecasting if prevfcast==1 prevforecast call prevalence()
  478:   health expectancies
  479:   Variance-covariance of DFLE
  480:   prevalence()
  481:    movingaverage()
  482:   varevsij() 
  483:   if popbased==1 varevsij(,popbased)
  484:   total life expectancies
  485:   Variance of period (stable) prevalence
  486:  end
  487: */
  488: 
  489: 
  490: 
  491:  
  492: #include <math.h>
  493: #include <stdio.h>
  494: #include <stdlib.h>
  495: #include <string.h>
  496: 
  497: #ifdef _WIN32
  498: #include <io.h>
  499: #else
  500: #include <unistd.h>
  501: #endif
  502: 
  503: #include <limits.h>
  504: #include <sys/types.h>
  505: #include <sys/stat.h>
  506: #include <errno.h>
  507: /* extern int errno; */
  508: 
  509: /* #ifdef LINUX */
  510: /* #include <time.h> */
  511: /* #include "timeval.h" */
  512: /* #else */
  513: /* #include <sys/time.h> */
  514: /* #endif */
  515: 
  516: #include <time.h>
  517: 
  518: #ifdef GSL
  519: #include <gsl/gsl_errno.h>
  520: #include <gsl/gsl_multimin.h>
  521: #endif
  522: 
  523: #ifdef NLOPT
  524: #include <nlopt.h>
  525: #endif
  526: 
  527: /* #include <libintl.h> */
  528: /* #define _(String) gettext (String) */
  529: 
  530: #define MAXLINE 1024 /* Was 256. Overflow with 312 with 2 states and 4 covariates. Should be ok */
  531: 
  532: #define GNUPLOTPROGRAM "gnuplot"
  533: /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
  534: #define FILENAMELENGTH 132
  535: 
  536: #define	GLOCK_ERROR_NOPATH		-1	/* empty path */
  537: #define	GLOCK_ERROR_GETCWD		-2	/* cannot get cwd */
  538: 
  539: #define MAXPARM 128 /**< Maximum number of parameters for the optimization */
  540: #define NPARMAX 64 /**< (nlstate+ndeath-1)*nlstate*ncovmodel */
  541: 
  542: #define NINTERVMAX 8
  543: #define NLSTATEMAX 8 /**< Maximum number of live states (for func) */
  544: #define NDEATHMAX 8 /**< Maximum number of dead states (for func) */
  545: #define NCOVMAX 20 /**< Maximum number of covariates, including generated covariates V1*V2 */
  546: #define codtabm(h,k)  1 & (h-1) >> (k-1) ;
  547: #define MAXN 20000
  548: #define YEARM 12. /**< Number of months per year */
  549: #define AGESUP 130
  550: #define AGEBASE 40
  551: #define AGEGOMP 10. /**< Minimal age for Gompertz adjustment */
  552: #ifdef _WIN32
  553: #define DIRSEPARATOR '\\'
  554: #define CHARSEPARATOR "\\"
  555: #define ODIRSEPARATOR '/'
  556: #else
  557: #define DIRSEPARATOR '/'
  558: #define CHARSEPARATOR "/"
  559: #define ODIRSEPARATOR '\\'
  560: #endif
  561: 
  562: /* $Id: imach-nlopt.c,v 1.1 2014/09/16 11:06:58 brouard Exp $ */
  563: /* $State: Exp $ */
  564: 
  565: char version[]="Imach version 0.98nX, August 2014,INED-EUROREVES-Institut de longevite-Japan Society for the Promotion of Science (Grant-in-Aid for Scientific Research 25293121)";
  566: char fullversion[]="$Revision: 1.1 $ $Date: 2014/09/16 11:06:58 $"; 
  567: char strstart[80];
  568: char optionfilext[10], optionfilefiname[FILENAMELENGTH];
  569: int erreur=0, nberr=0, nbwarn=0; /* Error number, number of errors number of warnings  */
  570: int nvar=0, nforce=0; /* Number of variables, number of forces */
  571: /* Number of covariates model=V2+V1+ V3*age+V2*V4 */
  572: int cptcovn=0; /**< cptcovn number of covariates added in the model (excepting constant and age and age*product) */
  573: int cptcovt=0; /**< cptcovt number of covariates added in the model (excepting constant and age) */
  574: int cptcovs=0; /**< cptcovs number of simple covariates V2+V1 =2 */
  575: int cptcovage=0; /**< Number of covariates with age: V3*age only =1 */
  576: int cptcovprodnoage=0; /**< Number of covariate products without age */   
  577: int cptcoveff=0; /* Total number of covariates to vary for printing results */
  578: int cptcov=0; /* Working variable */
  579: int npar=NPARMAX;
  580: int nlstate=2; /* Number of live states */
  581: int ndeath=1; /* Number of dead states */
  582: int ncovmodel=0, ncovcol=0;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
  583: int popbased=0;
  584: 
  585: int *wav; /* Number of waves for this individuual 0 is possible */
  586: int maxwav=0; /* Maxim number of waves */
  587: int jmin=0, jmax=0; /* min, max spacing between 2 waves */
  588: int ijmin=0, ijmax=0; /* Individuals having jmin and jmax */ 
  589: int gipmx=0, gsw=0; /* Global variables on the number of contributions 
  590: 		   to the likelihood and the sum of weights (done by funcone)*/
  591: int mle=1, weightopt=0;
  592: int **mw; /* mw[mi][i] is number of the mi wave for this individual */
  593: int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
  594: int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
  595: 	   * wave mi and wave mi+1 is not an exact multiple of stepm. */
  596: int countcallfunc=0;  /* Count the number of calls to func */
  597: double jmean=1; /* Mean space between 2 waves */
  598: double **matprod2(); /* test */
  599: double **oldm, **newm, **savm; /* Working pointers to matrices */
  600: double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
  601: /*FILE *fic ; */ /* Used in readdata only */
  602: FILE *ficpar, *ficparo,*ficres, *ficresp, *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
  603: FILE *ficlog, *ficrespow;
  604: int globpr=0; /* Global variable for printing or not */
  605: double fretone; /* Only one call to likelihood */
  606: long ipmx=0; /* Number of contributions */
  607: double sw; /* Sum of weights */
  608: char filerespow[FILENAMELENGTH];
  609: char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */
  610: FILE *ficresilk;
  611: FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
  612: FILE *ficresprobmorprev;
  613: FILE *fichtm, *fichtmcov; /* Html File */
  614: FILE *ficreseij;
  615: char filerese[FILENAMELENGTH];
  616: FILE *ficresstdeij;
  617: char fileresstde[FILENAMELENGTH];
  618: FILE *ficrescveij;
  619: char filerescve[FILENAMELENGTH];
  620: FILE  *ficresvij;
  621: char fileresv[FILENAMELENGTH];
  622: FILE  *ficresvpl;
  623: char fileresvpl[FILENAMELENGTH];
  624: char title[MAXLINE];
  625: char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
  626: char plotcmd[FILENAMELENGTH], pplotcmd[FILENAMELENGTH];
  627: char tmpout[FILENAMELENGTH],  tmpout2[FILENAMELENGTH]; 
  628: char command[FILENAMELENGTH];
  629: int  outcmd=0;
  630: 
  631: char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
  632: 
  633: char filelog[FILENAMELENGTH]; /* Log file */
  634: char filerest[FILENAMELENGTH];
  635: char fileregp[FILENAMELENGTH];
  636: char popfile[FILENAMELENGTH];
  637: 
  638: char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH], optionfilehtmcov[FILENAMELENGTH] ;
  639: 
  640: /* struct timeval start_time, end_time, curr_time, last_time, forecast_time; */
  641: /* struct timezone tzp; */
  642: /* extern int gettimeofday(); */
  643: struct tm tml, *gmtime(), *localtime();
  644: 
  645: extern time_t time();
  646: 
  647: struct tm start_time, end_time, curr_time, last_time, forecast_time;
  648: time_t  rstart_time, rend_time, rcurr_time, rlast_time, rforecast_time; /* raw time */
  649: struct tm tm;
  650: 
  651: char strcurr[80], strfor[80];
  652: 
  653: char *endptr;
  654: long lval;
  655: double dval;
  656: 
  657: #define NR_END 1
  658: #define FREE_ARG char*
  659: #define FTOL 1.0e-10
  660: 
  661: #define NRANSI 
  662: #define ITMAX 200 
  663: 
  664: #define TOL 2.0e-4 
  665: 
  666: #define CGOLD 0.3819660 
  667: #define ZEPS 1.0e-10 
  668: #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
  669: 
  670: #define GOLD 1.618034 
  671: #define GLIMIT 100.0 
  672: #define TINY 1.0e-20 
  673: 
  674: static double maxarg1,maxarg2;
  675: #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
  676: #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
  677:   
  678: #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
  679: #define rint(a) floor(a+0.5)
  680: 
  681: static double sqrarg;
  682: #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
  683: #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
  684: int agegomp= AGEGOMP;
  685: 
  686: int imx; 
  687: int stepm=1;
  688: /* Stepm, step in month: minimum step interpolation*/
  689: 
  690: int estepm;
  691: /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
  692: 
  693: int m,nb;
  694: long *num;
  695: int firstpass=0, lastpass=4,*cod, *ncodemax, *Tage,*cens;
  696: double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
  697: double **pmmij, ***probs;
  698: double *ageexmed,*agecens;
  699: double dateintmean=0;
  700: 
  701: double *weight;
  702: int **s; /* Status */
  703: double *agedc;
  704: double  **covar; /**< covar[j,i], value of jth covariate for individual i,
  705: 		  * covar=matrix(0,NCOVMAX,1,n); 
  706: 		  * cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2]; */
  707: double  idx; 
  708: int **nbcode, *Tvar; /**< model=V2 => Tvar[1]= 2 */
  709: int *Ndum; /** Freq of modality (tricode */
  710: int **codtab; /**< codtab=imatrix(1,100,1,10); */
  711: int **Tvard, *Tprod, cptcovprod, *Tvaraff;
  712: double *lsurv, *lpop, *tpop;
  713: 
  714: double ftol=FTOL; /**< Tolerance for computing Max Likelihood */
  715: double ftolhess; /**< Tolerance for computing hessian */
  716: 
  717: /**************** split *************************/
  718: static	int split( char *path, char *dirc, char *name, char *ext, char *finame )
  719: {
  720:   /* From a file name with (full) path (either Unix or Windows) we extract the directory (dirc)
  721:      the name of the file (name), its extension only (ext) and its first part of the name (finame)
  722:   */ 
  723:   char	*ss;				/* pointer */
  724:   int	l1, l2;				/* length counters */
  725: 
  726:   l1 = strlen(path );			/* length of path */
  727:   if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
  728:   ss= strrchr( path, DIRSEPARATOR );		/* find last / */
  729:   if ( ss == NULL ) {			/* no directory, so determine current directory */
  730:     strcpy( name, path );		/* we got the fullname name because no directory */
  731:     /*if(strrchr(path, ODIRSEPARATOR )==NULL)
  732:       printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
  733:     /* get current working directory */
  734:     /*    extern  char* getcwd ( char *buf , int len);*/
  735:     if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
  736:       return( GLOCK_ERROR_GETCWD );
  737:     }
  738:     /* got dirc from getcwd*/
  739:     printf(" DIRC = %s \n",dirc);
  740:   } else {				/* strip direcotry from path */
  741:     ss++;				/* after this, the filename */
  742:     l2 = strlen( ss );			/* length of filename */
  743:     if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
  744:     strcpy( name, ss );		/* save file name */
  745:     strncpy( dirc, path, l1 - l2 );	/* now the directory */
  746:     dirc[l1-l2] = 0;			/* add zero */
  747:     printf(" DIRC2 = %s \n",dirc);
  748:   }
  749:   /* We add a separator at the end of dirc if not exists */
  750:   l1 = strlen( dirc );			/* length of directory */
  751:   if( dirc[l1-1] != DIRSEPARATOR ){
  752:     dirc[l1] =  DIRSEPARATOR;
  753:     dirc[l1+1] = 0; 
  754:     printf(" DIRC3 = %s \n",dirc);
  755:   }
  756:   ss = strrchr( name, '.' );		/* find last / */
  757:   if (ss >0){
  758:     ss++;
  759:     strcpy(ext,ss);			/* save extension */
  760:     l1= strlen( name);
  761:     l2= strlen(ss)+1;
  762:     strncpy( finame, name, l1-l2);
  763:     finame[l1-l2]= 0;
  764:   }
  765: 
  766:   return( 0 );				/* we're done */
  767: }
  768: 
  769: 
  770: /******************************************/
  771: 
  772: void replace_back_to_slash(char *s, char*t)
  773: {
  774:   int i;
  775:   int lg=0;
  776:   i=0;
  777:   lg=strlen(t);
  778:   for(i=0; i<= lg; i++) {
  779:     (s[i] = t[i]);
  780:     if (t[i]== '\\') s[i]='/';
  781:   }
  782: }
  783: 
  784: char *trimbb(char *out, char *in)
  785: { /* Trim multiple blanks in line but keeps first blanks if line starts with blanks */
  786:   char *s;
  787:   s=out;
  788:   while (*in != '\0'){
  789:     while( *in == ' ' && *(in+1) == ' '){ /* && *(in+1) != '\0'){*/
  790:       in++;
  791:     }
  792:     *out++ = *in++;
  793:   }
  794:   *out='\0';
  795:   return s;
  796: }
  797: 
  798: char *cutl(char *blocc, char *alocc, char *in, char occ)
  799: {
  800:   /* cuts string in into blocc and alocc where blocc ends before first occurence of char 'occ' 
  801:      and alocc starts after first occurence of char 'occ' : ex cutv(blocc,alocc,"abcdef2ghi2j",'2')
  802:      gives blocc="abcdef2ghi" and alocc="j".
  803:      If occ is not found blocc is null and alocc is equal to in. Returns blocc
  804:   */
  805:   char *s, *t;
  806:   t=in;s=in;
  807:   while ((*in != occ) && (*in != '\0')){
  808:     *alocc++ = *in++;
  809:   }
  810:   if( *in == occ){
  811:     *(alocc)='\0';
  812:     s=++in;
  813:   }
  814:  
  815:   if (s == t) {/* occ not found */
  816:     *(alocc-(in-s))='\0';
  817:     in=s;
  818:   }
  819:   while ( *in != '\0'){
  820:     *blocc++ = *in++;
  821:   }
  822: 
  823:   *blocc='\0';
  824:   return t;
  825: }
  826: char *cutv(char *blocc, char *alocc, char *in, char occ)
  827: {
  828:   /* cuts string in into blocc and alocc where blocc ends before last occurence of char 'occ' 
  829:      and alocc starts after last occurence of char 'occ' : ex cutv(blocc,alocc,"abcdef2ghi2j",'2')
  830:      gives blocc="abcdef2ghi" and alocc="j".
  831:      If occ is not found blocc is null and alocc is equal to in. Returns alocc
  832:   */
  833:   char *s, *t;
  834:   t=in;s=in;
  835:   while (*in != '\0'){
  836:     while( *in == occ){
  837:       *blocc++ = *in++;
  838:       s=in;
  839:     }
  840:     *blocc++ = *in++;
  841:   }
  842:   if (s == t) /* occ not found */
  843:     *(blocc-(in-s))='\0';
  844:   else
  845:     *(blocc-(in-s)-1)='\0';
  846:   in=s;
  847:   while ( *in != '\0'){
  848:     *alocc++ = *in++;
  849:   }
  850: 
  851:   *alocc='\0';
  852:   return s;
  853: }
  854: 
  855: int nbocc(char *s, char occ)
  856: {
  857:   int i,j=0;
  858:   int lg=20;
  859:   i=0;
  860:   lg=strlen(s);
  861:   for(i=0; i<= lg; i++) {
  862:   if  (s[i] == occ ) j++;
  863:   }
  864:   return j;
  865: }
  866: 
  867: /* void cutv(char *u,char *v, char*t, char occ) */
  868: /* { */
  869: /*   /\* cuts string t into u and v where u ends before last occurence of char 'occ'  */
  870: /*      and v starts after last occurence of char 'occ' : ex cutv(u,v,"abcdef2ghi2j",'2') */
  871: /*      gives u="abcdef2ghi" and v="j" *\/ */
  872: /*   int i,lg,j,p=0; */
  873: /*   i=0; */
  874: /*   lg=strlen(t); */
  875: /*   for(j=0; j<=lg-1; j++) { */
  876: /*     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1; */
  877: /*   } */
  878: 
  879: /*   for(j=0; j<p; j++) { */
  880: /*     (u[j] = t[j]); */
  881: /*   } */
  882: /*      u[p]='\0'; */
  883: 
  884: /*    for(j=0; j<= lg; j++) { */
  885: /*     if (j>=(p+1))(v[j-p-1] = t[j]); */
  886: /*   } */
  887: /* } */
  888: 
  889: #ifdef _WIN32
  890: char * strsep(char **pp, const char *delim)
  891: {
  892:   char *p, *q;
  893:          
  894:   if ((p = *pp) == NULL)
  895:     return 0;
  896:   if ((q = strpbrk (p, delim)) != NULL)
  897:   {
  898:     *pp = q + 1;
  899:     *q = '\0';
  900:   }
  901:   else
  902:     *pp = 0;
  903:   return p;
  904: }
  905: #endif
  906: 
  907: /********************** nrerror ********************/
  908: 
  909: void nrerror(char error_text[])
  910: {
  911:   fprintf(stderr,"ERREUR ...\n");
  912:   fprintf(stderr,"%s\n",error_text);
  913:   exit(EXIT_FAILURE);
  914: }
  915: /*********************** vector *******************/
  916: double *vector(int nl, int nh)
  917: {
  918:   double *v;
  919:   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
  920:   if (!v) nrerror("allocation failure in vector");
  921:   return v-nl+NR_END;
  922: }
  923: 
  924: /************************ free vector ******************/
  925: void free_vector(double*v, int nl, int nh)
  926: {
  927:   free((FREE_ARG)(v+nl-NR_END));
  928: }
  929: 
  930: /************************ivector *******************************/
  931: int *ivector(long nl,long nh)
  932: {
  933:   int *v;
  934:   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
  935:   if (!v) nrerror("allocation failure in ivector");
  936:   return v-nl+NR_END;
  937: }
  938: 
  939: /******************free ivector **************************/
  940: void free_ivector(int *v, long nl, long nh)
  941: {
  942:   free((FREE_ARG)(v+nl-NR_END));
  943: }
  944: 
  945: /************************lvector *******************************/
  946: long *lvector(long nl,long nh)
  947: {
  948:   long *v;
  949:   v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long)));
  950:   if (!v) nrerror("allocation failure in ivector");
  951:   return v-nl+NR_END;
  952: }
  953: 
  954: /******************free lvector **************************/
  955: void free_lvector(long *v, long nl, long nh)
  956: {
  957:   free((FREE_ARG)(v+nl-NR_END));
  958: }
  959: 
  960: /******************* imatrix *******************************/
  961: int **imatrix(long nrl, long nrh, long ncl, long nch) 
  962:      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
  963: { 
  964:   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
  965:   int **m; 
  966:   
  967:   /* allocate pointers to rows */ 
  968:   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
  969:   if (!m) nrerror("allocation failure 1 in matrix()"); 
  970:   m += NR_END; 
  971:   m -= nrl; 
  972:   
  973:   
  974:   /* allocate rows and set pointers to them */ 
  975:   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
  976:   if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
  977:   m[nrl] += NR_END; 
  978:   m[nrl] -= ncl; 
  979:   
  980:   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
  981:   
  982:   /* return pointer to array of pointers to rows */ 
  983:   return m; 
  984: } 
  985: 
  986: /****************** free_imatrix *************************/
  987: void free_imatrix(m,nrl,nrh,ncl,nch)
  988:       int **m;
  989:       long nch,ncl,nrh,nrl; 
  990:      /* free an int matrix allocated by imatrix() */ 
  991: { 
  992:   free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
  993:   free((FREE_ARG) (m+nrl-NR_END)); 
  994: } 
  995: 
  996: /******************* matrix *******************************/
  997: double **matrix(long nrl, long nrh, long ncl, long nch)
  998: {
  999:   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
 1000:   double **m;
 1001: 
 1002:   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
 1003:   if (!m) nrerror("allocation failure 1 in matrix()");
 1004:   m += NR_END;
 1005:   m -= nrl;
 1006: 
 1007:   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
 1008:   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
 1009:   m[nrl] += NR_END;
 1010:   m[nrl] -= ncl;
 1011: 
 1012:   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
 1013:   return m;
 1014:   /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) or &(m[1][0])
 1015: m[i] = address of ith row of the table. &(m[i]) is its value which is another adress
 1016: that of m[i][0]. In order to get the value p m[i][0] but it is unitialized.
 1017:    */
 1018: }
 1019: 
 1020: /*************************free matrix ************************/
 1021: void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
 1022: {
 1023:   free((FREE_ARG)(m[nrl]+ncl-NR_END));
 1024:   free((FREE_ARG)(m+nrl-NR_END));
 1025: }
 1026: 
 1027: /******************* ma3x *******************************/
 1028: double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
 1029: {
 1030:   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
 1031:   double ***m;
 1032: 
 1033:   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
 1034:   if (!m) nrerror("allocation failure 1 in matrix()");
 1035:   m += NR_END;
 1036:   m -= nrl;
 1037: 
 1038:   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
 1039:   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
 1040:   m[nrl] += NR_END;
 1041:   m[nrl] -= ncl;
 1042: 
 1043:   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
 1044: 
 1045:   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
 1046:   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
 1047:   m[nrl][ncl] += NR_END;
 1048:   m[nrl][ncl] -= nll;
 1049:   for (j=ncl+1; j<=nch; j++) 
 1050:     m[nrl][j]=m[nrl][j-1]+nlay;
 1051:   
 1052:   for (i=nrl+1; i<=nrh; i++) {
 1053:     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
 1054:     for (j=ncl+1; j<=nch; j++) 
 1055:       m[i][j]=m[i][j-1]+nlay;
 1056:   }
 1057:   return m; 
 1058:   /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
 1059:            &(m[i][j][k]) <=> *((*(m+i) + j)+k)
 1060:   */
 1061: }
 1062: 
 1063: /*************************free ma3x ************************/
 1064: void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
 1065: {
 1066:   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
 1067:   free((FREE_ARG)(m[nrl]+ncl-NR_END));
 1068:   free((FREE_ARG)(m+nrl-NR_END));
 1069: }
 1070: 
 1071: /*************** function subdirf ***********/
 1072: char *subdirf(char fileres[])
 1073: {
 1074:   /* Caution optionfilefiname is hidden */
 1075:   strcpy(tmpout,optionfilefiname);
 1076:   strcat(tmpout,"/"); /* Add to the right */
 1077:   strcat(tmpout,fileres);
 1078:   return tmpout;
 1079: }
 1080: 
 1081: /*************** function subdirf2 ***********/
 1082: char *subdirf2(char fileres[], char *preop)
 1083: {
 1084:   
 1085:   /* Caution optionfilefiname is hidden */
 1086:   strcpy(tmpout,optionfilefiname);
 1087:   strcat(tmpout,"/");
 1088:   strcat(tmpout,preop);
 1089:   strcat(tmpout,fileres);
 1090:   return tmpout;
 1091: }
 1092: 
 1093: /*************** function subdirf3 ***********/
 1094: char *subdirf3(char fileres[], char *preop, char *preop2)
 1095: {
 1096:   
 1097:   /* Caution optionfilefiname is hidden */
 1098:   strcpy(tmpout,optionfilefiname);
 1099:   strcat(tmpout,"/");
 1100:   strcat(tmpout,preop);
 1101:   strcat(tmpout,preop2);
 1102:   strcat(tmpout,fileres);
 1103:   return tmpout;
 1104: }
 1105: 
 1106: /***************** f1dim *************************/
 1107: extern int ncom; 
 1108: extern double *pcom,*xicom;
 1109: extern double (*nrfunc)(double []); 
 1110:  
 1111: double f1dim(double x) 
 1112: { 
 1113:   int j; 
 1114:   double f;
 1115:   double *xt; 
 1116:  
 1117:   xt=vector(1,ncom); 
 1118:   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
 1119:   f=(*nrfunc)(xt); 
 1120:   free_vector(xt,1,ncom); 
 1121:   return f; 
 1122: } 
 1123: 
 1124: /*****************brent *************************/
 1125: double brent(double ax, double bx, double cx, double (*f)(double), double tol, 	double *xmin) 
 1126: { 
 1127:   int iter; 
 1128:   double a,b,d,etemp;
 1129:   double fu=0,fv,fw,fx;
 1130:   double ftemp;
 1131:   double p,q,r,tol1,tol2,u,v,w,x,xm; 
 1132:   double e=0.0; 
 1133:  
 1134:   a=(ax < cx ? ax : cx); 
 1135:   b=(ax > cx ? ax : cx); 
 1136:   x=w=v=bx; 
 1137:   fw=fv=fx=(*f)(x); 
 1138:   for (iter=1;iter<=ITMAX;iter++) { 
 1139:     xm=0.5*(a+b); 
 1140:     tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
 1141:     /*		if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
 1142:     printf(".");fflush(stdout);
 1143:     fprintf(ficlog,".");fflush(ficlog);
 1144: #ifdef DEBUG
 1145:     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);
 1146:     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);
 1147:     /*		if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
 1148: #endif
 1149:     if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
 1150:       *xmin=x; 
 1151:       return fx; 
 1152:     } 
 1153:     ftemp=fu;
 1154:     if (fabs(e) > tol1) { 
 1155:       r=(x-w)*(fx-fv); 
 1156:       q=(x-v)*(fx-fw); 
 1157:       p=(x-v)*q-(x-w)*r; 
 1158:       q=2.0*(q-r); 
 1159:       if (q > 0.0) p = -p; 
 1160:       q=fabs(q); 
 1161:       etemp=e; 
 1162:       e=d; 
 1163:       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
 1164: 	d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
 1165:       else { 
 1166: 	d=p/q; 
 1167: 	u=x+d; 
 1168: 	if (u-a < tol2 || b-u < tol2) 
 1169: 	  d=SIGN(tol1,xm-x); 
 1170:       } 
 1171:     } else { 
 1172:       d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
 1173:     } 
 1174:     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
 1175:     fu=(*f)(u); 
 1176:     if (fu <= fx) { 
 1177:       if (u >= x) a=x; else b=x; 
 1178:       SHFT(v,w,x,u) 
 1179: 	SHFT(fv,fw,fx,fu) 
 1180: 	} else { 
 1181: 	  if (u < x) a=u; else b=u; 
 1182: 	  if (fu <= fw || w == x) { 
 1183: 	    v=w; 
 1184: 	    w=u; 
 1185: 	    fv=fw; 
 1186: 	    fw=fu; 
 1187: 	  } else if (fu <= fv || v == x || v == w) { 
 1188: 	    v=u; 
 1189: 	    fv=fu; 
 1190: 	  } 
 1191: 	} 
 1192:   } 
 1193:   nrerror("Too many iterations in brent"); 
 1194:   *xmin=x; 
 1195:   return fx; 
 1196: } 
 1197: 
 1198: /****************** mnbrak ***********************/
 1199: 
 1200: void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
 1201: 	    double (*func)(double)) 
 1202: { 
 1203:   double ulim,u,r,q, dum;
 1204:   double fu; 
 1205:  
 1206:   *fa=(*func)(*ax); 
 1207:   *fb=(*func)(*bx); 
 1208:   if (*fb > *fa) { 
 1209:     SHFT(dum,*ax,*bx,dum) 
 1210:       SHFT(dum,*fb,*fa,dum) 
 1211:       } 
 1212:   *cx=(*bx)+GOLD*(*bx-*ax); 
 1213:   *fc=(*func)(*cx); 
 1214:   while (*fb > *fc) { 
 1215:     r=(*bx-*ax)*(*fb-*fc); 
 1216:     q=(*bx-*cx)*(*fb-*fa); 
 1217:     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
 1218:       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
 1219:     ulim=(*bx)+GLIMIT*(*cx-*bx); 
 1220:     if ((*bx-u)*(u-*cx) > 0.0) { 
 1221:       fu=(*func)(u); 
 1222:     } else if ((*cx-u)*(u-ulim) > 0.0) { 
 1223:       fu=(*func)(u); 
 1224:       if (fu < *fc) { 
 1225: 	SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
 1226: 	  SHFT(*fb,*fc,fu,(*func)(u)) 
 1227: 	  } 
 1228:     } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
 1229:       u=ulim; 
 1230:       fu=(*func)(u); 
 1231:     } else { 
 1232:       u=(*cx)+GOLD*(*cx-*bx); 
 1233:       fu=(*func)(u); 
 1234:     } 
 1235:     SHFT(*ax,*bx,*cx,u) 
 1236:       SHFT(*fa,*fb,*fc,fu) 
 1237:       } 
 1238: } 
 1239: 
 1240: /*************** linmin ************************/
 1241: 
 1242: int ncom; 
 1243: double *pcom,*xicom;
 1244: double (*nrfunc)(double []); 
 1245:  
 1246: void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
 1247: { 
 1248:   double brent(double ax, double bx, double cx, 
 1249: 	       double (*f)(double), double tol, double *xmin); 
 1250:   double f1dim(double x); 
 1251:   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
 1252: 	      double *fc, double (*func)(double)); 
 1253:   int j; 
 1254:   double xx,xmin,bx,ax; 
 1255:   double fx,fb,fa;
 1256:  
 1257:   ncom=n; 
 1258:   pcom=vector(1,n); 
 1259:   xicom=vector(1,n); 
 1260:   nrfunc=func; 
 1261:   for (j=1;j<=n;j++) { 
 1262:     pcom[j]=p[j]; 
 1263:     xicom[j]=xi[j]; 
 1264:   } 
 1265:   ax=0.0; 
 1266:   xx=1.0; 
 1267:   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
 1268:   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
 1269: #ifdef DEBUG
 1270:   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
 1271:   fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
 1272: #endif
 1273:   for (j=1;j<=n;j++) { 
 1274:     xi[j] *= xmin; 
 1275:     p[j] += xi[j]; 
 1276:   } 
 1277:   free_vector(xicom,1,n); 
 1278:   free_vector(pcom,1,n); 
 1279: } 
 1280: 
 1281: char *asc_diff_time(long time_sec, char ascdiff[])
 1282: {
 1283:   long sec_left, days, hours, minutes;
 1284:   days = (time_sec) / (60*60*24);
 1285:   sec_left = (time_sec) % (60*60*24);
 1286:   hours = (sec_left) / (60*60) ;
 1287:   sec_left = (sec_left) %(60*60);
 1288:   minutes = (sec_left) /60;
 1289:   sec_left = (sec_left) % (60);
 1290:   sprintf(ascdiff,"%ld day(s) %ld hour(s) %ld minute(s) %ld second(s)",days, hours, minutes, sec_left);  
 1291:   return ascdiff;
 1292: }
 1293: 
 1294: /*************** powell ************************/
 1295: void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
 1296: 	    double (*func)(double [])) 
 1297: { 
 1298:   void linmin(double p[], double xi[], int n, double *fret, 
 1299: 	      double (*func)(double [])); 
 1300:   int i,ibig,j; 
 1301:   double del,t,*pt,*ptt,*xit;
 1302:   double fp,fptt;
 1303:   double *xits;
 1304:   int niterf, itmp;
 1305: 
 1306:   pt=vector(1,n); 
 1307:   ptt=vector(1,n); 
 1308:   xit=vector(1,n); 
 1309:   xits=vector(1,n); 
 1310:   *fret=(*func)(p); 
 1311:   for (j=1;j<=n;j++) pt[j]=p[j]; 
 1312:     rcurr_time = time(NULL);  
 1313:   for (*iter=1;;++(*iter)) { 
 1314:     fp=(*fret); 
 1315:     ibig=0; 
 1316:     del=0.0; 
 1317:     rlast_time=rcurr_time;
 1318:     /* (void) gettimeofday(&curr_time,&tzp); */
 1319:     rcurr_time = time(NULL);  
 1320:     curr_time = *localtime(&rcurr_time);
 1321:     printf("\nPowell iter=%d -2*LL=%.12f %ld sec. %ld sec.",*iter,*fret, rcurr_time-rlast_time, rcurr_time-rstart_time);fflush(stdout);
 1322:     fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f %ld sec. %ld sec.",*iter,*fret,rcurr_time-rlast_time, rcurr_time-rstart_time); fflush(ficlog);
 1323: /*     fprintf(ficrespow,"%d %.12f %ld",*iter,*fret,curr_time.tm_sec-start_time.tm_sec); */
 1324:    for (i=1;i<=n;i++) {
 1325:       printf(" %d %.12f",i, p[i]);
 1326:       fprintf(ficlog," %d %.12lf",i, p[i]);
 1327:       fprintf(ficrespow," %.12lf", p[i]);
 1328:     }
 1329:     printf("\n");
 1330:     fprintf(ficlog,"\n");
 1331:     fprintf(ficrespow,"\n");fflush(ficrespow);
 1332:     if(*iter <=3){
 1333:       tml = *localtime(&rcurr_time);
 1334:       strcpy(strcurr,asctime(&tml));
 1335: /*       asctime_r(&tm,strcurr); */
 1336:       rforecast_time=rcurr_time; 
 1337:       itmp = strlen(strcurr);
 1338:       if(strcurr[itmp-1]=='\n')  /* Windows outputs with a new line */
 1339: 	strcurr[itmp-1]='\0';
 1340:       printf("\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,rcurr_time-rlast_time);
 1341:       fprintf(ficlog,"\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,rcurr_time-rlast_time);
 1342:       for(niterf=10;niterf<=30;niterf+=10){
 1343: 	rforecast_time=rcurr_time+(niterf-*iter)*(rcurr_time-rlast_time);
 1344: 	forecast_time = *localtime(&rforecast_time);
 1345: /* 	asctime_r(&tmf,strfor); */
 1346: 	strcpy(strfor,asctime(&forecast_time));
 1347: 	itmp = strlen(strfor);
 1348: 	if(strfor[itmp-1]=='\n')
 1349: 	strfor[itmp-1]='\0';
 1350: 	printf("   - if your program needs %d iterations to converge, convergence will be \n   reached in %s i.e.\n   on %s (current time is %s);\n",niterf, asc_diff_time(rforecast_time-rcurr_time,tmpout),strfor,strcurr);
 1351: 	fprintf(ficlog,"   - if your program needs %d iterations to converge, convergence will be \n   reached in %s i.e.\n   on %s (current time is %s);\n",niterf, asc_diff_time(rforecast_time-rcurr_time,tmpout),strfor,strcurr);
 1352:       }
 1353:     }
 1354:     for (i=1;i<=n;i++) { 
 1355:       for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
 1356:       fptt=(*fret); 
 1357: #ifdef DEBUG
 1358:       printf("fret=%lf \n",*fret);
 1359:       fprintf(ficlog,"fret=%lf \n",*fret);
 1360: #endif
 1361:       printf("%d",i);fflush(stdout);
 1362:       fprintf(ficlog,"%d",i);fflush(ficlog);
 1363:       linmin(p,xit,n,fret,func); 
 1364:       if (fabs(fptt-(*fret)) > del) { 
 1365: 	del=fabs(fptt-(*fret)); 
 1366: 	ibig=i; 
 1367:       } 
 1368: #ifdef DEBUG
 1369:       printf("%d %.12e",i,(*fret));
 1370:       fprintf(ficlog,"%d %.12e",i,(*fret));
 1371:       for (j=1;j<=n;j++) {
 1372: 	xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
 1373: 	printf(" x(%d)=%.12e",j,xit[j]);
 1374: 	fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
 1375:       }
 1376:       for(j=1;j<=n;j++) {
 1377: 	printf(" p=%.12e",p[j]);
 1378: 	fprintf(ficlog," p=%.12e",p[j]);
 1379:       }
 1380:       printf("\n");
 1381:       fprintf(ficlog,"\n");
 1382: #endif
 1383:     } 
 1384:     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
 1385: #ifdef DEBUG
 1386:       int k[2],l;
 1387:       k[0]=1;
 1388:       k[1]=-1;
 1389:       printf("Max: %.12e",(*func)(p));
 1390:       fprintf(ficlog,"Max: %.12e",(*func)(p));
 1391:       for (j=1;j<=n;j++) {
 1392: 	printf(" %.12e",p[j]);
 1393: 	fprintf(ficlog," %.12e",p[j]);
 1394:       }
 1395:       printf("\n");
 1396:       fprintf(ficlog,"\n");
 1397:       for(l=0;l<=1;l++) {
 1398: 	for (j=1;j<=n;j++) {
 1399: 	  ptt[j]=p[j]+(p[j]-pt[j])*k[l];
 1400: 	  printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
 1401: 	  fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
 1402: 	}
 1403: 	printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
 1404: 	fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
 1405:       }
 1406: #endif
 1407: 
 1408: 
 1409:       free_vector(xit,1,n); 
 1410:       free_vector(xits,1,n); 
 1411:       free_vector(ptt,1,n); 
 1412:       free_vector(pt,1,n); 
 1413:       return; 
 1414:     } 
 1415:     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
 1416:     for (j=1;j<=n;j++) { /* Computes an extrapolated point */
 1417:       ptt[j]=2.0*p[j]-pt[j]; 
 1418:       xit[j]=p[j]-pt[j]; 
 1419:       pt[j]=p[j]; 
 1420:     } 
 1421:     fptt=(*func)(ptt); 
 1422:     if (fptt < fp) { /* If extrapolated point is better, decide if we keep that new direction or not */
 1423:       /* x1 f1=fp x2 f2=*fret x3 f3=fptt, xm fm */
 1424:       /* From x1 (P0) distance of x2 is at h and x3 is 2h */
 1425:       /* Let f"(x2) be the 2nd derivative equal everywhere. Then the parabolic through (x1,f1), (x2,f2) and (x3,f3)
 1426: 	 will reach at f3 = fm + h^2/2 f''m  ; f" = (f1 -2f2 +f3 ) / h**2 */
 1427:       /* f1-f3 = delta(2h) = 2 h**2 f'' = 2(f1- 2f2 +f3) */
 1428:       /* Thus we compare delta(2h) with observed f1-f3 */
 1429:       /* or best gain on one ancient line 'del' with total gain f1-f2 = f1 - f2 - 'del' with del */ 
 1430:       /* t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); */
 1431:       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del);
 1432:       t= t- del*SQR(fp-fptt);
 1433:       printf("t1= %.12lf, t2= %.12lf, t=%.12lf\n", 2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del),del*SQR(fp-fptt),t);
 1434:       fprintf(ficlog,"t1= %.12lf, t2= %.12lf, t=%.12lf\n", 2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del),del*SQR(fp-fptt),t);
 1435: #ifdef DEBUG
 1436:       printf("t3= %.12lf, t4= %.12lf, t3*= %.12lf, t4*= %.12lf\n",SQR(fp-(*fret)-del),SQR(fp-fptt),
 1437: 	     (fp-(*fret)-del)*(fp-(*fret)-del),(fp-fptt)*(fp-fptt));
 1438:       fprintf(ficlog,"t3= %.12lf, t4= %.12lf, t3*= %.12lf, t4*= %.12lf\n",SQR(fp-(*fret)-del),SQR(fp-fptt),
 1439: 	     (fp-(*fret)-del)*(fp-(*fret)-del),(fp-fptt)*(fp-fptt));
 1440:       printf("tt= %.12lf, t=%.12lf\n",2.0*(fp-2.0*(*fret)+fptt)*(fp-(*fret)-del)*(fp-(*fret)-del)-del*(fp-fptt)*(fp-fptt),t);
 1441:       fprintf(ficlog, "tt= %.12lf, t=%.12lf\n",2.0*(fp-2.0*(*fret)+fptt)*(fp-(*fret)-del)*(fp-(*fret)-del)-del*(fp-fptt)*(fp-fptt),t);
 1442: #endif
 1443:       if (t < 0.0) { /* Then we use it for last direction */
 1444: 	linmin(p,xit,n,fret,func); /* computes mean on the extrapolated direction.*/
 1445: 	for (j=1;j<=n;j++) { 
 1446: 	  xi[j][ibig]=xi[j][n]; /* Replace the direction with biggest decrease by n */
 1447: 	  xi[j][n]=xit[j];      /* and nth direction by the extrapolated */
 1448: 	}
 1449: 	printf("Gaining to use average direction of P0 P%d instead of biggest increase direction %d :\n",n,ibig);
 1450: 	fprintf(ficlog,"Gaining to use average direction of P0 P%d instead of biggest increase direction :\n",n,ibig);
 1451: 
 1452: #ifdef DEBUG
 1453: 	for(j=1;j<=n;j++){
 1454: 	  printf(" %.12e",xit[j]);
 1455: 	  fprintf(ficlog," %.12e",xit[j]);
 1456: 	}
 1457: 	printf("\n");
 1458: 	fprintf(ficlog,"\n");
 1459: #endif
 1460:       }
 1461:     } 
 1462:   } 
 1463: } 
 1464: 
 1465: /**** Prevalence limit (stable or period prevalence)  ****************/
 1466: 
 1467: double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
 1468: {
 1469:   /* Computes the prevalence limit in each live state at age x by left multiplying the unit
 1470:      matrix by transitions matrix until convergence is reached */
 1471: 
 1472:   int i, ii,j,k;
 1473:   double min, max, maxmin, maxmax,sumnew=0.;
 1474:   /* double **matprod2(); */ /* test */
 1475:   double **out, cov[NCOVMAX+1], **pmij();
 1476:   double **newm;
 1477:   double agefin, delaymax=50 ; /* Max number of years to converge */
 1478: 
 1479:   for (ii=1;ii<=nlstate+ndeath;ii++)
 1480:     for (j=1;j<=nlstate+ndeath;j++){
 1481:       oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1482:     }
 1483: 
 1484:    cov[1]=1.;
 1485:  
 1486:  /* Even if hstepm = 1, at least one multiplication by the unit matrix */
 1487:   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
 1488:     newm=savm;
 1489:     /* Covariates have to be included here again */
 1490:     cov[2]=agefin;
 1491:     
 1492:     for (k=1; k<=cptcovn;k++) {
 1493:       cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
 1494:       /*printf("prevalim ij=%d k=%d Tvar[%d]=%d nbcode=%d cov=%lf codtab[%d][Tvar[%d]]=%d \n",ij,k, k, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k], ij, k, codtab[ij][Tvar[k]]);*/
 1495:     }
 1496:     /* for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2]; */
 1497:     /* for (k=1; k<=cptcovprod;k++) /\* Useless *\/ */
 1498:     /*   cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]] * nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]]; */
 1499:     
 1500:     /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
 1501:     /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
 1502:     /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
 1503:     /* savm=pmij(pmmij,cov,ncovmodel,x,nlstate); */
 1504:     /* out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm); /\* Bug Valgrind *\/ */
 1505:     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm); /* Bug Valgrind */
 1506:     
 1507:     savm=oldm;
 1508:     oldm=newm;
 1509:     maxmax=0.;
 1510:     for(j=1;j<=nlstate;j++){
 1511:       min=1.;
 1512:       max=0.;
 1513:       for(i=1; i<=nlstate; i++) {
 1514: 	sumnew=0;
 1515: 	for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
 1516: 	prlim[i][j]= newm[i][j]/(1-sumnew);
 1517:         /*printf(" prevalim i=%d, j=%d, prmlim[%d][%d]=%f, agefin=%d \n", i, j, i, j, prlim[i][j],(int)agefin);*/
 1518: 	max=FMAX(max,prlim[i][j]);
 1519: 	min=FMIN(min,prlim[i][j]);
 1520:       }
 1521:       maxmin=max-min;
 1522:       maxmax=FMAX(maxmax,maxmin);
 1523:     }
 1524:     if(maxmax < ftolpl){
 1525:       return prlim;
 1526:     }
 1527:   }
 1528: }
 1529: 
 1530: /*************** transition probabilities ***************/ 
 1531: 
 1532: double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
 1533: {
 1534:   /* According to parameters values stored in x and the covariate's values stored in cov,
 1535:      computes the probability to be observed in state j being in state i by appying the
 1536:      model to the ncovmodel covariates (including constant and age).
 1537:      lnpijopii=ln(pij/pii)= aij+bij*age+cij*v1+dij*v2+... = sum_nc=1^ncovmodel xij(nc)*cov[nc]
 1538:      and, according on how parameters are entered, the position of the coefficient xij(nc) of the
 1539:      ncth covariate in the global vector x is given by the formula:
 1540:      j<i nc+((i-1)*(nlstate+ndeath-1)+j-1)*ncovmodel
 1541:      j>=i nc + ((i-1)*(nlstate+ndeath-1)+(j-2))*ncovmodel
 1542:      Computes ln(pij/pii) (lnpijopii), deduces pij/pii by exponentiation,
 1543:      sums on j different of i to get 1-pii/pii, deduces pii, and then all pij.
 1544:      Outputs ps[i][j] the probability to be observed in j being in j according to
 1545:      the values of the covariates cov[nc] and corresponding parameter values x[nc+shiftij]
 1546:   */
 1547:   double s1, lnpijopii;
 1548:   /*double t34;*/
 1549:   int i,j,j1, nc, ii, jj;
 1550: 
 1551:     for(i=1; i<= nlstate; i++){
 1552:       for(j=1; j<i;j++){
 1553: 	for (nc=1, lnpijopii=0.;nc <=ncovmodel; nc++){
 1554: 	  /*lnpijopii += param[i][j][nc]*cov[nc];*/
 1555: 	  lnpijopii += x[nc+((i-1)*(nlstate+ndeath-1)+j-1)*ncovmodel]*cov[nc];
 1556: /* 	 printf("Int j<i s1=%.17e, lnpijopii=%.17e\n",s1,lnpijopii); */
 1557: 	}
 1558: 	ps[i][j]=lnpijopii; /* In fact ln(pij/pii) */
 1559: /* 	printf("s1=%.17e, lnpijopii=%.17e\n",s1,lnpijopii); */
 1560:       }
 1561:       for(j=i+1; j<=nlstate+ndeath;j++){
 1562: 	for (nc=1, lnpijopii=0.;nc <=ncovmodel; nc++){
 1563: 	  /*lnpijopii += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];*/
 1564: 	  lnpijopii += x[nc + ((i-1)*(nlstate+ndeath-1)+(j-2))*ncovmodel]*cov[nc];
 1565: /* 	  printf("Int j>i s1=%.17e, lnpijopii=%.17e %lx %lx\n",s1,lnpijopii,s1,lnpijopii); */
 1566: 	}
 1567: 	ps[i][j]=lnpijopii; /* In fact ln(pij/pii) */
 1568:       }
 1569:     }
 1570:     
 1571:     for(i=1; i<= nlstate; i++){
 1572:       s1=0;
 1573:       for(j=1; j<i; j++){
 1574: 	s1+=exp(ps[i][j]); /* In fact sums pij/pii */
 1575: 	/*printf("debug1 %d %d ps=%lf exp(ps)=%lf s1+=%lf\n",i,j,ps[i][j],exp(ps[i][j]),s1); */
 1576:       }
 1577:       for(j=i+1; j<=nlstate+ndeath; j++){
 1578: 	s1+=exp(ps[i][j]); /* In fact sums pij/pii */
 1579: 	/*printf("debug2 %d %d ps=%lf exp(ps)=%lf s1+=%lf\n",i,j,ps[i][j],exp(ps[i][j]),s1); */
 1580:       }
 1581:       /* s1= sum_{j<>i} pij/pii=(1-pii)/pii and thus pii is known from s1 */
 1582:       ps[i][i]=1./(s1+1.);
 1583:       /* Computing other pijs */
 1584:       for(j=1; j<i; j++)
 1585: 	ps[i][j]= exp(ps[i][j])*ps[i][i];
 1586:       for(j=i+1; j<=nlstate+ndeath; j++)
 1587: 	ps[i][j]= exp(ps[i][j])*ps[i][i];
 1588:       /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
 1589:     } /* end i */
 1590:     
 1591:     for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
 1592:       for(jj=1; jj<= nlstate+ndeath; jj++){
 1593: 	ps[ii][jj]=0;
 1594: 	ps[ii][ii]=1;
 1595:       }
 1596:     }
 1597:     
 1598:     
 1599:     /* for(ii=1; ii<= nlstate+ndeath; ii++){ */
 1600:     /*   for(jj=1; jj<= nlstate+ndeath; jj++){ */
 1601:     /* 	printf(" pmij  ps[%d][%d]=%lf ",ii,jj,ps[ii][jj]); */
 1602:     /*   } */
 1603:     /*   printf("\n "); */
 1604:     /* } */
 1605:     /* printf("\n ");printf("%lf ",cov[2]);*/
 1606:     /*
 1607:       for(i=1; i<= npar; i++) printf("%f ",x[i]);
 1608:       goto end;*/
 1609:     return ps;
 1610: }
 1611: 
 1612: /**************** Product of 2 matrices ******************/
 1613: 
 1614: double **matprod2(double **out, double **in,int nrl, int nrh, int ncl, int nch, int ncolol, int ncoloh, double **b)
 1615: {
 1616:   /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
 1617:      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
 1618:   /* in, b, out are matrice of pointers which should have been initialized 
 1619:      before: only the contents of out is modified. The function returns
 1620:      a pointer to pointers identical to out */
 1621:   int i, j, k;
 1622:   for(i=nrl; i<= nrh; i++)
 1623:     for(k=ncolol; k<=ncoloh; k++){
 1624:       out[i][k]=0.;
 1625:       for(j=ncl; j<=nch; j++)
 1626:   	out[i][k] +=in[i][j]*b[j][k];
 1627:     }
 1628:   return out;
 1629: }
 1630: 
 1631: 
 1632: /************* Higher Matrix Product ***************/
 1633: 
 1634: double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
 1635: {
 1636:   /* Computes the transition matrix starting at age 'age' over 
 1637:      'nhstepm*hstepm*stepm' months (i.e. until
 1638:      age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
 1639:      nhstepm*hstepm matrices. 
 1640:      Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
 1641:      (typically every 2 years instead of every month which is too big 
 1642:      for the memory).
 1643:      Model is determined by parameters x and covariates have to be 
 1644:      included manually here. 
 1645: 
 1646:      */
 1647: 
 1648:   int i, j, d, h, k;
 1649:   double **out, cov[NCOVMAX+1];
 1650:   double **newm;
 1651: 
 1652:   /* Hstepm could be zero and should return the unit matrix */
 1653:   for (i=1;i<=nlstate+ndeath;i++)
 1654:     for (j=1;j<=nlstate+ndeath;j++){
 1655:       oldm[i][j]=(i==j ? 1.0 : 0.0);
 1656:       po[i][j][0]=(i==j ? 1.0 : 0.0);
 1657:     }
 1658:   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
 1659:   for(h=1; h <=nhstepm; h++){
 1660:     for(d=1; d <=hstepm; d++){
 1661:       newm=savm;
 1662:       /* Covariates have to be included here again */
 1663:       cov[1]=1.;
 1664:       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
 1665:       for (k=1; k<=cptcovn;k++) 
 1666: 	cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
 1667:       for (k=1; k<=cptcovage;k++)
 1668: 	cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
 1669:       for (k=1; k<=cptcovprod;k++) /* Useless because included in cptcovn */
 1670: 	cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
 1671: 
 1672: 
 1673:       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
 1674:       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
 1675:       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
 1676: 		   pmij(pmmij,cov,ncovmodel,x,nlstate));
 1677:       savm=oldm;
 1678:       oldm=newm;
 1679:     }
 1680:     for(i=1; i<=nlstate+ndeath; i++)
 1681:       for(j=1;j<=nlstate+ndeath;j++) {
 1682: 	po[i][j][h]=newm[i][j];
 1683: 	/*if(h==nhstepm) printf("po[%d][%d][%d]=%f ",i,j,h,po[i][j][h]);*/
 1684:       }
 1685:     /*printf("h=%d ",h);*/
 1686:   } /* end h */
 1687: /*     printf("\n H=%d \n",h); */
 1688:   return po;
 1689: }
 1690: 
 1691: double myfunc(unsigned n, const double *p, double *grad, double (*func) (double [])){
 1692:   /* double (*nrfunc)(double []);  */
 1693:   /* double myfunc(unsigned n, const double *p, double *grad, void *my_func_data){ */
 1694:   double fret;
 1695:   double *xt;
 1696:   int j;
 1697: 
 1698:   xt=vector(1,n); 
 1699:  for (j=1;j<=n;j++)
 1700:    xt[j]=p[j]; 
 1701:   ++countcallfunc;
 1702: 
 1703:   fret=(*func)(xt); 
 1704:   printf("Function = %.12lf ",fret);
 1705:   for (j=1;j<=n;j++)
 1706:     printf(" %d %.8lf", j, p[j]); 
 1707:   printf("\n");
 1708:  free_vector(xt,1,n);
 1709:   return fret;
 1710: }
 1711: /*************** log-likelihood *************/
 1712: double func( double *x)
 1713: {
 1714:   int i, ii, j, k, mi, d, kk;
 1715:   double l, ll[NLSTATEMAX+1], cov[NCOVMAX+1];
 1716:   double **out;
 1717:   double sw; /* Sum of weights */
 1718:   double lli; /* Individual log likelihood */
 1719:   int s1, s2;
 1720:   double bbh, survp;
 1721:   long ipmx;
 1722:   /*extern weight */
 1723:   /* We are differentiating ll according to initial status */
 1724:   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
 1725:   /*for(i=1;i<imx;i++) 
 1726:     printf(" %d\n",s[4][i]);
 1727:   */
 1728:   cov[1]=1.;
 1729: 
 1730:   for(k=1; k<=nlstate; k++) ll[k]=0.;
 1731: 
 1732:   if(mle==1){
 1733:     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1734:       /* Computes the values of the ncovmodel covariates of the model
 1735: 	 depending if the covariates are fixed or variying (age dependent) and stores them in cov[]
 1736: 	 Then computes with function pmij which return a matrix p[i][j] giving the elementary probability
 1737: 	 to be observed in j being in i according to the model.
 1738:        */
 1739:       for (k=1; k<=cptcovn;k++){ /* Simple and product covariates without age* products */
 1740: 	cov[2+k]=covar[Tvar[k]][i];
 1741:       }
 1742:       /* In model V2+V1*V4+age*V3+V3*V2 Tvar[1] is V2, Tvar[2=V1*V4] 
 1743: 	 is 6, Tvar[3=age*V3] should not be computed because of age Tvar[4=V3*V2] 
 1744: 	 has been calculated etc */
 1745:       for(mi=1; mi<= wav[i]-1; mi++){
 1746: 	for (ii=1;ii<=nlstate+ndeath;ii++)
 1747: 	  for (j=1;j<=nlstate+ndeath;j++){
 1748: 	    oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1749: 	    savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1750: 	  }
 1751: 	for(d=0; d<dh[mi][i]; d++){
 1752: 	  newm=savm;
 1753: 	  cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1754: 	  for (kk=1; kk<=cptcovage;kk++) {
 1755: 	    cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2]; /* Tage[kk] gives the data-covariate associated with age */
 1756: 	  }
 1757: 	  out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1758: 		       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1759: 	  savm=oldm;
 1760: 	  oldm=newm;
 1761: 	} /* end mult */
 1762:       
 1763: 	/*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
 1764: 	/* But now since version 0.9 we anticipate for bias at large stepm.
 1765: 	 * If stepm is larger than one month (smallest stepm) and if the exact delay 
 1766: 	 * (in months) between two waves is not a multiple of stepm, we rounded to 
 1767: 	 * the nearest (and in case of equal distance, to the lowest) interval but now
 1768: 	 * we keep into memory the bias bh[mi][i] and also the previous matrix product
 1769: 	 * (i.e to dh[mi][i]-1) saved in 'savm'. Then we inter(extra)polate the
 1770: 	 * probability in order to take into account the bias as a fraction of the way
 1771: 	 * from savm to out if bh is negative or even beyond if bh is positive. bh varies
 1772: 	 * -stepm/2 to stepm/2 .
 1773: 	 * For stepm=1 the results are the same as for previous versions of Imach.
 1774: 	 * For stepm > 1 the results are less biased than in previous versions. 
 1775: 	 */
 1776: 	s1=s[mw[mi][i]][i];
 1777: 	s2=s[mw[mi+1][i]][i];
 1778: 	bbh=(double)bh[mi][i]/(double)stepm; 
 1779: 	/* bias bh is positive if real duration
 1780: 	 * is higher than the multiple of stepm and negative otherwise.
 1781: 	 */
 1782: 	/* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
 1783: 	if( s2 > nlstate){ 
 1784: 	  /* i.e. if s2 is a death state and if the date of death is known 
 1785: 	     then the contribution to the likelihood is the probability to 
 1786: 	     die between last step unit time and current  step unit time, 
 1787: 	     which is also equal to probability to die before dh 
 1788: 	     minus probability to die before dh-stepm . 
 1789: 	     In version up to 0.92 likelihood was computed
 1790: 	as if date of death was unknown. Death was treated as any other
 1791: 	health state: the date of the interview describes the actual state
 1792: 	and not the date of a change in health state. The former idea was
 1793: 	to consider that at each interview the state was recorded
 1794: 	(healthy, disable or death) and IMaCh was corrected; but when we
 1795: 	introduced the exact date of death then we should have modified
 1796: 	the contribution of an exact death to the likelihood. This new
 1797: 	contribution is smaller and very dependent of the step unit
 1798: 	stepm. It is no more the probability to die between last interview
 1799: 	and month of death but the probability to survive from last
 1800: 	interview up to one month before death multiplied by the
 1801: 	probability to die within a month. Thanks to Chris
 1802: 	Jackson for correcting this bug.  Former versions increased
 1803: 	mortality artificially. The bad side is that we add another loop
 1804: 	which slows down the processing. The difference can be up to 10%
 1805: 	lower mortality.
 1806: 	  */
 1807: 	  lli=log(out[s1][s2] - savm[s1][s2]);
 1808: 
 1809: 
 1810: 	} else if  (s2==-2) {
 1811: 	  for (j=1,survp=0. ; j<=nlstate; j++) 
 1812: 	    survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j];
 1813: 	  /*survp += out[s1][j]; */
 1814: 	  lli= log(survp);
 1815: 	}
 1816: 	
 1817:  	else if  (s2==-4) { 
 1818: 	  for (j=3,survp=0. ; j<=nlstate; j++)  
 1819: 	    survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j];
 1820:  	  lli= log(survp); 
 1821:  	} 
 1822: 
 1823:  	else if  (s2==-5) { 
 1824:  	  for (j=1,survp=0. ; j<=2; j++)  
 1825: 	    survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j];
 1826:  	  lli= log(survp); 
 1827:  	} 
 1828: 	
 1829: 	else{
 1830: 	  lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
 1831: 	  /*  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 */
 1832: 	} 
 1833: 	/*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
 1834: 	/*if(lli ==000.0)*/
 1835: 	/*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); */
 1836:   	ipmx +=1;
 1837: 	sw += weight[i];
 1838: 	ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1839:       } /* end of wave */
 1840:     } /* end of individual */
 1841:   }  else if(mle==2){
 1842:     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1843:       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 1844:       for(mi=1; mi<= wav[i]-1; mi++){
 1845: 	for (ii=1;ii<=nlstate+ndeath;ii++)
 1846: 	  for (j=1;j<=nlstate+ndeath;j++){
 1847: 	    oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1848: 	    savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1849: 	  }
 1850: 	for(d=0; d<=dh[mi][i]; d++){
 1851: 	  newm=savm;
 1852: 	  cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1853: 	  for (kk=1; kk<=cptcovage;kk++) {
 1854: 	    cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 1855: 	  }
 1856: 	  out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1857: 		       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1858: 	  savm=oldm;
 1859: 	  oldm=newm;
 1860: 	} /* end mult */
 1861:       
 1862: 	s1=s[mw[mi][i]][i];
 1863: 	s2=s[mw[mi+1][i]][i];
 1864: 	bbh=(double)bh[mi][i]/(double)stepm; 
 1865: 	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 */
 1866: 	ipmx +=1;
 1867: 	sw += weight[i];
 1868: 	ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1869:       } /* end of wave */
 1870:     } /* end of individual */
 1871:   }  else if(mle==3){  /* exponential inter-extrapolation */
 1872:     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1873:       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 1874:       for(mi=1; mi<= wav[i]-1; mi++){
 1875: 	for (ii=1;ii<=nlstate+ndeath;ii++)
 1876: 	  for (j=1;j<=nlstate+ndeath;j++){
 1877: 	    oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1878: 	    savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1879: 	  }
 1880: 	for(d=0; d<dh[mi][i]; d++){
 1881: 	  newm=savm;
 1882: 	  cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1883: 	  for (kk=1; kk<=cptcovage;kk++) {
 1884: 	    cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 1885: 	  }
 1886: 	  out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1887: 		       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1888: 	  savm=oldm;
 1889: 	  oldm=newm;
 1890: 	} /* end mult */
 1891:       
 1892: 	s1=s[mw[mi][i]][i];
 1893: 	s2=s[mw[mi+1][i]][i];
 1894: 	bbh=(double)bh[mi][i]/(double)stepm; 
 1895: 	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 */
 1896: 	ipmx +=1;
 1897: 	sw += weight[i];
 1898: 	ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1899:       } /* end of wave */
 1900:     } /* end of individual */
 1901:   }else if (mle==4){  /* ml=4 no inter-extrapolation */
 1902:     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1903:       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 1904:       for(mi=1; mi<= wav[i]-1; mi++){
 1905: 	for (ii=1;ii<=nlstate+ndeath;ii++)
 1906: 	  for (j=1;j<=nlstate+ndeath;j++){
 1907: 	    oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1908: 	    savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1909: 	  }
 1910: 	for(d=0; d<dh[mi][i]; d++){
 1911: 	  newm=savm;
 1912: 	  cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1913: 	  for (kk=1; kk<=cptcovage;kk++) {
 1914: 	    cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 1915: 	  }
 1916: 	
 1917: 	  out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1918: 		       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1919: 	  savm=oldm;
 1920: 	  oldm=newm;
 1921: 	} /* end mult */
 1922:       
 1923: 	s1=s[mw[mi][i]][i];
 1924: 	s2=s[mw[mi+1][i]][i];
 1925: 	if( s2 > nlstate){ 
 1926: 	  lli=log(out[s1][s2] - savm[s1][s2]);
 1927: 	}else{
 1928: 	  lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
 1929: 	}
 1930: 	ipmx +=1;
 1931: 	sw += weight[i];
 1932: 	ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1933: /* 	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]); */
 1934:       } /* end of wave */
 1935:     } /* end of individual */
 1936:   }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
 1937:     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1938:       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 1939:       for(mi=1; mi<= wav[i]-1; mi++){
 1940: 	for (ii=1;ii<=nlstate+ndeath;ii++)
 1941: 	  for (j=1;j<=nlstate+ndeath;j++){
 1942: 	    oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1943: 	    savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1944: 	  }
 1945: 	for(d=0; d<dh[mi][i]; d++){
 1946: 	  newm=savm;
 1947: 	  cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1948: 	  for (kk=1; kk<=cptcovage;kk++) {
 1949: 	    cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 1950: 	  }
 1951: 	
 1952: 	  out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1953: 		       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1954: 	  savm=oldm;
 1955: 	  oldm=newm;
 1956: 	} /* end mult */
 1957:       
 1958: 	s1=s[mw[mi][i]][i];
 1959: 	s2=s[mw[mi+1][i]][i];
 1960: 	lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
 1961: 	ipmx +=1;
 1962: 	sw += weight[i];
 1963: 	ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1964: 	/*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]);*/
 1965:       } /* end of wave */
 1966:     } /* end of individual */
 1967:   } /* End of if */
 1968:   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
 1969:   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
 1970:   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
 1971:   return -l;
 1972: }
 1973: 
 1974: /*************** log-likelihood *************/
 1975: double funcone( double *x)
 1976: {
 1977:   /* Same as likeli but slower because of a lot of printf and if */
 1978:   int i, ii, j, k, mi, d, kk;
 1979:   double l, ll[NLSTATEMAX+1], cov[NCOVMAX+1];
 1980:   double **out;
 1981:   double lli; /* Individual log likelihood */
 1982:   double llt;
 1983:   int s1, s2;
 1984:   double bbh, survp;
 1985:   /*extern weight */
 1986:   /* We are differentiating ll according to initial status */
 1987:   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
 1988:   /*for(i=1;i<imx;i++) 
 1989:     printf(" %d\n",s[4][i]);
 1990:   */
 1991:   cov[1]=1.;
 1992: 
 1993:   for(k=1; k<=nlstate; k++) ll[k]=0.;
 1994: 
 1995:   for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1996:     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 1997:     for(mi=1; mi<= wav[i]-1; mi++){
 1998:       for (ii=1;ii<=nlstate+ndeath;ii++)
 1999: 	for (j=1;j<=nlstate+ndeath;j++){
 2000: 	  oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 2001: 	  savm[ii][j]=(ii==j ? 1.0 : 0.0);
 2002: 	}
 2003:       for(d=0; d<dh[mi][i]; d++){
 2004: 	newm=savm;
 2005: 	cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 2006: 	for (kk=1; kk<=cptcovage;kk++) {
 2007: 	  cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 2008: 	}
 2009: 	/* savm=pmij(pmmij,cov,ncovmodel,x,nlstate); */
 2010: 	out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 2011: 		     1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 2012: 	/* out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath, */
 2013: 	/* 	     1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate)); */
 2014: 	savm=oldm;
 2015: 	oldm=newm;
 2016:       } /* end mult */
 2017:       
 2018:       s1=s[mw[mi][i]][i];
 2019:       s2=s[mw[mi+1][i]][i];
 2020:       bbh=(double)bh[mi][i]/(double)stepm; 
 2021:       /* bias is positive if real duration
 2022:        * is higher than the multiple of stepm and negative otherwise.
 2023:        */
 2024:       if( s2 > nlstate && (mle <5) ){  /* Jackson */
 2025: 	lli=log(out[s1][s2] - savm[s1][s2]);
 2026:       } else if  (s2==-2) {
 2027: 	for (j=1,survp=0. ; j<=nlstate; j++) 
 2028: 	  survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j];
 2029: 	lli= log(survp);
 2030:       }else if (mle==1){
 2031: 	lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
 2032:       } else if(mle==2){
 2033: 	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 */
 2034:       } else if(mle==3){  /* exponential inter-extrapolation */
 2035: 	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 */
 2036:       } else if (mle==4){  /* mle=4 no inter-extrapolation */
 2037: 	lli=log(out[s1][s2]); /* Original formula */
 2038:       } else{  /* mle=0 back to 1 */
 2039: 	lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
 2040: 	/*lli=log(out[s1][s2]); */ /* Original formula */
 2041:       } /* End of if */
 2042:       ipmx +=1;
 2043:       sw += weight[i];
 2044:       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 2045:       /*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]); */
 2046:       if(globpr){
 2047: 	fprintf(ficresilk,"%9ld %6d %2d %2d %1d %1d %3d %11.6f %8.4f\
 2048:  %11.6f %11.6f %11.6f ", \
 2049: 		num[i],i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],
 2050: 		2*weight[i]*lli,out[s1][s2],savm[s1][s2]);
 2051: 	for(k=1,llt=0.,l=0.; k<=nlstate; k++){
 2052: 	  llt +=ll[k]*gipmx/gsw;
 2053: 	  fprintf(ficresilk," %10.6f",-ll[k]*gipmx/gsw);
 2054: 	}
 2055: 	fprintf(ficresilk," %10.6f\n", -llt);
 2056:       }
 2057:     } /* end of wave */
 2058:   } /* end of individual */
 2059:   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
 2060:   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
 2061:   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
 2062:   if(globpr==0){ /* First time we count the contributions and weights */
 2063:     gipmx=ipmx;
 2064:     gsw=sw;
 2065:   }
 2066:   return -l;
 2067: }
 2068: 
 2069: 
 2070: /*************** function likelione ***********/
 2071: void likelione(FILE *ficres,double p[], int npar, int nlstate, int *globpri, long *ipmx, double *sw, double *fretone, double (*funcone)(double []))
 2072: {
 2073:   /* This routine should help understanding what is done with 
 2074:      the selection of individuals/waves and
 2075:      to check the exact contribution to the likelihood.
 2076:      Plotting could be done.
 2077:    */
 2078:   int k;
 2079: 
 2080:   if(*globpri !=0){ /* Just counts and sums, no printings */
 2081:     strcpy(fileresilk,"ilk"); 
 2082:     strcat(fileresilk,fileres);
 2083:     if((ficresilk=fopen(fileresilk,"w"))==NULL) {
 2084:       printf("Problem with resultfile: %s\n", fileresilk);
 2085:       fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
 2086:     }
 2087:     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");
 2088:     fprintf(ficresilk, "#num_i i s1 s2 mi mw dh likeli weight 2wlli out sav ");
 2089:     /* 	i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],2*weight[i]*lli,out[s1][s2],savm[s1][s2]); */
 2090:     for(k=1; k<=nlstate; k++) 
 2091:       fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k);
 2092:     fprintf(ficresilk," -2*gipw/gsw*weight*ll(total)\n");
 2093:   }
 2094: 
 2095:   *fretone=(*funcone)(p);
 2096:   if(*globpri !=0){
 2097:     fclose(ficresilk);
 2098:     fprintf(fichtm,"\n<br>File of contributions to the likelihood: <a href=\"%s\">%s</a><br>\n",subdirf(fileresilk),subdirf(fileresilk));
 2099:     fflush(fichtm); 
 2100:   } 
 2101:   return;
 2102: }
 2103: 
 2104: 
 2105: /*********** Maximum Likelihood Estimation ***************/
 2106: 
 2107: void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
 2108: {
 2109:   int i,j, iter;
 2110:   double **xi;
 2111:   double fret;
 2112:   double fretone; /* Only one call to likelihood */
 2113:   /*  char filerespow[FILENAMELENGTH];*/
 2114:   xi=matrix(1,npar,1,npar);
 2115:   for (i=1;i<=npar;i++)
 2116:     for (j=1;j<=npar;j++)
 2117:       xi[i][j]=(i==j ? 1.0 : 0.0);
 2118:   printf("Powell\n");  fprintf(ficlog,"Powell\n");
 2119:   strcpy(filerespow,"pow"); 
 2120:   strcat(filerespow,fileres);
 2121:   if((ficrespow=fopen(filerespow,"w"))==NULL) {
 2122:     printf("Problem with resultfile: %s\n", filerespow);
 2123:     fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
 2124:   }
 2125:   fprintf(ficrespow,"# Powell\n# iter -2*LL");
 2126:   for (i=1;i<=nlstate;i++)
 2127:     for(j=1;j<=nlstate+ndeath;j++)
 2128:       if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
 2129:   fprintf(ficrespow,"\n");
 2130: #ifdef POWELL
 2131:   powell(p,xi,npar,ftol,&iter,&fret,func);
 2132: #endif
 2133: #ifdef NLOPT
 2134:   int creturn;
 2135:   nlopt_opt opt;
 2136:   double lb[9] = { -HUGE_VAL, -HUGE_VAL, -HUGE_VAL, -HUGE_VAL, -HUGE_VAL, -HUGE_VAL, -HUGE_VAL, -HUGE_VAL, -HUGE_VAL }; /* lower bounds */
 2137:   double minf; /* the minimum objective value, upon return */
 2138:  /* opt = nlopt_create(NLOPT_LN_NEWUOA,npar); */
 2139:  opt = nlopt_create(NLOPT_LN_BOBYQA,npar);
 2140:   nlopt_set_lower_bounds(opt, lb);
 2141:   printf(" Func %.12lf \n",myfunc(npar,*(&p),NULL,func));
 2142:   /* printf(" Func %.12lf /n",myfunc(npar,p,NULL,NULL)); */
 2143:   /* nlopt_set_min_objective(opt, myfunc, NULL); */
 2144:   nlopt_set_min_objective(opt, myfunc, func);
 2145:   nlopt_set_xtol_rel(opt, ftol);
 2146:   /* printf(" Func %.12lf /n",myfunc(npar,p,NULL,func)); */
 2147:  if ((creturn=nlopt_optimize(opt, p, &minf)) < 0) {
 2148:     printf("nlopt failed! %d\n",creturn); 
 2149:   }
 2150:   else {
 2151:     printf("found minimum after %d evaluations (NLOPT=%d)\n", countcallfunc ,NLOPT);
 2152:     printf("found minimum at f(%g,%g) = %0.10g\n", p[0], p[1], minf);
 2153:     iter=countcallfunc; /* not equal */
 2154:   }
 2155:   nlopt_destroy(opt);
 2156: #endif
 2157:   free_matrix(xi,1,npar,1,npar);
 2158:   fclose(ficrespow);
 2159:   printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
 2160:   fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
 2161:   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
 2162: 
 2163: }
 2164: 
 2165: /**** Computes Hessian and covariance matrix ***/
 2166: void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
 2167: {
 2168:   double  **a,**y,*x,pd;
 2169:   double **hess;
 2170:   int i, j,jk;
 2171:   int *indx;
 2172: 
 2173:   double hessii(double p[], double delta, int theta, double delti[],double (*func)(double []),int npar);
 2174:   double hessij(double p[], double delti[], int i, int j,double (*func)(double []),int npar);
 2175:   void lubksb(double **a, int npar, int *indx, double b[]) ;
 2176:   void ludcmp(double **a, int npar, int *indx, double *d) ;
 2177:   double gompertz(double p[]);
 2178:   hess=matrix(1,npar,1,npar);
 2179: 
 2180:   printf("\nCalculation of the hessian matrix. Wait...\n");
 2181:   fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
 2182:   for (i=1;i<=npar;i++){
 2183:     printf("%d",i);fflush(stdout);
 2184:     fprintf(ficlog,"%d",i);fflush(ficlog);
 2185:    
 2186:      hess[i][i]=hessii(p,ftolhess,i,delti,func,npar);
 2187:     
 2188:     /*  printf(" %f ",p[i]);
 2189: 	printf(" %lf %lf %lf",hess[i][i],ftolhess,delti[i]);*/
 2190:   }
 2191:   
 2192:   for (i=1;i<=npar;i++) {
 2193:     for (j=1;j<=npar;j++)  {
 2194:       if (j>i) { 
 2195: 	printf(".%d%d",i,j);fflush(stdout);
 2196: 	fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
 2197: 	hess[i][j]=hessij(p,delti,i,j,func,npar);
 2198: 	
 2199: 	hess[j][i]=hess[i][j];    
 2200: 	/*printf(" %lf ",hess[i][j]);*/
 2201:       }
 2202:     }
 2203:   }
 2204:   printf("\n");
 2205:   fprintf(ficlog,"\n");
 2206: 
 2207:   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
 2208:   fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
 2209:   
 2210:   a=matrix(1,npar,1,npar);
 2211:   y=matrix(1,npar,1,npar);
 2212:   x=vector(1,npar);
 2213:   indx=ivector(1,npar);
 2214:   for (i=1;i<=npar;i++)
 2215:     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
 2216:   ludcmp(a,npar,indx,&pd);
 2217: 
 2218:   for (j=1;j<=npar;j++) {
 2219:     for (i=1;i<=npar;i++) x[i]=0;
 2220:     x[j]=1;
 2221:     lubksb(a,npar,indx,x);
 2222:     for (i=1;i<=npar;i++){ 
 2223:       matcov[i][j]=x[i];
 2224:     }
 2225:   }
 2226: 
 2227:   printf("\n#Hessian matrix#\n");
 2228:   fprintf(ficlog,"\n#Hessian matrix#\n");
 2229:   for (i=1;i<=npar;i++) { 
 2230:     for (j=1;j<=npar;j++) { 
 2231:       printf("%.3e ",hess[i][j]);
 2232:       fprintf(ficlog,"%.3e ",hess[i][j]);
 2233:     }
 2234:     printf("\n");
 2235:     fprintf(ficlog,"\n");
 2236:   }
 2237: 
 2238:   /* Recompute Inverse */
 2239:   for (i=1;i<=npar;i++)
 2240:     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
 2241:   ludcmp(a,npar,indx,&pd);
 2242: 
 2243:   /*  printf("\n#Hessian matrix recomputed#\n");
 2244: 
 2245:   for (j=1;j<=npar;j++) {
 2246:     for (i=1;i<=npar;i++) x[i]=0;
 2247:     x[j]=1;
 2248:     lubksb(a,npar,indx,x);
 2249:     for (i=1;i<=npar;i++){ 
 2250:       y[i][j]=x[i];
 2251:       printf("%.3e ",y[i][j]);
 2252:       fprintf(ficlog,"%.3e ",y[i][j]);
 2253:     }
 2254:     printf("\n");
 2255:     fprintf(ficlog,"\n");
 2256:   }
 2257:   */
 2258: 
 2259:   free_matrix(a,1,npar,1,npar);
 2260:   free_matrix(y,1,npar,1,npar);
 2261:   free_vector(x,1,npar);
 2262:   free_ivector(indx,1,npar);
 2263:   free_matrix(hess,1,npar,1,npar);
 2264: 
 2265: 
 2266: }
 2267: 
 2268: /*************** hessian matrix ****************/
 2269: double hessii(double x[], double delta, int theta, double delti[], double (*func)(double []), int npar)
 2270: {
 2271:   int i;
 2272:   int l=1, lmax=20;
 2273:   double k1,k2;
 2274:   double p2[MAXPARM+1]; /* identical to x */
 2275:   double res;
 2276:   double delt=0.0001, delts, nkhi=10.,nkhif=1., khi=1.e-4;
 2277:   double fx;
 2278:   int k=0,kmax=10;
 2279:   double l1;
 2280: 
 2281:   fx=func(x);
 2282:   for (i=1;i<=npar;i++) p2[i]=x[i];
 2283:   for(l=0 ; l <=lmax; l++){  /* Enlarging the zone around the Maximum */
 2284:     l1=pow(10,l);
 2285:     delts=delt;
 2286:     for(k=1 ; k <kmax; k=k+1){
 2287:       delt = delta*(l1*k);
 2288:       p2[theta]=x[theta] +delt;
 2289:       k1=func(p2)-fx;   /* Might be negative if too close to the theoretical maximum */
 2290:       p2[theta]=x[theta]-delt;
 2291:       k2=func(p2)-fx;
 2292:       /*res= (k1-2.0*fx+k2)/delt/delt; */
 2293:       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
 2294:       
 2295: #ifdef DEBUGHESS
 2296:       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);
 2297:       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);
 2298: #endif
 2299:       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
 2300:       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
 2301: 	k=kmax;
 2302:       }
 2303:       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
 2304: 	k=kmax; l=lmax*10.;
 2305:       }
 2306:       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
 2307: 	delts=delt;
 2308:       }
 2309:     }
 2310:   }
 2311:   delti[theta]=delts;
 2312:   return res; 
 2313:   
 2314: }
 2315: 
 2316: double hessij( double x[], double delti[], int thetai,int thetaj,double (*func)(double []),int npar)
 2317: {
 2318:   int i;
 2319:   int l=1, l1, lmax=20;
 2320:   double k1,k2,k3,k4,res,fx;
 2321:   double p2[MAXPARM+1];
 2322:   int k;
 2323: 
 2324:   fx=func(x);
 2325:   for (k=1; k<=2; k++) {
 2326:     for (i=1;i<=npar;i++) p2[i]=x[i];
 2327:     p2[thetai]=x[thetai]+delti[thetai]/k;
 2328:     p2[thetaj]=x[thetaj]+delti[thetaj]/k;
 2329:     k1=func(p2)-fx;
 2330:   
 2331:     p2[thetai]=x[thetai]+delti[thetai]/k;
 2332:     p2[thetaj]=x[thetaj]-delti[thetaj]/k;
 2333:     k2=func(p2)-fx;
 2334:   
 2335:     p2[thetai]=x[thetai]-delti[thetai]/k;
 2336:     p2[thetaj]=x[thetaj]+delti[thetaj]/k;
 2337:     k3=func(p2)-fx;
 2338:   
 2339:     p2[thetai]=x[thetai]-delti[thetai]/k;
 2340:     p2[thetaj]=x[thetaj]-delti[thetaj]/k;
 2341:     k4=func(p2)-fx;
 2342:     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
 2343: #ifdef DEBUG
 2344:     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);
 2345:     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);
 2346: #endif
 2347:   }
 2348:   return res;
 2349: }
 2350: 
 2351: /************** Inverse of matrix **************/
 2352: void ludcmp(double **a, int n, int *indx, double *d) 
 2353: { 
 2354:   int i,imax,j,k; 
 2355:   double big,dum,sum,temp; 
 2356:   double *vv; 
 2357:  
 2358:   vv=vector(1,n); 
 2359:   *d=1.0; 
 2360:   for (i=1;i<=n;i++) { 
 2361:     big=0.0; 
 2362:     for (j=1;j<=n;j++) 
 2363:       if ((temp=fabs(a[i][j])) > big) big=temp; 
 2364:     if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
 2365:     vv[i]=1.0/big; 
 2366:   } 
 2367:   for (j=1;j<=n;j++) { 
 2368:     for (i=1;i<j;i++) { 
 2369:       sum=a[i][j]; 
 2370:       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
 2371:       a[i][j]=sum; 
 2372:     } 
 2373:     big=0.0; 
 2374:     for (i=j;i<=n;i++) { 
 2375:       sum=a[i][j]; 
 2376:       for (k=1;k<j;k++) 
 2377: 	sum -= a[i][k]*a[k][j]; 
 2378:       a[i][j]=sum; 
 2379:       if ( (dum=vv[i]*fabs(sum)) >= big) { 
 2380: 	big=dum; 
 2381: 	imax=i; 
 2382:       } 
 2383:     } 
 2384:     if (j != imax) { 
 2385:       for (k=1;k<=n;k++) { 
 2386: 	dum=a[imax][k]; 
 2387: 	a[imax][k]=a[j][k]; 
 2388: 	a[j][k]=dum; 
 2389:       } 
 2390:       *d = -(*d); 
 2391:       vv[imax]=vv[j]; 
 2392:     } 
 2393:     indx[j]=imax; 
 2394:     if (a[j][j] == 0.0) a[j][j]=TINY; 
 2395:     if (j != n) { 
 2396:       dum=1.0/(a[j][j]); 
 2397:       for (i=j+1;i<=n;i++) a[i][j] *= dum; 
 2398:     } 
 2399:   } 
 2400:   free_vector(vv,1,n);  /* Doesn't work */
 2401: ;
 2402: } 
 2403: 
 2404: void lubksb(double **a, int n, int *indx, double b[]) 
 2405: { 
 2406:   int i,ii=0,ip,j; 
 2407:   double sum; 
 2408:  
 2409:   for (i=1;i<=n;i++) { 
 2410:     ip=indx[i]; 
 2411:     sum=b[ip]; 
 2412:     b[ip]=b[i]; 
 2413:     if (ii) 
 2414:       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
 2415:     else if (sum) ii=i; 
 2416:     b[i]=sum; 
 2417:   } 
 2418:   for (i=n;i>=1;i--) { 
 2419:     sum=b[i]; 
 2420:     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
 2421:     b[i]=sum/a[i][i]; 
 2422:   } 
 2423: } 
 2424: 
 2425: void pstamp(FILE *fichier)
 2426: {
 2427:   fprintf(fichier,"# %s.%s\n#%s\n#%s\n# %s", optionfilefiname,optionfilext,version,fullversion,strstart);
 2428: }
 2429: 
 2430: /************ Frequencies ********************/
 2431: void  freqsummary(char fileres[], int iagemin, int iagemax, int **s, double **agev, int nlstate, int imx, int *Tvaraff, int **nbcode, int *ncodemax,double **mint,double **anint, char strstart[])
 2432: {  /* Some frequencies */
 2433:   
 2434:   int i, m, jk, k1,i1, j1, bool, z1,j;
 2435:   int first;
 2436:   double ***freq; /* Frequencies */
 2437:   double *pp, **prop;
 2438:   double pos,posprop, k2, dateintsum=0,k2cpt=0;
 2439:   char fileresp[FILENAMELENGTH];
 2440:   
 2441:   pp=vector(1,nlstate);
 2442:   prop=matrix(1,nlstate,iagemin,iagemax+3);
 2443:   strcpy(fileresp,"p");
 2444:   strcat(fileresp,fileres);
 2445:   if((ficresp=fopen(fileresp,"w"))==NULL) {
 2446:     printf("Problem with prevalence resultfile: %s\n", fileresp);
 2447:     fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
 2448:     exit(0);
 2449:   }
 2450:   freq= ma3x(-5,nlstate+ndeath,-5,nlstate+ndeath,iagemin,iagemax+3);
 2451:   j1=0;
 2452:   
 2453:   j=cptcoveff;
 2454:   if (cptcovn<1) {j=1;ncodemax[1]=1;}
 2455: 
 2456:   first=1;
 2457: 
 2458:   /* for(k1=1; k1<=j ; k1++){   /* Loop on covariates */
 2459:   /*  for(i1=1; i1<=ncodemax[k1];i1++){ /* Now it is 2 */
 2460:   /*    j1++;
 2461: */
 2462:   for (j1 = 1; j1 <= (int) pow(2,cptcoveff); j1++){
 2463:       /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
 2464: 	scanf("%d", i);*/
 2465:       for (i=-5; i<=nlstate+ndeath; i++)  
 2466: 	for (jk=-5; jk<=nlstate+ndeath; jk++)  
 2467: 	  for(m=iagemin; m <= iagemax+3; m++)
 2468: 	    freq[i][jk][m]=0;
 2469:       
 2470:       for (i=1; i<=nlstate; i++)  
 2471: 	for(m=iagemin; m <= iagemax+3; m++)
 2472: 	  prop[i][m]=0;
 2473:       
 2474:       dateintsum=0;
 2475:       k2cpt=0;
 2476:       for (i=1; i<=imx; i++) {
 2477: 	bool=1;
 2478: 	if  (cptcovn>0) { /* Filter is here: Must be looked at for model=V1+V2+V3+V4 */
 2479: 	  for (z1=1; z1<=cptcoveff; z1++)       
 2480:             if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]){
 2481:                 /* Tests if the value of each of the covariates of i is equal to filter j1 */
 2482:               bool=0;
 2483:               /* printf("bool=%d i=%d, z1=%d, Tvaraff[%d]=%d, covar[Tvarff][%d]=%2f, codtab[%d][%d]=%d, nbcode[Tvaraff][codtab[%d][%d]=%d, j1=%d\n", 
 2484:                 bool,i,z1, z1, Tvaraff[z1],i,covar[Tvaraff[z1]][i],j1,z1,codtab[j1][z1],
 2485:                 j1,z1,nbcode[Tvaraff[z1]][codtab[j1][z1]],j1);*/
 2486:               /* For j1=7 in V1+V2+V3+V4 = 0 1 1 0 and codtab[7][3]=1 and nbcde[3][?]=1*/
 2487:             } 
 2488: 	}
 2489:  
 2490: 	if (bool==1){
 2491: 	  for(m=firstpass; m<=lastpass; m++){
 2492: 	    k2=anint[m][i]+(mint[m][i]/12.);
 2493: 	    /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
 2494: 	      if(agev[m][i]==0) agev[m][i]=iagemax+1;
 2495: 	      if(agev[m][i]==1) agev[m][i]=iagemax+2;
 2496: 	      if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
 2497: 	      if (m<lastpass) {
 2498: 		freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
 2499: 		freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
 2500: 	      }
 2501: 	      
 2502: 	      if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
 2503: 		dateintsum=dateintsum+k2;
 2504: 		k2cpt++;
 2505: 	      }
 2506: 	      /*}*/
 2507: 	  }
 2508: 	}
 2509:       } /* end i */
 2510:        
 2511:       /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
 2512:       pstamp(ficresp);
 2513:       if  (cptcovn>0) {
 2514: 	fprintf(ficresp, "\n#********** Variable "); 
 2515: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 2516: 	fprintf(ficresp, "**********\n#");
 2517: 	fprintf(ficlog, "\n#********** Variable "); 
 2518: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficlog, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 2519: 	fprintf(ficlog, "**********\n#");
 2520:       }
 2521:       for(i=1; i<=nlstate;i++) 
 2522: 	fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
 2523:       fprintf(ficresp, "\n");
 2524:       
 2525:       for(i=iagemin; i <= iagemax+3; i++){
 2526: 	if(i==iagemax+3){
 2527: 	  fprintf(ficlog,"Total");
 2528: 	}else{
 2529: 	  if(first==1){
 2530: 	    first=0;
 2531: 	    printf("See log file for details...\n");
 2532: 	  }
 2533: 	  fprintf(ficlog,"Age %d", i);
 2534: 	}
 2535: 	for(jk=1; jk <=nlstate ; jk++){
 2536: 	  for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
 2537: 	    pp[jk] += freq[jk][m][i]; 
 2538: 	}
 2539: 	for(jk=1; jk <=nlstate ; jk++){
 2540: 	  for(m=-1, pos=0; m <=0 ; m++)
 2541: 	    pos += freq[jk][m][i];
 2542: 	  if(pp[jk]>=1.e-10){
 2543: 	    if(first==1){
 2544: 	      printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
 2545: 	    }
 2546: 	    fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
 2547: 	  }else{
 2548: 	    if(first==1)
 2549: 	      printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
 2550: 	    fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
 2551: 	  }
 2552: 	}
 2553: 
 2554: 	for(jk=1; jk <=nlstate ; jk++){
 2555: 	  for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
 2556: 	    pp[jk] += freq[jk][m][i];
 2557: 	}	
 2558: 	for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
 2559: 	  pos += pp[jk];
 2560: 	  posprop += prop[jk][i];
 2561: 	}
 2562: 	for(jk=1; jk <=nlstate ; jk++){
 2563: 	  if(pos>=1.e-5){
 2564: 	    if(first==1)
 2565: 	      printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
 2566: 	    fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
 2567: 	  }else{
 2568: 	    if(first==1)
 2569: 	      printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
 2570: 	    fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
 2571: 	  }
 2572: 	  if( i <= iagemax){
 2573: 	    if(pos>=1.e-5){
 2574: 	      fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
 2575: 	      /*probs[i][jk][j1]= pp[jk]/pos;*/
 2576: 	      /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
 2577: 	    }
 2578: 	    else
 2579: 	      fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
 2580: 	  }
 2581: 	}
 2582: 	
 2583: 	for(jk=-1; jk <=nlstate+ndeath; jk++)
 2584: 	  for(m=-1; m <=nlstate+ndeath; m++)
 2585: 	    if(freq[jk][m][i] !=0 ) {
 2586: 	    if(first==1)
 2587: 	      printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
 2588: 	      fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
 2589: 	    }
 2590: 	if(i <= iagemax)
 2591: 	  fprintf(ficresp,"\n");
 2592: 	if(first==1)
 2593: 	  printf("Others in log...\n");
 2594: 	fprintf(ficlog,"\n");
 2595:       }
 2596:       /*}*/
 2597:   }
 2598:   dateintmean=dateintsum/k2cpt; 
 2599:  
 2600:   fclose(ficresp);
 2601:   free_ma3x(freq,-5,nlstate+ndeath,-5,nlstate+ndeath, iagemin, iagemax+3);
 2602:   free_vector(pp,1,nlstate);
 2603:   free_matrix(prop,1,nlstate,iagemin, iagemax+3);
 2604:   /* End of Freq */
 2605: }
 2606: 
 2607: /************ Prevalence ********************/
 2608: 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)
 2609: {  
 2610:   /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
 2611:      in each health status at the date of interview (if between dateprev1 and dateprev2).
 2612:      We still use firstpass and lastpass as another selection.
 2613:   */
 2614:  
 2615:   int i, m, jk, k1, i1, j1, bool, z1,j;
 2616:   double ***freq; /* Frequencies */
 2617:   double *pp, **prop;
 2618:   double pos,posprop; 
 2619:   double  y2; /* in fractional years */
 2620:   int iagemin, iagemax;
 2621:   int first; /** to stop verbosity which is redirected to log file */
 2622: 
 2623:   iagemin= (int) agemin;
 2624:   iagemax= (int) agemax;
 2625:   /*pp=vector(1,nlstate);*/
 2626:   prop=matrix(1,nlstate,iagemin,iagemax+3); 
 2627:   /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
 2628:   j1=0;
 2629:   
 2630:   /*j=cptcoveff;*/
 2631:   if (cptcovn<1) {j=1;ncodemax[1]=1;}
 2632:   
 2633:   first=1;
 2634:   for(j1=1; j1<= (int) pow(2,cptcoveff);j1++){
 2635:     /*for(i1=1; i1<=ncodemax[k1];i1++){
 2636:       j1++;*/
 2637:       
 2638:       for (i=1; i<=nlstate; i++)  
 2639: 	for(m=iagemin; m <= iagemax+3; m++)
 2640: 	  prop[i][m]=0.0;
 2641:      
 2642:       for (i=1; i<=imx; i++) { /* Each individual */
 2643: 	bool=1;
 2644: 	if  (cptcovn>0) {
 2645: 	  for (z1=1; z1<=cptcoveff; z1++) 
 2646: 	    if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
 2647: 	      bool=0;
 2648: 	} 
 2649: 	if (bool==1) { 
 2650: 	  for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
 2651: 	    y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
 2652: 	    if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
 2653: 	      if(agev[m][i]==0) agev[m][i]=iagemax+1;
 2654: 	      if(agev[m][i]==1) agev[m][i]=iagemax+2;
 2655: 	      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); 
 2656:  	      if (s[m][i]>0 && s[m][i]<=nlstate) { 
 2657: 		/*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]]);*/
 2658:  		prop[s[m][i]][(int)agev[m][i]] += weight[i];
 2659:  		prop[s[m][i]][iagemax+3] += weight[i]; 
 2660:  	      } 
 2661: 	    }
 2662: 	  } /* end selection of waves */
 2663: 	}
 2664:       }
 2665:       for(i=iagemin; i <= iagemax+3; i++){  
 2666:  	for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
 2667:  	  posprop += prop[jk][i]; 
 2668:  	} 
 2669: 	
 2670:  	for(jk=1; jk <=nlstate ; jk++){	    
 2671:  	  if( i <=  iagemax){ 
 2672:  	    if(posprop>=1.e-5){ 
 2673:  	      probs[i][jk][j1]= prop[jk][i]/posprop;
 2674:  	    } else{
 2675: 	      if(first==1){
 2676: 		first=0;
 2677: 		printf("Warning Observed prevalence probs[%d][%d][%d]=%lf because of lack of cases\nSee others on log file...\n",jk,i,j1,probs[i][jk][j1]);
 2678: 	      }
 2679: 	    }
 2680:  	  } 
 2681:  	}/* end jk */ 
 2682:       }/* end i */ 
 2683:     /*} *//* end i1 */
 2684:   } /* end j1 */
 2685:   
 2686:   /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
 2687:   /*free_vector(pp,1,nlstate);*/
 2688:   free_matrix(prop,1,nlstate, iagemin,iagemax+3);
 2689: }  /* End of prevalence */
 2690: 
 2691: /************* Waves Concatenation ***************/
 2692: 
 2693: 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)
 2694: {
 2695:   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
 2696:      Death is a valid wave (if date is known).
 2697:      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
 2698:      dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
 2699:      and mw[mi+1][i]. dh depends on stepm.
 2700:      */
 2701: 
 2702:   int i, mi, m;
 2703:   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
 2704:      double sum=0., jmean=0.;*/
 2705:   int first;
 2706:   int j, k=0,jk, ju, jl;
 2707:   double sum=0.;
 2708:   first=0;
 2709:   jmin=1e+5;
 2710:   jmax=-1;
 2711:   jmean=0.;
 2712:   for(i=1; i<=imx; i++){
 2713:     mi=0;
 2714:     m=firstpass;
 2715:     while(s[m][i] <= nlstate){
 2716:       if(s[m][i]>=1 || s[m][i]==-2 || s[m][i]==-4 || s[m][i]==-5)
 2717: 	mw[++mi][i]=m;
 2718:       if(m >=lastpass)
 2719: 	break;
 2720:       else
 2721: 	m++;
 2722:     }/* end while */
 2723:     if (s[m][i] > nlstate){
 2724:       mi++;	/* Death is another wave */
 2725:       /* if(mi==0)  never been interviewed correctly before death */
 2726: 	 /* Only death is a correct wave */
 2727:       mw[mi][i]=m;
 2728:     }
 2729: 
 2730:     wav[i]=mi;
 2731:     if(mi==0){
 2732:       nbwarn++;
 2733:       if(first==0){
 2734: 	printf("Warning! No valid information for individual %ld line=%d (skipped) and may be others, see log file\n",num[i],i);
 2735: 	first=1;
 2736:       }
 2737:       if(first==1){
 2738: 	fprintf(ficlog,"Warning! No valid information for individual %ld line=%d (skipped)\n",num[i],i);
 2739:       }
 2740:     } /* end mi==0 */
 2741:   } /* End individuals */
 2742: 
 2743:   for(i=1; i<=imx; i++){
 2744:     for(mi=1; mi<wav[i];mi++){
 2745:       if (stepm <=0)
 2746: 	dh[mi][i]=1;
 2747:       else{
 2748: 	if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
 2749: 	  if (agedc[i] < 2*AGESUP) {
 2750: 	    j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
 2751: 	    if(j==0) j=1;  /* Survives at least one month after exam */
 2752: 	    else if(j<0){
 2753: 	      nberr++;
 2754: 	      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]);
 2755: 	      j=1; /* Temporary Dangerous patch */
 2756: 	      printf("   We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview. You MUST fix the contradiction between dates.\n",stepm);
 2757: 	      fprintf(ficlog,"Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
 2758: 	      fprintf(ficlog,"   We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview. You MUST fix the contradiction between dates.\n",stepm);
 2759: 	    }
 2760: 	    k=k+1;
 2761: 	    if (j >= jmax){
 2762: 	      jmax=j;
 2763: 	      ijmax=i;
 2764: 	    }
 2765: 	    if (j <= jmin){
 2766: 	      jmin=j;
 2767: 	      ijmin=i;
 2768: 	    }
 2769: 	    sum=sum+j;
 2770: 	    /*if (j<0) printf("j=%d num=%d \n",j,i);*/
 2771: 	    /*	  printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
 2772: 	  }
 2773: 	}
 2774: 	else{
 2775: 	  j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
 2776: /* 	  if (j<0) printf("%d %lf %lf %d %d %d\n", i,agev[mw[mi+1][i]][i], agev[mw[mi][i]][i],j,s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]); */
 2777: 
 2778: 	  k=k+1;
 2779: 	  if (j >= jmax) {
 2780: 	    jmax=j;
 2781: 	    ijmax=i;
 2782: 	  }
 2783: 	  else if (j <= jmin){
 2784: 	    jmin=j;
 2785: 	    ijmin=i;
 2786: 	  }
 2787: 	  /*	    if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
 2788: 	  /*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]);*/
 2789: 	  if(j<0){
 2790: 	    nberr++;
 2791: 	    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]);
 2792: 	    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]);
 2793: 	  }
 2794: 	  sum=sum+j;
 2795: 	}
 2796: 	jk= j/stepm;
 2797: 	jl= j -jk*stepm;
 2798: 	ju= j -(jk+1)*stepm;
 2799: 	if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */
 2800: 	  if(jl==0){
 2801: 	    dh[mi][i]=jk;
 2802: 	    bh[mi][i]=0;
 2803: 	  }else{ /* We want a negative bias in order to only have interpolation ie
 2804: 		  * to avoid the price of an extra matrix product in likelihood */
 2805: 	    dh[mi][i]=jk+1;
 2806: 	    bh[mi][i]=ju;
 2807: 	  }
 2808: 	}else{
 2809: 	  if(jl <= -ju){
 2810: 	    dh[mi][i]=jk;
 2811: 	    bh[mi][i]=jl;	/* bias is positive if real duration
 2812: 				 * is higher than the multiple of stepm and negative otherwise.
 2813: 				 */
 2814: 	  }
 2815: 	  else{
 2816: 	    dh[mi][i]=jk+1;
 2817: 	    bh[mi][i]=ju;
 2818: 	  }
 2819: 	  if(dh[mi][i]==0){
 2820: 	    dh[mi][i]=1; /* At least one step */
 2821: 	    bh[mi][i]=ju; /* At least one step */
 2822: 	    /*  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);*/
 2823: 	  }
 2824: 	} /* end if mle */
 2825:       }
 2826:     } /* end wave */
 2827:   }
 2828:   jmean=sum/k;
 2829:   printf("Delay (in months) between two waves Min=%d (for indiviudal %ld) Max=%d (%ld) Mean=%f\n\n ",jmin, num[ijmin], jmax, num[ijmax], jmean);
 2830:   fprintf(ficlog,"Delay (in months) between two waves Min=%d (for indiviudal %d) Max=%d (%d) Mean=%f\n\n ",jmin, ijmin, jmax, ijmax, jmean);
 2831:  }
 2832: 
 2833: /*********** Tricode ****************************/
 2834: void tricode(int *Tvar, int **nbcode, int imx, int *Ndum)
 2835: {
 2836:   /**< Uses cptcovn+2*cptcovprod as the number of covariates */
 2837:   /*	  Tvar[i]=atoi(stre);  find 'n' in Vn and stores in Tvar. If model=V2+V1 Tvar[1]=2 and Tvar[2]=1 
 2838:   /* Boring subroutine which should only output nbcode[Tvar[j]][k]
 2839:    * Tvar[5] in V2+V1+V3*age+V2*V4 is 2 (V2)
 2840:   /* nbcode[Tvar[j]][1]= 
 2841:   */
 2842: 
 2843:   int ij=1, k=0, j=0, i=0, maxncov=NCOVMAX;
 2844:   int modmaxcovj=0; /* Modality max of covariates j */
 2845:   int cptcode=0; /* Modality max of covariates j */
 2846:   int modmincovj=0; /* Modality min of covariates j */
 2847: 
 2848: 
 2849:   cptcoveff=0; 
 2850:  
 2851:   for (k=-1; k < maxncov; k++) Ndum[k]=0;
 2852:   for (k=1; k <= maxncov; k++) ncodemax[k]=0; /* Horrible constant again replaced by NCOVMAX */
 2853: 
 2854:   /* Loop on covariates without age and products */
 2855:   for (j=1; j<=(cptcovs); j++) { /* model V1 + V2*age+ V3 + V3*V4 : V1 + V3 = 2 only */
 2856:     for (i=1; i<=imx; i++) { /* Lopp on individuals: reads the data file to get the maximum value of the 
 2857: 			       modality of this covariate Vj*/ 
 2858:       ij=(int)(covar[Tvar[j]][i]); /* ij=0 or 1 or -1. Value of the covariate Tvar[j] for individual i
 2859: 				    * If product of Vn*Vm, still boolean *:
 2860: 				    * If it was coded 1, 2, 3, 4 should be splitted into 3 boolean variables
 2861: 				    * 1 => 0 0 0, 2 => 0 0 1, 3 => 0 1 1, 4=1 0 0   */
 2862:       /* Finds for covariate j, n=Tvar[j] of Vn . ij is the
 2863: 				      modality of the nth covariate of individual i. */
 2864:       if (ij > modmaxcovj)
 2865:         modmaxcovj=ij; 
 2866:       else if (ij < modmincovj) 
 2867: 	modmincovj=ij; 
 2868:       if ((ij < -1) && (ij > NCOVMAX)){
 2869: 	printf( "Error: minimal is less than -1 or maximal is bigger than %d. Exiting. \n", NCOVMAX );
 2870: 	exit(1);
 2871:       }else
 2872:       Ndum[ij]++; /*counts and stores the occurence of this modality 0, 1, -1*/
 2873:       /*  If coded 1, 2, 3 , counts the number of 1 Ndum[1], number of 2, Ndum[2], etc */
 2874:       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
 2875:       /* getting the maximum value of the modality of the covariate
 2876: 	 (should be 0 or 1 now) Tvar[j]. If V=sex and male is coded 0 and
 2877: 	 female is 1, then modmaxcovj=1.*/
 2878:     }
 2879:     printf(" Minimal and maximal values of %d th covariate V%d: min=%d max=%d \n", j, Tvar[j], modmincovj, modmaxcovj);
 2880:     cptcode=modmaxcovj;
 2881:     /* Ndum[0] = frequency of 0 for model-covariate j, Ndum[1] frequency of 1 etc. */
 2882:    /*for (i=0; i<=cptcode; i++) {*/
 2883:     for (i=modmincovj;  i<=modmaxcovj; i++) { /* i=-1 ? 0 and 1*//* For each value of the modality of model-cov j */
 2884:       printf("Frequencies of covariates %d V%d %d\n", j, Tvar[j], Ndum[i]);
 2885:       if( Ndum[i] != 0 ){ /* Counts if nobody answered, empty modality */
 2886: 	ncodemax[j]++;  /* ncodemax[j]= Number of non-null modalities of the j th covariate. */
 2887:       }
 2888:       /* In fact  ncodemax[j]=2 (dichotom. variables only) but it could be more for
 2889: 	 historical reasons: 3 if coded 1, 2, 3 and 4 and Ndum[2]=0 */
 2890:     } /* Ndum[-1] number of undefined modalities */
 2891: 
 2892:     /* j is a covariate, n=Tvar[j] of Vn; Fills nbcode */
 2893:     /* For covariate j, modalities could be 1, 2, 3, 4. If Ndum[2]=0 ncodemax[j] is not 4 but 3 */
 2894:     /* If Ndum[3}= 635; Ndum[4]=0; Ndum[5]=0; Ndum[6]=27; Ndum[7]=125;
 2895:        modmincovj=3; modmaxcovj = 7;
 2896:        There are only 3 modalities non empty (or 2 if 27 is too few) : ncodemax[j]=3;
 2897:        which will be coded 0, 1, 2 which in binary on 3-1 digits are 0=00 1=01, 2=10; defining two dummy 
 2898:        variables V1_1 and V1_2.
 2899:        nbcode[Tvar[j]][ij]=k;
 2900:        nbcode[Tvar[j]][1]=0;
 2901:        nbcode[Tvar[j]][2]=1;
 2902:        nbcode[Tvar[j]][3]=2;
 2903:     */
 2904:     ij=1; /* ij is similar to i but can jumps over null modalities */
 2905:     for (i=modmincovj; i<=modmaxcovj; i++) { /* i= 1 to 2 for dichotomous, or from 1 to 3 */
 2906:       for (k=0; k<= cptcode; k++) { /* k=-1 ? k=0 to 1 *//* Could be 1 to 4 */
 2907: 	/*recode from 0 */
 2908: 	if (Ndum[k] != 0) { /* If at least one individual responded to this modality k */
 2909: 	  nbcode[Tvar[j]][ij]=k;  /* stores the modality in an array nbcode. 
 2910: 				     k is a modality. If we have model=V1+V1*sex 
 2911: 				     then: nbcode[1][1]=0 ; nbcode[1][2]=1; nbcode[2][1]=0 ; nbcode[2][2]=1; */
 2912: 	  ij++;
 2913: 	}
 2914: 	if (ij > ncodemax[j]) break; 
 2915:       }  /* end of loop on */
 2916:     } /* end of loop on modality */ 
 2917:   } /* end of loop on model-covariate j. nbcode[Tvarj][1]=0 and nbcode[Tvarj][2]=1 sets the value of covariate j*/  
 2918:   
 2919:  for (k=-1; k< maxncov; k++) Ndum[k]=0; 
 2920:   
 2921:   for (i=1; i<=ncovmodel-2; i++) { /* -2, cste and age */ 
 2922:    /* Listing of all covariables in statement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/ 
 2923:    ij=Tvar[i]; /* Tvar might be -1 if status was unknown */ 
 2924:    Ndum[ij]++; 
 2925:  } 
 2926: 
 2927:  ij=1;
 2928:  for (i=0; i<=  maxncov-1; i++) { /* modmaxcovj is unknown here. Only Ndum[2(V2),3(age*V3), 5(V3*V2) 6(V1*V4) */
 2929:    /*printf("Ndum[%d]=%d\n",i, Ndum[i]);*/
 2930:    if((Ndum[i]!=0) && (i<=ncovcol)){
 2931:      /*printf("diff Ndum[%d]=%d\n",i, Ndum[i]);*/
 2932:      Tvaraff[ij]=i; /*For printing (unclear) */
 2933:      ij++;
 2934:    }else
 2935:        Tvaraff[ij]=0;
 2936:  }
 2937:  ij--;
 2938:  cptcoveff=ij; /*Number of total covariates*/
 2939: 
 2940: }
 2941: 
 2942: 
 2943: /*********** Health Expectancies ****************/
 2944: 
 2945: void evsij(double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int cij, int estepm,char strstart[] )
 2946: 
 2947: {
 2948:   /* Health expectancies, no variances */
 2949:   int i, j, nhstepm, hstepm, h, nstepm, k, cptj, cptj2, i2, j2;
 2950:   int nhstepma, nstepma; /* Decreasing with age */
 2951:   double age, agelim, hf;
 2952:   double ***p3mat;
 2953:   double eip;
 2954: 
 2955:   pstamp(ficreseij);
 2956:   fprintf(ficreseij,"# (a) Life expectancies by health status at initial age and (b) health expectancies by health status at initial age\n");
 2957:   fprintf(ficreseij,"# Age");
 2958:   for(i=1; i<=nlstate;i++){
 2959:     for(j=1; j<=nlstate;j++){
 2960:       fprintf(ficreseij," e%1d%1d ",i,j);
 2961:     }
 2962:     fprintf(ficreseij," e%1d. ",i);
 2963:   }
 2964:   fprintf(ficreseij,"\n");
 2965: 
 2966:   
 2967:   if(estepm < stepm){
 2968:     printf ("Problem %d lower than %d\n",estepm, stepm);
 2969:   }
 2970:   else  hstepm=estepm;   
 2971:   /* We compute the life expectancy from trapezoids spaced every estepm months
 2972:    * This is mainly to measure the difference between two models: for example
 2973:    * if stepm=24 months pijx are given only every 2 years and by summing them
 2974:    * we are calculating an estimate of the Life Expectancy assuming a linear 
 2975:    * progression in between and thus overestimating or underestimating according
 2976:    * to the curvature of the survival function. If, for the same date, we 
 2977:    * estimate the model with stepm=1 month, we can keep estepm to 24 months
 2978:    * to compare the new estimate of Life expectancy with the same linear 
 2979:    * hypothesis. A more precise result, taking into account a more precise
 2980:    * curvature will be obtained if estepm is as small as stepm. */
 2981: 
 2982:   /* For example we decided to compute the life expectancy with the smallest unit */
 2983:   /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
 2984:      nhstepm is the number of hstepm from age to agelim 
 2985:      nstepm is the number of stepm from age to agelin. 
 2986:      Look at hpijx to understand the reason of that which relies in memory size
 2987:      and note for a fixed period like estepm months */
 2988:   /* We decided (b) to get a life expectancy respecting the most precise curvature of the
 2989:      survival function given by stepm (the optimization length). Unfortunately it
 2990:      means that if the survival funtion is printed only each two years of age and if
 2991:      you sum them up and add 1 year (area under the trapezoids) you won't get the same 
 2992:      results. So we changed our mind and took the option of the best precision.
 2993:   */
 2994:   hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
 2995: 
 2996:   agelim=AGESUP;
 2997:   /* If stepm=6 months */
 2998:     /* Computed by stepm unit matrices, product of hstepm matrices, stored
 2999:        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
 3000:     
 3001: /* nhstepm age range expressed in number of stepm */
 3002:   nstepm=(int) rint((agelim-bage)*YEARM/stepm); /* Biggest nstepm */
 3003:   /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
 3004:   /* if (stepm >= YEARM) hstepm=1;*/
 3005:   nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
 3006:   p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 3007: 
 3008:   for (age=bage; age<=fage; age ++){ 
 3009:     nstepma=(int) rint((agelim-bage)*YEARM/stepm); /* Biggest nstepm */
 3010:     /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
 3011:     /* if (stepm >= YEARM) hstepm=1;*/
 3012:     nhstepma = nstepma/hstepm;/* Expressed in hstepm, typically nhstepma=40/4=10 */
 3013: 
 3014:     /* If stepm=6 months */
 3015:     /* Computed by stepm unit matrices, product of hstepma matrices, stored
 3016:        in an array of nhstepma length: nhstepma=10, hstepm=4, stepm=6 months */
 3017:     
 3018:     hpxij(p3mat,nhstepma,age,hstepm,x,nlstate,stepm,oldm, savm, cij);  
 3019:     
 3020:     hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
 3021:     
 3022:     printf("%d|",(int)age);fflush(stdout);
 3023:     fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
 3024:     
 3025:     /* Computing expectancies */
 3026:     for(i=1; i<=nlstate;i++)
 3027:       for(j=1; j<=nlstate;j++)
 3028: 	for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
 3029: 	  eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
 3030: 	  
 3031: 	  /* 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]);*/
 3032: 
 3033: 	}
 3034: 
 3035:     fprintf(ficreseij,"%3.0f",age );
 3036:     for(i=1; i<=nlstate;i++){
 3037:       eip=0;
 3038:       for(j=1; j<=nlstate;j++){
 3039: 	eip +=eij[i][j][(int)age];
 3040: 	fprintf(ficreseij,"%9.4f", eij[i][j][(int)age] );
 3041:       }
 3042:       fprintf(ficreseij,"%9.4f", eip );
 3043:     }
 3044:     fprintf(ficreseij,"\n");
 3045:     
 3046:   }
 3047:   free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 3048:   printf("\n");
 3049:   fprintf(ficlog,"\n");
 3050:   
 3051: }
 3052: 
 3053: void cvevsij(double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int cij, int estepm,double delti[],double **matcov,char strstart[] )
 3054: 
 3055: {
 3056:   /* Covariances of health expectancies eij and of total life expectancies according
 3057:    to initial status i, ei. .
 3058:   */
 3059:   int i, j, nhstepm, hstepm, h, nstepm, k, cptj, cptj2, i2, j2, ij, ji;
 3060:   int nhstepma, nstepma; /* Decreasing with age */
 3061:   double age, agelim, hf;
 3062:   double ***p3matp, ***p3matm, ***varhe;
 3063:   double **dnewm,**doldm;
 3064:   double *xp, *xm;
 3065:   double **gp, **gm;
 3066:   double ***gradg, ***trgradg;
 3067:   int theta;
 3068: 
 3069:   double eip, vip;
 3070: 
 3071:   varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
 3072:   xp=vector(1,npar);
 3073:   xm=vector(1,npar);
 3074:   dnewm=matrix(1,nlstate*nlstate,1,npar);
 3075:   doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
 3076:   
 3077:   pstamp(ficresstdeij);
 3078:   fprintf(ficresstdeij,"# Health expectancies with standard errors\n");
 3079:   fprintf(ficresstdeij,"# Age");
 3080:   for(i=1; i<=nlstate;i++){
 3081:     for(j=1; j<=nlstate;j++)
 3082:       fprintf(ficresstdeij," e%1d%1d (SE)",i,j);
 3083:     fprintf(ficresstdeij," e%1d. ",i);
 3084:   }
 3085:   fprintf(ficresstdeij,"\n");
 3086: 
 3087:   pstamp(ficrescveij);
 3088:   fprintf(ficrescveij,"# Subdiagonal matrix of covariances of health expectancies by age: cov(eij,ekl)\n");
 3089:   fprintf(ficrescveij,"# Age");
 3090:   for(i=1; i<=nlstate;i++)
 3091:     for(j=1; j<=nlstate;j++){
 3092:       cptj= (j-1)*nlstate+i;
 3093:       for(i2=1; i2<=nlstate;i2++)
 3094: 	for(j2=1; j2<=nlstate;j2++){
 3095: 	  cptj2= (j2-1)*nlstate+i2;
 3096: 	  if(cptj2 <= cptj)
 3097: 	    fprintf(ficrescveij,"  %1d%1d,%1d%1d",i,j,i2,j2);
 3098: 	}
 3099:     }
 3100:   fprintf(ficrescveij,"\n");
 3101:   
 3102:   if(estepm < stepm){
 3103:     printf ("Problem %d lower than %d\n",estepm, stepm);
 3104:   }
 3105:   else  hstepm=estepm;   
 3106:   /* We compute the life expectancy from trapezoids spaced every estepm months
 3107:    * This is mainly to measure the difference between two models: for example
 3108:    * if stepm=24 months pijx are given only every 2 years and by summing them
 3109:    * we are calculating an estimate of the Life Expectancy assuming a linear 
 3110:    * progression in between and thus overestimating or underestimating according
 3111:    * to the curvature of the survival function. If, for the same date, we 
 3112:    * estimate the model with stepm=1 month, we can keep estepm to 24 months
 3113:    * to compare the new estimate of Life expectancy with the same linear 
 3114:    * hypothesis. A more precise result, taking into account a more precise
 3115:    * curvature will be obtained if estepm is as small as stepm. */
 3116: 
 3117:   /* For example we decided to compute the life expectancy with the smallest unit */
 3118:   /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
 3119:      nhstepm is the number of hstepm from age to agelim 
 3120:      nstepm is the number of stepm from age to agelin. 
 3121:      Look at hpijx to understand the reason of that which relies in memory size
 3122:      and note for a fixed period like estepm months */
 3123:   /* We decided (b) to get a life expectancy respecting the most precise curvature of the
 3124:      survival function given by stepm (the optimization length). Unfortunately it
 3125:      means that if the survival funtion is printed only each two years of age and if
 3126:      you sum them up and add 1 year (area under the trapezoids) you won't get the same 
 3127:      results. So we changed our mind and took the option of the best precision.
 3128:   */
 3129:   hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
 3130: 
 3131:   /* If stepm=6 months */
 3132:   /* nhstepm age range expressed in number of stepm */
 3133:   agelim=AGESUP;
 3134:   nstepm=(int) rint((agelim-bage)*YEARM/stepm); 
 3135:   /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
 3136:   /* if (stepm >= YEARM) hstepm=1;*/
 3137:   nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
 3138:   
 3139:   p3matp=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 3140:   p3matm=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 3141:   gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
 3142:   trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
 3143:   gp=matrix(0,nhstepm,1,nlstate*nlstate);
 3144:   gm=matrix(0,nhstepm,1,nlstate*nlstate);
 3145: 
 3146:   for (age=bage; age<=fage; age ++){ 
 3147:     nstepma=(int) rint((agelim-bage)*YEARM/stepm); /* Biggest nstepm */
 3148:     /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
 3149:     /* if (stepm >= YEARM) hstepm=1;*/
 3150:     nhstepma = nstepma/hstepm;/* Expressed in hstepm, typically nhstepma=40/4=10 */
 3151: 
 3152:     /* If stepm=6 months */
 3153:     /* Computed by stepm unit matrices, product of hstepma matrices, stored
 3154:        in an array of nhstepma length: nhstepma=10, hstepm=4, stepm=6 months */
 3155:     
 3156:     hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
 3157: 
 3158:     /* Computing  Variances of health expectancies */
 3159:     /* Gradient is computed with plus gp and minus gm. Code is duplicated in order to
 3160:        decrease memory allocation */
 3161:     for(theta=1; theta <=npar; theta++){
 3162:       for(i=1; i<=npar; i++){ 
 3163: 	xp[i] = x[i] + (i==theta ?delti[theta]:0);
 3164: 	xm[i] = x[i] - (i==theta ?delti[theta]:0);
 3165:       }
 3166:       hpxij(p3matp,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, cij);  
 3167:       hpxij(p3matm,nhstepm,age,hstepm,xm,nlstate,stepm,oldm,savm, cij);  
 3168:   
 3169:       for(j=1; j<= nlstate; j++){
 3170: 	for(i=1; i<=nlstate; i++){
 3171: 	  for(h=0; h<=nhstepm-1; h++){
 3172: 	    gp[h][(j-1)*nlstate + i] = (p3matp[i][j][h]+p3matp[i][j][h+1])/2.;
 3173: 	    gm[h][(j-1)*nlstate + i] = (p3matm[i][j][h]+p3matm[i][j][h+1])/2.;
 3174: 	  }
 3175: 	}
 3176:       }
 3177:      
 3178:       for(ij=1; ij<= nlstate*nlstate; ij++)
 3179: 	for(h=0; h<=nhstepm-1; h++){
 3180: 	  gradg[h][theta][ij]= (gp[h][ij]-gm[h][ij])/2./delti[theta];
 3181: 	}
 3182:     }/* End theta */
 3183:     
 3184:     
 3185:     for(h=0; h<=nhstepm-1; h++)
 3186:       for(j=1; j<=nlstate*nlstate;j++)
 3187: 	for(theta=1; theta <=npar; theta++)
 3188: 	  trgradg[h][j][theta]=gradg[h][theta][j];
 3189:     
 3190: 
 3191:      for(ij=1;ij<=nlstate*nlstate;ij++)
 3192:       for(ji=1;ji<=nlstate*nlstate;ji++)
 3193: 	varhe[ij][ji][(int)age] =0.;
 3194: 
 3195:      printf("%d|",(int)age);fflush(stdout);
 3196:      fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
 3197:      for(h=0;h<=nhstepm-1;h++){
 3198:       for(k=0;k<=nhstepm-1;k++){
 3199: 	matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
 3200: 	matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
 3201: 	for(ij=1;ij<=nlstate*nlstate;ij++)
 3202: 	  for(ji=1;ji<=nlstate*nlstate;ji++)
 3203: 	    varhe[ij][ji][(int)age] += doldm[ij][ji]*hf*hf;
 3204:       }
 3205:     }
 3206: 
 3207:     /* Computing expectancies */
 3208:     hpxij(p3matm,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, cij);  
 3209:     for(i=1; i<=nlstate;i++)
 3210:       for(j=1; j<=nlstate;j++)
 3211: 	for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
 3212: 	  eij[i][j][(int)age] += (p3matm[i][j][h]+p3matm[i][j][h+1])/2.0*hf;
 3213: 	  
 3214: 	  /* 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]);*/
 3215: 
 3216: 	}
 3217: 
 3218:     fprintf(ficresstdeij,"%3.0f",age );
 3219:     for(i=1; i<=nlstate;i++){
 3220:       eip=0.;
 3221:       vip=0.;
 3222:       for(j=1; j<=nlstate;j++){
 3223: 	eip += eij[i][j][(int)age];
 3224: 	for(k=1; k<=nlstate;k++) /* Sum on j and k of cov(eij,eik) */
 3225: 	  vip += varhe[(j-1)*nlstate+i][(k-1)*nlstate+i][(int)age];
 3226: 	fprintf(ficresstdeij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[(j-1)*nlstate+i][(j-1)*nlstate+i][(int)age]) );
 3227:       }
 3228:       fprintf(ficresstdeij," %9.4f (%.4f)", eip, sqrt(vip));
 3229:     }
 3230:     fprintf(ficresstdeij,"\n");
 3231: 
 3232:     fprintf(ficrescveij,"%3.0f",age );
 3233:     for(i=1; i<=nlstate;i++)
 3234:       for(j=1; j<=nlstate;j++){
 3235: 	cptj= (j-1)*nlstate+i;
 3236: 	for(i2=1; i2<=nlstate;i2++)
 3237: 	  for(j2=1; j2<=nlstate;j2++){
 3238: 	    cptj2= (j2-1)*nlstate+i2;
 3239: 	    if(cptj2 <= cptj)
 3240: 	      fprintf(ficrescveij," %.4f", varhe[cptj][cptj2][(int)age]);
 3241: 	  }
 3242:       }
 3243:     fprintf(ficrescveij,"\n");
 3244:    
 3245:   }
 3246:   free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
 3247:   free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
 3248:   free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
 3249:   free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
 3250:   free_ma3x(p3matm,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 3251:   free_ma3x(p3matp,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 3252:   printf("\n");
 3253:   fprintf(ficlog,"\n");
 3254: 
 3255:   free_vector(xm,1,npar);
 3256:   free_vector(xp,1,npar);
 3257:   free_matrix(dnewm,1,nlstate*nlstate,1,npar);
 3258:   free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
 3259:   free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
 3260: }
 3261: 
 3262: /************ Variance ******************/
 3263: void varevsij(char optionfilefiname[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij, int estepm, int cptcov, int cptcod, int popbased, int mobilav, char strstart[])
 3264: {
 3265:   /* Variance of health expectancies */
 3266:   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
 3267:   /* double **newm;*/
 3268:   double **dnewm,**doldm;
 3269:   double **dnewmp,**doldmp;
 3270:   int i, j, nhstepm, hstepm, h, nstepm ;
 3271:   int k, cptcode;
 3272:   double *xp;
 3273:   double **gp, **gm;  /* for var eij */
 3274:   double ***gradg, ***trgradg; /*for var eij */
 3275:   double **gradgp, **trgradgp; /* for var p point j */
 3276:   double *gpp, *gmp; /* for var p point j */
 3277:   double **varppt; /* for var p point j nlstate to nlstate+ndeath */
 3278:   double ***p3mat;
 3279:   double age,agelim, hf;
 3280:   double ***mobaverage;
 3281:   int theta;
 3282:   char digit[4];
 3283:   char digitp[25];
 3284: 
 3285:   char fileresprobmorprev[FILENAMELENGTH];
 3286: 
 3287:   if(popbased==1){
 3288:     if(mobilav!=0)
 3289:       strcpy(digitp,"-populbased-mobilav-");
 3290:     else strcpy(digitp,"-populbased-nomobil-");
 3291:   }
 3292:   else 
 3293:     strcpy(digitp,"-stablbased-");
 3294: 
 3295:   if (mobilav!=0) {
 3296:     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3297:     if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
 3298:       fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
 3299:       printf(" Error in movingaverage mobilav=%d\n",mobilav);
 3300:     }
 3301:   }
 3302: 
 3303:   strcpy(fileresprobmorprev,"prmorprev"); 
 3304:   sprintf(digit,"%-d",ij);
 3305:   /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
 3306:   strcat(fileresprobmorprev,digit); /* Tvar to be done */
 3307:   strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
 3308:   strcat(fileresprobmorprev,fileres);
 3309:   if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
 3310:     printf("Problem with resultfile: %s\n", fileresprobmorprev);
 3311:     fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
 3312:   }
 3313:   printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
 3314:  
 3315:   fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
 3316:   pstamp(ficresprobmorprev);
 3317:   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);
 3318:   fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
 3319:   for(j=nlstate+1; j<=(nlstate+ndeath);j++){
 3320:     fprintf(ficresprobmorprev," p.%-d SE",j);
 3321:     for(i=1; i<=nlstate;i++)
 3322:       fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
 3323:   }  
 3324:   fprintf(ficresprobmorprev,"\n");
 3325:   fprintf(ficgp,"\n# Routine varevsij");
 3326:   /* fprintf(fichtm, "#Local time at start: %s", strstart);*/
 3327:   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");
 3328:   fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
 3329: /*   } */
 3330:   varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 3331:   pstamp(ficresvij);
 3332:   fprintf(ficresvij,"# Variance and covariance of health expectancies e.j \n#  (weighted average of eij where weights are ");
 3333:   if(popbased==1)
 3334:     fprintf(ficresvij,"the age specific prevalence observed (cross-sectionally) in the population i.e cross-sectionally\n in each health state (popbased=1) (mobilav=%d\n",mobilav);
 3335:   else
 3336:     fprintf(ficresvij,"the age specific period (stable) prevalences in each health state \n");
 3337:   fprintf(ficresvij,"# Age");
 3338:   for(i=1; i<=nlstate;i++)
 3339:     for(j=1; j<=nlstate;j++)
 3340:       fprintf(ficresvij," Cov(e.%1d, e.%1d)",i,j);
 3341:   fprintf(ficresvij,"\n");
 3342: 
 3343:   xp=vector(1,npar);
 3344:   dnewm=matrix(1,nlstate,1,npar);
 3345:   doldm=matrix(1,nlstate,1,nlstate);
 3346:   dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
 3347:   doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 3348: 
 3349:   gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
 3350:   gpp=vector(nlstate+1,nlstate+ndeath);
 3351:   gmp=vector(nlstate+1,nlstate+ndeath);
 3352:   trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
 3353:   
 3354:   if(estepm < stepm){
 3355:     printf ("Problem %d lower than %d\n",estepm, stepm);
 3356:   }
 3357:   else  hstepm=estepm;   
 3358:   /* For example we decided to compute the life expectancy with the smallest unit */
 3359:   /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
 3360:      nhstepm is the number of hstepm from age to agelim 
 3361:      nstepm is the number of stepm from age to agelin. 
 3362:      Look at function hpijx to understand why (it is linked to memory size questions) */
 3363:   /* We decided (b) to get a life expectancy respecting the most precise curvature of the
 3364:      survival function given by stepm (the optimization length). Unfortunately it
 3365:      means that if the survival funtion is printed every two years of age and if
 3366:      you sum them up and add 1 year (area under the trapezoids) you won't get the same 
 3367:      results. So we changed our mind and took the option of the best precision.
 3368:   */
 3369:   hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
 3370:   agelim = AGESUP;
 3371:   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
 3372:     nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
 3373:     nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
 3374:     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 3375:     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
 3376:     gp=matrix(0,nhstepm,1,nlstate);
 3377:     gm=matrix(0,nhstepm,1,nlstate);
 3378: 
 3379: 
 3380:     for(theta=1; theta <=npar; theta++){
 3381:       for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
 3382: 	xp[i] = x[i] + (i==theta ?delti[theta]:0);
 3383:       }
 3384:       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
 3385:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 3386: 
 3387:       if (popbased==1) {
 3388: 	if(mobilav ==0){
 3389: 	  for(i=1; i<=nlstate;i++)
 3390: 	    prlim[i][i]=probs[(int)age][i][ij];
 3391: 	}else{ /* mobilav */ 
 3392: 	  for(i=1; i<=nlstate;i++)
 3393: 	    prlim[i][i]=mobaverage[(int)age][i][ij];
 3394: 	}
 3395:       }
 3396:   
 3397:       for(j=1; j<= nlstate; j++){
 3398: 	for(h=0; h<=nhstepm; h++){
 3399: 	  for(i=1, gp[h][j]=0.;i<=nlstate;i++)
 3400: 	    gp[h][j] += prlim[i][i]*p3mat[i][j][h];
 3401: 	}
 3402:       }
 3403:       /* This for computing probability of death (h=1 means
 3404:          computed over hstepm matrices product = hstepm*stepm months) 
 3405:          as a weighted average of prlim.
 3406:       */
 3407:       for(j=nlstate+1;j<=nlstate+ndeath;j++){
 3408: 	for(i=1,gpp[j]=0.; i<= nlstate; i++)
 3409: 	  gpp[j] += prlim[i][i]*p3mat[i][j][1];
 3410:       }    
 3411:       /* end probability of death */
 3412: 
 3413:       for(i=1; i<=npar; i++) /* Computes gradient x - delta */
 3414: 	xp[i] = x[i] - (i==theta ?delti[theta]:0);
 3415:       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
 3416:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 3417:  
 3418:       if (popbased==1) {
 3419: 	if(mobilav ==0){
 3420: 	  for(i=1; i<=nlstate;i++)
 3421: 	    prlim[i][i]=probs[(int)age][i][ij];
 3422: 	}else{ /* mobilav */ 
 3423: 	  for(i=1; i<=nlstate;i++)
 3424: 	    prlim[i][i]=mobaverage[(int)age][i][ij];
 3425: 	}
 3426:       }
 3427: 
 3428:       for(j=1; j<= nlstate; j++){  /* Sum of wi * eij = e.j */
 3429: 	for(h=0; h<=nhstepm; h++){
 3430: 	  for(i=1, gm[h][j]=0.;i<=nlstate;i++)
 3431: 	    gm[h][j] += prlim[i][i]*p3mat[i][j][h];
 3432: 	}
 3433:       }
 3434:       /* This for computing probability of death (h=1 means
 3435:          computed over hstepm matrices product = hstepm*stepm months) 
 3436:          as a weighted average of prlim.
 3437:       */
 3438:       for(j=nlstate+1;j<=nlstate+ndeath;j++){
 3439: 	for(i=1,gmp[j]=0.; i<= nlstate; i++)
 3440:          gmp[j] += prlim[i][i]*p3mat[i][j][1];
 3441:       }    
 3442:       /* end probability of death */
 3443: 
 3444:       for(j=1; j<= nlstate; j++) /* vareij */
 3445: 	for(h=0; h<=nhstepm; h++){
 3446: 	  gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
 3447: 	}
 3448: 
 3449:       for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
 3450: 	gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
 3451:       }
 3452: 
 3453:     } /* End theta */
 3454: 
 3455:     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
 3456: 
 3457:     for(h=0; h<=nhstepm; h++) /* veij */
 3458:       for(j=1; j<=nlstate;j++)
 3459: 	for(theta=1; theta <=npar; theta++)
 3460: 	  trgradg[h][j][theta]=gradg[h][theta][j];
 3461: 
 3462:     for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
 3463:       for(theta=1; theta <=npar; theta++)
 3464: 	trgradgp[j][theta]=gradgp[theta][j];
 3465:   
 3466: 
 3467:     hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
 3468:     for(i=1;i<=nlstate;i++)
 3469:       for(j=1;j<=nlstate;j++)
 3470: 	vareij[i][j][(int)age] =0.;
 3471: 
 3472:     for(h=0;h<=nhstepm;h++){
 3473:       for(k=0;k<=nhstepm;k++){
 3474: 	matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
 3475: 	matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
 3476: 	for(i=1;i<=nlstate;i++)
 3477: 	  for(j=1;j<=nlstate;j++)
 3478: 	    vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
 3479:       }
 3480:     }
 3481:   
 3482:     /* pptj */
 3483:     matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
 3484:     matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
 3485:     for(j=nlstate+1;j<=nlstate+ndeath;j++)
 3486:       for(i=nlstate+1;i<=nlstate+ndeath;i++)
 3487: 	varppt[j][i]=doldmp[j][i];
 3488:     /* end ppptj */
 3489:     /*  x centered again */
 3490:     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
 3491:     prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
 3492:  
 3493:     if (popbased==1) {
 3494:       if(mobilav ==0){
 3495: 	for(i=1; i<=nlstate;i++)
 3496: 	  prlim[i][i]=probs[(int)age][i][ij];
 3497:       }else{ /* mobilav */ 
 3498: 	for(i=1; i<=nlstate;i++)
 3499: 	  prlim[i][i]=mobaverage[(int)age][i][ij];
 3500:       }
 3501:     }
 3502:              
 3503:     /* This for computing probability of death (h=1 means
 3504:        computed over hstepm (estepm) matrices product = hstepm*stepm months) 
 3505:        as a weighted average of prlim.
 3506:     */
 3507:     for(j=nlstate+1;j<=nlstate+ndeath;j++){
 3508:       for(i=1,gmp[j]=0.;i<= nlstate; i++) 
 3509: 	gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
 3510:     }    
 3511:     /* end probability of death */
 3512: 
 3513:     fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
 3514:     for(j=nlstate+1; j<=(nlstate+ndeath);j++){
 3515:       fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
 3516:       for(i=1; i<=nlstate;i++){
 3517: 	fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
 3518:       }
 3519:     } 
 3520:     fprintf(ficresprobmorprev,"\n");
 3521: 
 3522:     fprintf(ficresvij,"%.0f ",age );
 3523:     for(i=1; i<=nlstate;i++)
 3524:       for(j=1; j<=nlstate;j++){
 3525: 	fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
 3526:       }
 3527:     fprintf(ficresvij,"\n");
 3528:     free_matrix(gp,0,nhstepm,1,nlstate);
 3529:     free_matrix(gm,0,nhstepm,1,nlstate);
 3530:     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
 3531:     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
 3532:     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 3533:   } /* End age */
 3534:   free_vector(gpp,nlstate+1,nlstate+ndeath);
 3535:   free_vector(gmp,nlstate+1,nlstate+ndeath);
 3536:   free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
 3537:   free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
 3538:   fprintf(ficgp,"\nunset parametric;unset label; set ter png small size 320, 240");
 3539:   /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
 3540:   fprintf(ficgp,"\n set log y; unset log x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
 3541: /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
 3542: /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
 3543: /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
 3544:   fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l lt 1 ",subdirf(fileresprobmorprev));
 3545:   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l lt 2 ",subdirf(fileresprobmorprev));
 3546:   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l lt 2 ",subdirf(fileresprobmorprev));
 3547:   fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",subdirf(fileresprobmorprev),subdirf(fileresprobmorprev));
 3548:   fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months. <br> <img src=\"%s%s.png\"> <br>\n", estepm,subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
 3549:   /*  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);
 3550: */
 3551: /*   fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit); */
 3552:   fprintf(ficgp,"\nset out \"%s%s.png\";replot;\n",subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
 3553: 
 3554:   free_vector(xp,1,npar);
 3555:   free_matrix(doldm,1,nlstate,1,nlstate);
 3556:   free_matrix(dnewm,1,nlstate,1,npar);
 3557:   free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 3558:   free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
 3559:   free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 3560:   if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3561:   fclose(ficresprobmorprev);
 3562:   fflush(ficgp);
 3563:   fflush(fichtm); 
 3564: }  /* end varevsij */
 3565: 
 3566: /************ Variance of prevlim ******************/
 3567: void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij, char strstart[])
 3568: {
 3569:   /* Variance of prevalence limit */
 3570:   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
 3571:   double **newm;
 3572:   double **dnewm,**doldm;
 3573:   int i, j, nhstepm, hstepm;
 3574:   int k, cptcode;
 3575:   double *xp;
 3576:   double *gp, *gm;
 3577:   double **gradg, **trgradg;
 3578:   double age,agelim;
 3579:   int theta;
 3580:   
 3581:   pstamp(ficresvpl);
 3582:   fprintf(ficresvpl,"# Standard deviation of period (stable) prevalences \n");
 3583:   fprintf(ficresvpl,"# Age");
 3584:   for(i=1; i<=nlstate;i++)
 3585:       fprintf(ficresvpl," %1d-%1d",i,i);
 3586:   fprintf(ficresvpl,"\n");
 3587: 
 3588:   xp=vector(1,npar);
 3589:   dnewm=matrix(1,nlstate,1,npar);
 3590:   doldm=matrix(1,nlstate,1,nlstate);
 3591:   
 3592:   hstepm=1*YEARM; /* Every year of age */
 3593:   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
 3594:   agelim = AGESUP;
 3595:   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
 3596:     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
 3597:     if (stepm >= YEARM) hstepm=1;
 3598:     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
 3599:     gradg=matrix(1,npar,1,nlstate);
 3600:     gp=vector(1,nlstate);
 3601:     gm=vector(1,nlstate);
 3602: 
 3603:     for(theta=1; theta <=npar; theta++){
 3604:       for(i=1; i<=npar; i++){ /* Computes gradient */
 3605: 	xp[i] = x[i] + (i==theta ?delti[theta]:0);
 3606:       }
 3607:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 3608:       for(i=1;i<=nlstate;i++)
 3609: 	gp[i] = prlim[i][i];
 3610:     
 3611:       for(i=1; i<=npar; i++) /* Computes gradient */
 3612: 	xp[i] = x[i] - (i==theta ?delti[theta]:0);
 3613:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 3614:       for(i=1;i<=nlstate;i++)
 3615: 	gm[i] = prlim[i][i];
 3616: 
 3617:       for(i=1;i<=nlstate;i++)
 3618: 	gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
 3619:     } /* End theta */
 3620: 
 3621:     trgradg =matrix(1,nlstate,1,npar);
 3622: 
 3623:     for(j=1; j<=nlstate;j++)
 3624:       for(theta=1; theta <=npar; theta++)
 3625: 	trgradg[j][theta]=gradg[theta][j];
 3626: 
 3627:     for(i=1;i<=nlstate;i++)
 3628:       varpl[i][(int)age] =0.;
 3629:     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
 3630:     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
 3631:     for(i=1;i<=nlstate;i++)
 3632:       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
 3633: 
 3634:     fprintf(ficresvpl,"%.0f ",age );
 3635:     for(i=1; i<=nlstate;i++)
 3636:       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
 3637:     fprintf(ficresvpl,"\n");
 3638:     free_vector(gp,1,nlstate);
 3639:     free_vector(gm,1,nlstate);
 3640:     free_matrix(gradg,1,npar,1,nlstate);
 3641:     free_matrix(trgradg,1,nlstate,1,npar);
 3642:   } /* End age */
 3643: 
 3644:   free_vector(xp,1,npar);
 3645:   free_matrix(doldm,1,nlstate,1,npar);
 3646:   free_matrix(dnewm,1,nlstate,1,nlstate);
 3647: 
 3648: }
 3649: 
 3650: /************ Variance of one-step probabilities  ******************/
 3651: void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax, char strstart[])
 3652: {
 3653:   int i, j=0,  i1, k1, l1, t, tj;
 3654:   int k2, l2, j1,  z1;
 3655:   int k=0,l, cptcode;
 3656:   int first=1, first1, first2;
 3657:   double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
 3658:   double **dnewm,**doldm;
 3659:   double *xp;
 3660:   double *gp, *gm;
 3661:   double **gradg, **trgradg;
 3662:   double **mu;
 3663:   double age,agelim, cov[NCOVMAX+1];
 3664:   double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
 3665:   int theta;
 3666:   char fileresprob[FILENAMELENGTH];
 3667:   char fileresprobcov[FILENAMELENGTH];
 3668:   char fileresprobcor[FILENAMELENGTH];
 3669:   double ***varpij;
 3670: 
 3671:   strcpy(fileresprob,"prob"); 
 3672:   strcat(fileresprob,fileres);
 3673:   if((ficresprob=fopen(fileresprob,"w"))==NULL) {
 3674:     printf("Problem with resultfile: %s\n", fileresprob);
 3675:     fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
 3676:   }
 3677:   strcpy(fileresprobcov,"probcov"); 
 3678:   strcat(fileresprobcov,fileres);
 3679:   if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
 3680:     printf("Problem with resultfile: %s\n", fileresprobcov);
 3681:     fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
 3682:   }
 3683:   strcpy(fileresprobcor,"probcor"); 
 3684:   strcat(fileresprobcor,fileres);
 3685:   if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
 3686:     printf("Problem with resultfile: %s\n", fileresprobcor);
 3687:     fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
 3688:   }
 3689:   printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
 3690:   fprintf(ficlog,"Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
 3691:   printf("Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
 3692:   fprintf(ficlog,"Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
 3693:   printf("and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
 3694:   fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
 3695:   pstamp(ficresprob);
 3696:   fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
 3697:   fprintf(ficresprob,"# Age");
 3698:   pstamp(ficresprobcov);
 3699:   fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
 3700:   fprintf(ficresprobcov,"# Age");
 3701:   pstamp(ficresprobcor);
 3702:   fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
 3703:   fprintf(ficresprobcor,"# Age");
 3704: 
 3705: 
 3706:   for(i=1; i<=nlstate;i++)
 3707:     for(j=1; j<=(nlstate+ndeath);j++){
 3708:       fprintf(ficresprob," p%1d-%1d (SE)",i,j);
 3709:       fprintf(ficresprobcov," p%1d-%1d ",i,j);
 3710:       fprintf(ficresprobcor," p%1d-%1d ",i,j);
 3711:     }  
 3712:  /* fprintf(ficresprob,"\n");
 3713:   fprintf(ficresprobcov,"\n");
 3714:   fprintf(ficresprobcor,"\n");
 3715:  */
 3716:   xp=vector(1,npar);
 3717:   dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
 3718:   doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
 3719:   mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
 3720:   varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
 3721:   first=1;
 3722:   fprintf(ficgp,"\n# Routine varprob");
 3723:   fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
 3724:   fprintf(fichtm,"\n");
 3725: 
 3726:   fprintf(fichtm,"\n<li><h4> <a href=\"%s\">Matrix of variance-covariance of pairs of step probabilities (drawings)</a></h4></li>\n",optionfilehtmcov);
 3727:   fprintf(fichtmcov,"\n<h4>Matrix of variance-covariance of pairs of step probabilities</h4>\n\
 3728:   file %s<br>\n",optionfilehtmcov);
 3729:   fprintf(fichtmcov,"\nEllipsoids of confidence centered on point (p<inf>ij</inf>, p<inf>kl</inf>) are estimated\
 3730: and drawn. It helps understanding how is the covariance between two incidences.\
 3731:  They are expressed in year<sup>-1</sup> in order to be less dependent of stepm.<br>\n");
 3732:   fprintf(fichtmcov,"\n<br> Contour plot corresponding to x'cov<sup>-1</sup>x = 4 (where x is the column vector (pij,pkl)) are drawn. \
 3733: It can be understood this way: if pij and pkl where uncorrelated the (2x2) matrix of covariance \
 3734: would have been (1/(var pij), 0 , 0, 1/(var pkl)), and the confidence interval would be 2 \
 3735: standard deviations wide on each axis. <br>\
 3736:  Now, if both incidences are correlated (usual case) we diagonalised the inverse of the covariance matrix\
 3737:  and made the appropriate rotation to look at the uncorrelated principal directions.<br>\
 3738: To be simple, these graphs help to understand the significativity of each parameter in relation to a second other one.<br> \n");
 3739: 
 3740:   cov[1]=1;
 3741:   /* tj=cptcoveff; */
 3742:   tj = (int) pow(2,cptcoveff);
 3743:   if (cptcovn<1) {tj=1;ncodemax[1]=1;}
 3744:   j1=0;
 3745:   for(j1=1; j1<=tj;j1++){
 3746:     /*for(i1=1; i1<=ncodemax[t];i1++){ */
 3747:     /*j1++;*/
 3748:       if  (cptcovn>0) {
 3749: 	fprintf(ficresprob, "\n#********** Variable "); 
 3750: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 3751: 	fprintf(ficresprob, "**********\n#\n");
 3752: 	fprintf(ficresprobcov, "\n#********** Variable "); 
 3753: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 3754: 	fprintf(ficresprobcov, "**********\n#\n");
 3755: 	
 3756: 	fprintf(ficgp, "\n#********** Variable "); 
 3757: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 3758: 	fprintf(ficgp, "**********\n#\n");
 3759: 	
 3760: 	
 3761: 	fprintf(fichtmcov, "\n<hr  size=\"2\" color=\"#EC5E5E\">********** Variable "); 
 3762: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 3763: 	fprintf(fichtmcov, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
 3764: 	
 3765: 	fprintf(ficresprobcor, "\n#********** Variable ");    
 3766: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 3767: 	fprintf(ficresprobcor, "**********\n#");    
 3768:       }
 3769:       
 3770:       gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
 3771:       trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
 3772:       gp=vector(1,(nlstate)*(nlstate+ndeath));
 3773:       gm=vector(1,(nlstate)*(nlstate+ndeath));
 3774:       for (age=bage; age<=fage; age ++){ 
 3775: 	cov[2]=age;
 3776: 	for (k=1; k<=cptcovn;k++) {
 3777: 	  cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];/* j1 1 2 3 4
 3778: 							 * 1  1 1 1 1
 3779: 							 * 2  2 1 1 1
 3780: 							 * 3  1 2 1 1
 3781: 							 */
 3782: 	  /* nbcode[1][1]=0 nbcode[1][2]=1;*/
 3783: 	}
 3784: 	for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
 3785: 	for (k=1; k<=cptcovprod;k++)
 3786: 	  cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
 3787: 	
 3788:     
 3789: 	for(theta=1; theta <=npar; theta++){
 3790: 	  for(i=1; i<=npar; i++)
 3791: 	    xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
 3792: 	  
 3793: 	  pmij(pmmij,cov,ncovmodel,xp,nlstate);
 3794: 	  
 3795: 	  k=0;
 3796: 	  for(i=1; i<= (nlstate); i++){
 3797: 	    for(j=1; j<=(nlstate+ndeath);j++){
 3798: 	      k=k+1;
 3799: 	      gp[k]=pmmij[i][j];
 3800: 	    }
 3801: 	  }
 3802: 	  
 3803: 	  for(i=1; i<=npar; i++)
 3804: 	    xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
 3805:     
 3806: 	  pmij(pmmij,cov,ncovmodel,xp,nlstate);
 3807: 	  k=0;
 3808: 	  for(i=1; i<=(nlstate); i++){
 3809: 	    for(j=1; j<=(nlstate+ndeath);j++){
 3810: 	      k=k+1;
 3811: 	      gm[k]=pmmij[i][j];
 3812: 	    }
 3813: 	  }
 3814:      
 3815: 	  for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
 3816: 	    gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
 3817: 	}
 3818: 
 3819: 	for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
 3820: 	  for(theta=1; theta <=npar; theta++)
 3821: 	    trgradg[j][theta]=gradg[theta][j];
 3822: 	
 3823: 	matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
 3824: 	matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
 3825: 
 3826: 	pmij(pmmij,cov,ncovmodel,x,nlstate);
 3827: 	
 3828: 	k=0;
 3829: 	for(i=1; i<=(nlstate); i++){
 3830: 	  for(j=1; j<=(nlstate+ndeath);j++){
 3831: 	    k=k+1;
 3832: 	    mu[k][(int) age]=pmmij[i][j];
 3833: 	  }
 3834: 	}
 3835:      	for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
 3836: 	  for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
 3837: 	    varpij[i][j][(int)age] = doldm[i][j];
 3838: 
 3839: 	/*printf("\n%d ",(int)age);
 3840: 	  for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
 3841: 	  printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
 3842: 	  fprintf(ficlog,"%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
 3843: 	  }*/
 3844: 
 3845: 	fprintf(ficresprob,"\n%d ",(int)age);
 3846: 	fprintf(ficresprobcov,"\n%d ",(int)age);
 3847: 	fprintf(ficresprobcor,"\n%d ",(int)age);
 3848: 
 3849: 	for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
 3850: 	  fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
 3851: 	for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
 3852: 	  fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
 3853: 	  fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
 3854: 	}
 3855: 	i=0;
 3856: 	for (k=1; k<=(nlstate);k++){
 3857:  	  for (l=1; l<=(nlstate+ndeath);l++){ 
 3858:  	    i++;
 3859: 	    fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l);
 3860: 	    fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l);
 3861: 	    for (j=1; j<=i;j++){
 3862: 	      /* printf(" k=%d l=%d i=%d j=%d\n",k,l,i,j);fflush(stdout); */
 3863: 	      fprintf(ficresprobcov," %11.3e",varpij[i][j][(int)age]);
 3864: 	      fprintf(ficresprobcor," %11.3e",varpij[i][j][(int) age]/sqrt(varpij[i][i][(int) age])/sqrt(varpij[j][j][(int)age]));
 3865: 	    }
 3866: 	  }
 3867: 	}/* end of loop for state */
 3868:       } /* end of loop for age */
 3869:       free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
 3870:       free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
 3871:       free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
 3872:       free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
 3873:       
 3874:       /* Confidence intervalle of pij  */
 3875:       /*
 3876: 	fprintf(ficgp,"\nunset parametric;unset label");
 3877: 	fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
 3878: 	fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
 3879: 	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);
 3880: 	fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
 3881: 	fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
 3882: 	fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
 3883:       */
 3884: 
 3885:       /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
 3886:       first1=1;first2=2;
 3887:       for (k2=1; k2<=(nlstate);k2++){
 3888: 	for (l2=1; l2<=(nlstate+ndeath);l2++){ 
 3889: 	  if(l2==k2) continue;
 3890: 	  j=(k2-1)*(nlstate+ndeath)+l2;
 3891: 	  for (k1=1; k1<=(nlstate);k1++){
 3892: 	    for (l1=1; l1<=(nlstate+ndeath);l1++){ 
 3893: 	      if(l1==k1) continue;
 3894: 	      i=(k1-1)*(nlstate+ndeath)+l1;
 3895: 	      if(i<=j) continue;
 3896: 	      for (age=bage; age<=fage; age ++){ 
 3897: 		if ((int)age %5==0){
 3898: 		  v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
 3899: 		  v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
 3900: 		  cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
 3901: 		  mu1=mu[i][(int) age]/stepm*YEARM ;
 3902: 		  mu2=mu[j][(int) age]/stepm*YEARM;
 3903: 		  c12=cv12/sqrt(v1*v2);
 3904: 		  /* Computing eigen value of matrix of covariance */
 3905: 		  lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
 3906: 		  lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
 3907: 		  if ((lc2 <0) || (lc1 <0) ){
 3908: 		    if(first2==1){
 3909: 		      first1=0;
 3910: 		    printf("Strange: j1=%d One eigen value of 2x2 matrix of covariance is negative, lc1=%11.3e, lc2=%11.3e, v1=%11.3e, v2=%11.3e, cv12=%11.3e.\n It means that the matrix was not well estimated (varpij), for i=%2d, j=%2d, age=%4d .\n See files %s and %s. Probably WRONG RESULTS. See log file for details...\n", j1, lc1, lc2, v1, v2, cv12, i, j, (int)age,fileresprobcov, fileresprobcor);
 3911: 		    }
 3912: 		    fprintf(ficlog,"Strange: j1=%d One eigen value of 2x2 matrix of covariance is negative, lc1=%11.3e, lc2=%11.3e, v1=%11.3e, v2=%11.3e, cv12=%11.3e.\n It means that the matrix was not well estimated (varpij), for i=%2d, j=%2d, age=%4d .\n See files %s and %s. Probably WRONG RESULTS.\n", j1, lc1, lc2, v1, v2, cv12, i, j, (int)age,fileresprobcov, fileresprobcor);fflush(ficlog);
 3913: 		    /* lc1=fabs(lc1); */ /* If we want to have them positive */
 3914: 		    /* lc2=fabs(lc2); */
 3915: 		  }
 3916: 
 3917: 		  /* Eigen vectors */
 3918: 		  v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
 3919: 		  /*v21=sqrt(1.-v11*v11); *//* error */
 3920: 		  v21=(lc1-v1)/cv12*v11;
 3921: 		  v12=-v21;
 3922: 		  v22=v11;
 3923: 		  tnalp=v21/v11;
 3924: 		  if(first1==1){
 3925: 		    first1=0;
 3926: 		    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);
 3927: 		  }
 3928: 		  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);
 3929: 		  /*printf(fignu*/
 3930: 		  /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
 3931: 		  /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
 3932: 		  if(first==1){
 3933: 		    first=0;
 3934:  		    fprintf(ficgp,"\nset parametric;unset label");
 3935: 		    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);
 3936: 		    fprintf(ficgp,"\nset ter png small size 320, 240");
 3937: 		    fprintf(fichtmcov,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup>\
 3938:  :<a href=\"%s%d%1d%1d-%1d%1d.png\">\
 3939: %s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,\
 3940: 			    subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2,\
 3941: 			    subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
 3942: 		    fprintf(fichtmcov,"\n<br><img src=\"%s%d%1d%1d-%1d%1d.png\"> ",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
 3943: 		    fprintf(fichtmcov,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
 3944: 		    fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\"",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
 3945: 		    fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
 3946: 		    fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
 3947: 		    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",\
 3948: 			    mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
 3949: 			    mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
 3950: 		  }else{
 3951: 		    first=0;
 3952: 		    fprintf(fichtmcov," %d (%.3f),",(int) age, c12);
 3953: 		    fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
 3954: 		    fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
 3955: 		    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",\
 3956: 			    mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
 3957: 			    mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
 3958: 		  }/* if first */
 3959: 		} /* age mod 5 */
 3960: 	      } /* end loop age */
 3961: 	      fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\";replot;",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
 3962: 	      first=1;
 3963: 	    } /*l12 */
 3964: 	  } /* k12 */
 3965: 	} /*l1 */
 3966:       }/* k1 */
 3967:       /* } /* loop covariates */
 3968:   }
 3969:   free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
 3970:   free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
 3971:   free_matrix(doldm,1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
 3972:   free_matrix(dnewm,1,(nlstate)*(nlstate+ndeath),1,npar);
 3973:   free_vector(xp,1,npar);
 3974:   fclose(ficresprob);
 3975:   fclose(ficresprobcov);
 3976:   fclose(ficresprobcor);
 3977:   fflush(ficgp);
 3978:   fflush(fichtmcov);
 3979: }
 3980: 
 3981: 
 3982: /******************* Printing html file ***********/
 3983: void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
 3984: 		  int lastpass, int stepm, int weightopt, char model[],\
 3985: 		  int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
 3986: 		  int popforecast, int estepm ,\
 3987: 		  double jprev1, double mprev1,double anprev1, \
 3988: 		  double jprev2, double mprev2,double anprev2){
 3989:   int jj1, k1, i1, cpt;
 3990: 
 3991:    fprintf(fichtm,"<ul><li><a href='#firstorder'>Result files (first order: no variance)</a>\n \
 3992:    <li><a href='#secondorder'>Result files (second order (variance)</a>\n \
 3993: </ul>");
 3994:    fprintf(fichtm,"<ul><li><h4><a name='firstorder'>Result files (first order: no variance)</a></h4>\n \
 3995:  - Observed prevalence in each state (during the period defined between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf): <a href=\"%s\">%s</a> <br>\n ",
 3996: 	   jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,subdirf2(fileres,"p"),subdirf2(fileres,"p"));
 3997:    fprintf(fichtm,"\
 3998:  - Estimated transition probabilities over %d (stepm) months: <a href=\"%s\">%s</a><br>\n ",
 3999: 	   stepm,subdirf2(fileres,"pij"),subdirf2(fileres,"pij"));
 4000:    fprintf(fichtm,"\
 4001:  - Period (stable) prevalence in each health state: <a href=\"%s\">%s</a> <br>\n",
 4002: 	   subdirf2(fileres,"pl"),subdirf2(fileres,"pl"));
 4003:    fprintf(fichtm,"\
 4004:  - (a) Life expectancies by health status at initial age, ei. (b) health expectancies by health status at initial age, eij . If one or more covariates are included, specific tables for each value of the covariate are output in sequences within the same file (estepm=%2d months): \
 4005:    <a href=\"%s\">%s</a> <br>\n",
 4006: 	   estepm,subdirf2(fileres,"e"),subdirf2(fileres,"e"));
 4007:    fprintf(fichtm,"\
 4008:  - Population projections by age and states: \
 4009:    <a href=\"%s\">%s</a> <br>\n</li>", subdirf2(fileres,"f"),subdirf2(fileres,"f"));
 4010: 
 4011: fprintf(fichtm," \n<ul><li><b>Graphs</b></li><p>");
 4012: 
 4013:  m=pow(2,cptcoveff);
 4014:  if (cptcovn < 1) {m=1;ncodemax[1]=1;}
 4015: 
 4016:  jj1=0;
 4017:  for(k1=1; k1<=m;k1++){
 4018:    for(i1=1; i1<=ncodemax[k1];i1++){
 4019:      jj1++;
 4020:      if (cptcovn > 0) {
 4021:        fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
 4022:        for (cpt=1; cpt<=cptcoveff;cpt++) 
 4023: 	 fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
 4024:        fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
 4025:      }
 4026:      /* Pij */
 4027:      fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i, %d (stepm) months before: <a href=\"%s%d_1.png\">%s%d_1.png</a><br> \
 4028: <img src=\"%s%d_1.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1);     
 4029:      /* Quasi-incidences */
 4030:      fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i %d (stepm) months\
 4031:  before but expressed in per year i.e. quasi incidences if stepm is small and probabilities too: <a href=\"%s%d_2.png\">%s%d_2.png</a><br> \
 4032: <img src=\"%s%d_2.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1); 
 4033:        /* Period (stable) prevalence in each health state */
 4034:        for(cpt=1; cpt<=nlstate;cpt++){
 4035: 	 fprintf(fichtm,"<br>- Convergence from each state (1 to %d) to period (stable) prevalence in state %d <a href=\"%s%d_%d.png\">%s%d_%d.png</a><br> \
 4036: <img src=\"%s%d_%d.png\">",nlstate, cpt, subdirf2(optionfilefiname,"p"),cpt,jj1,subdirf2(optionfilefiname,"p"),cpt,jj1,subdirf2(optionfilefiname,"p"),cpt,jj1);
 4037:        }
 4038:      for(cpt=1; cpt<=nlstate;cpt++) {
 4039:         fprintf(fichtm,"\n<br>- Life expectancy by health state (%d) at initial age and its decomposition into health expectancies in each alive state (1 to %d) : <a href=\"%s%d%d.png\">%s%d%d.png</a> <br> \
 4040: <img src=\"%s%d%d.png\">",cpt,nlstate,subdirf2(optionfilefiname,"exp"),cpt,jj1,subdirf2(optionfilefiname,"exp"),cpt,jj1,subdirf2(optionfilefiname,"exp"),cpt,jj1);
 4041:      }
 4042:    } /* end i1 */
 4043:  }/* End k1 */
 4044:  fprintf(fichtm,"</ul>");
 4045: 
 4046: 
 4047:  fprintf(fichtm,"\
 4048: \n<br><li><h4> <a name='secondorder'>Result files (second order: variances)</a></h4>\n\
 4049:  - Parameter file with estimated parameters and covariance matrix: <a href=\"%s\">%s</a> <br>\n", rfileres,rfileres);
 4050: 
 4051:  fprintf(fichtm," - Variance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
 4052: 	 subdirf2(fileres,"prob"),subdirf2(fileres,"prob"));
 4053:  fprintf(fichtm,"\
 4054:  - Variance-covariance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
 4055: 	 subdirf2(fileres,"probcov"),subdirf2(fileres,"probcov"));
 4056: 
 4057:  fprintf(fichtm,"\
 4058:  - Correlation matrix of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
 4059: 	 subdirf2(fileres,"probcor"),subdirf2(fileres,"probcor"));
 4060:  fprintf(fichtm,"\
 4061:  - Variances and covariances of health expectancies by age and <b>initial health status</b> (cov(e<sup>ij</sup>,e<sup>kl</sup>)(estepm=%2d months): \
 4062:    <a href=\"%s\">%s</a> <br>\n</li>",
 4063: 	   estepm,subdirf2(fileres,"cve"),subdirf2(fileres,"cve"));
 4064:  fprintf(fichtm,"\
 4065:  - (a) Health expectancies by health status at initial age (e<sup>ij</sup>) and standard errors (in parentheses) (b) life expectancies and standard errors (e<sup>i.</sup>=e<sup>i1</sup>+e<sup>i2</sup>+...)(estepm=%2d months): \
 4066:    <a href=\"%s\">%s</a> <br>\n</li>",
 4067: 	   estepm,subdirf2(fileres,"stde"),subdirf2(fileres,"stde"));
 4068:  fprintf(fichtm,"\
 4069:  - Variances and covariances of health expectancies by age. Status (i) based health expectancies (in state j), e<sup>ij</sup> are weighted by the period prevalences in each state i (if popbased=1, an additional computation is done using the cross-sectional prevalences, i.e population based) (estepm=%d months): <a href=\"%s\">%s</a><br>\n",
 4070: 	 estepm, subdirf2(fileres,"v"),subdirf2(fileres,"v"));
 4071:  fprintf(fichtm,"\
 4072:  - Total life expectancy and total health expectancies to be spent in each health state e<sup>.j</sup> with their standard errors (if popbased=1, an additional computation is done using the cross-sectional prevalences, i.e population based) (estepm=%d months): <a href=\"%s\">%s</a> <br>\n",
 4073: 	 estepm, subdirf2(fileres,"t"),subdirf2(fileres,"t"));
 4074:  fprintf(fichtm,"\
 4075:  - Standard deviation of period (stable) prevalences: <a href=\"%s\">%s</a> <br>\n",\
 4076: 	 subdirf2(fileres,"vpl"),subdirf2(fileres,"vpl"));
 4077: 
 4078: /*  if(popforecast==1) fprintf(fichtm,"\n */
 4079: /*  - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>\n */
 4080: /*  - Population forecasting (if popforecast=1): <a href=\"pop%s\">pop%s</a> <br>\n */
 4081: /* 	<br>",fileres,fileres,fileres,fileres); */
 4082: /*  else  */
 4083: /*    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); */
 4084:  fflush(fichtm);
 4085:  fprintf(fichtm," <ul><li><b>Graphs</b></li><p>");
 4086: 
 4087:  m=pow(2,cptcoveff);
 4088:  if (cptcovn < 1) {m=1;ncodemax[1]=1;}
 4089: 
 4090:  jj1=0;
 4091:  for(k1=1; k1<=m;k1++){
 4092:    for(i1=1; i1<=ncodemax[k1];i1++){
 4093:      jj1++;
 4094:      if (cptcovn > 0) {
 4095:        fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
 4096:        for (cpt=1; cpt<=cptcoveff;cpt++) 
 4097: 	 fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
 4098:        fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
 4099:      }
 4100:      for(cpt=1; cpt<=nlstate;cpt++) {
 4101:        fprintf(fichtm,"<br>- Observed (cross-sectional) and period (incidence based) \
 4102: prevalence (with 95%% confidence interval) in state (%d): %s%d_%d.png <br>\
 4103: <img src=\"%s%d_%d.png\">",cpt,subdirf2(optionfilefiname,"v"),cpt,jj1,subdirf2(optionfilefiname,"v"),cpt,jj1);  
 4104:      }
 4105:      fprintf(fichtm,"\n<br>- Total life expectancy by age and \
 4106: health expectancies in states (1) and (2). If popbased=1 the smooth (due to the model) \
 4107: true period expectancies (those weighted with period prevalences are also\
 4108:  drawn in addition to the population based expectancies computed using\
 4109:  observed and cahotic prevalences: %s%d.png<br>\
 4110: <img src=\"%s%d.png\">",subdirf2(optionfilefiname,"e"),jj1,subdirf2(optionfilefiname,"e"),jj1);
 4111:    } /* end i1 */
 4112:  }/* End k1 */
 4113:  fprintf(fichtm,"</ul>");
 4114:  fflush(fichtm);
 4115: }
 4116: 
 4117: /******************* Gnuplot file **************/
 4118: void printinggnuplot(char fileres[], char optionfilefiname[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
 4119: 
 4120:   char dirfileres[132],optfileres[132];
 4121:   int m0,cpt=0,k1=0,i=0,k=0,j=0,jk=0,k2=0,k3=0,ij=0,l=0;
 4122:   int ng=0;
 4123: /*   if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) { */
 4124: /*     printf("Problem with file %s",optionfilegnuplot); */
 4125: /*     fprintf(ficlog,"Problem with file %s",optionfilegnuplot); */
 4126: /*   } */
 4127: 
 4128:   /*#ifdef windows */
 4129:   fprintf(ficgp,"cd \"%s\" \n",pathc);
 4130:     /*#endif */
 4131:   m=pow(2,cptcoveff);
 4132: 
 4133:   strcpy(dirfileres,optionfilefiname);
 4134:   strcpy(optfileres,"vpl");
 4135:  /* 1eme*/
 4136:   fprintf(ficgp,"\n# 1st: Period (stable) prevalence with CI: 'vpl' files\n");
 4137:   for (cpt=1; cpt<= nlstate ; cpt ++) {
 4138:     for (k1=1; k1<= m ; k1 ++) { /* plot [100000000000000000000:-100000000000000000000] "mysbiaspar/vplrmysbiaspar.txt to check */
 4139:      fprintf(ficgp,"\nset out \"%s%d_%d.png\" \n",subdirf2(optionfilefiname,"v"),cpt,k1);
 4140:      fprintf(ficgp,"\n#set out \"v%s%d_%d.png\" \n",optionfilefiname,cpt,k1);
 4141:      fprintf(ficgp,"set xlabel \"Age\" \n\
 4142: set ylabel \"Probability\" \n\
 4143: set ter png small size 320, 240\n\
 4144: plot [%.f:%.f] \"%s\" every :::%d::%d u 1:2 \"\%%lf",ageminpar,fage,subdirf2(fileres,"vpl"),k1-1,k1-1);
 4145: 
 4146:      for (i=1; i<= nlstate ; i ++) {
 4147:        if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
 4148:        else        fprintf(ficgp," \%%*lf (\%%*lf)");
 4149:      }
 4150:      fprintf(ficgp,"\" t\"Period (stable) prevalence\" w l lt 0,\"%s\" every :::%d::%d u 1:($2+1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1);
 4151:      for (i=1; i<= nlstate ; i ++) {
 4152:        if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
 4153:        else fprintf(ficgp," \%%*lf (\%%*lf)");
 4154:      } 
 4155:      fprintf(ficgp,"\" t\"95\%% CI\" w l lt 1,\"%s\" every :::%d::%d u 1:($2-1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1); 
 4156:      for (i=1; i<= nlstate ; i ++) {
 4157:        if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
 4158:        else fprintf(ficgp," \%%*lf (\%%*lf)");
 4159:      }  
 4160:      fprintf(ficgp,"\" t\"\" w l lt 1,\"%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l lt 2",subdirf2(fileres,"p"),k1-1,k1-1,2+4*(cpt-1));
 4161:    }
 4162:   }
 4163:   /*2 eme*/
 4164:   fprintf(ficgp,"\n# 2nd: Total life expectancy with CI: 't' files\n");
 4165:   for (k1=1; k1<= m ; k1 ++) { 
 4166:     fprintf(ficgp,"\nset out \"%s%d.png\" \n",subdirf2(optionfilefiname,"e"),k1);
 4167:     fprintf(ficgp,"set ylabel \"Years\" \nset ter png small size 320, 240\nplot [%.f:%.f] ",ageminpar,fage);
 4168:     
 4169:     for (i=1; i<= nlstate+1 ; i ++) {
 4170:       k=2*i;
 4171:       fprintf(ficgp,"\"%s\" every :::%d::%d u 1:2 \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
 4172:       for (j=1; j<= nlstate+1 ; j ++) {
 4173: 	if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
 4174: 	else fprintf(ficgp," \%%*lf (\%%*lf)");
 4175:       }   
 4176:       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
 4177:       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);
 4178:       fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
 4179:       for (j=1; j<= nlstate+1 ; j ++) {
 4180: 	if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
 4181: 	else fprintf(ficgp," \%%*lf (\%%*lf)");
 4182:       }   
 4183:       fprintf(ficgp,"\" t\"\" w l lt 0,");
 4184:       fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
 4185:       for (j=1; j<= nlstate+1 ; j ++) {
 4186: 	if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
 4187: 	else fprintf(ficgp," \%%*lf (\%%*lf)");
 4188:       }   
 4189:       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l lt 0");
 4190:       else fprintf(ficgp,"\" t\"\" w l lt 0,");
 4191:     }
 4192:   }
 4193:   
 4194:   /*3eme*/
 4195:   
 4196:   for (k1=1; k1<= m ; k1 ++) { 
 4197:     for (cpt=1; cpt<= nlstate ; cpt ++) {
 4198:       /*       k=2+nlstate*(2*cpt-2); */
 4199:       k=2+(nlstate+1)*(cpt-1);
 4200:       fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"exp"),cpt,k1);
 4201:       fprintf(ficgp,"set ter png small size 320, 240\n\
 4202: plot [%.f:%.f] \"%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",ageminpar,fage,subdirf2(fileres,"e"),k1-1,k1-1,k,cpt);
 4203:       /*fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d-2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
 4204: 	for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
 4205: 	fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
 4206: 	fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d+2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
 4207: 	for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
 4208: 	fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
 4209: 	
 4210:       */
 4211:       for (i=1; i< nlstate ; i ++) {
 4212: 	fprintf(ficgp," ,\"%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",subdirf2(fileres,"e"),k1-1,k1-1,k+i,cpt,i+1);
 4213: 	/*	fprintf(ficgp," ,\"%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",subdirf2(fileres,"e"),k1-1,k1-1,k+2*i,cpt,i+1);*/
 4214: 	
 4215:       } 
 4216:       fprintf(ficgp," ,\"%s\" every :::%d::%d u 1:%d t \"e%d.\" w l",subdirf2(fileres,"e"),k1-1,k1-1,k+nlstate,cpt);
 4217:     }
 4218:   }
 4219:   
 4220:   /* CV preval stable (period) */
 4221:   for (k1=1; k1<= m ; k1 ++) { /* For each multivariate if any */
 4222:     for (cpt=1; cpt<=nlstate ; cpt ++) { /* For each life state */
 4223:       k=3;
 4224:       fprintf(ficgp,"\n#\n#\n#CV preval stable (period): 'pij' files, cov=%d state=%d",k1, cpt);
 4225:       fprintf(ficgp,"\nset out \"%s%d_%d.png\" \n",subdirf2(optionfilefiname,"p"),cpt,k1);
 4226:       fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \n\
 4227: set ter png small size 320, 240\n\
 4228: unset log y\n\
 4229: plot [%.f:%.f]  ", ageminpar, agemaxpar);
 4230:       for (i=1; i<= nlstate ; i ++){
 4231: 	if(i==1)
 4232: 	  fprintf(ficgp,"\"%s\"",subdirf2(fileres,"pij"));
 4233: 	else
 4234: 	  fprintf(ficgp,", '' ");
 4235: 	l=(nlstate+ndeath)*(i-1)+1;
 4236: 	fprintf(ficgp," u ($1==%d ? ($3):1/0):($%d/($%d",k1,k+l+(cpt-1),k+l);
 4237: 	for (j=1; j<= (nlstate-1) ; j ++)
 4238: 	  fprintf(ficgp,"+$%d",k+l+j);
 4239: 	fprintf(ficgp,")) t \"prev(%d,%d)\" w l",i,cpt);
 4240:       } /* nlstate */
 4241:       fprintf(ficgp,"\n");
 4242:     } /* end cpt state*/ 
 4243:   } /* end covariate */  
 4244:   
 4245:   /* proba elementaires */
 4246:   for(i=1,jk=1; i <=nlstate; i++){
 4247:     for(k=1; k <=(nlstate+ndeath); k++){
 4248:       if (k != i) {
 4249: 	for(j=1; j <=ncovmodel; j++){
 4250: 	  fprintf(ficgp,"p%d=%f ",jk,p[jk]);
 4251: 	  jk++; 
 4252: 	  fprintf(ficgp,"\n");
 4253: 	}
 4254:       }
 4255:     }
 4256:    }
 4257:   /*goto avoid;*/
 4258:    for(ng=1; ng<=2;ng++){ /* Number of graphics: first is probabilities second is incidence per year*/
 4259:      for(jk=1; jk <=m; jk++) {
 4260:        fprintf(ficgp,"\nset out \"%s%d_%d.png\" \n",subdirf2(optionfilefiname,"pe"),jk,ng); 
 4261:        if (ng==2)
 4262: 	 fprintf(ficgp,"\nset ylabel \"Quasi-incidence per year\"\n");
 4263:        else
 4264: 	 fprintf(ficgp,"\nset title \"Probability\"\n");
 4265:        fprintf(ficgp,"\nset ter png small size 320, 240\nset log y\nplot  [%.f:%.f] ",ageminpar,agemaxpar);
 4266:        i=1;
 4267:        for(k2=1; k2<=nlstate; k2++) {
 4268: 	 k3=i;
 4269: 	 for(k=1; k<=(nlstate+ndeath); k++) {
 4270: 	   if (k != k2){
 4271: 	     if(ng==2)
 4272: 	       fprintf(ficgp," %f*exp(p%d+p%d*x",YEARM/stepm,i,i+1);
 4273: 	     else
 4274: 	       fprintf(ficgp," exp(p%d+p%d*x",i,i+1);
 4275: 	     ij=1;/* To be checked else nbcode[0][0] wrong */
 4276: 	     for(j=3; j <=ncovmodel; j++) {
 4277: 	       /* if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) { /\* Bug valgrind *\/ */
 4278: 	       /* 	 /\*fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);*\/ */
 4279: 	       /* 	 ij++; */
 4280: 	       /* } */
 4281: 	       /* else */
 4282: 		 fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
 4283: 	     }
 4284: 	     fprintf(ficgp,")/(1");
 4285: 	     
 4286: 	     for(k1=1; k1 <=nlstate; k1++){   
 4287: 	       fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);
 4288: 	       ij=1;
 4289: 	       for(j=3; j <=ncovmodel; j++){
 4290: 		 /* if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) { */
 4291: 		 /*   fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]); */
 4292: 		 /*   ij++; */
 4293: 		 /* } */
 4294: 		 /* else */
 4295: 		   fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
 4296: 	       }
 4297: 	       fprintf(ficgp,")");
 4298: 	     }
 4299: 	     fprintf(ficgp,") t \"p%d%d\" ", k2,k);
 4300: 	     if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");
 4301: 	     i=i+ncovmodel;
 4302: 	   }
 4303: 	 } /* end k */
 4304:        } /* end k2 */
 4305:      } /* end jk */
 4306:    } /* end ng */
 4307:  avoid:
 4308:    fflush(ficgp); 
 4309: }  /* end gnuplot */
 4310: 
 4311: 
 4312: /*************** Moving average **************/
 4313: int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav){
 4314: 
 4315:   int i, cpt, cptcod;
 4316:   int modcovmax =1;
 4317:   int mobilavrange, mob;
 4318:   double age;
 4319: 
 4320:   modcovmax=2*cptcoveff;/* Max number of modalities. We suppose 
 4321: 			   a covariate has 2 modalities */
 4322:   if (cptcovn<1) modcovmax=1; /* At least 1 pass */
 4323: 
 4324:   if(mobilav==1||mobilav ==3 ||mobilav==5 ||mobilav== 7){
 4325:     if(mobilav==1) mobilavrange=5; /* default */
 4326:     else mobilavrange=mobilav;
 4327:     for (age=bage; age<=fage; age++)
 4328:       for (i=1; i<=nlstate;i++)
 4329: 	for (cptcod=1;cptcod<=modcovmax;cptcod++)
 4330: 	  mobaverage[(int)age][i][cptcod]=probs[(int)age][i][cptcod];
 4331:     /* We keep the original values on the extreme ages bage, fage and for 
 4332:        fage+1 and bage-1 we use a 3 terms moving average; for fage+2 bage+2
 4333:        we use a 5 terms etc. until the borders are no more concerned. 
 4334:     */ 
 4335:     for (mob=3;mob <=mobilavrange;mob=mob+2){
 4336:       for (age=bage+(mob-1)/2; age<=fage-(mob-1)/2; age++){
 4337: 	for (i=1; i<=nlstate;i++){
 4338: 	  for (cptcod=1;cptcod<=modcovmax;cptcod++){
 4339: 	    mobaverage[(int)age][i][cptcod] =probs[(int)age][i][cptcod];
 4340: 	      for (cpt=1;cpt<=(mob-1)/2;cpt++){
 4341: 		mobaverage[(int)age][i][cptcod] +=probs[(int)age-cpt][i][cptcod];
 4342: 		mobaverage[(int)age][i][cptcod] +=probs[(int)age+cpt][i][cptcod];
 4343: 	      }
 4344: 	    mobaverage[(int)age][i][cptcod]=mobaverage[(int)age][i][cptcod]/mob;
 4345: 	  }
 4346: 	}
 4347:       }/* end age */
 4348:     }/* end mob */
 4349:   }else return -1;
 4350:   return 0;
 4351: }/* End movingaverage */
 4352: 
 4353: 
 4354: /************** Forecasting ******************/
 4355: 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){
 4356:   /* proj1, year, month, day of starting projection 
 4357:      agemin, agemax range of age
 4358:      dateprev1 dateprev2 range of dates during which prevalence is computed
 4359:      anproj2 year of en of projection (same day and month as proj1).
 4360:   */
 4361:   int yearp, stepsize, hstepm, nhstepm, j, k, c, cptcod, i, h, i1;
 4362:   int *popage;
 4363:   double agec; /* generic age */
 4364:   double agelim, ppij, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;
 4365:   double *popeffectif,*popcount;
 4366:   double ***p3mat;
 4367:   double ***mobaverage;
 4368:   char fileresf[FILENAMELENGTH];
 4369: 
 4370:   agelim=AGESUP;
 4371:   prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
 4372:  
 4373:   strcpy(fileresf,"f"); 
 4374:   strcat(fileresf,fileres);
 4375:   if((ficresf=fopen(fileresf,"w"))==NULL) {
 4376:     printf("Problem with forecast resultfile: %s\n", fileresf);
 4377:     fprintf(ficlog,"Problem with forecast resultfile: %s\n", fileresf);
 4378:   }
 4379:   printf("Computing forecasting: result on file '%s' \n", fileresf);
 4380:   fprintf(ficlog,"Computing forecasting: result on file '%s' \n", fileresf);
 4381: 
 4382:   if (cptcoveff==0) ncodemax[cptcoveff]=1;
 4383: 
 4384:   if (mobilav!=0) {
 4385:     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 4386:     if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
 4387:       fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
 4388:       printf(" Error in movingaverage mobilav=%d\n",mobilav);
 4389:     }
 4390:   }
 4391: 
 4392:   stepsize=(int) (stepm+YEARM-1)/YEARM;
 4393:   if (stepm<=12) stepsize=1;
 4394:   if(estepm < stepm){
 4395:     printf ("Problem %d lower than %d\n",estepm, stepm);
 4396:   }
 4397:   else  hstepm=estepm;   
 4398: 
 4399:   hstepm=hstepm/stepm; 
 4400:   yp1=modf(dateintmean,&yp);/* extracts integral of datemean in yp  and
 4401:                                fractional in yp1 */
 4402:   anprojmean=yp;
 4403:   yp2=modf((yp1*12),&yp);
 4404:   mprojmean=yp;
 4405:   yp1=modf((yp2*30.5),&yp);
 4406:   jprojmean=yp;
 4407:   if(jprojmean==0) jprojmean=1;
 4408:   if(mprojmean==0) jprojmean=1;
 4409: 
 4410:   i1=cptcoveff;
 4411:   if (cptcovn < 1){i1=1;}
 4412:   
 4413:   fprintf(ficresf,"# Mean day of interviews %.lf/%.lf/%.lf (%.2f) between %.2f and %.2f \n",jprojmean,mprojmean,anprojmean,dateintmean,dateprev1,dateprev2); 
 4414:   
 4415:   fprintf(ficresf,"#****** Routine prevforecast **\n");
 4416: 
 4417: /* 	      if (h==(int)(YEARM*yearp)){ */
 4418:   for(cptcov=1, k=0;cptcov<=i1;cptcov++){
 4419:     for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
 4420:       k=k+1;
 4421:       fprintf(ficresf,"\n#******");
 4422:       for(j=1;j<=cptcoveff;j++) {
 4423: 	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]]);
 4424:       }
 4425:       fprintf(ficresf,"******\n");
 4426:       fprintf(ficresf,"# Covariate valuofcovar yearproj age");
 4427:       for(j=1; j<=nlstate+ndeath;j++){ 
 4428: 	for(i=1; i<=nlstate;i++) 	      
 4429:           fprintf(ficresf," p%d%d",i,j);
 4430: 	fprintf(ficresf," p.%d",j);
 4431:       }
 4432:       for (yearp=0; yearp<=(anproj2-anproj1);yearp +=stepsize) { 
 4433: 	fprintf(ficresf,"\n");
 4434: 	fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+yearp);   
 4435: 
 4436:      	for (agec=fage; agec>=(ageminpar-1); agec--){ 
 4437: 	  nhstepm=(int) rint((agelim-agec)*YEARM/stepm); 
 4438: 	  nhstepm = nhstepm/hstepm; 
 4439: 	  p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 4440: 	  oldm=oldms;savm=savms;
 4441: 	  hpxij(p3mat,nhstepm,agec,hstepm,p,nlstate,stepm,oldm,savm, k);  
 4442: 	
 4443: 	  for (h=0; h<=nhstepm; h++){
 4444: 	    if (h*hstepm/YEARM*stepm ==yearp) {
 4445:               fprintf(ficresf,"\n");
 4446:               for(j=1;j<=cptcoveff;j++) 
 4447:                 fprintf(ficresf,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 4448: 	      fprintf(ficresf,"%.f %.f ",anproj1+yearp,agec+h*hstepm/YEARM*stepm);
 4449: 	    } 
 4450: 	    for(j=1; j<=nlstate+ndeath;j++) {
 4451: 	      ppij=0.;
 4452: 	      for(i=1; i<=nlstate;i++) {
 4453: 		if (mobilav==1) 
 4454: 		  ppij=ppij+p3mat[i][j][h]*mobaverage[(int)agec][i][cptcod];
 4455: 		else {
 4456: 		  ppij=ppij+p3mat[i][j][h]*probs[(int)(agec)][i][cptcod];
 4457: 		}
 4458: 		if (h*hstepm/YEARM*stepm== yearp) {
 4459: 		  fprintf(ficresf," %.3f", p3mat[i][j][h]);
 4460: 		}
 4461: 	      } /* end i */
 4462: 	      if (h*hstepm/YEARM*stepm==yearp) {
 4463: 		fprintf(ficresf," %.3f", ppij);
 4464: 	      }
 4465: 	    }/* end j */
 4466: 	  } /* end h */
 4467: 	  free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 4468: 	} /* end agec */
 4469:       } /* end yearp */
 4470:     } /* end cptcod */
 4471:   } /* end  cptcov */
 4472:        
 4473:   if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 4474: 
 4475:   fclose(ficresf);
 4476: }
 4477: 
 4478: /************** Forecasting *****not tested NB*************/
 4479: 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){
 4480:   
 4481:   int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;
 4482:   int *popage;
 4483:   double calagedatem, agelim, kk1, kk2;
 4484:   double *popeffectif,*popcount;
 4485:   double ***p3mat,***tabpop,***tabpopprev;
 4486:   double ***mobaverage;
 4487:   char filerespop[FILENAMELENGTH];
 4488: 
 4489:   tabpop= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 4490:   tabpopprev= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 4491:   agelim=AGESUP;
 4492:   calagedatem=(anpyram+mpyram/12.+jpyram/365.-dateintmean)*YEARM;
 4493:   
 4494:   prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
 4495:   
 4496:   
 4497:   strcpy(filerespop,"pop"); 
 4498:   strcat(filerespop,fileres);
 4499:   if((ficrespop=fopen(filerespop,"w"))==NULL) {
 4500:     printf("Problem with forecast resultfile: %s\n", filerespop);
 4501:     fprintf(ficlog,"Problem with forecast resultfile: %s\n", filerespop);
 4502:   }
 4503:   printf("Computing forecasting: result on file '%s' \n", filerespop);
 4504:   fprintf(ficlog,"Computing forecasting: result on file '%s' \n", filerespop);
 4505: 
 4506:   if (cptcoveff==0) ncodemax[cptcoveff]=1;
 4507: 
 4508:   if (mobilav!=0) {
 4509:     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 4510:     if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
 4511:       fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
 4512:       printf(" Error in movingaverage mobilav=%d\n",mobilav);
 4513:     }
 4514:   }
 4515: 
 4516:   stepsize=(int) (stepm+YEARM-1)/YEARM;
 4517:   if (stepm<=12) stepsize=1;
 4518:   
 4519:   agelim=AGESUP;
 4520:   
 4521:   hstepm=1;
 4522:   hstepm=hstepm/stepm; 
 4523:   
 4524:   if (popforecast==1) {
 4525:     if((ficpop=fopen(popfile,"r"))==NULL) {
 4526:       printf("Problem with population file : %s\n",popfile);exit(0);
 4527:       fprintf(ficlog,"Problem with population file : %s\n",popfile);exit(0);
 4528:     } 
 4529:     popage=ivector(0,AGESUP);
 4530:     popeffectif=vector(0,AGESUP);
 4531:     popcount=vector(0,AGESUP);
 4532:     
 4533:     i=1;   
 4534:     while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF) i=i+1;
 4535:    
 4536:     imx=i;
 4537:     for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];
 4538:   }
 4539: 
 4540:   for(cptcov=1,k=0;cptcov<=i2;cptcov++){
 4541:    for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
 4542:       k=k+1;
 4543:       fprintf(ficrespop,"\n#******");
 4544:       for(j=1;j<=cptcoveff;j++) {
 4545: 	fprintf(ficrespop," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 4546:       }
 4547:       fprintf(ficrespop,"******\n");
 4548:       fprintf(ficrespop,"# Age");
 4549:       for(j=1; j<=nlstate+ndeath;j++) fprintf(ficrespop," P.%d",j);
 4550:       if (popforecast==1)  fprintf(ficrespop," [Population]");
 4551:       
 4552:       for (cpt=0; cpt<=0;cpt++) { 
 4553: 	fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
 4554: 	
 4555:      	for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
 4556: 	  nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
 4557: 	  nhstepm = nhstepm/hstepm; 
 4558: 	  
 4559: 	  p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 4560: 	  oldm=oldms;savm=savms;
 4561: 	  hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
 4562: 	
 4563: 	  for (h=0; h<=nhstepm; h++){
 4564: 	    if (h==(int) (calagedatem+YEARM*cpt)) {
 4565: 	      fprintf(ficrespop,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
 4566: 	    } 
 4567: 	    for(j=1; j<=nlstate+ndeath;j++) {
 4568: 	      kk1=0.;kk2=0;
 4569: 	      for(i=1; i<=nlstate;i++) {	      
 4570: 		if (mobilav==1) 
 4571: 		  kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];
 4572: 		else {
 4573: 		  kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];
 4574: 		}
 4575: 	      }
 4576: 	      if (h==(int)(calagedatem+12*cpt)){
 4577: 		tabpop[(int)(agedeb)][j][cptcod]=kk1;
 4578: 		  /*fprintf(ficrespop," %.3f", kk1);
 4579: 		    if (popforecast==1) fprintf(ficrespop," [%.f]", kk1*popeffectif[(int)agedeb+1]);*/
 4580: 	      }
 4581: 	    }
 4582: 	    for(i=1; i<=nlstate;i++){
 4583: 	      kk1=0.;
 4584: 		for(j=1; j<=nlstate;j++){
 4585: 		  kk1= kk1+tabpop[(int)(agedeb)][j][cptcod]; 
 4586: 		}
 4587: 		  tabpopprev[(int)(agedeb)][i][cptcod]=tabpop[(int)(agedeb)][i][cptcod]/kk1*popeffectif[(int)(agedeb+(calagedatem+12*cpt)*hstepm/YEARM*stepm-1)];
 4588: 	    }
 4589: 
 4590: 	    if (h==(int)(calagedatem+12*cpt)) for(j=1; j<=nlstate;j++) 
 4591: 	      fprintf(ficrespop," %15.2f",tabpopprev[(int)(agedeb+1)][j][cptcod]);
 4592: 	  }
 4593: 	  free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 4594: 	}
 4595:       }
 4596:  
 4597:   /******/
 4598: 
 4599:       for (cpt=1; cpt<=(anpyram1-anpyram);cpt++) { 
 4600: 	fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
 4601: 	for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
 4602: 	  nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
 4603: 	  nhstepm = nhstepm/hstepm; 
 4604: 	  
 4605: 	  p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 4606: 	  oldm=oldms;savm=savms;
 4607: 	  hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
 4608: 	  for (h=0; h<=nhstepm; h++){
 4609: 	    if (h==(int) (calagedatem+YEARM*cpt)) {
 4610: 	      fprintf(ficresf,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
 4611: 	    } 
 4612: 	    for(j=1; j<=nlstate+ndeath;j++) {
 4613: 	      kk1=0.;kk2=0;
 4614: 	      for(i=1; i<=nlstate;i++) {	      
 4615: 		kk1=kk1+p3mat[i][j][h]*tabpopprev[(int)agedeb+1][i][cptcod];	
 4616: 	      }
 4617: 	      if (h==(int)(calagedatem+12*cpt)) fprintf(ficresf," %15.2f", kk1);	
 4618: 	    }
 4619: 	  }
 4620: 	  free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 4621: 	}
 4622:       }
 4623:    } 
 4624:   }
 4625:  
 4626:   if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 4627: 
 4628:   if (popforecast==1) {
 4629:     free_ivector(popage,0,AGESUP);
 4630:     free_vector(popeffectif,0,AGESUP);
 4631:     free_vector(popcount,0,AGESUP);
 4632:   }
 4633:   free_ma3x(tabpop,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 4634:   free_ma3x(tabpopprev,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 4635:   fclose(ficrespop);
 4636: } /* End of popforecast */
 4637: 
 4638: int fileappend(FILE *fichier, char *optionfich)
 4639: {
 4640:   if((fichier=fopen(optionfich,"a"))==NULL) {
 4641:     printf("Problem with file: %s\n", optionfich);
 4642:     fprintf(ficlog,"Problem with file: %s\n", optionfich);
 4643:     return (0);
 4644:   }
 4645:   fflush(fichier);
 4646:   return (1);
 4647: }
 4648: 
 4649: 
 4650: /**************** function prwizard **********************/
 4651: void prwizard(int ncovmodel, int nlstate, int ndeath,  char model[], FILE *ficparo)
 4652: {
 4653: 
 4654:   /* Wizard to print covariance matrix template */
 4655: 
 4656:   char ca[32], cb[32], cc[32];
 4657:   int i,j, k, l, li, lj, lk, ll, jj, npar, itimes;
 4658:   int numlinepar;
 4659: 
 4660:   printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
 4661:   fprintf(ficparo,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
 4662:   for(i=1; i <=nlstate; i++){
 4663:     jj=0;
 4664:     for(j=1; j <=nlstate+ndeath; j++){
 4665:       if(j==i) continue;
 4666:       jj++;
 4667:       /*ca[0]= k+'a'-1;ca[1]='\0';*/
 4668:       printf("%1d%1d",i,j);
 4669:       fprintf(ficparo,"%1d%1d",i,j);
 4670:       for(k=1; k<=ncovmodel;k++){
 4671: 	/* 	  printf(" %lf",param[i][j][k]); */
 4672: 	/* 	  fprintf(ficparo," %lf",param[i][j][k]); */
 4673: 	printf(" 0.");
 4674: 	fprintf(ficparo," 0.");
 4675:       }
 4676:       printf("\n");
 4677:       fprintf(ficparo,"\n");
 4678:     }
 4679:   }
 4680:   printf("# Scales (for hessian or gradient estimation)\n");
 4681:   fprintf(ficparo,"# Scales (for hessian or gradient estimation)\n");
 4682:   npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/ 
 4683:   for(i=1; i <=nlstate; i++){
 4684:     jj=0;
 4685:     for(j=1; j <=nlstate+ndeath; j++){
 4686:       if(j==i) continue;
 4687:       jj++;
 4688:       fprintf(ficparo,"%1d%1d",i,j);
 4689:       printf("%1d%1d",i,j);
 4690:       fflush(stdout);
 4691:       for(k=1; k<=ncovmodel;k++){
 4692: 	/* 	printf(" %le",delti3[i][j][k]); */
 4693: 	/* 	fprintf(ficparo," %le",delti3[i][j][k]); */
 4694: 	printf(" 0.");
 4695: 	fprintf(ficparo," 0.");
 4696:       }
 4697:       numlinepar++;
 4698:       printf("\n");
 4699:       fprintf(ficparo,"\n");
 4700:     }
 4701:   }
 4702:   printf("# Covariance matrix\n");
 4703: /* # 121 Var(a12)\n\ */
 4704: /* # 122 Cov(b12,a12) Var(b12)\n\ */
 4705: /* # 131 Cov(a13,a12) Cov(a13,b12, Var(a13)\n\ */
 4706: /* # 132 Cov(b13,a12) Cov(b13,b12, Cov(b13,a13) Var(b13)\n\ */
 4707: /* # 212 Cov(a21,a12) Cov(a21,b12, Cov(a21,a13) Cov(a21,b13) Var(a21)\n\ */
 4708: /* # 212 Cov(b21,a12) Cov(b21,b12, Cov(b21,a13) Cov(b21,b13) Cov(b21,a21) Var(b21)\n\ */
 4709: /* # 232 Cov(a23,a12) Cov(a23,b12, Cov(a23,a13) Cov(a23,b13) Cov(a23,a21) Cov(a23,b21) Var(a23)\n\ */
 4710: /* # 232 Cov(b23,a12) Cov(b23,b12) ... Var (b23)\n" */
 4711:   fflush(stdout);
 4712:   fprintf(ficparo,"# Covariance matrix\n");
 4713:   /* # 121 Var(a12)\n\ */
 4714:   /* # 122 Cov(b12,a12) Var(b12)\n\ */
 4715:   /* #   ...\n\ */
 4716:   /* # 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n" */
 4717:   
 4718:   for(itimes=1;itimes<=2;itimes++){
 4719:     jj=0;
 4720:     for(i=1; i <=nlstate; i++){
 4721:       for(j=1; j <=nlstate+ndeath; j++){
 4722: 	if(j==i) continue;
 4723: 	for(k=1; k<=ncovmodel;k++){
 4724: 	  jj++;
 4725: 	  ca[0]= k+'a'-1;ca[1]='\0';
 4726: 	  if(itimes==1){
 4727: 	    printf("#%1d%1d%d",i,j,k);
 4728: 	    fprintf(ficparo,"#%1d%1d%d",i,j,k);
 4729: 	  }else{
 4730: 	    printf("%1d%1d%d",i,j,k);
 4731: 	    fprintf(ficparo,"%1d%1d%d",i,j,k);
 4732: 	    /* 	printf(" %.5le",matcov[i][j]); */
 4733: 	  }
 4734: 	  ll=0;
 4735: 	  for(li=1;li <=nlstate; li++){
 4736: 	    for(lj=1;lj <=nlstate+ndeath; lj++){
 4737: 	      if(lj==li) continue;
 4738: 	      for(lk=1;lk<=ncovmodel;lk++){
 4739: 		ll++;
 4740: 		if(ll<=jj){
 4741: 		  cb[0]= lk +'a'-1;cb[1]='\0';
 4742: 		  if(ll<jj){
 4743: 		    if(itimes==1){
 4744: 		      printf(" Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
 4745: 		      fprintf(ficparo," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
 4746: 		    }else{
 4747: 		      printf(" 0.");
 4748: 		      fprintf(ficparo," 0.");
 4749: 		    }
 4750: 		  }else{
 4751: 		    if(itimes==1){
 4752: 		      printf(" Var(%s%1d%1d)",ca,i,j);
 4753: 		      fprintf(ficparo," Var(%s%1d%1d)",ca,i,j);
 4754: 		    }else{
 4755: 		      printf(" 0.");
 4756: 		      fprintf(ficparo," 0.");
 4757: 		    }
 4758: 		  }
 4759: 		}
 4760: 	      } /* end lk */
 4761: 	    } /* end lj */
 4762: 	  } /* end li */
 4763: 	  printf("\n");
 4764: 	  fprintf(ficparo,"\n");
 4765: 	  numlinepar++;
 4766: 	} /* end k*/
 4767:       } /*end j */
 4768:     } /* end i */
 4769:   } /* end itimes */
 4770: 
 4771: } /* end of prwizard */
 4772: /******************* Gompertz Likelihood ******************************/
 4773: double gompertz(double x[])
 4774: { 
 4775:   double A,B,L=0.0,sump=0.,num=0.;
 4776:   int i,n=0; /* n is the size of the sample */
 4777: 
 4778:   for (i=0;i<=imx-1 ; i++) {
 4779:     sump=sump+weight[i];
 4780:     /*    sump=sump+1;*/
 4781:     num=num+1;
 4782:   }
 4783:  
 4784:  
 4785:   /* for (i=0; i<=imx; i++) 
 4786:      if (wav[i]>0) printf("i=%d ageex=%lf agecens=%lf agedc=%lf cens=%d %d\n" ,i,ageexmed[i],agecens[i],agedc[i],cens[i],wav[i]);*/
 4787: 
 4788:   for (i=1;i<=imx ; i++)
 4789:     {
 4790:       if (cens[i] == 1 && wav[i]>1)
 4791: 	A=-x[1]/(x[2])*(exp(x[2]*(agecens[i]-agegomp))-exp(x[2]*(ageexmed[i]-agegomp)));
 4792:       
 4793:       if (cens[i] == 0 && wav[i]>1)
 4794: 	A=-x[1]/(x[2])*(exp(x[2]*(agedc[i]-agegomp))-exp(x[2]*(ageexmed[i]-agegomp)))
 4795: 	     +log(x[1]/YEARM)+x[2]*(agedc[i]-agegomp)+log(YEARM);  
 4796:       
 4797:       /*if (wav[i] > 1 && agecens[i] > 15) {*/ /* ??? */
 4798:       if (wav[i] > 1 ) { /* ??? */
 4799: 	L=L+A*weight[i];
 4800: 	/* 	printf("\ni=%d A=%f L=%lf x[1]=%lf x[2]=%lf ageex=%lf agecens=%lf cens=%d agedc=%lf weight=%lf\n",i,A,L,x[1],x[2],ageexmed[i]*12,agecens[i]*12,cens[i],agedc[i]*12,weight[i]);*/
 4801:       }
 4802:     }
 4803: 
 4804:  /*printf("x1=%2.9f x2=%2.9f x3=%2.9f L=%f\n",x[1],x[2],x[3],L);*/
 4805:  
 4806:   return -2*L*num/sump;
 4807: }
 4808: 
 4809: #ifdef GSL
 4810: /******************* Gompertz_f Likelihood ******************************/
 4811: double gompertz_f(const gsl_vector *v, void *params)
 4812: { 
 4813:   double A,B,LL=0.0,sump=0.,num=0.;
 4814:   double *x= (double *) v->data;
 4815:   int i,n=0; /* n is the size of the sample */
 4816: 
 4817:   for (i=0;i<=imx-1 ; i++) {
 4818:     sump=sump+weight[i];
 4819:     /*    sump=sump+1;*/
 4820:     num=num+1;
 4821:   }
 4822:  
 4823:  
 4824:   /* for (i=0; i<=imx; i++) 
 4825:      if (wav[i]>0) printf("i=%d ageex=%lf agecens=%lf agedc=%lf cens=%d %d\n" ,i,ageexmed[i],agecens[i],agedc[i],cens[i],wav[i]);*/
 4826:   printf("x[0]=%lf x[1]=%lf\n",x[0],x[1]);
 4827:   for (i=1;i<=imx ; i++)
 4828:     {
 4829:       if (cens[i] == 1 && wav[i]>1)
 4830: 	A=-x[0]/(x[1])*(exp(x[1]*(agecens[i]-agegomp))-exp(x[1]*(ageexmed[i]-agegomp)));
 4831:       
 4832:       if (cens[i] == 0 && wav[i]>1)
 4833: 	A=-x[0]/(x[1])*(exp(x[1]*(agedc[i]-agegomp))-exp(x[1]*(ageexmed[i]-agegomp)))
 4834: 	     +log(x[0]/YEARM)+x[1]*(agedc[i]-agegomp)+log(YEARM);  
 4835:       
 4836:       /*if (wav[i] > 1 && agecens[i] > 15) {*/ /* ??? */
 4837:       if (wav[i] > 1 ) { /* ??? */
 4838: 	LL=LL+A*weight[i];
 4839: 	/* 	printf("\ni=%d A=%f L=%lf x[1]=%lf x[2]=%lf ageex=%lf agecens=%lf cens=%d agedc=%lf weight=%lf\n",i,A,L,x[1],x[2],ageexmed[i]*12,agecens[i]*12,cens[i],agedc[i]*12,weight[i]);*/
 4840:       }
 4841:     }
 4842: 
 4843:  /*printf("x1=%2.9f x2=%2.9f x3=%2.9f L=%f\n",x[1],x[2],x[3],L);*/
 4844:   printf("x[0]=%lf x[1]=%lf -2*LL*num/sump=%lf\n",x[0],x[1],-2*LL*num/sump);
 4845:  
 4846:   return -2*LL*num/sump;
 4847: }
 4848: #endif
 4849: 
 4850: /******************* Printing html file ***********/
 4851: void printinghtmlmort(char fileres[], char title[], char datafile[], int firstpass, \
 4852: 		  int lastpass, int stepm, int weightopt, char model[],\
 4853: 		  int imx,  double p[],double **matcov,double agemortsup){
 4854:   int i,k;
 4855: 
 4856:   fprintf(fichtm,"<ul><li><h4>Result files </h4>\n Force of mortality. Parameters of the Gompertz fit (with confidence interval in brackets):<br>");
 4857:   fprintf(fichtm,"  mu(age) =%lf*exp(%lf*(age-%d)) per year<br><br>",p[1],p[2],agegomp);
 4858:   for (i=1;i<=2;i++) 
 4859:     fprintf(fichtm," p[%d] = %lf [%f ; %f]<br>\n",i,p[i],p[i]-2*sqrt(matcov[i][i]),p[i]+2*sqrt(matcov[i][i]));
 4860:   fprintf(fichtm,"<br><br><img src=\"graphmort.png\">");
 4861:   fprintf(fichtm,"</ul>");
 4862: 
 4863: fprintf(fichtm,"<ul><li><h4>Life table</h4>\n <br>");
 4864: 
 4865:  fprintf(fichtm,"\nAge   l<inf>x</inf>     q<inf>x</inf> d(x,x+1)    L<inf>x</inf>     T<inf>x</inf>     e<infx</inf><br>");
 4866: 
 4867:  for (k=agegomp;k<(agemortsup-2);k++) 
 4868:    fprintf(fichtm,"%d %.0lf %lf %.0lf %.0lf %.0lf %lf<br>\n",k,lsurv[k],p[1]*exp(p[2]*(k-agegomp)),(p[1]*exp(p[2]*(k-agegomp)))*lsurv[k],lpop[k],tpop[k],tpop[k]/lsurv[k]);
 4869: 
 4870:  
 4871:   fflush(fichtm);
 4872: }
 4873: 
 4874: /******************* Gnuplot file **************/
 4875: void printinggnuplotmort(char fileres[], char optionfilefiname[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
 4876: 
 4877:   char dirfileres[132],optfileres[132];
 4878:   int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;
 4879:   int ng;
 4880: 
 4881: 
 4882:   /*#ifdef windows */
 4883:   fprintf(ficgp,"cd \"%s\" \n",pathc);
 4884:     /*#endif */
 4885: 
 4886: 
 4887:   strcpy(dirfileres,optionfilefiname);
 4888:   strcpy(optfileres,"vpl");
 4889:   fprintf(ficgp,"set out \"graphmort.png\"\n "); 
 4890:   fprintf(ficgp,"set xlabel \"Age\"\n set ylabel \"Force of mortality (per year)\" \n "); 
 4891:   fprintf(ficgp, "set ter png small size 320, 240\n set log y\n"); 
 4892:   /* fprintf(ficgp, "set size 0.65,0.65\n"); */
 4893:   fprintf(ficgp,"plot [%d:100] %lf*exp(%lf*(x-%d))",agegomp,p[1],p[2],agegomp);
 4894: 
 4895: } 
 4896: 
 4897: int readdata(char datafile[], int firstobs, int lastobs, int *imax)
 4898: {
 4899: 
 4900:   /*-------- data file ----------*/
 4901:   FILE *fic;
 4902:   char dummy[]="                         ";
 4903:   int i, j, n;
 4904:   int linei, month, year,iout;
 4905:   char line[MAXLINE], linetmp[MAXLINE];
 4906:   char stra[80], strb[80];
 4907:   char *stratrunc;
 4908:   int lstra;
 4909: 
 4910: 
 4911:   if((fic=fopen(datafile,"r"))==NULL)    {
 4912:     printf("Problem while opening datafile: %s\n", datafile);return 1;
 4913:     fprintf(ficlog,"Problem while opening datafile: %s\n", datafile);return 1;
 4914:   }
 4915: 
 4916:   i=1;
 4917:   linei=0;
 4918:   while ((fgets(line, MAXLINE, fic) != NULL) &&((i >= firstobs) && (i <=lastobs))) {
 4919:     linei=linei+1;
 4920:     for(j=strlen(line); j>=0;j--){  /* Untabifies line */
 4921:       if(line[j] == '\t')
 4922: 	line[j] = ' ';
 4923:     }
 4924:     for(j=strlen(line)-1; (line[j]==' ')||(line[j]==10)||(line[j]==13);j--){
 4925:       ;
 4926:     };
 4927:     line[j+1]=0;  /* Trims blanks at end of line */
 4928:     if(line[0]=='#'){
 4929:       fprintf(ficlog,"Comment line\n%s\n",line);
 4930:       printf("Comment line\n%s\n",line);
 4931:       continue;
 4932:     }
 4933:     trimbb(linetmp,line); /* Trims multiple blanks in line */
 4934:     for (j=0; line[j]!='\0';j++){
 4935:       line[j]=linetmp[j];
 4936:     }
 4937:   
 4938: 
 4939:     for (j=maxwav;j>=1;j--){
 4940:       cutv(stra, strb, line, ' '); 
 4941:       if(strb[0]=='.') { /* Missing status */
 4942: 	lval=-1;
 4943:       }else{
 4944: 	errno=0;
 4945: 	lval=strtol(strb,&endptr,10); 
 4946:       /*	if (errno == ERANGE && (lval == LONG_MAX || lval == LONG_MIN))*/
 4947: 	if( strb[0]=='\0' || (*endptr != '\0')){
 4948: 	  printf("Error reading data around '%s' at line number %d for individual %d, '%s'\nShould be a status of wave %d. Setting maxwav=%d might be wrong.  Exiting.\n", strb, linei,i,line,j,maxwav);
 4949: 	  fprintf(ficlog,"Error reading data around '%s' at line number %d for individual %d, '%s'\nShould be a status of wave %d. Setting maxwav=%d might be wrong.  Exiting.\n", strb, linei,i,line,j,maxwav);fflush(ficlog);
 4950: 	  return 1;
 4951: 	}
 4952:       }
 4953:       s[j][i]=lval;
 4954:       
 4955:       strcpy(line,stra);
 4956:       cutv(stra, strb,line,' ');
 4957:       if(iout=sscanf(strb,"%d/%d",&month, &year) != 0){
 4958:       }
 4959:       else  if(iout=sscanf(strb,"%s.",dummy) != 0){
 4960: 	month=99;
 4961: 	year=9999;
 4962:       }else{
 4963: 	printf("Error reading data around '%s' at line number %d for individual %d, '%s'\nShould be a date of interview (mm/yyyy or .) at wave %d.  Exiting.\n",strb, linei,i, line,j);
 4964: 	fprintf(ficlog,"Error reading data around '%s' at line number %d for individual %d, '%s'\nShould be a date of interview (mm/yyyy or .) at wave %d.  Exiting.\n",strb, linei,i, line,j);fflush(ficlog);
 4965: 	return 1;
 4966:       }
 4967:       anint[j][i]= (double) year; 
 4968:       mint[j][i]= (double)month; 
 4969:       strcpy(line,stra);
 4970:     } /* ENd Waves */
 4971:     
 4972:     cutv(stra, strb,line,' '); 
 4973:     if(iout=sscanf(strb,"%d/%d",&month, &year) != 0){
 4974:     }
 4975:     else  if(iout=sscanf(strb,"%s.",dummy) != 0){
 4976:       month=99;
 4977:       year=9999;
 4978:     }else{
 4979:       printf("Error reading data around '%s' at line number %d for individual %d, '%s'\nShould be a date of death (mm/yyyy or .).  Exiting.\n",strb, linei,i,line);
 4980: 	fprintf(ficlog,"Error reading data around '%s' at line number %d for individual %d, '%s'\nShould be a date of death (mm/yyyy or .).  Exiting.\n",strb, linei,i,line);fflush(ficlog);
 4981: 	return 1;
 4982:     }
 4983:     andc[i]=(double) year; 
 4984:     moisdc[i]=(double) month; 
 4985:     strcpy(line,stra);
 4986:     
 4987:     cutv(stra, strb,line,' '); 
 4988:     if(iout=sscanf(strb,"%d/%d",&month, &year) != 0){
 4989:     }
 4990:     else  if(iout=sscanf(strb,"%s.", dummy) != 0){
 4991:       month=99;
 4992:       year=9999;
 4993:     }else{
 4994:       printf("Error reading data around '%s' at line number %d for individual %d, '%s'\nShould be a date of birth (mm/yyyy or .).  Exiting.\n",strb, linei,i,line);
 4995:       fprintf(ficlog,"Error reading data around '%s' at line number %d for individual %d, '%s'\nShould be a date of birth (mm/yyyy or .).  Exiting.\n",strb, linei,i,line);fflush(ficlog);
 4996: 	return 1;
 4997:     }
 4998:     if (year==9999) {
 4999:       printf("Error reading data around '%s' at line number %d for individual %d, '%s'\nShould be a date of birth (mm/yyyy) but at least the year of birth should be given.  Exiting.\n",strb, linei,i,line);
 5000:       fprintf(ficlog,"Error reading data around '%s' at line number %d for individual %d, '%s'\nShould be a date of birth (mm/yyyy) but at least the year of birth should be given. Exiting.\n",strb, linei,i,line);fflush(ficlog);
 5001: 	return 1;
 5002: 
 5003:     }
 5004:     annais[i]=(double)(year);
 5005:     moisnais[i]=(double)(month); 
 5006:     strcpy(line,stra);
 5007:     
 5008:     cutv(stra, strb,line,' '); 
 5009:     errno=0;
 5010:     dval=strtod(strb,&endptr); 
 5011:     if( strb[0]=='\0' || (*endptr != '\0')){
 5012:       printf("Error reading data around '%f' at line number %d, \"%s\" for individual %d\nShould be a weight.  Exiting.\n",dval, i,line,linei);
 5013:       fprintf(ficlog,"Error reading data around '%f' at line number %d, \"%s\" for individual %d\nShould be a weight.  Exiting.\n",dval, i,line,linei);
 5014:       fflush(ficlog);
 5015:       return 1;
 5016:     }
 5017:     weight[i]=dval; 
 5018:     strcpy(line,stra);
 5019:     
 5020:     for (j=ncovcol;j>=1;j--){
 5021:       cutv(stra, strb,line,' '); 
 5022:       if(strb[0]=='.') { /* Missing status */
 5023: 	lval=-1;
 5024:       }else{
 5025: 	errno=0;
 5026: 	lval=strtol(strb,&endptr,10); 
 5027: 	if( strb[0]=='\0' || (*endptr != '\0')){
 5028: 	  printf("Error reading data around '%ld' at line number %d for individual %d, '%s'\nShould be a covariate value (=0 for the reference or 1 for alternative).  Exiting.\n",lval, linei,i, line);
 5029: 	  fprintf(ficlog,"Error reading data around '%ld' at line number %d for individual %d, '%s'\nShould be a covariate value (=0 for the reference or 1 for alternative).  Exiting.\n",lval, linei,i, line);fflush(ficlog);
 5030: 	  return 1;
 5031: 	}
 5032:       }
 5033:       if(lval <-1 || lval >1){
 5034: 	printf("Error reading data around '%ld' at line number %d for individual %d, '%s'\n \
 5035:  Should be a value of %d(nth) covariate (0 should be the value for the reference and 1\n \
 5036:  for the alternative. IMaCh does not build design variables automatically, do it yourself.\n \
 5037:  For example, for multinomial values like 1, 2 and 3,\n \
 5038:  build V1=0 V2=0 for the reference value (1),\n \
 5039:         V1=1 V2=0 for (2) \n \
 5040:  and V1=0 V2=1 for (3). V1=1 V2=1 should not exist and the corresponding\n \
 5041:  output of IMaCh is often meaningless.\n \
 5042:  Exiting.\n",lval,linei, i,line,j);
 5043: 	fprintf(ficlog,"Error reading data around '%ld' at line number %d for individual %d, '%s'\n \
 5044:  Should be a value of %d(nth) covariate (0 should be the value for the reference and 1\n \
 5045:  for the alternative. IMaCh does not build design variables automatically, do it yourself.\n \
 5046:  For example, for multinomial values like 1, 2 and 3,\n \
 5047:  build V1=0 V2=0 for the reference value (1),\n \
 5048:         V1=1 V2=0 for (2) \n \
 5049:  and V1=0 V2=1 for (3). V1=1 V2=1 should not exist and the corresponding\n \
 5050:  output of IMaCh is often meaningless.\n \
 5051:  Exiting.\n",lval,linei, i,line,j);fflush(ficlog);
 5052: 	return 1;
 5053:       }
 5054:       covar[j][i]=(double)(lval);
 5055:       strcpy(line,stra);
 5056:     }  
 5057:     lstra=strlen(stra);
 5058:      
 5059:     if(lstra > 9){ /* More than 2**32 or max of what printf can write with %ld */
 5060:       stratrunc = &(stra[lstra-9]);
 5061:       num[i]=atol(stratrunc);
 5062:     }
 5063:     else
 5064:       num[i]=atol(stra);
 5065:     /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){
 5066:       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;}*/
 5067:     
 5068:     i=i+1;
 5069:   } /* End loop reading  data */
 5070: 
 5071:   *imax=i-1; /* Number of individuals */
 5072:   fclose(fic);
 5073:  
 5074:   return (0);
 5075:   endread:
 5076:     printf("Exiting readdata: ");
 5077:     fclose(fic);
 5078:     return (1);
 5079: 
 5080: 
 5081: 
 5082: }
 5083: void removespace(char *str) {
 5084:   char *p1 = str, *p2 = str;
 5085:   do
 5086:     while (*p2 == ' ')
 5087:       p2++;
 5088:   while (*p1++ = *p2++);
 5089: }
 5090: 
 5091: int decodemodel ( char model[], int lastobs) /**< This routine decode the model and returns:
 5092:    * Model  V1+V2+V3+V8+V7*V8+V5*V6+V8*age+V3*age
 5093:    * - cptcovt total number of covariates of the model nbocc(+)+1 = 8
 5094:    * - cptcovn or number of covariates k of the models excluding age*products =6
 5095:    * - cptcovage number of covariates with age*products =2
 5096:    * - cptcovs number of simple covariates
 5097:    * - Tvar[k] is the id of the kth covariate Tvar[1]@12 {1, 2, 3, 8, 10, 11, 8, 3, 7, 8, 5, 6}, thus Tvar[5=V7*V8]=10
 5098:    *     which is a new column after the 9 (ncovcol) variables. 
 5099:    * - if k is a product Vn*Vm covar[k][i] is filled with correct values for each individual
 5100:    * - Tprod[l] gives the kth covariates of the product Vn*Vm l=1 to cptcovprod-cptcovage
 5101:    *    Tprod[1]@2 {5, 6}: position of first product V7*V8 is 5, and second V5*V6 is 6.
 5102:    * - Tvard[k]  p Tvard[1][1]@4 {7, 8, 5, 6} for V7*V8 and V5*V6 .
 5103:  */
 5104: {
 5105:   int i, j, k, ks;
 5106:   int i1, j1, k1, k2;
 5107:   char modelsav[80];
 5108:   char stra[80], strb[80], strc[80], strd[80],stre[80];
 5109: 
 5110:   /*removespace(model);*/
 5111:   if (strlen(model) >1){ /* If there is at least 1 covariate */
 5112:     j=0, j1=0, k1=0, k2=-1, ks=0, cptcovn=0;
 5113:     j=nbocc(model,'+'); /**< j=Number of '+' */
 5114:     j1=nbocc(model,'*'); /**< j1=Number of '*' */
 5115:     cptcovs=j+1-j1; /**<  Number of simple covariates V1+V2*age+V3 +V3*V4=> V1 + V3 =2  */
 5116:     cptcovt= j+1; /* Number of total covariates in the model V1 + V2*age+ V3 + V3*V4=> 4*/
 5117:                   /* including age products which are counted in cptcovage.
 5118: 		  /* but the covariates which are products must be treated separately: ncovn=4- 2=2 (V1+V3). */
 5119:     cptcovprod=j1; /**< Number of products  V1*V2 +v3*age = 2 */
 5120:     cptcovprodnoage=0; /**< Number of covariate products without age: V3*V4 =1  */
 5121:     strcpy(modelsav,model); 
 5122:     if (strstr(model,"AGE") !=0){
 5123:       printf("Error. AGE must be in lower case 'age' model=%s ",model);
 5124:       fprintf(ficlog,"Error. AGE must be in lower case model=%s ",model);fflush(ficlog);
 5125:       return 1;
 5126:     }
 5127:     if (strstr(model,"v") !=0){
 5128:       printf("Error. 'v' must be in upper case 'V' model=%s ",model);
 5129:       fprintf(ficlog,"Error. 'v' must be in upper case model=%s ",model);fflush(ficlog);
 5130:       return 1;
 5131:     }
 5132:     
 5133:     /*   Design
 5134:      *  V1   V2   V3   V4  V5  V6  V7  V8  V9 Weight
 5135:      *  <          ncovcol=8                >
 5136:      * Model V2 + V1 + V3*age + V3 + V5*V6 + V7*V8 + V8*age + V8
 5137:      *   k=  1    2      3       4     5       6      7        8
 5138:      *  cptcovn number of covariates (not including constant and age ) = # of + plus 1 = 7+1=8
 5139:      *  covar[k,i], value of kth covariate if not including age for individual i:
 5140:      *       covar[1][i]= (V2), covar[4][i]=(V3), covar[8][i]=(V8)
 5141:      *  Tvar[k] # of the kth covariate:  Tvar[1]=2  Tvar[4]=3 Tvar[8]=8
 5142:      *       if multiplied by age: V3*age Tvar[3=V3*age]=3 (V3) Tvar[7]=8 and 
 5143:      *  Tage[++cptcovage]=k
 5144:      *       if products, new covar are created after ncovcol with k1
 5145:      *  Tvar[k]=ncovcol+k1; # of the kth covariate product:  Tvar[5]=ncovcol+1=10  Tvar[6]=ncovcol+1=11
 5146:      *  Tprod[k1]=k; Tprod[1]=5 Tprod[2]= 6; gives the position of the k1th product
 5147:      *  Tvard[k1][1]=m Tvard[k1][2]=m; Tvard[1][1]=5 (V5) Tvard[1][2]=6 Tvard[2][1]=7 (V7) Tvard[2][2]=8
 5148:      *  Tvar[cptcovn+k2]=Tvard[k1][1];Tvar[cptcovn+k2+1]=Tvard[k1][2];
 5149:      *  Tvar[8+1]=5;Tvar[8+2]=6;Tvar[8+3]=7;Tvar[8+4]=8 inverted
 5150:      *  V1   V2   V3   V4  V5  V6  V7  V8  V9  V10  V11
 5151:      *  <          ncovcol=8                >
 5152:      *       Model V2 + V1 + V3*age + V3 + V5*V6 + V7*V8 + V8*age + V8    d1   d1   d2  d2
 5153:      *          k=  1    2      3       4     5       6      7        8    9   10   11  12
 5154:      *     Tvar[k]= 2    1      3       3    10      11      8        8    5    6    7   8
 5155:      * p Tvar[1]@12={2,   1,     3,      3,   11,     10,     8,       8,   7,   8,   5,  6}
 5156:      * p Tprod[1]@2={                         6, 5}
 5157:      *p Tvard[1][1]@4= {7, 8, 5, 6}
 5158:      * covar[k][i]= V2   V1      ?      V3    V5*V6?   V7*V8?  ?       V8   
 5159:      *  cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 5160:      *How to reorganize?
 5161:      * Model V1 + V2 + V3 + V8 + V5*V6 + V7*V8 + V3*age + V8*age
 5162:      * Tvars {2,   1,     3,      3,   11,     10,     8,       8,   7,   8,   5,  6}
 5163:      *       {2,   1,     4,      8,    5,      6,     3,       7}
 5164:      * Struct []
 5165:      */
 5166: 
 5167:     /* This loop fills the array Tvar from the string 'model'.*/
 5168:     /* j is the number of + signs in the model V1+V2+V3 j=2 i=3 to 1 */
 5169:     /*   modelsav=V2+V1+V4+age*V3 strb=age*V3 stra=V2+V1+V4  */
 5170:     /* 	k=4 (age*V3) Tvar[k=4]= 3 (from V3) Tage[cptcovage=1]=4 */
 5171:     /* 	k=3 V4 Tvar[k=3]= 4 (from V4) */
 5172:     /* 	k=2 V1 Tvar[k=2]= 1 (from V1) */
 5173:     /* 	k=1 Tvar[1]=2 (from V2) */
 5174:     /* 	k=5 Tvar[5] */
 5175:     /* for (k=1; k<=cptcovn;k++) { */
 5176:     /* 	cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]]; */
 5177:     /* 	} */
 5178:     /* for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2]; */
 5179:     /*
 5180:      * Treating invertedly V2+V1+V3*age+V2*V4 is as if written V2*V4 +V3*age + V1 + V2 */
 5181:     for(k=cptcovt; k>=1;k--) /**< Number of covariates */
 5182:         Tvar[k]=0;
 5183:     cptcovage=0;
 5184:     for(k=1; k<=cptcovt;k++){ /* Loop on total covariates of the model */
 5185:       cutl(stra,strb,modelsav,'+'); /* keeps in strb after the first '+' 
 5186: 				     modelsav==V2+V1+V4+V3*age strb=V3*age stra=V2+V1+V4 */ 
 5187:       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav); /* and analyzes it */
 5188:       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/
 5189:       /*scanf("%d",i);*/
 5190:       if (strchr(strb,'*')) {  /**< Model includes a product V2+V1+V4+V3*age strb=V3*age */
 5191: 	cutl(strc,strd,strb,'*'); /**< strd*strc  Vm*Vn: strb=V3*age(input) strc=age strd=V3 ; V3*V2 strc=V2, strd=V3 */
 5192: 	if (strcmp(strc,"age")==0) { /**< Model includes age: Vn*age */
 5193: 	  /* covar is not filled and then is empty */
 5194: 	  cptcovprod--;
 5195: 	  cutl(stre,strb,strd,'V'); /* strd=V3(input): stre="3" */
 5196: 	  Tvar[k]=atoi(stre);  /* V2+V1+V4+V3*age Tvar[4]=3 ; V1+V2*age Tvar[2]=2 */
 5197: 	  cptcovage++; /* Sums the number of covariates which include age as a product */
 5198: 	  Tage[cptcovage]=k;  /* Tage[1] = 4 */
 5199: 	  /*printf("stre=%s ", stre);*/
 5200: 	} else if (strcmp(strd,"age")==0) { /* or age*Vn */
 5201: 	  cptcovprod--;
 5202: 	  cutl(stre,strb,strc,'V');
 5203: 	  Tvar[k]=atoi(stre);
 5204: 	  cptcovage++;
 5205: 	  Tage[cptcovage]=k;
 5206: 	} else {  /* Age is not in the model product V2+V1+V1*V4+V3*age+V3*V2  strb=V3*V2*/
 5207: 	  /* loops on k1=1 (V3*V2) and k1=2 V4*V3 */
 5208: 	  cptcovn++;
 5209: 	  cptcovprodnoage++;k1++;
 5210: 	  cutl(stre,strb,strc,'V'); /* strc= Vn, stre is n; strb=V3*V2 stre=3 strc=*/
 5211: 	  Tvar[k]=ncovcol+k1; /* For model-covariate k tells which data-covariate to use but
 5212: 				  because this model-covariate is a construction we invent a new column
 5213: 				  ncovcol + k1
 5214: 				  If already ncovcol=4 and model=V2+V1+V1*V4+age*V3+V3*V2
 5215: 				  Tvar[3=V1*V4]=4+1 Tvar[5=V3*V2]=4 + 2= 6, etc */
 5216: 	  cutl(strc,strb,strd,'V'); /* strd was Vm, strc is m */
 5217: 	  Tprod[k1]=k;  /* Tprod[1]=3(=V1*V4) for V2+V1+V1*V4+age*V3+V3*V2  */
 5218: 	  Tvard[k1][1] =atoi(strc); /* m 1 for V1*/
 5219: 	  Tvard[k1][2] =atoi(stre); /* n 4 for V4*/
 5220: 	  k2=k2+2;
 5221: 	  Tvar[cptcovt+k2]=Tvard[k1][1]; /* Tvar[(cptcovt=4+k2=1)=5]= 1 (V1) */
 5222: 	  Tvar[cptcovt+k2+1]=Tvard[k1][2];  /* Tvar[(cptcovt=4+(k2=1)+1)=6]= 4 (V4) */
 5223: 	  for (i=1; i<=lastobs;i++){
 5224: 	    /* Computes the new covariate which is a product of
 5225: 	       covar[n][i]* covar[m][i] and stores it at ncovol+k1 May not be defined */
 5226: 	    covar[ncovcol+k1][i]=covar[atoi(stre)][i]*covar[atoi(strc)][i];
 5227: 	  }
 5228: 	} /* End age is not in the model */
 5229:       } /* End if model includes a product */
 5230:       else { /* no more sum */
 5231: 	/*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/
 5232:        /*  scanf("%d",i);*/
 5233: 	cutl(strd,strc,strb,'V');
 5234: 	ks++; /**< Number of simple covariates */
 5235: 	cptcovn++;
 5236: 	Tvar[k]=atoi(strd);
 5237:       }
 5238:       strcpy(modelsav,stra);  /* modelsav=V2+V1+V4 stra=V2+V1+V4 */ 
 5239:       /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);
 5240: 	scanf("%d",i);*/
 5241:     } /* end of loop + */
 5242:   } /* end model */
 5243:   
 5244:   /*The number n of Vn is stored in Tvar. cptcovage =number of age covariate. Tage gives the position of age. cptcovprod= number of products.
 5245:     If model=V1+V1*age then Tvar[1]=1 Tvar[2]=1 cptcovage=1 Tage[1]=2 cptcovprod=0*/
 5246: 
 5247:   /* printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);
 5248:   printf("cptcovprod=%d ", cptcovprod);
 5249:   fprintf(ficlog,"cptcovprod=%d ", cptcovprod);
 5250: 
 5251:   scanf("%d ",i);*/
 5252: 
 5253: 
 5254:   return (0); /* with covar[new additional covariate if product] and Tage if age */ 
 5255:   endread:
 5256:     printf("Exiting decodemodel: ");
 5257:     return (1);
 5258: }
 5259: 
 5260: calandcheckages(int imx, int maxwav, double *agemin, double *agemax, int *nberr, int *nbwarn )
 5261: {
 5262:   int i, m;
 5263: 
 5264:   for (i=1; i<=imx; i++) {
 5265:     for(m=2; (m<= maxwav); m++) {
 5266:       if (((int)mint[m][i]== 99) && (s[m][i] <= nlstate)){
 5267: 	anint[m][i]=9999;
 5268: 	s[m][i]=-1;
 5269:       }
 5270:       if((int)moisdc[i]==99 && (int)andc[i]==9999 && s[m][i]>nlstate){
 5271: 	*nberr++;
 5272: 	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);
 5273: 	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);
 5274: 	s[m][i]=-1;
 5275:       }
 5276:       if((int)moisdc[i]==99 && (int)andc[i]!=9999 && s[m][i]>nlstate){
 5277: 	*nberr++;
 5278: 	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]); 
 5279: 	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]); 
 5280: 	s[m][i]=-1; /* We prefer to skip it (and to skip it in version 0.8a1 too */
 5281:       }
 5282:     }
 5283:   }
 5284: 
 5285:   for (i=1; i<=imx; i++)  {
 5286:     agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
 5287:     for(m=firstpass; (m<= lastpass); m++){
 5288:       if(s[m][i] >0 || s[m][i]==-2 || s[m][i]==-4 || s[m][i]==-5){
 5289: 	if (s[m][i] >= nlstate+1) {
 5290: 	  if(agedc[i]>0)
 5291: 	    if((int)moisdc[i]!=99 && (int)andc[i]!=9999)
 5292: 	      agev[m][i]=agedc[i];
 5293: 	  /*if(moisdc[i]==99 && andc[i]==9999) s[m][i]=-1;*/
 5294: 	    else {
 5295: 	      if ((int)andc[i]!=9999){
 5296: 		nbwarn++;
 5297: 		printf("Warning negative age at death: %ld line:%d\n",num[i],i);
 5298: 		fprintf(ficlog,"Warning negative age at death: %ld line:%d\n",num[i],i);
 5299: 		agev[m][i]=-1;
 5300: 	      }
 5301: 	    }
 5302: 	}
 5303: 	else if(s[m][i] !=9){ /* Standard case, age in fractional
 5304: 				 years but with the precision of a month */
 5305: 	  agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
 5306: 	  if((int)mint[m][i]==99 || (int)anint[m][i]==9999)
 5307: 	    agev[m][i]=1;
 5308: 	  else if(agev[m][i] < *agemin){ 
 5309: 	    *agemin=agev[m][i];
 5310: 	    printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], *agemin);
 5311: 	  }
 5312: 	  else if(agev[m][i] >*agemax){
 5313: 	    *agemax=agev[m][i];
 5314: 	    /* printf(" Max anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.2f\n",m,i,anint[m][i], i,annais[i], *agemax);*/
 5315: 	  }
 5316: 	  /*agev[m][i]=anint[m][i]-annais[i];*/
 5317: 	  /*	 agev[m][i] = age[i]+2*m;*/
 5318: 	}
 5319: 	else { /* =9 */
 5320: 	  agev[m][i]=1;
 5321: 	  s[m][i]=-1;
 5322: 	}
 5323:       }
 5324:       else /*= 0 Unknown */
 5325: 	agev[m][i]=1;
 5326:     }
 5327:     
 5328:   }
 5329:   for (i=1; i<=imx; i++)  {
 5330:     for(m=firstpass; (m<=lastpass); m++){
 5331:       if (s[m][i] > (nlstate+ndeath)) {
 5332: 	*nberr++;
 5333: 	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);	
 5334: 	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);	
 5335: 	return 1;
 5336:       }
 5337:     }
 5338:   }
 5339: 
 5340:   /*for (i=1; i<=imx; i++){
 5341:   for (m=firstpass; (m<lastpass); m++){
 5342:      printf("%ld %d %.lf %d %d\n", num[i],(covar[1][i]),agev[m][i],s[m][i],s[m+1][i]);
 5343: }
 5344: 
 5345: }*/
 5346: 
 5347: 
 5348:   printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, *agemin, *agemax);
 5349:   fprintf(ficlog,"Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, *agemin, *agemax); 
 5350: 
 5351:   return (0);
 5352:   endread:
 5353:     printf("Exiting calandcheckages: ");
 5354:     return (1);
 5355: }
 5356: 
 5357: 
 5358: /***********************************************/
 5359: /**************** Main Program *****************/
 5360: /***********************************************/
 5361: 
 5362: int main(int argc, char *argv[])
 5363: {
 5364: #ifdef GSL
 5365:   const gsl_multimin_fminimizer_type *T;
 5366:   size_t iteri = 0, it;
 5367:   int rval = GSL_CONTINUE;
 5368:   int status = GSL_SUCCESS;
 5369:   double ssval;
 5370: #endif
 5371:   int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav);
 5372:   int i,j, k, n=MAXN,iter,m,size=100,cptcode, cptcod;
 5373:   int linei, month, year,iout;
 5374:   int jj, ll, li, lj, lk, imk;
 5375:   int numlinepar=0; /* Current linenumber of parameter file */
 5376:   int itimes;
 5377:   int NDIM=2;
 5378:   int vpopbased=0;
 5379: 
 5380:   char ca[32], cb[32], cc[32];
 5381:   /*  FILE *fichtm; *//* Html File */
 5382:   /* FILE *ficgp;*/ /*Gnuplot File */
 5383:   struct stat info;
 5384:   double agedeb, agefin,hf;
 5385:   double ageminpar=1.e20,agemin=1.e20, agemaxpar=-1.e20, agemax=-1.e20;
 5386: 
 5387:   double fret;
 5388:   double **xi,tmp,delta;
 5389: 
 5390:   double dum; /* Dummy variable */
 5391:   double ***p3mat;
 5392:   double ***mobaverage;
 5393:   int *indx;
 5394:   char line[MAXLINE], linepar[MAXLINE];
 5395:   char path[MAXLINE],pathc[MAXLINE],pathcd[MAXLINE],pathtot[MAXLINE],model[MAXLINE];
 5396:   char pathr[MAXLINE], pathimach[MAXLINE]; 
 5397:   char **bp, *tok, *val; /* pathtot */
 5398:   int firstobs=1, lastobs=10;
 5399:   int sdeb, sfin; /* Status at beginning and end */
 5400:   int c,  h , cpt,l;
 5401:   int ju,jl, mi;
 5402:   int i1,j1, jk,aa,bb, stepsize, ij;
 5403:   int jnais,jdc,jint4,jint1,jint2,jint3,*tab; 
 5404:   int mobilavproj=0 , prevfcast=0 ; /* moving average of prev, If prevfcast=1 prevalence projection */
 5405:   int mobilav=0,popforecast=0;
 5406:   int hstepm, nhstepm;
 5407:   int agemortsup;
 5408:   float  sumlpop=0.;
 5409:   double jprev1=1, mprev1=1,anprev1=2000,jprev2=1, mprev2=1,anprev2=2000;
 5410:   double jpyram=1, mpyram=1,anpyram=2000,jpyram1=1, mpyram1=1,anpyram1=2000;
 5411: 
 5412:   double bage, fage, age, agelim, agebase;
 5413:   double ftolpl=FTOL;
 5414:   double **prlim;
 5415:   double ***param; /* Matrix of parameters */
 5416:   double  *p;
 5417:   double **matcov; /* Matrix of covariance */
 5418:   double ***delti3; /* Scale */
 5419:   double *delti; /* Scale */
 5420:   double ***eij, ***vareij;
 5421:   double **varpl; /* Variances of prevalence limits by age */
 5422:   double *epj, vepp;
 5423:   double kk1, kk2;
 5424:   double dateprev1, dateprev2,jproj1=1,mproj1=1,anproj1=2000,jproj2=1,mproj2=1,anproj2=2000;
 5425:   double **ximort;
 5426:   char *alph[]={"a","a","b","c","d","e"}, str[4]="1234";
 5427:   int *dcwave;
 5428: 
 5429:   char z[1]="c", occ;
 5430: 
 5431:   /*char  *strt;*/
 5432:   char strtend[80];
 5433: 
 5434:   long total_usecs;
 5435:  
 5436: /*   setlocale (LC_ALL, ""); */
 5437: /*   bindtextdomain (PACKAGE, LOCALEDIR); */
 5438: /*   textdomain (PACKAGE); */
 5439: /*   setlocale (LC_CTYPE, ""); */
 5440: /*   setlocale (LC_MESSAGES, ""); */
 5441: 
 5442:   /*   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
 5443:   rstart_time = time(NULL);  
 5444:   /*  (void) gettimeofday(&start_time,&tzp);*/
 5445:   start_time = *localtime(&rstart_time);
 5446:   curr_time=start_time;
 5447:   /*tml = *localtime(&start_time.tm_sec);*/
 5448:   /* strcpy(strstart,asctime(&tml)); */
 5449:   strcpy(strstart,asctime(&start_time));
 5450: 
 5451: /*  printf("Localtime (at start)=%s",strstart); */
 5452: /*  tp.tm_sec = tp.tm_sec +86400; */
 5453: /*  tm = *localtime(&start_time.tm_sec); */
 5454: /*   tmg.tm_year=tmg.tm_year +dsign*dyear; */
 5455: /*   tmg.tm_mon=tmg.tm_mon +dsign*dmonth; */
 5456: /*   tmg.tm_hour=tmg.tm_hour + 1; */
 5457: /*   tp.tm_sec = mktime(&tmg); */
 5458: /*   strt=asctime(&tmg); */
 5459: /*   printf("Time(after) =%s",strstart);  */
 5460: /*  (void) time (&time_value);
 5461: *  printf("time=%d,t-=%d\n",time_value,time_value-86400);
 5462: *  tm = *localtime(&time_value);
 5463: *  strstart=asctime(&tm);
 5464: *  printf("tim_value=%d,asctime=%s\n",time_value,strstart); 
 5465: */
 5466: 
 5467:   nberr=0; /* Number of errors and warnings */
 5468:   nbwarn=0;
 5469:   getcwd(pathcd, size);
 5470: 
 5471:   printf("\n%s\n%s",version,fullversion);
 5472:   if(argc <=1){
 5473:     printf("\nEnter the parameter file name: ");
 5474:     fgets(pathr,FILENAMELENGTH,stdin);
 5475:     i=strlen(pathr);
 5476:     if(pathr[i-1]=='\n')
 5477:       pathr[i-1]='\0';
 5478:     i=strlen(pathr);
 5479:     if(pathr[i-1]==' ') /* This may happen when dragging on oS/X! */
 5480:       pathr[i-1]='\0';
 5481:    for (tok = pathr; tok != NULL; ){
 5482:       printf("Pathr |%s|\n",pathr);
 5483:       while ((val = strsep(&tok, "\"" )) != NULL && *val == '\0');
 5484:       printf("val= |%s| pathr=%s\n",val,pathr);
 5485:       strcpy (pathtot, val);
 5486:       if(pathr[0] == '\0') break; /* Dirty */
 5487:     }
 5488:   }
 5489:   else{
 5490:     strcpy(pathtot,argv[1]);
 5491:   }
 5492:   /*if(getcwd(pathcd, MAXLINE)!= NULL)printf ("Error pathcd\n");*/
 5493:   /*cygwin_split_path(pathtot,path,optionfile);
 5494:     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/
 5495:   /* cutv(path,optionfile,pathtot,'\\');*/
 5496: 
 5497:   /* Split argv[0], imach program to get pathimach */
 5498:   printf("\nargv[0]=%s argv[1]=%s, \n",argv[0],argv[1]);
 5499:   split(argv[0],pathimach,optionfile,optionfilext,optionfilefiname);
 5500:   printf("\nargv[0]=%s pathimach=%s, \noptionfile=%s \noptionfilext=%s \noptionfilefiname=%s\n",argv[0],pathimach,optionfile,optionfilext,optionfilefiname);
 5501:  /*   strcpy(pathimach,argv[0]); */
 5502:   /* Split argv[1]=pathtot, parameter file name to get path, optionfile, extension and name */
 5503:   split(pathtot,path,optionfile,optionfilext,optionfilefiname);
 5504:   printf("\npathtot=%s,\npath=%s,\noptionfile=%s \noptionfilext=%s \noptionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
 5505:   chdir(path); /* Can be a relative path */
 5506:   if(getcwd(pathcd,MAXLINE) > 0) /* So pathcd is the full path */
 5507:     printf("Current directory %s!\n",pathcd);
 5508:   strcpy(command,"mkdir ");
 5509:   strcat(command,optionfilefiname);
 5510:   if((outcmd=system(command)) != 0){
 5511:     printf("Problem creating directory or it already exists %s%s, err=%d\n",path,optionfilefiname,outcmd);
 5512:     /* fprintf(ficlog,"Problem creating directory %s%s\n",path,optionfilefiname); */
 5513:     /* fclose(ficlog); */
 5514: /*     exit(1); */
 5515:   }
 5516: /*   if((imk=mkdir(optionfilefiname))<0){ */
 5517: /*     perror("mkdir"); */
 5518: /*   } */
 5519: 
 5520:   /*-------- arguments in the command line --------*/
 5521: 
 5522:   /* Log file */
 5523:   strcat(filelog, optionfilefiname);
 5524:   strcat(filelog,".log");    /* */
 5525:   if((ficlog=fopen(filelog,"w"))==NULL)    {
 5526:     printf("Problem with logfile %s\n",filelog);
 5527:     goto end;
 5528:   }
 5529:   fprintf(ficlog,"Log filename:%s\n",filelog);
 5530:   fprintf(ficlog,"\n%s\n%s",version,fullversion);
 5531:   fprintf(ficlog,"\nEnter the parameter file name: \n");
 5532:   fprintf(ficlog,"pathimach=%s\npathtot=%s\n\
 5533:  path=%s \n\
 5534:  optionfile=%s\n\
 5535:  optionfilext=%s\n\
 5536:  optionfilefiname='%s'\n",pathimach,pathtot,path,optionfile,optionfilext,optionfilefiname);
 5537: 
 5538:   printf("Local time (at start):%s",strstart);
 5539:   fprintf(ficlog,"Local time (at start): %s",strstart);
 5540:   fflush(ficlog);
 5541: /*   (void) gettimeofday(&curr_time,&tzp); */
 5542: /*   printf("Elapsed time %d\n", asc_diff_time(curr_time.tm_sec-start_time.tm_sec,tmpout)); */
 5543: 
 5544:   /* */
 5545:   strcpy(fileres,"r");
 5546:   strcat(fileres, optionfilefiname);
 5547:   strcat(fileres,".txt");    /* Other files have txt extension */
 5548: 
 5549:   /*---------arguments file --------*/
 5550: 
 5551:   if((ficpar=fopen(optionfile,"r"))==NULL)    {
 5552:     printf("Problem with optionfile '%s' with errno='%s'\n",optionfile,strerror(errno));
 5553:     fprintf(ficlog,"Problem with optionfile '%s' with errno='%s'\n",optionfile,strerror(errno));
 5554:     fflush(ficlog);
 5555:     /* goto end; */
 5556:     exit(70); 
 5557:   }
 5558: 
 5559: 
 5560: 
 5561:   strcpy(filereso,"o");
 5562:   strcat(filereso,fileres);
 5563:   if((ficparo=fopen(filereso,"w"))==NULL) { /* opened on subdirectory */
 5564:     printf("Problem with Output resultfile: %s\n", filereso);
 5565:     fprintf(ficlog,"Problem with Output resultfile: %s\n", filereso);
 5566:     fflush(ficlog);
 5567:     goto end;
 5568:   }
 5569: 
 5570:   /* Reads comments: lines beginning with '#' */
 5571:   numlinepar=0;
 5572:   while((c=getc(ficpar))=='#' && c!= EOF){
 5573:     ungetc(c,ficpar);
 5574:     fgets(line, MAXLINE, ficpar);
 5575:     numlinepar++;
 5576:     fputs(line,stdout);
 5577:     fputs(line,ficparo);
 5578:     fputs(line,ficlog);
 5579:   }
 5580:   ungetc(c,ficpar);
 5581: 
 5582:   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);
 5583:   numlinepar++;
 5584:   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);
 5585:   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);
 5586:   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);
 5587:   fflush(ficlog);
 5588:   while((c=getc(ficpar))=='#' && c!= EOF){
 5589:     ungetc(c,ficpar);
 5590:     fgets(line, MAXLINE, ficpar);
 5591:     numlinepar++;
 5592:     fputs(line, stdout);
 5593:     //puts(line);
 5594:     fputs(line,ficparo);
 5595:     fputs(line,ficlog);
 5596:   }
 5597:   ungetc(c,ficpar);
 5598: 
 5599:    
 5600:   covar=matrix(0,NCOVMAX,1,n);  /**< used in readdata */
 5601:   cptcovn=0; /*Number of covariates, i.e. number of '+' in model statement plus one, indepently of n in Vn*/
 5602:   /* v1+v2+v3+v2*v4+v5*age makes cptcovn = 5
 5603:      v1+v2*age+v2*v3 makes cptcovn = 3
 5604:   */
 5605:   if (strlen(model)>1) 
 5606:     ncovmodel=2+nbocc(model,'+')+1; /*Number of variables including intercept and age = cptcovn + intercept + age : v1+v2+v3+v2*v4+v5*age makes 5+2=7*/
 5607:   else
 5608:     ncovmodel=2;
 5609:   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
 5610:   nforce= (nlstate+ndeath-1)*nlstate; /* Number of forces ij from state i to j */
 5611:   npar= nforce*ncovmodel; /* Number of parameters like aij*/
 5612:   if(npar >MAXPARM || nlstate >NLSTATEMAX || ndeath >NDEATHMAX || ncovmodel>NCOVMAX){
 5613:     printf("Too complex model for current IMaCh: npar=(nlstate+ndeath-1)*nlstate*ncovmodel=%d >= %d(MAXPARM) or nlstate=%d >= %d(NLSTATEMAX) or ndeath=%d >= %d(NDEATHMAX) or ncovmodel=(k+age+#of+signs)=%d(NCOVMAX) >= %d\n",npar, MAXPARM, nlstate, NLSTATEMAX, ndeath, NDEATHMAX, ncovmodel, NCOVMAX);
 5614:     fprintf(ficlog,"Too complex model for current IMaCh: %d >=%d(MAXPARM) or %d >=%d(NLSTATEMAX) or %d >=%d(NDEATHMAX) or %d(NCOVMAX) >=%d\n",npar, MAXPARM, nlstate, NLSTATEMAX, ndeath, NDEATHMAX, ncovmodel, NCOVMAX);
 5615:     fflush(stdout);
 5616:     fclose (ficlog);
 5617:     goto end;
 5618:   }
 5619:   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
 5620:   delti=delti3[1][1];
 5621:   /*delti=vector(1,npar); *//* Scale of each paramater (output from hesscov)*/
 5622:   if(mle==-1){ /* Print a wizard for help writing covariance matrix */
 5623:     prwizard(ncovmodel, nlstate, ndeath, model, ficparo);
 5624:     printf(" You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
 5625:     fprintf(ficlog," You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
 5626:     free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
 5627:     fclose (ficparo);
 5628:     fclose (ficlog);
 5629:     goto end;
 5630:     exit(0);
 5631:   }
 5632:   else if(mle==-3) {
 5633:     prwizard(ncovmodel, nlstate, ndeath, model, ficparo);
 5634:     printf(" You choose mle=-3, look at file %s for a template of covariance matrix \n",filereso);
 5635:     fprintf(ficlog," You choose mle=-3, look at file %s for a template of covariance matrix \n",filereso);
 5636:     param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
 5637:     matcov=matrix(1,npar,1,npar);
 5638:   }
 5639:   else{
 5640:     /* Read guessed parameters */
 5641:     /* Reads comments: lines beginning with '#' */
 5642:     while((c=getc(ficpar))=='#' && c!= EOF){
 5643:       ungetc(c,ficpar);
 5644:       fgets(line, MAXLINE, ficpar);
 5645:       numlinepar++;
 5646:       fputs(line,stdout);
 5647:       fputs(line,ficparo);
 5648:       fputs(line,ficlog);
 5649:     }
 5650:     ungetc(c,ficpar);
 5651:     
 5652:     param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
 5653:     for(i=1; i <=nlstate; i++){
 5654:       j=0;
 5655:       for(jj=1; jj <=nlstate+ndeath; jj++){
 5656: 	if(jj==i) continue;
 5657: 	j++;
 5658: 	fscanf(ficpar,"%1d%1d",&i1,&j1);
 5659: 	if ((i1 != i) && (j1 != j)){
 5660: 	  printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n \
 5661: It might be a problem of design; if ncovcol and the model are correct\n \
 5662: run imach with mle=-1 to get a correct template of the parameter file.\n",numlinepar, i,j, i1, j1);
 5663: 	  exit(1);
 5664: 	}
 5665: 	fprintf(ficparo,"%1d%1d",i1,j1);
 5666: 	if(mle==1)
 5667: 	  printf("%1d%1d",i,j);
 5668: 	fprintf(ficlog,"%1d%1d",i,j);
 5669: 	for(k=1; k<=ncovmodel;k++){
 5670: 	  fscanf(ficpar," %lf",&param[i][j][k]);
 5671: 	  if(mle==1){
 5672: 	    printf(" %lf",param[i][j][k]);
 5673: 	    fprintf(ficlog," %lf",param[i][j][k]);
 5674: 	  }
 5675: 	  else
 5676: 	    fprintf(ficlog," %lf",param[i][j][k]);
 5677: 	  fprintf(ficparo," %lf",param[i][j][k]);
 5678: 	}
 5679: 	fscanf(ficpar,"\n");
 5680: 	numlinepar++;
 5681: 	if(mle==1)
 5682: 	  printf("\n");
 5683: 	fprintf(ficlog,"\n");
 5684: 	fprintf(ficparo,"\n");
 5685:       }
 5686:     }  
 5687:     fflush(ficlog);
 5688: 
 5689:     /* Reads scales values */
 5690:     p=param[1][1];
 5691:     
 5692:     /* Reads comments: lines beginning with '#' */
 5693:     while((c=getc(ficpar))=='#' && c!= EOF){
 5694:       ungetc(c,ficpar);
 5695:       fgets(line, MAXLINE, ficpar);
 5696:       numlinepar++;
 5697:       fputs(line,stdout);
 5698:       fputs(line,ficparo);
 5699:       fputs(line,ficlog);
 5700:     }
 5701:     ungetc(c,ficpar);
 5702: 
 5703:     for(i=1; i <=nlstate; i++){
 5704:       for(j=1; j <=nlstate+ndeath-1; j++){
 5705: 	fscanf(ficpar,"%1d%1d",&i1,&j1);
 5706: 	if ((i1-i)*(j1-j)!=0){
 5707: 	  printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
 5708: 	  exit(1);
 5709: 	}
 5710: 	printf("%1d%1d",i,j);
 5711: 	fprintf(ficparo,"%1d%1d",i1,j1);
 5712: 	fprintf(ficlog,"%1d%1d",i1,j1);
 5713: 	for(k=1; k<=ncovmodel;k++){
 5714: 	  fscanf(ficpar,"%le",&delti3[i][j][k]);
 5715: 	  printf(" %le",delti3[i][j][k]);
 5716: 	  fprintf(ficparo," %le",delti3[i][j][k]);
 5717: 	  fprintf(ficlog," %le",delti3[i][j][k]);
 5718: 	}
 5719: 	fscanf(ficpar,"\n");
 5720: 	numlinepar++;
 5721: 	printf("\n");
 5722: 	fprintf(ficparo,"\n");
 5723: 	fprintf(ficlog,"\n");
 5724:       }
 5725:     }
 5726:     fflush(ficlog);
 5727: 
 5728:     /* Reads covariance matrix */
 5729:     delti=delti3[1][1];
 5730: 
 5731: 
 5732:     /* free_ma3x(delti3,1,nlstate,1,nlstate+ndeath-1,1,ncovmodel); */ /* Hasn't to to freed here otherwise delti is no more allocated */
 5733:   
 5734:     /* Reads comments: lines beginning with '#' */
 5735:     while((c=getc(ficpar))=='#' && c!= EOF){
 5736:       ungetc(c,ficpar);
 5737:       fgets(line, MAXLINE, ficpar);
 5738:       numlinepar++;
 5739:       fputs(line,stdout);
 5740:       fputs(line,ficparo);
 5741:       fputs(line,ficlog);
 5742:     }
 5743:     ungetc(c,ficpar);
 5744:   
 5745:     matcov=matrix(1,npar,1,npar);
 5746:     for(i=1; i <=npar; i++)
 5747:       for(j=1; j <=npar; j++) matcov[i][j]=0.;
 5748:       
 5749:     for(i=1; i <=npar; i++){
 5750:       fscanf(ficpar,"%s",str);
 5751:       if(mle==1)
 5752: 	printf("%s",str);
 5753:       fprintf(ficlog,"%s",str);
 5754:       fprintf(ficparo,"%s",str);
 5755:       for(j=1; j <=i; j++){
 5756: 	fscanf(ficpar," %le",&matcov[i][j]);
 5757: 	if(mle==1){
 5758: 	  printf(" %.5le",matcov[i][j]);
 5759: 	}
 5760: 	fprintf(ficlog," %.5le",matcov[i][j]);
 5761: 	fprintf(ficparo," %.5le",matcov[i][j]);
 5762:       }
 5763:       fscanf(ficpar,"\n");
 5764:       numlinepar++;
 5765:       if(mle==1)
 5766: 	printf("\n");
 5767:       fprintf(ficlog,"\n");
 5768:       fprintf(ficparo,"\n");
 5769:     }
 5770:     for(i=1; i <=npar; i++)
 5771:       for(j=i+1;j<=npar;j++)
 5772: 	matcov[i][j]=matcov[j][i];
 5773:     
 5774:     if(mle==1)
 5775:       printf("\n");
 5776:     fprintf(ficlog,"\n");
 5777:     
 5778:     fflush(ficlog);
 5779:     
 5780:     /*-------- Rewriting parameter file ----------*/
 5781:     strcpy(rfileres,"r");    /* "Rparameterfile */
 5782:     strcat(rfileres,optionfilefiname);    /* Parameter file first name*/
 5783:     strcat(rfileres,".");    /* */
 5784:     strcat(rfileres,optionfilext);    /* Other files have txt extension */
 5785:     if((ficres =fopen(rfileres,"w"))==NULL) {
 5786:       printf("Problem writing new parameter file: %s\n", fileres);goto end;
 5787:       fprintf(ficlog,"Problem writing new parameter file: %s\n", fileres);goto end;
 5788:     }
 5789:     fprintf(ficres,"#%s\n",version);
 5790:   }    /* End of mle != -3 */
 5791: 
 5792: 
 5793:   n= lastobs;
 5794:   num=lvector(1,n);
 5795:   moisnais=vector(1,n);
 5796:   annais=vector(1,n);
 5797:   moisdc=vector(1,n);
 5798:   andc=vector(1,n);
 5799:   agedc=vector(1,n);
 5800:   cod=ivector(1,n);
 5801:   weight=vector(1,n);
 5802:   for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
 5803:   mint=matrix(1,maxwav,1,n);
 5804:   anint=matrix(1,maxwav,1,n);
 5805:   s=imatrix(1,maxwav+1,1,n); /* s[i][j] health state for wave i and individual j */ 
 5806:   tab=ivector(1,NCOVMAX);
 5807:   ncodemax=ivector(1,NCOVMAX); /* Number of code per covariate; if O and 1 only, 2**ncov; V1+V2+V3+V4=>16 */
 5808: 
 5809:   /* Reads data from file datafile */
 5810:   if (readdata(datafile, firstobs, lastobs, &imx)==1)
 5811:     goto end;
 5812: 
 5813:   /* Calculation of the number of parameters from char model */
 5814:     /*    modelsav=V2+V1+V4+age*V3 strb=age*V3 stra=V2+V1+V4 
 5815: 	k=4 (age*V3) Tvar[k=4]= 3 (from V3) Tag[cptcovage=1]=4
 5816: 	k=3 V4 Tvar[k=3]= 4 (from V4)
 5817: 	k=2 V1 Tvar[k=2]= 1 (from V1)
 5818: 	k=1 Tvar[1]=2 (from V2)
 5819:     */
 5820:   Tvar=ivector(1,NCOVMAX); /* Was 15 changed to NCOVMAX. */
 5821:   /*  V2+V1+V4+age*V3 is a model with 4 covariates (3 plus signs). 
 5822:       For each model-covariate stores the data-covariate id. Tvar[1]=2, Tvar[2]=1, Tvar[3]=4, 
 5823:       Tvar[4=age*V3] is 3 and 'age' is recorded in Tage.
 5824:   */
 5825:   /* For model-covariate k tells which data-covariate to use but
 5826:     because this model-covariate is a construction we invent a new column
 5827:     ncovcol + k1
 5828:     If already ncovcol=4 and model=V2+V1+V1*V4+age*V3
 5829:     Tvar[3=V1*V4]=4+1 etc */
 5830:   Tprod=ivector(1,NCOVMAX); /* Gives the position of a product */
 5831:   /* Tprod[k1=1]=3(=V1*V4) for V2+V1+V1*V4+age*V3
 5832:      if  V2+V1+V1*V4+age*V3+V3*V2   TProd[k1=2]=5 (V3*V2)
 5833:   */
 5834:   Tvaraff=ivector(1,NCOVMAX); /* Unclear */
 5835:   Tvard=imatrix(1,NCOVMAX,1,2); /* n=Tvard[k1][1]  and m=Tvard[k1][2] gives the couple n,m of the k1 th product Vn*Vm
 5836: 			    * For V3*V2 (in V2+V1+V1*V4+age*V3+V3*V2), V3*V2 position is 2nd. 
 5837: 			    * Tvard[k1=2][1]=3 (V3) Tvard[k1=2][2]=2(V2) */
 5838:   Tage=ivector(1,NCOVMAX); /* Gives the covariate id of covariates associated with age: V2 + V1 + age*V4 + V3*age
 5839: 			 4 covariates (3 plus signs)
 5840: 			 Tage[1=V3*age]= 4; Tage[2=age*V4] = 3
 5841: 		      */  
 5842: 
 5843:   if(decodemodel(model, lastobs) == 1)
 5844:     goto end;
 5845: 
 5846:   if((double)(lastobs-imx)/(double)imx > 1.10){
 5847:     nbwarn++;
 5848:     printf("Warning: The value of parameter lastobs=%d is big compared to the \n  effective number of cases imx=%d, please adjust, \n  otherwise you are allocating more memory than necessary.\n",lastobs, imx); 
 5849:     fprintf(ficlog,"Warning: The value of parameter lastobs=%d is big compared to the \n  effective number of cases imx=%d, please adjust, \n  otherwise you are allocating more memory than necessary.\n",lastobs, imx); 
 5850:   }
 5851:     /*  if(mle==1){*/
 5852:   if (weightopt != 1) { /* Maximisation without weights. We can have weights different from 1 but want no weight*/
 5853:     for(i=1;i<=imx;i++) weight[i]=1.0; /* changed to imx */
 5854:   }
 5855: 
 5856:     /*-calculation of age at interview from date of interview and age at death -*/
 5857:   agev=matrix(1,maxwav,1,imx);
 5858: 
 5859:   if(calandcheckages(imx, maxwav, &agemin, &agemax, &nberr, &nbwarn) == 1)
 5860:     goto end;
 5861: 
 5862: 
 5863:   agegomp=(int)agemin;
 5864:   free_vector(moisnais,1,n);
 5865:   free_vector(annais,1,n);
 5866:   /* free_matrix(mint,1,maxwav,1,n);
 5867:      free_matrix(anint,1,maxwav,1,n);*/
 5868:   free_vector(moisdc,1,n);
 5869:   free_vector(andc,1,n);
 5870:   /* */
 5871:   
 5872:   wav=ivector(1,imx);
 5873:   dh=imatrix(1,lastpass-firstpass+1,1,imx);
 5874:   bh=imatrix(1,lastpass-firstpass+1,1,imx);
 5875:   mw=imatrix(1,lastpass-firstpass+1,1,imx);
 5876:    
 5877:   /* Concatenates waves */
 5878:   concatwav(wav, dh, bh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);
 5879:   /* */
 5880:  
 5881:   /* Routine tricode is to calculate cptcoveff (real number of unique covariates) and to associate covariable number and modality */
 5882: 
 5883:   nbcode=imatrix(0,NCOVMAX,0,NCOVMAX); 
 5884:   ncodemax[1]=1;
 5885:   Ndum =ivector(-1,NCOVMAX);  
 5886:   if (ncovmodel > 2)
 5887:     tricode(Tvar,nbcode,imx, Ndum); /**< Fills nbcode[Tvar[j]][l]; */
 5888: 
 5889:   codtab=imatrix(1,100,1,10); /* codtab[h,k]=( (h-1) - mod(k-1,2**(k-1) )/2**(k-1) */
 5890:   /*printf(" codtab[1,1],codtab[100,10]=%d,%d\n", codtab[1][1],codtab[100][10]);*/
 5891:   h=0;
 5892: 
 5893: 
 5894:   /*if (cptcovn > 0) */
 5895:       
 5896:  
 5897:   m=pow(2,cptcoveff);
 5898:  
 5899:   for(k=1;k<=cptcoveff; k++){ /* scans any effective covariate */
 5900:     for(i=1; i <=pow(2,cptcoveff-k);i++){ /* i=1 to 8/1=8; i=1 to 8/2=4; i=1 to 8/8=1 */ 
 5901:       for(j=1; j <= ncodemax[k]; j++){ /* For each modality of this covariate ncodemax=2*/
 5902: 	for(cpt=1; cpt <=pow(2,k-1); cpt++){  /* cpt=1 to 8/2**(3+1-1 or 3+1-3) =1 or 4 */ 
 5903: 	  h++;
 5904: 	  if (h>m) 
 5905: 	    h=1;
 5906: 	  /**< codtab(h,k)  k   = codtab[h,k]=( (h-1) - mod(k-1,2**(k-1) )/2**(k-1) + 1
 5907: 	   *     h     1     2     3     4
 5908: 	   *______________________________  
 5909: 	   *     1 i=1 1 i=1 1 i=1 1 i=1 1
 5910: 	   *     2     2     1     1     1
 5911: 	   *     3 i=2 1     2     1     1
 5912: 	   *     4     2     2     1     1
 5913: 	   *     5 i=3 1 i=2 1     2     1
 5914: 	   *     6     2     1     2     1
 5915: 	   *     7 i=4 1     2     2     1
 5916: 	   *     8     2     2     2     1
 5917: 	   *     9 i=5 1 i=3 1 i=2 1     1
 5918: 	   *    10     2     1     1     1
 5919: 	   *    11 i=6 1     2     1     1
 5920: 	   *    12     2     2     1     1
 5921: 	   *    13 i=7 1 i=4 1     2     1    
 5922: 	   *    14     2     1     2     1
 5923: 	   *    15 i=8 1     2     2     1
 5924: 	   *    16     2     2     2     1
 5925: 	   */
 5926: 	  codtab[h][k]=j;
 5927: 	  /*codtab[h][Tvar[k]]=j;*/
 5928: 	  printf("h=%d k=%d j=%d codtab[h][k]=%d Tvar[k]=%d codtab[h][Tvar[k]]=%d \n",h, k,j,codtab[h][k],Tvar[k],codtab[h][Tvar[k]]);
 5929: 	} 
 5930:       }
 5931:     }
 5932:   } 
 5933:   /* printf("codtab[1][2]=%d codtab[2][2]=%d",codtab[1][2],codtab[2][2]); 
 5934:      codtab[1][2]=1;codtab[2][2]=2; */
 5935:   /* for(i=1; i <=m ;i++){ 
 5936:      for(k=1; k <=cptcovn; k++){
 5937:        printf("i=%d k=%d %d %d ",i,k,codtab[i][k], cptcoveff);
 5938:      }
 5939:      printf("\n");
 5940:      }
 5941:      scanf("%d",i);*/
 5942: 
 5943:  free_ivector(Ndum,-1,NCOVMAX);
 5944: 
 5945: 
 5946:     
 5947:   /*------------ gnuplot -------------*/
 5948:   strcpy(optionfilegnuplot,optionfilefiname);
 5949:   if(mle==-3)
 5950:     strcat(optionfilegnuplot,"-mort");
 5951:   strcat(optionfilegnuplot,".gp");
 5952: 
 5953:   if((ficgp=fopen(optionfilegnuplot,"w"))==NULL) {
 5954:     printf("Problem with file %s",optionfilegnuplot);
 5955:   }
 5956:   else{
 5957:     fprintf(ficgp,"\n# %s\n", version); 
 5958:     fprintf(ficgp,"# %s\n", optionfilegnuplot); 
 5959:     //fprintf(ficgp,"set missing 'NaNq'\n");
 5960:     fprintf(ficgp,"set datafile missing 'NaNq'\n");
 5961:   }
 5962:   /*  fclose(ficgp);*/
 5963:   /*--------- index.htm --------*/
 5964: 
 5965:   strcpy(optionfilehtm,optionfilefiname); /* Main html file */
 5966:   if(mle==-3)
 5967:     strcat(optionfilehtm,"-mort");
 5968:   strcat(optionfilehtm,".htm");
 5969:   if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
 5970:     printf("Problem with %s \n",optionfilehtm);
 5971:     exit(0);
 5972:   }
 5973: 
 5974:   strcpy(optionfilehtmcov,optionfilefiname); /* Only for matrix of covariance */
 5975:   strcat(optionfilehtmcov,"-cov.htm");
 5976:   if((fichtmcov=fopen(optionfilehtmcov,"w"))==NULL)    {
 5977:     printf("Problem with %s \n",optionfilehtmcov), exit(0);
 5978:   }
 5979:   else{
 5980:   fprintf(fichtmcov,"<html><head>\n<title>IMaCh Cov %s</title></head>\n <body><font size=\"2\">%s <br> %s</font> \
 5981: <hr size=\"2\" color=\"#EC5E5E\"> \n\
 5982: Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n",\
 5983: 	  optionfilehtmcov,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model);
 5984:   }
 5985: 
 5986:   fprintf(fichtm,"<html><head>\n<title>IMaCh %s</title></head>\n <body><font size=\"2\">%s <br> %s</font> \
 5987: <hr size=\"2\" color=\"#EC5E5E\"> \n\
 5988: Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n\
 5989: \n\
 5990: <hr  size=\"2\" color=\"#EC5E5E\">\
 5991:  <ul><li><h4>Parameter files</h4>\n\
 5992:  - Parameter file: <a href=\"%s.%s\">%s.%s</a><br>\n\
 5993:  - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>\n\
 5994:  - Log file of the run: <a href=\"%s\">%s</a><br>\n\
 5995:  - Gnuplot file name: <a href=\"%s\">%s</a><br>\n\
 5996:  - Date and time at start: %s</ul>\n",\
 5997: 	  optionfilehtm,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model,\
 5998: 	  optionfilefiname,optionfilext,optionfilefiname,optionfilext,\
 5999: 	  fileres,fileres,\
 6000: 	  filelog,filelog,optionfilegnuplot,optionfilegnuplot,strstart);
 6001:   fflush(fichtm);
 6002: 
 6003:   strcpy(pathr,path);
 6004:   strcat(pathr,optionfilefiname);
 6005:   chdir(optionfilefiname); /* Move to directory named optionfile */
 6006:   
 6007:   /* Calculates basic frequencies. Computes observed prevalence at single age
 6008:      and prints on file fileres'p'. */
 6009:   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint,strstart);
 6010: 
 6011:   fprintf(fichtm,"\n");
 6012:   fprintf(fichtm,"<br>Total number of observations=%d <br>\n\
 6013: Youngest age at first (selected) pass %.2f, oldest age %.2f<br>\n\
 6014: Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>\n",\
 6015: 	  imx,agemin,agemax,jmin,jmax,jmean);
 6016:   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 6017:     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 6018:     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 6019:     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 6020:     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
 6021:     
 6022:    
 6023:   /* For Powell, parameters are in a vector p[] starting at p[1]
 6024:      so we point p on param[1][1] so that p[1] maps on param[1][1][1] */
 6025:   p=param[1][1]; /* *(*(*(param +1)+1)+0) */
 6026: 
 6027:   globpr=0; /* To get the number ipmx of contributions and the sum of weights*/
 6028: 
 6029:   if (mle==-3){
 6030:     ximort=matrix(1,NDIM,1,NDIM); 
 6031: /*     ximort=gsl_matrix_alloc(1,NDIM,1,NDIM); */
 6032:     cens=ivector(1,n);
 6033:     ageexmed=vector(1,n);
 6034:     agecens=vector(1,n);
 6035:     dcwave=ivector(1,n);
 6036:  
 6037:     for (i=1; i<=imx; i++){
 6038:       dcwave[i]=-1;
 6039:       for (m=firstpass; m<=lastpass; m++)
 6040: 	if (s[m][i]>nlstate) {
 6041: 	  dcwave[i]=m;
 6042: 	  /*	printf("i=%d j=%d s=%d dcwave=%d\n",i,j, s[j][i],dcwave[i]);*/
 6043: 	  break;
 6044: 	}
 6045:     }
 6046: 
 6047:     for (i=1; i<=imx; i++) {
 6048:       if (wav[i]>0){
 6049: 	ageexmed[i]=agev[mw[1][i]][i];
 6050: 	j=wav[i];
 6051: 	agecens[i]=1.; 
 6052: 
 6053: 	if (ageexmed[i]> 1 && wav[i] > 0){
 6054: 	  agecens[i]=agev[mw[j][i]][i];
 6055: 	  cens[i]= 1;
 6056: 	}else if (ageexmed[i]< 1) 
 6057: 	  cens[i]= -1;
 6058: 	if (agedc[i]< AGESUP && agedc[i]>1 && dcwave[i]>firstpass && dcwave[i]<=lastpass)
 6059: 	  cens[i]=0 ;
 6060:       }
 6061:       else cens[i]=-1;
 6062:     }
 6063:     
 6064:     for (i=1;i<=NDIM;i++) {
 6065:       for (j=1;j<=NDIM;j++)
 6066: 	ximort[i][j]=(i == j ? 1.0 : 0.0);
 6067:     }
 6068:     
 6069:     /*p[1]=0.0268; p[NDIM]=0.083;*/
 6070:     /*printf("%lf %lf", p[1], p[2]);*/
 6071:     
 6072:     
 6073: #ifdef GSL
 6074:     printf("GSL optimization\n");  fprintf(ficlog,"Powell\n");
 6075: #else
 6076:     printf("Powell\n");  fprintf(ficlog,"Powell\n");
 6077: #endif
 6078:     strcpy(filerespow,"pow-mort"); 
 6079:     strcat(filerespow,fileres);
 6080:     if((ficrespow=fopen(filerespow,"w"))==NULL) {
 6081:       printf("Problem with resultfile: %s\n", filerespow);
 6082:       fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
 6083:     }
 6084: #ifdef GSL
 6085:     fprintf(ficrespow,"# GSL optimization\n# iter -2*LL");
 6086: #else
 6087:     fprintf(ficrespow,"# Powell\n# iter -2*LL");
 6088: #endif
 6089:     /*  for (i=1;i<=nlstate;i++)
 6090: 	for(j=1;j<=nlstate+ndeath;j++)
 6091: 	if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
 6092:     */
 6093:     fprintf(ficrespow,"\n");
 6094: #ifdef GSL
 6095:     /* gsl starts here */ 
 6096:     T = gsl_multimin_fminimizer_nmsimplex;
 6097:     gsl_multimin_fminimizer *sfm = NULL;
 6098:     gsl_vector *ss, *x;
 6099:     gsl_multimin_function minex_func;
 6100: 
 6101:     /* Initial vertex size vector */
 6102:     ss = gsl_vector_alloc (NDIM);
 6103:     
 6104:     if (ss == NULL){
 6105:       GSL_ERROR_VAL ("failed to allocate space for ss", GSL_ENOMEM, 0);
 6106:     }
 6107:     /* Set all step sizes to 1 */
 6108:     gsl_vector_set_all (ss, 0.001);
 6109: 
 6110:     /* Starting point */
 6111:     
 6112:     x = gsl_vector_alloc (NDIM);
 6113:     
 6114:     if (x == NULL){
 6115:       gsl_vector_free(ss);
 6116:       GSL_ERROR_VAL ("failed to allocate space for x", GSL_ENOMEM, 0);
 6117:     }
 6118:   
 6119:     /* Initialize method and iterate */
 6120:     /*     p[1]=0.0268; p[NDIM]=0.083; */
 6121: /*     gsl_vector_set(x, 0, 0.0268); */
 6122: /*     gsl_vector_set(x, 1, 0.083); */
 6123:     gsl_vector_set(x, 0, p[1]);
 6124:     gsl_vector_set(x, 1, p[2]);
 6125: 
 6126:     minex_func.f = &gompertz_f;
 6127:     minex_func.n = NDIM;
 6128:     minex_func.params = (void *)&p; /* ??? */
 6129:     
 6130:     sfm = gsl_multimin_fminimizer_alloc (T, NDIM);
 6131:     gsl_multimin_fminimizer_set (sfm, &minex_func, x, ss);
 6132:     
 6133:     printf("Iterations beginning .....\n\n");
 6134:     printf("Iter. #    Intercept       Slope     -Log Likelihood     Simplex size\n");
 6135: 
 6136:     iteri=0;
 6137:     while (rval == GSL_CONTINUE){
 6138:       iteri++;
 6139:       status = gsl_multimin_fminimizer_iterate(sfm);
 6140:       
 6141:       if (status) printf("error: %s\n", gsl_strerror (status));
 6142:       fflush(0);
 6143:       
 6144:       if (status) 
 6145:         break;
 6146:       
 6147:       rval = gsl_multimin_test_size (gsl_multimin_fminimizer_size (sfm), 1e-6);
 6148:       ssval = gsl_multimin_fminimizer_size (sfm);
 6149:       
 6150:       if (rval == GSL_SUCCESS)
 6151:         printf ("converged to a local maximum at\n");
 6152:       
 6153:       printf("%5d ", iteri);
 6154:       for (it = 0; it < NDIM; it++){
 6155: 	printf ("%10.5f ", gsl_vector_get (sfm->x, it));
 6156:       }
 6157:       printf("f() = %-10.5f ssize = %.7f\n", sfm->fval, ssval);
 6158:     }
 6159:     
 6160:     printf("\n\n Please note: Program should be run many times with varying starting points to detemine global maximum\n\n");
 6161:     
 6162:     gsl_vector_free(x); /* initial values */
 6163:     gsl_vector_free(ss); /* inital step size */
 6164:     for (it=0; it<NDIM; it++){
 6165:       p[it+1]=gsl_vector_get(sfm->x,it);
 6166:       fprintf(ficrespow," %.12lf", p[it]);
 6167:     }
 6168:     gsl_multimin_fminimizer_free (sfm); /* p *(sfm.x.data) et p *(sfm.x.data+1)  */
 6169: #endif
 6170: #ifdef POWELL
 6171:      powell(p,ximort,NDIM,ftol,&iter,&fret,gompertz);
 6172: #endif  
 6173:     fclose(ficrespow);
 6174:     
 6175:     hesscov(matcov, p, NDIM, delti, 1e-4, gompertz); 
 6176: 
 6177:     for(i=1; i <=NDIM; i++)
 6178:       for(j=i+1;j<=NDIM;j++)
 6179: 	matcov[i][j]=matcov[j][i];
 6180:     
 6181:     printf("\nCovariance matrix\n ");
 6182:     for(i=1; i <=NDIM; i++) {
 6183:       for(j=1;j<=NDIM;j++){ 
 6184: 	printf("%f ",matcov[i][j]);
 6185:       }
 6186:       printf("\n ");
 6187:     }
 6188:     
 6189:     printf("iter=%d MLE=%f Eq=%lf*exp(%lf*(age-%d))\n",iter,-gompertz(p),p[1],p[2],agegomp);
 6190:     for (i=1;i<=NDIM;i++) 
 6191:       printf("%f [%f ; %f]\n",p[i],p[i]-2*sqrt(matcov[i][i]),p[i]+2*sqrt(matcov[i][i]));
 6192: 
 6193:     lsurv=vector(1,AGESUP);
 6194:     lpop=vector(1,AGESUP);
 6195:     tpop=vector(1,AGESUP);
 6196:     lsurv[agegomp]=100000;
 6197:     
 6198:     for (k=agegomp;k<=AGESUP;k++) {
 6199:       agemortsup=k;
 6200:       if (p[1]*exp(p[2]*(k-agegomp))>1) break;
 6201:     }
 6202:     
 6203:     for (k=agegomp;k<agemortsup;k++)
 6204:       lsurv[k+1]=lsurv[k]-lsurv[k]*(p[1]*exp(p[2]*(k-agegomp)));
 6205:     
 6206:     for (k=agegomp;k<agemortsup;k++){
 6207:       lpop[k]=(lsurv[k]+lsurv[k+1])/2.;
 6208:       sumlpop=sumlpop+lpop[k];
 6209:     }
 6210:     
 6211:     tpop[agegomp]=sumlpop;
 6212:     for (k=agegomp;k<(agemortsup-3);k++){
 6213:       /*  tpop[k+1]=2;*/
 6214:       tpop[k+1]=tpop[k]-lpop[k];
 6215:     }
 6216:     
 6217:     
 6218:     printf("\nAge   lx     qx    dx    Lx     Tx     e(x)\n");
 6219:     for (k=agegomp;k<(agemortsup-2);k++) 
 6220:       printf("%d %.0lf %lf %.0lf %.0lf %.0lf %lf\n",k,lsurv[k],p[1]*exp(p[2]*(k-agegomp)),(p[1]*exp(p[2]*(k-agegomp)))*lsurv[k],lpop[k],tpop[k],tpop[k]/lsurv[k]);
 6221:     
 6222:     
 6223:     replace_back_to_slash(pathc,pathcd); /* Even gnuplot wants a / */
 6224:     printinggnuplotmort(fileres, optionfilefiname,ageminpar,agemaxpar,fage, pathc,p);
 6225:     
 6226:     printinghtmlmort(fileres,title,datafile, firstpass, lastpass, \
 6227: 		     stepm, weightopt,\
 6228: 		     model,imx,p,matcov,agemortsup);
 6229:     
 6230:     free_vector(lsurv,1,AGESUP);
 6231:     free_vector(lpop,1,AGESUP);
 6232:     free_vector(tpop,1,AGESUP);
 6233: #ifdef GSL
 6234:     free_ivector(cens,1,n);
 6235:     free_vector(agecens,1,n);
 6236:     free_ivector(dcwave,1,n);
 6237:     free_matrix(ximort,1,NDIM,1,NDIM);
 6238: #endif
 6239:   } /* Endof if mle==-3 */
 6240:   
 6241:   else{ /* For mle >=1 */
 6242:     globpr=0;/* debug */
 6243:     likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
 6244:     printf("First Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
 6245:     for (k=1; k<=npar;k++)
 6246:       printf(" %d %8.5f",k,p[k]);
 6247:     printf("\n");
 6248:     globpr=1; /* to print the contributions */
 6249:     likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
 6250:     printf("Second Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
 6251:     for (k=1; k<=npar;k++)
 6252:       printf(" %d %8.5f",k,p[k]);
 6253:     printf("\n");
 6254:     if(mle>=1){ /* Could be 1 or 2 */
 6255:       mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);
 6256:     }
 6257:     
 6258:     /*--------- results files --------------*/
 6259:     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);
 6260:     
 6261:     
 6262:     fprintf(ficres,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
 6263:     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
 6264:     fprintf(ficlog,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
 6265:     for(i=1,jk=1; i <=nlstate; i++){
 6266:       for(k=1; k <=(nlstate+ndeath); k++){
 6267: 	if (k != i) {
 6268: 	  printf("%d%d ",i,k);
 6269: 	  fprintf(ficlog,"%d%d ",i,k);
 6270: 	  fprintf(ficres,"%1d%1d ",i,k);
 6271: 	  for(j=1; j <=ncovmodel; j++){
 6272: 	    printf("%lf ",p[jk]);
 6273: 	    fprintf(ficlog,"%lf ",p[jk]);
 6274: 	    fprintf(ficres,"%lf ",p[jk]);
 6275: 	    jk++; 
 6276: 	  }
 6277: 	  printf("\n");
 6278: 	  fprintf(ficlog,"\n");
 6279: 	  fprintf(ficres,"\n");
 6280: 	}
 6281:       }
 6282:     }
 6283:     if(mle!=0){
 6284:       /* Computing hessian and covariance matrix */
 6285:       ftolhess=ftol; /* Usually correct */
 6286:       hesscov(matcov, p, npar, delti, ftolhess, func);
 6287:     }
 6288:     fprintf(ficres,"# Scales (for hessian or gradient estimation)\n");
 6289:     printf("# Scales (for hessian or gradient estimation)\n");
 6290:     fprintf(ficlog,"# Scales (for hessian or gradient estimation)\n");
 6291:     for(i=1,jk=1; i <=nlstate; i++){
 6292:       for(j=1; j <=nlstate+ndeath; j++){
 6293: 	if (j!=i) {
 6294: 	  fprintf(ficres,"%1d%1d",i,j);
 6295: 	  printf("%1d%1d",i,j);
 6296: 	  fprintf(ficlog,"%1d%1d",i,j);
 6297: 	  for(k=1; k<=ncovmodel;k++){
 6298: 	    printf(" %.5e",delti[jk]);
 6299: 	    fprintf(ficlog," %.5e",delti[jk]);
 6300: 	    fprintf(ficres," %.5e",delti[jk]);
 6301: 	    jk++;
 6302: 	  }
 6303: 	  printf("\n");
 6304: 	  fprintf(ficlog,"\n");
 6305: 	  fprintf(ficres,"\n");
 6306: 	}
 6307:       }
 6308:     }
 6309:     
 6310:     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");
 6311:     if(mle>=1)
 6312:       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");
 6313:     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");
 6314:     /* # 121 Var(a12)\n\ */
 6315:     /* # 122 Cov(b12,a12) Var(b12)\n\ */
 6316:     /* # 131 Cov(a13,a12) Cov(a13,b12, Var(a13)\n\ */
 6317:     /* # 132 Cov(b13,a12) Cov(b13,b12, Cov(b13,a13) Var(b13)\n\ */
 6318:     /* # 212 Cov(a21,a12) Cov(a21,b12, Cov(a21,a13) Cov(a21,b13) Var(a21)\n\ */
 6319:     /* # 212 Cov(b21,a12) Cov(b21,b12, Cov(b21,a13) Cov(b21,b13) Cov(b21,a21) Var(b21)\n\ */
 6320:     /* # 232 Cov(a23,a12) Cov(a23,b12, Cov(a23,a13) Cov(a23,b13) Cov(a23,a21) Cov(a23,b21) Var(a23)\n\ */
 6321:     /* # 232 Cov(b23,a12) Cov(b23,b12) ... Var (b23)\n" */
 6322:     
 6323:     
 6324:     /* Just to have a covariance matrix which will be more understandable
 6325:        even is we still don't want to manage dictionary of variables
 6326:     */
 6327:     for(itimes=1;itimes<=2;itimes++){
 6328:       jj=0;
 6329:       for(i=1; i <=nlstate; i++){
 6330: 	for(j=1; j <=nlstate+ndeath; j++){
 6331: 	  if(j==i) continue;
 6332: 	  for(k=1; k<=ncovmodel;k++){
 6333: 	    jj++;
 6334: 	    ca[0]= k+'a'-1;ca[1]='\0';
 6335: 	    if(itimes==1){
 6336: 	      if(mle>=1)
 6337: 		printf("#%1d%1d%d",i,j,k);
 6338: 	      fprintf(ficlog,"#%1d%1d%d",i,j,k);
 6339: 	      fprintf(ficres,"#%1d%1d%d",i,j,k);
 6340: 	    }else{
 6341: 	      if(mle>=1)
 6342: 		printf("%1d%1d%d",i,j,k);
 6343: 	      fprintf(ficlog,"%1d%1d%d",i,j,k);
 6344: 	      fprintf(ficres,"%1d%1d%d",i,j,k);
 6345: 	    }
 6346: 	    ll=0;
 6347: 	    for(li=1;li <=nlstate; li++){
 6348: 	      for(lj=1;lj <=nlstate+ndeath; lj++){
 6349: 		if(lj==li) continue;
 6350: 		for(lk=1;lk<=ncovmodel;lk++){
 6351: 		  ll++;
 6352: 		  if(ll<=jj){
 6353: 		    cb[0]= lk +'a'-1;cb[1]='\0';
 6354: 		    if(ll<jj){
 6355: 		      if(itimes==1){
 6356: 			if(mle>=1)
 6357: 			  printf(" Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
 6358: 			fprintf(ficlog," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
 6359: 			fprintf(ficres," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
 6360: 		      }else{
 6361: 			if(mle>=1)
 6362: 			  printf(" %.5e",matcov[jj][ll]); 
 6363: 			fprintf(ficlog," %.5e",matcov[jj][ll]); 
 6364: 			fprintf(ficres," %.5e",matcov[jj][ll]); 
 6365: 		      }
 6366: 		    }else{
 6367: 		      if(itimes==1){
 6368: 			if(mle>=1)
 6369: 			  printf(" Var(%s%1d%1d)",ca,i,j);
 6370: 			fprintf(ficlog," Var(%s%1d%1d)",ca,i,j);
 6371: 			fprintf(ficres," Var(%s%1d%1d)",ca,i,j);
 6372: 		      }else{
 6373: 			if(mle>=1)
 6374: 			  printf(" %.5e",matcov[jj][ll]); 
 6375: 			fprintf(ficlog," %.5e",matcov[jj][ll]); 
 6376: 			fprintf(ficres," %.5e",matcov[jj][ll]); 
 6377: 		      }
 6378: 		    }
 6379: 		  }
 6380: 		} /* end lk */
 6381: 	      } /* end lj */
 6382: 	    } /* end li */
 6383: 	    if(mle>=1)
 6384: 	      printf("\n");
 6385: 	    fprintf(ficlog,"\n");
 6386: 	    fprintf(ficres,"\n");
 6387: 	    numlinepar++;
 6388: 	  } /* end k*/
 6389: 	} /*end j */
 6390:       } /* end i */
 6391:     } /* end itimes */
 6392:     
 6393:     fflush(ficlog);
 6394:     fflush(ficres);
 6395:     
 6396:     while((c=getc(ficpar))=='#' && c!= EOF){
 6397:       ungetc(c,ficpar);
 6398:       fgets(line, MAXLINE, ficpar);
 6399:       fputs(line,stdout);
 6400:       fputs(line,ficparo);
 6401:     }
 6402:     ungetc(c,ficpar);
 6403:     
 6404:     estepm=0;
 6405:     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf estepm=%d\n",&ageminpar,&agemaxpar, &bage, &fage, &estepm);
 6406:     if (estepm==0 || estepm < stepm) estepm=stepm;
 6407:     if (fage <= 2) {
 6408:       bage = ageminpar;
 6409:       fage = agemaxpar;
 6410:     }
 6411:     
 6412:     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
 6413:     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
 6414:     fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
 6415:     
 6416:     while((c=getc(ficpar))=='#' && c!= EOF){
 6417:       ungetc(c,ficpar);
 6418:       fgets(line, MAXLINE, ficpar);
 6419:       fputs(line,stdout);
 6420:       fputs(line,ficparo);
 6421:     }
 6422:     ungetc(c,ficpar);
 6423:     
 6424:     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);
 6425:     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);
 6426:     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);
 6427:     printf("begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
 6428:     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);
 6429:     
 6430:     while((c=getc(ficpar))=='#' && c!= EOF){
 6431:       ungetc(c,ficpar);
 6432:       fgets(line, MAXLINE, ficpar);
 6433:       fputs(line,stdout);
 6434:       fputs(line,ficparo);
 6435:     }
 6436:     ungetc(c,ficpar);
 6437:     
 6438:     
 6439:     dateprev1=anprev1+(mprev1-1)/12.+(jprev1-1)/365.;
 6440:     dateprev2=anprev2+(mprev2-1)/12.+(jprev2-1)/365.;
 6441:     
 6442:     fscanf(ficpar,"pop_based=%d\n",&popbased);
 6443:     fprintf(ficparo,"pop_based=%d\n",popbased);   
 6444:     fprintf(ficres,"pop_based=%d\n",popbased);   
 6445:     
 6446:     while((c=getc(ficpar))=='#' && c!= EOF){
 6447:       ungetc(c,ficpar);
 6448:       fgets(line, MAXLINE, ficpar);
 6449:       fputs(line,stdout);
 6450:       fputs(line,ficparo);
 6451:     }
 6452:     ungetc(c,ficpar);
 6453:     
 6454:     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);
 6455:     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);
 6456:     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);
 6457:     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);
 6458:     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);
 6459:     /* day and month of proj2 are not used but only year anproj2.*/
 6460:     
 6461:     
 6462:     
 6463:      /* freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint); */
 6464:     /* ,dateprev1,dateprev2,jprev1, mprev1,anprev1,jprev2, mprev2,anprev2); */
 6465:     
 6466:     replace_back_to_slash(pathc,pathcd); /* Even gnuplot wants a / */
 6467:     printinggnuplot(fileres, optionfilefiname,ageminpar,agemaxpar,fage, pathc,p);
 6468:     
 6469:     printinghtml(fileres,title,datafile, firstpass, lastpass, stepm, weightopt,\
 6470: 		 model,imx,jmin,jmax,jmean,rfileres,popforecast,estepm,\
 6471: 		 jprev1,mprev1,anprev1,jprev2,mprev2,anprev2);
 6472:       
 6473:    /*------------ free_vector  -------------*/
 6474:    /*  chdir(path); */
 6475:  
 6476:     free_ivector(wav,1,imx);
 6477:     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);
 6478:     free_imatrix(bh,1,lastpass-firstpass+1,1,imx);
 6479:     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);   
 6480:     free_lvector(num,1,n);
 6481:     free_vector(agedc,1,n);
 6482:     /*free_matrix(covar,0,NCOVMAX,1,n);*/
 6483:     /*free_matrix(covar,1,NCOVMAX,1,n);*/
 6484:     fclose(ficparo);
 6485:     fclose(ficres);
 6486: 
 6487: 
 6488:     /*--------------- Prevalence limit  (period or stable prevalence) --------------*/
 6489: #include "prevlim.h"  /* Use ficrespl, ficlog */
 6490:     fclose(ficrespl);
 6491: 
 6492: #ifdef FREEEXIT2
 6493: #include "freeexit2.h"
 6494: #endif
 6495: 
 6496:     /*------------- h Pij x at various ages ------------*/
 6497: #include "hpijx.h"
 6498:     fclose(ficrespij);
 6499: 
 6500:   /*-------------- Variance of one-step probabilities---*/
 6501:     k=1;
 6502:     varprob(optionfilefiname, matcov, p, delti, nlstate, bage, fage,k,Tvar,nbcode, ncodemax,strstart);
 6503: 
 6504: 
 6505:     probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
 6506:     for(i=1;i<=AGESUP;i++)
 6507:       for(j=1;j<=NCOVMAX;j++)
 6508: 	for(k=1;k<=NCOVMAX;k++)
 6509: 	  probs[i][j][k]=0.;
 6510: 
 6511:     /*---------- Forecasting ------------------*/
 6512:     /*if((stepm == 1) && (strcmp(model,".")==0)){*/
 6513:     if(prevfcast==1){
 6514:       /*    if(stepm ==1){*/
 6515:       prevforecast(fileres, anproj1, mproj1, jproj1, agemin, agemax, dateprev1, dateprev2, mobilavproj, bage, fage, firstpass, lastpass, anproj2, p, cptcoveff);
 6516:       /* (popforecast==1) populforecast(fileres, anpyram,mpyram,jpyram, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anpyram1,p, i1);*/
 6517:       /*      }  */
 6518:       /*      else{ */
 6519:       /*        erreur=108; */
 6520:       /*        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); */
 6521:       /*        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); */
 6522:       /*      } */
 6523:     }
 6524:   
 6525: 
 6526:     /* Computes prevalence between agemin (i.e minimal age computed) and no more ageminpar */
 6527: 
 6528:     prevalence(probs, agemin, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
 6529:     /*  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",\
 6530: 	ageminpar, agemax, s[lastpass][imx], agev[lastpass][imx], nlstate, imx, mint[lastpass][imx],anint[lastpass][imx], dateprev1, dateprev2, firstpass, lastpass);
 6531:     */
 6532: 
 6533:     if (mobilav!=0) {
 6534:       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 6535:       if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
 6536: 	fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
 6537: 	printf(" Error in movingaverage mobilav=%d\n",mobilav);
 6538:       }
 6539:     }
 6540: 
 6541: 
 6542:     /*---------- Health expectancies, no variances ------------*/
 6543: 
 6544:     strcpy(filerese,"e");
 6545:     strcat(filerese,fileres);
 6546:     if((ficreseij=fopen(filerese,"w"))==NULL) {
 6547:       printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
 6548:       fprintf(ficlog,"Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
 6549:     }
 6550:     printf("Computing Health Expectancies: result on file '%s' \n", filerese);
 6551:     fprintf(ficlog,"Computing Health Expectancies: result on file '%s' \n", filerese);
 6552:     /*for(cptcov=1,k=0;cptcov<=i1;cptcov++){
 6553:       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){*/
 6554:           
 6555:     for (k=1; k <= (int) pow(2,cptcoveff); k++){
 6556: 	fprintf(ficreseij,"\n#****** ");
 6557: 	for(j=1;j<=cptcoveff;j++) {
 6558: 	  fprintf(ficreseij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 6559: 	}
 6560: 	fprintf(ficreseij,"******\n");
 6561: 
 6562: 	eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
 6563: 	oldm=oldms;savm=savms;
 6564: 	evsij(eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm, strstart);  
 6565:       
 6566: 	free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
 6567:       /*}*/
 6568:     }
 6569:     fclose(ficreseij);
 6570: 
 6571: 
 6572:     /*---------- Health expectancies and variances ------------*/
 6573: 
 6574: 
 6575:     strcpy(filerest,"t");
 6576:     strcat(filerest,fileres);
 6577:     if((ficrest=fopen(filerest,"w"))==NULL) {
 6578:       printf("Problem with total LE resultfile: %s\n", filerest);goto end;
 6579:       fprintf(ficlog,"Problem with total LE resultfile: %s\n", filerest);goto end;
 6580:     }
 6581:     printf("Computing Total Life expectancies with their standard errors: file '%s' \n", filerest); 
 6582:     fprintf(ficlog,"Computing Total Life expectancies with their standard errors: file '%s' \n", filerest); 
 6583: 
 6584: 
 6585:     strcpy(fileresstde,"stde");
 6586:     strcat(fileresstde,fileres);
 6587:     if((ficresstdeij=fopen(fileresstde,"w"))==NULL) {
 6588:       printf("Problem with Health Exp. and std errors resultfile: %s\n", fileresstde); exit(0);
 6589:       fprintf(ficlog,"Problem with Health Exp. and std errors resultfile: %s\n", fileresstde); exit(0);
 6590:     }
 6591:     printf("Computing Health Expectancies and standard errors: result on file '%s' \n", fileresstde);
 6592:     fprintf(ficlog,"Computing Health Expectancies and standard errors: result on file '%s' \n", fileresstde);
 6593: 
 6594:     strcpy(filerescve,"cve");
 6595:     strcat(filerescve,fileres);
 6596:     if((ficrescveij=fopen(filerescve,"w"))==NULL) {
 6597:       printf("Problem with Covar. Health Exp. resultfile: %s\n", filerescve); exit(0);
 6598:       fprintf(ficlog,"Problem with Covar. Health Exp. resultfile: %s\n", filerescve); exit(0);
 6599:     }
 6600:     printf("Computing Covar. of Health Expectancies: result on file '%s' \n", filerescve);
 6601:     fprintf(ficlog,"Computing Covar. of Health Expectancies: result on file '%s' \n", filerescve);
 6602: 
 6603:     strcpy(fileresv,"v");
 6604:     strcat(fileresv,fileres);
 6605:     if((ficresvij=fopen(fileresv,"w"))==NULL) {
 6606:       printf("Problem with variance resultfile: %s\n", fileresv);exit(0);
 6607:       fprintf(ficlog,"Problem with variance resultfile: %s\n", fileresv);exit(0);
 6608:     }
 6609:     printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
 6610:     fprintf(ficlog,"Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
 6611: 
 6612:     /*for(cptcov=1,k=0;cptcov<=i1;cptcov++){
 6613:       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){*/
 6614:           
 6615:     for (k=1; k <= (int) pow(2,cptcoveff); k++){
 6616:     	fprintf(ficrest,"\n#****** ");
 6617: 	for(j=1;j<=cptcoveff;j++) 
 6618: 	  fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 6619: 	fprintf(ficrest,"******\n");
 6620: 
 6621: 	fprintf(ficresstdeij,"\n#****** ");
 6622: 	fprintf(ficrescveij,"\n#****** ");
 6623: 	for(j=1;j<=cptcoveff;j++) {
 6624: 	  fprintf(ficresstdeij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 6625: 	  fprintf(ficrescveij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 6626: 	}
 6627: 	fprintf(ficresstdeij,"******\n");
 6628: 	fprintf(ficrescveij,"******\n");
 6629: 
 6630: 	fprintf(ficresvij,"\n#****** ");
 6631: 	for(j=1;j<=cptcoveff;j++) 
 6632: 	  fprintf(ficresvij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 6633: 	fprintf(ficresvij,"******\n");
 6634: 
 6635: 	eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
 6636: 	oldm=oldms;savm=savms;
 6637: 	cvevsij(eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm, delti, matcov, strstart);  
 6638: 	/*
 6639: 	 */
 6640: 	/* goto endfree; */
 6641:  
 6642: 	vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
 6643: 	pstamp(ficrest);
 6644: 
 6645: 
 6646: 	for(vpopbased=0; vpopbased <= popbased; vpopbased++){ /* Done for vpopbased=0 and vpopbased=1 if popbased==1*/
 6647: 	  oldm=oldms;savm=savms; /* Segmentation fault */
 6648: 	  cptcod= 0; /* To be deleted */
 6649: 	  varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,vpopbased,mobilav, strstart); /* cptcod not initialized Intel */
 6650: 	  fprintf(ficrest,"# Total life expectancy with std error and decomposition into time to be expected in each health state\n#  (weighted average of eij where weights are ");
 6651: 	  if(vpopbased==1)
 6652: 	    fprintf(ficrest,"the age specific prevalence observed (cross-sectionally) in the population i.e cross-sectionally\n in each health state (popbased=1) (mobilav=%d)\n",mobilav);
 6653: 	  else
 6654: 	    fprintf(ficrest,"the age specific period (stable) prevalences in each health state \n");
 6655: 	  fprintf(ficrest,"# Age e.. (std) ");
 6656: 	  for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);
 6657: 	  fprintf(ficrest,"\n");
 6658: 
 6659: 	  epj=vector(1,nlstate+1);
 6660: 	  for(age=bage; age <=fage ;age++){
 6661: 	    prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
 6662: 	    if (vpopbased==1) {
 6663: 	      if(mobilav ==0){
 6664: 		for(i=1; i<=nlstate;i++)
 6665: 		  prlim[i][i]=probs[(int)age][i][k];
 6666: 	      }else{ /* mobilav */ 
 6667: 		for(i=1; i<=nlstate;i++)
 6668: 		  prlim[i][i]=mobaverage[(int)age][i][k];
 6669: 	      }
 6670: 	    }
 6671: 	
 6672: 	    fprintf(ficrest," %4.0f",age);
 6673: 	    for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){
 6674: 	      for(i=1, epj[j]=0.;i <=nlstate;i++) {
 6675: 		epj[j] += prlim[i][i]*eij[i][j][(int)age];
 6676: 		/*  printf("%lf %lf ", prlim[i][i] ,eij[i][j][(int)age]);*/
 6677: 	      }
 6678: 	      epj[nlstate+1] +=epj[j];
 6679: 	    }
 6680: 
 6681: 	    for(i=1, vepp=0.;i <=nlstate;i++)
 6682: 	      for(j=1;j <=nlstate;j++)
 6683: 		vepp += vareij[i][j][(int)age];
 6684: 	    fprintf(ficrest," %7.3f (%7.3f)", epj[nlstate+1],sqrt(vepp));
 6685: 	    for(j=1;j <=nlstate;j++){
 6686: 	      fprintf(ficrest," %7.3f (%7.3f)", epj[j],sqrt(vareij[j][j][(int)age]));
 6687: 	    }
 6688: 	    fprintf(ficrest,"\n");
 6689: 	  }
 6690: 	}
 6691: 	free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
 6692: 	free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);
 6693: 	free_vector(epj,1,nlstate+1);
 6694:       /*}*/
 6695:     }
 6696:     free_vector(weight,1,n);
 6697:     free_imatrix(Tvard,1,NCOVMAX,1,2);
 6698:     free_imatrix(s,1,maxwav+1,1,n);
 6699:     free_matrix(anint,1,maxwav,1,n); 
 6700:     free_matrix(mint,1,maxwav,1,n);
 6701:     free_ivector(cod,1,n);
 6702:     free_ivector(tab,1,NCOVMAX);
 6703:     fclose(ficresstdeij);
 6704:     fclose(ficrescveij);
 6705:     fclose(ficresvij);
 6706:     fclose(ficrest);
 6707:     fclose(ficpar);
 6708:   
 6709:     /*------- Variance of period (stable) prevalence------*/   
 6710: 
 6711:     strcpy(fileresvpl,"vpl");
 6712:     strcat(fileresvpl,fileres);
 6713:     if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
 6714:       printf("Problem with variance of period (stable) prevalence  resultfile: %s\n", fileresvpl);
 6715:       exit(0);
 6716:     }
 6717:     printf("Computing Variance-covariance of period (stable) prevalence: file '%s' \n", fileresvpl);
 6718: 
 6719:     /*for(cptcov=1,k=0;cptcov<=i1;cptcov++){
 6720:       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){*/
 6721:           
 6722:     for (k=1; k <= (int) pow(2,cptcoveff); k++){
 6723:     	fprintf(ficresvpl,"\n#****** ");
 6724: 	for(j=1;j<=cptcoveff;j++) 
 6725: 	  fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 6726: 	fprintf(ficresvpl,"******\n");
 6727:       
 6728: 	varpl=matrix(1,nlstate,(int) bage, (int) fage);
 6729: 	oldm=oldms;savm=savms;
 6730: 	varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k,strstart);
 6731: 	free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
 6732:       /*}*/
 6733:     }
 6734: 
 6735:     fclose(ficresvpl);
 6736: 
 6737:     /*---------- End : free ----------------*/
 6738:     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 6739:     free_ma3x(probs,1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
 6740:   }  /* mle==-3 arrives here for freeing */
 6741:  endfree:
 6742:     free_matrix(prlim,1,nlstate,1,nlstate); /*here or after loop ? */
 6743:     free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);
 6744:     free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);
 6745:     free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);
 6746:     free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);
 6747:     free_matrix(covar,0,NCOVMAX,1,n);
 6748:     free_matrix(matcov,1,npar,1,npar);
 6749:     /*free_vector(delti,1,npar);*/
 6750:     free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
 6751:     free_matrix(agev,1,maxwav,1,imx);
 6752:     free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);
 6753: 
 6754:     free_ivector(ncodemax,1,NCOVMAX);
 6755:     free_ivector(Tvar,1,NCOVMAX);
 6756:     free_ivector(Tprod,1,NCOVMAX);
 6757:     free_ivector(Tvaraff,1,NCOVMAX);
 6758:     free_ivector(Tage,1,NCOVMAX);
 6759: 
 6760:     free_imatrix(nbcode,0,NCOVMAX,0,NCOVMAX);
 6761:     free_imatrix(codtab,1,100,1,10);
 6762:   fflush(fichtm);
 6763:   fflush(ficgp);
 6764:   
 6765: 
 6766:   if((nberr >0) || (nbwarn>0)){
 6767:     printf("End of Imach with %d errors and/or %d warnings\n",nberr,nbwarn);
 6768:     fprintf(ficlog,"End of Imach with %d errors and/or warnings %d\n",nberr,nbwarn);
 6769:   }else{
 6770:     printf("End of Imach\n");
 6771:     fprintf(ficlog,"End of Imach\n");
 6772:   }
 6773:   printf("See log file on %s\n",filelog);
 6774:   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
 6775:   /*(void) gettimeofday(&end_time,&tzp);*/
 6776:   rend_time = time(NULL);  
 6777:   end_time = *localtime(&rend_time);
 6778:   /* tml = *localtime(&end_time.tm_sec); */
 6779:   strcpy(strtend,asctime(&end_time));
 6780:   printf("Local time at start %s\nLocal time at end   %s",strstart, strtend); 
 6781:   fprintf(ficlog,"Local time at start %s\nLocal time at end   %s\n",strstart, strtend); 
 6782:   printf("Total time used %s\n", asc_diff_time(rend_time -rstart_time,tmpout));
 6783: 
 6784:   printf("Total time was %.0lf Sec.\n", difftime(rend_time,rstart_time));
 6785:   fprintf(ficlog,"Total time used %s\n", asc_diff_time(rend_time -rstart_time,tmpout));
 6786:   fprintf(ficlog,"Total time was %.0lf Sec.\n", difftime(rend_time,rstart_time));
 6787:   /*  printf("Total time was %d uSec.\n", total_usecs);*/
 6788: /*   if(fileappend(fichtm,optionfilehtm)){ */
 6789:   fprintf(fichtm,"<br>Local time at start %s<br>Local time at end   %s<br>\n</body></html>",strstart, strtend);
 6790:   fclose(fichtm);
 6791:   fprintf(fichtmcov,"<br>Local time at start %s<br>Local time at end   %s<br>\n</body></html>",strstart, strtend);
 6792:   fclose(fichtmcov);
 6793:   fclose(ficgp);
 6794:   fclose(ficlog);
 6795:   /*------ End -----------*/
 6796: 
 6797: 
 6798:    printf("Before Current directory %s!\n",pathcd);
 6799:    if(chdir(pathcd) != 0)
 6800:     printf("Can't move to directory %s!\n",path);
 6801:   if(getcwd(pathcd,MAXLINE) > 0)
 6802:     printf("Current directory %s!\n",pathcd);
 6803:   /*strcat(plotcmd,CHARSEPARATOR);*/
 6804:   sprintf(plotcmd,"gnuplot");
 6805: #ifdef _WIN32
 6806:   sprintf(plotcmd,"\"%sgnuplot.exe\"",pathimach);
 6807: #endif
 6808:   if(!stat(plotcmd,&info)){
 6809:     printf("Error or gnuplot program not found: '%s'\n",plotcmd);fflush(stdout);
 6810:     if(!stat(getenv("GNUPLOTBIN"),&info)){
 6811:       printf("Error or gnuplot program not found: '%s' Environment GNUPLOTBIN not set.\n",plotcmd);fflush(stdout);
 6812:     }else
 6813:       strcpy(pplotcmd,plotcmd);
 6814: #ifdef __unix
 6815:     strcpy(plotcmd,GNUPLOTPROGRAM);
 6816:     if(!stat(plotcmd,&info)){
 6817:       printf("Error gnuplot program not found: '%s'\n",plotcmd);fflush(stdout);
 6818:     }else
 6819:       strcpy(pplotcmd,plotcmd);
 6820: #endif
 6821:   }else
 6822:     strcpy(pplotcmd,plotcmd);
 6823:   
 6824:   sprintf(plotcmd,"%s %s",pplotcmd, optionfilegnuplot);
 6825:   printf("Starting graphs with: '%s'\n",plotcmd);fflush(stdout);
 6826: 
 6827:   if((outcmd=system(plotcmd)) != 0){
 6828:     printf("gnuplot command might not be in your path: '%s', err=%d\n", plotcmd, outcmd);
 6829:     printf("\n Trying if gnuplot resides on the same directory that IMaCh\n");
 6830:     sprintf(plotcmd,"%sgnuplot %s", pathimach, optionfilegnuplot);
 6831:     if((outcmd=system(plotcmd)) != 0)
 6832:       printf("\n Still a problem with gnuplot command %s, err=%d\n", plotcmd, outcmd);
 6833:   }
 6834:   printf(" Successful, please wait...");
 6835:   while (z[0] != 'q') {
 6836:     /* chdir(path); */
 6837:     printf("\nType e to edit results with your browser, g to graph again and q for exit: ");
 6838:     scanf("%s",z);
 6839: /*     if (z[0] == 'c') system("./imach"); */
 6840:     if (z[0] == 'e') {
 6841: #ifdef __APPLE__
 6842:       sprintf(pplotcmd, "open %s", optionfilehtm);
 6843: #elif __linux
 6844:       sprintf(pplotcmd, "xdg-open %s", optionfilehtm);
 6845: #else
 6846:       sprintf(pplotcmd, "%s", optionfilehtm);
 6847: #endif
 6848:       printf("Starting browser with: %s",pplotcmd);fflush(stdout);
 6849:       system(pplotcmd);
 6850:     }
 6851:     else if (z[0] == 'g') system(plotcmd);
 6852:     else if (z[0] == 'q') exit(0);
 6853:   }
 6854:   end:
 6855:   while (z[0] != 'q') {
 6856:     printf("\nType  q for exiting: ");
 6857:     scanf("%s",z);
 6858:   }
 6859: }

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