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Diff for /imach/src/imach.c between versions 1.179 and 1.181

version 1.179, 2015/01/04 09:57:06 version 1.181, 2015/02/11 23:22:24
Line 1 Line 1
 /* $Id$  /* $Id$
   $State$    $State$
   $Log$    $Log$
     Revision 1.181  2015/02/11 23:22:24  brouard
     Summary: Comments on Powell added
   
     Author:
   
     Revision 1.180  2015/02/11 17:33:45  brouard
     Summary: Finishing move from main to function (hpijx and prevalence_limit)
   
   Revision 1.179  2015/01/04 09:57:06  brouard    Revision 1.179  2015/01/04 09:57:06  brouard
   Summary: back to OS/X    Summary: back to OS/X
   
Line 553 Line 561
 */  */
   
 #define POWELL /* Instead of NLOPT */  #define POWELL /* Instead of NLOPT */
   #define POWELLDIRECT /* Directest to decide new direction instead of Powell test */
   
 #include <math.h>  #include <math.h>
 #include <stdio.h>  #include <stdio.h>
Line 638  typedef struct { Line 647  typedef struct {
 /* $Id$ */  /* $Id$ */
 /* $State$ */  /* $State$ */
   
 char version[]="Imach version 0.98p, December 2014,INED-EUROREVES-Institut de longevite-Japan Society for the Promotion of Science (Grant-in-Aid for Scientific Research 25293121), Intel Software 2015";  char version[]="Imach version 0.98p, Février 2015,INED-EUROREVES-Institut de longevite-Japan Society for the Promotion of Science (Grant-in-Aid for Scientific Research 25293121), Intel Software 2015";
 char fullversion[]="$Revision$ $Date$";   char fullversion[]="$Revision$ $Date$"; 
 char strstart[80];  char strstart[80];
 char optionfilext[10], optionfilefiname[FILENAMELENGTH];  char optionfilext[10], optionfilefiname[FILENAMELENGTH];
Line 1401  void powell(double p[], double **xi, int Line 1410  void powell(double p[], double **xi, int
               double (*func)(double []));                 double (*func)(double [])); 
   int i,ibig,j;     int i,ibig,j; 
   double del,t,*pt,*ptt,*xit;    double del,t,*pt,*ptt,*xit;
     double directest;
   double fp,fptt;    double fp,fptt;
   double *xits;    double *xits;
   int niterf, itmp;    int niterf, itmp;
Line 1461  void powell(double p[], double **xi, int Line 1471  void powell(double p[], double **xi, int
       printf("%d",i);fflush(stdout);        printf("%d",i);fflush(stdout);
       fprintf(ficlog,"%d",i);fflush(ficlog);        fprintf(ficlog,"%d",i);fflush(ficlog);
       linmin(p,xit,n,fret,func);         linmin(p,xit,n,fret,func); 
       if (fabs(fptt-(*fret)) > del) {         if (fabs(fptt-(*fret)) > del) { /* We are keeping the max gain on each of the n directions 
                                          because that direction will be replaced unless the gain del is small
                                         in comparison with the 'probable' gain, mu^2, with the last average direction.
                                         Unless the n directions are conjugate some gain in the determinant may be obtained
                                         with the new direction.
                                         */
         del=fabs(fptt-(*fret));           del=fabs(fptt-(*fret)); 
         ibig=i;           ibig=i; 
       }         } 
Line 1513  void powell(double p[], double **xi, int Line 1528  void powell(double p[], double **xi, int
       return;         return; 
     }       } 
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");       if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
     for (j=1;j<=n;j++) { /* Computes an extrapolated point */      for (j=1;j<=n;j++) { /* Computes the extrapolated point P_0 + 2 (P_n-P_0) */
       ptt[j]=2.0*p[j]-pt[j];         ptt[j]=2.0*p[j]-pt[j]; 
       xit[j]=p[j]-pt[j];         xit[j]=p[j]-pt[j]; 
       pt[j]=p[j];         pt[j]=p[j]; 
     }       } 
     fptt=(*func)(ptt);       fptt=(*func)(ptt); /* f_3 */
     if (fptt < fp) { /* If extrapolated point is better, decide if we keep that new direction or not */      if (fptt < fp) { /* If extrapolated point is better, decide if we keep that new direction or not */
       /* (x1 f1=fp), (x2 f2=*fret), (x3 f3=fptt), (xm fm) */        /* (x1 f1=fp), (x2 f2=*fret), (x3 f3=fptt), (xm fm) */
       /* From x1 (P0) distance of x2 is at h and x3 is 2h */        /* From x1 (P0) distance of x2 is at h and x3 is 2h */
       /* Let f"(x2) be the 2nd derivative equal everywhere.  */        /* Let f"(x2) be the 2nd derivative equal everywhere.  */
       /* Then the parabolic through (x1,f1), (x2,f2) and (x3,f3) */        /* Then the parabolic through (x1,f1), (x2,f2) and (x3,f3) */
       /* will reach at f3 = fm + h^2/2 f"m  ; f" = (f1 -2f2 +f3 ) / h**2 */        /* will reach at f3 = fm + h^2/2 f"m  ; f" = (f1 -2f2 +f3 ) / h**2 */
       /* f1-f3 = delta(2h) = 2 h**2 f'' = 2(f1- 2f2 +f3) */        /* Conditional for using this new direction is that mu^2 = (f1-2f2+f3)^2 /2 < del */
       /* Thus we compare delta(2h) with observed f1-f3 */  
       /* or best gain on one ancient line 'del' with total  */  
       /* gain f1-f2 = f1 - f2 - 'del' with del  */  
       /* t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); */        /* t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); */
   
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del);        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del);
       t= t- del*SQR(fp-fptt);        t= t- del*SQR(fp-fptt);
       printf("t1= %.12lf, t2= %.12lf, t=%.12lf\n", 2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del),del*SQR(fp-fptt),t);        directest = SQR(fp-2.0*(*fret)+fptt) - 2.0 * del; /* If del was big enough we change it for a new direction */
       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);  
 #ifdef DEBUG  #ifdef DEBUG
         printf("t1= %.12lf, t2= %.12lf, t=%.12lf  directest=%.12lf\n", 2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del),del*SQR(fp-fptt),t,directest);
         fprintf(ficlog,"t1= %.12lf, t2= %.12lf, t=%.12lf directest=%.12lf\n", 2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del),del*SQR(fp-fptt),t,directest);
       printf("t3= %.12lf, t4= %.12lf, t3*= %.12lf, t4*= %.12lf\n",SQR(fp-(*fret)-del),SQR(fp-fptt),        printf("t3= %.12lf, t4= %.12lf, t3*= %.12lf, t4*= %.12lf\n",SQR(fp-(*fret)-del),SQR(fp-fptt),
              (fp-(*fret)-del)*(fp-(*fret)-del),(fp-fptt)*(fp-fptt));               (fp-(*fret)-del)*(fp-(*fret)-del),(fp-fptt)*(fp-fptt));
       fprintf(ficlog,"t3= %.12lf, t4= %.12lf, t3*= %.12lf, t4*= %.12lf\n",SQR(fp-(*fret)-del),SQR(fp-fptt),        fprintf(ficlog,"t3= %.12lf, t4= %.12lf, t3*= %.12lf, t4*= %.12lf\n",SQR(fp-(*fret)-del),SQR(fp-fptt),
Line 1543  void powell(double p[], double **xi, int Line 1556  void powell(double p[], double **xi, int
       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);        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);
       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);        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);
 #endif  #endif
       if (t < 0.0) { /* Then we use it for last direction */  #ifdef POWELLDIRECT
         linmin(p,xit,n,fret,func); /* computes mean on the extrapolated direction.*/        if (directest < 0.0) { /* Then we use it for new direction */
   #else
         if (t < 0.0) { /* Then we use it for new direction */
   #endif
           linmin(p,xit,n,fret,func); /* computes minimum on the extrapolated direction.*/
         for (j=1;j<=n;j++) {           for (j=1;j<=n;j++) { 
           xi[j][ibig]=xi[j][n]; /* Replace the direction with biggest decrease by n */            xi[j][ibig]=xi[j][n]; /* Replace direction with biggest decrease by last direction n */
           xi[j][n]=xit[j];      /* and nth direction by the extrapolated */            xi[j][n]=xit[j];      /* and this nth direction by the by the average p_0 p_n */
         }          }
         printf("Gaining to use average direction of P0 P%d instead of biggest increase direction %d :\n",n,ibig);          printf("Gaining to use new average direction of P0 P%d instead of biggest increase direction %d :\n",n,ibig);
         fprintf(ficlog,"Gaining to use average direction of P0 P%d instead of biggest increase direction %d :\n",n,ibig);          fprintf(ficlog,"Gaining to use new average direction of P0 P%d instead of biggest increase direction %d :\n",n,ibig);
   
 #ifdef DEBUG  #ifdef DEBUG
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);          printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
Line 2280  void mlikeli(FILE *ficres,double p[], in Line 2297  void mlikeli(FILE *ficres,double p[], in
 #endif  #endif
   free_matrix(xi,1,npar,1,npar);    free_matrix(xi,1,npar,1,npar);
   fclose(ficrespow);    fclose(ficrespow);
   printf("\n#Number of iterations & function calls = %d & %d, -2 Log likelihood = %.12f\n",iter, countcallfunc,func(p));    printf("#Number of iterations & function calls = %d & %d, -2 Log likelihood = %.12f\n",iter, countcallfunc,func(p));
   fprintf(ficlog,"\n#Number of iterations & function calls = %d & %d, -2 Log likelihood = %.12f\n",iter, countcallfunc,func(p));    fprintf(ficlog,"#Number of iterations & function calls = %d & %d, -2 Log likelihood = %.12f\n",iter, countcallfunc,func(p));
   fprintf(ficres,"\n#Number of iterations & function calls = %d & %d, -2 Log likelihood = %.12f\n",iter, countcallfunc,func(p));    fprintf(ficres,"#Number of iterations & function calls = %d & %d, -2 Log likelihood = %.12f\n",iter, countcallfunc,func(p));
   
 }  }
   
Line 5641  void syscompilerinfo() Line 5658  void syscompilerinfo()
   
  }   }
   
   int prevalence_limit(double *p, double **prlim, double ageminpar, double agemaxpar){
     /*--------------- Prevalence limit  (period or stable prevalence) --------------*/
     int i, j, k, i1 ;
     double ftolpl = 1.e-10;
     double age, agebase, agelim;
   
       strcpy(filerespl,"pl");
       strcat(filerespl,fileres);
       if((ficrespl=fopen(filerespl,"w"))==NULL) {
         printf("Problem with period (stable) prevalence resultfile: %s\n", filerespl);return 1;
         fprintf(ficlog,"Problem with period (stable) prevalence resultfile: %s\n", filerespl);return 1;
       }
       printf("Computing period (stable) prevalence: result on file '%s' \n", filerespl);
       fprintf(ficlog,"Computing period (stable) prevalence: result on file '%s' \n", filerespl);
       pstamp(ficrespl);
       fprintf(ficrespl,"# Period (stable) prevalence \n");
       fprintf(ficrespl,"#Age ");
       for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);
       fprintf(ficrespl,"\n");
     
       /* prlim=matrix(1,nlstate,1,nlstate);*/ /* back in main */
   
       agebase=ageminpar;
       agelim=agemaxpar;
   
       i1=pow(2,cptcoveff);
       if (cptcovn < 1){i1=1;}
   
       for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       /* for(cptcov=1,k=0;cptcov<=1;cptcov++){ */
         //for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
           k=k+1;
           /* to clean */
           //printf("cptcov=%d cptcod=%d codtab=%d\n",cptcov, cptcod,codtab[cptcod][cptcov]);
           fprintf(ficrespl,"\n#******");
           printf("\n#******");
           fprintf(ficlog,"\n#******");
           for(j=1;j<=cptcoveff;j++) {
             fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
             printf(" V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
             fprintf(ficlog," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           }
           fprintf(ficrespl,"******\n");
           printf("******\n");
           fprintf(ficlog,"******\n");
   
           fprintf(ficrespl,"#Age ");
           for(j=1;j<=cptcoveff;j++) {
             fprintf(ficrespl,"V%d %d",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           }
           for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);
           fprintf(ficrespl,"\n");
           
           for (age=agebase; age<=agelim; age++){
           /* for (age=agebase; age<=agebase; age++){ */
             prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
             fprintf(ficrespl,"%.0f ",age );
             for(j=1;j<=cptcoveff;j++)
               fprintf(ficrespl,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
             for(i=1; i<=nlstate;i++)
               fprintf(ficrespl," %.5f", prlim[i][i]);
             fprintf(ficrespl,"\n");
           } /* Age */
           /* was end of cptcod */
       } /* cptcov */
   }
   
   int hPijx(double *p, int bage, int fage){
       /*------------- h Pij x at various ages ------------*/
   
     int stepsize;
     int agelim;
     int hstepm;
     int nhstepm;
     int h, i, i1, j, k;
   
     double agedeb;
     double ***p3mat;
   
       strcpy(filerespij,"pij");  strcat(filerespij,fileres);
       if((ficrespij=fopen(filerespij,"w"))==NULL) {
         printf("Problem with Pij resultfile: %s\n", filerespij); return 1;
         fprintf(ficlog,"Problem with Pij resultfile: %s\n", filerespij); return 1;
       }
       printf("Computing pij: result on file '%s' \n", filerespij);
       fprintf(ficlog,"Computing pij: result on file '%s' \n", filerespij);
     
       stepsize=(int) (stepm+YEARM-1)/YEARM;
       /*if (stepm<=24) stepsize=2;*/
   
       agelim=AGESUP;
       hstepm=stepsize*YEARM; /* Every year of age */
       hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */ 
   
       /* hstepm=1;   aff par mois*/
       pstamp(ficrespij);
       fprintf(ficrespij,"#****** h Pij x Probability to be in state j at age x+h being in i at x ");
       i1= pow(2,cptcoveff);
      for(cptcov=1,k=0;cptcov<=i1;cptcov++){
         /*for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){*/
           k=k+1; 
       /* for (k=1; k <= (int) pow(2,cptcoveff); k++){*/
           fprintf(ficrespij,"\n#****** ");
           for(j=1;j<=cptcoveff;j++) 
             fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficrespij,"******\n");
           
           for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
             nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
   
             /*      nhstepm=nhstepm*YEARM; aff par mois*/
   
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
             fprintf(ficrespij,"# Cov Agex agex+h hpijx with i,j=");
             for(i=1; i<=nlstate;i++)
               for(j=1; j<=nlstate+ndeath;j++)
                 fprintf(ficrespij," %1d-%1d",i,j);
             fprintf(ficrespij,"\n");
             for (h=0; h<=nhstepm; h++){
               /*agedebphstep = agedeb + h*hstepm/YEARM*stepm;*/
               fprintf(ficrespij,"%d %3.f %3.f",k, agedeb, agedeb + h*hstepm/YEARM*stepm );
               for(i=1; i<=nlstate;i++)
                 for(j=1; j<=nlstate+ndeath;j++)
                   fprintf(ficrespij," %.5f", p3mat[i][j][h]);
               fprintf(ficrespij,"\n");
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             fprintf(ficrespij,"\n");
           }
         /*}*/
       }
   }
   
   
 /***********************************************/  /***********************************************/
 /**************** Main Program *****************/  /**************** Main Program *****************/
 /***********************************************/  /***********************************************/
Line 6770  Interval (in months) between two waves: Line 6924  Interval (in months) between two waves:
   
   
     /*--------------- Prevalence limit  (period or stable prevalence) --------------*/      /*--------------- Prevalence limit  (period or stable prevalence) --------------*/
 #include "prevlim.h"  /* Use ficrespl, ficlog */      /*#include "prevlim.h"*/  /* Use ficrespl, ficlog */
       prlim=matrix(1,nlstate,1,nlstate);
       prevalence_limit(p, prlim,  ageminpar, agemaxpar);
     fclose(ficrespl);      fclose(ficrespl);
   
 #ifdef FREEEXIT2  #ifdef FREEEXIT2
Line 6778  Interval (in months) between two waves: Line 6934  Interval (in months) between two waves:
 #endif  #endif
   
     /*------------- h Pij x at various ages ------------*/      /*------------- h Pij x at various ages ------------*/
 #include "hpijx.h"      /*#include "hpijx.h"*/
       hPijx(p, bage, fage);
     fclose(ficrespij);      fclose(ficrespij);
   
   /*-------------- Variance of one-step probabilities---*/    /*-------------- Variance of one-step probabilities---*/
Removed from v.1.179  
changed lines
  Added in v.1.181

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