version 1.351, 2023/04/29 10:43:47
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version 1.361, 2024/05/12 20:29:32
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/* $Id$ |
/* $Id$ |
$State$ |
$State$ |
$Log$ |
$Log$ |
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Revision 1.361 2024/05/12 20:29:32 brouard |
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Summary: Version 0.99s5 |
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* src/imach.c Version 0.99s5 In fact, the covariance of total life |
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expectancy e.. with a partial life expectancy e.j is high, |
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therefore the complete matrix of variance covariance has to be |
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included in the formula of the standard error of the proportion of |
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total life expectancy spent in a specific state: |
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var(X/Y)=mu_x^2/mu_y^2*(sigma_x^2/mu_x^2 -2 |
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sigma_xy/mu_x/mu_y+sigma^2/mu_y^2). Also an error with mle=-3 |
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made the program core dump. It is fixed in this version. |
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Revision 1.360 2024/04/30 10:59:22 brouard |
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Summary: Version 0.99s4 and estimation of std of e.j/e.. |
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Revision 1.359 2024/04/24 21:21:17 brouard |
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Summary: First IMaCh version using Brent Praxis software based on Buckhardt and Gegenfürtner C codes |
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Revision 1.6 2024/04/24 21:10:29 brouard |
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Summary: First IMaCh version using Brent Praxis software based on Buckhardt and Gegenfürtner C codes |
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Revision 1.5 2023/10/09 09:10:01 brouard |
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Summary: trying to reconsider |
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Revision 1.4 2023/06/22 12:50:51 brouard |
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Summary: stil on going |
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Revision 1.3 2023/06/22 11:28:07 brouard |
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*** empty log message *** |
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Revision 1.2 2023/06/22 11:22:40 brouard |
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Summary: with svd but not working yet |
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Revision 1.353 2023/05/08 18:48:22 brouard |
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*** empty log message *** |
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Revision 1.352 2023/04/29 10:46:21 brouard |
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*** empty log message *** |
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Revision 1.351 2023/04/29 10:43:47 brouard |
Revision 1.351 2023/04/29 10:43:47 brouard |
Summary: 099r45 |
Summary: 099r45 |
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Line 1272 Important routines
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Line 1311 Important routines
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/* #define POWELLORIGINAL /\* Don't use Directest to decide new direction but original Powell test *\/ */ |
/* #define POWELLORIGINAL /\* Don't use Directest to decide new direction but original Powell test *\/ */ |
/* #define MNBRAKORIGINAL /\* Don't use mnbrak fix *\/ */ |
/* #define MNBRAKORIGINAL /\* Don't use mnbrak fix *\/ */ |
/* #define FLATSUP *//* Suppresses directions where likelihood is flat */ |
/* #define FLATSUP *//* Suppresses directions where likelihood is flat */ |
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/* #define POWELLORIGINCONJUGATE /\* Don't use conjugate but biggest decrease if valuable *\/ */ |
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/* #define NOTMINFIT */ |
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#include <math.h> |
#include <math.h> |
#include <stdio.h> |
#include <stdio.h> |
Line 1368 double gnuplotversion=GNUPLOTVERSION;
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Line 1409 double gnuplotversion=GNUPLOTVERSION;
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/* $State$ */ |
/* $State$ */ |
#include "version.h" |
#include "version.h" |
char version[]=__IMACH_VERSION__; |
char version[]=__IMACH_VERSION__; |
char copyright[]="January 2023,INED-EUROREVES-Institut de longevite-Japan Society for the Promotion of Science (Grant-in-Aid for Scientific Research 25293121), Intel Software 2015-2020, Nihon University 2021-202, INED 2000-2022"; |
char copyright[]="April 2024,INED-EUROREVES-Institut de longevite-Japan Society for the Promotion of Science (Grant-in-Aid for Scientific Research 25293121), Intel Software 2015-2020, Nihon University 2021-202, INED 2000-2024"; |
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 1416 int *wav; /* Number of waves for this in
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Line 1457 int *wav; /* Number of waves for this in
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int maxwav=0; /* Maxim number of waves */ |
int maxwav=0; /* Maxim number of waves */ |
int jmin=0, jmax=0; /* min, max spacing between 2 waves */ |
int jmin=0, jmax=0; /* min, max spacing between 2 waves */ |
int ijmin=0, ijmax=0; /* Individuals having jmin and jmax */ |
int ijmin=0, ijmax=0; /* Individuals having jmin and jmax */ |
int gipmx=0, gsw=0; /* Global variables on the number of contributions |
int gipmx = 0; |
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double gsw = 0; /* Global variables on the number of contributions |
to the likelihood and the sum of weights (done by funcone)*/ |
to the likelihood and the sum of weights (done by funcone)*/ |
int mle=1, weightopt=0; |
int mle=1, weightopt=0; |
int **mw; /* mw[mi][i] is number of the mi wave for this individual */ |
int **mw; /* mw[mi][i] is number of the mi wave for this individual */ |
Line 1606 int **nbcode, *Tvar; /**< model=V2 => Tv
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Line 1648 int **nbcode, *Tvar; /**< model=V2 => Tv
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/* Tage[cptcovage]=k 5 8 10 */ /* Position in the model of ith cov*age */ |
/* Tage[cptcovage]=k 5 8 10 */ /* Position in the model of ith cov*age */ |
/* model="V2+V3+V4+V6+V7+V6*V2+V7*V2+V6*V3+V7*V3+V6*V4+V7*V4+age*V2+age*V3+age*V4+age*V6+age*V7+age*V6*V2+age*V6*V3+age*V7*V3+age*V6*V4+age*V7*V4\r"*/ |
/* model="V2+V3+V4+V6+V7+V6*V2+V7*V2+V6*V3+V7*V3+V6*V4+V7*V4+age*V2+age*V3+age*V4+age*V6+age*V7+age*V6*V2+age*V6*V3+age*V7*V3+age*V6*V4+age*V7*V4\r"*/ |
/* p Tvard[1][1]@21 = {6, 2, 7, 2, 6, 3, 7, 3, 6, 4, 7, 4, 0, 0, 0, 0, 0, 0, 0, 0, 0}*/ |
/* p Tvard[1][1]@21 = {6, 2, 7, 2, 6, 3, 7, 3, 6, 4, 7, 4, 0, 0, 0, 0, 0, 0, 0, 0, 0}*/ |
/* p Tvard[2][1]@21 = {7, 2, 6, 3, 7, 3, 6, 4, 7, 4, 0 <repeats 11 times>} |
/* p Tvard[2][1]@21 = {7, 2, 6, 3, 7, 3, 6, 4, 7, 4, 0 <repeats 11 times>} */ |
/* p Tvardk[1][1]@24 = {0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 6, 2, 7, 2, 6, 3, 7, 3, 6, 4, 7, 4, 0, 0}*/ |
/* p Tvardk[1][1]@24 = {0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 6, 2, 7, 2, 6, 3, 7, 3, 6, 4, 7, 4, 0, 0}*/ |
/* p Tvardk[1][1]@22 = {0, 0, 0, 0, 0, 0, 0, 0, 6, 2, 7, 2, 6, 3, 7, 3, 6, 4, 7, 4, 0, 0} */ |
/* p Tvardk[1][1]@22 = {0, 0, 0, 0, 0, 0, 0, 0, 6, 2, 7, 2, 6, 3, 7, 3, 6, 4, 7, 4, 0, 0} */ |
/* Tvard[1][1]@4={4,3,1,2} V4*V3 V1*V2 */ /* Position in model of the ith prod without age */ |
/* Tvard[1][1]@4={4,3,1,2} V4*V3 V1*V2 */ /* Position in model of the ith prod without age */ |
Line 2603 void linmin(double p[], double xi[], int
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Line 2645 void linmin(double p[], double xi[], int
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free_vector(pcom,1,n); |
free_vector(pcom,1,n); |
} |
} |
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/**** praxis gegen ****/ |
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/* This has been tested by Visual C from Microsoft and works */ |
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/* meaning tha valgrind could be wrong */ |
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/*********************************************************************/ |
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/* f u n c t i o n p r a x i s */ |
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/* */ |
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/* praxis is a general purpose routine for the minimization of a */ |
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/* function in several variables. the algorithm used is a modifi- */ |
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/* cation of conjugate gradient search method by powell. the changes */ |
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/* are due to r.p. brent, who gives an algol-w program, which served */ |
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/* as a basis for this function. */ |
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/* */ |
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/* references: */ |
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/* - powell, m.j.d., 1964. an efficient method for finding */ |
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/* the minimum of a function in several variables without */ |
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/* calculating derivatives, computer journal, 7, 155-162 */ |
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/* - brent, r.p., 1973. algorithms for minimization without */ |
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/* derivatives, prentice hall, englewood cliffs. */ |
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/* */ |
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/* problems, suggestions or improvements are always wellcome */ |
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/* karl gegenfurtner 07/08/87 */ |
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/* c - version */ |
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/*********************************************************************/ |
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/* */ |
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/* usage: min = praxis(tol, macheps, h, n, prin, x, func) */ |
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/* macheps has been suppressed because it is replaced by DBL_EPSILON */ |
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/* and if it was an argument of praxis (as it is in original brent) */ |
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/* it should be declared external */ |
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/* usage: min = praxis(tol, h, n, prin, x, func) */ |
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/* was min = praxis(fun, x, n); */ |
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/* */ |
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/* fun the function to be minimized. fun is called from */ |
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/* praxis with x and n as arguments */ |
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/* x a double array containing the initial guesses for */ |
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/* the minimum, which will contain the solution on */ |
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/* return */ |
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/* n an integer specifying the number of unknown */ |
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/* parameters */ |
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/* min praxis returns the least calculated value of fun */ |
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/* */ |
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/* some additional global variables control some more aspects of */ |
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/* the inner workings of praxis. setting them is optional, they */ |
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/* are all set to some reasonable default values given below. */ |
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/* */ |
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/* prin controls the printed output from the routine. */ |
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/* 0 -> no output */ |
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/* 1 -> print only starting and final values */ |
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/* 2 -> detailed map of the minimization process */ |
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/* 3 -> print also eigenvalues and vectors of the */ |
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/* search directions */ |
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/* the default value is 1 */ |
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/* tol is the tolerance allowed for the precision of the */ |
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/* solution. praxis returns if the criterion */ |
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/* 2 * ||x[k]-x[k-1]|| <= sqrt(macheps) * ||x[k]|| + tol */ |
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/* is fulfilled more than ktm times. */ |
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/* the default value depends on the machine precision */ |
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/* ktm see just above. default is 1, and a value of 4 leads */ |
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/* to a very(!) cautious stopping criterion. */ |
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/* h0 or step is a steplength parameter and should be set equal */ |
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/* to the expected distance from the solution. */ |
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/* exceptionally small or large values of step lead to */ |
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/* slower convergence on the first few iterations */ |
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/* the default value for step is 1.0 */ |
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/* scbd is a scaling parameter. 1.0 is the default and */ |
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/* indicates no scaling. if the scales for the different */ |
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/* parameters are very different, scbd should be set to */ |
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/* a value of about 10.0. */ |
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/* illc should be set to true (1) if the problem is known to */ |
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/* be ill-conditioned. the default is false (0). this */ |
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/* variable is automatically set, when praxis finds */ |
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/* the problem to be ill-conditioned during iterations. */ |
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/* maxfun is the maximum number of calls to fun allowed. praxis */ |
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/* will return after maxfun calls to fun even when the */ |
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/* minimum is not yet found. the default value of 0 */ |
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/* indicates no limit on the number of calls. */ |
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/* this return condition is only checked every n */ |
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/* iterations. */ |
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/* */ |
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/*********************************************************************/ |
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#include <math.h> |
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#include <stdio.h> |
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#include <stdlib.h> |
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#include <float.h> /* for DBL_EPSILON */ |
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/* #include "machine.h" */ |
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/* extern void minfit(int n, double eps, double tol, double **ab, double q[]); */ |
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/* extern void minfit(int n, double eps, double tol, double ab[N][N], double q[]); */ |
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/* control parameters */ |
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/* control parameters */ |
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#define SQREPSILON 1.0e-19 |
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/* #define EPSILON 1.0e-8 */ /* in main */ |
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double tol = SQREPSILON, |
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scbd = 1.0, |
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step = 1.0; |
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int ktm = 1, |
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/* prin = 2, */ |
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maxfun = 0, |
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illc = 0; |
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/* some global variables */ |
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static int i, j, k, k2, nl, nf, kl, kt; |
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/* static double s; */ |
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double sl, dn, dmin, |
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fx, f1, lds, ldt, sf, df, |
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qf1, qd0, qd1, qa, qb, qc, |
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m2, m4, small_windows, vsmall, large, |
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vlarge, ldfac, t2; |
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/* static double d[N], y[N], z[N], */ |
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/* q0[N], q1[N], v[N][N]; */ |
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static double *d, *y, *z; |
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static double *q0, *q1, **v; |
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double *tflin; /* used in flin: return (*fun)(tflin, n); */ |
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double *e; /* used in minfit, don't konw how to free memory and thus made global */ |
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/* static double s, sl, dn, dmin, */ |
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/* fx, f1, lds, ldt, sf, df, */ |
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/* qf1, qd0, qd1, qa, qb, qc, */ |
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/* m2, m4, small, vsmall, large, */ |
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/* vlarge, ldfac, t2; */ |
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/* static double d[N], y[N], z[N], */ |
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/* q0[N], q1[N], v[N][N]; */ |
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/* these will be set by praxis to point to it's arguments */ |
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static int prin; /* added */ |
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static int n; |
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static double *x; |
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static double (*fun)(); |
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/* static double (*fun)(double *x, int n); */ |
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/* these will be set by praxis to the global control parameters */ |
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/* static double h, macheps, t; */ |
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extern double macheps; |
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static double h; |
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static double t; |
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static double |
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drandom() /* return random no between 0 and 1 */ |
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{ |
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return (double)(rand()%(8192*2))/(double)(8192*2); |
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} |
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static void sort() /* d and v in descending order */ |
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{ |
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int k, i, j; |
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double s; |
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for (i=1; i<=n-1; i++) { |
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k = i; s = d[i]; |
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for (j=i+1; j<=n; j++) { |
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if (d[j] > s) { |
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k = j; |
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s = d[j]; |
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} |
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} |
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if (k > i) { |
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d[k] = d[i]; |
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d[i] = s; |
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for (j=1; j<=n; j++) { |
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s = v[j][i]; |
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v[j][i] = v[j][k]; |
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v[j][k] = s; |
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} |
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} |
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} |
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} |
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double randbrent ( int *naught ) |
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{ |
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double ran1, ran3[127], half; |
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int ran2, q, r, i, j; |
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int init=0; /* false */ |
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double rr; |
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/* REAL*8 RAN1,RAN3(127),HALF */ |
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/* INTEGER RAN2,Q,R */ |
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/* LOGICAL INIT */ |
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/* DATA INIT/.FALSE./ */ |
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/* IF (INIT) GO TO 3 */ |
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if(!init){ |
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/* R = MOD(NAUGHT,8190) + 1 *//* 1804289383 rand () */ |
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r = *naught % 8190 + 1;/* printf(" naught r %d %d",*naught,r); */ |
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ran2=127; |
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for(i=ran2; i>0; i--){ |
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/* RAN2 = 128 */ |
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/* DO 2 I=1,127 */ |
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ran2 = ran2-1; |
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/* RAN2 = RAN2 - 1 */ |
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ran1 = -pow(2.0,55); |
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/* RAN1 = -2.D0**55 */ |
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/* DO 1 J=1,7 */ |
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for(j=1; j<=7;j++){ |
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/* R = MOD(1756*R,8191) */ |
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r = (1756*r) % 8191;/* printf(" i=%d (1756*r)%8191=%d",j,r); */ |
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q=r/32; |
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/* Q = R/32 */ |
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/* 1 RAN1 = (RAN1 + Q)*(1.0D0/256) */ |
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ran1 =(ran1+q)*(1.0/256); |
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} |
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/* 2 RAN3(RAN2) = RAN1 */ |
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ran3[ran2] = ran1; /* printf(" ran2=%d ran1=%.7g \n",ran2,ran1); */ |
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} |
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/* INIT = .TRUE. */ |
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init=1; |
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/* 3 IF (RAN2.EQ.1) RAN2 = 128 */ |
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} |
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if(ran2 == 0) ran2 = 126; |
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else ran2 = ran2 -1; |
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/* RAN2 = RAN2 - 1 */ |
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/* RAN1 = RAN1 + RAN3(RAN2) */ |
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ran1 = ran1 + ran3[ran2];/* printf("BIS ran2=%d ran1=%.7g \n",ran2,ran1); */ |
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half= 0.5; |
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/* HALF = .5D0 */ |
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/* IF (RAN1.GE.0.D0) HALF = -HALF */ |
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if(ran1 >= 0.) half =-half; |
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ran1 = ran1 +half; |
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ran3[ran2] = ran1; |
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rr= ran1+0.5; |
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/* RAN1 = RAN1 + HALF */ |
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/* RAN3(RAN2) = RAN1 */ |
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/* RANDOM = RAN1 + .5D0 */ |
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/* r = ( ( double ) ( *seed ) ) * 4.656612875E-10; */ |
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return rr; |
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} |
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static void matprint(char *s, double **v, int m, int n) |
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/* char *s; */ |
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/* double v[N][N]; */ |
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{ |
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#define INCX 8 |
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int i; |
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int i2hi; |
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int ihi; |
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int ilo; |
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int i2lo; |
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int jlo=1; |
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int j; |
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int j2hi; |
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int jhi; |
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int j2lo; |
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ilo=1; |
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ihi=n; |
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jlo=1; |
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jhi=n; |
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printf ("\n" ); |
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printf ("%s\n", s ); |
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for ( j2lo = jlo; j2lo <= jhi; j2lo = j2lo + INCX ) |
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{ |
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j2hi = j2lo + INCX - 1; |
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if ( n < j2hi ) |
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{ |
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j2hi = n; |
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} |
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if ( jhi < j2hi ) |
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{ |
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j2hi = jhi; |
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} |
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/* fprintf ( ficlog, "\n" ); */ |
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printf ("\n" ); |
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/* |
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For each column J in the current range... |
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Write the header. |
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*/ |
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/* fprintf ( ficlog, " Col: "); */ |
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printf ("Col:"); |
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for ( j = j2lo; j <= j2hi; j++ ) |
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{ |
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/* fprintf ( ficlog, " %7d ", j - 1 ); */ |
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/* printf (" %9d ", j - 1 ); */ |
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printf (" %9d ", j ); |
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} |
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/* fprintf ( ficlog, "\n" ); */ |
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/* fprintf ( ficlog, " Row\n" ); */ |
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/* fprintf ( ficlog, "\n" ); */ |
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printf ("\n" ); |
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printf (" Row\n" ); |
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printf ("\n" ); |
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/* |
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Determine the range of the rows in this strip. |
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*/ |
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if ( 1 < ilo ){ |
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i2lo = ilo; |
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}else{ |
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i2lo = 1; |
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} |
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if ( m < ihi ){ |
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i2hi = m; |
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}else{ |
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i2hi = ihi; |
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} |
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for ( i = i2lo; i <= i2hi; i++ ){ |
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/* |
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Print out (up to) 5 entries in row I, that lie in the current strip. |
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*/ |
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/* fprintf ( ficlog, "%5d:", i - 1 ); */ |
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/* printf ("%5d:", i - 1 ); */ |
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printf ("%5d:", i ); |
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for ( j = j2lo; j <= j2hi; j++ ) |
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{ |
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/* fprintf ( ficlog, " %14g", a[i-1+(j-1)*m] ); */ |
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/* printf ("%14.7g ", a[i-1+(j-1)*m] ); */ |
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/* printf("%14.7f ", v[i-1][j-1]); */ |
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printf("%14.7f ", v[i][j]); |
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/* fprintf ( stdout, " %14g", a[i-1+(j-1)*m] ); */ |
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} |
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/* fprintf ( ficlog, "\n" ); */ |
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printf ("\n" ); |
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} |
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} |
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/* printf("%s\n", s); */ |
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/* for (k=0; k<n; k++) { */ |
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/* for (i=0; i<n; i++) { */ |
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/* /\* printf("%20.10e ", v[k][i]); *\/ */ |
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/* } */ |
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/* printf("\n"); */ |
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/* } */ |
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#undef INCX |
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} |
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void vecprint(char *s, double *x, int n) |
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/* char *s; */ |
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/* double x[N]; */ |
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{ |
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int i=0; |
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printf(" %s", s); |
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/* for (i=0; i<n; i++) */ |
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for (i=1; i<=n; i++) |
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printf (" %14.7g", x[i] ); |
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/* printf(" %8d: %14g\n", i, x[i]); */ |
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printf ("\n" ); |
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} |
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static void print() /* print a line of traces */ |
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{ |
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printf("\n"); |
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/* printf("... chi square reduced to ... %20.10e\n", fx); */ |
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/* printf("... after %u function calls ...\n", nf); */ |
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/* printf("... including %u linear searches ...\n", nl); */ |
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printf("%10d %10d%14.7g",nl, nf, fx); |
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vecprint("... current values of x ...", x, n); |
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} |
|
/* static void print2(int n, double *x, int prin, double fx, int nf, int nl) */ /* print a line of traces */ |
|
static void print2() /* print a line of traces */ |
|
{ |
|
int i; double fmin=0.; |
|
|
|
/* printf("\n"); */ |
|
/* printf("... chi square reduced to ... %20.10e\n", fx); */ |
|
/* printf("... after %u function calls ...\n", nf); */ |
|
/* printf("... including %u linear searches ...\n", nl); */ |
|
/* printf("%10d %10d%14.7g",nl, nf, fx); */ |
|
printf ( "\n" ); |
|
printf ( " Linear searches %d", nl ); |
|
/* printf ( " Linear searches %d\n", nl ); */ |
|
/* printf ( " Function evaluations %d\n", nf ); */ |
|
/* printf ( " Function value FX = %g\n", fx ); */ |
|
printf ( " Function evaluations %d", nf ); |
|
printf ( " Function value FX = %.12lf\n", fx ); |
|
#ifdef DEBUGPRAX |
|
printf("n=%d prin=%d\n",n,prin); |
|
#endif |
|
if(fx <= fmin) printf(" UNDEFINED "); else printf("%14.7g",log(fx-fmin)); |
|
if ( n <= 4 || 2 < prin ) |
|
{ |
|
/* for(i=1;i<=n;i++)printf("%14.7g",x[i-1]); */ |
|
for(i=1;i<=n;i++)printf("%14.7g",x[i]); |
|
/* r8vec_print ( n, x, " X:" ); */ |
|
} |
|
printf("\n"); |
|
} |
|
|
|
|
|
/* #ifdef MSDOS */ |
|
/* static double tflin[N]; */ |
|
/* #endif */ |
|
|
|
static double flin(double l, int j) |
|
/* double l; */ |
|
{ |
|
int i; |
|
/* #ifndef MSDOS */ |
|
/* double tflin[N]; */ |
|
/* #endif */ |
|
/* double *tflin; */ /* Be careful to put tflin on a vector n */ |
|
|
|
/* j is used from 0 to n-1 and can be -1 for parabolic search */ |
|
|
|
/* if (j != -1) { /\* linear search *\/ */ |
|
if (j > 0) { /* linear search */ |
|
/* for (i=0; i<n; i++){ */ |
|
for (i=1; i<=n; i++){ |
|
tflin[i] = x[i] + l *v[i][j]; |
|
#ifdef DEBUGPRAX |
|
/* printf(" flin i=%14d t=%14.7f x=%14.7f l=%14.7f v[%d,%d]=%14.7f nf=%14d\n",i+1, tflin[i],x[i],l,i,j,v[i][j],nf); */ |
|
printf(" flin i=%14d t=%14.7f x=%14.7f l=%14.7f v[%d,%d]=%14.7f nf=%14d\n",i, tflin[i],x[i],l,i,j,v[i][j],nf); |
|
#endif |
|
} |
|
} |
|
else { /* search along parabolic space curve */ |
|
qa = l*(l-qd1)/(qd0*(qd0+qd1)); |
|
qb = (l+qd0)*(qd1-l)/(qd0*qd1); |
|
qc = l*(l+qd0)/(qd1*(qd0+qd1)); |
|
#ifdef DEBUGPRAX |
|
printf(" search along a parabolic space curve. j=%14d nf=%14d l=%14.7f qd0=%14.7f qd1=%14.7f\n",j,nf,l,qd0,qd1); |
|
#endif |
|
/* for (i=0; i<n; i++){ */ |
|
for (i=1; i<=n; i++){ |
|
tflin[i] = qa*q0[i]+qb*x[i]+qc*q1[i]; |
|
#ifdef DEBUGPRAX |
|
/* printf(" parabole i=%14d t(i)=%14.7f q0=%14.7f x=%14.7f q1=%14.7f\n",i+1,tflin[i],q0[i],x[i],q1[i]); */ |
|
printf(" parabole i=%14d t(i)=%14.7e q0=%14.7e x=%14.7e q1=%14.7e\n",i,tflin[i],q0[i],x[i],q1[i]); |
|
#endif |
|
} |
|
} |
|
nf++; |
|
|
|
#ifdef NR_SHIFT |
|
return (*fun)((tflin-1), n); |
|
#else |
|
/* return (*fun)(tflin, n);*/ |
|
return (*fun)(tflin); |
|
#endif |
|
} |
|
|
|
void minny(int j, int nits, double *d2, double *x1, double f1, int fk) |
|
/* double *d2, *x1, f1; */ |
|
{ |
|
/* here j is from 0 to n-1 and can be -1 for parabolic search */ |
|
/* MINIMIZES F FROM X IN THE DIRECTION V(*,J) */ |
|
/* UNLESS J<1, WHEN A QUADRATIC SEARCH IS DONE */ |
|
/* IN THE PLANE DEFINED BY Q0, Q1 AND X. */ |
|
/* D2 AN APPROXIMATION TO HALF F'' (OR ZERO), */ |
|
/* X1 AN ESTIMATE OF DISTANCE TO MINIMUM, */ |
|
/* RETURNED AS THE DISTANCE FOUND. */ |
|
/* IF FK = TRUE THEN F1 IS FLIN(X1), OTHERWISE */ |
|
/* X1 AND F1 ARE IGNORED ON ENTRY UNLESS FINAL */ |
|
/* FX > F1. NITS CONTROLS THE NUMBER OF TIMES */ |
|
/* AN ATTEMPT IS MADE TO HALVE THE INTERVAL. */ |
|
/* SIDE EFFECTS: USES AND ALTERS X, FX, NF, NL. */ |
|
/* IF J < 1 USES VARIABLES Q... . */ |
|
/* USES H, N, T, M2, M4, LDT, DMIN, MACHEPS; */ |
|
int k, i, dz; |
|
double x2, xm, f0, f2, fm, d1, t2, sf1, sx1; |
|
double s; |
|
double macheps; |
|
macheps=pow(16.0,-13.0); |
|
sf1 = f1; sx1 = *x1; |
|
k = 0; xm = 0.0; fm = f0 = fx; dz = *d2 < macheps; |
|
/* h=1.0;*/ /* To be revised */ |
|
#ifdef DEBUGPRAX |
|
/* printf("min macheps=%14g h=%14g step=%14g t=%14g fx=%14g\n",macheps,h, step,t, fx); */ |
|
/* Where is fx coming from */ |
|
printf(" min macheps=%14g h=%14g t=%14g fx=%.9lf dirj=%d\n",macheps, h, t, fx, j); |
|
matprint(" min vectors:",v,n,n); |
|
#endif |
|
/* find step size */ |
|
s = 0.; |
|
/* for (i=0; i<n; i++) s += x[i]*x[i]; */ |
|
for (i=1; i<=n; i++) s += x[i]*x[i]; |
|
s = sqrt(s); |
|
if (dz) |
|
t2 = m4*sqrt(fabs(fx)/dmin + s*ldt) + m2*ldt; |
|
else |
|
t2 = m4*sqrt(fabs(fx)/(*d2) + s*ldt) + m2*ldt; |
|
s = s*m4 + t; |
|
if (dz && t2 > s) t2 = s; |
|
if (t2 < small_windows) t2 = small_windows; |
|
if (t2 > 0.01*h) t2 = 0.01 * h; |
|
if (fk && f1 <= fm) { |
|
xm = *x1; |
|
fm = f1; |
|
} |
|
#ifdef DEBUGPRAX |
|
printf(" additional flin X1=%14.7f t2=%14.7f *f1=%14.7f fm=%14.7f fk=%d\n",*x1,t2,f1,fm,fk); |
|
#endif |
|
if (!fk || fabs(*x1) < t2) { |
|
*x1 = (*x1 >= 0 ? t2 : -t2); |
|
/* *x1 = (*x1 > 0 ? t2 : -t2); */ /* kind of error */ |
|
#ifdef DEBUGPRAX |
|
printf(" additional flin X1=%16.10e dirj=%d fk=%d\n",*x1, j, fk); |
|
#endif |
|
f1 = flin(*x1, j); |
|
#ifdef DEBUGPRAX |
|
printf(" after flin f1=%18.12e dirj=%d fk=%d\n",f1, j,fk); |
|
#endif |
|
} |
|
if (f1 <= fm) { |
|
xm = *x1; |
|
fm = f1; |
|
} |
|
L0: /*L0 loop or next */ |
|
/* |
|
Evaluate FLIN at another point and estimate the second derivative. |
|
*/ |
|
if (dz) { |
|
x2 = (f0 < f1 ? -(*x1) : 2*(*x1)); |
|
#ifdef DEBUGPRAX |
|
printf(" additional second flin x2=%14.8e x1=%14.8e f0=%14.8e f1=%18.12e dirj=%d\n",x2,*x1,f0,f1,j); |
|
#endif |
|
f2 = flin(x2, j); |
|
#ifdef DEBUGPRAX |
|
printf(" additional second flin x2=%16.10e x1=%16.10e f1=%18.12e f0=%18.10e f2=%18.10e fm=%18.10e\n",x2, *x1, f1,f0,f2,fm); |
|
#endif |
|
if (f2 <= fm) { |
|
xm = x2; |
|
fm = f2; |
|
} |
|
/* d2 is the curvature or double difference f1 doesn't seem to be accurately computed */ |
|
*d2 = (x2*(f1-f0) - (*x1)*(f2-f0))/((*x1)*x2*((*x1)-x2)); |
|
#ifdef DEBUGPRAX |
|
double d11,d12; |
|
d11=(f1-f0)/(*x1);d12=(f2-f0)/x2; |
|
printf(" d11=%18.12e d12=%18.12e d11-d12=%18.12e x1-x2=%18.12e (d11-d12)/(x2-(*x1))=%18.12e\n", d11 ,d12, d11-d12, x2-(*x1), (d11-d12)/(x2-(*x1))); |
|
printf(" original computing f1=%18.12e *d2=%16.10e f0=%18.12e f1-f0=%16.10e f2-f0=%16.10e\n",f1,*d2,f0,f1-f0, f2-f0); |
|
double ff1=7.783920622852e+04; |
|
double f1mf0=9.0344736236e-05; |
|
*d2 = (f1mf0)/ (*x1)/((*x1)-x2) - (f2-f0)/x2/((*x1)-x2); |
|
/* *d2 = (ff1-f0)/ (*x1)/((*x1)-x2) - (f2-f0)/x2/((*x1)-x2); */ |
|
printf(" simpliff computing *d2=%16.10e f1mf0=%18.12e,f1=f0+f1mf0=%18.12e\n",*d2,f1mf0,f0+f1mf0); |
|
*d2 = ((f1-f0)/ (*x1) - (f2-f0)/x2)/((*x1)-x2); |
|
printf(" overlifi computing *d2=%16.10e\n",*d2); |
|
#endif |
|
*d2 = ((f1-f0)/ (*x1) - (f2-f0)/x2)/((*x1)-x2); |
|
} |
|
#ifdef DEBUGPRAX |
|
printf(" additional second flin xm=%14.8e fm=%14.8e *d2=%14.8e\n",xm, fm,*d2); |
|
#endif |
|
/* |
|
Estimate the first derivative at 0. |
|
*/ |
|
d1 = (f1-f0)/(*x1) - *x1**d2; dz = 1; |
|
/* |
|
Predict the minimum. |
|
*/ |
|
if (*d2 <= small_windows) { |
|
x2 = (d1 < 0 ? h : -h); |
|
} |
|
else { |
|
x2 = - 0.5*d1/(*d2); |
|
} |
|
#ifdef DEBUGPRAX |
|
printf(" AT d1=%14.8e d2=%14.8e small=%14.8e dz=%d x1=%14.8e x2=%14.8e\n",d1,*d2,small_windows,dz,*x1,x2); |
|
#endif |
|
if (fabs(x2) > h) |
|
x2 = (x2 > 0 ? h : -h); |
|
L1: /* L1 or try loop */ |
|
#ifdef DEBUGPRAX |
|
printf(" AT predicted minimum flin x2=%14.8e x1=%14.8e K=%14d NITS=%14d dirj=%d\n",x2,*x1,k,nits,j); |
|
#endif |
|
f2 = flin(x2, j); /* x[i]+x2*v[i][j] */ |
|
#ifdef DEBUGPRAX |
|
printf(" after flin f0=%14.8e f1=%14.8e f2=%14.8e fm=%14.8e\n",f0,f1,f2, fm); |
|
#endif |
|
if ((k < nits) && (f2 > f0)) { |
|
#ifdef DEBUGPRAX |
|
printf(" NO SUCCESS SO TRY AGAIN;\n"); |
|
#endif |
|
k++; |
|
if ((f0 < f1) && (*x1*x2 > 0.0)) |
|
goto L0; /* or next */ |
|
x2 *= 0.5; |
|
goto L1; |
|
} |
|
nl++; |
|
#ifdef DEBUGPRAX |
|
printf(" bebeBE end of min x1=%14.8e x2=%14.8e f1=%14.8e f2=%14.8e f0=%14.8e fm=%14.8e d2=%14.8e\n",*x1, x2, f1, f2, f0, fm, *d2); |
|
#endif |
|
if (f2 > fm) x2 = xm; else fm = f2; |
|
if (fabs(x2*(x2-*x1)) > small_windows) { |
|
*d2 = (x2*(f1-f0) - *x1*(fm-f0))/(*x1*x2*(*x1-x2)); |
|
} |
|
else { |
|
if (k > 0) *d2 = 0; |
|
} |
|
#ifdef DEBUGPRAX |
|
printf(" bebe end of min x1=%14.8e fx=%14.8e d2=%14.8e\n",*x1, fx, *d2); |
|
#endif |
|
if (*d2 <= small_windows) *d2 = small_windows; |
|
*x1 = x2; fx = fm; |
|
if (sf1 < fx) { |
|
fx = sf1; |
|
*x1 = sx1; |
|
} |
|
/* |
|
Update X for linear search. |
|
*/ |
|
#ifdef DEBUGPRAX |
|
printf(" end of min x1=%14.8e fx=%14.8e d2=%14.8e\n",*x1, fx, *d2); |
|
#endif |
|
|
|
/* if (j != -1) */ |
|
/* for (i=0; i<n; i++) */ |
|
/* x[i] += (*x1)*v[i][j]; */ |
|
if (j > 0) |
|
for (i=1; i<=n; i++) |
|
x[i] += (*x1)*v[i][j]; |
|
} |
|
|
|
void quad() /* look for a minimum along the curve q0, q1, q2 */ |
|
{ |
|
int i; |
|
double l, s; |
|
|
|
s = fx; fx = qf1; qf1 = s; qd1 = 0.0; |
|
/* for (i=0; i<n; i++) { */ |
|
for (i=1; i<=n; i++) { |
|
s = x[i]; l = q1[i]; x[i] = l; q1[i] = s; |
|
qd1 = qd1 + (s-l)*(s-l); |
|
} |
|
s = 0.0; qd1 = sqrt(qd1); l = qd1; |
|
#ifdef DEBUGPRAX |
|
printf(" QUAD after sqrt qd1=%14.8e \n",qd1); |
|
#endif |
|
|
|
if (qd0>0.0 && qd1>0.0 &&nl>=3*n*n) { |
|
#ifdef DEBUGPRAX |
|
printf(" QUAD before min value=%14.8e \n",qf1); |
|
#endif |
|
/* min(-1, 2, &s, &l, qf1, 1); */ |
|
minny(0, 2, &s, &l, qf1, 1); |
|
qa = l*(l-qd1)/(qd0*(qd0+qd1)); |
|
qb = (l+qd0)*(qd1-l)/(qd0*qd1); |
|
qc = l*(l+qd0)/(qd1*(qd0+qd1)); |
|
} |
|
else { |
|
fx = qf1; qa = qb = 0.0; qc = 1.0; |
|
} |
|
#ifdef DEBUGPRAX |
|
printf("after eventual min qd0=%14.8e qd1=%14.8e nl=%d\n",qd0, qd1,nl); |
|
#endif |
|
qd0 = qd1; |
|
/* for (i=0; i<n; i++) { */ |
|
for (i=1; i<=n; i++) { |
|
s = q0[i]; q0[i] = x[i]; |
|
x[i] = qa*s + qb*x[i] + qc*q1[i]; |
|
} |
|
#ifdef DEBUGQUAD |
|
vecprint ( " X after QUAD:" , x, n ); |
|
#endif |
|
} |
|
|
|
/* void minfit(int n, double eps, double tol, double ab[N][N], double q[]) */ |
|
void minfit(int n, double eps, double tol, double **ab, double q[]) |
|
/* int n; */ |
|
/* double eps, tol, ab[N][N], q[N]; */ |
|
{ |
|
int l, kt, l2, i, j, k; |
|
double c, f, g, h, s, x, y, z; |
|
/* double eps; */ |
|
/* #ifndef MSDOS */ |
|
/* double e[N]; /\* plenty of stack on a vax *\/ */ |
|
/* #endif */ |
|
/* double *e; */ |
|
/* e=vector(0,n-1); /\* should be freed somewhere but gotos *\/ */ |
|
|
|
/* householder's reduction to bidiagonal form */ |
|
|
|
if(n==1){ |
|
/* q[1-1]=ab[1-1][1-1]; */ |
|
/* ab[1-1][1-1]=1.0; */ |
|
q[1]=ab[1][1]; |
|
ab[1][1]=1.0; |
|
return; /* added from hardt */ |
|
} |
|
/* eps=macheps; */ /* added */ |
|
x = g = 0.0; |
|
#ifdef DEBUGPRAX |
|
matprint (" HOUSE holder:", ab, n, n); |
|
#endif |
|
|
|
/* for (i=0; i<n; i++) { /\* FOR I := 1 UNTIL N DO *\/ */ |
|
for (i=1; i<=n; i++) { /* FOR I := 1 UNTIL N DO */ |
|
e[i] = g; s = 0.0; l = i+1; |
|
/* for (j=i; j<n; j++) /\* FOR J := I UNTIL N DO S := S*AB(J,I)**2; *\/ /\* not correct *\/ */ |
|
for (j=i; j<=n; j++) /* FOR J := I UNTIL N DO S := S*AB(J,I)**2; */ /* not correct */ |
|
s += ab[j][i] * ab[j][i]; |
|
#ifdef DEBUGPRAXFIN |
|
printf("i=%d s=%d %.7g tol=%.7g",i,s,tol); |
|
#endif |
|
if (s < tol) { |
|
g = 0.0; |
|
} |
|
else { |
|
/* f = ab[i][i]; */ |
|
f = ab[i][i]; |
|
if (f < 0.0) |
|
g = sqrt(s); |
|
else |
|
g = -sqrt(s); |
|
/* h = f*g - s; ab[i][i] = f - g; */ |
|
h = f*g - s; ab[i][i] = f - g; |
|
/* for (j=l; j<n; j++) { */ /* FOR J := L UNTIL N DO */ /* wrong */ |
|
for (j=l; j<=n; j++) { |
|
f = 0.0; |
|
/* for (k=i; k<n; k++) /\* FOR K := I UNTIL N DO *\/ /\* wrong *\/ */ |
|
for (k=i; k<=n; k++) /* FOR K := I UNTIL N DO */ |
|
/* f += ab[k][i] * ab[k][j]; */ |
|
f += ab[k][i] * ab[k][j]; |
|
f /= h; |
|
for (k=i; k<=n; k++) /* FOR K := I UNTIL N DO */ |
|
/* for (k=i; k<n; k++)/\* FOR K := I UNTIL N DO *\/ /\* wrong *\/ */ |
|
ab[k][j] += f * ab[k][i]; |
|
/* ab[k][j] += f * ab[k][i]; */ |
|
#ifdef DEBUGPRAX |
|
printf("Holder J=%d F=%.7g",j,f); |
|
#endif |
|
} |
|
} /* end s */ |
|
/* q[i] = g; s = 0.0; */ |
|
q[i] = g; s = 0.0; |
|
#ifdef DEBUGPRAX |
|
printf(" I Q=%d %.7g",i,q[i]); |
|
#endif |
|
|
|
/* if (i < n) */ |
|
/* if (i <= n) /\* I is always lower or equal to n wasn't in golub reinsch*\/ */ |
|
/* for (j=l; j<n; j++) */ |
|
for (j=l; j<=n; j++) |
|
s += ab[i][j] * ab[i][j]; |
|
/* s += ab[i][j] * ab[i][j]; */ |
|
if (s < tol) { |
|
g = 0.0; |
|
} |
|
else { |
|
if(i<n) |
|
/* f = ab[i][i+1]; */ /* Brent golub overflow */ |
|
f = ab[i][i+1]; |
|
if (f < 0.0) |
|
g = sqrt(s); |
|
else |
|
g = - sqrt(s); |
|
h = f*g - s; |
|
/* h = f*g - s; ab[i][i+1] = f - g; */ /* Overflow for i=n Error in Golub too but not Burkardt*/ |
|
/* for (j=l; j<n; j++) */ |
|
/* e[j] = ab[i][j]/h; */ |
|
if(i<n){ |
|
ab[i][i+1] = f - g; |
|
for (j=l; j<=n; j++) |
|
e[j] = ab[i][j]/h; |
|
/* for (j=l; j<n; j++) { */ |
|
for (j=l; j<=n; j++) { |
|
s = 0.0; |
|
/* for (k=l; k<n; k++) s += ab[j][k]*ab[i][k]; */ |
|
for (k=l; k<=n; k++) s += ab[j][k]*ab[i][k]; |
|
/* for (k=l; k<n; k++) ab[j][k] += s * e[k]; */ |
|
for (k=l; k<=n; k++) ab[j][k] += s * e[k]; |
|
} /* END J */ |
|
} /* END i <n */ |
|
} /* end s */ |
|
/* y = fabs(q[i]) + fabs(e[i]); */ |
|
y = fabs(q[i]) + fabs(e[i]); |
|
if (y > x) x = y; |
|
#ifdef DEBUGPRAX |
|
printf(" I Y=%d %.7g",i,y); |
|
#endif |
|
#ifdef DEBUGPRAX |
|
printf(" i=%d e(i) %.7g",i,e[i]); |
|
#endif |
|
} /* end i */ |
|
/* |
|
Accumulation of right hand transformations */ |
|
/* for (i=n-1; i >= 0; i--) { */ /* FOR I := N STEP -1 UNTIL 1 DO */ |
|
/* We should avoid the overflow in Golub */ |
|
/* ab[n-1][n-1] = 1.0; */ |
|
/* g = e[n-1]; */ |
|
ab[n][n] = 1.0; |
|
g = e[n]; |
|
l = n; |
|
|
|
/* for (i=n; i >= 1; i--) { */ |
|
for (i=n-1; i >= 1; i--) { /* n-1 loops, different from brent and golub*/ |
|
if (g != 0.0) { |
|
/* h = ab[i-1][i]*g; */ |
|
h = ab[i][i+1]*g; |
|
for (j=l; j<=n; j++) ab[j][i] = ab[i][j] / h; |
|
for (j=l; j<=n; j++) { |
|
/* h = ab[i][i+1]*g; */ |
|
/* for (j=l; j<n; j++) ab[j][i] = ab[i][j] / h; */ |
|
/* for (j=l; j<n; j++) { */ |
|
s = 0.0; |
|
/* for (k=l; k<n; k++) s += ab[i][k] * ab[k][j]; */ |
|
/* for (k=l; k<n; k++) ab[k][j] += s * ab[k][i]; */ |
|
for (k=l; k<=n; k++) s += ab[i][k] * ab[k][j]; |
|
for (k=l; k<=n; k++) ab[k][j] += s * ab[k][i]; |
|
}/* END J */ |
|
}/* END G */ |
|
/* for (j=l; j<n; j++) */ |
|
/* ab[i][j] = ab[j][i] = 0.0; */ |
|
/* ab[i][i] = 1.0; g = e[i]; l = i; */ |
|
for (j=l; j<=n; j++) |
|
ab[i][j] = ab[j][i] = 0.0; |
|
ab[i][i] = 1.0; g = e[i]; l = i; |
|
}/* END I */ |
|
#ifdef DEBUGPRAX |
|
matprint (" HOUSE accumulation:",ab,n, n ); |
|
#endif |
|
|
|
/* diagonalization to bidiagonal form */ |
|
eps *= x; |
|
/* for (k=n-1; k>= 0; k--) { */ |
|
for (k=n; k>= 1; k--) { |
|
kt = 0; |
|
TestFsplitting: |
|
#ifdef DEBUGPRAX |
|
printf(" TestFsplitting: k=%d kt=%d\n",k,kt); |
|
/* for(i=1;i<=n;i++)printf(" e(%d)=%.14f",i,e[i]);printf("\n"); */ |
|
#endif |
|
kt = kt+1; |
|
/* TestFsplitting: */ |
|
/* if (++kt > 30) { */ |
|
if (kt > 30) { |
|
e[k] = 0.0; |
|
fprintf(stderr, "\n+++ MINFIT - Fatal error\n"); |
|
fprintf ( stderr, " The QR algorithm failed to converge.\n" ); |
|
} |
|
/* for (l2=k; l2>=0; l2--) { */ |
|
for (l2=k; l2>=1; l2--) { |
|
l = l2; |
|
#ifdef DEBUGPRAX |
|
printf(" l e(l)< eps %d %.7g %.7g ",l,e[l], eps); |
|
#endif |
|
/* if (fabs(e[l]) <= eps) */ |
|
if (fabs(e[l]) <= eps) |
|
goto TestFconvergence; |
|
/* if (fabs(q[l-1]) <= eps)*/ /* missing if ( 1 < l ){ *//* printf(" q(l-1)< eps %d %.7g %.7g ",l-1,q[l-2], eps); */ |
|
if (fabs(q[l-1]) <= eps) |
|
break; /* goto Cancellation; */ |
|
} |
|
Cancellation: |
|
#ifdef DEBUGPRAX |
|
printf(" Cancellation:\n"); |
|
#endif |
|
c = 0.0; s = 1.0; |
|
for (i=l; i<=k; i++) { |
|
f = s * e[i]; e[i] *= c; |
|
/* f = s * e[i]; e[i] *= c; */ |
|
if (fabs(f) <= eps) |
|
goto TestFconvergence; |
|
/* g = q[i]; */ |
|
g = q[i]; |
|
if (fabs(f) < fabs(g)) { |
|
double fg = f/g; |
|
h = fabs(g)*sqrt(1.0+fg*fg); |
|
} |
|
else { |
|
double gf = g/f; |
|
h = (f!=0.0 ? fabs(f)*sqrt(1.0+gf*gf) : 0.0); |
|
} |
|
/* COMMENT: THE ABOVE REPLACES Q(I):=H:=LONGSQRT(G*G+F*F) */ |
|
/* WHICH MAY GIVE INCORRECT RESULTS IF THE */ |
|
/* SQUARES UNDERFLOW OR IF F = G = 0; */ |
|
|
|
/* q[i] = h; */ |
|
q[i] = h; |
|
if (h == 0.0) { h = 1.0; g = 1.0; } |
|
c = g/h; s = -f/h; |
|
} |
|
TestFconvergence: |
|
#ifdef DEBUGPRAX |
|
printf(" TestFconvergence: l=%d k=%d\n",l,k); |
|
#endif |
|
/* z = q[k]; */ |
|
z = q[k]; |
|
if (l == k) |
|
goto Convergence; |
|
/* shift from bottom 2x2 minor */ |
|
/* x = q[l]; y = q[k-l]; g = e[k-1]; h = e[k]; */ /* Error */ |
|
x = q[l]; y = q[k-1]; g = e[k-1]; h = e[k]; |
|
f = ((y-z)*(y+z) + (g-h)*(g+h)) / (2.0*h*y); |
|
g = sqrt(f*f+1.0); |
|
if (f <= 0.0) |
|
f = ((x-z)*(x+z) + h*(y/(f-g)-h))/x; |
|
else |
|
f = ((x-z)*(x+z) + h*(y/(f+g)-h))/x; |
|
/* next qr transformation */ |
|
s = c = 1.0; |
|
for (i=l+1; i<=k; i++) { |
|
#ifdef DEBUGPRAXQR |
|
printf(" Before Mid TestFconvergence: l+1=%d i=%d k=%d h=%.6e e(i)=%14.8f e(i-1)=%14.8f\n",l+1,i,k, h, e[i],e[i-1]); |
|
#endif |
|
/* g = e[i]; y = q[i]; h = s*g; g *= c; */ |
|
g = e[i]; y = q[i]; h = s*g; g *= c; |
|
if (fabs(f) < fabs(h)) { |
|
double fh = f/h; |
|
z = fabs(h) * sqrt(1.0 + fh*fh); |
|
} |
|
else { |
|
double hf = h/f; |
|
z = (f!=0.0 ? fabs(f)*sqrt(1.0+hf*hf) : 0.0); |
|
} |
|
/* e[i-1] = z; */ |
|
e[i-1] = z; |
|
#ifdef DEBUGPRAXQR |
|
printf(" Mid TestFconvergence: l+1=%d i=%d k=%d h=%.6e e(i)=%14.8f e(i-1)=%14.8f\n",l+1,i,k, h, e[i],e[i-1]); |
|
#endif |
|
if (z == 0.0) |
|
f = z = 1.0; |
|
c = f/z; s = h/z; |
|
f = x*c + g*s; g = - x*s + g*c; h = y*s; |
|
y *= c; |
|
/* for (j=0; j<n; j++) { */ |
|
/* x = ab[j][i-1]; z = ab[j][i]; */ |
|
/* ab[j][i-1] = x*c + z*s; */ |
|
/* ab[j][i] = - x*s + z*c; */ |
|
/* } */ |
|
for (j=1; j<=n; j++) { |
|
x = ab[j][i-1]; z = ab[j][i]; |
|
ab[j][i-1] = x*c + z*s; |
|
ab[j][i] = - x*s + z*c; |
|
} |
|
if (fabs(f) < fabs(h)) { |
|
double fh = f/h; |
|
z = fabs(h) * sqrt(1.0 + fh*fh); |
|
} |
|
else { |
|
double hf = h/f; |
|
z = (f!=0.0 ? fabs(f)*sqrt(1.0+hf*hf) : 0.0); |
|
} |
|
#ifdef DEBUGPRAXQR |
|
printf(" qr transformation z f h=%.7g %.7g %.7g i=%d k=%d\n",z,f,h, i, k); |
|
#endif |
|
q[i-1] = z; |
|
if (z == 0.0) |
|
z = f = 1.0; |
|
c = f/z; s = h/z; |
|
f = c*g + s*y; /* f can be very small */ |
|
x = - s*g + c*y; |
|
} |
|
/* e[l] = 0.0; e[k] = f; q[k] = x; */ |
|
e[l] = 0.0; e[k] = f; q[k] = x; |
|
#ifdef DEBUGPRAXQR |
|
printf(" aftermid loop l=%d k=%d e(l)=%7g e(k)=%.7g q(k)=%.7g x=%.7g\n",l,k,e[l],e[k],q[k],x); |
|
#endif |
|
goto TestFsplitting; |
|
Convergence: |
|
#ifdef DEBUGPRAX |
|
printf(" Convergence:\n"); |
|
#endif |
|
if (z < 0.0) { |
|
/* q[k] = - z; */ |
|
/* for (j=0; j<n; j++) ab[j][k] = - ab[j][k]; */ |
|
q[k] = - z; |
|
for (j=1; j<=n; j++) ab[j][k] = - ab[j][k]; |
|
}/* END Z */ |
|
}/* END K */ |
|
} /* END MINFIT */ |
|
|
|
|
|
double praxis(double tol, double macheps, double h0, int _n, int _prin, double *_x, double (*_fun)(double *_x)) |
|
/* double praxis(double tol, double macheps, double h0, int _n, int _prin, double *_x, double (*_fun)(double *_x, int _n)) */ |
|
/* double praxis(double (*_fun)(), double _x[], int _n) */ |
|
/* double (*_fun)(); */ |
|
/* double _x[N]; */ |
|
/* double (*_fun)(); */ |
|
/* double _x[N]; */ |
|
{ |
|
/* init global extern variables and parameters */ |
|
/* double *d, *y, *z, */ |
|
/* *q0, *q1, **v; */ |
|
/* double *tflin; /\* used in flin: return (*fun)(tflin, n); *\/ */ |
|
/* double *e; /\* used in minfit, don't konw how to free memory and thus made global *\/ */ |
|
|
|
|
|
int seed; /* added */ |
|
int biter=0; |
|
double r; |
|
double randbrent( int (*)); |
|
double s, sf; |
|
|
|
h = h0; /* step; */ |
|
t = tol; |
|
scbd = 1.0; |
|
illc = 0; |
|
ktm = 1; |
|
|
|
macheps = DBL_EPSILON; |
|
/* prin=4; */ |
|
#ifdef DEBUGPRAX |
|
printf("Praxis macheps=%14g h=%14g step=%14g tol=%14g\n",macheps,h, h0,tol); |
|
#endif |
|
n = _n; |
|
x = _x; |
|
prin = _prin; |
|
fun = _fun; |
|
d=vector(1, n); |
|
y=vector(1, n); |
|
z=vector(1, n); |
|
q0=vector(1, n); |
|
q1=vector(1, n); |
|
e=vector(1, n); |
|
tflin=vector(1, n); |
|
v=matrix(1, n, 1, n); |
|
for(i=1;i<=n;i++){d[i]=y[i]=z[i]=q0[0]=e[i]=tflin[i]=0.;} |
|
small_windows = (macheps) * (macheps); vsmall = small_windows*small_windows; |
|
large = 1.0/small_windows; vlarge = 1.0/vsmall; |
|
m2 = sqrt(macheps); m4 = sqrt(m2); |
|
seed = 123456789; /* added */ |
|
ldfac = (illc ? 0.1 : 0.01); |
|
for(i=1;i<=n;i++) z[i]=0.; /* Was missing in Gegenfurtner as well as Brent's algol or fortran */ |
|
nl = kt = 0; nf = 1; |
|
#ifdef NR_SHIFT |
|
fx = (*fun)((x-1), n); |
|
#else |
|
fx = (*fun)(x); |
|
#endif |
|
qf1 = fx; |
|
t2 = small_windows + fabs(t); t = t2; dmin = small_windows; |
|
#ifdef DEBUGPRAX |
|
printf("praxis2 macheps=%14g h=%14g step=%14g small=%14g t=%14g\n",macheps,h, h0,small_windows, t); |
|
#endif |
|
if (h < 100.0*t) h = 100.0*t; |
|
#ifdef DEBUGPRAX |
|
printf("praxis3 macheps=%14g h=%14g step=%14g small=%14g t=%14g\n",macheps,h, h0,small_windows, t); |
|
#endif |
|
ldt = h; |
|
/* for (i=0; i<n; i++) for (j=0; j<n; j++) */ |
|
for (i=1; i<=n; i++) for (j=1; j<=n; j++) |
|
v[i][j] = (i == j ? 1.0 : 0.0); |
|
d[1] = 0.0; qd0 = 0.0; |
|
/* for (i=0; i<n; i++) q1[i] = x[i]; */ |
|
for (i=1; i<=n; i++) q1[i] = x[i]; |
|
if (prin > 1) { |
|
printf("\n------------- enter function praxis -----------\n"); |
|
printf("... current parameter settings ...\n"); |
|
printf("... scaling ... %20.10e\n", scbd); |
|
printf("... tol ... %20.10e\n", t); |
|
printf("... maxstep ... %20.10e\n", h); |
|
printf("... illc ... %20u\n", illc); |
|
printf("... ktm ... %20u\n", ktm); |
|
printf("... maxfun ... %20u\n", maxfun); |
|
} |
|
if (prin) print2(); |
|
|
|
mloop: |
|
biter++; /* Added to count the loops */ |
|
/* sf = d[0]; */ |
|
/* s = d[0] = 0.0; */ |
|
printf("\n Big iteration %d \n",biter); |
|
fprintf(ficlog,"\n Big iteration %d \n",biter); |
|
sf = d[1]; |
|
s = d[1] = 0.0; |
|
|
|
/* minimize along first direction V(*,1) */ |
|
#ifdef DEBUGPRAX |
|
printf(" Minimize along the first direction V(*,1). illc=%d\n",illc); |
|
/* fprintf(ficlog," Minimize along the first direction V(*,1).\n"); */ |
|
#endif |
|
#ifdef DEBUGPRAX2 |
|
printf("praxis4 macheps=%14g h=%14g step=%14g small=%14g t=%14g\n",macheps,h, h0,small_windows, t); |
|
#endif |
|
/* min(0, 2, &d[0], &s, fx, 0); /\* mac heps not global *\/ */ |
|
minny(1, 2, &d[1], &s, fx, 0); /* mac heps not global */ |
|
#ifdef DEBUGPRAX |
|
printf("praxis5 macheps=%14g h=%14g looks at sign of s=%14g fx=%14g\n",macheps,h, s,fx); |
|
#endif |
|
if (s <= 0.0) |
|
/* for (i=0; i < n; i++) */ |
|
for (i=1; i <= n; i++) |
|
v[i][1] = -v[i][1]; |
|
/* if ((sf <= (0.9 * d[0])) || ((0.9 * sf) >= d[0])) */ |
|
if ((sf <= (0.9 * d[1])) || ((0.9 * sf) >= d[1])) |
|
/* for (i=1; i<n; i++) */ |
|
for (i=2; i<=n; i++) |
|
d[i] = 0.0; |
|
/* for (k=1; k<n; k++) { */ |
|
for (k=2; k<=n; k++) { |
|
/* |
|
The inner loop starts here. |
|
*/ |
|
#ifdef DEBUGPRAX |
|
printf(" The inner loop here from k=%d to n=%d.\n",k,n); |
|
/* fprintf(ficlog," The inner loop here from k=%d to n=%d.\n",k,n); */ |
|
#endif |
|
/* for (i=0; i<n; i++) */ |
|
for (i=1; i<=n; i++) |
|
y[i] = x[i]; |
|
sf = fx; |
|
#ifdef DEBUGPRAX |
|
printf(" illc=%d and kt=%d and ktm=%d\n", illc, kt, ktm); |
|
#endif |
|
illc = illc || (kt > 0); |
|
next: |
|
kl = k; |
|
df = 0.0; |
|
if (illc) { /* random step to get off resolution valley */ |
|
#ifdef DEBUGPRAX |
|
printf(" A random step follows, to avoid resolution valleys.\n"); |
|
matprint(" before rand, vectors:",v,n,n); |
|
#endif |
|
for (i=1; i<=n; i++) { |
|
#ifdef NOBRENTRAND |
|
r = drandom(); |
|
#else |
|
seed=i; |
|
/* seed=i+1; */ |
|
#ifdef DEBUGRAND |
|
printf(" Random seed=%d, brent i=%d",seed,i); /* YYYY i=5 j=1 vji= -0.0001170073 */ |
|
#endif |
|
r = randbrent ( &seed ); |
|
#endif |
|
#ifdef DEBUGRAND |
|
printf(" Random r=%.7g \n",r); |
|
#endif |
|
z[i] = (0.1 * ldt + t2 * pow(10.0,(double)kt)) * (r - 0.5); |
|
/* z[i] = (0.1 * ldt + t2 * pow(10.0,(double)kt)) * (drandom() - 0.5); */ |
|
|
|
s = z[i]; |
|
for (j=1; j <= n; j++) |
|
x[j] += s * v[j][i]; |
|
} |
|
#ifdef DEBUGRAND |
|
matprint(" after rand, vectors:",v,n,n); |
|
#endif |
|
#ifdef NR_SHIFT |
|
fx = (*fun)((x-1), n); |
|
#else |
|
fx = (*fun)(x, n); |
|
#endif |
|
/* fx = (*func) ( (x-1) ); *//* This for func which is computed from x[1] and not from x[0] xm1=(x-1)*/ |
|
nf++; |
|
} |
|
/* minimize along non-conjugate directions */ |
|
#ifdef DEBUGPRAX |
|
printf(" Minimize along the 'non-conjugate' directions (dots printed) V(*,%d),...,V(*,%d).\n",k,n); |
|
/* fprintf(ficlog," Minimize along the 'non-conjugate' directions (dots printed) V(*,%d),...,V(*,%d).\n",k,n); */ |
|
#endif |
|
/* for (k2=k; k2<n; k2++) { /\* Be careful here k2 <=n ? *\/ */ |
|
for (k2=k; k2<=n; k2++) { /* Be careful here k2 <=n ? */ |
|
sl = fx; |
|
s = 0.0; |
|
#ifdef DEBUGPRAX |
|
printf(" Minimize along the 'NON-CONJUGATE' true direction k2=%14d fx=%14.7f\n",k2, fx); |
|
matprint(" before min vectors:",v,n,n); |
|
#endif |
|
/* min(k2, 2, &d[k2], &s, fx, 0); */ |
|
/* jsearch=k2-1; */ |
|
/* min(jsearch, 2, &d[jsearch], &s, fx, 0); */ |
|
minny(k2, 2, &d[k2], &s, fx, 0); |
|
#ifdef DEBUGPRAX |
|
printf(" . D(%d)=%14.7f d[k2]=%14.7f z[k2]=%14.7f illc=%14d fx=%14.7f\n",k2,d[k2],d[k2],z[k2],illc,fx); |
|
#endif |
|
if (illc) { |
|
/* double szk = s + z[k2]; */ |
|
/* s = d[k2] * szk*szk; */ |
|
double szk = s + z[k2]; |
|
s = d[k2] * szk*szk; |
|
} |
|
else |
|
s = sl - fx; |
|
/* if (df < s) { */ |
|
if (df <= s) { |
|
df = s; |
|
kl = k2; |
|
#ifdef DEBUGPRAX |
|
printf(" df=%.7g and choose kl=%d \n",df,kl); /* UUUU */ |
|
#endif |
|
} |
|
} /* end loop k2 */ |
|
/* |
|
If there was not much improvement on the first try, set |
|
ILLC = true and start the inner loop again. |
|
*/ |
|
#ifdef DEBUGPRAX |
|
printf(" If there was not much improvement on the first try, set ILLC = true and start the inner loop again. illc=%d\n",illc); |
|
/* fprintf(ficlog," If there was not much improvement on the first try, set ILLC = true and start the inner loop again.\n"); */ |
|
#endif |
|
if (!illc && (df < fabs(100.0 * (macheps) * fx))) { |
|
#ifdef DEBUGPRAX |
|
printf("\n NO SUCCESS because DF is small, starts inner loop with same K(=%d), fabs( 100.0 * machep(=%.10e) * fx(=%.9e) )=%.9e > df(=%.9e) break illc=%d\n", k, macheps, fx, fabs ( 100.0 * macheps * fx ), df, illc); |
|
#endif |
|
illc = 1; |
|
goto next; |
|
} |
|
#ifdef DEBUGPRAX |
|
printf("\n SUCCESS, BREAKS inner loop K(=%d) because DF is big, fabs( 100.0 * machep(=%.10e) * fx(=%.9e) )=%.9e <= df(=%.9e) break illc=%d\n", k, macheps, fx, fabs ( 100.0 * macheps * fx ), df, illc); |
|
#endif |
|
|
|
/* if ((k == 1) && (prin > 1)){ /\* be careful k=2 *\/ */ |
|
if ((k == 2) && (prin > 1)){ /* be careful k=2 */ |
|
#ifdef DEBUGPRAX |
|
printf(" NEW D The second difference array d:\n" ); |
|
/* fprintf(ficlog, " NEW D The second difference array d:\n" ); */ |
|
#endif |
|
vecprint(" NEW D The second difference array d:",d,n); |
|
} |
|
/* minimize along conjugate directions */ |
|
/* |
|
Minimize along the "conjugate" directions V(*,1),...,V(*,K-1). |
|
*/ |
|
#ifdef DEBUGPRAX |
|
printf("Minimize along the 'conjugate' directions V(*,1),...,V(*,K-1=%d).\n",k-1); |
|
/* fprintf(ficlog,"Minimize along the 'conjugate' directions V(*,1),...,V(*,K-1=%d).\n",k-1); */ |
|
#endif |
|
/* for (k2=0; k2<=k-1; k2++) { */ |
|
for (k2=1; k2<=k-1; k2++) { |
|
s = 0.0; |
|
/* min(k2-1, 2, &d[k2-1], &s, fx, 0); */ |
|
minny(k2, 2, &d[k2], &s, fx, 0); |
|
} |
|
f1 = fx; |
|
fx = sf; |
|
lds = 0.0; |
|
/* for (i=0; i<n; i++) { */ |
|
for (i=1; i<=n; i++) { |
|
sl = x[i]; |
|
x[i] = y[i]; |
|
y[i] = sl - y[i]; |
|
sl = y[i]; |
|
lds = lds + sl*sl; |
|
} |
|
lds = sqrt(lds); |
|
#ifdef DEBUGPRAX |
|
printf("Minimization done 'conjugate', shifted all points, computed lds=%.8f\n",lds); |
|
#endif |
|
/* |
|
Discard direction V(*,kl). |
|
|
|
If no random step was taken, V(*,KL) is the "non-conjugate" |
|
direction along which the greatest improvement was made. |
|
*/ |
|
if (lds > small_windows) { |
|
#ifdef DEBUGPRAX |
|
printf("lds big enough to throw direction V(*,kl=%d). If no random step was taken, V(*,KL) is the 'non-conjugate' direction along which the greatest improvement was made.\n",kl); |
|
matprint(" before shift new conjugate vectors:",v,n,n); |
|
#endif |
|
for (i=kl-1; i>=k; i--) { |
|
/* for (j=0; j < n; j++) */ |
|
for (j=1; j <= n; j++) |
|
/* v[j][i+1] = v[j][i]; */ /* This is v[j][i+1]=v[j][i] i=kl-1 to k */ |
|
v[j][i+1] = v[j][i]; /* This is v[j][i+1]=v[j][i] i=kl-1 to k */ |
|
/* v[j][i+1] = v[j][i]; */ |
|
/* d[i+1] = d[i];*/ /* last is d[k+1]= d[k] */ |
|
d[i+1] = d[i]; /* last is d[k]= d[k-1] */ |
|
} |
|
#ifdef DEBUGPRAX |
|
matprint(" after shift new conjugate vectors:",v,n,n); |
|
#endif /* d[k] = 0.0; */ |
|
d[k] = 0.0; |
|
for (i=1; i <= n; i++) |
|
v[i][k] = y[i] / lds; |
|
/* v[i][k] = y[i] / lds; */ |
|
#ifdef DEBUGPRAX |
|
printf("Minimize along the new 'conjugate' direction V(*,k=%d), which is the normalized vector: (new x) - (old x). d2=%14.7g lds=%.10f\n",k,d[k],lds); |
|
/* fprintf(ficlog,"Minimize along the new 'conjugate' direction V(*,k=%d), which is the normalized vector: (new x) - (old x).\n",k); */ |
|
matprint(" before min new conjugate vectors:",v,n,n); |
|
#endif |
|
/* min(k-1, 4, &d[k-1], &lds, f1, 1); */ |
|
minny(k, 4, &d[k], &lds, f1, 1); |
|
#ifdef DEBUGPRAX |
|
printf(" after min d(k)=%d %.7g lds=%14f\n",k,d[k],lds); |
|
matprint(" after min vectors:",v,n,n); |
|
#endif |
|
if (lds <= 0.0) { |
|
lds = -lds; |
|
#ifdef DEBUGPRAX |
|
printf(" lds changed sign lds=%.14f k=%d\n",lds,k); |
|
#endif |
|
/* for (i=0; i<n; i++) */ |
|
/* v[i][k] = -v[i][k]; */ |
|
for (i=1; i<=n; i++) |
|
v[i][k] = -v[i][k]; |
|
} |
|
} |
|
ldt = ldfac * ldt; |
|
if (ldt < lds) |
|
ldt = lds; |
|
if (prin > 0){ |
|
#ifdef DEBUGPRAX |
|
printf(" k=%d",k); |
|
/* fprintf(ficlog," k=%d",k); */ |
|
#endif |
|
print2();/* n, x, prin, fx, nf, nl ); */ |
|
} |
|
t2 = 0.0; |
|
/* for (i=0; i<n; i++) */ |
|
for (i=1; i<=n; i++) |
|
t2 += x[i]*x[i]; |
|
t2 = m2 * sqrt(t2) + t; |
|
/* |
|
See whether the length of the step taken since starting the |
|
inner loop exceeds half the tolerance. |
|
*/ |
|
#ifdef DEBUGPRAX |
|
printf("See if step length exceeds half the tolerance.\n"); /* ZZZZZ */ |
|
/* fprintf(ficlog,"See if step length exceeds half the tolerance.\n"); */ |
|
#endif |
|
if (ldt > (0.5 * t2)) |
|
kt = 0; |
|
else |
|
kt++; |
|
#ifdef DEBUGPRAX |
|
printf("if kt=%d >? ktm=%d gotoL2 loop\n",kt,ktm); |
|
#endif |
|
if (kt > ktm){ |
|
if ( 0 < prin ){ |
|
/* printf("\nr8vec_print\n X:\n"); */ |
|
/* fprintf(ficlog,"\nr8vec_print\n X:\n"); */ |
|
vecprint ("END X:", x, n ); |
|
} |
|
goto fret; |
|
} |
|
#ifdef DEBUGPRAX |
|
matprint(" end of L2 loop vectors:",v,n,n); |
|
#endif |
|
|
|
} |
|
/* printf("The inner loop ends here.\n"); */ |
|
/* fprintf(ficlog,"The inner loop ends here.\n"); */ |
|
/* |
|
The inner loop ends here. |
|
|
|
Try quadratic extrapolation in case we are in a curved valley. |
|
*/ |
|
#ifdef DEBUGPRAX |
|
printf("Try QUAD ratic extrapolation in case we are in a curved valley.\n"); |
|
#endif |
|
/* try quadratic extrapolation in case */ |
|
/* we are stuck in a curved valley */ |
|
quad(); |
|
dn = 0.0; |
|
/* for (i=0; i<n; i++) { */ |
|
for (i=1; i<=n; i++) { |
|
d[i] = 1.0 / sqrt(d[i]); |
|
if (dn < d[i]) |
|
dn = d[i]; |
|
} |
|
if (prin > 2) |
|
matprint(" NEW DIRECTIONS vectors:",v,n,n); |
|
/* for (j=0; j<n; j++) { */ |
|
for (j=1; j<=n; j++) { |
|
s = d[j] / dn; |
|
/* for (i=0; i < n; i++) */ |
|
for (i=1; i <= n; i++) |
|
v[i][j] *= s; |
|
} |
|
|
|
if (scbd > 1.0) { /* scale axis to reduce condition number */ |
|
#ifdef DEBUGPRAX |
|
printf("Scale the axes to try to reduce the condition number.\n"); |
|
#endif |
|
/* fprintf(ficlog,"Scale the axes to try to reduce the condition number.\n"); */ |
|
s = vlarge; |
|
/* for (i=0; i<n; i++) { */ |
|
for (i=1; i<=n; i++) { |
|
sl = 0.0; |
|
/* for (j=0; j < n; j++) */ |
|
for (j=1; j <= n; j++) |
|
sl += v[i][j]*v[i][j]; |
|
z[i] = sqrt(sl); |
|
if (z[i] < m4) |
|
z[i] = m4; |
|
if (s > z[i]) |
|
s = z[i]; |
|
} |
|
/* for (i=0; i<n; i++) { */ |
|
for (i=1; i<=n; i++) { |
|
sl = s / z[i]; |
|
z[i] = 1.0 / sl; |
|
if (z[i] > scbd) { |
|
sl = 1.0 / scbd; |
|
z[i] = scbd; |
|
} |
|
} |
|
} |
|
for (i=1; i<=n; i++) |
|
/* for (j=0; j<=i-1; j++) { */ |
|
/* for (j=1; j<=i; j++) { */ |
|
for (j=1; j<=i-1; j++) { |
|
s = v[i][j]; |
|
v[i][j] = v[j][i]; |
|
v[j][i] = s; |
|
} |
|
#ifdef DEBUGPRAX |
|
printf(" Calculate a new set of orthogonal directions before repeating the main loop.\n Transpose V for MINFIT:...\n"); |
|
#endif |
|
/* |
|
MINFIT finds the singular value decomposition of V. |
|
|
|
This gives the principal values and principal directions of the |
|
approximating quadratic form without squaring the condition number. |
|
*/ |
|
#ifdef DEBUGPRAX |
|
printf(" MINFIT finds the singular value decomposition of V. \n This gives the principal values and principal directions of the\n approximating quadratic form without squaring the condition number...\n"); |
|
#endif |
|
|
|
minfit(n, macheps, vsmall, v, d); |
|
/* for(i=0; i<n;i++)printf(" %14.7g",d[i]); */ |
|
/* v is overwritten with R. */ |
|
/* |
|
Unscale the axes. |
|
*/ |
|
if (scbd > 1.0) { |
|
#ifdef DEBUGPRAX |
|
printf(" Unscale the axes.\n"); |
|
#endif |
|
/* for (i=0; i<n; i++) { */ |
|
for (i=1; i<=n; i++) { |
|
s = z[i]; |
|
/* for (j=0; j<n; j++) */ |
|
for (j=1; j<=n; j++) |
|
v[i][j] *= s; |
|
} |
|
/* for (i=0; i<n; i++) { */ |
|
for (i=1; i<=n; i++) { |
|
s = 0.0; |
|
/* for (j=0; j<n; j++) */ |
|
for (j=1; j<=n; j++) |
|
s += v[j][i]*v[j][i]; |
|
s = sqrt(s); |
|
d[i] *= s; |
|
s = 1.0 / s; |
|
/* for (j=0; j<n; j++) */ |
|
for (j=1; j<=n; j++) |
|
v[j][i] *= s; |
|
} |
|
} |
|
/* for (i=0; i<n; i++) { */ |
|
double dni; /* added for compatibility with buckhardt but not brent */ |
|
for (i=1; i<=n; i++) { |
|
dni=dn*d[i]; /* added for compatibility with buckhardt but not brent */ |
|
if ((dn * d[i]) > large) |
|
d[i] = vsmall; |
|
else if ((dn * d[i]) < small_windows) |
|
d[i] = vlarge; |
|
else |
|
d[i] = 1.0 / dni / dni; /* added for compatibility with buckhardt but not brent */ |
|
/* d[i] = pow(dn * d[i],-2.0); */ |
|
} |
|
#ifdef DEBUGPRAX |
|
vecprint ("\n Before sort Eigenvalues of a:",d,n ); |
|
#endif |
|
|
|
sort(); /* the new eigenvalues and eigenvectors */ |
|
#ifdef DEBUGPRAX |
|
vecprint( " After sort the eigenvalues ....\n", d, n); |
|
matprint( " After sort the eigenvectors....\n", v, n,n); |
|
#endif |
|
#ifdef DEBUGPRAX |
|
printf(" Determine the smallest eigenvalue.\n"); |
|
#endif |
|
/* dmin = d[n-1]; */ |
|
dmin = d[n]; |
|
if (dmin < small_windows) |
|
dmin = small_windows; |
|
/* |
|
The ratio of the smallest to largest eigenvalue determines whether |
|
the system is ill conditioned. |
|
*/ |
|
|
|
/* illc = (m2 * d[0]) > dmin; */ |
|
illc = (m2 * d[1]) > dmin; |
|
#ifdef DEBUGPRAX |
|
printf(" The ratio of the smallest to largest eigenvalue determines whether\n the system is ill conditioned=%d . dmin=%.10lf < m2=%.10lf * d[1]=%.10lf \n",illc, dmin,m2, d[1]); |
|
#endif |
|
|
|
if ((prin > 2) && (scbd > 1.0)) |
|
vecprint("\n The scale factors:",z,n); |
|
if (prin > 2) |
|
vecprint(" Principal values (EIGEN VALUES OF A) of the quadratic form:",d,n); |
|
if (prin > 2) |
|
matprint(" The principal axes (EIGEN VECTORS OF A:",v,n, n); |
|
|
|
if ((maxfun > 0) && (nf > maxfun)) { |
|
if (prin) |
|
printf("\n... maximum number of function calls reached ...\n"); |
|
goto fret; |
|
} |
|
#ifdef DEBUGPRAX |
|
printf("Goto main loop\n"); |
|
#endif |
|
goto mloop; /* back to main loop */ |
|
|
|
fret: |
|
if (prin > 0) { |
|
vecprint("\n X:", x, n); |
|
/* printf("\n... ChiSq reduced to %20.10e ...\n", fx); */ |
|
/* printf("... after %20u function calls.\n", nf); */ |
|
} |
|
free_vector(d, 1, n); |
|
free_vector(y, 1, n); |
|
free_vector(z, 1, n); |
|
free_vector(q0, 1, n); |
|
free_vector(q1, 1, n); |
|
free_matrix(v, 1, n, 1, n); |
|
/* double *d, *y, *z, */ |
|
/* *q0, *q1, **v; */ |
|
free_vector(tflin, 1, n); |
|
/* double *tflin; /\* used in flin: return (*fun)(tflin, n); *\/ */ |
|
free_vector(e, 1, n); |
|
/* double *e; /\* used in minfit, don't konw how to free memory and thus made global *\/ */ |
|
|
|
return(fx); |
|
} |
|
|
|
/* end praxis gegen */ |
|
|
/*************** powell ************************/ |
/*************** powell ************************/ |
/* |
/* |
Line 2654 void powell(double p[], double **xi, int
|
Line 4202 void powell(double p[], double **xi, int
|
curr_time = *localtime(&rcurr_time); |
curr_time = *localtime(&rcurr_time); |
/* printf("\nPowell iter=%d -2*LL=%.12f gain=%.12f=%.3g %ld sec. %ld sec.",*iter,*fret, fp-*fret,fp-*fret, rcurr_time-rlast_time, rcurr_time-rstart_time);fflush(stdout); */ |
/* printf("\nPowell iter=%d -2*LL=%.12f gain=%.12f=%.3g %ld sec. %ld sec.",*iter,*fret, fp-*fret,fp-*fret, rcurr_time-rlast_time, rcurr_time-rstart_time);fflush(stdout); */ |
/* fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f gain=%.12f=%.3g %ld sec. %ld sec.",*iter,*fret, fp-*fret,fp-*fret,rcurr_time-rlast_time, rcurr_time-rstart_time); fflush(ficlog); */ |
/* fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f gain=%.12f=%.3g %ld sec. %ld sec.",*iter,*fret, fp-*fret,fp-*fret,rcurr_time-rlast_time, rcurr_time-rstart_time); fflush(ficlog); */ |
Bigter=(*iter - *iter % ncovmodel)/ncovmodel +1; /* Big iteration, i.e on ncovmodel cycle */ |
/* Bigter=(*iter - *iter % ncovmodel)/ncovmodel +1; /\* Big iteration, i.e on ncovmodel cycle *\/ */ |
|
Bigter=(*iter - (*iter-1) % n)/n +1; /* Big iteration, i.e on ncovmodel cycle */ |
printf("\nPowell iter=%d Big Iter=%d -2*LL=%.12f gain=%.3lg %ld sec. %ld sec.",*iter,Bigter,*fret,fp-*fret, rcurr_time-rlast_time, rcurr_time-rstart_time);fflush(stdout); |
printf("\nPowell iter=%d Big Iter=%d -2*LL=%.12f gain=%.3lg %ld sec. %ld sec.",*iter,Bigter,*fret,fp-*fret, rcurr_time-rlast_time, rcurr_time-rstart_time);fflush(stdout); |
fprintf(ficlog,"\nPowell iter=%d Big Iter=%d -2*LL=%.12f gain=%.3lg %ld sec. %ld sec.",*iter,Bigter,*fret,fp-*fret,rcurr_time-rlast_time, rcurr_time-rstart_time); fflush(ficlog); |
fprintf(ficlog,"\nPowell iter=%d Big Iter=%d -2*LL=%.12f gain=%.3lg %ld sec. %ld sec.",*iter,Bigter,*fret,fp-*fret,rcurr_time-rlast_time, rcurr_time-rstart_time); fflush(ficlog); |
fprintf(ficrespow,"%d %d %.12f %d",*iter,Bigter, *fret,curr_time.tm_sec-start_time.tm_sec); |
fprintf(ficrespow,"%d %d %.12f %d",*iter,Bigter, *fret,curr_time.tm_sec-start_time.tm_sec); |
Line 2725 void powell(double p[], double **xi, int
|
Line 4274 void powell(double p[], double **xi, int
|
fprintf(ficlog," - if your program needs %d BIG iterations (%d iterations) to converge, convergence will be \n reached in %s i.e.\n on %s (current time is %s);\n",nBigterf, niterf, asc_diff_time(rforecast_time-rcurr_time,tmpout),strfor,strcurr); |
fprintf(ficlog," - if your program needs %d BIG iterations (%d iterations) to converge, convergence will be \n reached in %s i.e.\n on %s (current time is %s);\n",nBigterf, niterf, asc_diff_time(rforecast_time-rcurr_time,tmpout),strfor,strcurr); |
} |
} |
} |
} |
for (i=1;i<=n;i++) { /* For each direction i */ |
for (i=1;i<=n;i++) { /* For each direction i, maximisation after loading directions */ |
for (j=1;j<=n;j++) xit[j]=xi[j][i]; /* Directions stored from previous iteration with previous scales */ |
for (j=1;j<=n;j++) xit[j]=xi[j][i]; /* Directions stored from previous iteration with previous scales. xi is not changed but one dim xit */ |
fptt=(*fret); |
|
|
fptt=(*fret); /* Computes likelihood for parameters xit */ |
#ifdef DEBUG |
#ifdef DEBUG |
printf("fret=%lf, %lf, %lf \n", *fret, *fret, *fret); |
printf("fret=%lf, %lf, %lf \n", *fret, *fret, *fret); |
fprintf(ficlog, "fret=%lf, %lf, %lf \n", *fret, *fret, *fret); |
fprintf(ficlog, "fret=%lf, %lf, %lf \n", *fret, *fret, *fret); |
Line 2735 void powell(double p[], double **xi, int
|
Line 4285 void powell(double p[], double **xi, int
|
printf("%d",i);fflush(stdout); /* print direction (parameter) i */ |
printf("%d",i);fflush(stdout); /* print direction (parameter) i */ |
fprintf(ficlog,"%d",i);fflush(ficlog); |
fprintf(ficlog,"%d",i);fflush(ficlog); |
#ifdef LINMINORIGINAL |
#ifdef LINMINORIGINAL |
linmin(p,xit,n,fret,func); /* Point p[n]. xit[n] has been loaded for direction i as input.*/ |
linmin(p,xit,n,fret,func); /* New point i minimizing in direction xit, i has coordinates p[j].*/ |
|
/* xit[j] gives the n coordinates of direction i as input.*/ |
|
/* *fret gives the maximum value on direction xit */ |
#else |
#else |
linmin(p,xit,n,fret,func,&flat); /* Point p[n]. xit[n] has been loaded for direction i as input.*/ |
linmin(p,xit,n,fret,func,&flat); /* Point p[n]. xit[n] has been loaded for direction i as input.*/ |
flatdir[i]=flat; /* Function is vanishing in that direction i */ |
flatdir[i]=flat; /* Function is vanishing in that direction i */ |
#endif |
#endif |
/* Outputs are fret(new point p) p is updated and xit rescaled */ |
/* Outputs are fret(new point p) p is updated and xit rescaled */ |
if (fabs(fptt-(*fret)) > del) { /* We are keeping the max gain on each of the n directions */ |
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 */ |
/* 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. */ |
/* 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 */ |
/* Unless the n directions are conjugate some gain in the determinant may be obtained */ |
/* with the new direction. */ |
/* with the new direction. */ |
del=fabs(fptt-(*fret)); |
del=fabs(fptt-(*fret)); |
ibig=i; |
ibig=i; |
} |
} |
#ifdef DEBUG |
#ifdef DEBUG |
printf("%d %.12e",i,(*fret)); |
printf("%d %.12e",i,(*fret)); |
fprintf(ficlog,"%d %.12e",i,(*fret)); |
fprintf(ficlog,"%d %.12e",i,(*fret)); |
for (j=1;j<=n;j++) { |
for (j=1;j<=n;j++) { |
xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5); |
xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5); |
printf(" x(%d)=%.12e",j,xit[j]); |
printf(" x(%d)=%.12e",j,xit[j]); |
fprintf(ficlog," x(%d)=%.12e",j,xit[j]); |
fprintf(ficlog," x(%d)=%.12e",j,xit[j]); |
} |
} |
for(j=1;j<=n;j++) { |
for(j=1;j<=n;j++) { |
printf(" p(%d)=%.12e",j,p[j]); |
printf(" p(%d)=%.12e",j,p[j]); |
fprintf(ficlog," p(%d)=%.12e",j,p[j]); |
fprintf(ficlog," p(%d)=%.12e",j,p[j]); |
} |
} |
printf("\n"); |
printf("\n"); |
fprintf(ficlog,"\n"); |
fprintf(ficlog,"\n"); |
#endif |
#endif |
} /* end loop on each direction i */ |
} /* end loop on each direction i */ |
/* Convergence test will use last linmin estimation (fret) and compare former iteration (fp) */ |
/* Convergence test will use last linmin estimation (fret) and compare to former iteration (fp) */ |
/* But p and xit have been updated at the end of linmin, *fret corresponds to new p, xit */ |
/* But p and xit have been updated at the end of linmin, *fret corresponds to new p, xit */ |
/* New value of last point Pn is not computed, P(n-1) */ |
/* New value of last point Pn is not computed, P(n-1) */ |
for(j=1;j<=n;j++) { |
for(j=1;j<=n;j++) { |
Line 2820 void powell(double p[], double **xi, int
|
Line 4372 void powell(double p[], double **xi, int
|
return; |
return; |
} /* enough precision */ |
} /* enough precision */ |
if (*iter == ITMAX*n) nrerror("powell exceeding maximum iterations."); |
if (*iter == ITMAX*n) nrerror("powell exceeding maximum iterations."); |
for (j=1;j<=n;j++) { /* Computes the extrapolated point P_0 + 2 (P_n-P_0) */ |
for (j=1;j<=n;j++) { /* Computes the extrapolated point and value f3, P_0 + 2 (P_n-P_0)=2Pn-P0 and xit is direction Pn-P0 */ |
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]; /* Coordinate j of last direction xi_n=P_n-P_0 */ |
pt[j]=p[j]; |
#ifdef DEBUG |
} |
printf("\n %d xit=%12.7g p=%12.7g pt=%12.7g ",j,xit[j],p[j],pt[j]); |
|
#endif |
|
pt[j]=p[j]; /* New P0 is Pn */ |
|
} |
|
#ifdef DEBUG |
|
printf("\n"); |
|
#endif |
fptt=(*func)(ptt); /* f_3 */ |
fptt=(*func)(ptt); /* f_3 */ |
#ifdef NODIRECTIONCHANGEDUNTILNITER /* No change in drections until some iterations are done */ |
#ifdef NODIRECTIONCHANGEDUNTILNITER /* No change in directions until some iterations are done */ |
if (*iter <=4) { |
if (*iter <=4) { |
#else |
#else |
#endif |
#endif |
Line 2845 void powell(double p[], double **xi, int
|
Line 4403 void powell(double p[], double **xi, int
|
/* 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); */ |
/* Even if f3 <f1, directest can be negative and t >0 */ |
/* Even if f3 <f1, directest can be negative and t >0 */ |
/* mu² and del² are equal when f3=f1 */ |
/* mu² and del² are equal when f3=f1 */ |
/* f3 < f1 : mu² < del <= lambda^2 both test are equivalent */ |
/* f3 < f1 : mu² < del <= lambda^2 both test are equivalent */ |
/* f3 < f1 : mu² < lambda^2 < del then directtest is negative and powell t is positive */ |
/* f3 < f1 : mu² < lambda^2 < del then directtest is negative and powell t is positive */ |
/* f3 > f1 : lambda² < mu^2 < del then t is negative and directest >0 */ |
/* f3 > f1 : lambda² < mu^2 < del then t is negative and directest >0 */ |
/* f3 > f1 : lambda² < del < mu^2 then t is positive and directest >0 */ |
/* f3 > f1 : lambda² < del < mu^2 then t is positive and directest >0 */ |
#ifdef NRCORIGINAL |
#ifdef NRCORIGINAL |
t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)- del*SQR(fp-fptt); /* Original Numerical Recipes in C*/ |
t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)- del*SQR(fp-fptt); /* Original Numerical Recipes in C*/ |
#else |
#else |
Line 2868 void powell(double p[], double **xi, int
|
Line 4426 void powell(double p[], double **xi, int
|
#endif |
#endif |
#ifdef POWELLORIGINAL |
#ifdef POWELLORIGINAL |
if (t < 0.0) { /* Then we use it for new direction */ |
if (t < 0.0) { /* Then we use it for new direction */ |
#else |
#else /* Not POWELLOriginal but Brouard's */ |
if (directest*t < 0.0) { /* Contradiction between both tests */ |
if (directest*t < 0.0) { /* Contradiction between both tests */ |
printf("directest= %.12lf (if <0 we include P0 Pn as new direction), t= %.12lf, f1= %.12lf,f2= %.12lf,f3= %.12lf, del= %.12lf\n",directest, t, fp,(*fret),fptt,del); |
printf("directest= %.12lf (if <0 we include P0 Pn as new direction), t= %.12lf, f1= %.12lf,f2= %.12lf,f3= %.12lf, del= %.12lf\n",directest, t, fp,(*fret),fptt,del); |
printf("f1-2f2+f3= %.12lf, f1-f2-del= %.12lf, f1-f3= %.12lf\n",fp-2.0*(*fret)+fptt, fp -(*fret) -del, fp-fptt); |
printf("f1-2f2+f3= %.12lf, f1-f2-del= %.12lf, f1-f3= %.12lf\n",fp-2.0*(*fret)+fptt, fp -(*fret) -del, fp-fptt); |
fprintf(ficlog,"directest= %.12lf (if directest<0 or t<0 we include P0 Pn as new direction), t= %.12lf, f1= %.12lf,f2= %.12lf,f3= %.12lf, del= %.12lf\n",directest, t, fp,(*fret),fptt, del); |
fprintf(ficlog,"directest= %.12lf (if directest<0 or t<0 we include P0 Pn as new direction), t= %.12lf, f1= %.12lf,f2= %.12lf,f3= %.12lf, del= %.12lf\n",directest, t, fp,(*fret),fptt, del); |
fprintf(ficlog,"f1-2f2+f3= %.12lf, f1-f2-del= %.12lf, f1-f3= %.12lf\n",fp-2.0*(*fret)+fptt, fp -(*fret) -del, fp-fptt); |
fprintf(ficlog,"f1-2f2+f3= %.12lf, f1-f2-del= %.12lf, f1-f3= %.12lf\n",fp-2.0*(*fret)+fptt, fp -(*fret) -del, fp-fptt); |
} |
} |
if (directest < 0.0) { /* Then we use it for new direction */ |
if (directest < 0.0) { /* Then we use (P0, Pn) for new direction Xi_n or Xi_iBig */ |
#endif |
#endif |
#ifdef DEBUGLINMIN |
#ifdef DEBUGLINMIN |
printf("Before linmin in direction P%d-P0\n",n); |
printf("Before linmin in direction P%d-P0\n",n); |
Line 2909 void powell(double p[], double **xi, int
|
Line 4467 void powell(double p[], double **xi, int
|
xi[j][ibig]=xi[j][n]; /* Replace direction with biggest decrease by last direction n */ |
xi[j][ibig]=xi[j][n]; /* Replace direction with biggest decrease by last direction n */ |
xi[j][n]=xit[j]; /* and this nth direction by the by the average p_0 p_n */ |
xi[j][n]=xit[j]; /* and this nth direction by the by the average p_0 p_n */ |
} |
} |
|
|
|
/* #else */ |
|
/* for (i=1;i<=n-1;i++) { */ |
|
/* for (j=1;j<=n;j++) { */ |
|
/* xi[j][i]=xi[j][i+1]; /\* Standard method of conjugate directions, not Powell who changes the nth direction by p0 pn . *\/ */ |
|
/* } */ |
|
/* } */ |
|
/* for (j=1;j<=n;j++) { */ |
|
/* xi[j][n]=xit[j]; /\* and this nth direction by the by the average p_0 p_n *\/ */ |
|
/* } */ |
|
/* /\* for (j=1;j<=n-1;j++) { *\/ */ |
|
/* /\* xi[j][1]=xi[j][j+1]; /\\* Standard method of conjugate directions *\\/ *\/ */ |
|
/* /\* xi[j][n]=xit[j]; /\\* and this nth direction by the by the average p_0 p_n *\\/ *\/ */ |
|
/* /\* } *\/ */ |
|
/* #endif */ |
#ifdef LINMINORIGINAL |
#ifdef LINMINORIGINAL |
#else |
#else |
for (j=1, flatd=0;j<=n;j++) { |
for (j=1, flatd=0;j<=n;j++) { |
Line 2933 void powell(double p[], double **xi, int
|
Line 4506 void powell(double p[], double **xi, int
|
free_vector(pt,1,n); |
free_vector(pt,1,n); |
return; |
return; |
#endif |
#endif |
} |
} /* endif(flatd >0) */ |
#endif |
#endif /* LINMINORIGINAL */ |
printf("Gaining to use new 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 new 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); |
|
|
Line 2949 void powell(double p[], double **xi, int
|
Line 4522 void powell(double p[], double **xi, int
|
fprintf(ficlog,"\n"); |
fprintf(ficlog,"\n"); |
#endif |
#endif |
} /* end of t or directest negative */ |
} /* end of t or directest negative */ |
|
printf(" Directest is positive, P_n-P_0 does not increase the conjugacy. n=%d\n",n); |
|
fprintf(ficlog," Directest is positive, P_n-P_0 does not increase the conjugacy. n=%d\n",n); |
#ifdef POWELLNOF3INFF1TEST |
#ifdef POWELLNOF3INFF1TEST |
#else |
#else |
} /* end if (fptt < fp) */ |
} /* end if (fptt < fp) */ |
Line 3157 void powell(double p[], double **xi, int
|
Line 4732 void powell(double p[], double **xi, int
|
first++; |
first++; |
} |
} |
|
|
/* Try to lower 'ftol', for example from 1.e-8 to 6.e-9.\n", ftolpl, (int)age, (int)delaymax, (int)agefin, ncvloop, (int)age-(int)agefin); */ |
/* Try to lower 'ftol', for example from 1.e-8 to 6.e-9.\n", ftolpl, |
|
* (int)age, (int)delaymax, (int)agefin, ncvloop, |
|
* (int)age-(int)agefin); */ |
free_vector(min,1,nlstate); |
free_vector(min,1,nlstate); |
free_vector(max,1,nlstate); |
free_vector(max,1,nlstate); |
free_vector(meandiff,1,nlstate); |
free_vector(meandiff,1,nlstate); |
Line 3192 void powell(double p[], double **xi, int
|
Line 4769 void powell(double p[], double **xi, int
|
/* 0.51326036147820708, 0.48673963852179264} */ |
/* 0.51326036147820708, 0.48673963852179264} */ |
/* If we start from prlim again, prlim tends to a constant matrix */ |
/* If we start from prlim again, prlim tends to a constant matrix */ |
|
|
int i, ii,j,k, k1; |
int i, ii,j, k1; |
int first=0; |
int first=0; |
double *min, *max, *meandiff, maxmax,sumnew=0.; |
double *min, *max, *meandiff, maxmax,sumnew=0.; |
/* double **matprod2(); */ /* test */ |
/* double **matprod2(); */ /* test */ |
Line 3459 double **pmij(double **ps, double *cov,
|
Line 5036 double **pmij(double **ps, double *cov,
|
/* Computes the backward probability at age agefin, cov[2], and covariate combination 'ij'. In fact cov is already filled and x too. |
/* Computes the backward probability at age agefin, cov[2], and covariate combination 'ij'. In fact cov is already filled and x too. |
* Call to pmij(cov and x), call to cross prevalence, sums and inverses, left multiply, and returns in **ps as well as **bmij. |
* Call to pmij(cov and x), call to cross prevalence, sums and inverses, left multiply, and returns in **ps as well as **bmij. |
*/ |
*/ |
int i, ii, j,k; |
int ii, j; |
|
|
double **out, **pmij(); |
double **pmij(); |
double sumnew=0.; |
double sumnew=0.; |
double agefin; |
double agefin; |
double k3=0.; /* constant of the w_x diagonal matrix (in order for B to sum to 1 even for death state) */ |
double k3=0.; /* constant of the w_x diagonal matrix (in order for B to sum to 1 even for death state) */ |
Line 3674 double ***hpxij(double ***po, int nhstep
|
Line 5251 double ***hpxij(double ***po, int nhstep
|
|
|
*/ |
*/ |
|
|
int i, j, d, h, k, k1; |
int i, j, d, h, k1; |
double **out, cov[NCOVMAX+1]; |
double **out, cov[NCOVMAX+1]; |
double **newm; |
double **newm; |
double agexact; |
double agexact; |
double agebegin, ageend; |
/*double agebegin, ageend;*/ |
|
|
/* Hstepm could be zero and should return the unit matrix */ |
/* Hstepm could be zero and should return the unit matrix */ |
for (i=1;i<=nlstate+ndeath;i++) |
for (i=1;i<=nlstate+ndeath;i++) |
Line 3855 double ***hbxij(double ***po, int nhstep
|
Line 5432 double ***hbxij(double ***po, int nhstep
|
The addresss of po (p3mat allocated to the dimension of nhstepm) should be stored for output |
The addresss of po (p3mat allocated to the dimension of nhstepm) should be stored for output |
*/ |
*/ |
|
|
int i, j, d, h, k, k1; |
int i, j, d, h, k1; |
double **out, cov[NCOVMAX+1], **bmij(); |
double **out, cov[NCOVMAX+1], **bmij(); |
double **newm, ***newmm; |
double **newm, ***newmm; |
double agexact; |
double agexact; |
double agebegin, ageend; |
/*double agebegin, ageend;*/ |
double **oldm, **savm; |
double **oldm, **savm; |
|
|
newmm=po; /* To be saved */ |
newmm=po; /* To be saved */ |
Line 4378 double func( double *x)
|
Line 5955 double func( double *x)
|
double funcone( double *x) |
double funcone( double *x) |
{ |
{ |
/* Same as func but slower because of a lot of printf and if */ |
/* Same as func but slower because of a lot of printf and if */ |
int i, ii, j, k, mi, d, kk, kv=0, kf=0; |
int i, ii, j, k, mi, d, kv=0, kf=0; |
int ioffset=0; |
int ioffset=0; |
int ipos=0,iposold=0,ncovv=0; |
int ipos=0,iposold=0,ncovv=0; |
|
|
Line 4547 double funcone( double *x)
|
Line 6124 double funcone( double *x)
|
* 3 ncovta=15 +age*V3*V2+age*V2+agev3+ageV4 +age*V6 + age*V7 + age*V6*V3 +age*V7*V3 + age*V6*V4 +age*V7*V4 |
* 3 ncovta=15 +age*V3*V2+age*V2+agev3+ageV4 +age*V6 + age*V7 + age*V6*V3 +age*V7*V3 + age*V6*V4 +age*V7*V4 |
* 3 TvarAVVA[1]@15= itva 3 2 2 3 4 6 7 6 3 7 3 6 4 7 4 |
* 3 TvarAVVA[1]@15= itva 3 2 2 3 4 6 7 6 3 7 3 6 4 7 4 |
* 3 ncovta 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 |
* 3 ncovta 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 |
* TvarAVVAind[1]@15= V3 is in k=2 1 1 2 3 4 5 4,2 5,2, 4,3 5 3}TvarVVAind[] |
*?TvarAVVAind[1]@15= V3 is in k=2 1 1 2 3 4 5 4,2 5,2, 4,3 5 3}TvarVVAind[] |
* TvarAVVAind[1]@15= V3 is in k=6 6 12 13 14 15 16 18 18 19,19, 20,20 21,21}TvarVVAind[] |
* TvarAVVAind[1]@15= V3 is in k=6 6 12 13 14 15 16 18 18 19,19, 20,20 21,21}TvarVVAind[] |
* 3 ncovvta=10 +age*V6 + age*V7 + age*V6*V3 +age*V7*V3 + age*V6*V4 +age*V7*V4 |
* 3 ncovvta=10 +age*V6 + age*V7 + age*V6*V3 +age*V7*V3 + age*V6*V4 +age*V7*V4 |
* 3 we want to compute =cotvar[mw[mi][i]][TvarVVA[ncovva]][i] at position TvarVVAind[ncovva] |
* 3 we want to compute =cotvar[mw[mi][i]][TvarVVA[ncovva]][i] at position TvarVVAind[ncovva] |
Line 4562 double funcone( double *x)
|
Line 6139 double funcone( double *x)
|
* 6, 8, 9, 10, 11} |
* 6, 8, 9, 10, 11} |
* TvarFind[itv] 0 0 0 |
* TvarFind[itv] 0 0 0 |
* FixedV[itv] 1 1 1 0 1 0 1 0 1 0 0 |
* FixedV[itv] 1 1 1 0 1 0 1 0 1 0 0 |
|
*? FixedV[itv] 1 1 1 0 1 0 1 0 1 0 1 0 1 0 |
* Tvar[TvarFind[ncovf]]=[1]=2 [2]=3 [4]=4 |
* Tvar[TvarFind[ncovf]]=[1]=2 [2]=3 [4]=4 |
* Tvar[TvarFind[itv]] [0]=? ?ncovv 1 à ncovvt] |
* Tvar[TvarFind[itv]] [0]=? ?ncovv 1 à ncovvt] |
* Not a fixed cotvar[mw][itv][i] 6 7 6 2 7, 2, 6, 3, 7, 3, 6, 4, 7, 4} |
* Not a fixed cotvar[mw][itv][i] 6 7 6 2 7, 2, 6, 3, 7, 3, 6, 4, 7, 4} |
Line 4573 double funcone( double *x)
|
Line 6151 double funcone( double *x)
|
ipos=TvarVVind[ncovv]; /* TvarVVind={2, 5, 5] gives the position in the model of the ncovv th varying covariate*/ |
ipos=TvarVVind[ncovv]; /* TvarVVind={2, 5, 5] gives the position in the model of the ncovv th varying covariate*/ |
/* if(TvarFind[itv]==0){ /\* Not a fixed covariate? Could be a fixed covariate of a product with a higher than ncovcol+nqv, itv *\/ */ |
/* if(TvarFind[itv]==0){ /\* Not a fixed covariate? Could be a fixed covariate of a product with a higher than ncovcol+nqv, itv *\/ */ |
if(FixedV[itv]!=0){ /* Not a fixed covariate? Could be a fixed covariate of a product with a higher than ncovcol+nqv, itv */ |
if(FixedV[itv]!=0){ /* Not a fixed covariate? Could be a fixed covariate of a product with a higher than ncovcol+nqv, itv */ |
|
/* printf("DEBUG ncovv=%d, Varying TvarVV[ncovv]=%d\n",ncovv, TvarVV[ncovv]); */ |
cotvarv=cotvar[mw[mi][i]][TvarVV[ncovv]][i]; /* because cotvar starts now at first ncovcol+nqv+ntv+nqtv (1 to nqtv) */ |
cotvarv=cotvar[mw[mi][i]][TvarVV[ncovv]][i]; /* because cotvar starts now at first ncovcol+nqv+ntv+nqtv (1 to nqtv) */ |
|
/* printf("DEBUG Varying cov[ioffset+ipos=%d]=%g \n",ioffset+ipos,cotvarv); */ |
}else{ /* fixed covariate */ |
}else{ /* fixed covariate */ |
/* cotvarv=covar[Tvar[TvarFind[itv]]][i]; /\* Error: TvarFind gives the name, that is the true column of fixed covariates, but Tvar of the model *\/ */ |
/* cotvarv=covar[Tvar[TvarFind[itv]]][i]; /\* Error: TvarFind gives the name, that is the true column of fixed covariates, but Tvar of the model *\/ */ |
|
/* printf("DEBUG ncovv=%d, Fixed TvarVV[ncovv]=%d\n",ncovv, TvarVV[ncovv]); */ |
cotvarv=covar[itv][i]; /* Good: In V6*V3, 3 is fixed at position of the data */ |
cotvarv=covar[itv][i]; /* Good: In V6*V3, 3 is fixed at position of the data */ |
|
/* printf("DEBUG Fixed cov[ioffset+ipos=%d]=%g \n",ioffset+ipos,cotvarv); */ |
} |
} |
if(ipos!=iposold){ /* Not a product or first of a product */ |
if(ipos!=iposold){ /* Not a product or first of a product */ |
cotvarvold=cotvarv; |
cotvarvold=cotvarv; |
Line 4585 double funcone( double *x)
|
Line 6167 double funcone( double *x)
|
} |
} |
iposold=ipos; |
iposold=ipos; |
cov[ioffset+ipos]=cotvarv; |
cov[ioffset+ipos]=cotvarv; |
|
/* printf("DEBUG Product cov[ioffset+ipos=%d] \n",ioffset+ipos); */ |
/* For products */ |
/* For products */ |
} |
} |
/* for(itv=1; itv <= ntveff; itv++){ /\* Varying dummy covariates single *\/ */ |
/* for(itv=1; itv <= ntveff; itv++){ /\* Varying dummy covariates single *\/ */ |
Line 4922 void likelione(FILE *ficres,double p[],
|
Line 6505 void likelione(FILE *ficres,double p[],
|
|
|
void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double [])) |
void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double [])) |
{ |
{ |
int i,j,k, jk, jkk=0, iter=0; |
int i,j, jkk=0, iter=0; |
double **xi; |
double **xi; |
double fret; |
/*double fret;*/ |
double fretone; /* Only one call to likelihood */ |
/*double fretone;*/ /* Only one call to likelihood */ |
/* char filerespow[FILENAMELENGTH];*/ |
/* char filerespow[FILENAMELENGTH];*/ |
|
|
|
/*double * p1;*/ /* Shifted parameters from 0 instead of 1 */ |
#ifdef NLOPT |
#ifdef NLOPT |
int creturn; |
int creturn; |
nlopt_opt opt; |
nlopt_opt opt; |
/* double lb[9] = { -HUGE_VAL, -HUGE_VAL, -HUGE_VAL, -HUGE_VAL, -HUGE_VAL, -HUGE_VAL, -HUGE_VAL, -HUGE_VAL, -HUGE_VAL }; /\* lower bounds *\/ */ |
/* double lb[9] = { -HUGE_VAL, -HUGE_VAL, -HUGE_VAL, -HUGE_VAL, -HUGE_VAL, -HUGE_VAL, -HUGE_VAL, -HUGE_VAL, -HUGE_VAL }; /\* lower bounds *\/ */ |
double *lb; |
double *lb; |
double minf; /* the minimum objective value, upon return */ |
double minf; /* the minimum objective value, upon return */ |
double * p1; /* Shifted parameters from 0 instead of 1 */ |
|
myfunc_data dinst, *d = &dinst; |
myfunc_data dinst, *d = &dinst; |
#endif |
#endif |
|
|
|
|
xi=matrix(1,npar,1,npar); |
xi=matrix(1,npar,1,npar); |
for (i=1;i<=npar;i++) |
for (i=1;i<=npar;i++) /* Starting with canonical directions j=1,n xi[i=1,n][j] */ |
for (j=1;j<=npar;j++) |
for (j=1;j<=npar;j++) |
xi[i][j]=(i==j ? 1.0 : 0.0); |
xi[i][j]=(i==j ? 1.0 : 0.0); |
printf("Powell\n"); fprintf(ficlog,"Powell\n"); |
printf("Powell-prax\n"); fprintf(ficlog,"Powell-prax\n"); |
strcpy(filerespow,"POW_"); |
strcpy(filerespow,"POW_"); |
strcat(filerespow,fileres); |
strcat(filerespow,fileres); |
if((ficrespow=fopen(filerespow,"w"))==NULL) { |
if((ficrespow=fopen(filerespow,"w"))==NULL) { |
Line 5007 void mlikeli(FILE *ficres,double p[], in
|
Line 6591 void mlikeli(FILE *ficres,double p[], in
|
} |
} |
powell(p,xi,npar,ftol,&iter,&fret,flatdir,func); |
powell(p,xi,npar,ftol,&iter,&fret,flatdir,func); |
#else /* FLATSUP */ |
#else /* FLATSUP */ |
powell(p,xi,npar,ftol,&iter,&fret,func); |
/* powell(p,xi,npar,ftol,&iter,&fret,func);*/ |
|
/* praxis ( t0, h0, n, prin, x, beale_f ); */ |
|
int prin=1; |
|
double h0=0.25; |
|
double macheps; |
|
double fmin; |
|
macheps=pow(16.0,-13.0); |
|
/* #include "praxis.h" */ |
|
/* Be careful that praxis start at x[0] and powell start at p[1] */ |
|
/* praxis ( ftol, h0, npar, prin, p, func ); */ |
|
/* p1= (p+1); */ /* p *(p+1)@8 and p *(p1)@8 are equal p1[0]=p[1] */ |
|
printf("Praxis Gegenfurtner \n"); |
|
fprintf(ficlog, "Praxis Gegenfurtner\n");fflush(ficlog); |
|
/* praxis ( ftol, h0, npar, prin, p1, func ); */ |
|
/* fmin = praxis(1.e-5,macheps, h, n, prin, x, func); */ |
|
fmin = praxis(ftol,macheps, h0, npar, prin, p, func); |
|
printf("End Praxis\n"); |
#endif /* FLATSUP */ |
#endif /* FLATSUP */ |
|
|
#ifdef LINMINORIGINAL |
#ifdef LINMINORIGINAL |
Line 5269 double hessij( double x[], double **hess
|
Line 6869 double hessij( double x[], double **hess
|
kmax=kmax+10; |
kmax=kmax+10; |
} |
} |
if(kmax >=10 || firstime ==1){ |
if(kmax >=10 || firstime ==1){ |
|
/* What are the thetai and thetaj? thetai/ncovmodel thetai=(thetai-thetai%ncovmodel)/ncovmodel +thetai%ncovmodel=(line,pos) */ |
printf("Warning: directions %d-%d, you are not estimating the Hessian at the exact maximum likelihood; you could increase ftol=%.2e\n",thetai,thetaj, ftol); |
printf("Warning: directions %d-%d, you are not estimating the Hessian at the exact maximum likelihood; you could increase ftol=%.2e\n",thetai,thetaj, ftol); |
fprintf(ficlog,"Warning: directions %d-%d, you are not estimating the Hessian at the exact maximum likelihood; you could increase ftol=%.2e\n",thetai,thetaj, ftol); |
fprintf(ficlog,"Warning: directions %d-%d, you are not estimating the Hessian at the exact maximum likelihood; you could increase ftol=%.2e\n",thetai,thetaj, ftol); |
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); |
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); |
Line 6137 void prevalence(double ***probs, double
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Line 7738 void prevalence(double ***probs, double
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int i, m, jk, j1, bool, z1,j, iv; |
int i, m, jk, j1, bool, z1,j, iv; |
int mi; /* Effective wave */ |
int mi; /* Effective wave */ |
int iage; |
int iage; |
double agebegin, ageend; |
double agebegin; /*, ageend;*/ |
|
|
double **prop; |
double **prop; |
double posprop; |
double posprop; |
Line 6376 void concatwav(int wav[], int **dh, int
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Line 7977 void concatwav(int wav[], int **dh, int
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if(j==0) j=1; /* Survives at least one month after exam */ |
if(j==0) j=1; /* Survives at least one month after exam */ |
else if(j<0){ |
else if(j<0){ |
nberr++; |
nberr++; |
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]); |
printf("Error! Negative delay (%d to death) between waves %d and %d of individual %ld (around 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]); |
j=1; /* Temporary Dangerous patch */ |
j=1; /* Temporary Dangerous patch */ |
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); |
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); |
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]); |
fprintf(ficlog,"Error! Negative delay (%d to death) between waves %d and %d of individual %ld (around 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]); |
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); |
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); |
} |
} |
k=k+1; |
k=k+1; |
Line 6413 void concatwav(int wav[], int **dh, int
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Line 8014 void concatwav(int wav[], int **dh, int
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/*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]);*/ |
/*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]);*/ |
if(j<0){ |
if(j<0){ |
nberr++; |
nberr++; |
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]); |
printf("Error! Negative delay (%d) between waves %d and %d of individual %ld (around 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]); |
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]); |
fprintf(ficlog,"Error! Negative delay (%d) between waves %d and %d of individual %ld (around 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]); |
} |
} |
sum=sum+j; |
sum=sum+j; |
} |
} |
Line 6982 void concatwav(int wav[], int **dh, int
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Line 8583 void concatwav(int wav[], int **dh, int
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/************ Variance ******************/ |
/************ Variance ******************/ |
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 *ncvyearp, int ij, int estepm, int cptcov, int cptcod, int popbased, int mobilav, char strstart[], int nres) |
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 *ncvyearp, int ij, int estepm, int cptcov, int cptcod, int popbased, int mobilav, char strstart[], int nres) |
{ |
{ |
/** Variance of health expectancies |
/** Computes the matrix of variance covariance of health expectancies e.j= sum_i w_i e_ij where w_i depends of popbased, |
|
* either cross-sectional or implied. |
|
* return vareij[i][j][(int)age]=cov(e.i,e.j)=sum_h sum_k trgrad(h_p.i) V(theta) grad(k_p.k) Equation 20 |
* double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl); |
* double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl); |
* double **newm; |
* double **newm; |
* int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav) |
* int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav) |
Line 6999 void concatwav(int wav[], int **dh, int
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Line 8602 void concatwav(int wav[], int **dh, int
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double ***gradg, ***trgradg; /**< for var eij */ |
double ***gradg, ***trgradg; /**< for var eij */ |
double **gradgp, **trgradgp; /**< for var p point j */ |
double **gradgp, **trgradgp; /**< for var p point j */ |
double *gpp, *gmp; /**< for var p point j */ |
double *gpp, *gmp; /**< for var p point j */ |
double **varppt; /**< for var p point j nlstate to nlstate+ndeath */ |
double **varppt; /**< for var e.. nlstate+1 to nlstate+ndeath */ |
double ***p3mat; |
double ***p3mat; |
double age,agelim, hf; |
double age,agelim, hf; |
/* double ***mobaverage; */ |
/* double ***mobaverage; */ |
Line 7067 void concatwav(int wav[], int **dh, int
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Line 8670 void concatwav(int wav[], int **dh, int
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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"); |
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"); |
fprintf(fichtm,"\n<br>%s <br>\n",digitp); |
fprintf(fichtm,"\n<br>%s <br>\n",digitp); |
|
|
varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath); |
varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath); /* In fact, currently a double */ |
pstamp(ficresvij); |
pstamp(ficresvij); |
fprintf(ficresvij,"# Variance and covariance of health expectancies e.j \n# (weighted average of eij where weights are "); |
fprintf(ficresvij,"# Variance and covariance of health expectancies e.j \n# (weighted average of eij where weights are "); |
if(popbased==1) |
if(popbased==1) |
Line 7136 void concatwav(int wav[], int **dh, int
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Line 8739 void concatwav(int wav[], int **dh, int
|
prlim[i][i]=mobaverage[(int)age][i][ij]; |
prlim[i][i]=mobaverage[(int)age][i][ij]; |
} |
} |
} |
} |
/**< Computes the shifted transition matrix \f$ {}{h}_p^{ij}x\f$ at horizon h. |
/**< Computes the shifted plus (gp) transition matrix \f$ {}{h}_p^{ij}x\f$ at horizon h. |
*/ |
*/ |
hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij,nres); /* Returns p3mat[i][j][h] for h=0 to nhstepm */ |
hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij,nres); /* Returns p3mat[i][j][h] for h=0 to nhstepm */ |
/**< And for each alive state j, sums over i \f$ w^i_x {}{h}_p^{ij}x\f$, which are the probability |
/**< And for each alive state j, sums over i \f$ w^i_x {}{h}_p^{ij}x\f$, which are the probability |
Line 7145 void concatwav(int wav[], int **dh, int
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Line 8748 void concatwav(int wav[], int **dh, int
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for(j=1; j<= nlstate; j++){ |
for(j=1; j<= nlstate; j++){ |
for(h=0; h<=nhstepm; h++){ |
for(h=0; h<=nhstepm; h++){ |
for(i=1, gp[h][j]=0.;i<=nlstate;i++) |
for(i=1, gp[h][j]=0.;i<=nlstate;i++) |
gp[h][j] += prlim[i][i]*p3mat[i][j][h]; |
gp[h][j] += prlim[i][i]*p3mat[i][j][h]; /* gp[h][j]= w_i h_pij */ |
} |
} |
} |
} |
/* Next for computing shifted+ probability of death (h=1 means |
/* Next for computing shifted+ probability of death (h=1 means |
computed over hstepm matrices product = hstepm*stepm months) |
computed over hstepm matrices product = hstepm*stepm months) |
as a weighted average of prlim(i) * p(i,j) p.3=w1*p13 + w2*p23 . |
as a weighted average of prlim(i) * p(i,j) p.3=w1*p13 + w2*p23 . |
*/ |
*/ |
for(j=nlstate+1;j<=nlstate+ndeath;j++){ |
for(j=nlstate+1;j<=nlstate+ndeath;j++){ /* Currently only once for theta plus p.3(age) Sum_i wi pi3*/ |
for(i=1,gpp[j]=0.; i<= nlstate; i++) |
for(i=1,gpp[j]=0.; i<= nlstate; i++) |
gpp[j] += prlim[i][i]*p3mat[i][j][1]; |
gpp[j] += prlim[i][i]*p3mat[i][j][1]; |
} |
} |
Line 7174 void concatwav(int wav[], int **dh, int
|
Line 8777 void concatwav(int wav[], int **dh, int
|
} |
} |
} |
} |
|
|
hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij,nres); |
hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij,nres); /* Still minus */ |
|
|
for(j=1; j<= nlstate; j++){ /* Sum of wi * eij = e.j */ |
for(j=1; j<= nlstate; j++){ /* gm[h][j]= Sum_i of wi * pij = h_p.j */ |
for(h=0; h<=nhstepm; h++){ |
for(h=0; h<=nhstepm; h++){ |
for(i=1, gm[h][j]=0.;i<=nlstate;i++) |
for(i=1, gm[h][j]=0.;i<=nlstate;i++) |
gm[h][j] += prlim[i][i]*p3mat[i][j][h]; |
gm[h][j] += prlim[i][i]*p3mat[i][j][h]; |
Line 7184 void concatwav(int wav[], int **dh, int
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Line 8787 void concatwav(int wav[], int **dh, int
|
} |
} |
/* This for computing probability of death (h=1 means |
/* This for computing probability of death (h=1 means |
computed over hstepm matrices product = hstepm*stepm months) |
computed over hstepm matrices product = hstepm*stepm months) |
as a weighted average of prlim. |
as a weighted average of prlim. j is death. gmp[3]=sum_i w_i*p_i3=p.3 minus theta |
*/ |
*/ |
for(j=nlstate+1;j<=nlstate+ndeath;j++){ |
for(j=nlstate+1;j<=nlstate+ndeath;j++){ /* Currently only once theta_minus p.3=Sum_i wi pi3*/ |
for(i=1,gmp[j]=0.; i<= nlstate; i++) |
for(i=1,gmp[j]=0.; i<= nlstate; i++) |
gmp[j] += prlim[i][i]*p3mat[i][j][1]; |
gmp[j] += prlim[i][i]*p3mat[i][j][1]; |
} |
} |
/* end shifting computations */ |
/* end shifting computations */ |
|
|
/**< Computing gradient matrix at horizon h |
/**< Computing gradient of p.j matrix at horizon h and still for one parameter of vector theta |
|
* equation 31 and 32 |
*/ |
*/ |
for(j=1; j<= nlstate; j++) /* vareij */ |
for(j=1; j<= nlstate; j++) /* computes grad p.j(x, over each h) where p.j is Sum_i w_i*pij(x over h) |
|
* equation 24 */ |
for(h=0; h<=nhstepm; h++){ |
for(h=0; h<=nhstepm; h++){ |
gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta]; |
gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta]; |
} |
} |
/**< Gradient of overall mortality p.3 (or p.j) |
/**< Gradient of overall mortality p.3 (or p.death) |
*/ |
*/ |
for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu mortality from j */ |
for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* computes grad of p.3 from wi+pi3 grad p.3 (theta) */ |
gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta]; |
gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta]; |
} |
} |
|
|
} /* End theta */ |
} /* End theta */ |
|
|
/* We got the gradient matrix for each theta and state j */ |
/* We got the gradient matrix for each theta and each state j of gradg(h]theta][j)=grad(_hp.j(theta) */ |
trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */ |
trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); |
|
|
for(h=0; h<=nhstepm; h++) /* veij */ |
for(h=0; h<=nhstepm; h++) /* veij */ /* computes the transposed of grad (_hp.j(theta)*/ |
for(j=1; j<=nlstate;j++) |
for(j=1; j<=nlstate;j++) |
for(theta=1; theta <=npar; theta++) |
for(theta=1; theta <=npar; theta++) |
trgradg[h][j][theta]=gradg[h][theta][j]; |
trgradg[h][j][theta]=gradg[h][theta][j]; |
|
|
for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */ |
for(j=nlstate+1; j<=nlstate+ndeath;j++) /* computes transposed of grad p.3 (theta)*/ |
for(theta=1; theta <=npar; theta++) |
for(theta=1; theta <=npar; theta++) |
trgradgp[j][theta]=gradgp[theta][j]; |
trgradgp[j][theta]=gradgp[theta][j]; |
/**< as well as its transposed matrix |
/**< as well as its transposed matrix |
Line 7226 void concatwav(int wav[], int **dh, int
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Line 8831 void concatwav(int wav[], int **dh, int
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vareij[i][j][(int)age] =0.; |
vareij[i][j][(int)age] =0.; |
|
|
/* Computing trgradg by matcov by gradg at age and summing over h |
/* Computing trgradg by matcov by gradg at age and summing over h |
* and k (nhstepm) formula 15 of article |
* and k (nhstepm) formula 32 of article |
* Lievre-Brouard-Heathcote |
* Lievre-Brouard-Heathcote so that for each j, computes the cov(e.j,e.k) (formula 31). |
|
* for given h and k computes trgradg[h](i,j) matcov (theta) gradg(k)(i,j) into vareij[i][j] which is |
|
cov(e.i,e.j) and sums on h and k |
|
* including the covariances. |
*/ |
*/ |
|
|
for(h=0;h<=nhstepm;h++){ |
for(h=0;h<=nhstepm;h++){ |
Line 7236 void concatwav(int wav[], int **dh, int
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Line 8844 void concatwav(int wav[], int **dh, int
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matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]); |
matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]); |
for(i=1;i<=nlstate;i++) |
for(i=1;i<=nlstate;i++) |
for(j=1;j<=nlstate;j++) |
for(j=1;j<=nlstate;j++) |
vareij[i][j][(int)age] += doldm[i][j]*hf*hf; |
vareij[i][j][(int)age] += doldm[i][j]*hf*hf; /* This is vareij=sum_h sum_k trgrad(h_pij) V(theta) grad(k_pij) |
|
including the covariances of e.j */ |
} |
} |
} |
} |
|
|
/* pptj is p.3 or p.j = trgradgp by cov by gradgp, variance of |
/* Mortality: pptj is p.3 or p.death = trgradgp by cov by gradgp, variance of |
* p.j overall mortality formula 49 but computed directly because |
* p.3=1-p..=1-sum i p.i overall mortality computed directly because |
* we compute the grad (wix pijx) instead of grad (pijx),even if |
* we compute the grad (wix pijx) instead of grad (pijx),even if |
* wix is independent of theta. |
* wix is independent of theta. |
*/ |
*/ |
matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov); |
matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov); |
matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp); |
matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp); |
for(j=nlstate+1;j<=nlstate+ndeath;j++) |
for(j=nlstate+1;j<=nlstate+ndeath;j++) |
for(i=nlstate+1;i<=nlstate+ndeath;i++) |
for(i=nlstate+1;i<=nlstate+ndeath;i++) |
varppt[j][i]=doldmp[j][i]; |
varppt[j][i]=doldmp[j][i]; /* This is the variance of p.3 */ |
/* end ppptj */ |
/* end ppptj */ |
/* x centered again */ |
/* x centered again */ |
|
|
Line 7272 void concatwav(int wav[], int **dh, int
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Line 8881 void concatwav(int wav[], int **dh, int
|
hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij, nres); |
hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij, nres); |
for(j=nlstate+1;j<=nlstate+ndeath;j++){ |
for(j=nlstate+1;j<=nlstate+ndeath;j++){ |
for(i=1,gmp[j]=0.;i<= nlstate; i++) |
for(i=1,gmp[j]=0.;i<= nlstate; i++) |
gmp[j] += prlim[i][i]*p3mat[i][j][1]; |
gmp[j] += prlim[i][i]*p3mat[i][j][1]; /* gmp[j] is p.3 */ |
} |
} |
/* end probability of death */ |
/* end probability of death */ |
|
|
fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij); |
fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij); |
for(j=nlstate+1; j<=(nlstate+ndeath);j++){ |
for(j=nlstate+1; j<=(nlstate+ndeath);j++){ |
fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j])); |
fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));/* p.3 (STD p.3) */ |
for(i=1; i<=nlstate;i++){ |
for(i=1; i<=nlstate;i++){ |
fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]); |
fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]); /* wi, pi3 */ |
} |
} |
} |
} |
fprintf(ficresprobmorprev,"\n"); |
fprintf(ficresprobmorprev,"\n"); |
Line 7606 void varprob(char optionfilefiname[], do
|
Line 9215 void varprob(char optionfilefiname[], do
|
double ***varpij; |
double ***varpij; |
|
|
strcpy(fileresprob,"PROB_"); |
strcpy(fileresprob,"PROB_"); |
strcat(fileresprob,fileres); |
strcat(fileresprob,fileresu); |
if((ficresprob=fopen(fileresprob,"w"))==NULL) { |
if((ficresprob=fopen(fileresprob,"w"))==NULL) { |
printf("Problem with resultfile: %s\n", fileresprob); |
printf("Problem with resultfile: %s\n", fileresprob); |
fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob); |
fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob); |
Line 8024 void printinghtml(char fileresu[], char
|
Line 9633 void printinghtml(char fileresu[], char
|
int popforecast, int mobilav, int prevfcast, int mobilavproj, int prevbcast, int estepm , \ |
int popforecast, int mobilav, int prevfcast, int mobilavproj, int prevbcast, int estepm , \ |
double jprev1, double mprev1,double anprev1, double dateprev1, double dateprojd, double dateback1, \ |
double jprev1, double mprev1,double anprev1, double dateprev1, double dateprojd, double dateback1, \ |
double jprev2, double mprev2,double anprev2, double dateprev2, double dateprojf, double dateback2){ |
double jprev2, double mprev2,double anprev2, double dateprev2, double dateprojf, double dateback2){ |
int jj1, k1, i1, cpt, k4, nres; |
int jj1, k1, cpt, nres; |
/* In fact some results are already printed in fichtm which is open */ |
/* In fact some results are already printed in fichtm which is open */ |
fprintf(fichtm,"<ul><li><a href='#firstorder'>Result files (first order: no variance)</a>\n \ |
fprintf(fichtm,"<ul><li><a href='#firstorder'>Result files (first order: no variance)</a>\n \ |
<li><a href='#secondorder'>Result files (second order (variance)</a>\n \ |
<li><a href='#secondorder'>Result files (second order (variance)</a>\n \ |
Line 8161 divided by h: <sub>h</sub>P<sub>ij</sub>
|
Line 9770 divided by h: <sub>h</sub>P<sub>ij</sub>
|
<img src=\"%s_%d-3-%d.svg\">",stepm,subdirf2(optionfilefiname,"PE_"),k1,nres,subdirf2(optionfilefiname,"PE_"),k1,nres,subdirf2(optionfilefiname,"PE_"),k1,nres); |
<img src=\"%s_%d-3-%d.svg\">",stepm,subdirf2(optionfilefiname,"PE_"),k1,nres,subdirf2(optionfilefiname,"PE_"),k1,nres,subdirf2(optionfilefiname,"PE_"),k1,nres); |
/* Survival functions (period) in state j */ |
/* Survival functions (period) in state j */ |
for(cpt=1; cpt<=nlstate;cpt++){ |
for(cpt=1; cpt<=nlstate;cpt++){ |
fprintf(fichtm,"<br>\n- Survival functions in state %d. And probability to be observed in state %d being in state (1 to %d) at different ages. <a href=\"%s_%d-%d-%d.svg\">%s_%d-%d-%d.svg</a><br>", cpt, cpt, nlstate, subdirf2(optionfilefiname,"LIJ_"),cpt,k1,nres,subdirf2(optionfilefiname,"LIJ_"),cpt,k1,nres); |
fprintf(fichtm,"<br>\n- Survival functions in state %d. And probability to be observed in state %d being in state (1 to %d) at different ages. Mean times spent in state (or Life Expectancy or Health Expectancy etc.) are the areas under each curve. <a href=\"%s_%d-%d-%d.svg\">%s_%d-%d-%d.svg</a><br>", cpt, cpt, nlstate, subdirf2(optionfilefiname,"LIJ_"),cpt,k1,nres,subdirf2(optionfilefiname,"LIJ_"),cpt,k1,nres); |
fprintf(fichtm," (data from text file <a href=\"%s.txt\">%s.txt</a>)\n<br>",subdirf2(optionfilefiname,"PIJ_"),subdirf2(optionfilefiname,"PIJ_")); |
fprintf(fichtm," (data from text file <a href=\"%s.txt\">%s.txt</a>)\n<br>",subdirf2(optionfilefiname,"PIJ_"),subdirf2(optionfilefiname,"PIJ_")); |
fprintf(fichtm,"<img src=\"%s_%d-%d-%d.svg\">",subdirf2(optionfilefiname,"LIJ_"),cpt,k1,nres); |
fprintf(fichtm,"<img src=\"%s_%d-%d-%d.svg\">",subdirf2(optionfilefiname,"LIJ_"),cpt,k1,nres); |
} |
} |
/* State specific survival functions (period) */ |
/* State specific survival functions (period) */ |
for(cpt=1; cpt<=nlstate;cpt++){ |
for(cpt=1; cpt<=nlstate;cpt++){ |
fprintf(fichtm,"<br>\n- Survival functions in state %d and in any other live state (total).\ |
fprintf(fichtm,"<br>\n- Survival functions in state %d and in any other live state (total).\ |
And probability to be observed in various states (up to %d) being in state %d at different ages. \ |
And probability to be observed in various states (up to %d) being in state %d at different ages. Mean times spent in state (or Life Expectancy or Health Expectancy etc.) are the areas under each curve. \ |
<a href=\"%s_%d-%d-%d.svg\">%s_%d-%d-%d.svg</a><br> ", cpt, nlstate, cpt, subdirf2(optionfilefiname,"LIJT_"),cpt,k1,nres,subdirf2(optionfilefiname,"LIJT_"),cpt,k1,nres); |
<a href=\"%s_%d-%d-%d.svg\">%s_%d-%d-%d.svg</a><br> ", cpt, nlstate, cpt, subdirf2(optionfilefiname,"LIJT_"),cpt,k1,nres,subdirf2(optionfilefiname,"LIJT_"),cpt,k1,nres); |
fprintf(fichtm," (data from text file <a href=\"%s.txt\">%s.txt</a>)\n<br>",subdirf2(optionfilefiname,"PIJ_"),subdirf2(optionfilefiname,"PIJ_")); |
fprintf(fichtm," (data from text file <a href=\"%s.txt\">%s.txt</a>)\n<br>",subdirf2(optionfilefiname,"PIJ_"),subdirf2(optionfilefiname,"PIJ_")); |
fprintf(fichtm,"<img src=\"%s_%d-%d-%d.svg\">",subdirf2(optionfilefiname,"LIJT_"),cpt,k1,nres); |
fprintf(fichtm,"<img src=\"%s_%d-%d-%d.svg\">",subdirf2(optionfilefiname,"LIJT_"),cpt,k1,nres); |
} |
} |
/* Period (forward stable) prevalence in each health state */ |
/* Period (forward stable) prevalence in each health state */ |
for(cpt=1; cpt<=nlstate;cpt++){ |
for(cpt=1; cpt<=nlstate;cpt++){ |
fprintf(fichtm,"<br>\n- Convergence to period (stable) prevalence in state %d. Or probability for a person being in state (1 to %d) at different ages, to be in state %d some years after. <a href=\"%s_%d-%d-%d.svg\">%s_%d-%d-%d.svg</a><br>", cpt, nlstate, cpt, subdirf2(optionfilefiname,"P_"),cpt,k1,nres,subdirf2(optionfilefiname,"P_"),cpt,k1,nres); |
fprintf(fichtm,"<br>\n- Convergence to period (stable) prevalence in state %d. Or probability for a person being in state (1 to %d) at different ages, to be alive in state %d some years after. <a href=\"%s_%d-%d-%d.svg\">%s_%d-%d-%d.svg</a><br>", cpt, nlstate, cpt, subdirf2(optionfilefiname,"P_"),cpt,k1,nres,subdirf2(optionfilefiname,"P_"),cpt,k1,nres); |
fprintf(fichtm," (data from text file <a href=\"%s.txt\">%s.txt</a>)\n<br>",subdirf2(optionfilefiname,"PIJ_"),subdirf2(optionfilefiname,"PIJ_")); |
fprintf(fichtm," (data from text file <a href=\"%s.txt\">%s.txt</a>)\n<br>",subdirf2(optionfilefiname,"PIJ_"),subdirf2(optionfilefiname,"PIJ_")); |
fprintf(fichtm,"<img src=\"%s_%d-%d-%d.svg\">" ,subdirf2(optionfilefiname,"P_"),cpt,k1,nres); |
fprintf(fichtm,"<img src=\"%s_%d-%d-%d.svg\">" ,subdirf2(optionfilefiname,"P_"),cpt,k1,nres); |
} |
} |
Line 8200 divided by h: <sub>h</sub>P<sub>ij</sub>
|
Line 9809 divided by h: <sub>h</sub>P<sub>ij</sub>
|
/* Back projection of prevalence up to stable (mixed) back-prevalence in each health state */ |
/* Back projection of prevalence up to stable (mixed) back-prevalence in each health state */ |
for(cpt=1; cpt<=nlstate;cpt++){ |
for(cpt=1; cpt<=nlstate;cpt++){ |
fprintf(fichtm,"<br>\n- Back projection of cross-sectional prevalence (estimated with cases observed from %.1f to %.1f and mobil_average=%d), \ |
fprintf(fichtm,"<br>\n- Back projection of cross-sectional prevalence (estimated with cases observed from %.1f to %.1f and mobil_average=%d), \ |
from year %.1f up to year %.1f (probably close to stable [mixed] back prevalence in state %d (randomness in cross-sectional prevalence is not taken into \ |
from year %.1f up to year %.1f (probably close to stable [mixed] back prevalence in state %d). Randomness in cross-sectional prevalence is not taken into \ |
account but can visually be appreciated). Or probability to have been in an state %d, knowing that the person was in either state (1 or %d) \ |
account but can visually be appreciated. Or probability to have been in an state %d, knowing that the person was in either state (1 or %d) \ |
with weights corresponding to observed prevalence at different ages. <a href=\"%s_%d-%d-%d.svg\">%s_%d-%d-%d.svg</a>", dateprev1, dateprev2, mobilavproj, dateback1, dateback2, cpt, cpt, nlstate, subdirf2(optionfilefiname,"PROJB_"),cpt,k1,nres,subdirf2(optionfilefiname,"PROJB_"),cpt,k1,nres); |
with weights corresponding to observed prevalence at different ages. <a href=\"%s_%d-%d-%d.svg\">%s_%d-%d-%d.svg</a>", dateprev1, dateprev2, mobilavproj, dateback1, dateback2, cpt, cpt, nlstate, subdirf2(optionfilefiname,"PROJB_"),cpt,k1,nres,subdirf2(optionfilefiname,"PROJB_"),cpt,k1,nres); |
fprintf(fichtm," (data from text file <a href=\"%s.txt\">%s.txt</a>)\n<br>",subdirf2(optionfilefiname,"FB_"),subdirf2(optionfilefiname,"FB_")); |
fprintf(fichtm," (data from text file <a href=\"%s.txt\">%s.txt</a>)\n<br>",subdirf2(optionfilefiname,"FB_"),subdirf2(optionfilefiname,"FB_")); |
fprintf(fichtm," <img src=\"%s_%d-%d-%d.svg\">", subdirf2(optionfilefiname,"PROJB_"),cpt,k1,nres); |
fprintf(fichtm," <img src=\"%s_%d-%d-%d.svg\">", subdirf2(optionfilefiname,"PROJB_"),cpt,k1,nres); |
Line 8339 prevalence (with 95%% confidence interva
|
Line 9948 prevalence (with 95%% confidence interva
|
fprintf(fichtm,"<img src=\"%s_%d-%d-%d.svg\">",subdirf2(optionfilefiname,"V_"), cpt,k1,nres); |
fprintf(fichtm,"<img src=\"%s_%d-%d-%d.svg\">",subdirf2(optionfilefiname,"V_"), cpt,k1,nres); |
} |
} |
fprintf(fichtm,"\n<br>- Total life expectancy by age and \ |
fprintf(fichtm,"\n<br>- Total life expectancy by age and \ |
health expectancies in each live states (1 to %d). If popbased=1 the smooth (due to the model) \ |
health expectancies in each live state (1 to %d) with confidence intervals \ |
|
on left y-scale as well as proportions of time spent in each live state \ |
|
(with confidence intervals) on right y-scale 0 to 100%%.\ |
|
If popbased=1 the smooth (due to the model) \ |
true period expectancies (those weighted with period prevalences are also\ |
true period expectancies (those weighted with period prevalences are also\ |
drawn in addition to the population based expectancies computed using\ |
drawn in addition to the population based expectancies computed using\ |
observed and cahotic prevalences: <a href=\"%s_%d-%d.svg\">%s_%d-%d.svg</a>",nlstate, subdirf2(optionfilefiname,"E_"),k1,nres,subdirf2(optionfilefiname,"E_"),k1,nres); |
observed and cahotic prevalences: <a href=\"%s_%d-%d.svg\">%s_%d-%d.svg</a>",nlstate, subdirf2(optionfilefiname,"E_"),k1,nres,subdirf2(optionfilefiname,"E_"),k1,nres); |
Line 8354 true period expectancies (those weighted
|
Line 9966 true period expectancies (those weighted
|
/******************* Gnuplot file **************/ |
/******************* Gnuplot file **************/ |
void printinggnuplot(char fileresu[], char optionfilefiname[], double ageminpar, double agemaxpar, double bage, double fage , int prevfcast, int prevbcast, char pathc[], double p[], int offyear, int offbyear){ |
void printinggnuplot(char fileresu[], char optionfilefiname[], double ageminpar, double agemaxpar, double bage, double fage , int prevfcast, int prevbcast, char pathc[], double p[], int offyear, int offbyear){ |
|
|
char dirfileres[132],optfileres[132]; |
char dirfileres[256],optfileres[256]; |
char gplotcondition[132], gplotlabel[132]; |
char gplotcondition[256], gplotlabel[256]; |
int cpt=0,k1=0,i=0,k=0,j=0,jk=0,k2=0,k3=0,k4=0,kf=0,kvar=0,kk=0,ipos=0,iposold=0,ij=0, ijp=0, l=0; |
int cpt=0,k1=0,i=0,k=0,j=0,jk=0,k2=0,k3=0,k4=0,kf=0,kvar=0,kk=0,ipos=0,iposold=0,ij=0, ijp=0, l=0; |
int lv=0, vlv=0, kl=0; |
int lv=0, vlv=0, kl=0; |
int ng=0; |
int ng=0; |
Line 8426 void printinggnuplot(char fileresu[], ch
|
Line 10038 void printinggnuplot(char fileresu[], ch
|
kvar=Tvar[TvarFind[kf]]; /* variable name */ |
kvar=Tvar[TvarFind[kf]]; /* variable name */ |
/* k=18+Tvar[TvarFind[kf]];/\*offset because there are 18 columns in the ILK_ file but could be placed else where *\/ */ |
/* k=18+Tvar[TvarFind[kf]];/\*offset because there are 18 columns in the ILK_ file but could be placed else where *\/ */ |
/* k=18+kf;/\*offset because there are 18 columns in the ILK_ file *\/ */ |
/* k=18+kf;/\*offset because there are 18 columns in the ILK_ file *\/ */ |
k=19+kf;/*offset because there are 19 columns in the ILK_ file */ |
/* k=19+kf;/\*offset because there are 19 columns in the ILK_ file *\/ */ |
|
k=16+nlstate+kf;/*offset because there are 19 columns in the ILK_ file, first cov Vn on col 21 with 4 living states */ |
for (i=1; i<= nlstate ; i ++) { |
for (i=1; i<= nlstate ; i ++) { |
fprintf(ficgp,"\nset out \"%s-p%dj-%d.png\";set ylabel \"Probability for each individual/wave\";",subdirf2(optionfilefiname,"ILK_"),i,kvar); |
fprintf(ficgp,"\nset out \"%s-p%dj-%d.png\";set ylabel \"Probability for each individual/wave\";",subdirf2(optionfilefiname,"ILK_"),i,kvar); |
fprintf(ficgp,"unset log;\n# For each simple dummy covariate of the model \n plot \"%s\"",subdirf(fileresilk)); |
fprintf(ficgp,"unset log;\n# For each simple dummy covariate of the model \n plot \"%s\"",subdirf(fileresilk)); |
Line 8692 void printinggnuplot(char fileresu[], ch
|
Line 10305 void printinggnuplot(char fileresu[], ch
|
for(vpopbased=0; vpopbased <= popbased; vpopbased++){ /* Done for vpopbased=0 and vpopbased=1 if popbased==1*/ |
for(vpopbased=0; vpopbased <= popbased; vpopbased++){ /* Done for vpopbased=0 and vpopbased=1 if popbased==1*/ |
fprintf(ficgp,"\nset label \"popbased %d %s\" at graph 0.98,0.5 center rotate font \"Helvetica,12\"\n",vpopbased,gplotlabel); |
fprintf(ficgp,"\nset label \"popbased %d %s\" at graph 0.98,0.5 center rotate font \"Helvetica,12\"\n",vpopbased,gplotlabel); |
if(vpopbased==0){ |
if(vpopbased==0){ |
fprintf(ficgp,"set ylabel \"Years\" \nset ter svg size 640, 480\nplot [%.f:%.f] ",ageminpar,fage); |
fprintf(ficgp,"set ylabel \"Years\" \nset ter svg size 640, 480\nunset ytics; unset y2tics; set ytics nomirror; set y2tics 0,10,100;set y2range [0:100];\nplot [%.f:%.f] ",ageminpar,fage); |
}else |
}else |
fprintf(ficgp,"\nreplot "); |
fprintf(ficgp,"\nreplot "); |
for (i=1; i<= nlstate+1 ; i ++) { |
for (i=1; i<= nlstate+1 ; i ++) { /* For state i-1=0 is LE, while i-1=1 to nlstate are origin state */ |
k=2*i; |
k=2*i; |
fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2==%d && $4!=0 ?$4 : 1/0) \"%%lf %%lf %%lf",subdirf2(fileresu,"T_"),nres-1,nres-1, vpopbased); |
fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2==%d && $4!=0 ?$4 : 1/0) \"%%lf %%lf %%lf",subdirf2(fileresu,"T_"),nres-1,nres-1, vpopbased); /* for fixed variables age, popbased, mobilav */ |
for (j=1; j<= nlstate+1 ; j ++) { |
for (j=1; j<= nlstate+1 ; j ++) { /* e.. e.1 e.2 again j-1 is the state of end, wlim_i eij*/ |
if (j==i) fprintf(ficgp," %%lf (%%lf)"); |
if (j==i) fprintf(ficgp," %%lf (%%lf)"); /* We want to read e.. i=1,j=1, e.1 i=2,j=2, e.2 i=3,j=3 */ |
else fprintf(ficgp," %%*lf (%%*lf)"); |
else fprintf(ficgp," %%*lf (%%*lf)"); /* skipping that field with a star */ |
} |
} |
if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l lt %d, \\\n",i); |
if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l lt %d, \\\n",i); |
else fprintf(ficgp,"\" t\"LE in state (%d)\" w l lt %d, \\\n",i-1,i+1); |
else fprintf(ficgp,"\" t\"LE in state (%d)\" w l lt %d, \\\n",i-1,i+1); /* state=i-1=1 to nlstate */ |
fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2==%d && $4!=0 ? $4-$5*2 : 1/0) \"%%lf %%lf %%lf",subdirf2(fileresu,"T_"),nres-1,nres-1,vpopbased); |
fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2==%d && $4!=0 ? $4-$5*2 : 1/0) \"%%lf %%lf %%lf",subdirf2(fileresu,"T_"),nres-1,nres-1,vpopbased); |
for (j=1; j<= nlstate+1 ; j ++) { |
for (j=1; j<= nlstate+1 ; j ++) { |
if (j==i) fprintf(ficgp," %%lf (%%lf)"); |
if (j==i) fprintf(ficgp," %%lf (%%lf)"); |
Line 8715 void printinggnuplot(char fileresu[], ch
|
Line 10328 void printinggnuplot(char fileresu[], ch
|
if (j==i) fprintf(ficgp," %%lf (%%lf)"); |
if (j==i) fprintf(ficgp," %%lf (%%lf)"); |
else fprintf(ficgp," %%*lf (%%*lf)"); |
else fprintf(ficgp," %%*lf (%%*lf)"); |
} |
} |
if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l lt 0"); |
if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l lt 0,\\\n"); /* ,\\\n added for th percentage graphs */ |
else fprintf(ficgp,"\" t\"\" w l lt 0,\\\n"); |
else fprintf(ficgp,"\" t\"\" w l lt 0,\\\n"); |
} /* state */ |
} /* state */ |
|
/* again for the percentag spent in state i-1=1 to i-1=nlstate */ |
|
for (i=2; i<= nlstate+1 ; i ++) { /* For state i-1=0 is LE, while i-1=1 to nlstate are origin state */ |
|
k=2*i; |
|
fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2==%d && ($4)<=1 && ($4)>=0 ?($4)*100. : 1/0) \"%%lf %%lf %%lf",subdirf2(fileresu,"T_"),nres-1,nres-1, vpopbased); /* for fixed variables age, popbased, mobilav */ |
|
for (j=1; j<= nlstate ; j ++) |
|
fprintf(ficgp," %%*lf (%%*lf)"); /* Skipping TLE and LE to read %LE only */ |
|
for (j=1; j<= nlstate+1 ; j ++) { /* e.. e.1 e.2 again j-1 is the state of end, wlim_i eij*/ |
|
if (j==i) fprintf(ficgp," %%lf (%%lf)"); /* We want to read e.. i=1,j=1, e.1 i=2,j=2, e.2 i=3,j=3 */ |
|
else fprintf(ficgp," %%*lf (%%*lf)"); /* skipping that field with a star */ |
|
} |
|
if (i== 1) fprintf(ficgp,"\" t\"%%TLE\" w l lt %d axis x1y2, \\\n",i); /* Not used */ |
|
else fprintf(ficgp,"\" t\"%%LE in state (%d)\" w l lw 2 lt %d axis x1y2, \\\n",i-1,i+1); /* state=i-1=1 to nlstate */ |
|
fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2==%d && ($4-$5*2)<=1 && ($4-$5*2)>=0? ($4-$5*2)*100. : 1/0) \"%%lf %%lf %%lf",subdirf2(fileresu,"T_"),nres-1,nres-1,vpopbased); |
|
for (j=1; j<= nlstate ; j ++) |
|
fprintf(ficgp," %%*lf (%%*lf)"); /* Skipping TLE and LE to read %LE only */ |
|
for (j=1; j<= nlstate+1 ; j ++) { |
|
if (j==i) fprintf(ficgp," %%lf (%%lf)"); |
|
else fprintf(ficgp," %%*lf (%%*lf)"); |
|
} |
|
fprintf(ficgp,"\" t\"\" w l lt 0 axis x1y2,"); |
|
fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2==%d && ($4+$5*2)<=1 && ($4+$5*2)>=0 ? ($4+$5*2)*100. : 1/0) \"%%lf %%lf %%lf",subdirf2(fileresu,"T_"),nres-1,nres-1,vpopbased); |
|
for (j=1; j<= nlstate ; j ++) |
|
fprintf(ficgp," %%*lf (%%*lf)"); /* Skipping TLE and LE to read %LE only */ |
|
for (j=1; j<= nlstate+1 ; j ++) { |
|
if (j==i) fprintf(ficgp," %%lf (%%lf)"); |
|
else fprintf(ficgp," %%*lf (%%*lf)"); |
|
} |
|
if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l lt 0 axis x1y2"); |
|
else fprintf(ficgp,"\" t\"\" w l lt 0 axis x1y2,\\\n"); |
|
} /* state for percent */ |
} /* vpopbased */ |
} /* vpopbased */ |
fprintf(ficgp,"\nset out;set out \"%s_%d-%d.svg\"; replot; set out; unset label;\n",subdirf2(optionfilefiname,"E_"),k1,nres); /* Buggy gnuplot */ |
fprintf(ficgp,"\nset out;set out \"%s_%d-%d.svg\"; replot; set out; unset label;\n",subdirf2(optionfilefiname,"E_"),k1,nres); /* Buggy gnuplot */ |
} /* end nres */ |
} /* end nres */ |
Line 9887 void prevforecast(char fileres[], double
|
Line 11530 void prevforecast(char fileres[], double
|
*/ |
*/ |
/* double anprojd, mprojd, jprojd; */ |
/* double anprojd, mprojd, jprojd; */ |
/* double anprojf, mprojf, jprojf; */ |
/* double anprojf, mprojf, jprojf; */ |
int yearp, stepsize, hstepm, nhstepm, j, k, cptcod, i, h, i1, k4, nres=0; |
int yearp, stepsize, hstepm, nhstepm, j, k, i, h, nres=0; |
double agec; /* generic age */ |
double agec; /* generic age */ |
double agelim, ppij, yp,yp1,yp2; |
double agelim, ppij; |
double *popeffectif,*popcount; |
/*double *popcount;*/ |
double ***p3mat; |
double ***p3mat; |
/* double ***mobaverage; */ |
/* double ***mobaverage; */ |
char fileresf[FILENAMELENGTH]; |
char fileresf[FILENAMELENGTH]; |
Line 10038 void prevforecast(char fileres[], double
|
Line 11681 void prevforecast(char fileres[], double
|
anback2 year of end of backprojection (same day and month as back1). |
anback2 year of end of backprojection (same day and month as back1). |
prevacurrent and prev are prevalences. |
prevacurrent and prev are prevalences. |
*/ |
*/ |
int yearp, stepsize, hstepm, nhstepm, j, k, cptcod, i, h, i1, k4, nres=0; |
int yearp, stepsize, hstepm, nhstepm, j, k, i, h, nres=0; |
double agec; /* generic age */ |
double agec; /* generic age */ |
double agelim, ppij, ppi, yp,yp1,yp2; /* ,jintmean,mintmean,aintmean;*/ |
double agelim, ppij, ppi; /* ,jintmean,mintmean,aintmean;*/ |
double *popeffectif,*popcount; |
/*double *popcount;*/ |
double ***p3mat; |
double ***p3mat; |
/* double ***mobaverage; */ |
/* double ***mobaverage; */ |
char fileresfb[FILENAMELENGTH]; |
char fileresfb[FILENAMELENGTH]; |
Line 10724 void printinggnuplotmort(char fileresu[]
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Line 12367 void printinggnuplotmort(char fileresu[]
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char dirfileres[132],optfileres[132]; |
char dirfileres[132],optfileres[132]; |
|
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int ng; |
/*int ng;*/ |
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|
|
|
/*#ifdef windows */ |
/*#ifdef windows */ |
Line 10748 int readdata(char datafile[], int firsto
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Line 12391 int readdata(char datafile[], int firsto
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/*-------- data file ----------*/ |
/*-------- data file ----------*/ |
FILE *fic; |
FILE *fic; |
char dummy[]=" "; |
char dummy[]=" "; |
int i=0, j=0, n=0, iv=0, v; |
int i = 0, j = 0, n = 0, iv = 0;/* , v;*/ |
int lstra; |
int lstra; |
int linei, month, year,iout; |
int linei, month, year,iout; |
int noffset=0; /* This is the offset if BOM data file */ |
int noffset=0; /* This is the offset if BOM data file */ |
Line 11119 int decoderesult( char resultline[], int
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Line 12762 int decoderesult( char resultline[], int
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if (strlen(resultsav) >1){ |
if (strlen(resultsav) >1){ |
j=nbocc(resultsav,'='); /**< j=Number of covariate values'=' in this resultline */ |
j=nbocc(resultsav,'='); /**< j=Number of covariate values'=' in this resultline */ |
} |
} |
if(j == 0){ /* Resultline but no = */ |
if(j == 0 && cptcovs== 0){ /* Resultline but no = and no covariate in the model */ |
TKresult[nres]=0; /* Combination for the nresult and the model */ |
TKresult[nres]=0; /* Combination for the nresult and the model */ |
return (0); |
return (0); |
} |
} |
if( j != cptcovs ){ /* Be careful if a variable is in a product but not single */ |
if( j != cptcovs ){ /* Be careful if a variable is in a product but not single */ |
printf("ERROR: the number of variables in the resultline which is %d, differs from the number %d of single variables used in the model line, %s.\n",j, cptcovs, model); |
fprintf(ficlog,"ERROR: the number of variables in the resultline which is %d, differs from the number %d of single variables used in the model line, 1+age+%s.\n",j, cptcovs, model);fflush(ficlog); |
fprintf(ficlog,"ERROR: the number of variables in the resultline which is %d, differs from the number %d of single variables used in the model line, %s.\n",j, cptcovs, model); |
printf("ERROR: the number of variables in the resultline which is %d, differs from the number %d of single variables used in the model line, 1+age+%s.\n",j, cptcovs, model);fflush(stdout); |
/* return 1;*/ |
if(j==0) |
|
return 1; |
} |
} |
for(k=1; k<=j;k++){ /* Loop on any covariate of the RESULT LINE */ |
for(k=1; k<=j;k++){ /* Loop on any covariate of the RESULT LINE */ |
if(nbocc(resultsav,'=') >1){ |
if(nbocc(resultsav,'=') >1){ |
Line 11364 int decodemodel( char model[], int lasto
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Line 13008 int decodemodel( char model[], int lasto
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*/ |
*/ |
/* V2+V1+V4+V3*age Tvar[4]=3 ; V1+V2*age Tvar[2]=2; V1+V1*age Tvar[2]=1, Tage[1]=2 */ |
/* V2+V1+V4+V3*age Tvar[4]=3 ; V1+V2*age Tvar[2]=2; V1+V1*age Tvar[2]=1, Tage[1]=2 */ |
{ |
{ |
int i, j, k, ks, v; |
int i, j, k, ks;/* , v;*/ |
int n,m; |
int n,m; |
int j1, k1, k11, k12, k2, k3, k4; |
int j1, k1, k11, k12, k2, k3, k4; |
char modelsav[300]; |
char modelsav[300]; |
Line 12792 int hPijx(double *p, int bage, int fage)
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Line 14436 int hPijx(double *p, int bage, int fage)
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int agelim; |
int agelim; |
int hstepm; |
int hstepm; |
int nhstepm; |
int nhstepm; |
int h, i, i1, j, k, k4, nres=0; |
int h, i, i1, j, k, nres=0; |
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double agedeb; |
double agedeb; |
double ***p3mat; |
double ***p3mat; |
Line 12996 int main(int argc, char *argv[])
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Line 14640 int main(int argc, char *argv[])
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double ageminpar=AGEOVERFLOW,agemin=AGEOVERFLOW, agemaxpar=-AGEOVERFLOW, agemax=-AGEOVERFLOW; |
double ageminpar=AGEOVERFLOW,agemin=AGEOVERFLOW, agemaxpar=-AGEOVERFLOW, agemax=-AGEOVERFLOW; |
double ageminout=-AGEOVERFLOW,agemaxout=AGEOVERFLOW; /* Smaller Age range redefined after movingaverage */ |
double ageminout=-AGEOVERFLOW,agemaxout=AGEOVERFLOW; /* Smaller Age range redefined after movingaverage */ |
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|
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double stdpercent; /* for computing the std error of percent e.i: e.i/e.. */ |
double fret; |
double fret; |
double dum=0.; /* Dummy variable */ |
double dum=0.; /* Dummy variable */ |
double ***p3mat; |
/* double*** p3mat;*/ |
/* double ***mobaverage; */ |
/* double ***mobaverage; */ |
double wald; |
double wald; |
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Line 13011 int main(int argc, char *argv[])
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Line 14656 int main(int argc, char *argv[])
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char pathr[MAXLINE], pathimach[MAXLINE]; |
char pathr[MAXLINE], pathimach[MAXLINE]; |
char *tok, *val; /* pathtot */ |
char *tok, *val; /* pathtot */ |
/* int firstobs=1, lastobs=10; /\* nobs = lastobs-firstobs declared globally ;*\/ */ |
/* int firstobs=1, lastobs=10; /\* nobs = lastobs-firstobs declared globally ;*\/ */ |
int c, h , cpt, c2; |
int c, h; /* c2; */ |
int jl=0; |
int jl=0; |
int i1, j1, jk, stepsize=0; |
int i1, j1, jk, stepsize=0; |
int count=0; |
int count=0; |
Line 13046 int main(int argc, char *argv[])
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Line 14691 int main(int argc, char *argv[])
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double ***delti3; /* Scale */ |
double ***delti3; /* Scale */ |
double *delti; /* Scale */ |
double *delti; /* Scale */ |
double ***eij, ***vareij; |
double ***eij, ***vareij; |
double **varpl; /* Variances of prevalence limits by age */ |
//double **varpl; /* Variances of prevalence limits by age */ |
|
|
double *epj, vepp; |
double *epj, vepp; |
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Line 13104 int main(int argc, char *argv[])
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Line 14749 int main(int argc, char *argv[])
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getcwd(pathcd, size); |
getcwd(pathcd, size); |
#endif |
#endif |
syscompilerinfo(0); |
syscompilerinfo(0); |
printf("\nIMaCh version %s, %s\n%s",version, copyright, fullversion); |
printf("\nIMaCh prax version %s, %s\n%s",version, copyright, fullversion); |
if(argc <=1){ |
if(argc <=1){ |
printf("\nEnter the parameter file name: "); |
printf("\nEnter the parameter file name: "); |
if(!fgets(pathr,FILENAMELENGTH,stdin)){ |
if(!fgets(pathr,FILENAMELENGTH,stdin)){ |
Line 14006 This file: <a href=\"%s\">%s</a></br>Tit
|
Line 15651 This file: <a href=\"%s\">%s</a></br>Tit
|
/* Calculates basic frequencies. Computes observed prevalence at single age |
/* Calculates basic frequencies. Computes observed prevalence at single age |
and for any valid combination of covariates |
and for any valid combination of covariates |
and prints on file fileres'p'. */ |
and prints on file fileres'p'. */ |
freqsummary(fileres, p, pstart, agemin, agemax, s, agev, nlstate, imx, Tvaraff, invalidvarcomb, nbcode, ncodemax,mint,anint,strstart, \ |
freqsummary(fileres, p, pstart, (double)agemin, agemax, s, agev, nlstate, imx, Tvaraff, invalidvarcomb, nbcode, ncodemax,mint,anint,strstart, \ |
firstpass, lastpass, stepm, weightopt, model); |
firstpass, lastpass, stepm, weightopt, model); |
|
|
fprintf(fichtm,"\n"); |
fprintf(fichtm,"\n"); |
Line 14097 Interval (in months) between two waves:
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Line 15742 Interval (in months) between two waves:
|
#ifdef GSL |
#ifdef GSL |
printf("GSL optimization\n"); fprintf(ficlog,"Powell\n"); |
printf("GSL optimization\n"); fprintf(ficlog,"Powell\n"); |
#else |
#else |
printf("Powell\n"); fprintf(ficlog,"Powell\n"); |
printf("Powell-mort\n"); fprintf(ficlog,"Powell-mort\n"); |
#endif |
#endif |
strcpy(filerespow,"POW-MORT_"); |
strcpy(filerespow,"POW-MORT_"); |
strcat(filerespow,fileresu); |
strcat(filerespow,fileresu); |
Line 14192 Interval (in months) between two waves:
|
Line 15837 Interval (in months) between two waves:
|
gsl_multimin_fminimizer_free (sfm); /* p *(sfm.x.data) et p *(sfm.x.data+1) */ |
gsl_multimin_fminimizer_free (sfm); /* p *(sfm.x.data) et p *(sfm.x.data+1) */ |
#endif |
#endif |
#ifdef POWELL |
#ifdef POWELL |
|
#ifdef LINMINORIGINAL |
|
#else /* LINMINORIGINAL */ |
|
|
|
flatdir=ivector(1,npar); |
|
for (j=1;j<=npar;j++) flatdir[j]=0; |
|
#endif /*LINMINORIGINAL */ |
powell(p,ximort,NDIM,ftol,&iter,&fret,gompertz); |
powell(p,ximort,NDIM,ftol,&iter,&fret,gompertz); |
#endif |
#endif |
fclose(ficrespow); |
fclose(ficrespow); |
|
#ifdef LINMINORIGINAL |
|
#else |
|
free_ivector(flatdir,1,npar); |
|
#endif /* LINMINORIGINAL*/ |
|
|
hesscov(matcov, hess, p, NDIM, delti, 1e-4, gompertz); |
hesscov(matcov, hess, p, NDIM, delti, 1e-4, gompertz); |
|
|
for(i=1; i <=NDIM; i++) |
for(i=1; i <=NDIM; i++) |
for(j=i+1;j<=NDIM;j++) |
for(j=i+1;j<=NDIM;j++) |
matcov[i][j]=matcov[j][i]; |
matcov[i][j]=matcov[j][i]; |
|
|
printf("\nCovariance matrix\n "); |
printf("\nCovariance matrix\n "); |
fprintf(ficlog,"\nCovariance matrix\n "); |
fprintf(ficlog,"\nCovariance matrix\n "); |
Line 14654 Please run with mle=-1 to get a correct
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Line 16309 Please run with mle=-1 to get a correct
|
} |
} |
|
|
/* Results */ |
/* Results */ |
/* Value of covariate in each resultine will be compututed (if product) and sorted according to model rank */ |
/* Value of covariate in each resultine will be computed (if product) and sorted according to model rank */ |
/* It is precov[] because we need the varying age in order to compute the real cov[] of the model equation */ |
/* It is precov[] because we need the varying age in order to compute the real cov[] of the model equation */ |
precov=matrix(1,MAXRESULTLINESPONE,1,NCOVMAX+1); |
precov=matrix(1,MAXRESULTLINESPONE,1,NCOVMAX+1); |
endishere=0; |
endishere=0; |
Line 15057 Please run with mle=-1 to get a correct
|
Line 16712 Please run with mle=-1 to get a correct
|
/* */ |
/* */ |
if(i1 != 1 && TKresult[nres]!= k) /* TKresult[nres] is the combination of this nres resultline. All the i1 combinations are not output */ |
if(i1 != 1 && TKresult[nres]!= k) /* TKresult[nres] is the combination of this nres resultline. All the i1 combinations are not output */ |
continue; |
continue; |
printf("\n# model %s \n#****** Result for:", model); /* HERE model is empty */ |
printf("\n# model=1+age+%s \n#****** Result for:", model); /* HERE model is empty */ |
fprintf(ficrest,"\n# model %s \n#****** Result for:", model); |
fprintf(ficrest,"\n# model=1+age+%s \n#****** Result for:", model); |
fprintf(ficlog,"\n# model %s \n#****** Result for:", model); |
fprintf(ficlog,"\n# model=1+age+%s \n#****** Result for:", model); |
/* It might not be a good idea to mix dummies and quantitative */ |
/* It might not be a good idea to mix dummies and quantitative */ |
/* for(j=1;j<=cptcoveff;j++){ /\* j=resultpos. Could be a loop on cptcovs: number of single dummy covariate in the result line as well as in the model *\/ */ |
/* for(j=1;j<=cptcoveff;j++){ /\* j=resultpos. Could be a loop on cptcovs: number of single dummy covariate in the result line as well as in the model *\/ */ |
for(j=1;j<=cptcovs;j++){ /* j=resultpos. Could be a loop on cptcovs: number of single covariate (dummy or quantitative) in the result line as well as in the model */ |
for(j=1;j<=cptcovs;j++){ /* j=resultpos. Could be a loop on cptcovs: number of single covariate (dummy or quantitative) in the result line as well as in the model */ |
Line 15167 Please run with mle=-1 to get a correct
|
Line 16822 Please run with mle=-1 to get a correct
|
for(vpopbased=0; vpopbased <= popbased; vpopbased++){ /* Done for vpopbased=0 and vpopbased=1 if popbased==1*/ |
for(vpopbased=0; vpopbased <= popbased; vpopbased++){ /* Done for vpopbased=0 and vpopbased=1 if popbased==1*/ |
oldm=oldms;savm=savms; /* ZZ Segmentation fault */ |
oldm=oldms;savm=savms; /* ZZ Segmentation fault */ |
cptcod= 0; /* To be deleted */ |
cptcod= 0; /* To be deleted */ |
printf("varevsij vpopbased=%d \n",vpopbased); |
printf("varevsij vpopbased=%d popbased=%d \n",vpopbased,popbased); |
fprintf(ficlog, "varevsij vpopbased=%d \n",vpopbased); |
fprintf(ficlog, "varevsij vpopbased=%d popbased=%d \n",vpopbased,popbased); |
|
/* Call to varevsij to get cov(e.i, e.j)= vareij[i][j][(int)age]=sum_h sum_k trgrad(h_p.i) V(theta) grad(k_p.k) Equation 20 */ |
|
/* Depending of popbased which changes the prevalences, either cross-sectional or period */ |
varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl, &ncvyear, k, estepm, cptcov,cptcod,vpopbased,mobilav, strstart, nres); /* cptcod not initialized Intel */ |
varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl, &ncvyear, k, estepm, cptcov,cptcod,vpopbased,mobilav, strstart, nres); /* cptcod not initialized Intel */ |
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 "); |
fprintf(ficrest,"# Total life expectancy with std error and decomposition into time to be expected in each state\n\ |
|
# (these are weighted average of eij where weights are "); |
if(vpopbased==1) |
if(vpopbased==1) |
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); |
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); |
else |
else |
fprintf(ficrest,"the age specific forward period (stable) prevalences in each health state \n"); |
fprintf(ficrest,"the age specific forward period (stable) prevalences in each state) \n"); |
|
fprintf(ficrest,"# with proportions of time spent in each state with standard error (on the right of the table.\n "); |
fprintf(ficrest,"# Age popbased mobilav e.. (std) "); /* Adding covariate values? */ |
fprintf(ficrest,"# Age popbased mobilav e.. (std) "); /* Adding covariate values? */ |
for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i); |
for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i); |
|
for (i=1;i<=nlstate;i++) fprintf(ficrest," %% e.%d/e.. (std) ",i); |
fprintf(ficrest,"\n"); |
fprintf(ficrest,"\n"); |
/* printf("Which p?\n"); for(i=1;i<=npar;i++)printf("p[i=%d]=%lf,",i,p[i]);printf("\n"); */ |
/* printf("Which p?\n"); for(i=1;i<=npar;i++)printf("p[i=%d]=%lf,",i,p[i]);printf("\n"); */ |
printf("Computing age specific forward period (stable) prevalences in each health state \n"); |
printf("Computing age specific forward period (stable) prevalences in each health state \n"); |
Line 15202 Please run with mle=-1 to get a correct
|
Line 16862 Please run with mle=-1 to get a correct
|
/*ZZZ printf("%lf %lf ", prlim[i][i] ,eij[i][j][(int)age]);*/ |
/*ZZZ printf("%lf %lf ", prlim[i][i] ,eij[i][j][(int)age]);*/ |
/* printf("%lf %lf ", prlim[i][i] ,eij[i][j][(int)age]); */ |
/* printf("%lf %lf ", prlim[i][i] ,eij[i][j][(int)age]); */ |
} |
} |
epj[nlstate+1] +=epj[j]; |
epj[nlstate+1] +=epj[j]; /* epp=sum_j epj = sum_j sum_i w_i e_ij */ |
} |
} |
/* printf(" age %4.0f \n",age); */ |
/* printf(" age %4.0f \n",age); */ |
|
|
for(i=1, vepp=0.;i <=nlstate;i++) |
for(i=1, vepp=0.;i <=nlstate;i++) /* Variance of total life expectancy e.. */ |
for(j=1;j <=nlstate;j++) |
for(j=1;j <=nlstate;j++) |
vepp += vareij[i][j][(int)age]; |
vepp += vareij[i][j][(int)age]; /* sum_i sum_j cov(e.i, e.j) = var(e..) */ |
fprintf(ficrest," %7.3f (%7.3f)", epj[nlstate+1],sqrt(vepp)); |
fprintf(ficrest," %7.3f (%7.3f)", epj[nlstate+1],sqrt(vepp)); |
|
/* vareij[i][j] is the covariance cov(e.i, e.j) and vareij[j][j] is the variance of e.j */ |
for(j=1;j <=nlstate;j++){ |
for(j=1;j <=nlstate;j++){ |
fprintf(ficrest," %7.3f (%7.3f)", epj[j],sqrt(vareij[j][j][(int)age])); |
fprintf(ficrest," %7.3f (%7.3f)", epj[j],sqrt(vareij[j][j][(int)age])); |
} |
} |
|
/* And proportion of time spent in state j */ |
|
/* $$ E[r(X,Y)-E(r(X,Y))]^2=[\frac{1}{\mu_y} -\frac{\mu_x}{{\mu_y}^2}]' Var(X,Y)[\frac{1}{\mu_y} -\frac{\mu_x}{{\mu_y}^2}]$$ */ |
|
/* \frac{\mu_x^2}{\mu_y^2} ( \frac{\sigma^2_x}{\mu_x^2}-2\frac{\sigma_{xy}}{\mu_x\mu_y} +\frac{\sigma^2_y}{\mu_y^2}) */ |
|
/* \frac{e_{.i}^2}{e_{..}^2} ( \frac{\Var e_{.i}}{e_{.i}^2}-2\frac{\Var e_{.i} + \sum_{j\ne i} \Cov e_{.j},e_{.i}}{e_{.i}e_{..}} +\frac{\Var e_{..}}{e_{..}^2})*/ |
|
/*\mu_x = epj[j], \sigma^2_x = vareij[j][j][(int)age] and \mu_y=epj[nlstate+1], \sigma^2_y=vepp \sigmaxy= */ |
|
/* vareij[j][j][(int)age]/epj[nlstate+1]^2 + vepp/epj[nlstate+1]^4 */ |
|
for(j=1;j <=nlstate;j++){ |
|
/* fprintf(ficrest," %7.3f (%7.3f)", epj[j]/epj[nlstate+1], sqrt( vareij[j][j][(int)age]/epj[j]/epj[j] + vepp/epj[j]/epj[j]/epj[j]/epj[j] )); */ |
|
/* fprintf(ficrest," %7.3f (%7.3f)", epj[j]/epj[nlstate+1], sqrt( vareij[j][j][(int)age]/epj[j]/epj[j] + vepp/epj[j]/epj[j]/epj[j]/epj[j] )); */ |
|
|
|
for(i=1,stdpercent=0.;i<=nlstate;i++){ /* Computing cov(e..,e.j)=cov(sum_i e.i,e.j)=sum_i cov(e.i, e.j) */ |
|
stdpercent += vareij[i][j][(int)age]; |
|
} |
|
stdpercent= epj[j]*epj[j]/epj[nlstate+1]/epj[nlstate+1]* (vareij[j][j][(int)age]/epj[j]/epj[j]-2.*stdpercent/epj[j]/epj[nlstate+1]+ vepp/epj[nlstate+1]/epj[nlstate+1]); |
|
/* stdpercent= epj[j]*epj[j]/epj[nlstate+1]/epj[nlstate+1]*(vareij[j][j][(int)age]/epj[j]/epj[j] + vepp/epj[nlstate+1]/epj[nlstate+1]); */ /* Without covariance */ |
|
/* fprintf(ficrest," %7.3f (%7.3f)", epj[j]/epj[nlstate+1], sqrt( vareij[j][j][(int)age]/epj[nlstate+1]/epj[nlstate+1] + epj[j]*epj[j]*vepp/epj[nlstate+1]/epj[nlstate+1]/epj[nlstate+1]/epj[nlstate+1] )); */ |
|
fprintf(ficrest," %7.3f (%7.3f)", epj[j]/epj[nlstate+1], sqrt(stdpercent)); |
|
} |
fprintf(ficrest,"\n"); |
fprintf(ficrest,"\n"); |
} |
} |
} /* End vpopbased */ |
} /* End vpopbased */ |
Line 15254 Please run with mle=-1 to get a correct
|
Line 16933 Please run with mle=-1 to get a correct
|
free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath); |
free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath); |
} /* mle==-3 arrives here for freeing */ |
} /* mle==-3 arrives here for freeing */ |
/* endfree:*/ |
/* endfree:*/ |
|
if(mle!=-3) free_matrix(precov, 1,MAXRESULTLINESPONE,1,NCOVMAX+1); /* Could be elsewhere ?*/ |
free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath); |
free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath); |
free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath); |
free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath); |
free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath); |
free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath); |
Line 15315 Please run with mle=-1 to get a correct
|
Line 16995 Please run with mle=-1 to get a correct
|
free_ivector(TmodelInvind,1,NCOVMAX); |
free_ivector(TmodelInvind,1,NCOVMAX); |
free_ivector(TmodelInvQind,1,NCOVMAX); |
free_ivector(TmodelInvQind,1,NCOVMAX); |
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free_matrix(precov, 1,MAXRESULTLINESPONE,1,NCOVMAX+1); /* Could be elsewhere ?*/ |
/* free_matrix(precov, 1,MAXRESULTLINESPONE,1,NCOVMAX+1); /\* Could be elsewhere ?*\/ */ |
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free_imatrix(nbcode,0,NCOVMAX,0,NCOVMAX); |
free_imatrix(nbcode,0,NCOVMAX,0,NCOVMAX); |
/* free_imatrix(codtab,1,100,1,10); */ |
/* free_imatrix(codtab,1,100,1,10); */ |