--- imach/src/imach.c 2003/02/04 20:55:29 1.69 +++ imach/src/imach.c 2015/12/23 17:18:31 1.217 @@ -1,4 +1,616 @@ -/* $Id: imach.c,v 1.69 2003/02/04 20:55:29 brouard Exp $ +/* $Id: imach.c,v 1.217 2015/12/23 17:18:31 brouard Exp $ + $State: Exp $ + $Log: imach.c,v $ + Revision 1.217 2015/12/23 17:18:31 brouard + Summary: Experimental backcast + + Revision 1.216 2015/12/18 17:32:11 brouard + Summary: 0.98r4 Warning and status=-2 + + Version 0.98r4 is now: + - displaying an error when status is -1, date of interview unknown and date of death known; + - permitting a status -2 when the vital status is unknown at a known date of right truncation. + Older changes concerning s=-2, dating from 2005 have been supersed. + + Revision 1.215 2015/12/16 08:52:24 brouard + Summary: 0.98r4 working + + Revision 1.214 2015/12/16 06:57:54 brouard + Summary: temporary not working + + Revision 1.213 2015/12/11 18:22:17 brouard + Summary: 0.98r4 + + Revision 1.212 2015/11/21 12:47:24 brouard + Summary: minor typo + + Revision 1.211 2015/11/21 12:41:11 brouard + Summary: 0.98r3 with some graph of projected cross-sectional + + Author: Nicolas Brouard + + Revision 1.210 2015/11/18 17:41:20 brouard + Summary: Start working on projected prevalences + + Revision 1.209 2015/11/17 22:12:03 brouard + Summary: Adding ftolpl parameter + Author: N Brouard + + We had difficulties to get smoothed confidence intervals. It was due + to the period prevalence which wasn't computed accurately. The inner + parameter ftolpl is now an outer parameter of the .imach parameter + file after estepm. If ftolpl is small 1.e-4 and estepm too, + computation are long. + + Revision 1.208 2015/11/17 14:31:57 brouard + Summary: temporary + + Revision 1.207 2015/10/27 17:36:57 brouard + *** empty log message *** + + Revision 1.206 2015/10/24 07:14:11 brouard + *** empty log message *** + + Revision 1.205 2015/10/23 15:50:53 brouard + Summary: 0.98r3 some clarification for graphs on likelihood contributions + + Revision 1.204 2015/10/01 16:20:26 brouard + Summary: Some new graphs of contribution to likelihood + + Revision 1.203 2015/09/30 17:45:14 brouard + Summary: looking at better estimation of the hessian + + Also a better criteria for convergence to the period prevalence And + therefore adding the number of years needed to converge. (The + prevalence in any alive state shold sum to one + + Revision 1.202 2015/09/22 19:45:16 brouard + Summary: Adding some overall graph on contribution to likelihood. Might change + + Revision 1.201 2015/09/15 17:34:58 brouard + Summary: 0.98r0 + + - Some new graphs like suvival functions + - Some bugs fixed like model=1+age+V2. + + Revision 1.200 2015/09/09 16:53:55 brouard + Summary: Big bug thanks to Flavia + + Even model=1+age+V2. did not work anymore + + Revision 1.199 2015/09/07 14:09:23 brouard + Summary: 0.98q6 changing default small png format for graph to vectorized svg. + + Revision 1.198 2015/09/03 07:14:39 brouard + Summary: 0.98q5 Flavia + + Revision 1.197 2015/09/01 18:24:39 brouard + *** empty log message *** + + Revision 1.196 2015/08/18 23:17:52 brouard + Summary: 0.98q5 + + Revision 1.195 2015/08/18 16:28:39 brouard + Summary: Adding a hack for testing purpose + + After reading the title, ftol and model lines, if the comment line has + a q, starting with #q, the answer at the end of the run is quit. It + permits to run test files in batch with ctest. The former workaround was + $ echo q | imach foo.imach + + Revision 1.194 2015/08/18 13:32:00 brouard + Summary: Adding error when the covariance matrix doesn't contain the exact number of lines required by the model line. + + Revision 1.193 2015/08/04 07:17:42 brouard + Summary: 0.98q4 + + Revision 1.192 2015/07/16 16:49:02 brouard + Summary: Fixing some outputs + + Revision 1.191 2015/07/14 10:00:33 brouard + Summary: Some fixes + + Revision 1.190 2015/05/05 08:51:13 brouard + Summary: Adding digits in output parameters (7 digits instead of 6) + + Fix 1+age+. + + Revision 1.189 2015/04/30 14:45:16 brouard + Summary: 0.98q2 + + Revision 1.188 2015/04/30 08:27:53 brouard + *** empty log message *** + + Revision 1.187 2015/04/29 09:11:15 brouard + *** empty log message *** + + Revision 1.186 2015/04/23 12:01:52 brouard + Summary: V1*age is working now, version 0.98q1 + + Some codes had been disabled in order to simplify and Vn*age was + working in the optimization phase, ie, giving correct MLE parameters, + but, as usual, outputs were not correct and program core dumped. + + Revision 1.185 2015/03/11 13:26:42 brouard + Summary: Inclusion of compile and links command line for Intel Compiler + + Revision 1.184 2015/03/11 11:52:39 brouard + Summary: Back from Windows 8. Intel Compiler + + Revision 1.183 2015/03/10 20:34:32 brouard + Summary: 0.98q0, trying with directest, mnbrak fixed + + We use directest instead of original Powell test; probably no + incidence on the results, but better justifications; + We fixed Numerical Recipes mnbrak routine which was wrong and gave + wrong results. + + Revision 1.182 2015/02/12 08:19:57 brouard + Summary: Trying to keep directest which seems simpler and more general + Author: Nicolas Brouard + + Revision 1.181 2015/02/11 23:22:24 brouard + Summary: Comments on Powell added + + Author: + + Revision 1.180 2015/02/11 17:33:45 brouard + Summary: Finishing move from main to function (hpijx and prevalence_limit) + + Revision 1.179 2015/01/04 09:57:06 brouard + Summary: back to OS/X + + Revision 1.178 2015/01/04 09:35:48 brouard + *** empty log message *** + + Revision 1.177 2015/01/03 18:40:56 brouard + Summary: Still testing ilc32 on OSX + + Revision 1.176 2015/01/03 16:45:04 brouard + *** empty log message *** + + Revision 1.175 2015/01/03 16:33:42 brouard + *** empty log message *** + + Revision 1.174 2015/01/03 16:15:49 brouard + Summary: Still in cross-compilation + + Revision 1.173 2015/01/03 12:06:26 brouard + Summary: trying to detect cross-compilation + + Revision 1.172 2014/12/27 12:07:47 brouard + Summary: Back from Visual Studio and Intel, options for compiling for Windows XP + + Revision 1.171 2014/12/23 13:26:59 brouard + Summary: Back from Visual C + + Still problem with utsname.h on Windows + + Revision 1.170 2014/12/23 11:17:12 brouard + Summary: Cleaning some \%% back to %% + + The escape was mandatory for a specific compiler (which one?), but too many warnings. + + Revision 1.169 2014/12/22 23:08:31 brouard + Summary: 0.98p + + Outputs some informations on compiler used, OS etc. Testing on different platforms. + + Revision 1.168 2014/12/22 15:17:42 brouard + Summary: update + + Revision 1.167 2014/12/22 13:50:56 brouard + Summary: Testing uname and compiler version and if compiled 32 or 64 + + Testing on Linux 64 + + Revision 1.166 2014/12/22 11:40:47 brouard + *** empty log message *** + + Revision 1.165 2014/12/16 11:20:36 brouard + Summary: After compiling on Visual C + + * imach.c (Module): Merging 1.61 to 1.162 + + Revision 1.164 2014/12/16 10:52:11 brouard + Summary: Merging with Visual C after suppressing some warnings for unused variables. Also fixing Saito's bug 0.98Xn + + * imach.c (Module): Merging 1.61 to 1.162 + + Revision 1.163 2014/12/16 10:30:11 brouard + * imach.c (Module): Merging 1.61 to 1.162 + + Revision 1.162 2014/09/25 11:43:39 brouard + Summary: temporary backup 0.99! + + Revision 1.1 2014/09/16 11:06:58 brouard + Summary: With some code (wrong) for nlopt + + Author: + + Revision 1.161 2014/09/15 20:41:41 brouard + Summary: Problem with macro SQR on Intel compiler + + Revision 1.160 2014/09/02 09:24:05 brouard + *** empty log message *** + + Revision 1.159 2014/09/01 10:34:10 brouard + Summary: WIN32 + Author: Brouard + + Revision 1.158 2014/08/27 17:11:51 brouard + *** empty log message *** + + Revision 1.157 2014/08/27 16:26:55 brouard + Summary: Preparing windows Visual studio version + Author: Brouard + + In order to compile on Visual studio, time.h is now correct and time_t + and tm struct should be used. difftime should be used but sometimes I + just make the differences in raw time format (time(&now). + Trying to suppress #ifdef LINUX + Add xdg-open for __linux in order to open default browser. + + Revision 1.156 2014/08/25 20:10:10 brouard + *** empty log message *** + + Revision 1.155 2014/08/25 18:32:34 brouard + Summary: New compile, minor changes + Author: Brouard + + Revision 1.154 2014/06/20 17:32:08 brouard + Summary: Outputs now all graphs of convergence to period prevalence + + Revision 1.153 2014/06/20 16:45:46 brouard + Summary: If 3 live state, convergence to period prevalence on same graph + Author: Brouard + + Revision 1.152 2014/06/18 17:54:09 brouard + Summary: open browser, use gnuplot on same dir than imach if not found in the path + + Revision 1.151 2014/06/18 16:43:30 brouard + *** empty log message *** + + Revision 1.150 2014/06/18 16:42:35 brouard + Summary: If gnuplot is not in the path try on same directory than imach binary (OSX) + Author: brouard + + Revision 1.149 2014/06/18 15:51:14 brouard + Summary: Some fixes in parameter files errors + Author: Nicolas Brouard + + Revision 1.148 2014/06/17 17:38:48 brouard + Summary: Nothing new + Author: Brouard + + Just a new packaging for OS/X version 0.98nS + + Revision 1.147 2014/06/16 10:33:11 brouard + *** empty log message *** + + Revision 1.146 2014/06/16 10:20:28 brouard + Summary: Merge + Author: Brouard + + Merge, before building revised version. + + Revision 1.145 2014/06/10 21:23:15 brouard + Summary: Debugging with valgrind + Author: Nicolas Brouard + + Lot of changes in order to output the results with some covariates + After the Edimburgh REVES conference 2014, it seems mandatory to + improve the code. + No more memory valgrind error but a lot has to be done in order to + continue the work of splitting the code into subroutines. + Also, decodemodel has been improved. Tricode is still not + optimal. nbcode should be improved. Documentation has been added in + the source code. + + Revision 1.143 2014/01/26 09:45:38 brouard + Summary: Version 0.98nR (to be improved, but gives same optimization results as 0.98k. Nice, promising + + * imach.c (Module): Trying to merge old staffs together while being at Tokyo. Not tested... + (Module): Version 0.98nR Running ok, but output format still only works for three covariates. + + Revision 1.142 2014/01/26 03:57:36 brouard + Summary: gnuplot changed plot w l 1 has to be changed to plot w l lt 2 + + * imach.c (Module): Trying to merge old staffs together while being at Tokyo. Not tested... + + Revision 1.141 2014/01/26 02:42:01 brouard + * imach.c (Module): Trying to merge old staffs together while being at Tokyo. Not tested... + + Revision 1.140 2011/09/02 10:37:54 brouard + Summary: times.h is ok with mingw32 now. + + Revision 1.139 2010/06/14 07:50:17 brouard + After the theft of my laptop, I probably lost some lines of codes which were not uploaded to the CVS tree. + I remember having already fixed agemin agemax which are pointers now but not cvs saved. + + Revision 1.138 2010/04/30 18:19:40 brouard + *** empty log message *** + + Revision 1.137 2010/04/29 18:11:38 brouard + (Module): Checking covariates for more complex models + than V1+V2. A lot of change to be done. Unstable. + + Revision 1.136 2010/04/26 20:30:53 brouard + (Module): merging some libgsl code. Fixing computation + of likelione (using inter/intrapolation if mle = 0) in order to + get same likelihood as if mle=1. + Some cleaning of code and comments added. + + Revision 1.135 2009/10/29 15:33:14 brouard + (Module): Now imach stops if date of birth, at least year of birth, is not given. Some cleaning of the code. + + Revision 1.134 2009/10/29 13:18:53 brouard + (Module): Now imach stops if date of birth, at least year of birth, is not given. Some cleaning of the code. + + Revision 1.133 2009/07/06 10:21:25 brouard + just nforces + + Revision 1.132 2009/07/06 08:22:05 brouard + Many tings + + Revision 1.131 2009/06/20 16:22:47 brouard + Some dimensions resccaled + + Revision 1.130 2009/05/26 06:44:34 brouard + (Module): Max Covariate is now set to 20 instead of 8. A + lot of cleaning with variables initialized to 0. Trying to make + V2+V3*age+V1+V4 strb=V3*age+V1+V4 working better. + + Revision 1.129 2007/08/31 13:49:27 lievre + Modification of the way of exiting when the covariate is not binary in order to see on the window the error message before exiting + + Revision 1.128 2006/06/30 13:02:05 brouard + (Module): Clarifications on computing e.j + + Revision 1.127 2006/04/28 18:11:50 brouard + (Module): Yes the sum of survivors was wrong since + imach-114 because nhstepm was no more computed in the age + loop. Now we define nhstepma in the age loop. + (Module): In order to speed up (in case of numerous covariates) we + compute health expectancies (without variances) in a first step + and then all the health expectancies with variances or standard + deviation (needs data from the Hessian matrices) which slows the + computation. + In the future we should be able to stop the program is only health + expectancies and graph are needed without standard deviations. + + Revision 1.126 2006/04/28 17:23:28 brouard + (Module): Yes the sum of survivors was wrong since + imach-114 because nhstepm was no more computed in the age + loop. Now we define nhstepma in the age loop. + Version 0.98h + + Revision 1.125 2006/04/04 15:20:31 lievre + Errors in calculation of health expectancies. Age was not initialized. + Forecasting file added. + + Revision 1.124 2006/03/22 17:13:53 lievre + Parameters are printed with %lf instead of %f (more numbers after the comma). + The log-likelihood is printed in the log file + + Revision 1.123 2006/03/20 10:52:43 brouard + * imach.c (Module): changed, corresponds to .htm file + name. <head> headers where missing. + + * imach.c (Module): Weights can have a decimal point as for + English (a comma might work with a correct LC_NUMERIC environment, + otherwise the weight is truncated). + Modification of warning when the covariates values are not 0 or + 1. + Version 0.98g + + Revision 1.122 2006/03/20 09:45:41 brouard + (Module): Weights can have a decimal point as for + English (a comma might work with a correct LC_NUMERIC environment, + otherwise the weight is truncated). + Modification of warning when the covariates values are not 0 or + 1. + Version 0.98g + + Revision 1.121 2006/03/16 17:45:01 lievre + * imach.c (Module): Comments concerning covariates added + + * imach.c (Module): refinements in the computation of lli if + status=-2 in order to have more reliable computation if stepm is + not 1 month. Version 0.98f + + Revision 1.120 2006/03/16 15:10:38 lievre + (Module): refinements in the computation of lli if + status=-2 in order to have more reliable computation if stepm is + not 1 month. Version 0.98f + + Revision 1.119 2006/03/15 17:42:26 brouard + (Module): Bug if status = -2, the loglikelihood was + computed as likelihood omitting the logarithm. Version O.98e + + Revision 1.118 2006/03/14 18:20:07 brouard + (Module): varevsij Comments added explaining the second + table of variances if popbased=1 . + (Module): Covariances of eij, ekl added, graphs fixed, new html link. + (Module): Function pstamp added + (Module): Version 0.98d + + Revision 1.117 2006/03/14 17:16:22 brouard + (Module): varevsij Comments added explaining the second + table of variances if popbased=1 . + (Module): Covariances of eij, ekl added, graphs fixed, new html link. + (Module): Function pstamp added + (Module): Version 0.98d + + Revision 1.116 2006/03/06 10:29:27 brouard + (Module): Variance-covariance wrong links and + varian-covariance of ej. is needed (Saito). + + Revision 1.115 2006/02/27 12:17:45 brouard + (Module): One freematrix added in mlikeli! 0.98c + + Revision 1.114 2006/02/26 12:57:58 brouard + (Module): Some improvements in processing parameter + filename with strsep. + + Revision 1.113 2006/02/24 14:20:24 brouard + (Module): Memory leaks checks with valgrind and: + datafile was not closed, some imatrix were not freed and on matrix + allocation too. + + Revision 1.112 2006/01/30 09:55:26 brouard + (Module): Back to gnuplot.exe instead of wgnuplot.exe + + Revision 1.111 2006/01/25 20:38:18 brouard + (Module): Lots of cleaning and bugs added (Gompertz) + (Module): Comments can be added in data file. Missing date values + can be a simple dot '.'. + + Revision 1.110 2006/01/25 00:51:50 brouard + (Module): Lots of cleaning and bugs added (Gompertz) + + Revision 1.109 2006/01/24 19:37:15 brouard + (Module): Comments (lines starting with a #) are allowed in data. + + Revision 1.108 2006/01/19 18:05:42 lievre + Gnuplot problem appeared... + To be fixed + + Revision 1.107 2006/01/19 16:20:37 brouard + Test existence of gnuplot in imach path + + Revision 1.106 2006/01/19 13:24:36 brouard + Some cleaning and links added in html output + + Revision 1.105 2006/01/05 20:23:19 lievre + *** empty log message *** + + Revision 1.104 2005/09/30 16:11:43 lievre + (Module): sump fixed, loop imx fixed, and simplifications. + (Module): If the status is missing at the last wave but we know + that the person is alive, then we can code his/her status as -2 + (instead of missing=-1 in earlier versions) and his/her + contributions to the likelihood is 1 - Prob of dying from last + health status (= 1-p13= p11+p12 in the easiest case of somebody in + the healthy state at last known wave). Version is 0.98 + + Revision 1.103 2005/09/30 15:54:49 lievre + (Module): sump fixed, loop imx fixed, and simplifications. + + Revision 1.102 2004/09/15 17:31:30 brouard + Add the possibility to read data file including tab characters. + + Revision 1.101 2004/09/15 10:38:38 brouard + Fix on curr_time + + Revision 1.100 2004/07/12 18:29:06 brouard + Add version for Mac OS X. Just define UNIX in Makefile + + Revision 1.99 2004/06/05 08:57:40 brouard + *** empty log message *** + + Revision 1.98 2004/05/16 15:05:56 brouard + New version 0.97 . First attempt to estimate force of mortality + directly from the data i.e. without the need of knowing the health + state at each age, but using a Gompertz model: log u =a + b*age . + This is the basic analysis of mortality and should be done before any + other analysis, in order to test if the mortality estimated from the + cross-longitudinal survey is different from the mortality estimated + from other sources like vital statistic data. + + The same imach parameter file can be used but the option for mle should be -3. + + Agnès, who wrote this part of the code, tried to keep most of the + former routines in order to include the new code within the former code. + + The output is very simple: only an estimate of the intercept and of + the slope with 95% confident intervals. + + Current limitations: + A) Even if you enter covariates, i.e. with the + model= V1+V2 equation for example, the programm does only estimate a unique global model without covariates. + B) There is no computation of Life Expectancy nor Life Table. + + Revision 1.97 2004/02/20 13:25:42 lievre + Version 0.96d. Population forecasting command line is (temporarily) + suppressed. + + Revision 1.96 2003/07/15 15:38:55 brouard + * imach.c (Repository): Errors in subdirf, 2, 3 while printing tmpout is + rewritten within the same printf. Workaround: many printfs. + + Revision 1.95 2003/07/08 07:54:34 brouard + * imach.c (Repository): + (Repository): Using imachwizard code to output a more meaningful covariance + matrix (cov(a12,c31) instead of numbers. + + Revision 1.94 2003/06/27 13:00:02 brouard + Just cleaning + + Revision 1.93 2003/06/25 16:33:55 brouard + (Module): On windows (cygwin) function asctime_r doesn't + exist so I changed back to asctime which exists. + (Module): Version 0.96b + + Revision 1.92 2003/06/25 16:30:45 brouard + (Module): On windows (cygwin) function asctime_r doesn't + exist so I changed back to asctime which exists. + + Revision 1.91 2003/06/25 15:30:29 brouard + * imach.c (Repository): Duplicated warning errors corrected. + (Repository): Elapsed time after each iteration is now output. It + helps to forecast when convergence will be reached. Elapsed time + is stamped in powell. We created a new html file for the graphs + concerning matrix of covariance. It has extension -cov.htm. + + Revision 1.90 2003/06/24 12:34:15 brouard + (Module): Some bugs corrected for windows. Also, when + mle=-1 a template is output in file "or"mypar.txt with the design + of the covariance matrix to be input. + + Revision 1.89 2003/06/24 12:30:52 brouard + (Module): Some bugs corrected for windows. Also, when + mle=-1 a template is output in file "or"mypar.txt with the design + of the covariance matrix to be input. + + Revision 1.88 2003/06/23 17:54:56 brouard + * imach.c (Repository): Create a sub-directory where all the secondary files are. Only imach, htm, gp and r(imach) are on the main directory. Correct time and other things. + + Revision 1.87 2003/06/18 12:26:01 brouard + Version 0.96 + + Revision 1.86 2003/06/17 20:04:08 brouard + (Module): Change position of html and gnuplot routines and added + routine fileappend. + + Revision 1.85 2003/06/17 13:12:43 brouard + * imach.c (Repository): Check when date of death was earlier that + current date of interview. It may happen when the death was just + prior to the death. In this case, dh was negative and likelihood + was wrong (infinity). We still send an "Error" but patch by + assuming that the date of death was just one stepm after the + interview. + (Repository): Because some people have very long ID (first column) + we changed int to long in num[] and we added a new lvector for + memory allocation. But we also truncated to 8 characters (left + truncation) + (Repository): No more line truncation errors. + + Revision 1.84 2003/06/13 21:44:43 brouard + * imach.c (Repository): Replace "freqsummary" at a correct + place. It differs from routine "prevalence" which may be called + many times. Probs is memory consuming and must be used with + parcimony. + Version 0.95a3 (should output exactly the same maximization than 0.8a2) + + Revision 1.83 2003/06/10 13:39:11 lievre + *** empty log message *** + + Revision 1.82 2003/06/05 15:57:20 brouard + Add log in imach.c and fullversion number is now printed. + +*/ +/* Interpolated Markov Chain Short summary of the programme: @@ -39,93 +651,253 @@ hPijx. Also this programme outputs the covariance matrix of the parameters but also - of the life expectancies. It also computes the stable prevalence. + of the life expectancies. It also computes the period (stable) prevalence. - Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr). - Institut national d'études démographiques, Paris. + Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr). + Institut national d'études démographiques, Paris. This software have been partly granted by Euro-REVES, a concerted action from the European Union. It is copyrighted identically to a GNU software product, ie programme and software can be distributed freely for non commercial use. Latest version can be accessed at http://euroreves.ined.fr/imach . + + Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach + or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so + **********************************************************************/ - +/* + main + read parameterfile + read datafile + concatwav + freqsummary + if (mle >= 1) + mlikeli + print results files + if mle==1 + computes hessian + read end of parameter file: agemin, agemax, bage, fage, estepm + begin-prev-date,... + open gnuplot file + open html file + period (stable) prevalence | pl_nom 1-1 2-2 etc by covariate + for age prevalim() | #****** V1=0 V2=1 V3=1 V4=0 ****** + | 65 1 0 2 1 3 1 4 0 0.96326 0.03674 + freexexit2 possible for memory heap. + + h Pij x | pij_nom ficrestpij + # Cov Agex agex+h hpijx with i,j= 1-1 1-2 1-3 2-1 2-2 2-3 + 1 85 85 1.00000 0.00000 0.00000 0.00000 1.00000 0.00000 + 1 85 86 0.68299 0.22291 0.09410 0.71093 0.00000 0.28907 + + 1 65 99 0.00364 0.00322 0.99314 0.00350 0.00310 0.99340 + 1 65 100 0.00214 0.00204 0.99581 0.00206 0.00196 0.99597 + variance of p one-step probabilities varprob | prob_nom ficresprob #One-step probabilities and stand. devi in () + Standard deviation of one-step probabilities | probcor_nom ficresprobcor #One-step probabilities and correlation matrix + Matrix of variance covariance of one-step probabilities | probcov_nom ficresprobcov #One-step probabilities and covariance matrix + + forecasting if prevfcast==1 prevforecast call prevalence() + health expectancies + Variance-covariance of DFLE + prevalence() + movingaverage() + varevsij() + if popbased==1 varevsij(,popbased) + total life expectancies + Variance of period (stable) prevalence + end +*/ + +/* #define DEBUG */ +/* #define DEBUGBRENT */ +/* #define DEBUGLINMIN */ +/* #define DEBUGHESS */ +#define DEBUGHESSIJ +/* #define LINMINORIGINAL /\* Don't use loop on scale in linmin (accepting nan)*\/ */ +#define POWELL /* Instead of NLOPT */ +#define POWELLF1F3 /* Skip test */ +/* #define POWELLORIGINAL /\* Don't use Directest to decide new direction but original Powell test *\/ */ +/* #define MNBRAKORIGINAL /\* Don't use mnbrak fix *\/ */ + #include <math.h> #include <stdio.h> #include <stdlib.h> +#include <string.h> + +#ifdef _WIN32 +#include <io.h> +#include <windows.h> +#include <tchar.h> +#else #include <unistd.h> +#endif + +#include <limits.h> +#include <sys/types.h> + +#if defined(__GNUC__) +#include <sys/utsname.h> /* Doesn't work on Windows */ +#endif + +#include <sys/stat.h> +#include <errno.h> +/* extern int errno; */ + +/* #ifdef LINUX */ +/* #include <time.h> */ +/* #include "timeval.h" */ +/* #else */ +/* #include <sys/time.h> */ +/* #endif */ + +#include <time.h> + +#ifdef GSL +#include <gsl/gsl_errno.h> +#include <gsl/gsl_multimin.h> +#endif + + +#ifdef NLOPT +#include <nlopt.h> +typedef struct { + double (* function)(double [] ); +} myfunc_data ; +#endif + +/* #include <libintl.h> */ +/* #define _(String) gettext (String) */ + +#define MAXLINE 1024 /* Was 256. Overflow with 312 with 2 states and 4 covariates. Should be ok */ -#define MAXLINE 256 #define GNUPLOTPROGRAM "gnuplot" /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/ -#define FILENAMELENGTH 80 -/*#define DEBUG*/ -#define windows +#define FILENAMELENGTH 132 + #define GLOCK_ERROR_NOPATH -1 /* empty path */ #define GLOCK_ERROR_GETCWD -2 /* cannot get cwd */ -#define MAXPARM 30 /* Maximum number of parameters for the optimization */ -#define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */ +#define MAXPARM 128 /**< Maximum number of parameters for the optimization */ +#define NPARMAX 64 /**< (nlstate+ndeath-1)*nlstate*ncovmodel */ #define NINTERVMAX 8 -#define NLSTATEMAX 8 /* Maximum number of live states (for func) */ -#define NDEATHMAX 8 /* Maximum number of dead states (for func) */ -#define NCOVMAX 8 /* Maximum number of covariates */ +#define NLSTATEMAX 8 /**< Maximum number of live states (for func) */ +#define NDEATHMAX 8 /**< Maximum number of dead states (for func) */ +#define NCOVMAX 20 /**< Maximum number of covariates, including generated covariates V1*V2 */ +#define codtabm(h,k) (1 & (h-1) >> (k-1))+1 +/*#define decodtabm(h,k,cptcoveff)= (h <= (1<<cptcoveff)?(((h-1) >> (k-1)) & 1) +1 : -1)*/ +#define decodtabm(h,k,cptcoveff) (((h-1) >> (k-1)) & 1) +1 #define MAXN 20000 -#define YEARM 12. /* Number of months per year */ +#define YEARM 12. /**< Number of months per year */ #define AGESUP 130 #define AGEBASE 40 -#ifdef windows +#define AGEOVERFLOW 1.e20 +#define AGEGOMP 10 /**< Minimal age for Gompertz adjustment */ +#ifdef _WIN32 #define DIRSEPARATOR '\\' +#define CHARSEPARATOR "\\" #define ODIRSEPARATOR '/' #else #define DIRSEPARATOR '/' +#define CHARSEPARATOR "/" #define ODIRSEPARATOR '\\' #endif -char version[80]="Imach version 0.91, November 2002, INED-EUROREVES "; -int erreur; /* Error number */ -int nvar; -int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov; +/* $Id: imach.c,v 1.217 2015/12/23 17:18:31 brouard Exp $ */ +/* $State: Exp $ */ +#include "version.h" +char version[]=__IMACH_VERSION__; +char copyright[]="October 2015,INED-EUROREVES-Institut de longevite-Japan Society for the Promotion of Science (Grant-in-Aid for Scientific Research 25293121), Intel Software 2015"; +char fullversion[]="$Revision: 1.217 $ $Date: 2015/12/23 17:18:31 $"; +char strstart[80]; +char optionfilext[10], optionfilefiname[FILENAMELENGTH]; +int erreur=0, nberr=0, nbwarn=0; /* Error number, number of errors number of warnings */ +int nagesqr=0, nforce=0; /* nagesqr=1 if model is including age*age, number of forces */ +/* Number of covariates model=V2+V1+ V3*age+V2*V4 */ +int cptcovn=0; /**< cptcovn number of covariates added in the model (excepting constant and age and age*product) */ +int cptcovt=0; /**< cptcovt number of covariates added in the model (excepting constant and age) */ +int cptcovs=0; /**< cptcovs number of simple covariates V2+V1 =2 */ +int cptcovage=0; /**< Number of covariates with age: V3*age only =1 */ +int cptcovprodnoage=0; /**< Number of covariate products without age */ +int cptcoveff=0; /* Total number of covariates to vary for printing results */ +int cptcov=0; /* Working variable */ int npar=NPARMAX; int nlstate=2; /* Number of live states */ int ndeath=1; /* Number of dead states */ -int ncovmodel, ncovcol; /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */ +int ncovmodel=0, ncovcol=0; /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */ int popbased=0; int *wav; /* Number of waves for this individuual 0 is possible */ -int maxwav; /* Maxim number of waves */ -int jmin, jmax; /* min, max spacing between 2 waves */ -int mle, weightopt; +int maxwav=0; /* Maxim number of waves */ +int jmin=0, jmax=0; /* min, max spacing between 2 waves */ +int ijmin=0, ijmax=0; /* Individuals having jmin and jmax */ +int gipmx=0, gsw=0; /* Global variables on the number of contributions + to the likelihood and the sum of weights (done by funcone)*/ +int mle=1, weightopt=0; int **mw; /* mw[mi][i] is number of the mi wave for this individual */ int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */ int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between * wave mi and wave mi+1 is not an exact multiple of stepm. */ -double jmean; /* Mean space between 2 waves */ +int countcallfunc=0; /* Count the number of calls to func */ +double jmean=1; /* Mean space between 2 waves */ +double **matprod2(); /* test */ double **oldm, **newm, **savm; /* Working pointers to matrices */ double **oldms, **newms, **savms; /* Fixed working pointers to matrices */ -FILE *fic,*ficpar, *ficparo,*ficres, *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop; -FILE *ficlog; +/*FILE *fic ; */ /* Used in readdata only */ +FILE *ficpar, *ficparo,*ficres, *ficresp, *ficresphtm, *ficresphtmfr, *ficrespl, *ficresplb,*ficrespij, *ficrespijb, *ficrest,*ficresf, *ficresfb,*ficrespop; +FILE *ficlog, *ficrespow; +int globpr=0; /* Global variable for printing or not */ +double fretone; /* Only one call to likelihood */ +long ipmx=0; /* Number of contributions */ +double sw; /* Sum of weights */ +char filerespow[FILENAMELENGTH]; +char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */ +FILE *ficresilk; FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor; FILE *ficresprobmorprev; -FILE *fichtm; /* Html File */ +FILE *fichtm, *fichtmcov; /* Html File */ FILE *ficreseij; char filerese[FILENAMELENGTH]; +FILE *ficresstdeij; +char fileresstde[FILENAMELENGTH]; +FILE *ficrescveij; +char filerescve[FILENAMELENGTH]; FILE *ficresvij; char fileresv[FILENAMELENGTH]; FILE *ficresvpl; char fileresvpl[FILENAMELENGTH]; char title[MAXLINE]; -char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH], filerespl[FILENAMELENGTH]; -char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH]; +char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH], filerespl[FILENAMELENGTH], fileresplb[FILENAMELENGTH]; +char plotcmd[FILENAMELENGTH], pplotcmd[FILENAMELENGTH]; +char tmpout[FILENAMELENGTH], tmpout2[FILENAMELENGTH]; +char command[FILENAMELENGTH]; +int outcmd=0; -char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH]; +char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filerespijb[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH]; +char fileresu[FILENAMELENGTH]; /* fileres without r in front */ char filelog[FILENAMELENGTH]; /* Log file */ char filerest[FILENAMELENGTH]; char fileregp[FILENAMELENGTH]; char popfile[FILENAMELENGTH]; -char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH]; +char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH], optionfilehtmcov[FILENAMELENGTH] ; + +/* struct timeval start_time, end_time, curr_time, last_time, forecast_time; */ +/* struct timezone tzp; */ +/* extern int gettimeofday(); */ +struct tm tml, *gmtime(), *localtime(); + +extern time_t time(); + +struct tm start_time, end_time, curr_time, last_time, forecast_time; +time_t rstart_time, rend_time, rcurr_time, rlast_time, rforecast_time; /* raw time */ +struct tm tm; + +char strcurr[80], strfor[80]; + +char *endptr; +long lval; +double dval; #define NR_END 1 #define FREE_ARG char* @@ -150,87 +922,118 @@ static double maxarg1,maxarg2; #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a)) #define rint(a) floor(a+0.5) - +/* http://www.thphys.uni-heidelberg.de/~robbers/cmbeasy/doc/html/myutils_8h-source.html */ +#define mytinydouble 1.0e-16 +/* #define DEQUAL(a,b) (fabs((a)-(b))<mytinydouble) */ +/* http://www.thphys.uni-heidelberg.de/~robbers/cmbeasy/doc/html/mynrutils_8h-source.html */ +/* static double dsqrarg; */ +/* #define DSQR(a) (DEQUAL((dsqrarg=(a)),0.0) ? 0.0 : dsqrarg*dsqrarg) */ static double sqrarg; #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg) #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} +int agegomp= AGEGOMP; int imx; -int stepm; +int stepm=1; /* Stepm, step in month: minimum step interpolation*/ int estepm; /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/ int m,nb; -int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage; +long *num; +int firstpass=0, lastpass=4,*cod, *cens; +int *ncodemax; /* ncodemax[j]= Number of modalities of the j th + covariate for which somebody answered excluding + undefined. Usually 2: 0 and 1. */ +int *ncodemaxwundef; /* ncodemax[j]= Number of modalities of the j th + covariate for which somebody answered including + undefined. Usually 3: -1, 0 and 1. */ double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint; double **pmmij, ***probs; +double *ageexmed,*agecens; double dateintmean=0; double *weight; int **s; /* Status */ -double *agedc, **covar, idx; -int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff; +double *agedc; +double **covar; /**< covar[j,i], value of jth covariate for individual i, + * covar=matrix(0,NCOVMAX,1,n); + * cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*age; */ +double idx; +int **nbcode, *Tvar; /**< model=V2 => Tvar[1]= 2 */ +int *Tage; +int *Ndum; /** Freq of modality (tricode */ +/* int **codtab;*/ /**< codtab=imatrix(1,100,1,10); */ +int **Tvard, *Tprod, cptcovprod, *Tvaraff; +double *lsurv, *lpop, *tpop; -double ftol=FTOL; /* Tolerance for computing Max Likelihood */ -double ftolhess; /* Tolerance for computing hessian */ +double ftol=FTOL; /**< Tolerance for computing Max Likelihood */ +double ftolhess; /**< Tolerance for computing hessian */ /**************** split *************************/ static int split( char *path, char *dirc, char *name, char *ext, char *finame ) { + /* From a file name with (full) path (either Unix or Windows) we extract the directory (dirc) + the name of the file (name), its extension only (ext) and its first part of the name (finame) + */ char *ss; /* pointer */ - int l1, l2; /* length counters */ + int l1=0, l2=0; /* length counters */ l1 = strlen(path ); /* length of path */ if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH ); ss= strrchr( path, DIRSEPARATOR ); /* find last / */ - if ( ss == NULL ) { /* no directory, so use current */ + if ( ss == NULL ) { /* no directory, so determine current directory */ + strcpy( name, path ); /* we got the fullname name because no directory */ /*if(strrchr(path, ODIRSEPARATOR )==NULL) printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/ -#if defined(__bsd__) /* get current working directory */ - extern char *getwd( ); - - if ( getwd( dirc ) == NULL ) { + /* get current working directory */ + /* extern char* getcwd ( char *buf , int len);*/ +#ifdef WIN32 + if (_getcwd( dirc, FILENAME_MAX ) == NULL ) { #else - extern char *getcwd( ); - - if ( getcwd( dirc, FILENAME_MAX ) == NULL ) { + if (getcwd(dirc, FILENAME_MAX) == NULL) { #endif return( GLOCK_ERROR_GETCWD ); } - strcpy( name, path ); /* we've got it */ - } else { /* strip direcotry from path */ + /* got dirc from getcwd*/ + printf(" DIRC = %s \n",dirc); + } else { /* strip directory from path */ ss++; /* after this, the filename */ l2 = strlen( ss ); /* length of filename */ if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH ); strcpy( name, ss ); /* save file name */ strncpy( dirc, path, l1 - l2 ); /* now the directory */ - dirc[l1-l2] = 0; /* add zero */ + dirc[l1-l2] = '\0'; /* add zero */ + printf(" DIRC2 = %s \n",dirc); } + /* We add a separator at the end of dirc if not exists */ l1 = strlen( dirc ); /* length of directory */ -#ifdef windows - if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; } -#else - if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; } -#endif + if( dirc[l1-1] != DIRSEPARATOR ){ + dirc[l1] = DIRSEPARATOR; + dirc[l1+1] = 0; + printf(" DIRC3 = %s \n",dirc); + } ss = strrchr( name, '.' ); /* find last / */ - ss++; - strcpy(ext,ss); /* save extension */ - l1= strlen( name); - l2= strlen(ss)+1; - strncpy( finame, name, l1-l2); - finame[l1-l2]= 0; + if (ss >0){ + ss++; + strcpy(ext,ss); /* save extension */ + l1= strlen( name); + l2= strlen(ss)+1; + strncpy( finame, name, l1-l2); + finame[l1-l2]= 0; + } + return( 0 ); /* we're done */ } /******************************************/ -void replace(char *s, char*t) +void replace_back_to_slash(char *s, char*t) { int i; - int lg=20; + int lg=0; i=0; lg=strlen(t); for(i=0; i<= lg; i++) { @@ -239,6 +1042,120 @@ void replace(char *s, char*t) } } +char *trimbb(char *out, char *in) +{ /* Trim multiple blanks in line but keeps first blanks if line starts with blanks */ + char *s; + s=out; + while (*in != '\0'){ + while( *in == ' ' && *(in+1) == ' '){ /* && *(in+1) != '\0'){*/ + in++; + } + *out++ = *in++; + } + *out='\0'; + return s; +} + +/* char *substrchaine(char *out, char *in, char *chain) */ +/* { */ +/* /\* Substract chain 'chain' from 'in', return and output 'out' *\/ */ +/* char *s, *t; */ +/* t=in;s=out; */ +/* while ((*in != *chain) && (*in != '\0')){ */ +/* *out++ = *in++; */ +/* } */ + +/* /\* *in matches *chain *\/ */ +/* while ((*in++ == *chain++) && (*in != '\0')){ */ +/* printf("*in = %c, *out= %c *chain= %c \n", *in, *out, *chain); */ +/* } */ +/* in--; chain--; */ +/* while ( (*in != '\0')){ */ +/* printf("Bef *in = %c, *out= %c *chain= %c \n", *in, *out, *chain); */ +/* *out++ = *in++; */ +/* printf("Aft *in = %c, *out= %c *chain= %c \n", *in, *out, *chain); */ +/* } */ +/* *out='\0'; */ +/* out=s; */ +/* return out; */ +/* } */ +char *substrchaine(char *out, char *in, char *chain) +{ + /* Substract chain 'chain' from 'in', return and output 'out' */ + /* in="V1+V1*age+age*age+V2", chain="age*age" */ + + char *strloc; + + strcpy (out, in); + strloc = strstr(out, chain); /* strloc points to out at age*age+V2 */ + printf("Bef strloc=%s chain=%s out=%s \n", strloc, chain, out); + if(strloc != NULL){ + /* will affect out */ /* strloc+strlenc(chain)=+V2 */ /* Will also work in Unicode */ + memmove(strloc,strloc+strlen(chain), strlen(strloc+strlen(chain))+1); + /* strcpy (strloc, strloc +strlen(chain));*/ + } + printf("Aft strloc=%s chain=%s in=%s out=%s \n", strloc, chain, in, out); + return out; +} + + +char *cutl(char *blocc, char *alocc, char *in, char occ) +{ + /* cuts string in into blocc and alocc where blocc ends before FIRST occurence of char 'occ' + and alocc starts after first occurence of char 'occ' : ex cutv(blocc,alocc,"abcdef2ghi2j",'2') + gives blocc="abcdef" and alocc="ghi2j". + If occ is not found blocc is null and alocc is equal to in. Returns blocc + */ + char *s, *t; + t=in;s=in; + while ((*in != occ) && (*in != '\0')){ + *alocc++ = *in++; + } + if( *in == occ){ + *(alocc)='\0'; + s=++in; + } + + if (s == t) {/* occ not found */ + *(alocc-(in-s))='\0'; + in=s; + } + while ( *in != '\0'){ + *blocc++ = *in++; + } + + *blocc='\0'; + return t; +} +char *cutv(char *blocc, char *alocc, char *in, char occ) +{ + /* cuts string in into blocc and alocc where blocc ends before LAST occurence of char 'occ' + and alocc starts after last occurence of char 'occ' : ex cutv(blocc,alocc,"abcdef2ghi2j",'2') + gives blocc="abcdef2ghi" and alocc="j". + If occ is not found blocc is null and alocc is equal to in. Returns alocc + */ + char *s, *t; + t=in;s=in; + while (*in != '\0'){ + while( *in == occ){ + *blocc++ = *in++; + s=in; + } + *blocc++ = *in++; + } + if (s == t) /* occ not found */ + *(blocc-(in-s))='\0'; + else + *(blocc-(in-s)-1)='\0'; + in=s; + while ( *in != '\0'){ + *alocc++ = *in++; + } + + *alocc='\0'; + return s; +} + int nbocc(char *s, char occ) { int i,j=0; @@ -251,27 +1168,45 @@ int nbocc(char *s, char occ) return j; } -void cutv(char *u,char *v, char*t, char occ) -{ - /* cuts string t into u and v where u is ended by char occ excluding it - and v is after occ excluding it too : ex cutv(u,v,"abcdef2ghi2j",2) - gives u="abcedf" and v="ghi2j" */ - int i,lg,j,p=0; - i=0; - for(j=0; j<=strlen(t)-1; j++) { - if((t[j]!= occ) && (t[j+1]== occ)) p=j+1; - } - - lg=strlen(t); - for(j=0; j<p; j++) { - (u[j] = t[j]); - } - u[p]='\0'; +/* void cutv(char *u,char *v, char*t, char occ) */ +/* { */ +/* /\* cuts string t into u and v where u ends before last occurence of char 'occ' */ +/* and v starts after last occurence of char 'occ' : ex cutv(u,v,"abcdef2ghi2j",'2') */ +/* gives u="abcdef2ghi" and v="j" *\/ */ +/* int i,lg,j,p=0; */ +/* i=0; */ +/* lg=strlen(t); */ +/* for(j=0; j<=lg-1; j++) { */ +/* if((t[j]!= occ) && (t[j+1]== occ)) p=j+1; */ +/* } */ + +/* for(j=0; j<p; j++) { */ +/* (u[j] = t[j]); */ +/* } */ +/* u[p]='\0'; */ + +/* for(j=0; j<= lg; j++) { */ +/* if (j>=(p+1))(v[j-p-1] = t[j]); */ +/* } */ +/* } */ - for(j=0; j<= lg; j++) { - if (j>=(p+1))(v[j-p-1] = t[j]); - } +#ifdef _WIN32 +char * strsep(char **pp, const char *delim) +{ + char *p, *q; + + if ((p = *pp) == NULL) + return 0; + if ((q = strpbrk (p, delim)) != NULL) + { + *pp = q + 1; + *q = '\0'; + } + else + *pp = 0; + return p; } +#endif /********************** nrerror ********************/ @@ -311,6 +1246,21 @@ void free_ivector(int *v, long nl, long free((FREE_ARG)(v+nl-NR_END)); } +/************************lvector *******************************/ +long *lvector(long nl,long nh) +{ + long *v; + v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long))); + if (!v) nrerror("allocation failure in ivector"); + return v-nl+NR_END; +} + +/******************free lvector **************************/ +void free_lvector(long *v, long nl, long nh) +{ + free((FREE_ARG)(v+nl-NR_END)); +} + /******************* imatrix *******************************/ int **imatrix(long nrl, long nrh, long ncl, long nch) /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ @@ -365,6 +1315,10 @@ double **matrix(long nrl, long nrh, long for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol; return m; + /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) or &(m[1][0]) +m[i] = address of ith row of the table. &(m[i]) is its value which is another adress +that of m[i][0]. In order to get the value p m[i][0] but it is unitialized. + */ } /*************************free matrix ************************/ @@ -404,7 +1358,10 @@ double ***ma3x(long nrl, long nrh, long for (j=ncl+1; j<=nch; j++) m[i][j]=m[i][j-1]+nlay; } - return m; + return m; + /* gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1]) + &(m[i][j][k]) <=> *((*(m+i) + j)+k) + */ } /*************************free ma3x ************************/ @@ -415,9 +1372,80 @@ void free_ma3x(double ***m, long nrl, lo free((FREE_ARG)(m+nrl-NR_END)); } -/***************** f1dim *************************/ -extern int ncom; -extern double *pcom,*xicom; +/*************** function subdirf ***********/ +char *subdirf(char fileres[]) +{ + /* Caution optionfilefiname is hidden */ + strcpy(tmpout,optionfilefiname); + strcat(tmpout,"/"); /* Add to the right */ + strcat(tmpout,fileres); + return tmpout; +} + +/*************** function subdirf2 ***********/ +char *subdirf2(char fileres[], char *preop) +{ + + /* Caution optionfilefiname is hidden */ + strcpy(tmpout,optionfilefiname); + strcat(tmpout,"/"); + strcat(tmpout,preop); + strcat(tmpout,fileres); + return tmpout; +} + +/*************** function subdirf3 ***********/ +char *subdirf3(char fileres[], char *preop, char *preop2) +{ + + /* Caution optionfilefiname is hidden */ + strcpy(tmpout,optionfilefiname); + strcat(tmpout,"/"); + strcat(tmpout,preop); + strcat(tmpout,preop2); + strcat(tmpout,fileres); + return tmpout; +} + +/*************** function subdirfext ***********/ +char *subdirfext(char fileres[], char *preop, char *postop) +{ + + strcpy(tmpout,preop); + strcat(tmpout,fileres); + strcat(tmpout,postop); + return tmpout; +} + +/*************** function subdirfext3 ***********/ +char *subdirfext3(char fileres[], char *preop, char *postop) +{ + + /* Caution optionfilefiname is hidden */ + strcpy(tmpout,optionfilefiname); + strcat(tmpout,"/"); + strcat(tmpout,preop); + strcat(tmpout,fileres); + strcat(tmpout,postop); + return tmpout; +} + +char *asc_diff_time(long time_sec, char ascdiff[]) +{ + long sec_left, days, hours, minutes; + days = (time_sec) / (60*60*24); + sec_left = (time_sec) % (60*60*24); + hours = (sec_left) / (60*60) ; + sec_left = (sec_left) %(60*60); + minutes = (sec_left) /60; + sec_left = (sec_left) % (60); + sprintf(ascdiff,"%ld day(s) %ld hour(s) %ld minute(s) %ld second(s)",days, hours, minutes, sec_left); + return ascdiff; +} + +/***************** f1dim *************************/ +extern int ncom; +extern double *pcom,*xicom; extern double (*nrfunc)(double []); double f1dim(double x) @@ -435,11 +1463,17 @@ double f1dim(double x) /*****************brent *************************/ double brent(double ax, double bx, double cx, double (*f)(double), double tol, double *xmin) -{ +{ + /* Given a function f, and given a bracketing triplet of abscissas ax, bx, cx (such that bx is + * between ax and cx, and f(bx) is less than both f(ax) and f(cx) ), this routine isolates + * the minimum to a fractional precision of about tol using Brent’s method. The abscissa of + * the minimum is returned as xmin, and the minimum function value is returned as brent , the + * returned function value. + */ int iter; double a,b,d,etemp; - double fu,fv,fw,fx; - double ftemp; + double fu=0,fv,fw,fx; + double ftemp=0.; double p,q,r,tol1,tol2,u,v,w,x,xm; double e=0.0; @@ -453,7 +1487,7 @@ double brent(double ax, double bx, doubl /* if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/ printf(".");fflush(stdout); fprintf(ficlog,".");fflush(ficlog); -#ifdef DEBUG +#ifdef DEBUGBRENT printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol); fprintf(ficlog,"br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol); /* if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */ @@ -488,19 +1522,19 @@ double brent(double ax, double bx, doubl if (fu <= fx) { if (u >= x) a=x; else b=x; SHFT(v,w,x,u) - SHFT(fv,fw,fx,fu) - } else { - if (u < x) a=u; else b=u; - if (fu <= fw || w == x) { - v=w; - w=u; - fv=fw; - fw=fu; - } else if (fu <= fv || v == x || v == w) { - v=u; - fv=fu; - } - } + SHFT(fv,fw,fx,fu) + } else { + if (u < x) a=u; else b=u; + if (fu <= fw || w == x) { + v=w; + w=u; + fv=fw; + fw=fu; + } else if (fu <= fv || v == x || v == w) { + v=u; + fv=fu; + } + } } nrerror("Too many iterations in brent"); *xmin=x; @@ -511,46 +1545,139 @@ double brent(double ax, double bx, doubl void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, double (*func)(double)) -{ +{ /* Given a function func , and given distinct initial points ax and bx , this routine searches in +the downhill direction (defined by the function as evaluated at the initial points) and returns +new points ax , bx , cx that bracket a minimum of the function. Also returned are the function +values at the three points, fa, fb , and fc such that fa > fb and fb < fc. + */ double ulim,u,r,q, dum; double fu; - - *fa=(*func)(*ax); - *fb=(*func)(*bx); + + double scale=10.; + int iterscale=0; + + *fa=(*func)(*ax); /* xta[j]=pcom[j]+(*ax)*xicom[j]; fa=f(xta[j])*/ + *fb=(*func)(*bx); /* xtb[j]=pcom[j]+(*bx)*xicom[j]; fb=f(xtb[j]) */ + + + /* while(*fb != *fb){ /\* *ax should be ok, reducing distance to *ax *\/ */ + /* printf("Warning mnbrak *fb = %lf, *bx=%lf *ax=%lf *fa==%lf iter=%d\n",*fb, *bx, *ax, *fa, iterscale++); */ + /* *bx = *ax - (*ax - *bx)/scale; */ + /* *fb=(*func)(*bx); /\* xtb[j]=pcom[j]+(*bx)*xicom[j]; fb=f(xtb[j]) *\/ */ + /* } */ + if (*fb > *fa) { SHFT(dum,*ax,*bx,dum) - SHFT(dum,*fb,*fa,dum) - } + SHFT(dum,*fb,*fa,dum) + } *cx=(*bx)+GOLD*(*bx-*ax); *fc=(*func)(*cx); - while (*fb > *fc) { +#ifdef DEBUG + printf("mnbrak0 *fb=%.12e *fc=%.12e\n",*fb,*fc); + fprintf(ficlog,"mnbrak0 *fb=%.12e *fc=%.12e\n",*fb,*fc); +#endif + while (*fb > *fc) { /* Declining a,b,c with fa> fb > fc */ r=(*bx-*ax)*(*fb-*fc); q=(*bx-*cx)*(*fb-*fa); u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ - (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); - ulim=(*bx)+GLIMIT*(*cx-*bx); - if ((*bx-u)*(u-*cx) > 0.0) { + (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); /* Minimum abscissa of a parabolic estimated from (a,fa), (b,fb) and (c,fc). */ + ulim=(*bx)+GLIMIT*(*cx-*bx); /* Maximum abscissa where function should be evaluated */ + if ((*bx-u)*(u-*cx) > 0.0) { /* if u_p is between b and c */ fu=(*func)(u); - } else if ((*cx-u)*(u-ulim) > 0.0) { +#ifdef DEBUG + /* f(x)=A(x-u)**2+f(u) */ + double A, fparabu; + A= (*fb - *fa)/(*bx-*ax)/(*bx+*ax-2*u); + fparabu= *fa - A*(*ax-u)*(*ax-u); + printf("mnbrak (*ax=%.12f, *fa=%.12lf), (*bx=%.12f, *fb=%.12lf), (*cx=%.12f, *fc=%.12lf), (*u=%.12f, fu=%.12lf, fparabu=%.12f)\n",*ax,*fa,*bx,*fb,*cx,*fc,u,fu, fparabu); + fprintf(ficlog, "mnbrak (*ax=%.12f, *fa=%.12lf), (*bx=%.12f, *fb=%.12lf), (*cx=%.12f, *fc=%.12lf), (*u=%.12f, fu=%.12lf, fparabu=%.12f)\n",*ax,*fa,*bx,*fb,*cx,*fc,u,fu, fparabu); + /* And thus,it can be that fu > *fc even if fparabu < *fc */ + /* mnbrak (*ax=7.666299858533, *fa=299039.693133272231), (*bx=8.595447774979, *fb=298976.598289369489), + (*cx=10.098840694817, *fc=298946.631474258087), (*u=9.852501168332, fu=298948.773013752128, fparabu=298945.434711494134) */ + /* In that case, there is no bracket in the output! Routine is wrong with many consequences.*/ +#endif +#ifdef MNBRAKORIGINAL +#else +/* if (fu > *fc) { */ +/* #ifdef DEBUG */ +/* printf("mnbrak4 fu > fc \n"); */ +/* fprintf(ficlog, "mnbrak4 fu > fc\n"); */ +/* #endif */ +/* /\* SHFT(u,*cx,*cx,u) /\\* ie a=c, c=u and u=c; in that case, next SHFT(a,b,c,u) will give a=b=b, b=c=u, c=u=c and *\\/ *\/ */ +/* /\* SHFT(*fa,*fc,fu,*fc) /\\* (b, u, c) is a bracket while test fb > fc will be fu > fc will exit *\\/ *\/ */ +/* dum=u; /\* Shifting c and u *\/ */ +/* u = *cx; */ +/* *cx = dum; */ +/* dum = fu; */ +/* fu = *fc; */ +/* *fc =dum; */ +/* } else { /\* end *\/ */ +/* #ifdef DEBUG */ +/* printf("mnbrak3 fu < fc \n"); */ +/* fprintf(ficlog, "mnbrak3 fu < fc\n"); */ +/* #endif */ +/* dum=u; /\* Shifting c and u *\/ */ +/* u = *cx; */ +/* *cx = dum; */ +/* dum = fu; */ +/* fu = *fc; */ +/* *fc =dum; */ +/* } */ +#ifdef DEBUG + printf("mnbrak34 fu < or >= fc \n"); + fprintf(ficlog, "mnbrak34 fu < fc\n"); +#endif + dum=u; /* Shifting c and u */ + u = *cx; + *cx = dum; + dum = fu; + fu = *fc; + *fc =dum; +#endif + } else if ((*cx-u)*(u-ulim) > 0.0) { /* u is after c but before ulim */ +#ifdef DEBUG + printf("mnbrak2 u after c but before ulim\n"); + fprintf(ficlog, "mnbrak2 u after c but before ulim\n"); +#endif fu=(*func)(u); if (fu < *fc) { +#ifdef DEBUG + printf("mnbrak2 u after c but before ulim AND fu < fc\n"); + fprintf(ficlog, "mnbrak2 u after c but before ulim AND fu <fc \n"); +#endif SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) - SHFT(*fb,*fc,fu,(*func)(u)) - } - } else if ((u-ulim)*(ulim-*cx) >= 0.0) { + SHFT(*fb,*fc,fu,(*func)(u)) + } + } else if ((u-ulim)*(ulim-*cx) >= 0.0) { /* u outside ulim (verifying that ulim is beyond c) */ +#ifdef DEBUG + printf("mnbrak2 u outside ulim (verifying that ulim is beyond c)\n"); + fprintf(ficlog, "mnbrak2 u outside ulim (verifying that ulim is beyond c)\n"); +#endif u=ulim; fu=(*func)(u); - } else { + } else { /* u could be left to b (if r > q parabola has a maximum) */ +#ifdef DEBUG + printf("mnbrak2 u could be left to b (if r > q parabola has a maximum)\n"); + fprintf(ficlog, "mnbrak2 u could be left to b (if r > q parabola has a maximum)\n"); +#endif u=(*cx)+GOLD*(*cx-*bx); fu=(*func)(u); - } + } /* end tests */ SHFT(*ax,*bx,*cx,u) - SHFT(*fa,*fb,*fc,fu) - } + SHFT(*fa,*fb,*fc,fu) +#ifdef DEBUG + printf("mnbrak2 (*ax=%.12f, *fa=%.12lf), (*bx=%.12f, *fb=%.12lf), (*cx=%.12f, *fc=%.12lf), (*u=%.12f, fu=%.12lf)\n",*ax,*fa,*bx,*fb,*cx,*fc,u,fu); + fprintf(ficlog, "mnbrak2 (*ax=%.12f, *fa=%.12lf), (*bx=%.12f, *fb=%.12lf), (*cx=%.12f, *fc=%.12lf), (*u=%.12f, fu=%.12lf)\n",*ax,*fa,*bx,*fb,*cx,*fc,u,fu); +#endif + } /* end while; ie return (a, b, c, fa, fb, fc) such that a < b < c with f(a) > f(b) and fb < f(c) */ } /*************** linmin ************************/ - +/* Given an n -dimensional point p[1..n] and an n -dimensional direction xi[1..n] , moves and +resets p to where the function func(p) takes on a minimum along the direction xi from p , +and replaces xi by the actual vector displacement that p was moved. Also returns as fret +the value of func at the returned location p . This is actually all accomplished by calling the +routines mnbrak and brent .*/ int ncom; double *pcom,*xicom; double (*nrfunc)(double []); @@ -565,32 +1692,111 @@ void linmin(double p[], double xi[], int int j; double xx,xmin,bx,ax; double fx,fb,fa; - + +#ifdef LINMINORIGINAL +#else + double scale=10., axs, xxs; /* Scale added for infinity */ +#endif + ncom=n; pcom=vector(1,n); xicom=vector(1,n); nrfunc=func; for (j=1;j<=n;j++) { pcom[j]=p[j]; - xicom[j]=xi[j]; + xicom[j]=xi[j]; /* Former scale xi[j] of currrent direction i */ } - ax=0.0; - xx=1.0; - mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); - *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); + +#ifdef LINMINORIGINAL + xx=1.; +#else + axs=0.0; + xxs=1.; + do{ + xx= xxs; +#endif + ax=0.; + mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); /* Outputs: xtx[j]=pcom[j]+(*xx)*xicom[j]; fx=f(xtx[j]) */ + /* brackets with inputs ax=0 and xx=1, but points, pcom=p, and directions values, xicom=xi, are sent via f1dim(x) */ + /* xt[x,j]=pcom[j]+x*xicom[j] f(ax) = f(xt(a,j=1,n)) = f(p(j) + 0 * xi(j)) and f(xx) = f(xt(x, j=1,n)) = f(p(j) + 1 * xi(j)) */ + /* Outputs: fa=f(p(j)) and fx=f(p(j) + xxs * xi(j) ) and f(bx)= f(p(j)+ bx* xi(j)) */ + /* Given input ax=axs and xx=xxs, xx might be too far from ax to get a finite f(xx) */ + /* Searches on line, outputs (ax, xx, bx) such that fx < min(fa and fb) */ + /* Find a bracket a,x,b in direction n=xi ie xicom, order may change. Scale is [0:xxs*xi[j]] et non plus [0:xi[j]]*/ +#ifdef LINMINORIGINAL +#else + if (fx != fx){ + xxs=xxs/scale; /* Trying a smaller xx, closer to initial ax=0 */ + printf("|"); + fprintf(ficlog,"|"); +#ifdef DEBUGLINMIN + printf("\nLinmin NAN : input [axs=%lf:xxs=%lf], mnbrak outputs fx=%lf <(fb=%lf and fa=%lf) with xx=%lf in [ax=%lf:bx=%lf] \n", axs, xxs, fx,fb, fa, xx, ax, bx); +#endif + } + }while(fx != fx); +#endif + +#ifdef DEBUGLINMIN + printf("\nLinmin after mnbrak: ax=%12.7f xx=%12.7f bx=%12.7f fa=%12.2f fx=%12.2f fb=%12.2f\n", ax,xx,bx,fa,fx,fb); + fprintf(ficlog,"\nLinmin after mnbrak: ax=%12.7f xx=%12.7f bx=%12.7f fa=%12.2f fx=%12.2f fb=%12.2f\n", ax,xx,bx,fa,fx,fb); +#endif + *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); /* Giving a bracketting triplet (ax, xx, bx), find a minimum, xmin, according to f1dim, *fret(xmin),*/ + /* fa = f(p[j] + ax * xi[j]), fx = f(p[j] + xx * xi[j]), fb = f(p[j] + bx * xi[j]) */ + /* fmin = f(p[j] + xmin * xi[j]) */ + /* P+lambda n in that direction (lambdamin), with TOL between abscisses */ + /* f1dim(xmin): for (j=1;j<=ncom;j++) xt[j]=pcom[j]+xmin*xicom[j]; */ #ifdef DEBUG printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin); fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin); #endif +#ifdef DEBUGLINMIN + printf("linmin end "); + fprintf(ficlog,"linmin end "); +#endif for (j=1;j<=n;j++) { +#ifdef LINMINORIGINAL xi[j] *= xmin; - p[j] += xi[j]; +#else +#ifdef DEBUGLINMIN + if(xxs <1.0) + printf(" before xi[%d]=%12.8f", j,xi[j]); +#endif + xi[j] *= xmin*xxs; /* xi rescaled by xmin and number of loops: if xmin=-1.237 and xi=(1,0,...,0) xi=(-1.237,0,...,0) */ +#ifdef DEBUGLINMIN + if(xxs <1.0) + printf(" after xi[%d]=%12.8f, xmin=%12.8f, ax=%12.8f, xx=%12.8f, bx=%12.8f, xxs=%12.8f", j,xi[j], xmin, ax, xx, bx,xxs ); +#endif +#endif + p[j] += xi[j]; /* Parameters values are updated accordingly */ } +#ifdef DEBUGLINMIN + printf("\n"); + printf("Comparing last *frec(xmin=%12.8f)=%12.8f from Brent and frec(0.)=%12.8f \n", xmin, *fret, (*func)(p)); + fprintf(ficlog,"Comparing last *frec(xmin=%12.8f)=%12.8f from Brent and frec(0.)=%12.8f \n", xmin, *fret, (*func)(p)); + for (j=1;j<=n;j++) { + printf(" xi[%d]= %14.10f p[%d]= %12.7f",j,xi[j],j,p[j]); + fprintf(ficlog," xi[%d]= %14.10f p[%d]= %12.7f",j,xi[j],j,p[j]); + if(j % ncovmodel == 0){ + printf("\n"); + fprintf(ficlog,"\n"); + } + } +#else +#endif free_vector(xicom,1,n); free_vector(pcom,1,n); } + /*************** powell ************************/ +/* +Minimization of a function func of n variables. Input consists of an initial starting point +p[1..n] ; an initial matrix xi[1..n][1..n] , whose columns contain the initial set of di- +rections (usually the n unit vectors); and ftol , the fractional tolerance in the function value +such that failure to decrease by more than this amount on one iteration signals doneness. On +output, p is set to the best point found, xi is the then-current direction set, fret is the returned +function value at p , and iter is the number of iterations taken. The routine linmin is used. + */ void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, double (*func)(double [])) { @@ -598,36 +1804,73 @@ void powell(double p[], double **xi, int double (*func)(double [])); int i,ibig,j; double del,t,*pt,*ptt,*xit; + double directest; double fp,fptt; double *xits; + int niterf, itmp; + pt=vector(1,n); ptt=vector(1,n); xit=vector(1,n); xits=vector(1,n); *fret=(*func)(p); for (j=1;j<=n;j++) pt[j]=p[j]; + rcurr_time = time(NULL); for (*iter=1;;++(*iter)) { - fp=(*fret); + fp=(*fret); /* From former iteration or initial value */ ibig=0; del=0.0; - printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret); - fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f",*iter,*fret); - for (i=1;i<=n;i++) + rlast_time=rcurr_time; + /* (void) gettimeofday(&curr_time,&tzp); */ + rcurr_time = time(NULL); + curr_time = *localtime(&rcurr_time); + printf("\nPowell iter=%d -2*LL=%.12f %ld sec. %ld sec.",*iter,*fret, rcurr_time-rlast_time, rcurr_time-rstart_time);fflush(stdout); + fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f %ld sec. %ld sec.",*iter,*fret,rcurr_time-rlast_time, rcurr_time-rstart_time); fflush(ficlog); +/* fprintf(ficrespow,"%d %.12f %ld",*iter,*fret,curr_time.tm_sec-start_time.tm_sec); */ + for (i=1;i<=n;i++) { printf(" %d %.12f",i, p[i]); - fprintf(ficlog," %d %.12f",i, p[i]); + fprintf(ficlog," %d %.12lf",i, p[i]); + fprintf(ficrespow," %.12lf", p[i]); + } printf("\n"); fprintf(ficlog,"\n"); - for (i=1;i<=n;i++) { - for (j=1;j<=n;j++) xit[j]=xi[j][i]; + fprintf(ficrespow,"\n");fflush(ficrespow); + if(*iter <=3){ + tml = *localtime(&rcurr_time); + strcpy(strcurr,asctime(&tml)); + rforecast_time=rcurr_time; + itmp = strlen(strcurr); + if(strcurr[itmp-1]=='\n') /* Windows outputs with a new line */ + strcurr[itmp-1]='\0'; + printf("\nConsidering the time needed for the last iteration #%d: %ld seconds,\n",*iter,rcurr_time-rlast_time); + fprintf(ficlog,"\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,rcurr_time-rlast_time); + for(niterf=10;niterf<=30;niterf+=10){ + rforecast_time=rcurr_time+(niterf-*iter)*(rcurr_time-rlast_time); + forecast_time = *localtime(&rforecast_time); + strcpy(strfor,asctime(&forecast_time)); + itmp = strlen(strfor); + if(strfor[itmp-1]=='\n') + strfor[itmp-1]='\0'; + printf(" - if your program needs %d iterations to converge, convergence will be \n reached in %s i.e.\n on %s (current time is %s);\n",niterf, asc_diff_time(rforecast_time-rcurr_time,tmpout),strfor,strcurr); + fprintf(ficlog," - if your program needs %d iterations to converge, convergence will be \n reached in %s i.e.\n on %s (current time is %s);\n",niterf, asc_diff_time(rforecast_time-rcurr_time,tmpout),strfor,strcurr); + } + } + for (i=1;i<=n;i++) { /* For each direction i */ + for (j=1;j<=n;j++) xit[j]=xi[j][i]; /* Directions stored from previous iteration with previous scales */ fptt=(*fret); #ifdef DEBUG - printf("fret=%lf \n",*fret); - fprintf(ficlog,"fret=%lf \n",*fret); + printf("fret=%lf, %lf, %lf \n", *fret, *fret, *fret); + fprintf(ficlog, "fret=%lf, %lf, %lf \n", *fret, *fret, *fret); #endif - printf("%d",i);fflush(stdout); + printf("%d",i);fflush(stdout); /* print direction (parameter) i */ fprintf(ficlog,"%d",i);fflush(ficlog); - linmin(p,xit,n,fret,func); - if (fabs(fptt-(*fret)) > del) { + linmin(p,xit,n,fret,func); /* Point p[n]. xit[n] has been loaded for direction i as input.*/ + /* 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 */ + /* because that direction will be replaced unless the gain del is small */ + /* in comparison with the 'probable' gain, mu^2, with the last average direction. */ + /* Unless the n directions are conjugate some gain in the determinant may be obtained */ + /* with the new direction. */ del=fabs(fptt-(*fret)); ibig=i; } @@ -640,14 +1883,29 @@ void powell(double p[], double **xi, int fprintf(ficlog," x(%d)=%.12e",j,xit[j]); } for(j=1;j<=n;j++) { - printf(" p=%.12e",p[j]); - fprintf(ficlog," p=%.12e",p[j]); + printf(" p(%d)=%.12e",j,p[j]); + fprintf(ficlog," p(%d)=%.12e",j,p[j]); } printf("\n"); fprintf(ficlog,"\n"); #endif - } - if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) { + } /* end loop on each direction i */ + /* Convergence test will use last linmin estimation (fret) and compare former iteration (fp) */ + /* 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) */ + if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) { /* Did we reach enough precision? */ + /* We could compare with a chi^2. chisquare(0.95,ddl=1)=3.84 */ + /* By adding age*age in a model, the new -2LL should be lower and the difference follows a */ + /* a chisquare statistics with 1 degree. To be significant at the 95% level, it should have */ + /* decreased of more than 3.84 */ + /* By adding age*age and V1*age the gain (-2LL) should be more than 5.99 (ddl=2) */ + /* By using V1+V2+V3, the gain should be 7.82, compared with basic 1+age. */ + /* By adding 10 parameters more the gain should be 18.31 */ + + /* Starting the program with initial values given by a former maximization will simply change */ + /* the scales of the directions and the directions, because the are reset to canonical directions */ + /* Thus the first calls to linmin will give new points and better maximizations until fp-(*fret) is */ + /* under the tolerance value. If the tolerance is very small 1.e-9, it could last long. */ #ifdef DEBUG int k[2],l; k[0]=1; @@ -677,22 +1935,82 @@ void powell(double p[], double **xi, int free_vector(ptt,1,n); free_vector(pt,1,n); return; - } + } /* enough precision */ if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); - for (j=1;j<=n;j++) { + for (j=1;j<=n;j++) { /* Computes the extrapolated point P_0 + 2 (P_n-P_0) */ ptt[j]=2.0*p[j]-pt[j]; xit[j]=p[j]-pt[j]; pt[j]=p[j]; } - fptt=(*func)(ptt); - if (fptt < fp) { - t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); - if (t < 0.0) { - linmin(p,xit,n,fret,func); + fptt=(*func)(ptt); /* f_3 */ +#ifdef POWELLF1F3 +#else + if (fptt < fp) { /* If extrapolated point is better, decide if we keep that new direction or not */ +#endif + /* (x1 f1=fp), (x2 f2=*fret), (x3 f3=fptt), (xm fm) */ + /* From x1 (P0) distance of x2 is at h and x3 is 2h */ + /* Let f"(x2) be the 2nd derivative equal everywhere. */ + /* Then the parabolic through (x1,f1), (x2,f2) and (x3,f3) */ + /* will reach at f3 = fm + h^2/2 f"m ; f" = (f1 -2f2 +f3 ) / h**2 */ + /* Conditional for using this new direction is that mu^2 = (f1-2f2+f3)^2 /2 < del */ + /* t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); */ +#ifdef NRCORIGINAL + t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)- del*SQR(fp-fptt); /* Original Numerical Recipes in C*/ +#else + t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del); /* Intel compiler doesn't work on one line; bug reported */ + t= t- del*SQR(fp-fptt); +#endif + directest = fp-2.0*(*fret)+fptt - 2.0 * del; /* If delta was big enough we change it for a new direction */ +#ifdef DEBUG + printf("t1= %.12lf, t2= %.12lf, t=%.12lf directest=%.12lf\n", 2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del),del*SQR(fp-fptt),t,directest); + fprintf(ficlog,"t1= %.12lf, t2= %.12lf, t=%.12lf directest=%.12lf\n", 2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del),del*SQR(fp-fptt),t,directest); + printf("t3= %.12lf, t4= %.12lf, t3*= %.12lf, t4*= %.12lf\n",SQR(fp-(*fret)-del),SQR(fp-fptt), + (fp-(*fret)-del)*(fp-(*fret)-del),(fp-fptt)*(fp-fptt)); + fprintf(ficlog,"t3= %.12lf, t4= %.12lf, t3*= %.12lf, t4*= %.12lf\n",SQR(fp-(*fret)-del),SQR(fp-fptt), + (fp-(*fret)-del)*(fp-(*fret)-del),(fp-fptt)*(fp-fptt)); + printf("tt= %.12lf, t=%.12lf\n",2.0*(fp-2.0*(*fret)+fptt)*(fp-(*fret)-del)*(fp-(*fret)-del)-del*(fp-fptt)*(fp-fptt),t); + fprintf(ficlog, "tt= %.12lf, t=%.12lf\n",2.0*(fp-2.0*(*fret)+fptt)*(fp-(*fret)-del)*(fp-(*fret)-del)-del*(fp-fptt)*(fp-fptt),t); +#endif +#ifdef POWELLORIGINAL + if (t < 0.0) { /* Then we use it for new direction */ +#else + 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("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 <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); + } + if (directest < 0.0) { /* Then we use it for new direction */ +#endif +#ifdef DEBUGLINMIN + printf("Before linmin in direction P%d-P0\n",n); + for (j=1;j<=n;j++) { + printf(" Before xit[%d]= %12.7f p[%d]= %12.7f",j,xit[j],j,p[j]); + fprintf(ficlog," Before xit[%d]= %12.7f p[%d]= %12.7f",j,xit[j],j,p[j]); + if(j % ncovmodel == 0){ + printf("\n"); + fprintf(ficlog,"\n"); + } + } +#endif + linmin(p,xit,n,fret,func); /* computes minimum on the extrapolated direction: changes p and rescales xit.*/ +#ifdef DEBUGLINMIN + for (j=1;j<=n;j++) { + printf("After xit[%d]= %12.7f p[%d]= %12.7f",j,xit[j],j,p[j]); + fprintf(ficlog,"After xit[%d]= %12.7f p[%d]= %12.7f",j,xit[j],j,p[j]); + if(j % ncovmodel == 0){ + printf("\n"); + fprintf(ficlog,"\n"); + } + } +#endif for (j=1;j<=n;j++) { - xi[j][ibig]=xi[j][n]; - xi[j][n]=xit[j]; + 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 */ } + 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); + #ifdef DEBUG printf("Direction changed last moved %d in place of ibig=%d, new last is the average:\n",n,ibig); fprintf(ficlog,"Direction changed last moved %d in place of ibig=%d, new last is the average:\n",n,ibig); @@ -703,151 +2021,436 @@ void powell(double p[], double **xi, int printf("\n"); fprintf(ficlog,"\n"); #endif - } - } - } + } /* end of t or directest negative */ +#ifdef POWELLF1F3 +#else + } /* end if (fptt < fp) */ +#endif + } /* loop iteration */ } -/**** Prevalence limit (stable prevalence) ****************/ +/**** Prevalence limit (stable or period prevalence) ****************/ -double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij) +double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int *ncvyear, int ij) { /* Computes the prevalence limit in each live state at age x by left multiplying the unit - matrix by transitions matrix until convergence is reached */ + matrix by transitions matrix until convergence is reached with precision ftolpl */ + /* Wx= Wx-1 Px-1= Wx-2 Px-2 Px-1 = Wx-n Px-n ... Px-2 Px-1 I */ + /* Wx is row vector: population in state 1, population in state 2, population dead */ + /* or prevalence in state 1, prevalence in state 2, 0 */ + /* newm is the matrix after multiplications, its rows are identical at a factor */ + /* Initial matrix pimij */ + /* {0.85204250825084937, 0.13044499163996345, 0.017512500109187184, */ + /* 0.090851990222114765, 0.88271245433047185, 0.026435555447413338, */ + /* 0, 0 , 1} */ + /* + * and after some iteration: */ + /* {0.45504275246439968, 0.42731458730878791, 0.11764266022681241, */ + /* 0.45201005341706885, 0.42865420071559901, 0.11933574586733192, */ + /* 0, 0 , 1} */ + /* And prevalence by suppressing the deaths are close to identical rows in prlim: */ + /* {0.51571254859325999, 0.4842874514067399, */ + /* 0.51326036147820708, 0.48673963852179264} */ + /* If we start from prlim again, prlim tends to a constant matrix */ int i, ii,j,k; - double min, max, maxmin, maxmax,sumnew=0.; - double **matprod2(); - double **out, cov[NCOVMAX], **pmij(); + double *min, *max, *meandiff, maxmax,sumnew=0.; + /* double **matprod2(); */ /* test */ + double **out, cov[NCOVMAX+1], **pmij(); double **newm; - double agefin, delaymax=50 ; /* Max number of years to converge */ + double agefin, delaymax=200. ; /* 100 Max number of years to converge */ + int ncvloop=0; + + min=vector(1,nlstate); + max=vector(1,nlstate); + meandiff=vector(1,nlstate); for (ii=1;ii<=nlstate+ndeath;ii++) for (j=1;j<=nlstate+ndeath;j++){ oldm[ii][j]=(ii==j ? 1.0 : 0.0); } - - cov[1]=1.; - - /* Even if hstepm = 1, at least one multiplication by the unit matrix */ + + cov[1]=1.; + + /* Even if hstepm = 1, at least one multiplication by the unit matrix */ + /* Start at agefin= age, computes the matrix of passage and loops decreasing agefin until convergence is reached */ for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){ + ncvloop++; newm=savm; /* Covariates have to be included here again */ - cov[2]=agefin; - - for (k=1; k<=cptcovn;k++) { - cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]]; - /* printf("ij=%d k=%d Tvar[k]=%d nbcode=%d cov=%lf codtab[ij][Tvar[k]]=%d \n",ij,k, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k], codtab[ij][Tvar[k]]);*/ - } - for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2]; - for (k=1; k<=cptcovprod;k++) - cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]]; - - /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/ - /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/ - /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/ - out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm); - + cov[2]=agefin; + if(nagesqr==1) + cov[3]= agefin*agefin;; + for (k=1; k<=cptcovn;k++) { + /* cov[2+nagesqr+k]=nbcode[Tvar[k]][codtabm(ij,Tvar[k])]; */ + cov[2+nagesqr+k]=nbcode[Tvar[k]][codtabm(ij,k)]; + /* printf("prevalim ij=%d k=%d Tvar[%d]=%d nbcode=%d cov=%lf codtabm(%d,Tvar[%d])=%d \n",ij,k, k, Tvar[k],nbcode[Tvar[k]][codtabm(ij,Tvar[k])],cov[2+k], ij, k, codtabm(ij,Tvar[k])]); */ + } + /*wrong? for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2]; */ + /* for (k=1; k<=cptcovage;k++) cov[2+nagesqr+Tage[k]]=nbcode[Tvar[k]][codtabm(ij,Tvar[k])]*cov[2]; */ + for (k=1; k<=cptcovage;k++) cov[2+nagesqr+Tage[k]]=nbcode[Tvar[k]][codtabm(ij,k)]*cov[2]; + for (k=1; k<=cptcovprod;k++) /* Useless */ + /* cov[2+nagesqr+Tprod[k]]=nbcode[Tvard[k][1]][codtabm(ij,Tvard[k][1])] * nbcode[Tvard[k][2]][codtabm(ij,Tvard[k][2])]; */ + cov[2+nagesqr+Tprod[k]]=nbcode[Tvard[k][1]][codtabm(ij,k)] * nbcode[Tvard[k][2]][codtabm(ij,k)]; + + /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/ + /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/ + /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/ + /* savm=pmij(pmmij,cov,ncovmodel,x,nlstate); */ + /* out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm); /\* Bug Valgrind *\/ */ + out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm); /* Bug Valgrind */ + savm=oldm; oldm=newm; - maxmax=0.; - for(j=1;j<=nlstate;j++){ - min=1.; - max=0.; - for(i=1; i<=nlstate; i++) { - sumnew=0; - for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k]; + + for(j=1; j<=nlstate; j++){ + max[j]=0.; + min[j]=1.; + } + for(i=1;i<=nlstate;i++){ + sumnew=0; + for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k]; + for(j=1; j<=nlstate; j++){ prlim[i][j]= newm[i][j]/(1-sumnew); - max=FMAX(max,prlim[i][j]); - min=FMIN(min,prlim[i][j]); + max[j]=FMAX(max[j],prlim[i][j]); + min[j]=FMIN(min[j],prlim[i][j]); } - maxmin=max-min; - maxmax=FMAX(maxmax,maxmin); } + + maxmax=0.; + for(j=1; j<=nlstate; j++){ + meandiff[j]=(max[j]-min[j])/(max[j]+min[j])*2.; /* mean difference for each column */ + maxmax=FMAX(maxmax,meandiff[j]); + /* printf(" age= %d meandiff[%d]=%f, agefin=%d max[%d]=%f min[%d]=%f maxmax=%f\n", (int)age, j, meandiff[j],(int)agefin, j, max[j], j, min[j],maxmax); */ + } /* j loop */ + *ncvyear= (int)age- (int)agefin; + /* printf("maxmax=%lf maxmin=%lf ncvloop=%d, age=%d, agefin=%d ncvyear=%d \n", maxmax, maxmin, ncvloop, (int)age, (int)agefin, *ncvyear); */ if(maxmax < ftolpl){ + /* printf("maxmax=%lf ncvloop=%ld, age=%d, agefin=%d ncvyear=%d \n", maxmax, ncvloop, (int)age, (int)agefin, *ncvyear); */ + free_vector(min,1,nlstate); + free_vector(max,1,nlstate); + free_vector(meandiff,1,nlstate); return prlim; } - } + } /* age loop */ + /* After some age loop it doesn't converge */ + printf("Warning: the stable prevalence at age %d did not converge with the required precision (%g > ftolpl=%g) within %.0f years. Try to lower 'ftolpl'. \n\ +Earliest age to start was %d-%d=%d, ncvloop=%d, ncvyear=%d\n", (int)age, maxmax, ftolpl, delaymax, (int)age, (int)delaymax, (int)agefin, ncvloop, *ncvyear); + /* 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(max,1,nlstate); + free_vector(meandiff,1,nlstate); + + return prlim; /* should not reach here */ +} + + + /**** Back Prevalence limit (stable or period prevalence) ****************/ + +double **bprevalim(double **bprlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int *ncvyear, int ij) +{ + /* Computes the prevalence limit in each live state at age x by left multiplying the unit + matrix by transitions matrix until convergence is reached with precision ftolpl */ + /* Wx= Wx-1 Px-1= Wx-2 Px-2 Px-1 = Wx-n Px-n ... Px-2 Px-1 I */ + /* Wx is row vector: population in state 1, population in state 2, population dead */ + /* or prevalence in state 1, prevalence in state 2, 0 */ + /* newm is the matrix after multiplications, its rows are identical at a factor */ + /* Initial matrix pimij */ + /* {0.85204250825084937, 0.13044499163996345, 0.017512500109187184, */ + /* 0.090851990222114765, 0.88271245433047185, 0.026435555447413338, */ + /* 0, 0 , 1} */ + /* + * and after some iteration: */ + /* {0.45504275246439968, 0.42731458730878791, 0.11764266022681241, */ + /* 0.45201005341706885, 0.42865420071559901, 0.11933574586733192, */ + /* 0, 0 , 1} */ + /* And prevalence by suppressing the deaths are close to identical rows in prlim: */ + /* {0.51571254859325999, 0.4842874514067399, */ + /* 0.51326036147820708, 0.48673963852179264} */ + /* If we start from prlim again, prlim tends to a constant matrix */ + + int i, ii,j,k; + double *min, *max, *meandiff, maxmax,sumnew=0.; + /* double **matprod2(); */ /* test */ + double **out, cov[NCOVMAX+1], **bmij(); + double **newm; + double agefin, delaymax=200. ; /* 100 Max number of years to converge */ + int ncvloop=0; + + min=vector(1,nlstate); + max=vector(1,nlstate); + meandiff=vector(1,nlstate); + + for (ii=1;ii<=nlstate+ndeath;ii++) + for (j=1;j<=nlstate+ndeath;j++){ + oldm[ii][j]=(ii==j ? 1.0 : 0.0); + } + + cov[1]=1.; + + /* Even if hstepm = 1, at least one multiplication by the unit matrix */ + /* Start at agefin= age, computes the matrix of passage and loops decreasing agefin until convergence is reached */ + for(agefin=age+stepm/YEARM; agefin<=age+delaymax; agefin=agefin+stepm/YEARM){ + ncvloop++; + newm=savm; + /* Covariates have to be included here again */ + cov[2]=agefin; + if(nagesqr==1) + cov[3]= agefin*agefin;; + for (k=1; k<=cptcovn;k++) { + /* cov[2+nagesqr+k]=nbcode[Tvar[k]][codtabm(ij,Tvar[k])]; */ + cov[2+nagesqr+k]=nbcode[Tvar[k]][codtabm(ij,k)]; + /* printf("prevalim ij=%d k=%d Tvar[%d]=%d nbcode=%d cov=%lf codtabm(%d,Tvar[%d])=%d \n",ij,k, k, Tvar[k],nbcode[Tvar[k]][codtabm(ij,Tvar[k])],cov[2+k], ij, k, codtabm(ij,Tvar[k])]); */ + } + /*wrong? for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2]; */ + /* for (k=1; k<=cptcovage;k++) cov[2+nagesqr+Tage[k]]=nbcode[Tvar[k]][codtabm(ij,Tvar[k])]*cov[2]; */ + for (k=1; k<=cptcovage;k++) cov[2+nagesqr+Tage[k]]=nbcode[Tvar[k]][codtabm(ij,k)]*cov[2]; + for (k=1; k<=cptcovprod;k++) /* Useless */ + /* cov[2+nagesqr+Tprod[k]]=nbcode[Tvard[k][1]][codtabm(ij,Tvard[k][1])] * nbcode[Tvard[k][2]][codtabm(ij,Tvard[k][2])]; */ + cov[2+nagesqr+Tprod[k]]=nbcode[Tvard[k][1]][codtabm(ij,k)] * nbcode[Tvard[k][2]][codtabm(ij,k)]; + + /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/ + /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/ + /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/ + /* savm=pmij(pmmij,cov,ncovmodel,x,nlstate); */ + /* out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm); /\* Bug Valgrind *\/ */ + out=matprod2(newm, oldm ,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, bmij(pmmij,cov,ncovmodel,x,nlstate)); /* Bug Valgrind */ + + savm=oldm; + oldm=newm; + + for(j=1; j<=nlstate; j++){ + max[j]=0.; + min[j]=1.; + } + /* sumnew=0; */ + /* for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k]; */ + for(j=1; j<=nlstate; j++){ + for(i=1;i<=nlstate;i++){ + /* bprlim[i][j]= newm[i][j]/(1-sumnew); */ + bprlim[i][j]= newm[i][j]; + max[i]=FMAX(max[i],bprlim[i][j]); + min[i]=FMIN(min[i],bprlim[i][j]); + } + } + + maxmax=0.; + for(i=1; i<=nlstate; i++){ + meandiff[i]=(max[i]-min[i])/(max[i]+min[i])*2.; /* mean difference for each column */ + maxmax=FMAX(maxmax,meandiff[i]); + /* printf("Back age= %d meandiff[%d]=%f, agefin=%d max[%d]=%f min[%d]=%f maxmax=%f\n", (int)age, i, meandiff[i],(int)agefin, i, max[i], i, min[i],maxmax); */ + } /* j loop */ + *ncvyear= -( (int)age- (int)agefin); + /* printf("Back maxmax=%lf ncvloop=%d, age=%d, agefin=%d ncvyear=%d \n", maxmax, ncvloop, (int)age, (int)agefin, *ncvyear); */ + if(maxmax < ftolpl){ + printf("OK Back maxmax=%lf ncvloop=%d, age=%d, agefin=%d ncvyear=%d \n", maxmax, ncvloop, (int)age, (int)agefin, *ncvyear); + free_vector(min,1,nlstate); + free_vector(max,1,nlstate); + free_vector(meandiff,1,nlstate); + return bprlim; + } + } /* age loop */ + /* After some age loop it doesn't converge */ + printf("Warning: the back stable prevalence at age %d did not converge with the required precision (%g > ftolpl=%g) within %.0f years. Try to lower 'ftolpl'. \n\ +Oldest age to start was %d-%d=%d, ncvloop=%d, ncvyear=%d\n", (int)age, maxmax, ftolpl, delaymax, (int)age, (int)delaymax, (int)agefin, ncvloop, *ncvyear); + /* 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(max,1,nlstate); + free_vector(meandiff,1,nlstate); + + return bprlim; /* should not reach here */ } /*************** transition probabilities ***************/ double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate ) { - double s1, s2; + /* According to parameters values stored in x and the covariate's values stored in cov, + computes the probability to be observed in state j being in state i by appying the + model to the ncovmodel covariates (including constant and age). + lnpijopii=ln(pij/pii)= aij+bij*age+cij*v1+dij*v2+... = sum_nc=1^ncovmodel xij(nc)*cov[nc] + and, according on how parameters are entered, the position of the coefficient xij(nc) of the + ncth covariate in the global vector x is given by the formula: + j<i nc+((i-1)*(nlstate+ndeath-1)+j-1)*ncovmodel + j>=i nc + ((i-1)*(nlstate+ndeath-1)+(j-2))*ncovmodel + Computes ln(pij/pii) (lnpijopii), deduces pij/pii by exponentiation, + sums on j different of i to get 1-pii/pii, deduces pii, and then all pij. + Outputs ps[i][j] the probability to be observed in j being in j according to + the values of the covariates cov[nc] and corresponding parameter values x[nc+shiftij] + */ + double s1, lnpijopii; /*double t34;*/ - int i,j,j1, nc, ii, jj; + int i,j, nc, ii, jj; for(i=1; i<= nlstate; i++){ - for(j=1; j<i;j++){ - for (nc=1, s2=0.;nc <=ncovmodel; nc++){ - /*s2 += param[i][j][nc]*cov[nc];*/ - s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc]; - /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/ - } - ps[i][j]=s2; - /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/ - } - for(j=i+1; j<=nlstate+ndeath;j++){ - for (nc=1, s2=0.;nc <=ncovmodel; nc++){ - s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc]; - /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/ - } - ps[i][j]=s2; - } - } - /*ps[3][2]=1;*/ - - for(i=1; i<= nlstate; i++){ - s1=0; - for(j=1; j<i; j++) - s1+=exp(ps[i][j]); - for(j=i+1; j<=nlstate+ndeath; j++) - s1+=exp(ps[i][j]); - ps[i][i]=1./(s1+1.); - for(j=1; j<i; j++) - ps[i][j]= exp(ps[i][j])*ps[i][i]; - for(j=i+1; j<=nlstate+ndeath; j++) - ps[i][j]= exp(ps[i][j])*ps[i][i]; - /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */ - } /* end i */ - - for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){ - for(jj=1; jj<= nlstate+ndeath; jj++){ - ps[ii][jj]=0; - ps[ii][ii]=1; + for(j=1; j<i;j++){ + for (nc=1, lnpijopii=0.;nc <=ncovmodel; nc++){ + /*lnpijopii += param[i][j][nc]*cov[nc];*/ + lnpijopii += x[nc+((i-1)*(nlstate+ndeath-1)+j-1)*ncovmodel]*cov[nc]; +/* printf("Int j<i s1=%.17e, lnpijopii=%.17e\n",s1,lnpijopii); */ + } + ps[i][j]=lnpijopii; /* In fact ln(pij/pii) */ +/* printf("s1=%.17e, lnpijopii=%.17e\n",s1,lnpijopii); */ + } + for(j=i+1; j<=nlstate+ndeath;j++){ + for (nc=1, lnpijopii=0.;nc <=ncovmodel; nc++){ + /*lnpijopii += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];*/ + lnpijopii += x[nc + ((i-1)*(nlstate+ndeath-1)+(j-2))*ncovmodel]*cov[nc]; +/* printf("Int j>i s1=%.17e, lnpijopii=%.17e %lx %lx\n",s1,lnpijopii,s1,lnpijopii); */ + } + ps[i][j]=lnpijopii; /* In fact ln(pij/pii) */ + } + } + + for(i=1; i<= nlstate; i++){ + s1=0; + for(j=1; j<i; j++){ + s1+=exp(ps[i][j]); /* In fact sums pij/pii */ + /*printf("debug1 %d %d ps=%lf exp(ps)=%lf s1+=%lf\n",i,j,ps[i][j],exp(ps[i][j]),s1); */ + } + for(j=i+1; j<=nlstate+ndeath; j++){ + s1+=exp(ps[i][j]); /* In fact sums pij/pii */ + /*printf("debug2 %d %d ps=%lf exp(ps)=%lf s1+=%lf\n",i,j,ps[i][j],exp(ps[i][j]),s1); */ + } + /* s1= sum_{j<>i} pij/pii=(1-pii)/pii and thus pii is known from s1 */ + ps[i][i]=1./(s1+1.); + /* Computing other pijs */ + for(j=1; j<i; j++) + ps[i][j]= exp(ps[i][j])*ps[i][i]; + for(j=i+1; j<=nlstate+ndeath; j++) + ps[i][j]= exp(ps[i][j])*ps[i][i]; + /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */ + } /* end i */ + + for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){ + for(jj=1; jj<= nlstate+ndeath; jj++){ + ps[ii][jj]=0; + ps[ii][ii]=1; + } } - } + + + /* for(ii=1; ii<= nlstate+ndeath; ii++){ */ + /* for(jj=1; jj<= nlstate+ndeath; jj++){ */ + /* printf(" pmij ps[%d][%d]=%lf ",ii,jj,ps[ii][jj]); */ + /* } */ + /* printf("\n "); */ + /* } */ + /* printf("\n ");printf("%lf ",cov[2]);*/ + /* + for(i=1; i<= npar; i++) printf("%f ",x[i]); + goto end;*/ + return ps; +} +/*************** transition probabilities ***************/ - /* for(ii=1; ii<= nlstate+ndeath; ii++){ - for(jj=1; jj<= nlstate+ndeath; jj++){ - printf("%lf ",ps[ii][jj]); - } - printf("\n "); +double **bmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate ) +{ + /* According to parameters values stored in x and the covariate's values stored in cov, + computes the probability to be observed in state j being in state i by appying the + model to the ncovmodel covariates (including constant and age). + lnpijopii=ln(pij/pii)= aij+bij*age+cij*v1+dij*v2+... = sum_nc=1^ncovmodel xij(nc)*cov[nc] + and, according on how parameters are entered, the position of the coefficient xij(nc) of the + ncth covariate in the global vector x is given by the formula: + j<i nc+((i-1)*(nlstate+ndeath-1)+j-1)*ncovmodel + j>=i nc + ((i-1)*(nlstate+ndeath-1)+(j-2))*ncovmodel + Computes ln(pij/pii) (lnpijopii), deduces pij/pii by exponentiation, + sums on j different of i to get 1-pii/pii, deduces pii, and then all pij. + Outputs ps[i][j] the probability to be observed in j being in j according to + the values of the covariates cov[nc] and corresponding parameter values x[nc+shiftij] + */ + double s1, lnpijopii; + /*double t34;*/ + int i,j, nc, ii, jj; + + for(i=1; i<= nlstate; i++){ + for(j=1; j<i;j++){ + for (nc=1, lnpijopii=0.;nc <=ncovmodel; nc++){ + /*lnpijopii += param[i][j][nc]*cov[nc];*/ + lnpijopii += x[nc+((i-1)*(nlstate+ndeath-1)+j-1)*ncovmodel]*cov[nc]; +/* printf("Int j<i s1=%.17e, lnpijopii=%.17e\n",s1,lnpijopii); */ + } + ps[i][j]=lnpijopii; /* In fact ln(pij/pii) */ +/* printf("s1=%.17e, lnpijopii=%.17e\n",s1,lnpijopii); */ + } + for(j=i+1; j<=nlstate+ndeath;j++){ + for (nc=1, lnpijopii=0.;nc <=ncovmodel; nc++){ + /*lnpijopii += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];*/ + lnpijopii += x[nc + ((i-1)*(nlstate+ndeath-1)+(j-2))*ncovmodel]*cov[nc]; +/* printf("Int j>i s1=%.17e, lnpijopii=%.17e %lx %lx\n",s1,lnpijopii,s1,lnpijopii); */ + } + ps[i][j]=lnpijopii; /* In fact ln(pij/pii) */ + } } - printf("\n ");printf("%lf ",cov[2]);*/ -/* - for(i=1; i<= npar; i++) printf("%f ",x[i]); - goto end;*/ + + for(i=1; i<= nlstate; i++){ + s1=0; + for(j=1; j<i; j++){ + s1+=exp(ps[i][j]); /* In fact sums pij/pii */ + /*printf("debug1 %d %d ps=%lf exp(ps)=%lf s1+=%lf\n",i,j,ps[i][j],exp(ps[i][j]),s1); */ + } + for(j=i+1; j<=nlstate+ndeath; j++){ + s1+=exp(ps[i][j]); /* In fact sums pij/pii */ + /*printf("debug2 %d %d ps=%lf exp(ps)=%lf s1+=%lf\n",i,j,ps[i][j],exp(ps[i][j]),s1); */ + } + /* s1= sum_{j<>i} pij/pii=(1-pii)/pii and thus pii is known from s1 */ + ps[i][i]=1./(s1+1.); + /* Computing other pijs */ + for(j=1; j<i; j++) + ps[i][j]= exp(ps[i][j])*ps[i][i]; + for(j=i+1; j<=nlstate+ndeath; j++) + ps[i][j]= exp(ps[i][j])*ps[i][i]; + /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */ + } /* end i */ + + for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){ + for(jj=1; jj<= nlstate+ndeath; jj++){ + ps[ii][jj]=0; + ps[ii][ii]=1; + } + } + /* Added for backcast */ + for(jj=1; jj<= nlstate; jj++){ + s1=0.; + for(ii=1; ii<= nlstate; ii++){ + s1+=ps[ii][jj]; + } + for(ii=1; ii<= nlstate; ii++){ + ps[ii][jj]=ps[ii][jj]/s1; + } + } + + /* for(ii=1; ii<= nlstate+ndeath; ii++){ */ + /* for(jj=1; jj<= nlstate+ndeath; jj++){ */ + /* printf(" pmij ps[%d][%d]=%lf ",ii,jj,ps[ii][jj]); */ + /* } */ + /* printf("\n "); */ + /* } */ + /* printf("\n ");printf("%lf ",cov[2]);*/ + /* + for(i=1; i<= npar; i++) printf("%f ",x[i]); + goto end;*/ return ps; } + /**************** Product of 2 matrices ******************/ -double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b) +double **matprod2(double **out, double **in,int nrl, int nrh, int ncl, int nch, int ncolol, int ncoloh, double **b) { /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */ /* in, b, out are matrice of pointers which should have been initialized before: only the contents of out is modified. The function returns a pointer to pointers identical to out */ - long i, j, k; + int i, j, k; for(i=nrl; i<= nrh; i++) - for(k=ncolol; k<=ncoloh; k++) - for(j=ncl,out[i][k]=0.; j<=nch; j++) - out[i][k] +=in[i][j]*b[j][k]; - + for(k=ncolol; k<=ncoloh; k++){ + out[i][k]=0.; + for(j=ncl; j<=nch; j++) + out[i][k] +=in[i][j]*b[j][k]; + } return out; } @@ -869,8 +2472,10 @@ double ***hpxij(double ***po, int nhstep */ int i, j, d, h, k; - double **out, cov[NCOVMAX]; + double **out, cov[NCOVMAX+1]; double **newm; + double agexact; + double agebegin, ageend; /* Hstepm could be zero and should return the unit matrix */ for (i=1;i<=nlstate+ndeath;i++) @@ -884,83 +2489,226 @@ double ***hpxij(double ***po, int nhstep newm=savm; /* Covariates have to be included here again */ cov[1]=1.; - cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM; - for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]]; - for (k=1; k<=cptcovage;k++) - cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2]; - for (k=1; k<=cptcovprod;k++) - cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]]; + agexact=age+((h-1)*hstepm + (d-1))*stepm/YEARM; /* age just before transition */ + cov[2]=agexact; + if(nagesqr==1) + cov[3]= agexact*agexact; + for (k=1; k<=cptcovn;k++) + cov[2+nagesqr+k]=nbcode[Tvar[k]][codtabm(ij,k)]; + /* cov[2+nagesqr+k]=nbcode[Tvar[k]][codtabm(ij,Tvar[k])]; */ + for (k=1; k<=cptcovage;k++) /* Should start at cptcovn+1 */ + /* cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2]; */ + cov[2+nagesqr+Tage[k]]=nbcode[Tvar[Tage[k]]][codtabm(ij,k)]*cov[2]; + /* cov[2+nagesqr+Tage[k]]=nbcode[Tvar[Tage[k]]][codtabm(ij,Tvar[Tage[k]])]*cov[2]; */ + for (k=1; k<=cptcovprod;k++) /* Useless because included in cptcovn */ + cov[2+nagesqr+Tprod[k]]=nbcode[Tvard[k][1]][codtabm(ij,k)]*nbcode[Tvard[k][2]][codtabm(ij,k)]; + /* cov[2+nagesqr+Tprod[k]]=nbcode[Tvard[k][1]][codtabm(ij,Tvard[k][1])]*nbcode[Tvard[k][2]][codtabm(ij,Tvard[k][2])]; */ /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/ /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/ out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, pmij(pmmij,cov,ncovmodel,x,nlstate)); + /* if((int)age == 70){ */ + /* printf(" Forward hpxij age=%d agexact=%f d=%d nhstepm=%d hstepm=%d\n", (int) age, agexact, d, nhstepm, hstepm); */ + /* for(i=1; i<=nlstate+ndeath; i++) { */ + /* printf("%d pmmij ",i); */ + /* for(j=1;j<=nlstate+ndeath;j++) { */ + /* printf("%f ",pmmij[i][j]); */ + /* } */ + /* printf(" oldm "); */ + /* for(j=1;j<=nlstate+ndeath;j++) { */ + /* printf("%f ",oldm[i][j]); */ + /* } */ + /* printf("\n"); */ + /* } */ + /* } */ savm=oldm; oldm=newm; } for(i=1; i<=nlstate+ndeath; i++) for(j=1;j<=nlstate+ndeath;j++) { po[i][j][h]=newm[i][j]; - /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]); - */ + /*if(h==nhstepm) printf("po[%d][%d][%d]=%f ",i,j,h,po[i][j][h]);*/ } + /*printf("h=%d ",h);*/ } /* end h */ +/* printf("\n H=%d \n",h); */ return po; } +/************* Higher Back Matrix Product ***************/ -/*************** log-likelihood *************/ -double func( double *x) +double ***hbxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij ) { - int i, ii, j, k, mi, d, kk; - double l, ll[NLSTATEMAX], cov[NCOVMAX]; - double **out; - double sw; /* Sum of weights */ - double lli; /* Individual log likelihood */ - int s1, s2; - double bbh, survp; - long ipmx; - /*extern weight */ - /* We are differentiating ll according to initial status */ - /* for (i=1;i<=npar;i++) printf("%f ", x[i]);*/ - /*for(i=1;i<imx;i++) - printf(" %d\n",s[4][i]); - */ - cov[1]=1.; + /* Computes the transition matrix starting at age 'age' over + 'nhstepm*hstepm*stepm' months (i.e. until + age (in years) age+nhstepm*hstepm*stepm/12) by multiplying + nhstepm*hstepm matrices. + Output is stored in matrix po[i][j][h] for h every 'hstepm' step + (typically every 2 years instead of every month which is too big + for the memory). + Model is determined by parameters x and covariates have to be + included manually here. - for(k=1; k<=nlstate; k++) ll[k]=0.; + */ - if(mle==1){ - for (i=1,ipmx=0, sw=0.; i<=imx; i++){ - for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i]; - for(mi=1; mi<= wav[i]-1; mi++){ - for (ii=1;ii<=nlstate+ndeath;ii++) - for (j=1;j<=nlstate+ndeath;j++){ - oldm[ii][j]=(ii==j ? 1.0 : 0.0); - savm[ii][j]=(ii==j ? 1.0 : 0.0); - } - for(d=0; d<dh[mi][i]; d++){ - newm=savm; - cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM; - for (kk=1; kk<=cptcovage;kk++) { - cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2]; - } - out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath, - 1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate)); - savm=oldm; - oldm=newm; - } /* end mult */ - - /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */ - /* But now since version 0.9 we anticipate for bias and large stepm. - * If stepm is larger than one month (smallest stepm) and if the exact delay + int i, j, d, h, k; + double **out, cov[NCOVMAX+1]; + double **newm; + double agexact; + double agebegin, ageend; + + /* Hstepm could be zero and should return the unit matrix */ + for (i=1;i<=nlstate+ndeath;i++) + for (j=1;j<=nlstate+ndeath;j++){ + oldm[i][j]=(i==j ? 1.0 : 0.0); + po[i][j][0]=(i==j ? 1.0 : 0.0); + } + /* Even if hstepm = 1, at least one multiplication by the unit matrix */ + for(h=1; h <=nhstepm; h++){ + for(d=1; d <=hstepm; d++){ + newm=savm; + /* Covariates have to be included here again */ + cov[1]=1.; + agexact=age-((h-1)*hstepm + (d-1))*stepm/YEARM; /* age just before transition */ + /* agexact=age+((h-1)*hstepm + (d-1))*stepm/YEARM; /\* age just before transition *\/ */ + cov[2]=agexact; + if(nagesqr==1) + cov[3]= agexact*agexact; + for (k=1; k<=cptcovn;k++) + cov[2+nagesqr+k]=nbcode[Tvar[k]][codtabm(ij,k)]; + /* cov[2+nagesqr+k]=nbcode[Tvar[k]][codtabm(ij,Tvar[k])]; */ + for (k=1; k<=cptcovage;k++) /* Should start at cptcovn+1 */ + /* cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2]; */ + cov[2+nagesqr+Tage[k]]=nbcode[Tvar[Tage[k]]][codtabm(ij,k)]*cov[2]; + /* cov[2+nagesqr+Tage[k]]=nbcode[Tvar[Tage[k]]][codtabm(ij,Tvar[Tage[k]])]*cov[2]; */ + for (k=1; k<=cptcovprod;k++) /* Useless because included in cptcovn */ + cov[2+nagesqr+Tprod[k]]=nbcode[Tvard[k][1]][codtabm(ij,k)]*nbcode[Tvard[k][2]][codtabm(ij,k)]; + /* cov[2+nagesqr+Tprod[k]]=nbcode[Tvard[k][1]][codtabm(ij,Tvard[k][1])]*nbcode[Tvard[k][2]][codtabm(ij,Tvard[k][2])]; */ + + + /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/ + /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/ + out=matprod2(newm, bmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, + oldm); + /* if((int)age == 70){ */ + /* printf(" Backward hbxij age=%d agexact=%f d=%d nhstepm=%d hstepm=%d\n", (int) age, agexact, d, nhstepm, hstepm); */ + /* for(i=1; i<=nlstate+ndeath; i++) { */ + /* printf("%d pmmij ",i); */ + /* for(j=1;j<=nlstate+ndeath;j++) { */ + /* printf("%f ",pmmij[i][j]); */ + /* } */ + /* printf(" oldm "); */ + /* for(j=1;j<=nlstate+ndeath;j++) { */ + /* printf("%f ",oldm[i][j]); */ + /* } */ + /* printf("\n"); */ + /* } */ + /* } */ + savm=oldm; + oldm=newm; + } + for(i=1; i<=nlstate+ndeath; i++) + for(j=1;j<=nlstate+ndeath;j++) { + po[i][j][h]=newm[i][j]; + /*if(h==nhstepm) printf("po[%d][%d][%d]=%f ",i,j,h,po[i][j][h]);*/ + } + /*printf("h=%d ",h);*/ + } /* end h */ +/* printf("\n H=%d \n",h); */ + return po; +} + + +#ifdef NLOPT + double myfunc(unsigned n, const double *p1, double *grad, void *pd){ + double fret; + double *xt; + int j; + myfunc_data *d2 = (myfunc_data *) pd; +/* xt = (p1-1); */ + xt=vector(1,n); + for (j=1;j<=n;j++) xt[j]=p1[j-1]; /* xt[1]=p1[0] */ + + fret=(d2->function)(xt); /* p xt[1]@8 is fine */ + /* fret=(*func)(xt); /\* p xt[1]@8 is fine *\/ */ + printf("Function = %.12lf ",fret); + for (j=1;j<=n;j++) printf(" %d %.8lf", j, xt[j]); + printf("\n"); + free_vector(xt,1,n); + return fret; +} +#endif + +/*************** log-likelihood *************/ +double func( double *x) +{ + int i, ii, j, k, mi, d, kk; + double l, ll[NLSTATEMAX+1], cov[NCOVMAX+1]; + double **out; + double sw; /* Sum of weights */ + double lli; /* Individual log likelihood */ + int s1, s2; + double bbh, survp; + long ipmx; + double agexact; + /*extern weight */ + /* We are differentiating ll according to initial status */ + /* for (i=1;i<=npar;i++) printf("%f ", x[i]);*/ + /*for(i=1;i<imx;i++) + printf(" %d\n",s[4][i]); + */ + + ++countcallfunc; + + cov[1]=1.; + + for(k=1; k<=nlstate; k++) ll[k]=0.; + + if(mle==1){ + for (i=1,ipmx=0, sw=0.; i<=imx; i++){ + /* Computes the values of the ncovmodel covariates of the model + depending if the covariates are fixed or variying (age dependent) and stores them in cov[] + Then computes with function pmij which return a matrix p[i][j] giving the elementary probability + to be observed in j being in i according to the model. + */ + for (k=1; k<=cptcovn;k++){ /* Simple and product covariates without age* products */ + cov[2+nagesqr+k]=covar[Tvar[k]][i]; + } + /* In model V2+V1*V4+age*V3+V3*V2 Tvar[1] is V2, Tvar[2=V1*V4] + is 6, Tvar[3=age*V3] should not be computed because of age Tvar[4=V3*V2] + has been calculated etc */ + for(mi=1; mi<= wav[i]-1; mi++){ + for (ii=1;ii<=nlstate+ndeath;ii++) + for (j=1;j<=nlstate+ndeath;j++){ + oldm[ii][j]=(ii==j ? 1.0 : 0.0); + savm[ii][j]=(ii==j ? 1.0 : 0.0); + } + for(d=0; d<dh[mi][i]; d++){ + newm=savm; + agexact=agev[mw[mi][i]][i]+d*stepm/YEARM; + cov[2]=agexact; + if(nagesqr==1) + cov[3]= agexact*agexact; + for (kk=1; kk<=cptcovage;kk++) { + cov[Tage[kk]+2+nagesqr]=covar[Tvar[Tage[kk]]][i]*agexact; /* Tage[kk] gives the data-covariate associated with age */ + } + out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath, + 1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate)); + savm=oldm; + oldm=newm; + } /* end mult */ + + /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */ + /* But now since version 0.9 we anticipate for bias at large stepm. + * If stepm is larger than one month (smallest stepm) and if the exact delay * (in months) between two waves is not a multiple of stepm, we rounded to * the nearest (and in case of equal distance, to the lowest) interval but now * we keep into memory the bias bh[mi][i] and also the previous matrix product - * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the + * (i.e to dh[mi][i]-1) saved in 'savm'. Then we inter(extra)polate the * probability in order to take into account the bias as a fraction of the way - * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies + * from savm to out if bh is negative or even beyond if bh is positive. bh varies * -stepm/2 to stepm/2 . * For stepm=1 the results are the same as for previous versions of Imach. * For stepm > 1 the results are less biased than in previous versions. @@ -968,22 +2716,91 @@ double func( double *x) s1=s[mw[mi][i]][i]; s2=s[mw[mi+1][i]][i]; bbh=(double)bh[mi][i]/(double)stepm; - /* bias is positive if real duration + /* bias bh is positive if real duration * is higher than the multiple of stepm and negative otherwise. */ /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/ - lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2])); /* linear interpolation */ + if( s2 > nlstate){ + /* i.e. if s2 is a death state and if the date of death is known + then the contribution to the likelihood is the probability to + die between last step unit time and current step unit time, + which is also equal to probability to die before dh + minus probability to die before dh-stepm . + In version up to 0.92 likelihood was computed + as if date of death was unknown. Death was treated as any other + health state: the date of the interview describes the actual state + and not the date of a change in health state. The former idea was + to consider that at each interview the state was recorded + (healthy, disable or death) and IMaCh was corrected; but when we + introduced the exact date of death then we should have modified + the contribution of an exact death to the likelihood. This new + contribution is smaller and very dependent of the step unit + stepm. It is no more the probability to die between last interview + and month of death but the probability to survive from last + interview up to one month before death multiplied by the + probability to die within a month. Thanks to Chris + Jackson for correcting this bug. Former versions increased + mortality artificially. The bad side is that we add another loop + which slows down the processing. The difference can be up to 10% + lower mortality. + */ + /* If, at the beginning of the maximization mostly, the + cumulative probability or probability to be dead is + constant (ie = 1) over time d, the difference is equal to + 0. out[s1][3] = savm[s1][3]: probability, being at state + s1 at precedent wave, to be dead a month before current + wave is equal to probability, being at state s1 at + precedent wave, to be dead at mont of the current + wave. Then the observed probability (that this person died) + is null according to current estimated parameter. In fact, + it should be very low but not zero otherwise the log go to + infinity. + */ +/* #ifdef INFINITYORIGINAL */ +/* lli=log(out[s1][s2] - savm[s1][s2]); */ +/* #else */ +/* if ((out[s1][s2] - savm[s1][s2]) < mytinydouble) */ +/* lli=log(mytinydouble); */ +/* else */ +/* lli=log(out[s1][s2] - savm[s1][s2]); */ +/* #endif */ + lli=log(out[s1][s2] - savm[s1][s2]); + + } else if ( s2==-1 ) { /* alive */ + for (j=1,survp=0. ; j<=nlstate; j++) + survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j]; + /*survp += out[s1][j]; */ + lli= log(survp); + } + else if (s2==-4) { + for (j=3,survp=0. ; j<=nlstate; j++) + survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j]; + lli= log(survp); + } + else if (s2==-5) { + for (j=1,survp=0. ; j<=2; j++) + survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j]; + lli= log(survp); + } + else{ + lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */ + /* lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2]));*/ /* linear interpolation */ + } /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/ /*if(lli ==000.0)*/ /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */ - ipmx +=1; + ipmx +=1; sw += weight[i]; ll[s[mw[mi][i]][i]] += 2*weight[i]*lli; + /* if (lli < log(mytinydouble)){ */ + /* printf("Close to inf lli = %.10lf < %.10lf i= %d mi= %d, s[%d][i]=%d s1=%d s2=%d\n", lli,log(mytinydouble), i, mi,mw[mi][i], s[mw[mi][i]][i], s1,s2); */ + /* fprintf(ficlog,"Close to inf lli = %.10lf i= %d mi= %d, s[mw[mi][i]][i]=%d\n", lli, i, mi,s[mw[mi][i]][i]); */ + /* } */ } /* end of wave */ } /* end of individual */ } else if(mle==2){ for (i=1,ipmx=0, sw=0.; i<=imx; i++){ - for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i]; + for (k=1; k<=cptcovn;k++) cov[2+nagesqr+k]=covar[Tvar[k]][i]; for(mi=1; mi<= wav[i]-1; mi++){ for (ii=1;ii<=nlstate+ndeath;ii++) for (j=1;j<=nlstate+ndeath;j++){ @@ -992,9 +2809,12 @@ double func( double *x) } for(d=0; d<=dh[mi][i]; d++){ newm=savm; - cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM; + agexact=agev[mw[mi][i]][i]+d*stepm/YEARM; + cov[2]=agexact; + if(nagesqr==1) + cov[3]= agexact*agexact; for (kk=1; kk<=cptcovage;kk++) { - cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2]; + cov[Tage[kk]+2+nagesqr]=covar[Tvar[Tage[kk]]][i]*agexact; } out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath, 1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate)); @@ -1002,31 +2822,10 @@ double func( double *x) oldm=newm; } /* end mult */ - /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */ - /* But now since version 0.9 we anticipate for bias and large stepm. - * If stepm is larger than one month (smallest stepm) and if the exact delay - * (in months) between two waves is not a multiple of stepm, we rounded to - * the nearest (and in case of equal distance, to the lowest) interval but now - * we keep into memory the bias bh[mi][i] and also the previous matrix product - * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the - * probability in order to take into account the bias as a fraction of the way - * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies - * -stepm/2 to stepm/2 . - * For stepm=1 the results are the same as for previous versions of Imach. - * For stepm > 1 the results are less biased than in previous versions. - */ s1=s[mw[mi][i]][i]; s2=s[mw[mi+1][i]][i]; bbh=(double)bh[mi][i]/(double)stepm; - /* bias is positive if real duration - * is higher than the multiple of stepm and negative otherwise. - */ lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2])); /* linear interpolation */ - /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/ - /*lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.-+bh)*out[s1][s2])); */ /* exponential interpolation */ - /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/ - /*if(lli ==000.0)*/ - /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */ ipmx +=1; sw += weight[i]; ll[s[mw[mi][i]][i]] += 2*weight[i]*lli; @@ -1034,7 +2833,7 @@ double func( double *x) } /* end of individual */ } else if(mle==3){ /* exponential inter-extrapolation */ for (i=1,ipmx=0, sw=0.; i<=imx; i++){ - for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i]; + for (k=1; k<=cptcovn;k++) cov[2+nagesqr+k]=covar[Tvar[k]][i]; for(mi=1; mi<= wav[i]-1; mi++){ for (ii=1;ii<=nlstate+ndeath;ii++) for (j=1;j<=nlstate+ndeath;j++){ @@ -1043,9 +2842,12 @@ double func( double *x) } for(d=0; d<dh[mi][i]; d++){ newm=savm; - cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM; + agexact=agev[mw[mi][i]][i]+d*stepm/YEARM; + cov[2]=agexact; + if(nagesqr==1) + cov[3]= agexact*agexact; for (kk=1; kk<=cptcovage;kk++) { - cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2]; + cov[Tage[kk]+2+nagesqr]=covar[Tvar[Tage[kk]]][i]*agexact; } out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath, 1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate)); @@ -1053,38 +2855,60 @@ double func( double *x) oldm=newm; } /* end mult */ - /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */ - /* But now since version 0.9 we anticipate for bias and large stepm. - * If stepm is larger than one month (smallest stepm) and if the exact delay - * (in months) between two waves is not a multiple of stepm, we rounded to - * the nearest (and in case of equal distance, to the lowest) interval but now - * we keep into memory the bias bh[mi][i] and also the previous matrix product - * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the - * probability in order to take into account the bias as a fraction of the way - * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies - * -stepm/2 to stepm/2 . - * For stepm=1 the results are the same as for previous versions of Imach. - * For stepm > 1 the results are less biased than in previous versions. - */ s1=s[mw[mi][i]][i]; s2=s[mw[mi+1][i]][i]; bbh=(double)bh[mi][i]/(double)stepm; - /* bias is positive if real duration - * is higher than the multiple of stepm and negative otherwise. - */ - /* lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2])); */ /* linear interpolation */ lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* exponential inter-extrapolation */ - /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/ - /*if(lli ==000.0)*/ - /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */ ipmx +=1; sw += weight[i]; ll[s[mw[mi][i]][i]] += 2*weight[i]*lli; } /* end of wave */ } /* end of individual */ - }else{ /* ml=4 no inter-extrapolation */ + }else if (mle==4){ /* ml=4 no inter-extrapolation */ + for (i=1,ipmx=0, sw=0.; i<=imx; i++){ + for (k=1; k<=cptcovn;k++) cov[2+nagesqr+k]=covar[Tvar[k]][i]; + for(mi=1; mi<= wav[i]-1; mi++){ + for (ii=1;ii<=nlstate+ndeath;ii++) + for (j=1;j<=nlstate+ndeath;j++){ + oldm[ii][j]=(ii==j ? 1.0 : 0.0); + savm[ii][j]=(ii==j ? 1.0 : 0.0); + } + for(d=0; d<dh[mi][i]; d++){ + newm=savm; + agexact=agev[mw[mi][i]][i]+d*stepm/YEARM; + cov[2]=agexact; + if(nagesqr==1) + cov[3]= agexact*agexact; + for (kk=1; kk<=cptcovage;kk++) { + cov[Tage[kk]+2+nagesqr]=covar[Tvar[Tage[kk]]][i]*agexact; + } + + out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath, + 1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate)); + savm=oldm; + oldm=newm; + } /* end mult */ + + s1=s[mw[mi][i]][i]; + s2=s[mw[mi+1][i]][i]; + if( s2 > nlstate){ + lli=log(out[s1][s2] - savm[s1][s2]); + } else if ( s2==-1 ) { /* alive */ + for (j=1,survp=0. ; j<=nlstate; j++) + survp += out[s1][j]; + lli= log(survp); + }else{ + lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */ + } + ipmx +=1; + sw += weight[i]; + ll[s[mw[mi][i]][i]] += 2*weight[i]*lli; +/* printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */ + } /* end of wave */ + } /* end of individual */ + }else{ /* ml=5 no inter-extrapolation no jackson =0.8a */ for (i=1,ipmx=0, sw=0.; i<=imx; i++){ - for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i]; + for (k=1; k<=cptcovn;k++) cov[2+nagesqr+k]=covar[Tvar[k]][i]; for(mi=1; mi<= wav[i]-1; mi++){ for (ii=1;ii<=nlstate+ndeath;ii++) for (j=1;j<=nlstate+ndeath;j++){ @@ -1093,9 +2917,12 @@ double func( double *x) } for(d=0; d<dh[mi][i]; d++){ newm=savm; - cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM; + agexact=agev[mw[mi][i]][i]+d*stepm/YEARM; + cov[2]=agexact; + if(nagesqr==1) + cov[3]= agexact*agexact; for (kk=1; kk<=cptcovage;kk++) { - cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2]; + cov[Tage[kk]+2+nagesqr]=covar[Tvar[Tage[kk]]][i]*agexact; } out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath, @@ -1104,10 +2931,13 @@ double func( double *x) oldm=newm; } /* end mult */ + s1=s[mw[mi][i]][i]; + s2=s[mw[mi+1][i]][i]; lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */ ipmx +=1; sw += weight[i]; ll[s[mw[mi][i]][i]] += 2*weight[i]*lli; + /*printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]);*/ } /* end of wave */ } /* end of individual */ } /* End of if */ @@ -1117,58 +2947,275 @@ double func( double *x) return -l; } +/*************** log-likelihood *************/ +double funcone( double *x) +{ + /* Same as likeli but slower because of a lot of printf and if */ + int i, ii, j, k, mi, d, kk; + double l, ll[NLSTATEMAX+1], cov[NCOVMAX+1]; + double **out; + double lli; /* Individual log likelihood */ + double llt; + int s1, s2; + double bbh, survp; + double agexact; + double agebegin, ageend; + /*extern weight */ + /* We are differentiating ll according to initial status */ + /* for (i=1;i<=npar;i++) printf("%f ", x[i]);*/ + /*for(i=1;i<imx;i++) + printf(" %d\n",s[4][i]); + */ + cov[1]=1.; + + for(k=1; k<=nlstate; k++) ll[k]=0.; + + for (i=1,ipmx=0, sw=0.; i<=imx; i++){ + for (k=1; k<=cptcovn;k++) cov[2+nagesqr+k]=covar[Tvar[k]][i]; + for(mi=1; mi<= wav[i]-1; mi++){ + for (ii=1;ii<=nlstate+ndeath;ii++) + for (j=1;j<=nlstate+ndeath;j++){ + oldm[ii][j]=(ii==j ? 1.0 : 0.0); + savm[ii][j]=(ii==j ? 1.0 : 0.0); + } + + agebegin=agev[mw[mi][i]][i]; /* Age at beginning of effective wave */ + ageend=agev[mw[mi][i]][i] + (dh[mi][i])*stepm/YEARM; /* Age at end of effective wave and at the end of transition */ + for(d=0; d<dh[mi][i]; d++){ /* Delay between two effective waves */ + /*dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i] + and mw[mi+1][i]. dh depends on stepm.*/ + newm=savm; + agexact=agev[mw[mi][i]][i]+d*stepm/YEARM; + cov[2]=agexact; + if(nagesqr==1) + cov[3]= agexact*agexact; + for (kk=1; kk<=cptcovage;kk++) { + cov[Tage[kk]+2+nagesqr]=covar[Tvar[Tage[kk]]][i]*agexact; + } + + /* savm=pmij(pmmij,cov,ncovmodel,x,nlstate); */ + out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath, + 1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate)); + /* out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath, */ + /* 1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate)); */ + savm=oldm; + oldm=newm; + } /* end mult */ + + s1=s[mw[mi][i]][i]; + s2=s[mw[mi+1][i]][i]; + /* if(s2==-1){ */ + /* printf(" s1=%d, s2=%d i=%d \n", s1, s2, i); */ + /* /\* exit(1); *\/ */ + /* } */ + bbh=(double)bh[mi][i]/(double)stepm; + /* bias is positive if real duration + * is higher than the multiple of stepm and negative otherwise. + */ + if( s2 > nlstate && (mle <5) ){ /* Jackson */ + lli=log(out[s1][s2] - savm[s1][s2]); + } else if ( s2==-1 ) { /* alive */ + for (j=1,survp=0. ; j<=nlstate; j++) + survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j]; + lli= log(survp); + }else if (mle==1){ + lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */ + } else if(mle==2){ + lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* linear interpolation */ + } else if(mle==3){ /* exponential inter-extrapolation */ + lli= (savm[s1][s2]>(double)1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* exponential inter-extrapolation */ + } else if (mle==4){ /* mle=4 no inter-extrapolation */ + lli=log(out[s1][s2]); /* Original formula */ + } else{ /* mle=0 back to 1 */ + lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */ + /*lli=log(out[s1][s2]); */ /* Original formula */ + } /* End of if */ + ipmx +=1; + sw += weight[i]; + ll[s[mw[mi][i]][i]] += 2*weight[i]*lli; + /*printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */ + if(globpr){ + fprintf(ficresilk,"%9ld %6.1f %6.1f %6d %2d %2d %2d %2d %3d %11.6f %8.4f %8.3f\ + %11.6f %11.6f %11.6f ", \ + num[i], agebegin, ageend, i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],weight[i]*gipmx/gsw, + 2*weight[i]*lli,out[s1][s2],savm[s1][s2]); + for(k=1,llt=0.,l=0.; k<=nlstate; k++){ + llt +=ll[k]*gipmx/gsw; + fprintf(ficresilk," %10.6f",-ll[k]*gipmx/gsw); + } + fprintf(ficresilk," %10.6f\n", -llt); + } + } /* end of wave */ + } /* end of individual */ + for(k=1,l=0.; k<=nlstate; k++) l += ll[k]; + /* printf("l1=%f l2=%f ",ll[1],ll[2]); */ + l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */ + if(globpr==0){ /* First time we count the contributions and weights */ + gipmx=ipmx; + gsw=sw; + } + return -l; +} + + +/*************** function likelione ***********/ +void likelione(FILE *ficres,double p[], int npar, int nlstate, int *globpri, long *ipmx, double *sw, double *fretone, double (*funcone)(double [])) +{ + /* This routine should help understanding what is done with + the selection of individuals/waves and + to check the exact contribution to the likelihood. + Plotting could be done. + */ + int k; + + if(*globpri !=0){ /* Just counts and sums, no printings */ + strcpy(fileresilk,"ILK_"); + strcat(fileresilk,fileresu); + if((ficresilk=fopen(fileresilk,"w"))==NULL) { + printf("Problem with resultfile: %s\n", fileresilk); + fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk); + } + fprintf(ficresilk, "#individual(line's_record) count ageb ageend s1 s2 wave# effective_wave# number_of_matrices_product pij weight weight/gpw -2ln(pij)*weight 0pij_x 0pij_(x-stepm) cumulating_loglikeli_by_health_state(reweighted=-2ll*weightXnumber_of_contribs/sum_of_weights) and_total\n"); + fprintf(ficresilk, "#num_i ageb agend i s1 s2 mi mw dh likeli weight %%weight 2wlli out sav "); + /* i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],2*weight[i]*lli,out[s1][s2],savm[s1][s2]); */ + for(k=1; k<=nlstate; k++) + fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k); + fprintf(ficresilk," -2*gipw/gsw*weight*ll(total)\n"); + } + + *fretone=(*funcone)(p); + if(*globpri !=0){ + fclose(ficresilk); + if (mle ==0) + fprintf(fichtm,"\n<br>File of contributions to the likelihood computed with initial parameters and mle = %d.",mle); + else if(mle >=1) + fprintf(fichtm,"\n<br>File of contributions to the likelihood computed with optimized parameters mle = %d.",mle); + fprintf(fichtm," You should at least run with mle >= 1 to get starting values corresponding to the optimized parameters in order to visualize the real contribution of each individual/wave: <a href=\"%s\">%s</a><br>\n",subdirf(fileresilk),subdirf(fileresilk)); + + + for (k=1; k<= nlstate ; k++) { + fprintf(fichtm,"<br>- Probability p<sub>%dj</sub> by origin %d and destination j. Dot's sizes are related to corresponding weight: <a href=\"%s-p%dj.png\">%s-p%dj.png</a><br> \ +<img src=\"%s-p%dj.png\">",k,k,subdirf2(optionfilefiname,"ILK_"),k,subdirf2(optionfilefiname,"ILK_"),k,subdirf2(optionfilefiname,"ILK_"),k); + } + fprintf(fichtm,"<br>- The function drawn is -2Log(L) in Log scale: by state of origin <a href=\"%s-ori.png\">%s-ori.png</a><br> \ +<img src=\"%s-ori.png\">",subdirf2(optionfilefiname,"ILK_"),subdirf2(optionfilefiname,"ILK_"),subdirf2(optionfilefiname,"ILK_")); + fprintf(fichtm,"<br>- and by state of destination <a href=\"%s-dest.png\">%s-dest.png</a><br> \ +<img src=\"%s-dest.png\">",subdirf2(optionfilefiname,"ILK_"),subdirf2(optionfilefiname,"ILK_"),subdirf2(optionfilefiname,"ILK_")); + fflush(fichtm); + } + return; +} + /*********** Maximum Likelihood Estimation ***************/ void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double [])) { - int i,j, iter; - double **xi,*delti; + int i,j, iter=0; + double **xi; double fret; + double fretone; /* Only one call to likelihood */ + /* char filerespow[FILENAMELENGTH];*/ + +#ifdef NLOPT + int creturn; + 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; + double minf; /* the minimum objective value, upon return */ + double * p1; /* Shifted parameters from 0 instead of 1 */ + myfunc_data dinst, *d = &dinst; +#endif + + xi=matrix(1,npar,1,npar); for (i=1;i<=npar;i++) for (j=1;j<=npar;j++) xi[i][j]=(i==j ? 1.0 : 0.0); printf("Powell\n"); fprintf(ficlog,"Powell\n"); + strcpy(filerespow,"POW_"); + strcat(filerespow,fileres); + if((ficrespow=fopen(filerespow,"w"))==NULL) { + printf("Problem with resultfile: %s\n", filerespow); + fprintf(ficlog,"Problem with resultfile: %s\n", filerespow); + } + fprintf(ficrespow,"# Powell\n# iter -2*LL"); + for (i=1;i<=nlstate;i++) + for(j=1;j<=nlstate+ndeath;j++) + if(j!=i)fprintf(ficrespow," p%1d%1d",i,j); + fprintf(ficrespow,"\n"); +#ifdef POWELL powell(p,xi,npar,ftol,&iter,&fret,func); +#endif - printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p)); - fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p)); - fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p)); +#ifdef NLOPT +#ifdef NEWUOA + opt = nlopt_create(NLOPT_LN_NEWUOA,npar); +#else + opt = nlopt_create(NLOPT_LN_BOBYQA,npar); +#endif + lb=vector(0,npar-1); + for (i=0;i<npar;i++) lb[i]= -HUGE_VAL; + nlopt_set_lower_bounds(opt, lb); + nlopt_set_initial_step1(opt, 0.1); + + p1= (p+1); /* p *(p+1)@8 and p *(p1)@8 are equal p1[0]=p[1] */ + d->function = func; + printf(" Func %.12lf \n",myfunc(npar,p1,NULL,d)); + nlopt_set_min_objective(opt, myfunc, d); + nlopt_set_xtol_rel(opt, ftol); + if ((creturn=nlopt_optimize(opt, p1, &minf)) < 0) { + printf("nlopt failed! %d\n",creturn); + } + else { + printf("found minimum after %d evaluations (NLOPT=%d)\n", countcallfunc ,NLOPT); + printf("found minimum at f(%g,%g) = %0.10g\n", p[0], p[1], minf); + iter=1; /* not equal */ + } + nlopt_destroy(opt); +#endif + free_matrix(xi,1,npar,1,npar); + fclose(ficrespow); + printf("\n#Number of iterations & function calls = %d & %d, -2 Log likelihood = %.12f\n",iter, countcallfunc,func(p)); + fprintf(ficlog,"\n#Number of iterations & function calls = %d & %d, -2 Log likelihood = %.12f\n",iter, countcallfunc,func(p)); + fprintf(ficres,"#Number of iterations & function calls = %d & %d, -2 Log likelihood = %.12f\n",iter, countcallfunc,func(p)); } /**** Computes Hessian and covariance matrix ***/ -void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double [])) +void hesscov(double **matcov, double **hess, double p[], int npar, double delti[], double ftolhess, double (*func)(double [])) { double **a,**y,*x,pd; - double **hess; - int i, j,jk; + /* double **hess; */ + int i, j; int *indx; - double hessii(double p[], double delta, int theta, double delti[]); - double hessij(double p[], double delti[], int i, int j); + double hessii(double p[], double delta, int theta, double delti[],double (*func)(double []),int npar); + double hessij(double p[], double **hess, double delti[], int i, int j,double (*func)(double []),int npar); void lubksb(double **a, int npar, int *indx, double b[]) ; void ludcmp(double **a, int npar, int *indx, double *d) ; - - hess=matrix(1,npar,1,npar); + double gompertz(double p[]); + /* hess=matrix(1,npar,1,npar); */ printf("\nCalculation of the hessian matrix. Wait...\n"); fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n"); for (i=1;i<=npar;i++){ - printf("%d",i);fflush(stdout); - fprintf(ficlog,"%d",i);fflush(ficlog); - hess[i][i]=hessii(p,ftolhess,i,delti); - /*printf(" %f ",p[i]);*/ - /*printf(" %lf ",hess[i][i]);*/ + printf("%d-",i);fflush(stdout); + fprintf(ficlog,"%d-",i);fflush(ficlog); + + hess[i][i]=hessii(p,ftolhess,i,delti,func,npar); + + /* printf(" %f ",p[i]); + printf(" %lf %lf %lf",hess[i][i],ftolhess,delti[i]);*/ } for (i=1;i<=npar;i++) { for (j=1;j<=npar;j++) { if (j>i) { - printf(".%d%d",i,j);fflush(stdout); - fprintf(ficlog,".%d%d",i,j);fflush(ficlog); - hess[i][j]=hessij(p,delti,i,j); + printf(".%d-%d",i,j);fflush(stdout); + fprintf(ficlog,".%d-%d",i,j);fflush(ficlog); + hess[i][j]=hessij(p,hess, delti,i,j,func,npar); + hess[j][i]=hess[i][j]; /*printf(" %lf ",hess[i][j]);*/ } @@ -1201,71 +3248,96 @@ void hesscov(double **matcov, double p[] fprintf(ficlog,"\n#Hessian matrix#\n"); for (i=1;i<=npar;i++) { for (j=1;j<=npar;j++) { - printf("%.3e ",hess[i][j]); - fprintf(ficlog,"%.3e ",hess[i][j]); + printf("%.6e ",hess[i][j]); + fprintf(ficlog,"%.6e ",hess[i][j]); } printf("\n"); fprintf(ficlog,"\n"); } + /* printf("\n#Covariance matrix#\n"); */ + /* fprintf(ficlog,"\n#Covariance matrix#\n"); */ + /* for (i=1;i<=npar;i++) { */ + /* for (j=1;j<=npar;j++) { */ + /* printf("%.6e ",matcov[i][j]); */ + /* fprintf(ficlog,"%.6e ",matcov[i][j]); */ + /* } */ + /* printf("\n"); */ + /* fprintf(ficlog,"\n"); */ + /* } */ + /* Recompute Inverse */ - for (i=1;i<=npar;i++) - for (j=1;j<=npar;j++) a[i][j]=matcov[i][j]; - ludcmp(a,npar,indx,&pd); + /* for (i=1;i<=npar;i++) */ + /* for (j=1;j<=npar;j++) a[i][j]=matcov[i][j]; */ + /* ludcmp(a,npar,indx,&pd); */ + + /* printf("\n#Hessian matrix recomputed#\n"); */ + + /* for (j=1;j<=npar;j++) { */ + /* for (i=1;i<=npar;i++) x[i]=0; */ + /* x[j]=1; */ + /* lubksb(a,npar,indx,x); */ + /* for (i=1;i<=npar;i++){ */ + /* y[i][j]=x[i]; */ + /* printf("%.3e ",y[i][j]); */ + /* fprintf(ficlog,"%.3e ",y[i][j]); */ + /* } */ + /* printf("\n"); */ + /* fprintf(ficlog,"\n"); */ + /* } */ + + /* Verifying the inverse matrix */ +#ifdef DEBUGHESS + y=matprod2(y,hess,1,npar,1,npar,1,npar,matcov); - /* printf("\n#Hessian matrix recomputed#\n"); + printf("\n#Verification: multiplying the matrix of covariance by the Hessian matrix, should be unity:#\n"); + fprintf(ficlog,"\n#Verification: multiplying the matrix of covariance by the Hessian matrix. Should be unity:#\n"); for (j=1;j<=npar;j++) { - for (i=1;i<=npar;i++) x[i]=0; - x[j]=1; - lubksb(a,npar,indx,x); for (i=1;i<=npar;i++){ - y[i][j]=x[i]; - printf("%.3e ",y[i][j]); - fprintf(ficlog,"%.3e ",y[i][j]); + printf("%.2f ",y[i][j]); + fprintf(ficlog,"%.2f ",y[i][j]); } printf("\n"); fprintf(ficlog,"\n"); } - */ +#endif free_matrix(a,1,npar,1,npar); free_matrix(y,1,npar,1,npar); free_vector(x,1,npar); free_ivector(indx,1,npar); - free_matrix(hess,1,npar,1,npar); + /* free_matrix(hess,1,npar,1,npar); */ } /*************** hessian matrix ****************/ -double hessii( double x[], double delta, int theta, double delti[]) -{ +double hessii(double x[], double delta, int theta, double delti[], double (*func)(double []), int npar) +{ /* Around values of x, computes the function func and returns the scales delti and hessian */ int i; int l=1, lmax=20; - double k1,k2; - double p2[NPARMAX+1]; - double res; - double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4; - double fx; + double k1,k2, res, fx; + double p2[MAXPARM+1]; /* identical to x */ + double delt=0.0001, delts, nkhi=10.,nkhif=1., khi=1.e-4; int k=0,kmax=10; double l1; fx=func(x); for (i=1;i<=npar;i++) p2[i]=x[i]; - for(l=0 ; l <=lmax; l++){ + for(l=0 ; l <=lmax; l++){ /* Enlarging the zone around the Maximum */ l1=pow(10,l); delts=delt; for(k=1 ; k <kmax; k=k+1){ delt = delta*(l1*k); p2[theta]=x[theta] +delt; - k1=func(p2)-fx; + k1=func(p2)-fx; /* Might be negative if too close to the theoretical maximum */ p2[theta]=x[theta]-delt; k2=func(p2)-fx; /*res= (k1-2.0*fx+k2)/delt/delt; */ - res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */ + res= (k1+k2)/delt/delt/2.; /* Divided by 2 because L and not 2*L */ -#ifdef DEBUG +#ifdef DEBUGHESSII printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx); fprintf(ficlog,"%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx); #endif @@ -1274,53 +3346,130 @@ double hessii( double x[], double delta, k=kmax; } else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */ - k=kmax; l=lmax*10.; + k=kmax; l=lmax*10; } else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ delts=delt; } - } + } /* End loop k */ } delti[theta]=delts; return res; } -double hessij( double x[], double delti[], int thetai,int thetaj) +double hessij( double x[], double **hess, double delti[], int thetai,int thetaj,double (*func)(double []),int npar) { int i; - int l=1, l1, lmax=20; + int l=1, lmax=20; double k1,k2,k3,k4,res,fx; - double p2[NPARMAX+1]; - int k; + double p2[MAXPARM+1]; + int k, kmax=1; + double v1, v2, cv12, lc1, lc2; + int firstime=0; + fx=func(x); - for (k=1; k<=2; k++) { + for (k=1; k<=kmax; k=k+10) { for (i=1;i<=npar;i++) p2[i]=x[i]; - p2[thetai]=x[thetai]+delti[thetai]/k; - p2[thetaj]=x[thetaj]+delti[thetaj]/k; + p2[thetai]=x[thetai]+delti[thetai]*k; + p2[thetaj]=x[thetaj]+delti[thetaj]*k; k1=func(p2)-fx; - p2[thetai]=x[thetai]+delti[thetai]/k; - p2[thetaj]=x[thetaj]-delti[thetaj]/k; + p2[thetai]=x[thetai]+delti[thetai]*k; + p2[thetaj]=x[thetaj]-delti[thetaj]*k; k2=func(p2)-fx; - p2[thetai]=x[thetai]-delti[thetai]/k; - p2[thetaj]=x[thetaj]+delti[thetaj]/k; + p2[thetai]=x[thetai]-delti[thetai]*k; + p2[thetaj]=x[thetaj]+delti[thetaj]*k; k3=func(p2)-fx; - p2[thetai]=x[thetai]-delti[thetai]/k; - p2[thetaj]=x[thetaj]-delti[thetaj]/k; + p2[thetai]=x[thetai]-delti[thetai]*k; + p2[thetaj]=x[thetaj]-delti[thetaj]*k; k4=func(p2)-fx; - res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */ -#ifdef DEBUG - 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); - fprintf(ficlog,"%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4); + res=(k1-k2-k3+k4)/4.0/delti[thetai]/k/delti[thetaj]/k/2.; /* Because of L not 2*L */ + if(k1*k2*k3*k4 <0.){ + firstime=1; + kmax=kmax+10; + } + if(kmax >=10 || firstime ==1){ + printf("Warning: directions %d-%d, you are not estimating the Hessian at the exact maximum likelihood; increase ftol=%.2e\n",thetai,thetaj, ftol); + fprintf(ficlog,"Warning: directions %d-%d, you are not estimating the Hessian at the exact maximum likelihood; 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); + fprintf(ficlog,"%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti*k=%.12e deltj*k=%.12e, xi-de*k=%.12e xj-de*k=%.12e res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4); + } +#ifdef DEBUGHESSIJ + v1=hess[thetai][thetai]; + v2=hess[thetaj][thetaj]; + cv12=res; + /* Computing eigen value of Hessian matrix */ + lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.; + lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.; + if ((lc2 <0) || (lc1 <0) ){ + printf("Warning: sub Hessian matrix '%d%d' does not have positive eigen values \n",thetai,thetaj); + fprintf(ficlog, "Warning: sub Hessian matrix '%d%d' does not have positive eigen values \n",thetai,thetaj); + 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); + fprintf(ficlog,"%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4); + } #endif } return res; } + /* Not done yet: Was supposed to fix if not exactly at the maximum */ +/* double hessij( double x[], double delti[], int thetai,int thetaj,double (*func)(double []),int npar) */ +/* { */ +/* int i; */ +/* int l=1, lmax=20; */ +/* double k1,k2,k3,k4,res,fx; */ +/* double p2[MAXPARM+1]; */ +/* double delt=0.0001, delts, nkhi=10.,nkhif=1., khi=1.e-4; */ +/* int k=0,kmax=10; */ +/* double l1; */ + +/* fx=func(x); */ +/* for(l=0 ; l <=lmax; l++){ /\* Enlarging the zone around the Maximum *\/ */ +/* l1=pow(10,l); */ +/* delts=delt; */ +/* for(k=1 ; k <kmax; k=k+1){ */ +/* delt = delti*(l1*k); */ +/* for (i=1;i<=npar;i++) p2[i]=x[i]; */ +/* p2[thetai]=x[thetai]+delti[thetai]/k; */ +/* p2[thetaj]=x[thetaj]+delti[thetaj]/k; */ +/* k1=func(p2)-fx; */ + +/* p2[thetai]=x[thetai]+delti[thetai]/k; */ +/* p2[thetaj]=x[thetaj]-delti[thetaj]/k; */ +/* k2=func(p2)-fx; */ + +/* p2[thetai]=x[thetai]-delti[thetai]/k; */ +/* p2[thetaj]=x[thetaj]+delti[thetaj]/k; */ +/* k3=func(p2)-fx; */ + +/* p2[thetai]=x[thetai]-delti[thetai]/k; */ +/* p2[thetaj]=x[thetaj]-delti[thetaj]/k; */ +/* k4=func(p2)-fx; */ +/* res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /\* Because of L not 2*L *\/ */ +/* #ifdef DEBUGHESSIJ */ +/* 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); */ +/* fprintf(ficlog,"%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4); */ +/* #endif */ +/* if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)|| (k4 <khi/nkhi/2.)|| (k4 <khi/nkhi/2.)){ */ +/* k=kmax; */ +/* } */ +/* else if((k1 >khi/nkhif) || (k2 >khi/nkhif) || (k4 >khi/nkhif) || (k4 >khi/nkhif)){ /\* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. *\/ */ +/* k=kmax; l=lmax*10; */ +/* } */ +/* else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ */ +/* delts=delt; */ +/* } */ +/* } /\* End loop k *\/ */ +/* } */ +/* delti[theta]=delts; */ +/* return res; */ +/* } */ + + /************** Inverse of matrix **************/ void ludcmp(double **a, int n, int *indx, double *d) { @@ -1395,28 +3544,68 @@ void lubksb(double **a, int n, int *indx } } +void pstamp(FILE *fichier) +{ + fprintf(fichier,"# %s.%s\n#IMaCh version %s, %s\n#%s\n# %s", optionfilefiname,optionfilext,version,copyright, fullversion, strstart); +} + /************ Frequencies ********************/ -void freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvaraff, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2,double jprev1, double mprev1,double anprev1,double jprev2, double mprev2,double anprev2) +void freqsummary(char fileres[], int iagemin, int iagemax, int **s, double **agev, int nlstate, int imx, \ + int *Tvaraff, int **nbcode, int *ncodemax,double **mint,double **anint, char strstart[],\ + int firstpass, int lastpass, int stepm, int weightopt, char model[]) { /* Some frequencies */ - int i, m, jk, k1,i1, j1, bool, z1,z2,j; + int i, m, jk, j1, bool, z1,j; + int mi; /* Effective wave */ int first; double ***freq; /* Frequencies */ - double *pp; - double pos, k2, dateintsum=0,k2cpt=0; - FILE *ficresp; - char fileresp[FILENAMELENGTH]; - + double *pp, **prop; + double pos,posprop, k2, dateintsum=0,k2cpt=0; + char fileresp[FILENAMELENGTH], fileresphtm[FILENAMELENGTH], fileresphtmfr[FILENAMELENGTH]; + double agebegin, ageend; + pp=vector(1,nlstate); - probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX); - strcpy(fileresp,"p"); - strcat(fileresp,fileres); + prop=matrix(1,nlstate,iagemin,iagemax+3); + strcpy(fileresp,"P_"); + strcat(fileresp,fileresu); + /*strcat(fileresphtm,fileresu);*/ if((ficresp=fopen(fileresp,"w"))==NULL) { printf("Problem with prevalence resultfile: %s\n", fileresp); fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp); exit(0); } - freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3); + + strcpy(fileresphtm,subdirfext(optionfilefiname,"PHTM_",".htm")); + if((ficresphtm=fopen(fileresphtm,"w"))==NULL) { + printf("Problem with prevalence HTM resultfile '%s' with errno='%s'\n",fileresphtm,strerror(errno)); + fprintf(ficlog,"Problem with prevalence HTM resultfile '%s' with errno='%s'\n",fileresphtm,strerror(errno)); + fflush(ficlog); + exit(70); + } + else{ + fprintf(ficresphtm,"<html><head>\n<title>IMaCh PHTM_ %s\n %s
%s
\ +
\n\ +Title=%s
Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=1+age+%s
\n",\ + fileresphtm,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model); + } + fprintf(ficresphtm,"Current page is file %s
\n\n

Frequencies and prevalence by age at begin of transition

\n",fileresphtm, fileresphtm); + + strcpy(fileresphtmfr,subdirfext(optionfilefiname,"PHTMFR_",".htm")); + if((ficresphtmfr=fopen(fileresphtmfr,"w"))==NULL) { + printf("Problem with frequency table HTM resultfile '%s' with errno='%s'\n",fileresphtmfr,strerror(errno)); + fprintf(ficlog,"Problem with frequency table HTM resultfile '%s' with errno='%s'\n",fileresphtmfr,strerror(errno)); + fflush(ficlog); + exit(70); + } + else{ + fprintf(ficresphtmfr,"\nIMaCh PHTM_Frequency table %s\n %s
%s
\ +
\n\ +Title=%s
Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=1+age+%s
\n",\ + fileresphtmfr,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model); + } + fprintf(ficresphtmfr,"Current page is file %s
\n\n

Frequencies of all effective transitions by age at begin of transition

Unknown status is -1
\n",fileresphtmfr, fileresphtmfr); + + freq= ma3x(-5,nlstate+ndeath,-5,nlstate+ndeath,iagemin,iagemax+3); j1=0; j=cptcoveff; @@ -1424,64 +3613,124 @@ void freqsummary(char fileres[], int ag first=1; - for(k1=1; k1<=j;k1++){ - for(i1=1; i1<=ncodemax[k1];i1++){ - j1++; + for (j1 = 1; j1 <= (int) pow(2,cptcoveff); j1++){ /* Loop on covariates combination */ /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]); scanf("%d", i);*/ - for (i=-1; i<=nlstate+ndeath; i++) - for (jk=-1; jk<=nlstate+ndeath; jk++) - for(m=agemin; m <= agemax+3; m++) + for (i=-5; i<=nlstate+ndeath; i++) + for (jk=-5; jk<=nlstate+ndeath; jk++) + for(m=iagemin; m <= iagemax+3; m++) freq[i][jk][m]=0; + for (i=1; i<=nlstate; i++) + for(m=iagemin; m <= iagemax+3; m++) + prop[i][m]=0; + dateintsum=0; k2cpt=0; - for (i=1; i<=imx; i++) { + for (i=1; i<=imx; i++) { /* For each individual i */ bool=1; - if (cptcovn>0) { - for (z1=1; z1<=cptcoveff; z1++) - if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) - bool=0; - } + if (cptcovn>0) { /* Filter is here: Must be looked at for model=V1+V2+V3+V4 */ + for (z1=1; z1<=cptcoveff; z1++) + if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtabm(j1,z1)]){ + /* Tests if the value of each of the covariates of i is equal to filter j1 */ + bool=0; + /* printf("bool=%d i=%d, z1=%d, Tvaraff[%d]=%d, covar[Tvarff][%d]=%2f, codtabm(%d,%d)=%d, nbcode[Tvaraff][codtabm(%d,%d)=%d, j1=%d\n", + bool,i,z1, z1, Tvaraff[z1],i,covar[Tvaraff[z1]][i],j1,z1,codtabm(j1,z1), + j1,z1,nbcode[Tvaraff[z1]][codtabm(j1,z1)],j1);*/ + /* For j1=7 in V1+V2+V3+V4 = 0 1 1 0 and codtabm(7,3)=1 and nbcde[3][?]=1*/ + } + } /* cptcovn > 0 */ + if (bool==1){ - for(m=firstpass; m<=lastpass; m++){ - k2=anint[m][i]+(mint[m][i]/12.); - if ((k2>=dateprev1) && (k2<=dateprev2)) { - if(agev[m][i]==0) agev[m][i]=agemax+1; - if(agev[m][i]==1) agev[m][i]=agemax+2; + /* for(m=firstpass; m<=lastpass; m++){ */ + for(mi=1; mi=firstpass && m <=lastpass){ + k2=anint[m][i]+(mint[m][i]/12.); + /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/ + if(agev[m][i]==0) agev[m][i]=iagemax+1; /* All ages equal to 0 are in iagemax+1 */ + if(agev[m][i]==1) agev[m][i]=iagemax+2; /* All ages equal to 1 are in iagemax+2 */ + if (s[m][i]>0 && s[m][i]<=nlstate) /* If status at wave m is known and a live state */ + prop[s[m][i]][(int)agev[m][i]] += weight[i]; /* At age of beginning of transition, where status is known */ if (m1) && (agev[m][i]< (agemax+3))) { - dateintsum=dateintsum+k2; - k2cpt++; + /* if(s[m][i]==4 && s[m+1][i]==4) */ + /* printf(" num=%ld m=%d, i=%d s1=%d s2=%d agev at m=%d\n", num[i], m, i,s[m][i],s[m+1][i], (int)agev[m][i]); */ + if(s[m][i]==-1) + printf(" num=%ld m=%d, i=%d s1=%d s2=%d agev at m=%d agebegin=%.2f ageend=%.2f, agemed=%d\n", num[i], m, i,s[m][i],s[m+1][i], (int)agev[m][i],agebegin, ageend, (int)((agebegin+ageend)/2.)); + freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i]; /* At age of beginning of transition, where status is known */ + /* freq[s[m][i]][s[m+1][i]][(int)((agebegin+ageend)/2.)] += weight[i]; */ + freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i]; /* Total is in iagemax+3 *//* At age of beginning of transition, where status is known */ } + } + if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3)) && (anint[m][i]!=9999) && (mint[m][i]!=99)) { + dateintsum=dateintsum+k2; + k2cpt++; + /* printf("i=%ld dateintmean = %lf dateintsum=%lf k2cpt=%lf k2=%lf\n",i, dateintsum/k2cpt, dateintsum,k2cpt, k2); */ } - } - } - } + /*}*/ + } /* end m */ + } /* end bool */ + } /* end i = 1 to imx */ - fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2); - + /* fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/ + pstamp(ficresp); if (cptcovn>0) { fprintf(ficresp, "\n#********** Variable "); - for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]); - fprintf(ficresp, "**********\n#"); + fprintf(ficresphtm, "\n

********** Variable "); + fprintf(ficresphtmfr, "\n

********** Variable "); + for (z1=1; z1<=cptcoveff; z1++){ + fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtabm(j1,z1)]); + fprintf(ficresphtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtabm(j1,z1)]); + fprintf(ficresphtmfr, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtabm(j1,z1)]); + } + fprintf(ficresp, "**********\n#"); + fprintf(ficresphtm, "**********

\n"); + fprintf(ficresphtmfr, "**********\n"); + fprintf(ficlog, "\n#********** Variable "); + for (z1=1; z1<=cptcoveff; z1++) fprintf(ficlog, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtabm(j1,z1)]); + fprintf(ficlog, "**********\n"); } - for(i=1; i<=nlstate;i++) + fprintf(ficresphtm,""); + for(i=1; i<=nlstate;i++) { fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i); + fprintf(ficresphtm, "",i,i); + } fprintf(ficresp, "\n"); + fprintf(ficresphtm, "\n"); + + /* Header of frequency table by age */ + fprintf(ficresphtmfr,"
AgePrev(%d)N(%d)N
"); + fprintf(ficresphtmfr," "); + for(jk=-1; jk <=nlstate+ndeath; jk++){ + for(m=-1; m <=nlstate+ndeath; m++){ + if(jk!=0 && m!=0) + fprintf(ficresphtmfr," ",jk,m); + } + } + fprintf(ficresphtmfr, "\n"); - for(i=(int)agemin; i <= (int)agemax+3; i++){ - if(i==(int)agemax+3){ + /* For each age */ + for(i=iagemin; i <= iagemax+3; i++){ + fprintf(ficresphtm,""); + if(i==iagemax+1){ + fprintf(ficlog,"1"); + fprintf(ficresphtmfr," "); + }else if(i==iagemax+2){ + fprintf(ficlog,"0"); + fprintf(ficresphtmfr," "); + }else if(i==iagemax+3){ fprintf(ficlog,"Total"); + fprintf(ficresphtmfr," "); }else{ if(first==1){ first=0; printf("See log file for details...\n"); } + fprintf(ficresphtmfr," ",i); fprintf(ficlog,"Age %d", i); } for(jk=1; jk <=nlstate ; jk++){ @@ -1493,7 +3742,7 @@ void freqsummary(char fileres[], int ag pos += freq[jk][m][i]; if(pp[jk]>=1.e-10){ if(first==1){ - printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]); + printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]); } fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]); }else{ @@ -1506,10 +3755,11 @@ void freqsummary(char fileres[], int ag for(jk=1; jk <=nlstate ; jk++){ for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++) pp[jk] += freq[jk][m][i]; - } - - for(jk=1,pos=0; jk <=nlstate ; jk++) + } + for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){ pos += pp[jk]; + posprop += prop[jk][i]; + } for(jk=1; jk <=nlstate ; jk++){ if(pos>=1.e-5){ if(first==1) @@ -1520,129 +3770,145 @@ void freqsummary(char fileres[], int ag printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk); fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk); } - if( i <= (int) agemax){ + if( i <= iagemax){ if(pos>=1.e-5){ - fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos); - probs[i][jk][j1]= pp[jk]/pos; + fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop); + fprintf(ficresphtm,"",i,prop[jk][i]/posprop, prop[jk][i],posprop); + /*probs[i][jk][j1]= pp[jk]/pos;*/ /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/ } - else - fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos); + else{ + fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop); + fprintf(ficresphtm,"",i, prop[jk][i],posprop); + } } } - for(jk=-1; jk <=nlstate+ndeath; jk++) - for(m=-1; m <=nlstate+ndeath; m++) - if(freq[jk][m][i] !=0 ) { - if(first==1) - printf(" %d%d=%.0f",jk,m,freq[jk][m][i]); + for(jk=-1; jk <=nlstate+ndeath; jk++){ + for(m=-1; m <=nlstate+ndeath; m++){ + if(freq[jk][m][i] !=0 ) { /* minimizing output */ + if(first==1){ + printf(" %d%d=%.0f",jk,m,freq[jk][m][i]); + } fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]); } - if(i <= (int) agemax) + if(jk!=0 && m!=0) + fprintf(ficresphtmfr," ",freq[jk][m][i]); + } + } + fprintf(ficresphtmfr,"\n "); + if(i <= iagemax){ fprintf(ficresp,"\n"); + fprintf(ficresphtm,"\n"); + } if(first==1) printf("Others in log...\n"); fprintf(ficlog,"\n"); - } - } - } + } /* end loop i */ + fprintf(ficresphtm,"
Age%d%d
0
Unknown
Total
%d%d%.5f%.0f%.0f%dNaNq%.0f%.0f%.0f
\n"); + fprintf(ficresphtmfr,"\n"); + /*}*/ + } /* end j1 */ dateintmean=dateintsum/k2cpt; fclose(ficresp); - free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3); + fclose(ficresphtm); + fclose(ficresphtmfr); + free_ma3x(freq,-5,nlstate+ndeath,-5,nlstate+ndeath, iagemin, iagemax+3); free_vector(pp,1,nlstate); - + free_matrix(prop,1,nlstate,iagemin, iagemax+3); /* End of Freq */ } /************ Prevalence ********************/ -void prevalence(int agemin, float agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2, double calagedatem) +void prevalence(double ***probs, double agemin, double agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2, int firstpass, int lastpass) { /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people in each health status at the date of interview (if between dateprev1 and dateprev2). We still use firstpass and lastpass as another selection. */ - int i, m, jk, k1, i1, j1, bool, z1,z2,j; - double ***freq; /* Frequencies */ - double *pp; - double pos; + int i, m, jk, j1, bool, z1,j; + int mi; /* Effective wave */ + int iage; + double agebegin, ageend; + + double **prop; + double posprop; double y2; /* in fractional years */ + int iagemin, iagemax; + int first; /** to stop verbosity which is redirected to log file */ - pp=vector(1,nlstate); - - freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3); + iagemin= (int) agemin; + iagemax= (int) agemax; + /*pp=vector(1,nlstate);*/ + prop=matrix(1,nlstate,iagemin,iagemax+3); + /* freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/ j1=0; - j=cptcoveff; + /*j=cptcoveff;*/ if (cptcovn<1) {j=1;ncodemax[1]=1;} - for(k1=1; k1<=j;k1++){ - for(i1=1; i1<=ncodemax[k1];i1++){ - j1++; - - for (i=-1; i<=nlstate+ndeath; i++) - for (jk=-1; jk<=nlstate+ndeath; jk++) - for(m=agemin; m <= agemax+3; m++) - freq[i][jk][m]=0; - - for (i=1; i<=imx; i++) { /* Each individual */ - bool=1; - if (cptcovn>0) { - for (z1=1; z1<=cptcoveff; z1++) - if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) - bool=0; - } - if (bool==1) { - for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/ + first=1; + for(j1=1; j1<= (int) pow(2,cptcoveff);j1++){ + for (i=1; i<=nlstate; i++) + for(iage=iagemin; iage <= iagemax+3; iage++) + prop[i][iage]=0.0; + + for (i=1; i<=imx; i++) { /* Each individual */ + bool=1; + if (cptcovn>0) { /* Filter is here: Must be looked at for model=V1+V2+V3+V4 */ + for (z1=1; z1<=cptcoveff; z1++) + if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtabm(j1,z1)]) + bool=0; + } + if (bool==1) { + /* for(m=firstpass; m<=lastpass; m++){/\* Other selection (we can limit to certain interviews*\/ */ + for(mi=1; mi=firstpass && m <=lastpass){ y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */ if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */ - if(agev[m][i]==0) agev[m][i]=agemax+1; - if(agev[m][i]==1) agev[m][i]=agemax+2; - if (m0) /* We compute prevalence at exact age, agev in fractional years */ - freq[s[m][i]][s[m+1][i]][(int)(agev[m][i]+1-((int)calagedatem %12)/12.)] += weight[i]; - else - freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i]; - freq[s[m][i]][s[m+1][i]][(int)(agemax+3)] += weight[i]; - } - } + if(agev[m][i]==0) agev[m][i]=iagemax+1; + if(agev[m][i]==1) agev[m][i]=iagemax+2; + if((int)agev[m][i] iagemax+3) printf("Error on individual =%d agev[m][i]=%f m=%d\n",i, agev[m][i],m); + if (s[m][i]>0 && s[m][i]<=nlstate) { + /*if(i>4620) printf(" i=%d m=%d s[m][i]=%d (int)agev[m][i]=%d weight[i]=%f prop=%f\n",i,m,s[m][i],(int)agev[m][m],weight[i],prop[s[m][i]][(int)agev[m][i]]);*/ + prop[s[m][i]][(int)agev[m][i]] += weight[i];/* At age of beginning of transition, where status is known */ + prop[s[m][i]][iagemax+3] += weight[i]; + } /* end valid statuses */ + } /* end selection of dates */ } /* end selection of waves */ - } - } - for(i=(int)agemin; i <= (int)agemax+3; i++){ - for(jk=1; jk <=nlstate ; jk++){ - for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++) - pp[jk] += freq[jk][m][i]; - } - for(jk=1; jk <=nlstate ; jk++){ - for(m=-1, pos=0; m <=0 ; m++) - pos += freq[jk][m][i]; - } - - for(jk=1; jk <=nlstate ; jk++){ - for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++) - pp[jk] += freq[jk][m][i]; - } - - for(jk=1,pos=0; jk <=nlstate ; jk++) pos += pp[jk]; - - for(jk=1; jk <=nlstate ; jk++){ - if( i <= (int) agemax){ - if(pos>=1.e-5){ - probs[i][jk][j1]= pp[jk]/pos; + } /* end effective waves */ + } /* end bool */ + } + for(i=iagemin; i <= iagemax+3; i++){ + for(jk=1,posprop=0; jk <=nlstate ; jk++) { + posprop += prop[jk][i]; + } + + for(jk=1; jk <=nlstate ; jk++){ + if( i <= iagemax){ + if(posprop>=1.e-5){ + probs[i][jk][j1]= prop[jk][i]/posprop; + } else{ + if(first==1){ + first=0; + printf("Warning Observed prevalence probs[%d][%d][%d]=%lf because of lack of cases\nSee others on log file...\n",jk,i,j1,probs[i][jk][j1]); } } - }/* end jk */ - }/* end i */ - } /* end i1 */ - } /* end k1 */ - - - free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3); - free_vector(pp,1,nlstate); - -} /* End of Freq */ + } + }/* end jk */ + }/* end i */ + /*} *//* end i1 */ + } /* end j1 */ + + /* free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/ + /*free_vector(pp,1,nlstate);*/ + free_matrix(prop,1,nlstate, iagemin,iagemax+3); +} /* End of prevalence */ /************* Waves Concatenation ***************/ @@ -1658,78 +3924,144 @@ void concatwav(int wav[], int **dh, int int i, mi, m; /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1; double sum=0., jmean=0.;*/ - int first; + int first, firstwo, firsthree; int j, k=0,jk, ju, jl; double sum=0.; first=0; - jmin=1e+5; + firstwo=0; + firsthree=0; + jmin=100000; jmax=-1; jmean=0.; - for(i=1; i<=imx; i++){ + for(i=1; i<=imx; i++){ /* For simple cases and if state is death */ mi=0; m=firstpass; - while(s[m][i] <= nlstate){ - if(s[m][i]>=1) + while(s[m][i] <= nlstate){ /* a live state */ + if(s[m][i]>=1 || s[m][i]==-4 || s[m][i]==-5){ /* Since 0.98r4 if status=-2 vital status is really unknown, wave should be skipped */ mw[++mi][i]=m; - if(m >=lastpass) + } + if(m >=lastpass){ + if(s[m][i]==-1 && (int) andc[i] == 9999 && (int)anint[m][i] != 9999){ + if(firsthree == 0){ + printf("Information! Unknown health status for individual %ld line=%d occurred at last wave %d at known date %d/%d. Please, check if your unknown date of death %d/%d means a live state %d at wave %d. This case(%d)/wave(%d) contributes to the likelihood.\nOthers in log file only\n",num[i],i,lastpass,(int)mint[m][i],(int)anint[m][i], (int) moisdc[i], (int) andc[i], s[m][i], m, i, m); + fprintf(ficlog,"Information! Unknown status for individual %ld line=%d occurred at last wave %d at known date %d/%d. Please, check if your unknown date of death %d/%d means a live state %d at wave %d. This case(%d)/wave(%d) contributes to the likelihood.\nOthers in log file only\n",num[i],i,lastpass,(int)mint[m][i],(int)anint[m][i], (int) moisdc[i], (int) andc[i], s[m][i], m, i, m); + firsthree=1; + }else{ + fprintf(ficlog,"Information! Unknown status for individual %ld line=%d occurred at last wave %d at known date %d/%d. Please, check if your unknown date of death %d/%d means a live state %d at wave %d. This case(%d)/wave(%d) contributes to the likelihood.\nOthers in log file only\n",num[i],i,lastpass,(int)mint[m][i],(int)anint[m][i], (int) moisdc[i], (int) andc[i], s[m][i], m, i, m); + } + mw[++mi][i]=m; + } + if(s[m][i]==-2){ /* Vital status is really unknown */ + nbwarn++; + if((int)anint[m][i] == 9999){ /* Has the vital status really been verified? */ + printf("Warning! Vital status for individual %ld (line=%d) at last wave %d interviewed at date %d/%d is unknown %d. Please, check if the vital status and the date of death %d/%d are really unknown. This case (%d)/wave (%d) is skipped, no contribution to likelihood.\nOthers in log file only\n",num[i],i,lastpass,(int)mint[m][i],(int)anint[m][i], s[m][i], (int) moisdc[i], (int) andc[i], i, m); + fprintf(ficlog,"Warning! Vital status for individual %ld (line=%d) at last wave %d interviewed at date %d/%d is unknown %d. Please, check if the vital status and the date of death %d/%d are really unknown. This case (%d)/wave (%d) is skipped, no contribution to likelihood.\nOthers in log file only\n",num[i],i,lastpass,(int)mint[m][i],(int)anint[m][i], s[m][i], (int) moisdc[i], (int) andc[i], i, m); + } + break; + } break; + } else m++; }/* end while */ - if (s[m][i] > nlstate){ + + /* After last pass */ + if (s[m][i] > nlstate){ /* In a death state */ mi++; /* Death is another wave */ /* if(mi==0) never been interviewed correctly before death */ /* Only death is a correct wave */ mw[mi][i]=m; + }else if ((int) andc[i] != 9999) { /* Status is either death or negative. A death occured after lastpass, we can't take it into account because of potential bias */ + /* m++; */ + /* mi++; */ + /* s[m][i]=nlstate+1; /\* We are setting the status to the last of non live state *\/ */ + /* mw[mi][i]=m; */ + nberr++; + if(firstwo==0){ + printf("Error! Death for individual %ld line=%d occurred %d/%d after last wave %d interviewed at %d/%d. Potential bias if other individuals are still alive at this date but ignored. This case (%d)/wave (%d) is skipped, no contribution to likelihood.\nOthers in log file only\n",num[i],i,(int) moisdc[i], (int) andc[i], lastpass,(int)mint[m][i],(int)anint[m][i], i,m ); + fprintf(ficlog,"Error! Death for individual %ld line=%d occurred %d/%d after last wave %d interviewed at %d/%d. Potential bias if other individuals are still alive at this date but ignored. This case (%d)/wave (%d) is skipped, no contribution to likelihood.\nOthers in log file only\n",num[i],i,(int) moisdc[i], (int) andc[i], lastpass,(int)mint[m][i],(int)anint[m][i], i,m ); + firstwo=1; + }else if(firstwo==1){ + fprintf(ficlog,"Error! Death for individual %ld line=%d occurred %d/%d after last wave %d interviewed at %d/%d. Potential bias if other individuals are still alive at this date but ignored. This case (%d)/wave (%d) is skipped, no contribution to likelihood.\nOthers in log file only\n",num[i],i,(int) moisdc[i], (int) andc[i], lastpass,(int)mint[m][i],(int)anint[m][i], i,m ); + } } - wav[i]=mi; if(mi==0){ + nbwarn++; if(first==0){ - printf("Warning, no any valid information for:%d line=%d and may be others, see log file\n",num[i],i); + printf("Warning! No valid information for individual %ld line=%d (skipped) and may be others, see log file\n",num[i],i); first=1; } if(first==1){ - fprintf(ficlog,"Warning, no any valid information for:%d line=%d\n",num[i],i); + fprintf(ficlog,"Warning! No valid information for individual %ld line=%d (skipped)\n",num[i],i); } } /* end mi==0 */ - } + } /* End individuals */ + /* wav and mw are no more changed */ + for(i=1; i<=imx; i++){ for(mi=1; mi nlstate) { + if (s[mw[mi+1][i]][i] > nlstate) { /* A death */ if (agedc[i] < 2*AGESUP) { - j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); - if(j==0) j=1; /* Survives at least one month after exam */ - k=k+1; - if (j >= jmax) jmax=j; - if (j <= jmin) jmin=j; - sum=sum+j; - /*if (j<0) printf("j=%d num=%d \n",j,i); */ - /* printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/ + j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); + if(j==0) j=1; /* Survives at least one month after exam */ + else if(j<0){ + 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]); + 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); + 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," 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; + if (j >= jmax){ + jmax=j; + ijmax=i; + } + if (j <= jmin){ + jmin=j; + ijmin=i; + } + sum=sum+j; + /*if (j<0) printf("j=%d num=%d \n",j,i);*/ + /* printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/ } } else{ j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12)); - /* printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/ +/* if (j<0) printf("%d %lf %lf %d %d %d\n", i,agev[mw[mi+1][i]][i], agev[mw[mi][i]][i],j,s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]); */ + k=k+1; - if (j >= jmax) jmax=j; - else if (j <= jmin)jmin=j; + if (j >= jmax) { + jmax=j; + ijmax=i; + } + else if (j <= jmin){ + jmin=j; + ijmin=i; + } /* if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,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){ + 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]); + 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]); + } sum=sum+j; } jk= j/stepm; jl= j -jk*stepm; ju= j -(jk+1)*stepm; - if(mle <=1){ + if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */ if(jl==0){ dh[mi][i]=jk; bh[mi][i]=0; }else{ /* We want a negative bias in order to only have interpolation ie - * at the price of an extra matrix product in likelihood */ + * to avoid the price of an extra matrix product in likelihood */ dh[mi][i]=jk+1; bh[mi][i]=ju; } @@ -1747,103 +4079,307 @@ void concatwav(int wav[], int **dh, int if(dh[mi][i]==0){ dh[mi][i]=1; /* At least one step */ bh[mi][i]=ju; /* At least one step */ - printf(" bh=%d ju=%d jl=%d dh=%d jk=%d stepm=%d %d\n",bh[mi][i],ju,jl,dh[mi][i],jk,stepm,i); + /* printf(" bh=%d ju=%d jl=%d dh=%d jk=%d stepm=%d %d\n",bh[mi][i],ju,jl,dh[mi][i],jk,stepm,i);*/ } - } - } /* end if mle */ + } /* end if mle */ + } } /* end wave */ } jmean=sum/k; - printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean); - fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean); + printf("Delay (in months) between two waves Min=%d (for indiviudal %ld) Max=%d (%ld) Mean=%f\n\n ",jmin, num[ijmin], jmax, num[ijmax], jmean); + fprintf(ficlog,"Delay (in months) between two waves Min=%d (for indiviudal %d) Max=%d (%d) Mean=%f\n\n ",jmin, ijmin, jmax, ijmax, jmean); } /*********** Tricode ****************************/ -void tricode(int *Tvar, int **nbcode, int imx) +void tricode(int *Tvar, int **nbcode, int imx, int *Ndum) { - - int Ndum[20],ij=1, k, j, i, maxncov=19; - int cptcode=0; - cptcoveff=0; - - for (k=0; k cptcode) cptcode=ij; /* getting the maximum of covariable - Tvar[j]. If V=sex and male is 0 and - female is 1, then cptcode=1.*/ - } - - for (i=0; i<=cptcode; i++) { - if(Ndum[i]!=0) ncodemax[j]++; /* Nomber of modalities of the j th covariates. In fact ncodemax[j]=2 (dichotom. variables) but it can be more */ - } + /**< Uses cptcovn+2*cptcovprod as the number of covariates */ + /* Tvar[i]=atoi(stre); find 'n' in Vn and stores in Tvar. If model=V2+V1 Tvar[1]=2 and Tvar[2]=1 + * Boring subroutine which should only output nbcode[Tvar[j]][k] + * Tvar[5] in V2+V1+V3*age+V2*V4 is 2 (V2) + * nbcode[Tvar[j]][1]= + */ - ij=1; - for (i=1; i<=ncodemax[j]; i++) { - for (k=0; k<= maxncov; k++) { - if (Ndum[k] != 0) { - nbcode[Tvar[j]][ij]=k; - /* store the modality in an array. k is a modality. If we have model=V1+V1*sex then: nbcode[1][1]=0 ; nbcode[1][2]=1; nbcode[2][1]=0 ; nbcode[2][2]=1; */ - - ij++; - } - if (ij > ncodemax[j]) break; - } - } - } + int ij=1, k=0, j=0, i=0, maxncov=NCOVMAX; + int modmaxcovj=0; /* Modality max of covariates j */ + int cptcode=0; /* Modality max of covariates j */ + int modmincovj=0; /* Modality min of covariates j */ - for (k=0; k< maxncov; k++) Ndum[k]=0; - for (i=1; i<=ncovmodel-2; i++) { - /* Listing of all covariables in staement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/ - ij=Tvar[i]; - Ndum[ij]++; - } + cptcoveff=0; + + for (k=1; k <= maxncov; k++) ncodemax[k]=0; /* Horrible constant again replaced by NCOVMAX */ - ij=1; - for (i=1; i<= maxncov; i++) { + /* Loop on covariates without age and products */ + for (j=1; j<=(cptcovs); j++) { /* From model V1 + V2*age+ V3 + V3*V4 keeps V1 + V3 = 2 only */ + for (k=-1; k < maxncov; k++) Ndum[k]=0; + for (i=1; i<=imx; i++) { /* Loop on individuals: reads the data file to get the maximum value of the + modality of this covariate Vj*/ + ij=(int)(covar[Tvar[j]][i]); /* ij=0 or 1 or -1. Value of the covariate Tvar[j] for individual i + * If product of Vn*Vm, still boolean *: + * If it was coded 1, 2, 3, 4 should be splitted into 3 boolean variables + * 1 => 0 0 0, 2 => 0 0 1, 3 => 0 1 1, 4=1 0 0 */ + /* Finds for covariate j, n=Tvar[j] of Vn . ij is the + modality of the nth covariate of individual i. */ + if (ij > modmaxcovj) + modmaxcovj=ij; + else if (ij < modmincovj) + modmincovj=ij; + if ((ij < -1) && (ij > NCOVMAX)){ + printf( "Error: minimal is less than -1 or maximal is bigger than %d. Exiting. \n", NCOVMAX ); + exit(1); + }else + Ndum[ij]++; /*counts and stores the occurence of this modality 0, 1, -1*/ + /* If coded 1, 2, 3 , counts the number of 1 Ndum[1], number of 2, Ndum[2], etc */ + /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/ + /* getting the maximum value of the modality of the covariate + (should be 0 or 1 now) Tvar[j]. If V=sex and male is coded 0 and + female is 1, then modmaxcovj=1.*/ + } /* end for loop on individuals i */ + printf(" Minimal and maximal values of %d th covariate V%d: min=%d max=%d \n", j, Tvar[j], modmincovj, modmaxcovj); + fprintf(ficlog," Minimal and maximal values of %d th covariate V%d: min=%d max=%d \n", j, Tvar[j], modmincovj, modmaxcovj); + cptcode=modmaxcovj; + /* Ndum[0] = frequency of 0 for model-covariate j, Ndum[1] frequency of 1 etc. */ + /*for (i=0; i<=cptcode; i++) {*/ + for (k=modmincovj; k<=modmaxcovj; k++) { /* k=-1 ? 0 and 1*//* For each value k of the modality of model-cov j */ + printf("Frequencies of covariates %d ie V%d with value %d: %d\n", j, Tvar[j], k, Ndum[k]); + fprintf(ficlog, "Frequencies of covariates %d ie V%d with value %d: %d\n", j, Tvar[j], k, Ndum[k]); + if( Ndum[k] != 0 ){ /* Counts if nobody answered modality k ie empty modality, we skip it and reorder */ + if( k != -1){ + ncodemax[j]++; /* ncodemax[j]= Number of modalities of the j th + covariate for which somebody answered excluding + undefined. Usually 2: 0 and 1. */ + } + ncodemaxwundef[j]++; /* ncodemax[j]= Number of modalities of the j th + covariate for which somebody answered including + undefined. Usually 3: -1, 0 and 1. */ + } + /* In fact ncodemax[j]=2 (dichotom. variables only) but it could be more for + historical reasons: 3 if coded 1, 2, 3 and 4 and Ndum[2]=0 */ + } /* Ndum[-1] number of undefined modalities */ + + /* j is a covariate, n=Tvar[j] of Vn; Fills nbcode */ + /* For covariate j, modalities could be 1, 2, 3, 4, 5, 6, 7. + If Ndum[1]=0, Ndum[2]=0, Ndum[3]= 635, Ndum[4]=0, Ndum[5]=0, Ndum[6]=27, Ndum[7]=125; + modmincovj=3; modmaxcovj = 7; + There are only 3 modalities non empty 3, 6, 7 (or 2 if 27 is too few) : ncodemax[j]=3; + which will be coded 0, 1, 2 which in binary on 2=3-1 digits are 0=00 1=01, 2=10; + defining two dummy variables: variables V1_1 and V1_2. + nbcode[Tvar[j]][ij]=k; + nbcode[Tvar[j]][1]=0; + nbcode[Tvar[j]][2]=1; + nbcode[Tvar[j]][3]=2; + To be continued (not working yet). + */ + ij=0; /* ij is similar to i but can jump over null modalities */ + for (i=modmincovj; i<=modmaxcovj; i++) { /* i= 1 to 2 for dichotomous, or from 1 to 3 or from -1 or 0 to 1 currently*/ + if (Ndum[i] == 0) { /* If nobody responded to this modality k */ + break; + } + ij++; + nbcode[Tvar[j]][ij]=i; /* stores the original value of modality i in an array nbcode, ij modality from 1 to last non-nul modality.*/ + cptcode = ij; /* New max modality for covar j */ + } /* end of loop on modality i=-1 to 1 or more */ + + /* for (k=0; k<= cptcode; k++) { /\* k=-1 ? k=0 to 1 *\//\* Could be 1 to 4 *\//\* cptcode=modmaxcovj *\/ */ + /* /\*recode from 0 *\/ */ + /* k is a modality. If we have model=V1+V1*sex */ + /* then: nbcode[1][1]=0 ; nbcode[1][2]=1; nbcode[2][1]=0 ; nbcode[2][2]=1; */ + /* But if some modality were not used, it is recoded from 0 to a newer modmaxcovj=cptcode *\/ */ + /* } */ + /* /\* cptcode = ij; *\/ /\* New max modality for covar j *\/ */ + /* if (ij > ncodemax[j]) { */ + /* printf( " Error ij=%d > ncodemax[%d]=%d\n", ij, j, ncodemax[j]); */ + /* fprintf(ficlog, " Error ij=%d > ncodemax[%d]=%d\n", ij, j, ncodemax[j]); */ + /* break; */ + /* } */ + /* } /\* end of loop on modality k *\/ */ + } /* end of loop on model-covariate j. nbcode[Tvarj][1]=0 and nbcode[Tvarj][2]=1 sets the value of covariate j*/ + + for (k=-1; k< maxncov; k++) Ndum[k]=0; + + for (i=1; i<=ncovmodel-2-nagesqr; i++) { /* -2, cste and age and eventually age*age */ + /* Listing of all covariables in statement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/ + ij=Tvar[i]; /* Tvar might be -1 if status was unknown */ + Ndum[ij]++; /* Might be supersed V1 + V1*age */ + } + + ij=0; + for (i=0; i<= maxncov-1; i++) { /* modmaxcovj is unknown here. Only Ndum[2(V2),3(age*V3), 5(V3*V2) 6(V1*V4) */ + /*printf("Ndum[%d]=%d\n",i, Ndum[i]);*/ if((Ndum[i]!=0) && (i<=ncovcol)){ - Tvaraff[ij]=i; /*For printing */ ij++; + /*printf("diff Ndum[%d]=%d\n",i, Ndum[i]);*/ + Tvaraff[ij]=i; /*For printing (unclear) */ + }else{ + /* Tvaraff[ij]=0; */ } } - - cptcoveff=ij-1; /*Number of simple covariates*/ + /* ij--; */ + cptcoveff=ij; /*Number of total covariates*/ + } + /*********** Health Expectancies ****************/ -void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij, int estepm,double delti[],double **matcov ) +void evsij(double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int cij, int estepm,char strstart[] ) + +{ + /* Health expectancies, no variances */ + int i, j, nhstepm, hstepm, h, nstepm; + int nhstepma, nstepma; /* Decreasing with age */ + double age, agelim, hf; + double ***p3mat; + double eip; + + pstamp(ficreseij); + fprintf(ficreseij,"# (a) Life expectancies by health status at initial age and (b) health expectancies by health status at initial age\n"); + fprintf(ficreseij,"# Age"); + for(i=1; i<=nlstate;i++){ + for(j=1; j<=nlstate;j++){ + fprintf(ficreseij," e%1d%1d ",i,j); + } + fprintf(ficreseij," e%1d. ",i); + } + fprintf(ficreseij,"\n"); + + + if(estepm < stepm){ + printf ("Problem %d lower than %d\n",estepm, stepm); + } + else hstepm=estepm; + /* We compute the life expectancy from trapezoids spaced every estepm months + * This is mainly to measure the difference between two models: for example + * if stepm=24 months pijx are given only every 2 years and by summing them + * we are calculating an estimate of the Life Expectancy assuming a linear + * progression in between and thus overestimating or underestimating according + * to the curvature of the survival function. If, for the same date, we + * estimate the model with stepm=1 month, we can keep estepm to 24 months + * to compare the new estimate of Life expectancy with the same linear + * hypothesis. A more precise result, taking into account a more precise + * curvature will be obtained if estepm is as small as stepm. */ + + /* For example we decided to compute the life expectancy with the smallest unit */ + /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. + nhstepm is the number of hstepm from age to agelim + nstepm is the number of stepm from age to agelin. + Look at hpijx to understand the reason of that which relies in memory size + and note for a fixed period like estepm months */ + /* We decided (b) to get a life expectancy respecting the most precise curvature of the + survival function given by stepm (the optimization length). Unfortunately it + means that if the survival funtion is printed only each two years of age and if + you sum them up and add 1 year (area under the trapezoids) you won't get the same + results. So we changed our mind and took the option of the best precision. + */ + hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ + + agelim=AGESUP; + /* If stepm=6 months */ + /* Computed by stepm unit matrices, product of hstepm matrices, stored + in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */ + +/* nhstepm age range expressed in number of stepm */ + nstepm=(int) rint((agelim-bage)*YEARM/stepm); /* Biggest nstepm */ + /* Typically if 20 years nstepm = 20*12/6=40 stepm */ + /* if (stepm >= YEARM) hstepm=1;*/ + nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */ + p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm); + + for (age=bage; age<=fage; age ++){ + nstepma=(int) rint((agelim-bage)*YEARM/stepm); /* Biggest nstepm */ + /* Typically if 20 years nstepm = 20*12/6=40 stepm */ + /* if (stepm >= YEARM) hstepm=1;*/ + nhstepma = nstepma/hstepm;/* Expressed in hstepm, typically nhstepma=40/4=10 */ + + /* If stepm=6 months */ + /* Computed by stepm unit matrices, product of hstepma matrices, stored + in an array of nhstepma length: nhstepma=10, hstepm=4, stepm=6 months */ + + hpxij(p3mat,nhstepma,age,hstepm,x,nlstate,stepm,oldm, savm, cij); + + hf=hstepm*stepm/YEARM; /* Duration of hstepm expressed in year unit. */ + + printf("%d|",(int)age);fflush(stdout); + fprintf(ficlog,"%d|",(int)age);fflush(ficlog); + + /* Computing expectancies */ + for(i=1; i<=nlstate;i++) + for(j=1; j<=nlstate;j++) + for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){ + eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf; + + /* if((int)age==70)printf("i=%2d,j=%2d,h=%2d,age=%3d,%9.4f,%9.4f,%9.4f\n",i,j,h,(int)age,p3mat[i][j][h],hf,eij[i][j][(int)age]);*/ + + } + + fprintf(ficreseij,"%3.0f",age ); + for(i=1; i<=nlstate;i++){ + eip=0; + for(j=1; j<=nlstate;j++){ + eip +=eij[i][j][(int)age]; + fprintf(ficreseij,"%9.4f", eij[i][j][(int)age] ); + } + fprintf(ficreseij,"%9.4f", eip ); + } + fprintf(ficreseij,"\n"); + + } + free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm); + printf("\n"); + fprintf(ficlog,"\n"); + +} + +void cvevsij(double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int cij, int estepm,double delti[],double **matcov,char strstart[] ) { - /* Health expectancies */ - int i, j, nhstepm, hstepm, h, nstepm, k, cptj; + /* Covariances of health expectancies eij and of total life expectancies according + to initial status i, ei. . + */ + int i, j, nhstepm, hstepm, h, nstepm, k, cptj, cptj2, i2, j2, ij, ji; + int nhstepma, nstepma; /* Decreasing with age */ double age, agelim, hf; - double ***p3mat,***varhe; + double ***p3matp, ***p3matm, ***varhe; double **dnewm,**doldm; - double *xp; + double *xp, *xm; double **gp, **gm; double ***gradg, ***trgradg; int theta; - varhe=ma3x(1,nlstate*2,1,nlstate*2,(int) bage, (int) fage); + double eip, vip; + + varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage); xp=vector(1,npar); - dnewm=matrix(1,nlstate*2,1,npar); - doldm=matrix(1,nlstate*2,1,nlstate*2); - - fprintf(ficreseij,"# Health expectancies\n"); - fprintf(ficreseij,"# Age"); - for(i=1; i<=nlstate;i++) + xm=vector(1,npar); + dnewm=matrix(1,nlstate*nlstate,1,npar); + doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate); + + pstamp(ficresstdeij); + fprintf(ficresstdeij,"# Health expectancies with standard errors\n"); + fprintf(ficresstdeij,"# Age"); + for(i=1; i<=nlstate;i++){ for(j=1; j<=nlstate;j++) - fprintf(ficreseij," %1d-%1d (SE)",i,j); - fprintf(ficreseij,"\n"); + fprintf(ficresstdeij," e%1d%1d (SE)",i,j); + fprintf(ficresstdeij," e%1d. ",i); + } + fprintf(ficresstdeij,"\n"); + pstamp(ficrescveij); + fprintf(ficrescveij,"# Subdiagonal matrix of covariances of health expectancies by age: cov(eij,ekl)\n"); + fprintf(ficrescveij,"# Age"); + for(i=1; i<=nlstate;i++) + for(j=1; j<=nlstate;j++){ + cptj= (j-1)*nlstate+i; + for(i2=1; i2<=nlstate;i2++) + for(j2=1; j2<=nlstate;j2++){ + cptj2= (j2-1)*nlstate+i2; + if(cptj2 <= cptj) + fprintf(ficrescveij," %1d%1d,%1d%1d",i,j,i2,j2); + } + } + fprintf(ficrescveij,"\n"); + if(estepm < stepm){ printf ("Problem %d lower than %d\n",estepm, stepm); } @@ -1873,132 +4409,150 @@ void evsij(char fileres[], double ***eij */ hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ + /* If stepm=6 months */ + /* nhstepm age range expressed in number of stepm */ agelim=AGESUP; - for (age=bage; age<=fage; age ++){ /* If stepm=6 months */ - /* nhstepm age range expressed in number of stepm */ - nstepm=(int) rint((agelim-age)*YEARM/stepm); + nstepm=(int) rint((agelim-bage)*YEARM/stepm); + /* Typically if 20 years nstepm = 20*12/6=40 stepm */ + /* if (stepm >= YEARM) hstepm=1;*/ + nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */ + + p3matp=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm); + p3matm=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm); + gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate); + trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar); + gp=matrix(0,nhstepm,1,nlstate*nlstate); + gm=matrix(0,nhstepm,1,nlstate*nlstate); + + for (age=bage; age<=fage; age ++){ + nstepma=(int) rint((agelim-bage)*YEARM/stepm); /* Biggest nstepm */ /* Typically if 20 years nstepm = 20*12/6=40 stepm */ /* if (stepm >= YEARM) hstepm=1;*/ - nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */ - p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm); - gradg=ma3x(0,nhstepm,1,npar,1,nlstate*2); - gp=matrix(0,nhstepm,1,nlstate*2); - gm=matrix(0,nhstepm,1,nlstate*2); - - /* Computed by stepm unit matrices, product of hstepm matrices, stored - in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */ - hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij); - + nhstepma = nstepma/hstepm;/* Expressed in hstepm, typically nhstepma=40/4=10 */ + /* If stepm=6 months */ + /* Computed by stepm unit matrices, product of hstepma matrices, stored + in an array of nhstepma length: nhstepma=10, hstepm=4, stepm=6 months */ + hf=hstepm*stepm/YEARM; /* Duration of hstepm expressed in year unit. */ - /* Computing Variances of health expectancies */ - - for(theta=1; theta <=npar; theta++){ + /* Computing Variances of health expectancies */ + /* Gradient is computed with plus gp and minus gm. Code is duplicated in order to + decrease memory allocation */ + for(theta=1; theta <=npar; theta++){ for(i=1; i<=npar; i++){ xp[i] = x[i] + (i==theta ?delti[theta]:0); + xm[i] = x[i] - (i==theta ?delti[theta]:0); } - hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij); + hpxij(p3matp,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, cij); + hpxij(p3matm,nhstepm,age,hstepm,xm,nlstate,stepm,oldm,savm, cij); - cptj=0; for(j=1; j<= nlstate; j++){ for(i=1; i<=nlstate; i++){ - cptj=cptj+1; - for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){ - gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.; + for(h=0; h<=nhstepm-1; h++){ + gp[h][(j-1)*nlstate + i] = (p3matp[i][j][h]+p3matp[i][j][h+1])/2.; + gm[h][(j-1)*nlstate + i] = (p3matm[i][j][h]+p3matm[i][j][h+1])/2.; } } } - - for(i=1; i<=npar; i++) - xp[i] = x[i] - (i==theta ?delti[theta]:0); - hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij); - - cptj=0; - for(j=1; j<= nlstate; j++){ - for(i=1;i<=nlstate;i++){ - cptj=cptj+1; - for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){ - gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.; - } - } - } - for(j=1; j<= nlstate*2; j++) + for(ij=1; ij<= nlstate*nlstate; ij++) for(h=0; h<=nhstepm-1; h++){ - gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta]; + gradg[h][theta][ij]= (gp[h][ij]-gm[h][ij])/2./delti[theta]; } - } - -/* End theta */ - - trgradg =ma3x(0,nhstepm,1,nlstate*2,1,npar); - - for(h=0; h<=nhstepm-1; h++) - for(j=1; j<=nlstate*2;j++) + }/* End theta */ + + + for(h=0; h<=nhstepm-1; h++) + for(j=1; j<=nlstate*nlstate;j++) for(theta=1; theta <=npar; theta++) trgradg[h][j][theta]=gradg[h][theta][j]; - + - for(i=1;i<=nlstate*2;i++) - for(j=1;j<=nlstate*2;j++) - varhe[i][j][(int)age] =0.; + for(ij=1;ij<=nlstate*nlstate;ij++) + for(ji=1;ji<=nlstate*nlstate;ji++) + varhe[ij][ji][(int)age] =0.; printf("%d|",(int)age);fflush(stdout); fprintf(ficlog,"%d|",(int)age);fflush(ficlog); for(h=0;h<=nhstepm-1;h++){ for(k=0;k<=nhstepm-1;k++){ - matprod2(dnewm,trgradg[h],1,nlstate*2,1,npar,1,npar,matcov); - matprod2(doldm,dnewm,1,nlstate*2,1,npar,1,nlstate*2,gradg[k]); - for(i=1;i<=nlstate*2;i++) - for(j=1;j<=nlstate*2;j++) - varhe[i][j][(int)age] += doldm[i][j]*hf*hf; + matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov); + matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]); + for(ij=1;ij<=nlstate*nlstate;ij++) + for(ji=1;ji<=nlstate*nlstate;ji++) + varhe[ij][ji][(int)age] += doldm[ij][ji]*hf*hf; } } + /* Computing expectancies */ + hpxij(p3matm,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, cij); for(i=1; i<=nlstate;i++) for(j=1; j<=nlstate;j++) for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){ - eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf; + eij[i][j][(int)age] += (p3matm[i][j][h]+p3matm[i][j][h+1])/2.0*hf; -/* if((int)age==70)printf("i=%2d,j=%2d,h=%2d,age=%3d,%9.4f,%9.4f,%9.4f\n",i,j,h,(int)age,p3mat[i][j][h],hf,eij[i][j][(int)age]);*/ + /* if((int)age==70)printf("i=%2d,j=%2d,h=%2d,age=%3d,%9.4f,%9.4f,%9.4f\n",i,j,h,(int)age,p3mat[i][j][h],hf,eij[i][j][(int)age]);*/ } - fprintf(ficreseij,"%3.0f",age ); - cptj=0; + fprintf(ficresstdeij,"%3.0f",age ); + for(i=1; i<=nlstate;i++){ + eip=0.; + vip=0.; + for(j=1; j<=nlstate;j++){ + eip += eij[i][j][(int)age]; + for(k=1; k<=nlstate;k++) /* Sum on j and k of cov(eij,eik) */ + vip += varhe[(j-1)*nlstate+i][(k-1)*nlstate+i][(int)age]; + fprintf(ficresstdeij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[(j-1)*nlstate+i][(j-1)*nlstate+i][(int)age]) ); + } + fprintf(ficresstdeij," %9.4f (%.4f)", eip, sqrt(vip)); + } + fprintf(ficresstdeij,"\n"); + + fprintf(ficrescveij,"%3.0f",age ); for(i=1; i<=nlstate;i++) for(j=1; j<=nlstate;j++){ - cptj++; - fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) ); + cptj= (j-1)*nlstate+i; + for(i2=1; i2<=nlstate;i2++) + for(j2=1; j2<=nlstate;j2++){ + cptj2= (j2-1)*nlstate+i2; + if(cptj2 <= cptj) + fprintf(ficrescveij," %.4f", varhe[cptj][cptj2][(int)age]); + } } - fprintf(ficreseij,"\n"); + fprintf(ficrescveij,"\n"); - free_matrix(gm,0,nhstepm,1,nlstate*2); - free_matrix(gp,0,nhstepm,1,nlstate*2); - free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*2); - free_ma3x(trgradg,0,nhstepm,1,nlstate*2,1,npar); - free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm); } + free_matrix(gm,0,nhstepm,1,nlstate*nlstate); + free_matrix(gp,0,nhstepm,1,nlstate*nlstate); + free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate); + free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar); + free_ma3x(p3matm,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm); + free_ma3x(p3matp,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm); printf("\n"); fprintf(ficlog,"\n"); + free_vector(xm,1,npar); free_vector(xp,1,npar); - free_matrix(dnewm,1,nlstate*2,1,npar); - free_matrix(doldm,1,nlstate*2,1,nlstate*2); - free_ma3x(varhe,1,nlstate*2,1,nlstate*2,(int) bage, (int)fage); + free_matrix(dnewm,1,nlstate*nlstate,1,npar); + free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate); + free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage); } /************ 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 ij, int estepm, int cptcov, int cptcod, int popbased, int mobilav) + 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[]) { /* Variance of health expectancies */ /* double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/ /* double **newm;*/ + /* int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav)*/ + + int movingaverage(); double **dnewm,**doldm; double **dnewmp,**doldmp; int i, j, nhstepm, hstepm, h, nstepm ; - int k, cptcode; + int k; double *xp; double **gp, **gm; /* for var eij */ double ***gradg, ***trgradg; /*for var eij */ @@ -2016,11 +4570,11 @@ void varevsij(char optionfilefiname[], d if(popbased==1){ if(mobilav!=0) - strcpy(digitp,"-populbased-mobilav-"); - else strcpy(digitp,"-populbased-nomobil-"); + strcpy(digitp,"-POPULBASED-MOBILAV_"); + else strcpy(digitp,"-POPULBASED-NOMOBIL_"); } else - strcpy(digitp,"-stablbased-"); + strcpy(digitp,"-STABLBASED_"); if (mobilav!=0) { mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX); @@ -2030,18 +4584,19 @@ void varevsij(char optionfilefiname[], d } } - strcpy(fileresprobmorprev,"prmorprev"); + strcpy(fileresprobmorprev,"PRMORPREV-"); sprintf(digit,"%-d",ij); /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/ strcat(fileresprobmorprev,digit); /* Tvar to be done */ strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */ - strcat(fileresprobmorprev,fileres); + strcat(fileresprobmorprev,fileresu); if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) { printf("Problem with resultfile: %s\n", fileresprobmorprev); fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev); } printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev); fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev); + pstamp(ficresprobmorprev); fprintf(ficresprobmorprev,"# probabilities of dying before estepm=%d months for people of exact age and weighted probabilities w1*p1j+w2*p2j+... stand dev in()\n",estepm); fprintf(ficresprobmorprev,"# Age cov=%-d",ij); for(j=nlstate+1; j<=(nlstate+ndeath);j++){ @@ -2050,30 +4605,24 @@ void varevsij(char optionfilefiname[], d fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j); } fprintf(ficresprobmorprev,"\n"); - if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) { - printf("Problem with gnuplot file: %s\n", optionfilegnuplot); - fprintf(ficlog,"Problem with gnuplot file: %s\n", optionfilegnuplot); - exit(0); - } - else{ - fprintf(ficgp,"\n# Routine varevsij"); - } - if((fichtm=fopen(optionfilehtm,"a"))==NULL) { - printf("Problem with html file: %s\n", optionfilehtm); - fprintf(ficlog,"Problem with html file: %s\n", optionfilehtm); - exit(0); - } - else{ - fprintf(fichtm,"\n
  • Computing probabilities of dying over estepm months as a weighted average (i.e global mortality independent of initial healh state)

  • \n"); - fprintf(fichtm,"\n
    %s
    \n",digitp); - } + + fprintf(ficgp,"\n# Routine varevsij"); + fprintf(ficgp,"\nunset title \n"); +/* fprintf(fichtm, "#Local time at start: %s", strstart);*/ + fprintf(fichtm,"\n
  • Computing probabilities of dying over estepm months as a weighted average (i.e global mortality independent of initial healh state)

  • \n"); + fprintf(fichtm,"\n
    %s
    \n",digitp); +/* } */ varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath); - - fprintf(ficresvij,"# Variance and covariance of health expectancies e.j \n# (weighted average of eij where weights are the stable prevalence in health states i\n"); + pstamp(ficresvij); + fprintf(ficresvij,"# Variance and covariance of health expectancies e.j \n# (weighted average of eij where weights are "); + if(popbased==1) + fprintf(ficresvij,"the age specific prevalence observed (cross-sectionally) in the population i.e cross-sectionally\n in each health state (popbased=1) (mobilav=%d\n",mobilav); + else + fprintf(ficresvij,"the age specific period (stable) prevalences in each health state \n"); fprintf(ficresvij,"# Age"); for(i=1; i<=nlstate;i++) for(j=1; j<=nlstate;j++) - fprintf(ficresvij," Cov(e%1d, e%1d)",i,j); + fprintf(ficresvij," Cov(e.%1d, e.%1d)",i,j); fprintf(ficresvij,"\n"); xp=vector(1,npar); @@ -2094,10 +4643,9 @@ void varevsij(char optionfilefiname[], d /* For example we decided to compute the life expectancy with the smallest unit */ /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. nhstepm is the number of hstepm from age to agelim - nstepm is the number of stepm from age to agelin. - Look at hpijx to understand the reason of that which relies in memory size - and note for a fixed period like k years */ - /* We decided (b) to get a life expectancy respecting the most precise curvature of the + nstepm is the number of stepm from age to agelim. + Look at function hpijx to understand why because of memory size limitations, + we decided (b) to get a life expectancy respecting the most precise curvature of the survival function given by stepm (the optimization length). Unfortunately it means that if the survival funtion is printed every two years of age and if you sum them up and add 1 year (area under the trapezoids) you won't get the same @@ -2118,8 +4666,8 @@ void varevsij(char optionfilefiname[], d for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/ xp[i] = x[i] + (i==theta ?delti[theta]:0); } - hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij); - prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij); + + prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ncvyearp,ij); if (popbased==1) { if(mobilav ==0){ @@ -2131,13 +4679,14 @@ void varevsij(char optionfilefiname[], d } } + hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij); /* Returns p3mat[i][j][h] for h=1 to nhstepm */ for(j=1; j<= nlstate; j++){ for(h=0; h<=nhstepm; h++){ for(i=1, gp[h][j]=0.;i<=nlstate;i++) gp[h][j] += prlim[i][i]*p3mat[i][j][h]; } } - /* This for computing probability of death (h=1 means + /* Next for computing probability of death (h=1 means computed over hstepm matrices product = hstepm*stepm months) as a weighted average of prlim. */ @@ -2149,8 +4698,8 @@ void varevsij(char optionfilefiname[], d for(i=1; i<=npar; i++) /* Computes gradient x - delta */ xp[i] = x[i] - (i==theta ?delti[theta]:0); - hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij); - prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij); + + prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ncvyearp, ij); if (popbased==1) { if(mobilav ==0){ @@ -2162,7 +4711,9 @@ void varevsij(char optionfilefiname[], d } } - for(j=1; j<= nlstate; j++){ + hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij); + + for(j=1; j<= nlstate; j++){ /* Sum of wi * eij = e.j */ for(h=0; h<=nhstepm; h++){ for(i=1, gm[h][j]=0.;i<=nlstate;i++) gm[h][j] += prlim[i][i]*p3mat[i][j][h]; @@ -2215,18 +4766,17 @@ void varevsij(char optionfilefiname[], d vareij[i][j][(int)age] += doldm[i][j]*hf*hf; } } - + /* pptj */ 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); - - for(j=nlstate+1;j<=nlstate+ndeath;j++) - for(i=nlstate+1;i<=nlstate+ndeath;i++){ + for(j=nlstate+1;j<=nlstate+ndeath;j++) + for(i=nlstate+1;i<=nlstate+ndeath;i++) varppt[j][i]=doldmp[j][i]; /* end ppptj */ /* x centered again */ - hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij); - prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij); + + prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ncvyearp,ij); if (popbased==1) { if(mobilav ==0){ @@ -2237,11 +4787,12 @@ void varevsij(char optionfilefiname[], d prlim[i][i]=mobaverage[(int)age][i][ij]; } } - + /* This for computing probability of death (h=1 means computed over hstepm (estepm) matrices product = hstepm*stepm months) as a weighted average of prlim. */ + hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij); for(j=nlstate+1;j<=nlstate+ndeath;j++){ for(i=1,gmp[j]=0.;i<= nlstate; i++) gmp[j] += prlim[i][i]*p3mat[i][j][1]; @@ -2273,20 +4824,23 @@ void varevsij(char optionfilefiname[], d free_vector(gmp,nlstate+1,nlstate+ndeath); free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath); free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/ - fprintf(ficgp,"\nset noparametric;set nolabel; set ter png small;set size 0.65, 0.65"); + /* fprintf(ficgp,"\nunset parametric;unset label; set ter png small size 320, 240"); */ + fprintf(ficgp,"\nunset parametric;unset label; set ter svg size 640, 480"); /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */ - fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";"); + fprintf(ficgp,"\n set log y; unset log x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";"); + fprintf(ficgp,"\nset out \"%s%s.svg\";",subdirf3(optionfilefiname,"VARMUPTJGR-",digitp),digit); /* fprintf(ficgp,"\n plot \"%s\" u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */ /* fprintf(ficgp,"\n replot \"%s\" u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */ /* fprintf(ficgp,"\n replot \"%s\" u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */ - fprintf(ficgp,"\n plot \"%s\" u 1:($3) not w l 1 ",fileresprobmorprev); - fprintf(ficgp,"\n replot \"%s\" u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",fileresprobmorprev); - fprintf(ficgp,"\n replot \"%s\" u 1:(($3-1.96*$4)) not w l 2 ",fileresprobmorprev); - fprintf(fichtm,"\n
    File (multiple files are possible if covariates are present): %s\n",fileresprobmorprev,fileresprobmorprev); - fprintf(fichtm,"\n
    Probability is computed over estepm=%d months.

    \n", estepm,digitp,digit); - /* fprintf(fichtm,"\n
    Probability is computed over estepm=%d months and then divided by estepm and multiplied by %.0f in order to have the probability to die over a year

    \n", stepm,YEARM,digitp,digit); + fprintf(ficgp,"\n plot \"%s\" u 1:($3) not w l lt 1 ",subdirf(fileresprobmorprev)); + fprintf(ficgp,"\n replot \"%s\" u 1:(($3+1.96*$4)) t \"95%% interval\" w l lt 2 ",subdirf(fileresprobmorprev)); + fprintf(ficgp,"\n replot \"%s\" u 1:(($3-1.96*$4)) not w l lt 2 ",subdirf(fileresprobmorprev)); + fprintf(fichtm,"\n
    File (multiple files are possible if covariates are present): %s\n",subdirf(fileresprobmorprev),subdirf(fileresprobmorprev)); + fprintf(fichtm,"\n
    Probability is computed over estepm=%d months.

    \n", estepm,subdirf3(optionfilefiname,"VARMUPTJGR-",digitp),digit); + /* fprintf(fichtm,"\n
    Probability is computed over estepm=%d months and then divided by estepm and multiplied by %.0f in order to have the probability to die over a year

    \n", stepm,YEARM,digitp,digit); */ - fprintf(ficgp,"\nset out \"varmuptjgr%s%s.png\";replot;",digitp,digit); +/* fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.svg\";replot;",digitp,optionfilefiname,digit); */ + fprintf(ficgp,"\nset out;\nset out \"%s%s.svg\";replot;set out;\n",subdirf3(optionfilefiname,"VARMUPTJGR-",digitp),digit); free_vector(xp,1,npar); free_matrix(doldm,1,nlstate,1,nlstate); @@ -2296,26 +4850,27 @@ void varevsij(char optionfilefiname[], d free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath); if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX); fclose(ficresprobmorprev); - fclose(ficgp); - fclose(fichtm); -} + fflush(ficgp); + fflush(fichtm); +} /* end varevsij */ /************ Variance of prevlim ******************/ -void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij) + void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int *ncvyearp, int ij, char strstart[]) { - /* Variance of prevalence limit */ + /* Variance of prevalence limit for each state ij using current parameters x[] and estimates of neighbourhood give by delti*/ /* double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/ - double **newm; + double **dnewm,**doldm; int i, j, nhstepm, hstepm; - int k, cptcode; double *xp; double *gp, *gm; double **gradg, **trgradg; + double **mgm, **mgp; double age,agelim; int theta; - - fprintf(ficresvpl,"# Standard deviation of stable prevalences \n"); + + pstamp(ficresvpl); + fprintf(ficresvpl,"# Standard deviation of period (stable) prevalences \n"); fprintf(ficresvpl,"# Age"); for(i=1; i<=nlstate;i++) fprintf(ficresvpl," %1d-%1d",i,i); @@ -2333,6 +4888,8 @@ void varprevlim(char fileres[], double * if (stepm >= YEARM) hstepm=1; nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */ gradg=matrix(1,npar,1,nlstate); + mgp=matrix(1,npar,1,nlstate); + mgm=matrix(1,npar,1,nlstate); gp=vector(1,nlstate); gm=vector(1,nlstate); @@ -2340,18 +4897,27 @@ void varprevlim(char fileres[], double * for(i=1; i<=npar; i++){ /* Computes gradient */ xp[i] = x[i] + (i==theta ?delti[theta]:0); } - prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij); - for(i=1;i<=nlstate;i++) + if((int)age==79 ||(int)age== 80 ||(int)age== 81 ) + prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ncvyearp,ij); + else + prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ncvyearp,ij); + for(i=1;i<=nlstate;i++){ gp[i] = prlim[i][i]; - + mgp[theta][i] = prlim[i][i]; + } for(i=1; i<=npar; i++) /* Computes gradient */ xp[i] = x[i] - (i==theta ?delti[theta]:0); - prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij); - for(i=1;i<=nlstate;i++) + if((int)age==79 ||(int)age== 80 ||(int)age== 81 ) + prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ncvyearp,ij); + else + prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ncvyearp,ij); + for(i=1;i<=nlstate;i++){ gm[i] = prlim[i][i]; - + mgm[theta][i] = prlim[i][i]; + } for(i=1;i<=nlstate;i++) gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta]; + /* gradg[theta][2]= -gradg[theta][1]; */ /* For testing if nlstate=2 */ } /* End theta */ trgradg =matrix(1,nlstate,1,npar); @@ -2359,11 +4925,34 @@ void varprevlim(char fileres[], double * for(j=1; j<=nlstate;j++) for(theta=1; theta <=npar; theta++) trgradg[j][theta]=gradg[theta][j]; + /* if((int)age==79 ||(int)age== 80 ||(int)age== 81 ){ */ + /* printf("\nmgm mgp %d ",(int)age); */ + /* for(j=1; j<=nlstate;j++){ */ + /* printf(" %d ",j); */ + /* for(theta=1; theta <=npar; theta++) */ + /* printf(" %d %lf %lf",theta,mgm[theta][j],mgp[theta][j]); */ + /* printf("\n "); */ + /* } */ + /* } */ + /* if((int)age==79 ||(int)age== 80 ||(int)age== 81 ){ */ + /* printf("\n gradg %d ",(int)age); */ + /* for(j=1; j<=nlstate;j++){ */ + /* printf("%d ",j); */ + /* for(theta=1; theta <=npar; theta++) */ + /* printf("%d %lf ",theta,gradg[theta][j]); */ + /* printf("\n "); */ + /* } */ + /* } */ for(i=1;i<=nlstate;i++) varpl[i][(int)age] =0.; + if((int)age==79 ||(int)age== 80 ||(int)age== 81){ + matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov); + matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg); + }else{ matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov); matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg); + } for(i=1;i<=nlstate;i++) varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */ @@ -2373,6 +4962,8 @@ void varprevlim(char fileres[], double * fprintf(ficresvpl,"\n"); free_vector(gp,1,nlstate); free_vector(gm,1,nlstate); + free_matrix(mgm,1,npar,1,nlstate); + free_matrix(mgp,1,npar,1,nlstate); free_matrix(gradg,1,npar,1,nlstate); free_matrix(trgradg,1,nlstate,1,npar); } /* End age */ @@ -2384,41 +4975,40 @@ void varprevlim(char fileres[], double * } /************ Variance of one-step probabilities ******************/ -void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax) +void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax, char strstart[]) { - int i, j=0, i1, k1, l1, t, tj; + int i, j=0, k1, l1, tj; int k2, l2, j1, z1; - int k=0,l, cptcode; - int first=1, first1; + int k=0, l; + int first=1, first1, first2; double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp; double **dnewm,**doldm; double *xp; double *gp, *gm; double **gradg, **trgradg; double **mu; - double age,agelim, cov[NCOVMAX]; + double age, cov[NCOVMAX+1]; double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */ int theta; char fileresprob[FILENAMELENGTH]; char fileresprobcov[FILENAMELENGTH]; char fileresprobcor[FILENAMELENGTH]; - double ***varpij; - strcpy(fileresprob,"prob"); + strcpy(fileresprob,"PROB_"); strcat(fileresprob,fileres); if((ficresprob=fopen(fileresprob,"w"))==NULL) { printf("Problem with resultfile: %s\n", fileresprob); fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob); } - strcpy(fileresprobcov,"probcov"); - strcat(fileresprobcov,fileres); + strcpy(fileresprobcov,"PROBCOV_"); + strcat(fileresprobcov,fileresu); if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) { printf("Problem with resultfile: %s\n", fileresprobcov); fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov); } - strcpy(fileresprobcor,"probcor"); - strcat(fileresprobcor,fileres); + strcpy(fileresprobcor,"PROBCOR_"); + strcat(fileresprobcor,fileresu); if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) { printf("Problem with resultfile: %s\n", fileresprobcor); fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor); @@ -2429,13 +5019,15 @@ void varprob(char optionfilefiname[], do fprintf(ficlog,"Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov); printf("and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor); fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor); - + pstamp(ficresprob); fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n"); fprintf(ficresprob,"# Age"); + pstamp(ficresprobcov); fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n"); fprintf(ficresprobcov,"# Age"); + pstamp(ficresprobcor); fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n"); - fprintf(ficresprobcov,"# Age"); + fprintf(ficresprobcor,"# Age"); for(i=1; i<=nlstate;i++) @@ -2448,81 +5040,85 @@ void varprob(char optionfilefiname[], do fprintf(ficresprobcov,"\n"); fprintf(ficresprobcor,"\n"); */ - xp=vector(1,npar); + xp=vector(1,npar); dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar); doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath)); mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage); varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage); first=1; - if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) { - printf("Problem with gnuplot file: %s\n", optionfilegnuplot); - fprintf(ficlog,"Problem with gnuplot file: %s\n", optionfilegnuplot); - exit(0); - } - else{ - fprintf(ficgp,"\n# Routine varprob"); - } - if((fichtm=fopen(optionfilehtm,"a"))==NULL) { - printf("Problem with html file: %s\n", optionfilehtm); - fprintf(ficlog,"Problem with html file: %s\n", optionfilehtm); - exit(0); - } - else{ - fprintf(fichtm,"\n
  • Computing and drawing one step probabilities with their confidence intervals

  • \n"); - fprintf(fichtm,"\n"); - - fprintf(fichtm,"\n
  • Computing matrix of variance-covariance of step probabilities

  • \n"); - fprintf(fichtm,"\nWe have drawn ellipsoids of confidence around the pij, pkl to understand the covariance between two incidences. They are expressed in year-1 in order to be less dependent of stepm.
    \n"); - fprintf(fichtm,"\n
    We have drawn x'cov-1x = 4 where x is the column vector (pij,pkl). It means that if pij and pkl where uncorrelated the (2X2) matrix would have been (1/(var pij), 0 , 0, 1/(var pkl)), and the confidence interval would be 2 standard deviations wide on each axis.
    When both incidences are correlated we diagonalised the inverse of the covariance matrix and made the appropriate rotation.
    \n"); - - } + fprintf(ficgp,"\n# Routine varprob"); + fprintf(fichtm,"\n
  • Computing and drawing one step probabilities with their confidence intervals

  • \n"); + fprintf(fichtm,"\n"); + + fprintf(fichtm,"\n
  • Matrix of variance-covariance of one-step probabilities (drawings)

    this page is important in order to visualize confidence intervals and especially correlation between disability and recovery, or more generally, way in and way back.
  • \n",optionfilehtmcov); + fprintf(fichtmcov,"Current page is file %s
    \n\n

    Matrix of variance-covariance of pairs of step probabilities

    \n",optionfilehtmcov, optionfilehtmcov); + fprintf(fichtmcov,"\nEllipsoids of confidence centered on point (pij, pkl) are estimated \ +and drawn. It helps understanding how is the covariance between two incidences.\ + They are expressed in year-1 in order to be less dependent of stepm.
    \n"); + fprintf(fichtmcov,"\n
    Contour plot corresponding to x'cov-1x = 4 (where x is the column vector (pij,pkl)) are drawn. \ +It can be understood this way: if pij and pkl where uncorrelated the (2x2) matrix of covariance \ +would have been (1/(var pij), 0 , 0, 1/(var pkl)), and the confidence interval would be 2 \ +standard deviations wide on each axis.
    \ + Now, if both incidences are correlated (usual case) we diagonalised the inverse of the covariance matrix\ + and made the appropriate rotation to look at the uncorrelated principal directions.
    \ +To be simple, these graphs help to understand the significativity of each parameter in relation to a second other one.
    \n"); cov[1]=1; - tj=cptcoveff; + /* tj=cptcoveff; */ + tj = (int) pow(2,cptcoveff); if (cptcovn<1) {tj=1;ncodemax[1]=1;} j1=0; - for(t=1; t<=tj;t++){ - for(i1=1; i1<=ncodemax[t];i1++){ - j1++; + for(j1=1; j1<=tj;j1++){ + /*for(i1=1; i1<=ncodemax[t];i1++){ */ + /*j1++;*/ if (cptcovn>0) { fprintf(ficresprob, "\n#********** Variable "); - for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]); + for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtabm(j1,z1)]); fprintf(ficresprob, "**********\n#\n"); fprintf(ficresprobcov, "\n#********** Variable "); - for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]); + for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtabm(j1,z1)]); fprintf(ficresprobcov, "**********\n#\n"); fprintf(ficgp, "\n#********** Variable "); - for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]); + for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtabm(j1,z1)]); fprintf(ficgp, "**********\n#\n"); - fprintf(fichtm, "\n
    ********** Variable "); - for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]); - fprintf(fichtm, "**********\n
    "); + fprintf(fichtmcov, "\n
    ********** Variable "); + for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtabm(j1,z1)]); + fprintf(fichtmcov, "**********\n
    "); fprintf(ficresprobcor, "\n#********** Variable "); - for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]); + for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtabm(j1,z1)]); fprintf(ficresprobcor, "**********\n#"); } + gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath)); + trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar); + gp=vector(1,(nlstate)*(nlstate+ndeath)); + gm=vector(1,(nlstate)*(nlstate+ndeath)); for (age=bage; age<=fage; age ++){ cov[2]=age; + if(nagesqr==1) + cov[3]= age*age; for (k=1; k<=cptcovn;k++) { - cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]]; + cov[2+nagesqr+k]=nbcode[Tvar[k]][codtabm(j1,k)]; + /*cov[2+nagesqr+k]=nbcode[Tvar[k]][codtabm(j1,Tvar[k])];*//* j1 1 2 3 4 + * 1 1 1 1 1 + * 2 2 1 1 1 + * 3 1 2 1 1 + */ + /* nbcode[1][1]=0 nbcode[1][2]=1;*/ } - for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2]; + /* for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2]; */ + for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=nbcode[Tvar[Tage[k]]][codtabm(ij,k)]*cov[2]; for (k=1; k<=cptcovprod;k++) - cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]]; + cov[2+nagesqr+Tprod[k]]=nbcode[Tvard[k][1]][codtabm(ij,k)]*nbcode[Tvard[k][2]][codtabm(ij,k)]; - gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath)); - trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar); - gp=vector(1,(nlstate)*(nlstate+ndeath)); - gm=vector(1,(nlstate)*(nlstate+ndeath)); for(theta=1; theta <=npar; theta++){ for(i=1; i<=npar; i++) - xp[i] = x[i] + (i==theta ?delti[theta]:0); + xp[i] = x[i] + (i==theta ?delti[theta]:(double)0); pmij(pmmij,cov,ncovmodel,xp,nlstate); @@ -2535,7 +5131,7 @@ void varprob(char optionfilefiname[], do } for(i=1; i<=npar; i++) - xp[i] = x[i] - (i==theta ?delti[theta]:0); + xp[i] = x[i] - (i==theta ?delti[theta]:(double)0); pmij(pmmij,cov,ncovmodel,xp,nlstate); k=0; @@ -2547,7 +5143,7 @@ void varprob(char optionfilefiname[], do } for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) - gradg[theta][i]=(gp[i]-gm[i])/2./delti[theta]; + gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta]; } for(j=1; j<=(nlstate)*(nlstate+ndeath);j++) @@ -2556,10 +5152,6 @@ void varprob(char optionfilefiname[], do matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg); - free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath)); - free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath)); - free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar); - free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar); pmij(pmmij,cov,ncovmodel,x,nlstate); @@ -2593,20 +5185,25 @@ void varprob(char optionfilefiname[], do i=0; for (k=1; k<=(nlstate);k++){ for (l=1; l<=(nlstate+ndeath);l++){ - i=i++; + i++; fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l); fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l); for (j=1; j<=i;j++){ + /* printf(" k=%d l=%d i=%d j=%d\n",k,l,i,j);fflush(stdout); */ fprintf(ficresprobcov," %11.3e",varpij[i][j][(int)age]); fprintf(ficresprobcor," %11.3e",varpij[i][j][(int) age]/sqrt(varpij[i][i][(int) age])/sqrt(varpij[j][j][(int)age])); } } }/* end of loop for state */ } /* end of loop for age */ - + free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath)); + free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath)); + free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar); + free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar); + /* Confidence intervalle of pij */ /* - fprintf(ficgp,"\nset noparametric;unset label"); + fprintf(ficgp,"\nunset parametric;unset label"); fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\""); fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65"); fprintf(fichtm,"\n
    Probability with confidence intervals expressed in year-1 :pijgr%s.png, ",optionfilefiname,optionfilefiname); @@ -2616,7 +5213,7 @@ void varprob(char optionfilefiname[], do */ /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/ - first1=1; + first1=1;first2=2; for (k2=1; k2<=(nlstate);k2++){ for (l2=1; l2<=(nlstate+ndeath);l2++){ if(l2==k2) continue; @@ -2637,6 +5234,16 @@ void varprob(char optionfilefiname[], do /* Computing eigen value of matrix of covariance */ lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.; lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.; + if ((lc2 <0) || (lc1 <0) ){ + if(first2==1){ + first1=0; + printf("Strange: j1=%d One eigen value of 2x2 matrix of covariance is negative, lc1=%11.3e, lc2=%11.3e, v1=%11.3e, v2=%11.3e, cv12=%11.3e.\n It means that the matrix was not well estimated (varpij), for i=%2d, j=%2d, age=%4d .\n See files %s and %s. Probably WRONG RESULTS. See log file for details...\n", j1, lc1, lc2, v1, v2, cv12, i, j, (int)age,fileresprobcov, fileresprobcor); + } + fprintf(ficlog,"Strange: j1=%d One eigen value of 2x2 matrix of covariance is negative, lc1=%11.3e, lc2=%11.3e, v1=%11.3e, v2=%11.3e, cv12=%11.3e.\n It means that the matrix was not well estimated (varpij), for i=%2d, j=%2d, age=%4d .\n See files %s and %s. Probably WRONG RESULTS.\n", j1, lc1, lc2, v1, v2, cv12, i, j, (int)age,fileresprobcov, fileresprobcor);fflush(ficlog); + /* lc1=fabs(lc1); */ /* If we want to have them positive */ + /* lc2=fabs(lc2); */ + } + /* Eigen vectors */ v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12)); /*v21=sqrt(1.-v11*v11); *//* error */ @@ -2654,13 +5261,18 @@ void varprob(char optionfilefiname[], do /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */ if(first==1){ first=0; + fprintf(ficgp,"\n# Ellipsoids of confidence\n#\n"); fprintf(ficgp,"\nset parametric;unset label"); fprintf(ficgp,"\nset log y;set log x; set xlabel \"p%1d%1d (year-1)\";set ylabel \"p%1d%1d (year-1)\"",k1,l1,k2,l2); - fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65"); - fprintf(fichtm,"\n
    Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year-1 :varpijgr%s%d%1d%1d-%1d%1d.png, ",k1,l1,k2,l2,optionfilefiname, j1,k1,l1,k2,l2,optionfilefiname, j1,k1,l1,k2,l2); - fprintf(fichtm,"\n
    ",optionfilefiname, j1,k1,l1,k2,l2); - fprintf(fichtm,"\n
    Correlation at age %d (%.3f),",(int) age, c12); - fprintf(ficgp,"\nset out \"varpijgr%s%d%1d%1d-%1d%1d.png\"",optionfilefiname, j1,k1,l1,k2,l2); + fprintf(ficgp,"\nset ter svg size 640, 480"); + fprintf(fichtmcov,"\n
    Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year-1\ + :\ +%s_%d%1d%1d-%1d%1d.svg, ",k1,l1,k2,l2,\ + subdirf2(optionfilefiname,"VARPIJGR_"), j1,k1,l1,k2,l2,\ + subdirf2(optionfilefiname,"VARPIJGR_"), j1,k1,l1,k2,l2); + fprintf(fichtmcov,"\n
    ",subdirf2(optionfilefiname,"VARPIJGR_"), j1,k1,l1,k2,l2); + fprintf(fichtmcov,"\n
    Correlation at age %d (%.3f),",(int) age, c12); + fprintf(ficgp,"\nset out \"%s_%d%1d%1d-%1d%1d.svg\"",subdirf2(optionfilefiname,"VARPIJGR_"), j1,k1,l1,k2,l2); fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2); fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2); fprintf(ficgp,"\nplot [-pi:pi] %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\ @@ -2668,7 +5280,7 @@ void varprob(char optionfilefiname[], do mu2,std,v21,sqrt(lc1),v22,sqrt(lc2)); }else{ first=0; - fprintf(fichtm," %d (%.3f),",(int) age, c12); + fprintf(fichtmcov," %d (%.3f),",(int) age, c12); fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2); fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2); fprintf(ficgp,"\nreplot %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\ @@ -2677,202 +5289,368 @@ void varprob(char optionfilefiname[], do }/* if first */ } /* age mod 5 */ } /* end loop age */ - fprintf(ficgp,"\nset out \"varpijgr%s%d%1d%1d-%1d%1d.png\";replot;",optionfilefiname, j1,k1,l1,k2,l2); + fprintf(ficgp,"\nset out;\nset out \"%s_%d%1d%1d-%1d%1d.svg\";replot;set out;",subdirf2(optionfilefiname,"VARPIJGR_"), j1,k1,l1,k2,l2); first=1; } /*l12 */ } /* k12 */ } /*l1 */ }/* k1 */ - } /* loop covariates */ + /* } */ /* loop covariates */ } free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage); free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage); + free_matrix(doldm,1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath)); + free_matrix(dnewm,1,(nlstate)*(nlstate+ndeath),1,npar); free_vector(xp,1,npar); fclose(ficresprob); fclose(ficresprobcov); fclose(ficresprobcor); - fclose(ficgp); - fclose(fichtm); + fflush(ficgp); + fflush(fichtmcov); } /******************* Printing html file ***********/ -void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \ +void printinghtml(char fileresu[], char title[], char datafile[], int firstpass, \ int lastpass, int stepm, int weightopt, char model[],\ int imx,int jmin, int jmax, double jmeanint,char rfileres[],\ - int popforecast, int estepm ,\ - double jprev1, double mprev1,double anprev1, \ - double jprev2, double mprev2,double anprev2){ + int popforecast, int prevfcast, int backcast, int estepm , \ + double jprev1, double mprev1,double anprev1, double dateprev1, \ + double jprev2, double mprev2,double anprev2, double dateprev2){ int jj1, k1, i1, cpt; - /*char optionfilehtm[FILENAMELENGTH];*/ - if((fichtm=fopen(optionfilehtm,"a"))==NULL) { - printf("Problem with %s \n",optionfilehtm), exit(0); - fprintf(ficlog,"Problem with %s \n",optionfilehtm), exit(0); - } - fprintf(fichtm,"