--- imach/src/imach.c 2003/03/28 13:33:56 1.72
+++ imach/src/imach.c 2006/06/30 13:02:05 1.128
@@ -1,4 +1,253 @@
-/* $Id: imach.c,v 1.72 2003/03/28 13:33:56 brouard Exp $
+/* $Id: imach.c,v 1.128 2006/06/30 13:02:05 brouard Exp $
+ $State: Exp $
+ $Log: imach.c,v $
+ 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. 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:
@@ -39,7 +288,7 @@
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.
@@ -48,19 +297,70 @@
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
+ for age prevalim()
+ h Pij x
+ variance of p varprob
+ 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
+*/
+
+
+
#include
#include
#include
+#include
#include
+#include
+#include
+#include
+#include
+extern int errno;
+
+/* #include */
+#include
+#include "timeval.h"
+
+/* #include */
+/* #define _(String) gettext (String) */
+
#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 */
@@ -75,16 +375,25 @@
#define YEARM 12. /* Number of months per year */
#define AGESUP 130
#define AGEBASE 40
-#ifdef windows
-#define DIRSEPARATOR '\\'
-#define ODIRSEPARATOR '/'
-#else
+#define AGEGOMP 10. /* Minimal age for Gompertz adjustment */
+#ifdef UNIX
#define DIRSEPARATOR '/'
+#define CHARSEPARATOR "/"
#define ODIRSEPARATOR '\\'
+#else
+#define DIRSEPARATOR '\\'
+#define CHARSEPARATOR "\\"
+#define ODIRSEPARATOR '/'
#endif
-char version[80]="Imach version 0.93, February 2003, INED-EUROREVES ";
-int erreur; /* Error number */
+/* $Id: imach.c,v 1.128 2006/06/30 13:02:05 brouard Exp $ */
+/* $State: Exp $ */
+
+char version[]="Imach version 0.98i, June 2006, INED-EUROREVES-Institut de longevite ";
+char fullversion[]="$Revision: 1.128 $ $Date: 2006/06/30 13:02:05 $";
+char strstart[80];
+char optionfilext[10], optionfilefiname[FILENAMELENGTH];
+int erreur, nberr=0, nbwarn=0; /* Error number, number of errors number of warnings */
int nvar;
int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
int npar=NPARMAX;
@@ -96,6 +405,9 @@ 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 ijmin, ijmax; /* Individuals having jmin and jmax */
+int gipmx, gsw; /* Global variables on the number of contributions
+ to the likelihood and the sum of weights (done by funcone)*/
int mle, weightopt;
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 */
@@ -104,28 +416,55 @@ int **bh; /* bh[mi][i] is the bias (+ or
double jmean; /* Mean space between 2 waves */
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,*ficpar, *ficparo,*ficres, *ficresp, *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
+FILE *ficlog, *ficrespow;
+int globpr; /* Global variable for printing or not */
+double fretone; /* Only one call to likelihood */
+long ipmx; /* 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 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 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 tmg, tm, tmf, *gmtime(), *localtime();
+long time_value;
+extern long time();
+char strcurr[80], strfor[80];
+
+char *endptr;
+long lval;
+double dval;
#define NR_END 1
#define FREE_ARG char*
@@ -154,24 +493,28 @@ static double maxarg1,maxarg2;
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, *ncodemax, *Tage,*cens;
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 *lsurv, *lpop, *tpop;
double ftol=FTOL; /* Tolerance for computing Max Likelihood */
double ftolhess; /* Tolerance for computing hessian */
@@ -179,27 +522,26 @@ double ftolhess; /* Tolerance for comput
/**************** 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 */
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 ) {
-#else
- extern char *getcwd( );
-
+ /* get current working directory */
+ /* extern char* getcwd ( char *buf , int len);*/
if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
-#endif
return( GLOCK_ERROR_GETCWD );
}
- strcpy( name, path ); /* we've got it */
+ /* got dirc from getcwd*/
+ printf(" DIRC = %s \n",dirc);
} else { /* strip direcotry from path */
ss++; /* after this, the filename */
l2 = strlen( ss ); /* length of filename */
@@ -207,30 +549,35 @@ static int split( char *path, char *dirc
strcpy( name, ss ); /* save file name */
strncpy( dirc, path, l1 - l2 ); /* now the directory */
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++) {
@@ -253,8 +600,8 @@ int nbocc(char *s, char occ)
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)
+ /* cuts string t into u and v where u ends before first occurence of char 'occ'
+ and v starts after first occurence of char 'occ' : ex cutv(u,v,"abcdef2ghi2j",'2')
gives u="abcedf" and v="ghi2j" */
int i,lg,j,p=0;
i=0;
@@ -311,6 +658,21 @@ 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 +727,8 @@ 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])
+ */
}
/*************************free matrix ************************/
@@ -404,7 +768,10 @@ 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 ************************/
@@ -415,6 +782,41 @@ void free_ma3x(double ***m, long nrl, lo
free((FREE_ARG)(m+nrl-NR_END));
}
+/*************** 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;
+}
+
/***************** f1dim *************************/
extern int ncom;
extern double *pcom,*xicom;
@@ -590,6 +992,19 @@ void linmin(double p[], double xi[], int
free_vector(pcom,1,n);
}
+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,"%d day(s) %d hour(s) %d minute(s) %d second(s)",days, hours, minutes, sec_left);
+ return ascdiff;
+}
+
/*************** powell ************************/
void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,
double (*func)(double []))
@@ -600,6 +1015,8 @@ void powell(double p[], double **xi, int
double del,t,*pt,*ptt,*xit;
double fp,fptt;
double *xits;
+ int niterf, itmp;
+
pt=vector(1,n);
ptt=vector(1,n);
xit=vector(1,n);
@@ -610,13 +1027,41 @@ void powell(double p[], double **xi, int
fp=(*fret);
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++)
+ last_time=curr_time;
+ (void) gettimeofday(&curr_time,&tzp);
+ printf("\nPowell iter=%d -2*LL=%.12f %ld sec. %ld sec.",*iter,*fret, curr_time.tv_sec-last_time.tv_sec, curr_time.tv_sec-start_time.tv_sec);fflush(stdout);
+ fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f %ld sec. %ld sec.",*iter,*fret, curr_time.tv_sec-last_time.tv_sec, curr_time.tv_sec-start_time.tv_sec); fflush(ficlog);
+/* fprintf(ficrespow,"%d %.12f %ld",*iter,*fret,curr_time.tv_sec-start_time.tv_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");
+ fprintf(ficrespow,"\n");fflush(ficrespow);
+ if(*iter <=3){
+ tm = *localtime(&curr_time.tv_sec);
+ strcpy(strcurr,asctime(&tm));
+/* asctime_r(&tm,strcurr); */
+ forecast_time=curr_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 this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
+ fprintf(ficlog,"\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
+ for(niterf=10;niterf<=30;niterf+=10){
+ forecast_time.tv_sec=curr_time.tv_sec+(niterf-*iter)*(curr_time.tv_sec-last_time.tv_sec);
+ tmf = *localtime(&forecast_time.tv_sec);
+/* asctime_r(&tmf,strfor); */
+ strcpy(strfor,asctime(&tmf));
+ 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(forecast_time.tv_sec-curr_time.tv_sec,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(forecast_time.tv_sec-curr_time.tv_sec,tmpout),strfor,strcurr);
+ }
+ }
for (i=1;i<=n;i++) {
for (j=1;j<=n;j++) xit[j]=xi[j][i];
fptt=(*fret);
@@ -708,7 +1153,7 @@ void powell(double p[], double **xi, int
}
}
-/**** 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)
{
@@ -779,57 +1224,57 @@ double **pmij(double **ps, double *cov,
int i,j,j1, nc, ii, jj;
for(i=1; i<= nlstate; i++){
- for(j=1; ji s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
+ for(j=1; ji s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2); */
+ }
+ ps[i][j]=s2;
}
- ps[i][j]=s2;
}
- }
/*ps[3][2]=1;*/
-
- for(i=1; i<= nlstate; i++){
- s1=0;
- for(j=1; j 1 the results are less biased than in previous versions.
@@ -968,15 +1414,16 @@ 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]));*/
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 the differences between probability to die before dh
- and probability to die before dh-stepm .
+ /* 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
@@ -996,7 +1443,28 @@ double func( double *x)
lower mortality.
*/
lli=log(out[s1][s2] - savm[s1][s2]);
- }else{
+
+
+ } else if (s2==-2) {
+ 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 */
}
@@ -1029,31 +1497,10 @@ 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;
@@ -1080,36 +1527,51 @@ 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+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 nlstate){
+ lli=log(out[s1][s2] - savm[s1][s2]);
+ }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(mi=1; mi<= wav[i]-1; mi++){
@@ -1131,10 +1593,13 @@ 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 */
@@ -1144,22 +1609,164 @@ 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], cov[NCOVMAX];
+ double **out;
+ double lli; /* Individual log likelihood */
+ double llt;
+ int s1, s2;
+ double bbh, survp;
+ /*extern weight */
+ /* We are differentiating ll according to initial status */
+ /* for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
+ /*for(i=1;i nlstate && (mle <5) ){ /* Jackson */
+ lli=log(out[s1][s2] - savm[s1][s2]);
+ } else if (s2==-2) {
+ 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{ /* ml>=5 no inter-extrapolation no jackson =0.8a */
+ 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,"%9d %6d %2d %2d %1d %1d %3d %11.6f %8.4f\
+ %11.6f %11.6f %11.6f ", \
+ num[i],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,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,fileres);
+ 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) s1 s2 wave# effective_wave# number_of_matrices_product pij weight -2ln(pij)*weight 0pij_x 0pij_(x-stepm) cumulating_loglikeli_by_health_state(reweighted=-2ll*weightXnumber_of_contribs/sum_of_weights) and_total\n");
+ fprintf(ficresilk, "#num_i i s1 s2 mi mw dh likeli 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);
+ fprintf(fichtm,"\n
File of contributions to the likelihood: %s
\n",subdirf(fileresilk),subdirf(fileresilk));
+ 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;
+ double **xi;
double fret;
+ double fretone; /* Only one call to likelihood */
+ /* char filerespow[FILENAMELENGTH];*/
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");
+
powell(p,xi,npar,ftol,&iter,&fret,func);
- printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
+ free_matrix(xi,1,npar,1,npar);
+ fclose(ficrespow);
+ 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));
@@ -1173,11 +1780,11 @@ void hesscov(double **matcov, double p[]
int i, j,jk;
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 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) ;
-
+ double gompertz(double p[]);
hess=matrix(1,npar,1,npar);
printf("\nCalculation of the hessian matrix. Wait...\n");
@@ -1185,9 +1792,11 @@ void hesscov(double **matcov, double p[]
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]);*/
+
+ 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++) {
@@ -1195,7 +1804,8 @@ void hesscov(double **matcov, double p[]
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);
+ hess[i][j]=hessij(p,delti,i,j,func,npar);
+
hess[j][i]=hess[i][j];
/*printf(" %lf ",hess[i][j]);*/
}
@@ -1266,14 +1876,14 @@ void hesscov(double **matcov, double p[]
}
/*************** 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)
{
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 delt=0.0001, delts, nkhi=10.,nkhif=1., khi=1.e-4;
double fx;
int k=0,kmax=10;
double l1;
@@ -1313,7 +1923,7 @@ double hessii( double x[], double delta,
}
-double hessij( double x[], double delti[], int thetai,int thetaj)
+double hessij( double x[], double delti[], int thetai,int thetaj,double (*func)(double []),int npar)
{
int i;
int l=1, l1, lmax=20;
@@ -1422,20 +2032,24 @@ void lubksb(double **a, int n, int *indx
}
}
+void pstamp(FILE *fichier)
+{
+ fprintf(fichier,"# %s.%s\n#%s\n#%s\n# %s", optionfilefiname,optionfilext,version,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[])
{ /* Some frequencies */
int i, m, jk, k1,i1, j1, bool, z1,z2,j;
int first;
double ***freq; /* Frequencies */
- double *pp;
- double pos, k2, dateintsum=0,k2cpt=0;
- FILE *ficresp;
+ double *pp, **prop;
+ double pos,posprop, k2, dateintsum=0,k2cpt=0;
char fileresp[FILENAMELENGTH];
pp=vector(1,nlstate);
- probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
+ prop=matrix(1,nlstate,iagemin,iagemax+3);
strcpy(fileresp,"p");
strcat(fileresp,fileres);
if((ficresp=fopen(fileresp,"w"))==NULL) {
@@ -1443,7 +2057,7 @@ void freqsummary(char fileres[], int ag
fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
exit(0);
}
- freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);
+ freq= ma3x(-5,nlstate+ndeath,-5,nlstate+ndeath,iagemin,iagemax+3);
j1=0;
j=cptcoveff;
@@ -1456,10 +2070,14 @@ void freqsummary(char fileres[], int ag
j1++;
/*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;
@@ -1473,25 +2091,26 @@ void freqsummary(char fileres[], int ag
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;
+ /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
+ if(agev[m][i]==0) agev[m][i]=iagemax+1;
+ if(agev[m][i]==1) agev[m][i]=iagemax+2;
+ if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
if (m1) && (agev[m][i]< (agemax+3))) {
+ if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
dateintsum=dateintsum+k2;
k2cpt++;
}
- }
+ /*}*/
}
}
}
- 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]]);
@@ -1501,8 +2120,8 @@ void freqsummary(char fileres[], int ag
fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
fprintf(ficresp, "\n");
- for(i=(int)agemin; i <= (int)agemax+3; i++){
- if(i==(int)agemax+3){
+ for(i=iagemin; i <= iagemax+3; i++){
+ if(i==iagemax+3){
fprintf(ficlog,"Total");
}else{
if(first==1){
@@ -1533,10 +2152,11 @@ 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)
@@ -1547,14 +2167,14 @@ 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);
+ /*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);
+ fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
}
}
@@ -1565,7 +2185,7 @@ void freqsummary(char fileres[], int ag
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(i <= iagemax)
fprintf(ficresp,"\n");
if(first==1)
printf("Others in log...\n");
@@ -1576,14 +2196,14 @@ void freqsummary(char fileres[], int ag
dateintmean=dateintsum/k2cpt;
fclose(ficresp);
- free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);
+ 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, int firstpass, int lastpass)
+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).
@@ -1592,13 +2212,16 @@ void prevalence(int agemin, float agemax
int i, m, jk, k1, i1, j1, bool, z1,z2,j;
double ***freq; /* Frequencies */
- double *pp;
- double pos;
+ double *pp, **prop;
+ double pos,posprop;
double y2; /* in fractional years */
+ int iagemin, iagemax;
- 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;
@@ -1608,10 +2231,9 @@ void prevalence(int agemin, float agemax
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<=nlstate; i++)
+ for(m=iagemin; m <= iagemax+3; m++)
+ prop[i][m]=0.0;
for (i=1; i<=imx; i++) { /* Each individual */
bool=1;
@@ -1624,49 +2246,40 @@ void prevalence(int agemin, float agemax
for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
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 (miagemax+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];
+ prop[s[m][i]][iagemax+3] += weight[i];
+ }
}
} /* 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(i=iagemin; i <= iagemax+3; 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 jk */
- }/* end 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
+ printf("Warning Observed prevalence probs[%d][%d][%d]=%lf because of lack of cases\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 */
+ /* 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 ***************/
@@ -1693,7 +2306,7 @@ void concatwav(int wav[], int **dh, int
mi=0;
m=firstpass;
while(s[m][i] <= nlstate){
- if(s[m][i]>=1)
+ if(s[m][i]>=1 || s[m][i]==-2 || s[m][i]==-4 || s[m][i]==-5)
mw[++mi][i]=m;
if(m >=lastpass)
break;
@@ -1709,47 +2322,74 @@ void concatwav(int wav[], int **dh, int
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 */
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);*/
- /*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]);*/
+ 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;
@@ -1774,13 +2414,13 @@ void concatwav(int wav[], int **dh, int
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);*/
}
- }
- } /* 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 %ld) Max=%d (%ld) Mean=%f\n\n ",jmin, ijmin, jmax, ijmax, jmean);
}
/*********** Tricode ****************************/
@@ -1826,7 +2466,7 @@ void tricode(int *Tvar, int **nbcode, in
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.*/
+ /* 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];
Ndum[ij]++;
}
@@ -1844,31 +2484,28 @@ void tricode(int *Tvar, int **nbcode, in
/*********** 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 */
- int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
+ /* Health expectancies, no variances */
+ int i, j, nhstepm, hstepm, h, nstepm, k, cptj, cptj2, i2, j2;
+ int nhstepma, nstepma; /* Decreasing with age */
double age, agelim, hf;
- double ***p3mat,***varhe;
- double **dnewm,**doldm;
- double *xp;
- double **gp, **gm;
- double ***gradg, ***trgradg;
- int theta;
+ double ***p3mat;
+ double eip;
- varhe=ma3x(1,nlstate*2,1,nlstate*2,(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");
+ 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," %1d-%1d (SE)",i,j);
+ 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);
}
@@ -1899,123 +2536,273 @@ void evsij(char fileres[], double ***eij
hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */
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);
- /* 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);
-
+ /* 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 */
- hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);
-
+
+/* 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[] )
+
+{
+ /* 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 ***p3matp, ***p3matm, ***varhe;
+ double **dnewm,**doldm;
+ double *xp, *xm;
+ double **gp, **gm;
+ double ***gradg, ***trgradg;
+ int theta;
+
+ double eip, vip;
+
+ varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
+ xp=vector(1,npar);
+ 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(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);
+ }
+ 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 */
+
+ /* If stepm=6 months */
+ /* nhstepm age range expressed in number of stepm */
+ agelim=AGESUP;
+ 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;*/
+ nhstepma = nstepma/hstepm;/* Expressed in hstepm, typically nhstepma=40/4=10 */
- /* Computing Variances of health expectancies */
+ /* 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. */
- 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 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);*/
@@ -2066,7 +2853,9 @@ void varevsij(char optionfilefiname[], d
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++){
@@ -2075,30 +2864,22 @@ 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(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);
@@ -2120,8 +2901,7 @@ void varevsij(char optionfilefiname[], d
/* 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 */
+ Look at function hpijx to understand why (it is linked to memory size questions) */
/* 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
@@ -2187,7 +2967,7 @@ void varevsij(char optionfilefiname[], d
}
}
- for(j=1; j<= nlstate; j++){
+ 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];
@@ -2303,14 +3083,15 @@ void varevsij(char optionfilefiname[], d
/* 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,optionfilefiname,digit);
+ fprintf(ficgp,"\n plot \"%s\" u 1:($3) not w l 1 ",subdirf(fileresprobmorprev));
+ fprintf(ficgp,"\n replot \"%s\" u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",subdirf(fileresprobmorprev));
+ fprintf(ficgp,"\n replot \"%s\" u 1:(($3-1.96*$4)) not w l 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%s.png\";replot;",digitp,optionfilefiname,digit);
+/* fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit); */
+ fprintf(ficgp,"\nset out \"%s%s.png\";replot;\n",subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
free_vector(xp,1,npar);
free_matrix(doldm,1,nlstate,1,nlstate);
@@ -2320,12 +3101,12 @@ 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 ij, char strstart[])
{
/* Variance of prevalence limit */
/* double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
@@ -2338,8 +3119,9 @@ void varprevlim(char fileres[], double *
double **gradg, **trgradg;
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);
@@ -2408,7 +3190,7 @@ 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 k2, l2, j1, z1;
@@ -2453,13 +3235,15 @@ 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++)
@@ -2478,28 +3262,23 @@ void varprob(char optionfilefiname[], do
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\n",optionfilehtmcov);
+ fprintf(fichtmcov,"\nMatrix of variance-covariance of pairs of step probabilities
\n\
+ file %s
\n",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;
@@ -2521,9 +3300,9 @@ void varprob(char optionfilefiname[], do
fprintf(ficgp, "**********\n#\n");
- fprintf(fichtm, "\n
********** Variable ");
+ fprintf(fichtmcov, "\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
");
fprintf(ficresprobcor, "\n#********** Variable ");
for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
@@ -2546,7 +3325,7 @@ void varprob(char optionfilefiname[], do
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);
@@ -2559,7 +3338,7 @@ 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;
@@ -2571,7 +3350,7 @@ 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++)
@@ -2681,10 +3460,14 @@ void varprob(char optionfilefiname[], do
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(fichtmcov,"\n
Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year-1\
+ :\
+%s%d%1d%1d-%1d%1d.png, ",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.png\"",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",\
@@ -2692,7 +3475,7 @@ 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",\
@@ -2701,7 +3484,7 @@ 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 \"%s%d%1d%1d-%1d%1d.png\";replot;",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
first=1;
} /*l12 */
} /* k12 */
@@ -2711,12 +3494,14 @@ void varprob(char optionfilefiname[], do
}
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);
}
@@ -2728,19 +3513,26 @@ void printinghtml(char fileres[], char t
double jprev1, double mprev1,double anprev1, \
double jprev2, double mprev2,double anprev2){
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,"Result files (first order: no variance)
\n
- - Observed prevalence in each state (during the period defined between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf): p%s
\n
- - Estimated transition probabilities over %d (stepm) months: pij%s
\n
- - Stable prevalence in each health state: pl%s
\n
- - Life expectancies by age and initial health status (estepm=%2d months):
- e%s
\n ", \
- jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,fileres,fileres,stepm,fileres,fileres,fileres,fileres,estepm,fileres,fileres);
+ fprintf(fichtm,"");
+ fprintf(fichtm,"