File:  [Local Repository] / imach / src / imach.c
Revision 1.131: download - view: text, annotated - select for diffs
Sat Jun 20 16:22:47 2009 UTC (15 years ago) by brouard
Branches: MAIN
CVS tags: HEAD
Some dimensions resccaled

    1: /* $Id: imach.c,v 1.131 2009/06/20 16:22:47 brouard Exp $
    2:   $State: Exp $
    3:   $Log: imach.c,v $
    4:   Revision 1.131  2009/06/20 16:22:47  brouard
    5:   Some dimensions resccaled
    6: 
    7:   Revision 1.130  2009/05/26 06:44:34  brouard
    8:   (Module): Max Covariate is now set to 20 instead of 8. A
    9:   lot of cleaning with variables initialized to 0. Trying to make
   10:   V2+V3*age+V1+V4 strb=V3*age+V1+V4 working better.
   11: 
   12:   Revision 1.129  2007/08/31 13:49:27  lievre
   13:   Modification of the way of exiting when the covariate is not binary in order to see on the window the error message before exiting
   14: 
   15:   Revision 1.128  2006/06/30 13:02:05  brouard
   16:   (Module): Clarifications on computing e.j
   17: 
   18:   Revision 1.127  2006/04/28 18:11:50  brouard
   19:   (Module): Yes the sum of survivors was wrong since
   20:   imach-114 because nhstepm was no more computed in the age
   21:   loop. Now we define nhstepma in the age loop.
   22:   (Module): In order to speed up (in case of numerous covariates) we
   23:   compute health expectancies (without variances) in a first step
   24:   and then all the health expectancies with variances or standard
   25:   deviation (needs data from the Hessian matrices) which slows the
   26:   computation.
   27:   In the future we should be able to stop the program is only health
   28:   expectancies and graph are needed without standard deviations.
   29: 
   30:   Revision 1.126  2006/04/28 17:23:28  brouard
   31:   (Module): Yes the sum of survivors was wrong since
   32:   imach-114 because nhstepm was no more computed in the age
   33:   loop. Now we define nhstepma in the age loop.
   34:   Version 0.98h
   35: 
   36:   Revision 1.125  2006/04/04 15:20:31  lievre
   37:   Errors in calculation of health expectancies. Age was not initialized.
   38:   Forecasting file added.
   39: 
   40:   Revision 1.124  2006/03/22 17:13:53  lievre
   41:   Parameters are printed with %lf instead of %f (more numbers after the comma).
   42:   The log-likelihood is printed in the log file
   43: 
   44:   Revision 1.123  2006/03/20 10:52:43  brouard
   45:   * imach.c (Module): <title> changed, corresponds to .htm file
   46:   name. <head> headers where missing.
   47: 
   48:   * imach.c (Module): Weights can have a decimal point as for
   49:   English (a comma might work with a correct LC_NUMERIC environment,
   50:   otherwise the weight is truncated).
   51:   Modification of warning when the covariates values are not 0 or
   52:   1.
   53:   Version 0.98g
   54: 
   55:   Revision 1.122  2006/03/20 09:45:41  brouard
   56:   (Module): Weights can have a decimal point as for
   57:   English (a comma might work with a correct LC_NUMERIC environment,
   58:   otherwise the weight is truncated).
   59:   Modification of warning when the covariates values are not 0 or
   60:   1.
   61:   Version 0.98g
   62: 
   63:   Revision 1.121  2006/03/16 17:45:01  lievre
   64:   * imach.c (Module): Comments concerning covariates added
   65: 
   66:   * imach.c (Module): refinements in the computation of lli if
   67:   status=-2 in order to have more reliable computation if stepm is
   68:   not 1 month. Version 0.98f
   69: 
   70:   Revision 1.120  2006/03/16 15:10:38  lievre
   71:   (Module): refinements in the computation of lli if
   72:   status=-2 in order to have more reliable computation if stepm is
   73:   not 1 month. Version 0.98f
   74: 
   75:   Revision 1.119  2006/03/15 17:42:26  brouard
   76:   (Module): Bug if status = -2, the loglikelihood was
   77:   computed as likelihood omitting the logarithm. Version O.98e
   78: 
   79:   Revision 1.118  2006/03/14 18:20:07  brouard
   80:   (Module): varevsij Comments added explaining the second
   81:   table of variances if popbased=1 .
   82:   (Module): Covariances of eij, ekl added, graphs fixed, new html link.
   83:   (Module): Function pstamp added
   84:   (Module): Version 0.98d
   85: 
   86:   Revision 1.117  2006/03/14 17:16:22  brouard
   87:   (Module): varevsij Comments added explaining the second
   88:   table of variances if popbased=1 .
   89:   (Module): Covariances of eij, ekl added, graphs fixed, new html link.
   90:   (Module): Function pstamp added
   91:   (Module): Version 0.98d
   92: 
   93:   Revision 1.116  2006/03/06 10:29:27  brouard
   94:   (Module): Variance-covariance wrong links and
   95:   varian-covariance of ej. is needed (Saito).
   96: 
   97:   Revision 1.115  2006/02/27 12:17:45  brouard
   98:   (Module): One freematrix added in mlikeli! 0.98c
   99: 
  100:   Revision 1.114  2006/02/26 12:57:58  brouard
  101:   (Module): Some improvements in processing parameter
  102:   filename with strsep.
  103: 
  104:   Revision 1.113  2006/02/24 14:20:24  brouard
  105:   (Module): Memory leaks checks with valgrind and:
  106:   datafile was not closed, some imatrix were not freed and on matrix
  107:   allocation too.
  108: 
  109:   Revision 1.112  2006/01/30 09:55:26  brouard
  110:   (Module): Back to gnuplot.exe instead of wgnuplot.exe
  111: 
  112:   Revision 1.111  2006/01/25 20:38:18  brouard
  113:   (Module): Lots of cleaning and bugs added (Gompertz)
  114:   (Module): Comments can be added in data file. Missing date values
  115:   can be a simple dot '.'.
  116: 
  117:   Revision 1.110  2006/01/25 00:51:50  brouard
  118:   (Module): Lots of cleaning and bugs added (Gompertz)
  119: 
  120:   Revision 1.109  2006/01/24 19:37:15  brouard
  121:   (Module): Comments (lines starting with a #) are allowed in data.
  122: 
  123:   Revision 1.108  2006/01/19 18:05:42  lievre
  124:   Gnuplot problem appeared...
  125:   To be fixed
  126: 
  127:   Revision 1.107  2006/01/19 16:20:37  brouard
  128:   Test existence of gnuplot in imach path
  129: 
  130:   Revision 1.106  2006/01/19 13:24:36  brouard
  131:   Some cleaning and links added in html output
  132: 
  133:   Revision 1.105  2006/01/05 20:23:19  lievre
  134:   *** empty log message ***
  135: 
  136:   Revision 1.104  2005/09/30 16:11:43  lievre
  137:   (Module): sump fixed, loop imx fixed, and simplifications.
  138:   (Module): If the status is missing at the last wave but we know
  139:   that the person is alive, then we can code his/her status as -2
  140:   (instead of missing=-1 in earlier versions) and his/her
  141:   contributions to the likelihood is 1 - Prob of dying from last
  142:   health status (= 1-p13= p11+p12 in the easiest case of somebody in
  143:   the healthy state at last known wave). Version is 0.98
  144: 
  145:   Revision 1.103  2005/09/30 15:54:49  lievre
  146:   (Module): sump fixed, loop imx fixed, and simplifications.
  147: 
  148:   Revision 1.102  2004/09/15 17:31:30  brouard
  149:   Add the possibility to read data file including tab characters.
  150: 
  151:   Revision 1.101  2004/09/15 10:38:38  brouard
  152:   Fix on curr_time
  153: 
  154:   Revision 1.100  2004/07/12 18:29:06  brouard
  155:   Add version for Mac OS X. Just define UNIX in Makefile
  156: 
  157:   Revision 1.99  2004/06/05 08:57:40  brouard
  158:   *** empty log message ***
  159: 
  160:   Revision 1.98  2004/05/16 15:05:56  brouard
  161:   New version 0.97 . First attempt to estimate force of mortality
  162:   directly from the data i.e. without the need of knowing the health
  163:   state at each age, but using a Gompertz model: log u =a + b*age .
  164:   This is the basic analysis of mortality and should be done before any
  165:   other analysis, in order to test if the mortality estimated from the
  166:   cross-longitudinal survey is different from the mortality estimated
  167:   from other sources like vital statistic data.
  168: 
  169:   The same imach parameter file can be used but the option for mle should be -3.
  170: 
  171:   Agnès, who wrote this part of the code, tried to keep most of the
  172:   former routines in order to include the new code within the former code.
  173: 
  174:   The output is very simple: only an estimate of the intercept and of
  175:   the slope with 95% confident intervals.
  176: 
  177:   Current limitations:
  178:   A) Even if you enter covariates, i.e. with the
  179:   model= V1+V2 equation for example, the programm does only estimate a unique global model without covariates.
  180:   B) There is no computation of Life Expectancy nor Life Table.
  181: 
  182:   Revision 1.97  2004/02/20 13:25:42  lievre
  183:   Version 0.96d. Population forecasting command line is (temporarily)
  184:   suppressed.
  185: 
  186:   Revision 1.96  2003/07/15 15:38:55  brouard
  187:   * imach.c (Repository): Errors in subdirf, 2, 3 while printing tmpout is
  188:   rewritten within the same printf. Workaround: many printfs.
  189: 
  190:   Revision 1.95  2003/07/08 07:54:34  brouard
  191:   * imach.c (Repository):
  192:   (Repository): Using imachwizard code to output a more meaningful covariance
  193:   matrix (cov(a12,c31) instead of numbers.
  194: 
  195:   Revision 1.94  2003/06/27 13:00:02  brouard
  196:   Just cleaning
  197: 
  198:   Revision 1.93  2003/06/25 16:33:55  brouard
  199:   (Module): On windows (cygwin) function asctime_r doesn't
  200:   exist so I changed back to asctime which exists.
  201:   (Module): Version 0.96b
  202: 
  203:   Revision 1.92  2003/06/25 16:30:45  brouard
  204:   (Module): On windows (cygwin) function asctime_r doesn't
  205:   exist so I changed back to asctime which exists.
  206: 
  207:   Revision 1.91  2003/06/25 15:30:29  brouard
  208:   * imach.c (Repository): Duplicated warning errors corrected.
  209:   (Repository): Elapsed time after each iteration is now output. It
  210:   helps to forecast when convergence will be reached. Elapsed time
  211:   is stamped in powell.  We created a new html file for the graphs
  212:   concerning matrix of covariance. It has extension -cov.htm.
  213: 
  214:   Revision 1.90  2003/06/24 12:34:15  brouard
  215:   (Module): Some bugs corrected for windows. Also, when
  216:   mle=-1 a template is output in file "or"mypar.txt with the design
  217:   of the covariance matrix to be input.
  218: 
  219:   Revision 1.89  2003/06/24 12:30:52  brouard
  220:   (Module): Some bugs corrected for windows. Also, when
  221:   mle=-1 a template is output in file "or"mypar.txt with the design
  222:   of the covariance matrix to be input.
  223: 
  224:   Revision 1.88  2003/06/23 17:54:56  brouard
  225:   * 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.
  226: 
  227:   Revision 1.87  2003/06/18 12:26:01  brouard
  228:   Version 0.96
  229: 
  230:   Revision 1.86  2003/06/17 20:04:08  brouard
  231:   (Module): Change position of html and gnuplot routines and added
  232:   routine fileappend.
  233: 
  234:   Revision 1.85  2003/06/17 13:12:43  brouard
  235:   * imach.c (Repository): Check when date of death was earlier that
  236:   current date of interview. It may happen when the death was just
  237:   prior to the death. In this case, dh was negative and likelihood
  238:   was wrong (infinity). We still send an "Error" but patch by
  239:   assuming that the date of death was just one stepm after the
  240:   interview.
  241:   (Repository): Because some people have very long ID (first column)
  242:   we changed int to long in num[] and we added a new lvector for
  243:   memory allocation. But we also truncated to 8 characters (left
  244:   truncation)
  245:   (Repository): No more line truncation errors.
  246: 
  247:   Revision 1.84  2003/06/13 21:44:43  brouard
  248:   * imach.c (Repository): Replace "freqsummary" at a correct
  249:   place. It differs from routine "prevalence" which may be called
  250:   many times. Probs is memory consuming and must be used with
  251:   parcimony.
  252:   Version 0.95a3 (should output exactly the same maximization than 0.8a2)
  253: 
  254:   Revision 1.83  2003/06/10 13:39:11  lievre
  255:   *** empty log message ***
  256: 
  257:   Revision 1.82  2003/06/05 15:57:20  brouard
  258:   Add log in  imach.c and  fullversion number is now printed.
  259: 
  260: */
  261: /*
  262:    Interpolated Markov Chain
  263: 
  264:   Short summary of the programme:
  265:   
  266:   This program computes Healthy Life Expectancies from
  267:   cross-longitudinal data. Cross-longitudinal data consist in: -1- a
  268:   first survey ("cross") where individuals from different ages are
  269:   interviewed on their health status or degree of disability (in the
  270:   case of a health survey which is our main interest) -2- at least a
  271:   second wave of interviews ("longitudinal") which measure each change
  272:   (if any) in individual health status.  Health expectancies are
  273:   computed from the time spent in each health state according to a
  274:   model. More health states you consider, more time is necessary to reach the
  275:   Maximum Likelihood of the parameters involved in the model.  The
  276:   simplest model is the multinomial logistic model where pij is the
  277:   probability to be observed in state j at the second wave
  278:   conditional to be observed in state i at the first wave. Therefore
  279:   the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
  280:   'age' is age and 'sex' is a covariate. If you want to have a more
  281:   complex model than "constant and age", you should modify the program
  282:   where the markup *Covariates have to be included here again* invites
  283:   you to do it.  More covariates you add, slower the
  284:   convergence.
  285: 
  286:   The advantage of this computer programme, compared to a simple
  287:   multinomial logistic model, is clear when the delay between waves is not
  288:   identical for each individual. Also, if a individual missed an
  289:   intermediate interview, the information is lost, but taken into
  290:   account using an interpolation or extrapolation.  
  291: 
  292:   hPijx is the probability to be observed in state i at age x+h
  293:   conditional to the observed state i at age x. The delay 'h' can be
  294:   split into an exact number (nh*stepm) of unobserved intermediate
  295:   states. This elementary transition (by month, quarter,
  296:   semester or year) is modelled as a multinomial logistic.  The hPx
  297:   matrix is simply the matrix product of nh*stepm elementary matrices
  298:   and the contribution of each individual to the likelihood is simply
  299:   hPijx.
  300: 
  301:   Also this programme outputs the covariance matrix of the parameters but also
  302:   of the life expectancies. It also computes the period (stable) prevalence. 
  303:   
  304:   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
  305:            Institut national d'études démographiques, Paris.
  306:   This software have been partly granted by Euro-REVES, a concerted action
  307:   from the European Union.
  308:   It is copyrighted identically to a GNU software product, ie programme and
  309:   software can be distributed freely for non commercial use. Latest version
  310:   can be accessed at http://euroreves.ined.fr/imach .
  311: 
  312:   Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
  313:   or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
  314:   
  315:   **********************************************************************/
  316: /*
  317:   main
  318:   read parameterfile
  319:   read datafile
  320:   concatwav
  321:   freqsummary
  322:   if (mle >= 1)
  323:     mlikeli
  324:   print results files
  325:   if mle==1 
  326:      computes hessian
  327:   read end of parameter file: agemin, agemax, bage, fage, estepm
  328:       begin-prev-date,...
  329:   open gnuplot file
  330:   open html file
  331:   period (stable) prevalence
  332:    for age prevalim()
  333:   h Pij x
  334:   variance of p varprob
  335:   forecasting if prevfcast==1 prevforecast call prevalence()
  336:   health expectancies
  337:   Variance-covariance of DFLE
  338:   prevalence()
  339:    movingaverage()
  340:   varevsij() 
  341:   if popbased==1 varevsij(,popbased)
  342:   total life expectancies
  343:   Variance of period (stable) prevalence
  344:  end
  345: */
  346: 
  347: 
  348: 
  349:  
  350: #include <math.h>
  351: #include <stdio.h>
  352: #include <stdlib.h>
  353: #include <string.h>
  354: #include <unistd.h>
  355: 
  356: #include <limits.h>
  357: #include <sys/types.h>
  358: #include <sys/stat.h>
  359: #include <errno.h>
  360: extern int errno;
  361: 
  362: /* #include <sys/time.h> */
  363: #include <time.h>
  364: #include "timeval.h"
  365: 
  366: /* #include <libintl.h> */
  367: /* #define _(String) gettext (String) */
  368: 
  369: #define MAXLINE 256
  370: 
  371: #define GNUPLOTPROGRAM "gnuplot"
  372: /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
  373: #define FILENAMELENGTH 132
  374: 
  375: #define	GLOCK_ERROR_NOPATH		-1	/* empty path */
  376: #define	GLOCK_ERROR_GETCWD		-2	/* cannot get cwd */
  377: 
  378: #define MAXPARM 128 /* Maximum number of parameters for the optimization */
  379: #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
  380: 
  381: #define NINTERVMAX 8
  382: #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
  383: #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
  384: #define NCOVMAX 20 /* Maximum number of covariates */
  385: #define MAXN 20000
  386: #define YEARM 12. /* Number of months per year */
  387: #define AGESUP 130
  388: #define AGEBASE 40
  389: #define AGEGOMP 10. /* Minimal age for Gompertz adjustment */
  390: #ifdef UNIX
  391: #define DIRSEPARATOR '/'
  392: #define CHARSEPARATOR "/"
  393: #define ODIRSEPARATOR '\\'
  394: #else
  395: #define DIRSEPARATOR '\\'
  396: #define CHARSEPARATOR "\\"
  397: #define ODIRSEPARATOR '/'
  398: #endif
  399: 
  400: /* $Id: imach.c,v 1.131 2009/06/20 16:22:47 brouard Exp $ */
  401: /* $State: Exp $ */
  402: 
  403: char version[]="Imach version 0.98k, June 2006, INED-EUROREVES-Institut de longevite ";
  404: char fullversion[]="$Revision: 1.131 $ $Date: 2009/06/20 16:22:47 $"; 
  405: char strstart[80];
  406: char optionfilext[10], optionfilefiname[FILENAMELENGTH];
  407: int erreur=0, nberr=0, nbwarn=0; /* Error number, number of errors number of warnings  */
  408: int nvar=0;
  409: int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov=0; /* Number of covariates, of covariates with '*age' */
  410: int npar=NPARMAX;
  411: int nlstate=2; /* Number of live states */
  412: int ndeath=1; /* Number of dead states */
  413: int ncovmodel=0, ncovcol=0;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
  414: int popbased=0;
  415: 
  416: int *wav; /* Number of waves for this individuual 0 is possible */
  417: int maxwav=0; /* Maxim number of waves */
  418: int jmin=0, jmax=0; /* min, max spacing between 2 waves */
  419: int ijmin=0, ijmax=0; /* Individuals having jmin and jmax */ 
  420: int gipmx=0, gsw=0; /* Global variables on the number of contributions 
  421: 		   to the likelihood and the sum of weights (done by funcone)*/
  422: int mle=1, weightopt=0;
  423: int **mw; /* mw[mi][i] is number of the mi wave for this individual */
  424: int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
  425: int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
  426: 	   * wave mi and wave mi+1 is not an exact multiple of stepm. */
  427: double jmean=1; /* Mean space between 2 waves */
  428: double **oldm, **newm, **savm; /* Working pointers to matrices */
  429: double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
  430: FILE *fic,*ficpar, *ficparo,*ficres, *ficresp, *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
  431: FILE *ficlog, *ficrespow;
  432: int globpr=0; /* Global variable for printing or not */
  433: double fretone; /* Only one call to likelihood */
  434: long ipmx=0; /* Number of contributions */
  435: double sw; /* Sum of weights */
  436: char filerespow[FILENAMELENGTH];
  437: char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */
  438: FILE *ficresilk;
  439: FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
  440: FILE *ficresprobmorprev;
  441: FILE *fichtm, *fichtmcov; /* Html File */
  442: FILE *ficreseij;
  443: char filerese[FILENAMELENGTH];
  444: FILE *ficresstdeij;
  445: char fileresstde[FILENAMELENGTH];
  446: FILE *ficrescveij;
  447: char filerescve[FILENAMELENGTH];
  448: FILE  *ficresvij;
  449: char fileresv[FILENAMELENGTH];
  450: FILE  *ficresvpl;
  451: char fileresvpl[FILENAMELENGTH];
  452: char title[MAXLINE];
  453: char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
  454: char plotcmd[FILENAMELENGTH], pplotcmd[FILENAMELENGTH];
  455: char tmpout[FILENAMELENGTH],  tmpout2[FILENAMELENGTH]; 
  456: char command[FILENAMELENGTH];
  457: int  outcmd=0;
  458: 
  459: char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
  460: 
  461: char filelog[FILENAMELENGTH]; /* Log file */
  462: char filerest[FILENAMELENGTH];
  463: char fileregp[FILENAMELENGTH];
  464: char popfile[FILENAMELENGTH];
  465: 
  466: char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH], optionfilehtmcov[FILENAMELENGTH] ;
  467: 
  468: struct timeval start_time, end_time, curr_time, last_time, forecast_time;
  469: struct timezone tzp;
  470: extern int gettimeofday();
  471: struct tm tmg, tm, tmf, *gmtime(), *localtime();
  472: long time_value;
  473: extern long time();
  474: char strcurr[80], strfor[80];
  475: 
  476: char *endptr;
  477: long lval;
  478: double dval;
  479: 
  480: #define NR_END 1
  481: #define FREE_ARG char*
  482: #define FTOL 1.0e-10
  483: 
  484: #define NRANSI 
  485: #define ITMAX 200 
  486: 
  487: #define TOL 2.0e-4 
  488: 
  489: #define CGOLD 0.3819660 
  490: #define ZEPS 1.0e-10 
  491: #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
  492: 
  493: #define GOLD 1.618034 
  494: #define GLIMIT 100.0 
  495: #define TINY 1.0e-20 
  496: 
  497: static double maxarg1,maxarg2;
  498: #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
  499: #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
  500:   
  501: #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
  502: #define rint(a) floor(a+0.5)
  503: 
  504: static double sqrarg;
  505: #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
  506: #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
  507: int agegomp= AGEGOMP;
  508: 
  509: int imx; 
  510: int stepm=1;
  511: /* Stepm, step in month: minimum step interpolation*/
  512: 
  513: int estepm;
  514: /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
  515: 
  516: int m,nb;
  517: long *num;
  518: int firstpass=0, lastpass=4,*cod, *ncodemax, *Tage,*cens;
  519: double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
  520: double **pmmij, ***probs;
  521: double *ageexmed,*agecens;
  522: double dateintmean=0;
  523: 
  524: double *weight;
  525: int **s; /* Status */
  526: double *agedc, **covar, idx;
  527: int **nbcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
  528: double *lsurv, *lpop, *tpop;
  529: 
  530: double ftol=FTOL; /* Tolerance for computing Max Likelihood */
  531: double ftolhess; /* Tolerance for computing hessian */
  532: 
  533: /**************** split *************************/
  534: static	int split( char *path, char *dirc, char *name, char *ext, char *finame )
  535: {
  536:   /* From a file name with (full) path (either Unix or Windows) we extract the directory (dirc)
  537:      the name of the file (name), its extension only (ext) and its first part of the name (finame)
  538:   */ 
  539:   char	*ss;				/* pointer */
  540:   int	l1, l2;				/* length counters */
  541: 
  542:   l1 = strlen(path );			/* length of path */
  543:   if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
  544:   ss= strrchr( path, DIRSEPARATOR );		/* find last / */
  545:   if ( ss == NULL ) {			/* no directory, so determine current directory */
  546:     strcpy( name, path );		/* we got the fullname name because no directory */
  547:     /*if(strrchr(path, ODIRSEPARATOR )==NULL)
  548:       printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
  549:     /* get current working directory */
  550:     /*    extern  char* getcwd ( char *buf , int len);*/
  551:     if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
  552:       return( GLOCK_ERROR_GETCWD );
  553:     }
  554:     /* got dirc from getcwd*/
  555:     printf(" DIRC = %s \n",dirc);
  556:   } else {				/* strip direcotry from path */
  557:     ss++;				/* after this, the filename */
  558:     l2 = strlen( ss );			/* length of filename */
  559:     if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
  560:     strcpy( name, ss );		/* save file name */
  561:     strncpy( dirc, path, l1 - l2 );	/* now the directory */
  562:     dirc[l1-l2] = 0;			/* add zero */
  563:     printf(" DIRC2 = %s \n",dirc);
  564:   }
  565:   /* We add a separator at the end of dirc if not exists */
  566:   l1 = strlen( dirc );			/* length of directory */
  567:   if( dirc[l1-1] != DIRSEPARATOR ){
  568:     dirc[l1] =  DIRSEPARATOR;
  569:     dirc[l1+1] = 0; 
  570:     printf(" DIRC3 = %s \n",dirc);
  571:   }
  572:   ss = strrchr( name, '.' );		/* find last / */
  573:   if (ss >0){
  574:     ss++;
  575:     strcpy(ext,ss);			/* save extension */
  576:     l1= strlen( name);
  577:     l2= strlen(ss)+1;
  578:     strncpy( finame, name, l1-l2);
  579:     finame[l1-l2]= 0;
  580:   }
  581: 
  582:   return( 0 );				/* we're done */
  583: }
  584: 
  585: 
  586: /******************************************/
  587: 
  588: void replace_back_to_slash(char *s, char*t)
  589: {
  590:   int i;
  591:   int lg=0;
  592:   i=0;
  593:   lg=strlen(t);
  594:   for(i=0; i<= lg; i++) {
  595:     (s[i] = t[i]);
  596:     if (t[i]== '\\') s[i]='/';
  597:   }
  598: }
  599: 
  600: int nbocc(char *s, char occ)
  601: {
  602:   int i,j=0;
  603:   int lg=20;
  604:   i=0;
  605:   lg=strlen(s);
  606:   for(i=0; i<= lg; i++) {
  607:   if  (s[i] == occ ) j++;
  608:   }
  609:   return j;
  610: }
  611: 
  612: void cutv(char *u,char *v, char*t, char occ)
  613: {
  614:   /* cuts string t into u and v where u ends before first occurence of char 'occ' 
  615:      and v starts after first occurence of char 'occ' : ex cutv(u,v,"abcdef2ghi2j",'2')
  616:      gives u="abcedf" and v="ghi2j" */
  617:   int i,lg,j,p=0;
  618:   i=0;
  619:   for(j=0; j<=strlen(t)-1; j++) {
  620:     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
  621:   }
  622: 
  623:   lg=strlen(t);
  624:   for(j=0; j<p; j++) {
  625:     (u[j] = t[j]);
  626:   }
  627:      u[p]='\0';
  628: 
  629:    for(j=0; j<= lg; j++) {
  630:     if (j>=(p+1))(v[j-p-1] = t[j]);
  631:   }
  632: }
  633: 
  634: /********************** nrerror ********************/
  635: 
  636: void nrerror(char error_text[])
  637: {
  638:   fprintf(stderr,"ERREUR ...\n");
  639:   fprintf(stderr,"%s\n",error_text);
  640:   exit(EXIT_FAILURE);
  641: }
  642: /*********************** vector *******************/
  643: double *vector(int nl, int nh)
  644: {
  645:   double *v;
  646:   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
  647:   if (!v) nrerror("allocation failure in vector");
  648:   return v-nl+NR_END;
  649: }
  650: 
  651: /************************ free vector ******************/
  652: void free_vector(double*v, int nl, int nh)
  653: {
  654:   free((FREE_ARG)(v+nl-NR_END));
  655: }
  656: 
  657: /************************ivector *******************************/
  658: int *ivector(long nl,long nh)
  659: {
  660:   int *v;
  661:   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
  662:   if (!v) nrerror("allocation failure in ivector");
  663:   return v-nl+NR_END;
  664: }
  665: 
  666: /******************free ivector **************************/
  667: void free_ivector(int *v, long nl, long nh)
  668: {
  669:   free((FREE_ARG)(v+nl-NR_END));
  670: }
  671: 
  672: /************************lvector *******************************/
  673: long *lvector(long nl,long nh)
  674: {
  675:   long *v;
  676:   v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long)));
  677:   if (!v) nrerror("allocation failure in ivector");
  678:   return v-nl+NR_END;
  679: }
  680: 
  681: /******************free lvector **************************/
  682: void free_lvector(long *v, long nl, long nh)
  683: {
  684:   free((FREE_ARG)(v+nl-NR_END));
  685: }
  686: 
  687: /******************* imatrix *******************************/
  688: int **imatrix(long nrl, long nrh, long ncl, long nch) 
  689:      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
  690: { 
  691:   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
  692:   int **m; 
  693:   
  694:   /* allocate pointers to rows */ 
  695:   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
  696:   if (!m) nrerror("allocation failure 1 in matrix()"); 
  697:   m += NR_END; 
  698:   m -= nrl; 
  699:   
  700:   
  701:   /* allocate rows and set pointers to them */ 
  702:   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
  703:   if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
  704:   m[nrl] += NR_END; 
  705:   m[nrl] -= ncl; 
  706:   
  707:   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
  708:   
  709:   /* return pointer to array of pointers to rows */ 
  710:   return m; 
  711: } 
  712: 
  713: /****************** free_imatrix *************************/
  714: void free_imatrix(m,nrl,nrh,ncl,nch)
  715:       int **m;
  716:       long nch,ncl,nrh,nrl; 
  717:      /* free an int matrix allocated by imatrix() */ 
  718: { 
  719:   free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
  720:   free((FREE_ARG) (m+nrl-NR_END)); 
  721: } 
  722: 
  723: /******************* matrix *******************************/
  724: double **matrix(long nrl, long nrh, long ncl, long nch)
  725: {
  726:   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
  727:   double **m;
  728: 
  729:   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
  730:   if (!m) nrerror("allocation failure 1 in matrix()");
  731:   m += NR_END;
  732:   m -= nrl;
  733: 
  734:   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
  735:   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
  736:   m[nrl] += NR_END;
  737:   m[nrl] -= ncl;
  738: 
  739:   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
  740:   return m;
  741:   /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) 
  742:    */
  743: }
  744: 
  745: /*************************free matrix ************************/
  746: void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
  747: {
  748:   free((FREE_ARG)(m[nrl]+ncl-NR_END));
  749:   free((FREE_ARG)(m+nrl-NR_END));
  750: }
  751: 
  752: /******************* ma3x *******************************/
  753: double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
  754: {
  755:   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
  756:   double ***m;
  757: 
  758:   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
  759:   if (!m) nrerror("allocation failure 1 in matrix()");
  760:   m += NR_END;
  761:   m -= nrl;
  762: 
  763:   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
  764:   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
  765:   m[nrl] += NR_END;
  766:   m[nrl] -= ncl;
  767: 
  768:   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
  769: 
  770:   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
  771:   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
  772:   m[nrl][ncl] += NR_END;
  773:   m[nrl][ncl] -= nll;
  774:   for (j=ncl+1; j<=nch; j++) 
  775:     m[nrl][j]=m[nrl][j-1]+nlay;
  776:   
  777:   for (i=nrl+1; i<=nrh; i++) {
  778:     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
  779:     for (j=ncl+1; j<=nch; j++) 
  780:       m[i][j]=m[i][j-1]+nlay;
  781:   }
  782:   return m; 
  783:   /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
  784:            &(m[i][j][k]) <=> *((*(m+i) + j)+k)
  785:   */
  786: }
  787: 
  788: /*************************free ma3x ************************/
  789: void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
  790: {
  791:   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
  792:   free((FREE_ARG)(m[nrl]+ncl-NR_END));
  793:   free((FREE_ARG)(m+nrl-NR_END));
  794: }
  795: 
  796: /*************** function subdirf ***********/
  797: char *subdirf(char fileres[])
  798: {
  799:   /* Caution optionfilefiname is hidden */
  800:   strcpy(tmpout,optionfilefiname);
  801:   strcat(tmpout,"/"); /* Add to the right */
  802:   strcat(tmpout,fileres);
  803:   return tmpout;
  804: }
  805: 
  806: /*************** function subdirf2 ***********/
  807: char *subdirf2(char fileres[], char *preop)
  808: {
  809:   
  810:   /* Caution optionfilefiname is hidden */
  811:   strcpy(tmpout,optionfilefiname);
  812:   strcat(tmpout,"/");
  813:   strcat(tmpout,preop);
  814:   strcat(tmpout,fileres);
  815:   return tmpout;
  816: }
  817: 
  818: /*************** function subdirf3 ***********/
  819: char *subdirf3(char fileres[], char *preop, char *preop2)
  820: {
  821:   
  822:   /* Caution optionfilefiname is hidden */
  823:   strcpy(tmpout,optionfilefiname);
  824:   strcat(tmpout,"/");
  825:   strcat(tmpout,preop);
  826:   strcat(tmpout,preop2);
  827:   strcat(tmpout,fileres);
  828:   return tmpout;
  829: }
  830: 
  831: /***************** f1dim *************************/
  832: extern int ncom; 
  833: extern double *pcom,*xicom;
  834: extern double (*nrfunc)(double []); 
  835:  
  836: double f1dim(double x) 
  837: { 
  838:   int j; 
  839:   double f;
  840:   double *xt; 
  841:  
  842:   xt=vector(1,ncom); 
  843:   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
  844:   f=(*nrfunc)(xt); 
  845:   free_vector(xt,1,ncom); 
  846:   return f; 
  847: } 
  848: 
  849: /*****************brent *************************/
  850: double brent(double ax, double bx, double cx, double (*f)(double), double tol, 	double *xmin) 
  851: { 
  852:   int iter; 
  853:   double a,b,d,etemp;
  854:   double fu,fv,fw,fx;
  855:   double ftemp;
  856:   double p,q,r,tol1,tol2,u,v,w,x,xm; 
  857:   double e=0.0; 
  858:  
  859:   a=(ax < cx ? ax : cx); 
  860:   b=(ax > cx ? ax : cx); 
  861:   x=w=v=bx; 
  862:   fw=fv=fx=(*f)(x); 
  863:   for (iter=1;iter<=ITMAX;iter++) { 
  864:     xm=0.5*(a+b); 
  865:     tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
  866:     /*		if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
  867:     printf(".");fflush(stdout);
  868:     fprintf(ficlog,".");fflush(ficlog);
  869: #ifdef DEBUG
  870:     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);
  871:     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);
  872:     /*		if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
  873: #endif
  874:     if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
  875:       *xmin=x; 
  876:       return fx; 
  877:     } 
  878:     ftemp=fu;
  879:     if (fabs(e) > tol1) { 
  880:       r=(x-w)*(fx-fv); 
  881:       q=(x-v)*(fx-fw); 
  882:       p=(x-v)*q-(x-w)*r; 
  883:       q=2.0*(q-r); 
  884:       if (q > 0.0) p = -p; 
  885:       q=fabs(q); 
  886:       etemp=e; 
  887:       e=d; 
  888:       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
  889: 	d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
  890:       else { 
  891: 	d=p/q; 
  892: 	u=x+d; 
  893: 	if (u-a < tol2 || b-u < tol2) 
  894: 	  d=SIGN(tol1,xm-x); 
  895:       } 
  896:     } else { 
  897:       d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
  898:     } 
  899:     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
  900:     fu=(*f)(u); 
  901:     if (fu <= fx) { 
  902:       if (u >= x) a=x; else b=x; 
  903:       SHFT(v,w,x,u) 
  904: 	SHFT(fv,fw,fx,fu) 
  905: 	} else { 
  906: 	  if (u < x) a=u; else b=u; 
  907: 	  if (fu <= fw || w == x) { 
  908: 	    v=w; 
  909: 	    w=u; 
  910: 	    fv=fw; 
  911: 	    fw=fu; 
  912: 	  } else if (fu <= fv || v == x || v == w) { 
  913: 	    v=u; 
  914: 	    fv=fu; 
  915: 	  } 
  916: 	} 
  917:   } 
  918:   nrerror("Too many iterations in brent"); 
  919:   *xmin=x; 
  920:   return fx; 
  921: } 
  922: 
  923: /****************** mnbrak ***********************/
  924: 
  925: void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
  926: 	    double (*func)(double)) 
  927: { 
  928:   double ulim,u,r,q, dum;
  929:   double fu; 
  930:  
  931:   *fa=(*func)(*ax); 
  932:   *fb=(*func)(*bx); 
  933:   if (*fb > *fa) { 
  934:     SHFT(dum,*ax,*bx,dum) 
  935:       SHFT(dum,*fb,*fa,dum) 
  936:       } 
  937:   *cx=(*bx)+GOLD*(*bx-*ax); 
  938:   *fc=(*func)(*cx); 
  939:   while (*fb > *fc) { 
  940:     r=(*bx-*ax)*(*fb-*fc); 
  941:     q=(*bx-*cx)*(*fb-*fa); 
  942:     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
  943:       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
  944:     ulim=(*bx)+GLIMIT*(*cx-*bx); 
  945:     if ((*bx-u)*(u-*cx) > 0.0) { 
  946:       fu=(*func)(u); 
  947:     } else if ((*cx-u)*(u-ulim) > 0.0) { 
  948:       fu=(*func)(u); 
  949:       if (fu < *fc) { 
  950: 	SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
  951: 	  SHFT(*fb,*fc,fu,(*func)(u)) 
  952: 	  } 
  953:     } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
  954:       u=ulim; 
  955:       fu=(*func)(u); 
  956:     } else { 
  957:       u=(*cx)+GOLD*(*cx-*bx); 
  958:       fu=(*func)(u); 
  959:     } 
  960:     SHFT(*ax,*bx,*cx,u) 
  961:       SHFT(*fa,*fb,*fc,fu) 
  962:       } 
  963: } 
  964: 
  965: /*************** linmin ************************/
  966: 
  967: int ncom; 
  968: double *pcom,*xicom;
  969: double (*nrfunc)(double []); 
  970:  
  971: void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
  972: { 
  973:   double brent(double ax, double bx, double cx, 
  974: 	       double (*f)(double), double tol, double *xmin); 
  975:   double f1dim(double x); 
  976:   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
  977: 	      double *fc, double (*func)(double)); 
  978:   int j; 
  979:   double xx,xmin,bx,ax; 
  980:   double fx,fb,fa;
  981:  
  982:   ncom=n; 
  983:   pcom=vector(1,n); 
  984:   xicom=vector(1,n); 
  985:   nrfunc=func; 
  986:   for (j=1;j<=n;j++) { 
  987:     pcom[j]=p[j]; 
  988:     xicom[j]=xi[j]; 
  989:   } 
  990:   ax=0.0; 
  991:   xx=1.0; 
  992:   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
  993:   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
  994: #ifdef DEBUG
  995:   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
  996:   fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
  997: #endif
  998:   for (j=1;j<=n;j++) { 
  999:     xi[j] *= xmin; 
 1000:     p[j] += xi[j]; 
 1001:   } 
 1002:   free_vector(xicom,1,n); 
 1003:   free_vector(pcom,1,n); 
 1004: } 
 1005: 
 1006: char *asc_diff_time(long time_sec, char ascdiff[])
 1007: {
 1008:   long sec_left, days, hours, minutes;
 1009:   days = (time_sec) / (60*60*24);
 1010:   sec_left = (time_sec) % (60*60*24);
 1011:   hours = (sec_left) / (60*60) ;
 1012:   sec_left = (sec_left) %(60*60);
 1013:   minutes = (sec_left) /60;
 1014:   sec_left = (sec_left) % (60);
 1015:   sprintf(ascdiff,"%d day(s) %d hour(s) %d minute(s) %d second(s)",days, hours, minutes, sec_left);  
 1016:   return ascdiff;
 1017: }
 1018: 
 1019: /*************** powell ************************/
 1020: void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
 1021: 	    double (*func)(double [])) 
 1022: { 
 1023:   void linmin(double p[], double xi[], int n, double *fret, 
 1024: 	      double (*func)(double [])); 
 1025:   int i,ibig,j; 
 1026:   double del,t,*pt,*ptt,*xit;
 1027:   double fp,fptt;
 1028:   double *xits;
 1029:   int niterf, itmp;
 1030: 
 1031:   pt=vector(1,n); 
 1032:   ptt=vector(1,n); 
 1033:   xit=vector(1,n); 
 1034:   xits=vector(1,n); 
 1035:   *fret=(*func)(p); 
 1036:   for (j=1;j<=n;j++) pt[j]=p[j]; 
 1037:   for (*iter=1;;++(*iter)) { 
 1038:     fp=(*fret); 
 1039:     ibig=0; 
 1040:     del=0.0; 
 1041:     last_time=curr_time;
 1042:     (void) gettimeofday(&curr_time,&tzp);
 1043:     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);
 1044:     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);
 1045: /*     fprintf(ficrespow,"%d %.12f %ld",*iter,*fret,curr_time.tv_sec-start_time.tv_sec); */
 1046:    for (i=1;i<=n;i++) {
 1047:       printf(" %d %.12f",i, p[i]);
 1048:       fprintf(ficlog," %d %.12lf",i, p[i]);
 1049:       fprintf(ficrespow," %.12lf", p[i]);
 1050:     }
 1051:     printf("\n");
 1052:     fprintf(ficlog,"\n");
 1053:     fprintf(ficrespow,"\n");fflush(ficrespow);
 1054:     if(*iter <=3){
 1055:       tm = *localtime(&curr_time.tv_sec);
 1056:       strcpy(strcurr,asctime(&tm));
 1057: /*       asctime_r(&tm,strcurr); */
 1058:       forecast_time=curr_time; 
 1059:       itmp = strlen(strcurr);
 1060:       if(strcurr[itmp-1]=='\n')  /* Windows outputs with a new line */
 1061: 	strcurr[itmp-1]='\0';
 1062:       printf("\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
 1063:       fprintf(ficlog,"\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
 1064:       for(niterf=10;niterf<=30;niterf+=10){
 1065: 	forecast_time.tv_sec=curr_time.tv_sec+(niterf-*iter)*(curr_time.tv_sec-last_time.tv_sec);
 1066: 	tmf = *localtime(&forecast_time.tv_sec);
 1067: /* 	asctime_r(&tmf,strfor); */
 1068: 	strcpy(strfor,asctime(&tmf));
 1069: 	itmp = strlen(strfor);
 1070: 	if(strfor[itmp-1]=='\n')
 1071: 	strfor[itmp-1]='\0';
 1072: 	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);
 1073: 	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);
 1074:       }
 1075:     }
 1076:     for (i=1;i<=n;i++) { 
 1077:       for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
 1078:       fptt=(*fret); 
 1079: #ifdef DEBUG
 1080:       printf("fret=%lf \n",*fret);
 1081:       fprintf(ficlog,"fret=%lf \n",*fret);
 1082: #endif
 1083:       printf("%d",i);fflush(stdout);
 1084:       fprintf(ficlog,"%d",i);fflush(ficlog);
 1085:       linmin(p,xit,n,fret,func); 
 1086:       if (fabs(fptt-(*fret)) > del) { 
 1087: 	del=fabs(fptt-(*fret)); 
 1088: 	ibig=i; 
 1089:       } 
 1090: #ifdef DEBUG
 1091:       printf("%d %.12e",i,(*fret));
 1092:       fprintf(ficlog,"%d %.12e",i,(*fret));
 1093:       for (j=1;j<=n;j++) {
 1094: 	xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
 1095: 	printf(" x(%d)=%.12e",j,xit[j]);
 1096: 	fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
 1097:       }
 1098:       for(j=1;j<=n;j++) {
 1099: 	printf(" p=%.12e",p[j]);
 1100: 	fprintf(ficlog," p=%.12e",p[j]);
 1101:       }
 1102:       printf("\n");
 1103:       fprintf(ficlog,"\n");
 1104: #endif
 1105:     } 
 1106:     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
 1107: #ifdef DEBUG
 1108:       int k[2],l;
 1109:       k[0]=1;
 1110:       k[1]=-1;
 1111:       printf("Max: %.12e",(*func)(p));
 1112:       fprintf(ficlog,"Max: %.12e",(*func)(p));
 1113:       for (j=1;j<=n;j++) {
 1114: 	printf(" %.12e",p[j]);
 1115: 	fprintf(ficlog," %.12e",p[j]);
 1116:       }
 1117:       printf("\n");
 1118:       fprintf(ficlog,"\n");
 1119:       for(l=0;l<=1;l++) {
 1120: 	for (j=1;j<=n;j++) {
 1121: 	  ptt[j]=p[j]+(p[j]-pt[j])*k[l];
 1122: 	  printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
 1123: 	  fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
 1124: 	}
 1125: 	printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
 1126: 	fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
 1127:       }
 1128: #endif
 1129: 
 1130: 
 1131:       free_vector(xit,1,n); 
 1132:       free_vector(xits,1,n); 
 1133:       free_vector(ptt,1,n); 
 1134:       free_vector(pt,1,n); 
 1135:       return; 
 1136:     } 
 1137:     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
 1138:     for (j=1;j<=n;j++) { 
 1139:       ptt[j]=2.0*p[j]-pt[j]; 
 1140:       xit[j]=p[j]-pt[j]; 
 1141:       pt[j]=p[j]; 
 1142:     } 
 1143:     fptt=(*func)(ptt); 
 1144:     if (fptt < fp) { 
 1145:       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
 1146:       if (t < 0.0) { 
 1147: 	linmin(p,xit,n,fret,func); 
 1148: 	for (j=1;j<=n;j++) { 
 1149: 	  xi[j][ibig]=xi[j][n]; 
 1150: 	  xi[j][n]=xit[j]; 
 1151: 	}
 1152: #ifdef DEBUG
 1153: 	printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
 1154: 	fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
 1155: 	for(j=1;j<=n;j++){
 1156: 	  printf(" %.12e",xit[j]);
 1157: 	  fprintf(ficlog," %.12e",xit[j]);
 1158: 	}
 1159: 	printf("\n");
 1160: 	fprintf(ficlog,"\n");
 1161: #endif
 1162:       }
 1163:     } 
 1164:   } 
 1165: } 
 1166: 
 1167: /**** Prevalence limit (stable or period prevalence)  ****************/
 1168: 
 1169: double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
 1170: {
 1171:   /* Computes the prevalence limit in each live state at age x by left multiplying the unit
 1172:      matrix by transitions matrix until convergence is reached */
 1173: 
 1174:   int i, ii,j,k;
 1175:   double min, max, maxmin, maxmax,sumnew=0.;
 1176:   double **matprod2();
 1177:   double **out, cov[NCOVMAX+1], **pmij();
 1178:   double **newm;
 1179:   double agefin, delaymax=50 ; /* Max number of years to converge */
 1180: 
 1181:   for (ii=1;ii<=nlstate+ndeath;ii++)
 1182:     for (j=1;j<=nlstate+ndeath;j++){
 1183:       oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1184:     }
 1185: 
 1186:    cov[1]=1.;
 1187:  
 1188:  /* Even if hstepm = 1, at least one multiplication by the unit matrix */
 1189:   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
 1190:     newm=savm;
 1191:     /* Covariates have to be included here again */
 1192:      cov[2]=agefin;
 1193:   
 1194:       for (k=1; k<=cptcovn;k++) {
 1195: 	cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
 1196: 	/*	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]]);*/
 1197:       }
 1198:       for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
 1199:       for (k=1; k<=cptcovprod;k++)
 1200: 	cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
 1201: 
 1202:       /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
 1203:       /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
 1204:       /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
 1205:     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
 1206: 
 1207:     savm=oldm;
 1208:     oldm=newm;
 1209:     maxmax=0.;
 1210:     for(j=1;j<=nlstate;j++){
 1211:       min=1.;
 1212:       max=0.;
 1213:       for(i=1; i<=nlstate; i++) {
 1214: 	sumnew=0;
 1215: 	for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
 1216: 	prlim[i][j]= newm[i][j]/(1-sumnew);
 1217: 	max=FMAX(max,prlim[i][j]);
 1218: 	min=FMIN(min,prlim[i][j]);
 1219:       }
 1220:       maxmin=max-min;
 1221:       maxmax=FMAX(maxmax,maxmin);
 1222:     }
 1223:     if(maxmax < ftolpl){
 1224:       return prlim;
 1225:     }
 1226:   }
 1227: }
 1228: 
 1229: /*************** transition probabilities ***************/ 
 1230: 
 1231: double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
 1232: {
 1233:   double s1, s2;
 1234:   /*double t34;*/
 1235:   int i,j,j1, nc, ii, jj;
 1236: 
 1237:     for(i=1; i<= nlstate; i++){
 1238:       for(j=1; j<i;j++){
 1239: 	for (nc=1, s2=0.;nc <=ncovmodel; nc++){
 1240: 	  /*s2 += param[i][j][nc]*cov[nc];*/
 1241: 	  s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
 1242: /* 	 printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2); */
 1243: 	}
 1244: 	ps[i][j]=s2;
 1245: /* 	printf("s1=%.17e, s2=%.17e\n",s1,s2); */
 1246:       }
 1247:       for(j=i+1; j<=nlstate+ndeath;j++){
 1248: 	for (nc=1, s2=0.;nc <=ncovmodel; nc++){
 1249: 	  s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
 1250: /* 	  printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2); */
 1251: 	}
 1252: 	ps[i][j]=s2;
 1253:       }
 1254:     }
 1255:     /*ps[3][2]=1;*/
 1256:     
 1257:     for(i=1; i<= nlstate; i++){
 1258:       s1=0;
 1259:       for(j=1; j<i; j++){
 1260: 	s1+=exp(ps[i][j]);
 1261: 	/*printf("debug1 %d %d ps=%lf exp(ps)=%lf s1+=%lf\n",i,j,ps[i][j],exp(ps[i][j]),s1); */
 1262:       }
 1263:       for(j=i+1; j<=nlstate+ndeath; j++){
 1264: 	s1+=exp(ps[i][j]);
 1265: 	/*printf("debug2 %d %d ps=%lf exp(ps)=%lf s1+=%lf\n",i,j,ps[i][j],exp(ps[i][j]),s1); */
 1266:       }
 1267:       ps[i][i]=1./(s1+1.);
 1268:       for(j=1; j<i; j++)
 1269: 	ps[i][j]= exp(ps[i][j])*ps[i][i];
 1270:       for(j=i+1; j<=nlstate+ndeath; j++)
 1271: 	ps[i][j]= exp(ps[i][j])*ps[i][i];
 1272:       /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
 1273:     } /* end i */
 1274:     
 1275:     for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
 1276:       for(jj=1; jj<= nlstate+ndeath; jj++){
 1277: 	ps[ii][jj]=0;
 1278: 	ps[ii][ii]=1;
 1279:       }
 1280:     }
 1281:     
 1282: 
 1283: /*        for(ii=1; ii<= nlstate+ndeath; ii++){ */
 1284: /* 	 for(jj=1; jj<= nlstate+ndeath; jj++){ */
 1285: /* 	   printf("ddd %lf ",ps[ii][jj]); */
 1286: /* 	 } */
 1287: /* 	 printf("\n "); */
 1288: /*        } */
 1289: /*        printf("\n ");printf("%lf ",cov[2]); */
 1290:        /*
 1291:       for(i=1; i<= npar; i++) printf("%f ",x[i]);
 1292:       goto end;*/
 1293:     return ps;
 1294: }
 1295: 
 1296: /**************** Product of 2 matrices ******************/
 1297: 
 1298: double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
 1299: {
 1300:   /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
 1301:      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
 1302:   /* in, b, out are matrice of pointers which should have been initialized 
 1303:      before: only the contents of out is modified. The function returns
 1304:      a pointer to pointers identical to out */
 1305:   long i, j, k;
 1306:   for(i=nrl; i<= nrh; i++)
 1307:     for(k=ncolol; k<=ncoloh; k++)
 1308:       for(j=ncl,out[i][k]=0.; j<=nch; j++)
 1309: 	out[i][k] +=in[i][j]*b[j][k];
 1310: 
 1311:   return out;
 1312: }
 1313: 
 1314: 
 1315: /************* Higher Matrix Product ***************/
 1316: 
 1317: double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
 1318: {
 1319:   /* Computes the transition matrix starting at age 'age' over 
 1320:      'nhstepm*hstepm*stepm' months (i.e. until
 1321:      age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
 1322:      nhstepm*hstepm matrices. 
 1323:      Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
 1324:      (typically every 2 years instead of every month which is too big 
 1325:      for the memory).
 1326:      Model is determined by parameters x and covariates have to be 
 1327:      included manually here. 
 1328: 
 1329:      */
 1330: 
 1331:   int i, j, d, h, k;
 1332:   double **out, cov[NCOVMAX+1];
 1333:   double **newm;
 1334: 
 1335:   /* Hstepm could be zero and should return the unit matrix */
 1336:   for (i=1;i<=nlstate+ndeath;i++)
 1337:     for (j=1;j<=nlstate+ndeath;j++){
 1338:       oldm[i][j]=(i==j ? 1.0 : 0.0);
 1339:       po[i][j][0]=(i==j ? 1.0 : 0.0);
 1340:     }
 1341:   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
 1342:   for(h=1; h <=nhstepm; h++){
 1343:     for(d=1; d <=hstepm; d++){
 1344:       newm=savm;
 1345:       /* Covariates have to be included here again */
 1346:       cov[1]=1.;
 1347:       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
 1348:       for (k=1; k<=cptcovn;k++) 
 1349: 	cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
 1350:       for (k=1; k<=cptcovage;k++)
 1351: 	cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
 1352:       for (k=1; k<=cptcovprod;k++)
 1353: 	cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
 1354: 
 1355: 
 1356:       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
 1357:       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
 1358:       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
 1359: 		   pmij(pmmij,cov,ncovmodel,x,nlstate));
 1360:       savm=oldm;
 1361:       oldm=newm;
 1362:     }
 1363:     for(i=1; i<=nlstate+ndeath; i++)
 1364:       for(j=1;j<=nlstate+ndeath;j++) {
 1365: 	po[i][j][h]=newm[i][j];
 1366: 	/*if(h==nhstepm) printf("po[%d][%d][%d]=%f ",i,j,h,po[i][j][h]);*/
 1367:       }
 1368:     /*printf("h=%d ",h);*/
 1369:   } /* end h */
 1370: /*     printf("\n H=%d \n",h); */
 1371:   return po;
 1372: }
 1373: 
 1374: 
 1375: /*************** log-likelihood *************/
 1376: double func( double *x)
 1377: {
 1378:   int i, ii, j, k, mi, d, kk;
 1379:   double l, ll[NLSTATEMAX+1], cov[NCOVMAX+1];
 1380:   double **out;
 1381:   double sw; /* Sum of weights */
 1382:   double lli; /* Individual log likelihood */
 1383:   int s1, s2;
 1384:   double bbh, survp;
 1385:   long ipmx;
 1386:   /*extern weight */
 1387:   /* We are differentiating ll according to initial status */
 1388:   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
 1389:   /*for(i=1;i<imx;i++) 
 1390:     printf(" %d\n",s[4][i]);
 1391:   */
 1392:   cov[1]=1.;
 1393: 
 1394:   for(k=1; k<=nlstate; k++) ll[k]=0.;
 1395: 
 1396:   if(mle==1){
 1397:     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1398:       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 1399:       for(mi=1; mi<= wav[i]-1; mi++){
 1400: 	for (ii=1;ii<=nlstate+ndeath;ii++)
 1401: 	  for (j=1;j<=nlstate+ndeath;j++){
 1402: 	    oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1403: 	    savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1404: 	  }
 1405: 	for(d=0; d<dh[mi][i]; d++){
 1406: 	  newm=savm;
 1407: 	  cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1408: 	  for (kk=1; kk<=cptcovage;kk++) {
 1409: 	    cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 1410: 	  }
 1411: 	  out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1412: 		       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1413: 	  savm=oldm;
 1414: 	  oldm=newm;
 1415: 	} /* end mult */
 1416:       
 1417: 	/*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
 1418: 	/* But now since version 0.9 we anticipate for bias at large stepm.
 1419: 	 * If stepm is larger than one month (smallest stepm) and if the exact delay 
 1420: 	 * (in months) between two waves is not a multiple of stepm, we rounded to 
 1421: 	 * the nearest (and in case of equal distance, to the lowest) interval but now
 1422: 	 * we keep into memory the bias bh[mi][i] and also the previous matrix product
 1423: 	 * (i.e to dh[mi][i]-1) saved in 'savm'. Then we inter(extra)polate the
 1424: 	 * probability in order to take into account the bias as a fraction of the way
 1425: 	 * from savm to out if bh is negative or even beyond if bh is positive. bh varies
 1426: 	 * -stepm/2 to stepm/2 .
 1427: 	 * For stepm=1 the results are the same as for previous versions of Imach.
 1428: 	 * For stepm > 1 the results are less biased than in previous versions. 
 1429: 	 */
 1430: 	s1=s[mw[mi][i]][i];
 1431: 	s2=s[mw[mi+1][i]][i];
 1432: 	bbh=(double)bh[mi][i]/(double)stepm; 
 1433: 	/* bias bh is positive if real duration
 1434: 	 * is higher than the multiple of stepm and negative otherwise.
 1435: 	 */
 1436: 	/* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
 1437: 	if( s2 > nlstate){ 
 1438: 	  /* i.e. if s2 is a death state and if the date of death is known 
 1439: 	     then the contribution to the likelihood is the probability to 
 1440: 	     die between last step unit time and current  step unit time, 
 1441: 	     which is also equal to probability to die before dh 
 1442: 	     minus probability to die before dh-stepm . 
 1443: 	     In version up to 0.92 likelihood was computed
 1444: 	as if date of death was unknown. Death was treated as any other
 1445: 	health state: the date of the interview describes the actual state
 1446: 	and not the date of a change in health state. The former idea was
 1447: 	to consider that at each interview the state was recorded
 1448: 	(healthy, disable or death) and IMaCh was corrected; but when we
 1449: 	introduced the exact date of death then we should have modified
 1450: 	the contribution of an exact death to the likelihood. This new
 1451: 	contribution is smaller and very dependent of the step unit
 1452: 	stepm. It is no more the probability to die between last interview
 1453: 	and month of death but the probability to survive from last
 1454: 	interview up to one month before death multiplied by the
 1455: 	probability to die within a month. Thanks to Chris
 1456: 	Jackson for correcting this bug.  Former versions increased
 1457: 	mortality artificially. The bad side is that we add another loop
 1458: 	which slows down the processing. The difference can be up to 10%
 1459: 	lower mortality.
 1460: 	  */
 1461: 	  lli=log(out[s1][s2] - savm[s1][s2]);
 1462: 
 1463: 
 1464: 	} else if  (s2==-2) {
 1465: 	  for (j=1,survp=0. ; j<=nlstate; j++) 
 1466: 	    survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j];
 1467: 	  /*survp += out[s1][j]; */
 1468: 	  lli= log(survp);
 1469: 	}
 1470: 	
 1471:  	else if  (s2==-4) { 
 1472: 	  for (j=3,survp=0. ; j<=nlstate; j++)  
 1473: 	    survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j];
 1474:  	  lli= log(survp); 
 1475:  	} 
 1476: 
 1477:  	else if  (s2==-5) { 
 1478:  	  for (j=1,survp=0. ; j<=2; j++)  
 1479: 	    survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j];
 1480:  	  lli= log(survp); 
 1481:  	} 
 1482: 	
 1483: 	else{
 1484: 	  lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
 1485: 	  /*  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 */
 1486: 	} 
 1487: 	/*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
 1488: 	/*if(lli ==000.0)*/
 1489: 	/*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); */
 1490:   	ipmx +=1;
 1491: 	sw += weight[i];
 1492: 	ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1493:       } /* end of wave */
 1494:     } /* end of individual */
 1495:   }  else if(mle==2){
 1496:     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1497:       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 1498:       for(mi=1; mi<= wav[i]-1; mi++){
 1499: 	for (ii=1;ii<=nlstate+ndeath;ii++)
 1500: 	  for (j=1;j<=nlstate+ndeath;j++){
 1501: 	    oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1502: 	    savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1503: 	  }
 1504: 	for(d=0; d<=dh[mi][i]; d++){
 1505: 	  newm=savm;
 1506: 	  cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1507: 	  for (kk=1; kk<=cptcovage;kk++) {
 1508: 	    cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 1509: 	  }
 1510: 	  out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1511: 		       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1512: 	  savm=oldm;
 1513: 	  oldm=newm;
 1514: 	} /* end mult */
 1515:       
 1516: 	s1=s[mw[mi][i]][i];
 1517: 	s2=s[mw[mi+1][i]][i];
 1518: 	bbh=(double)bh[mi][i]/(double)stepm; 
 1519: 	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 */
 1520: 	ipmx +=1;
 1521: 	sw += weight[i];
 1522: 	ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1523:       } /* end of wave */
 1524:     } /* end of individual */
 1525:   }  else if(mle==3){  /* exponential inter-extrapolation */
 1526:     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1527:       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 1528:       for(mi=1; mi<= wav[i]-1; mi++){
 1529: 	for (ii=1;ii<=nlstate+ndeath;ii++)
 1530: 	  for (j=1;j<=nlstate+ndeath;j++){
 1531: 	    oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1532: 	    savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1533: 	  }
 1534: 	for(d=0; d<dh[mi][i]; d++){
 1535: 	  newm=savm;
 1536: 	  cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1537: 	  for (kk=1; kk<=cptcovage;kk++) {
 1538: 	    cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 1539: 	  }
 1540: 	  out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1541: 		       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1542: 	  savm=oldm;
 1543: 	  oldm=newm;
 1544: 	} /* end mult */
 1545:       
 1546: 	s1=s[mw[mi][i]][i];
 1547: 	s2=s[mw[mi+1][i]][i];
 1548: 	bbh=(double)bh[mi][i]/(double)stepm; 
 1549: 	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 */
 1550: 	ipmx +=1;
 1551: 	sw += weight[i];
 1552: 	ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1553:       } /* end of wave */
 1554:     } /* end of individual */
 1555:   }else if (mle==4){  /* ml=4 no inter-extrapolation */
 1556:     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1557:       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 1558:       for(mi=1; mi<= wav[i]-1; mi++){
 1559: 	for (ii=1;ii<=nlstate+ndeath;ii++)
 1560: 	  for (j=1;j<=nlstate+ndeath;j++){
 1561: 	    oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1562: 	    savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1563: 	  }
 1564: 	for(d=0; d<dh[mi][i]; d++){
 1565: 	  newm=savm;
 1566: 	  cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1567: 	  for (kk=1; kk<=cptcovage;kk++) {
 1568: 	    cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 1569: 	  }
 1570: 	
 1571: 	  out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1572: 		       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1573: 	  savm=oldm;
 1574: 	  oldm=newm;
 1575: 	} /* end mult */
 1576:       
 1577: 	s1=s[mw[mi][i]][i];
 1578: 	s2=s[mw[mi+1][i]][i];
 1579: 	if( s2 > nlstate){ 
 1580: 	  lli=log(out[s1][s2] - savm[s1][s2]);
 1581: 	}else{
 1582: 	  lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
 1583: 	}
 1584: 	ipmx +=1;
 1585: 	sw += weight[i];
 1586: 	ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1587: /* 	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]); */
 1588:       } /* end of wave */
 1589:     } /* end of individual */
 1590:   }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
 1591:     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1592:       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 1593:       for(mi=1; mi<= wav[i]-1; mi++){
 1594: 	for (ii=1;ii<=nlstate+ndeath;ii++)
 1595: 	  for (j=1;j<=nlstate+ndeath;j++){
 1596: 	    oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1597: 	    savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1598: 	  }
 1599: 	for(d=0; d<dh[mi][i]; d++){
 1600: 	  newm=savm;
 1601: 	  cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1602: 	  for (kk=1; kk<=cptcovage;kk++) {
 1603: 	    cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 1604: 	  }
 1605: 	
 1606: 	  out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1607: 		       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1608: 	  savm=oldm;
 1609: 	  oldm=newm;
 1610: 	} /* end mult */
 1611:       
 1612: 	s1=s[mw[mi][i]][i];
 1613: 	s2=s[mw[mi+1][i]][i];
 1614: 	lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
 1615: 	ipmx +=1;
 1616: 	sw += weight[i];
 1617: 	ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1618: 	/*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]);*/
 1619:       } /* end of wave */
 1620:     } /* end of individual */
 1621:   } /* End of if */
 1622:   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
 1623:   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
 1624:   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
 1625:   return -l;
 1626: }
 1627: 
 1628: /*************** log-likelihood *************/
 1629: double funcone( double *x)
 1630: {
 1631:   /* Same as likeli but slower because of a lot of printf and if */
 1632:   int i, ii, j, k, mi, d, kk;
 1633:   double l, ll[NLSTATEMAX+1], cov[NCOVMAX+1];
 1634:   double **out;
 1635:   double lli; /* Individual log likelihood */
 1636:   double llt;
 1637:   int s1, s2;
 1638:   double bbh, survp;
 1639:   /*extern weight */
 1640:   /* We are differentiating ll according to initial status */
 1641:   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
 1642:   /*for(i=1;i<imx;i++) 
 1643:     printf(" %d\n",s[4][i]);
 1644:   */
 1645:   cov[1]=1.;
 1646: 
 1647:   for(k=1; k<=nlstate; k++) ll[k]=0.;
 1648: 
 1649:   for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1650:     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 1651:     for(mi=1; mi<= wav[i]-1; mi++){
 1652:       for (ii=1;ii<=nlstate+ndeath;ii++)
 1653: 	for (j=1;j<=nlstate+ndeath;j++){
 1654: 	  oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1655: 	  savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1656: 	}
 1657:       for(d=0; d<dh[mi][i]; d++){
 1658: 	newm=savm;
 1659: 	cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1660: 	for (kk=1; kk<=cptcovage;kk++) {
 1661: 	  cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 1662: 	}
 1663: 	out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1664: 		     1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1665: 	savm=oldm;
 1666: 	oldm=newm;
 1667:       } /* end mult */
 1668:       
 1669:       s1=s[mw[mi][i]][i];
 1670:       s2=s[mw[mi+1][i]][i];
 1671:       bbh=(double)bh[mi][i]/(double)stepm; 
 1672:       /* bias is positive if real duration
 1673:        * is higher than the multiple of stepm and negative otherwise.
 1674:        */
 1675:       if( s2 > nlstate && (mle <5) ){  /* Jackson */
 1676: 	lli=log(out[s1][s2] - savm[s1][s2]);
 1677:       } else if  (s2==-2) {
 1678: 	for (j=1,survp=0. ; j<=nlstate; j++) 
 1679: 	  survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j];
 1680: 	lli= log(survp);
 1681:       }else if (mle==1){
 1682: 	lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
 1683:       } else if(mle==2){
 1684: 	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 */
 1685:       } else if(mle==3){  /* exponential inter-extrapolation */
 1686: 	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 */
 1687:       } else if (mle==4){  /* mle=4 no inter-extrapolation */
 1688: 	lli=log(out[s1][s2]); /* Original formula */
 1689:       } else{  /* ml>=5 no inter-extrapolation no jackson =0.8a */
 1690: 	lli=log(out[s1][s2]); /* Original formula */
 1691:       } /* End of if */
 1692:       ipmx +=1;
 1693:       sw += weight[i];
 1694:       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1695:       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]); 
 1696:       if(globpr){
 1697: 	fprintf(ficresilk,"%9d %6d %2d %2d %1d %1d %3d %11.6f %8.4f\
 1698:  %11.6f %11.6f %11.6f ", \
 1699: 		num[i],i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],
 1700: 		2*weight[i]*lli,out[s1][s2],savm[s1][s2]);
 1701: 	for(k=1,llt=0.,l=0.; k<=nlstate; k++){
 1702: 	  llt +=ll[k]*gipmx/gsw;
 1703: 	  fprintf(ficresilk," %10.6f",-ll[k]*gipmx/gsw);
 1704: 	}
 1705: 	fprintf(ficresilk," %10.6f\n", -llt);
 1706:       }
 1707:     } /* end of wave */
 1708:   } /* end of individual */
 1709:   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
 1710:   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
 1711:   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
 1712:   if(globpr==0){ /* First time we count the contributions and weights */
 1713:     gipmx=ipmx;
 1714:     gsw=sw;
 1715:   }
 1716:   return -l;
 1717: }
 1718: 
 1719: 
 1720: /*************** function likelione ***********/
 1721: void likelione(FILE *ficres,double p[], int npar, int nlstate, int *globpri, long *ipmx, double *sw, double *fretone, double (*funcone)(double []))
 1722: {
 1723:   /* This routine should help understanding what is done with 
 1724:      the selection of individuals/waves and
 1725:      to check the exact contribution to the likelihood.
 1726:      Plotting could be done.
 1727:    */
 1728:   int k;
 1729: 
 1730:   if(*globpri !=0){ /* Just counts and sums, no printings */
 1731:     strcpy(fileresilk,"ilk"); 
 1732:     strcat(fileresilk,fileres);
 1733:     if((ficresilk=fopen(fileresilk,"w"))==NULL) {
 1734:       printf("Problem with resultfile: %s\n", fileresilk);
 1735:       fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
 1736:     }
 1737:     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");
 1738:     fprintf(ficresilk, "#num_i i s1 s2 mi mw dh likeli weight 2wlli out sav ");
 1739:     /* 	i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],2*weight[i]*lli,out[s1][s2],savm[s1][s2]); */
 1740:     for(k=1; k<=nlstate; k++) 
 1741:       fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k);
 1742:     fprintf(ficresilk," -2*gipw/gsw*weight*ll(total)\n");
 1743:   }
 1744: 
 1745:   *fretone=(*funcone)(p);
 1746:   if(*globpri !=0){
 1747:     fclose(ficresilk);
 1748:     fprintf(fichtm,"\n<br>File of contributions to the likelihood: <a href=\"%s\">%s</a><br>\n",subdirf(fileresilk),subdirf(fileresilk));
 1749:     fflush(fichtm); 
 1750:   } 
 1751:   return;
 1752: }
 1753: 
 1754: 
 1755: /*********** Maximum Likelihood Estimation ***************/
 1756: 
 1757: void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
 1758: {
 1759:   int i,j, iter;
 1760:   double **xi;
 1761:   double fret;
 1762:   double fretone; /* Only one call to likelihood */
 1763:   /*  char filerespow[FILENAMELENGTH];*/
 1764:   xi=matrix(1,npar,1,npar);
 1765:   for (i=1;i<=npar;i++)
 1766:     for (j=1;j<=npar;j++)
 1767:       xi[i][j]=(i==j ? 1.0 : 0.0);
 1768:   printf("Powell\n");  fprintf(ficlog,"Powell\n");
 1769:   strcpy(filerespow,"pow"); 
 1770:   strcat(filerespow,fileres);
 1771:   if((ficrespow=fopen(filerespow,"w"))==NULL) {
 1772:     printf("Problem with resultfile: %s\n", filerespow);
 1773:     fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
 1774:   }
 1775:   fprintf(ficrespow,"# Powell\n# iter -2*LL");
 1776:   for (i=1;i<=nlstate;i++)
 1777:     for(j=1;j<=nlstate+ndeath;j++)
 1778:       if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
 1779:   fprintf(ficrespow,"\n");
 1780: 
 1781:   powell(p,xi,npar,ftol,&iter,&fret,func);
 1782: 
 1783:   free_matrix(xi,1,npar,1,npar);
 1784:   fclose(ficrespow);
 1785:   printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
 1786:   fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
 1787:   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
 1788: 
 1789: }
 1790: 
 1791: /**** Computes Hessian and covariance matrix ***/
 1792: void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
 1793: {
 1794:   double  **a,**y,*x,pd;
 1795:   double **hess;
 1796:   int i, j,jk;
 1797:   int *indx;
 1798: 
 1799:   double hessii(double p[], double delta, int theta, double delti[],double (*func)(double []),int npar);
 1800:   double hessij(double p[], double delti[], int i, int j,double (*func)(double []),int npar);
 1801:   void lubksb(double **a, int npar, int *indx, double b[]) ;
 1802:   void ludcmp(double **a, int npar, int *indx, double *d) ;
 1803:   double gompertz(double p[]);
 1804:   hess=matrix(1,npar,1,npar);
 1805: 
 1806:   printf("\nCalculation of the hessian matrix. Wait...\n");
 1807:   fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
 1808:   for (i=1;i<=npar;i++){
 1809:     printf("%d",i);fflush(stdout);
 1810:     fprintf(ficlog,"%d",i);fflush(ficlog);
 1811:    
 1812:      hess[i][i]=hessii(p,ftolhess,i,delti,func,npar);
 1813:     
 1814:     /*  printf(" %f ",p[i]);
 1815: 	printf(" %lf %lf %lf",hess[i][i],ftolhess,delti[i]);*/
 1816:   }
 1817:   
 1818:   for (i=1;i<=npar;i++) {
 1819:     for (j=1;j<=npar;j++)  {
 1820:       if (j>i) { 
 1821: 	printf(".%d%d",i,j);fflush(stdout);
 1822: 	fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
 1823: 	hess[i][j]=hessij(p,delti,i,j,func,npar);
 1824: 	
 1825: 	hess[j][i]=hess[i][j];    
 1826: 	/*printf(" %lf ",hess[i][j]);*/
 1827:       }
 1828:     }
 1829:   }
 1830:   printf("\n");
 1831:   fprintf(ficlog,"\n");
 1832: 
 1833:   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
 1834:   fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
 1835:   
 1836:   a=matrix(1,npar,1,npar);
 1837:   y=matrix(1,npar,1,npar);
 1838:   x=vector(1,npar);
 1839:   indx=ivector(1,npar);
 1840:   for (i=1;i<=npar;i++)
 1841:     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
 1842:   ludcmp(a,npar,indx,&pd);
 1843: 
 1844:   for (j=1;j<=npar;j++) {
 1845:     for (i=1;i<=npar;i++) x[i]=0;
 1846:     x[j]=1;
 1847:     lubksb(a,npar,indx,x);
 1848:     for (i=1;i<=npar;i++){ 
 1849:       matcov[i][j]=x[i];
 1850:     }
 1851:   }
 1852: 
 1853:   printf("\n#Hessian matrix#\n");
 1854:   fprintf(ficlog,"\n#Hessian matrix#\n");
 1855:   for (i=1;i<=npar;i++) { 
 1856:     for (j=1;j<=npar;j++) { 
 1857:       printf("%.3e ",hess[i][j]);
 1858:       fprintf(ficlog,"%.3e ",hess[i][j]);
 1859:     }
 1860:     printf("\n");
 1861:     fprintf(ficlog,"\n");
 1862:   }
 1863: 
 1864:   /* Recompute Inverse */
 1865:   for (i=1;i<=npar;i++)
 1866:     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
 1867:   ludcmp(a,npar,indx,&pd);
 1868: 
 1869:   /*  printf("\n#Hessian matrix recomputed#\n");
 1870: 
 1871:   for (j=1;j<=npar;j++) {
 1872:     for (i=1;i<=npar;i++) x[i]=0;
 1873:     x[j]=1;
 1874:     lubksb(a,npar,indx,x);
 1875:     for (i=1;i<=npar;i++){ 
 1876:       y[i][j]=x[i];
 1877:       printf("%.3e ",y[i][j]);
 1878:       fprintf(ficlog,"%.3e ",y[i][j]);
 1879:     }
 1880:     printf("\n");
 1881:     fprintf(ficlog,"\n");
 1882:   }
 1883:   */
 1884: 
 1885:   free_matrix(a,1,npar,1,npar);
 1886:   free_matrix(y,1,npar,1,npar);
 1887:   free_vector(x,1,npar);
 1888:   free_ivector(indx,1,npar);
 1889:   free_matrix(hess,1,npar,1,npar);
 1890: 
 1891: 
 1892: }
 1893: 
 1894: /*************** hessian matrix ****************/
 1895: double hessii(double x[], double delta, int theta, double delti[], double (*func)(double []), int npar)
 1896: {
 1897:   int i;
 1898:   int l=1, lmax=20;
 1899:   double k1,k2;
 1900:   double p2[NPARMAX+1];
 1901:   double res;
 1902:   double delt=0.0001, delts, nkhi=10.,nkhif=1., khi=1.e-4;
 1903:   double fx;
 1904:   int k=0,kmax=10;
 1905:   double l1;
 1906: 
 1907:   fx=func(x);
 1908:   for (i=1;i<=npar;i++) p2[i]=x[i];
 1909:   for(l=0 ; l <=lmax; l++){
 1910:     l1=pow(10,l);
 1911:     delts=delt;
 1912:     for(k=1 ; k <kmax; k=k+1){
 1913:       delt = delta*(l1*k);
 1914:       p2[theta]=x[theta] +delt;
 1915:       k1=func(p2)-fx;
 1916:       p2[theta]=x[theta]-delt;
 1917:       k2=func(p2)-fx;
 1918:       /*res= (k1-2.0*fx+k2)/delt/delt; */
 1919:       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
 1920:       
 1921: #ifdef DEBUG
 1922:       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);
 1923:       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);
 1924: #endif
 1925:       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
 1926:       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
 1927: 	k=kmax;
 1928:       }
 1929:       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
 1930: 	k=kmax; l=lmax*10.;
 1931:       }
 1932:       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
 1933: 	delts=delt;
 1934:       }
 1935:     }
 1936:   }
 1937:   delti[theta]=delts;
 1938:   return res; 
 1939:   
 1940: }
 1941: 
 1942: double hessij( double x[], double delti[], int thetai,int thetaj,double (*func)(double []),int npar)
 1943: {
 1944:   int i;
 1945:   int l=1, l1, lmax=20;
 1946:   double k1,k2,k3,k4,res,fx;
 1947:   double p2[NPARMAX+1];
 1948:   int k;
 1949: 
 1950:   fx=func(x);
 1951:   for (k=1; k<=2; k++) {
 1952:     for (i=1;i<=npar;i++) p2[i]=x[i];
 1953:     p2[thetai]=x[thetai]+delti[thetai]/k;
 1954:     p2[thetaj]=x[thetaj]+delti[thetaj]/k;
 1955:     k1=func(p2)-fx;
 1956:   
 1957:     p2[thetai]=x[thetai]+delti[thetai]/k;
 1958:     p2[thetaj]=x[thetaj]-delti[thetaj]/k;
 1959:     k2=func(p2)-fx;
 1960:   
 1961:     p2[thetai]=x[thetai]-delti[thetai]/k;
 1962:     p2[thetaj]=x[thetaj]+delti[thetaj]/k;
 1963:     k3=func(p2)-fx;
 1964:   
 1965:     p2[thetai]=x[thetai]-delti[thetai]/k;
 1966:     p2[thetaj]=x[thetaj]-delti[thetaj]/k;
 1967:     k4=func(p2)-fx;
 1968:     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
 1969: #ifdef DEBUG
 1970:     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);
 1971:     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);
 1972: #endif
 1973:   }
 1974:   return res;
 1975: }
 1976: 
 1977: /************** Inverse of matrix **************/
 1978: void ludcmp(double **a, int n, int *indx, double *d) 
 1979: { 
 1980:   int i,imax,j,k; 
 1981:   double big,dum,sum,temp; 
 1982:   double *vv; 
 1983:  
 1984:   vv=vector(1,n); 
 1985:   *d=1.0; 
 1986:   for (i=1;i<=n;i++) { 
 1987:     big=0.0; 
 1988:     for (j=1;j<=n;j++) 
 1989:       if ((temp=fabs(a[i][j])) > big) big=temp; 
 1990:     if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
 1991:     vv[i]=1.0/big; 
 1992:   } 
 1993:   for (j=1;j<=n;j++) { 
 1994:     for (i=1;i<j;i++) { 
 1995:       sum=a[i][j]; 
 1996:       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
 1997:       a[i][j]=sum; 
 1998:     } 
 1999:     big=0.0; 
 2000:     for (i=j;i<=n;i++) { 
 2001:       sum=a[i][j]; 
 2002:       for (k=1;k<j;k++) 
 2003: 	sum -= a[i][k]*a[k][j]; 
 2004:       a[i][j]=sum; 
 2005:       if ( (dum=vv[i]*fabs(sum)) >= big) { 
 2006: 	big=dum; 
 2007: 	imax=i; 
 2008:       } 
 2009:     } 
 2010:     if (j != imax) { 
 2011:       for (k=1;k<=n;k++) { 
 2012: 	dum=a[imax][k]; 
 2013: 	a[imax][k]=a[j][k]; 
 2014: 	a[j][k]=dum; 
 2015:       } 
 2016:       *d = -(*d); 
 2017:       vv[imax]=vv[j]; 
 2018:     } 
 2019:     indx[j]=imax; 
 2020:     if (a[j][j] == 0.0) a[j][j]=TINY; 
 2021:     if (j != n) { 
 2022:       dum=1.0/(a[j][j]); 
 2023:       for (i=j+1;i<=n;i++) a[i][j] *= dum; 
 2024:     } 
 2025:   } 
 2026:   free_vector(vv,1,n);  /* Doesn't work */
 2027: ;
 2028: } 
 2029: 
 2030: void lubksb(double **a, int n, int *indx, double b[]) 
 2031: { 
 2032:   int i,ii=0,ip,j; 
 2033:   double sum; 
 2034:  
 2035:   for (i=1;i<=n;i++) { 
 2036:     ip=indx[i]; 
 2037:     sum=b[ip]; 
 2038:     b[ip]=b[i]; 
 2039:     if (ii) 
 2040:       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
 2041:     else if (sum) ii=i; 
 2042:     b[i]=sum; 
 2043:   } 
 2044:   for (i=n;i>=1;i--) { 
 2045:     sum=b[i]; 
 2046:     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
 2047:     b[i]=sum/a[i][i]; 
 2048:   } 
 2049: } 
 2050: 
 2051: void pstamp(FILE *fichier)
 2052: {
 2053:   fprintf(fichier,"# %s.%s\n#%s\n#%s\n# %s", optionfilefiname,optionfilext,version,fullversion,strstart);
 2054: }
 2055: 
 2056: /************ Frequencies ********************/
 2057: 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[])
 2058: {  /* Some frequencies */
 2059:   
 2060:   int i, m, jk, k1,i1, j1, bool, z1,j;
 2061:   int first;
 2062:   double ***freq; /* Frequencies */
 2063:   double *pp, **prop;
 2064:   double pos,posprop, k2, dateintsum=0,k2cpt=0;
 2065:   char fileresp[FILENAMELENGTH];
 2066:   
 2067:   pp=vector(1,nlstate);
 2068:   prop=matrix(1,nlstate,iagemin,iagemax+3);
 2069:   strcpy(fileresp,"p");
 2070:   strcat(fileresp,fileres);
 2071:   if((ficresp=fopen(fileresp,"w"))==NULL) {
 2072:     printf("Problem with prevalence resultfile: %s\n", fileresp);
 2073:     fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
 2074:     exit(0);
 2075:   }
 2076:   freq= ma3x(-5,nlstate+ndeath,-5,nlstate+ndeath,iagemin,iagemax+3);
 2077:   j1=0;
 2078:   
 2079:   j=cptcoveff;
 2080:   if (cptcovn<1) {j=1;ncodemax[1]=1;}
 2081: 
 2082:   first=1;
 2083: 
 2084:   for(k1=1; k1<=j;k1++){
 2085:     for(i1=1; i1<=ncodemax[k1];i1++){
 2086:       j1++;
 2087:       /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
 2088: 	scanf("%d", i);*/
 2089:       for (i=-5; i<=nlstate+ndeath; i++)  
 2090: 	for (jk=-5; jk<=nlstate+ndeath; jk++)  
 2091: 	  for(m=iagemin; m <= iagemax+3; m++)
 2092: 	    freq[i][jk][m]=0;
 2093: 
 2094:     for (i=1; i<=nlstate; i++)  
 2095:       for(m=iagemin; m <= iagemax+3; m++)
 2096: 	prop[i][m]=0;
 2097:       
 2098:       dateintsum=0;
 2099:       k2cpt=0;
 2100:       for (i=1; i<=imx; i++) {
 2101: 	bool=1;
 2102: 	if  (cptcovn>0) {
 2103: 	  for (z1=1; z1<=cptcoveff; z1++) 
 2104: 	    if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
 2105: 	      bool=0;
 2106: 	}
 2107: 	if (bool==1){
 2108: 	  for(m=firstpass; m<=lastpass; m++){
 2109: 	    k2=anint[m][i]+(mint[m][i]/12.);
 2110: 	    /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
 2111: 	      if(agev[m][i]==0) agev[m][i]=iagemax+1;
 2112: 	      if(agev[m][i]==1) agev[m][i]=iagemax+2;
 2113: 	      if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
 2114: 	      if (m<lastpass) {
 2115: 		freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
 2116: 		freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
 2117: 	      }
 2118: 	      
 2119: 	      if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
 2120: 		dateintsum=dateintsum+k2;
 2121: 		k2cpt++;
 2122: 	      }
 2123: 	      /*}*/
 2124: 	  }
 2125: 	}
 2126:       }
 2127:        
 2128:       /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
 2129:       pstamp(ficresp);
 2130:       if  (cptcovn>0) {
 2131: 	fprintf(ficresp, "\n#********** Variable "); 
 2132: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 2133: 	fprintf(ficresp, "**********\n#");
 2134:       }
 2135:       for(i=1; i<=nlstate;i++) 
 2136: 	fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
 2137:       fprintf(ficresp, "\n");
 2138:       
 2139:       for(i=iagemin; i <= iagemax+3; i++){
 2140: 	if(i==iagemax+3){
 2141: 	  fprintf(ficlog,"Total");
 2142: 	}else{
 2143: 	  if(first==1){
 2144: 	    first=0;
 2145: 	    printf("See log file for details...\n");
 2146: 	  }
 2147: 	  fprintf(ficlog,"Age %d", i);
 2148: 	}
 2149: 	for(jk=1; jk <=nlstate ; jk++){
 2150: 	  for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
 2151: 	    pp[jk] += freq[jk][m][i]; 
 2152: 	}
 2153: 	for(jk=1; jk <=nlstate ; jk++){
 2154: 	  for(m=-1, pos=0; m <=0 ; m++)
 2155: 	    pos += freq[jk][m][i];
 2156: 	  if(pp[jk]>=1.e-10){
 2157: 	    if(first==1){
 2158: 	    printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
 2159: 	    }
 2160: 	    fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
 2161: 	  }else{
 2162: 	    if(first==1)
 2163: 	      printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
 2164: 	    fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
 2165: 	  }
 2166: 	}
 2167: 
 2168: 	for(jk=1; jk <=nlstate ; jk++){
 2169: 	  for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
 2170: 	    pp[jk] += freq[jk][m][i];
 2171: 	}	
 2172: 	for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
 2173: 	  pos += pp[jk];
 2174: 	  posprop += prop[jk][i];
 2175: 	}
 2176: 	for(jk=1; jk <=nlstate ; jk++){
 2177: 	  if(pos>=1.e-5){
 2178: 	    if(first==1)
 2179: 	      printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
 2180: 	    fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
 2181: 	  }else{
 2182: 	    if(first==1)
 2183: 	      printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
 2184: 	    fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
 2185: 	  }
 2186: 	  if( i <= iagemax){
 2187: 	    if(pos>=1.e-5){
 2188: 	      fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
 2189: 	      /*probs[i][jk][j1]= pp[jk]/pos;*/
 2190: 	      /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
 2191: 	    }
 2192: 	    else
 2193: 	      fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
 2194: 	  }
 2195: 	}
 2196: 	
 2197: 	for(jk=-1; jk <=nlstate+ndeath; jk++)
 2198: 	  for(m=-1; m <=nlstate+ndeath; m++)
 2199: 	    if(freq[jk][m][i] !=0 ) {
 2200: 	    if(first==1)
 2201: 	      printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
 2202: 	      fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
 2203: 	    }
 2204: 	if(i <= iagemax)
 2205: 	  fprintf(ficresp,"\n");
 2206: 	if(first==1)
 2207: 	  printf("Others in log...\n");
 2208: 	fprintf(ficlog,"\n");
 2209:       }
 2210:     }
 2211:   }
 2212:   dateintmean=dateintsum/k2cpt; 
 2213:  
 2214:   fclose(ficresp);
 2215:   free_ma3x(freq,-5,nlstate+ndeath,-5,nlstate+ndeath, iagemin, iagemax+3);
 2216:   free_vector(pp,1,nlstate);
 2217:   free_matrix(prop,1,nlstate,iagemin, iagemax+3);
 2218:   /* End of Freq */
 2219: }
 2220: 
 2221: /************ Prevalence ********************/
 2222: 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)
 2223: {  
 2224:   /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
 2225:      in each health status at the date of interview (if between dateprev1 and dateprev2).
 2226:      We still use firstpass and lastpass as another selection.
 2227:   */
 2228:  
 2229:   int i, m, jk, k1, i1, j1, bool, z1,j;
 2230:   double ***freq; /* Frequencies */
 2231:   double *pp, **prop;
 2232:   double pos,posprop; 
 2233:   double  y2; /* in fractional years */
 2234:   int iagemin, iagemax;
 2235: 
 2236:   iagemin= (int) agemin;
 2237:   iagemax= (int) agemax;
 2238:   /*pp=vector(1,nlstate);*/
 2239:   prop=matrix(1,nlstate,iagemin,iagemax+3); 
 2240:   /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
 2241:   j1=0;
 2242:   
 2243:   j=cptcoveff;
 2244:   if (cptcovn<1) {j=1;ncodemax[1]=1;}
 2245:   
 2246:   for(k1=1; k1<=j;k1++){
 2247:     for(i1=1; i1<=ncodemax[k1];i1++){
 2248:       j1++;
 2249:       
 2250:       for (i=1; i<=nlstate; i++)  
 2251: 	for(m=iagemin; m <= iagemax+3; m++)
 2252: 	  prop[i][m]=0.0;
 2253:      
 2254:       for (i=1; i<=imx; i++) { /* Each individual */
 2255: 	bool=1;
 2256: 	if  (cptcovn>0) {
 2257: 	  for (z1=1; z1<=cptcoveff; z1++) 
 2258: 	    if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
 2259: 	      bool=0;
 2260: 	} 
 2261: 	if (bool==1) { 
 2262: 	  for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
 2263: 	    y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
 2264: 	    if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
 2265: 	      if(agev[m][i]==0) agev[m][i]=iagemax+1;
 2266: 	      if(agev[m][i]==1) agev[m][i]=iagemax+2;
 2267: 	      if((int)agev[m][i] <iagemin || (int)agev[m][i] >iagemax+3) printf("Error on individual =%d agev[m][i]=%f m=%d\n",i, agev[m][i],m); 
 2268:  	      if (s[m][i]>0 && s[m][i]<=nlstate) { 
 2269: 		/*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]]);*/
 2270:  		prop[s[m][i]][(int)agev[m][i]] += weight[i];
 2271:  		prop[s[m][i]][iagemax+3] += weight[i]; 
 2272:  	      } 
 2273: 	    }
 2274: 	  } /* end selection of waves */
 2275: 	}
 2276:       }
 2277:       for(i=iagemin; i <= iagemax+3; i++){  
 2278: 	
 2279:  	for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
 2280:  	  posprop += prop[jk][i]; 
 2281:  	} 
 2282: 
 2283:  	for(jk=1; jk <=nlstate ; jk++){	    
 2284:  	  if( i <=  iagemax){ 
 2285:  	    if(posprop>=1.e-5){ 
 2286:  	      probs[i][jk][j1]= prop[jk][i]/posprop;
 2287:  	    } else
 2288: 	      printf("Warning Observed prevalence probs[%d][%d][%d]=%lf because of lack of cases\n",jk,i,j1,probs[i][jk][j1]);
 2289:  	  } 
 2290:  	}/* end jk */ 
 2291:       }/* end i */ 
 2292:     } /* end i1 */
 2293:   } /* end k1 */
 2294:   
 2295:   /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
 2296:   /*free_vector(pp,1,nlstate);*/
 2297:   free_matrix(prop,1,nlstate, iagemin,iagemax+3);
 2298: }  /* End of prevalence */
 2299: 
 2300: /************* Waves Concatenation ***************/
 2301: 
 2302: void  concatwav(int wav[], int **dh, int **bh,  int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)
 2303: {
 2304:   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
 2305:      Death is a valid wave (if date is known).
 2306:      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
 2307:      dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
 2308:      and mw[mi+1][i]. dh depends on stepm.
 2309:      */
 2310: 
 2311:   int i, mi, m;
 2312:   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
 2313:      double sum=0., jmean=0.;*/
 2314:   int first;
 2315:   int j, k=0,jk, ju, jl;
 2316:   double sum=0.;
 2317:   first=0;
 2318:   jmin=1e+5;
 2319:   jmax=-1;
 2320:   jmean=0.;
 2321:   for(i=1; i<=imx; i++){
 2322:     mi=0;
 2323:     m=firstpass;
 2324:     while(s[m][i] <= nlstate){
 2325:       if(s[m][i]>=1 || s[m][i]==-2 || s[m][i]==-4 || s[m][i]==-5)
 2326: 	mw[++mi][i]=m;
 2327:       if(m >=lastpass)
 2328: 	break;
 2329:       else
 2330: 	m++;
 2331:     }/* end while */
 2332:     if (s[m][i] > nlstate){
 2333:       mi++;	/* Death is another wave */
 2334:       /* if(mi==0)  never been interviewed correctly before death */
 2335: 	 /* Only death is a correct wave */
 2336:       mw[mi][i]=m;
 2337:     }
 2338: 
 2339:     wav[i]=mi;
 2340:     if(mi==0){
 2341:       nbwarn++;
 2342:       if(first==0){
 2343: 	printf("Warning! No valid information for individual %ld line=%d (skipped) and may be others, see log file\n",num[i],i);
 2344: 	first=1;
 2345:       }
 2346:       if(first==1){
 2347: 	fprintf(ficlog,"Warning! No valid information for individual %ld line=%d (skipped)\n",num[i],i);
 2348:       }
 2349:     } /* end mi==0 */
 2350:   } /* End individuals */
 2351: 
 2352:   for(i=1; i<=imx; i++){
 2353:     for(mi=1; mi<wav[i];mi++){
 2354:       if (stepm <=0)
 2355: 	dh[mi][i]=1;
 2356:       else{
 2357: 	if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
 2358: 	  if (agedc[i] < 2*AGESUP) {
 2359: 	    j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
 2360: 	    if(j==0) j=1;  /* Survives at least one month after exam */
 2361: 	    else if(j<0){
 2362: 	      nberr++;
 2363: 	      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]);
 2364: 	      j=1; /* Temporary Dangerous patch */
 2365: 	      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);
 2366: 	      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]);
 2367: 	      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);
 2368: 	    }
 2369: 	    k=k+1;
 2370: 	    if (j >= jmax){
 2371: 	      jmax=j;
 2372: 	      ijmax=i;
 2373: 	    }
 2374: 	    if (j <= jmin){
 2375: 	      jmin=j;
 2376: 	      ijmin=i;
 2377: 	    }
 2378: 	    sum=sum+j;
 2379: 	    /*if (j<0) printf("j=%d num=%d \n",j,i);*/
 2380: 	    /*	  printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
 2381: 	  }
 2382: 	}
 2383: 	else{
 2384: 	  j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
 2385: /* 	  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]); */
 2386: 
 2387: 	  k=k+1;
 2388: 	  if (j >= jmax) {
 2389: 	    jmax=j;
 2390: 	    ijmax=i;
 2391: 	  }
 2392: 	  else if (j <= jmin){
 2393: 	    jmin=j;
 2394: 	    ijmin=i;
 2395: 	  }
 2396: 	  /*	    if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
 2397: 	  /*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]);*/
 2398: 	  if(j<0){
 2399: 	    nberr++;
 2400: 	    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]);
 2401: 	    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]);
 2402: 	  }
 2403: 	  sum=sum+j;
 2404: 	}
 2405: 	jk= j/stepm;
 2406: 	jl= j -jk*stepm;
 2407: 	ju= j -(jk+1)*stepm;
 2408: 	if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */
 2409: 	  if(jl==0){
 2410: 	    dh[mi][i]=jk;
 2411: 	    bh[mi][i]=0;
 2412: 	  }else{ /* We want a negative bias in order to only have interpolation ie
 2413: 		  * at the price of an extra matrix product in likelihood */
 2414: 	    dh[mi][i]=jk+1;
 2415: 	    bh[mi][i]=ju;
 2416: 	  }
 2417: 	}else{
 2418: 	  if(jl <= -ju){
 2419: 	    dh[mi][i]=jk;
 2420: 	    bh[mi][i]=jl;	/* bias is positive if real duration
 2421: 				 * is higher than the multiple of stepm and negative otherwise.
 2422: 				 */
 2423: 	  }
 2424: 	  else{
 2425: 	    dh[mi][i]=jk+1;
 2426: 	    bh[mi][i]=ju;
 2427: 	  }
 2428: 	  if(dh[mi][i]==0){
 2429: 	    dh[mi][i]=1; /* At least one step */
 2430: 	    bh[mi][i]=ju; /* At least one step */
 2431: 	    /*  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);*/
 2432: 	  }
 2433: 	} /* end if mle */
 2434:       }
 2435:     } /* end wave */
 2436:   }
 2437:   jmean=sum/k;
 2438:   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);
 2439:   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);
 2440:  }
 2441: 
 2442: /*********** Tricode ****************************/
 2443: void tricode(int *Tvar, int **nbcode, int imx)
 2444: {
 2445:   
 2446:   /*	  Tvar[i]=atoi(stre); /* find 'n' in Vn and stores in Tvar. If model=V2+V1 Tvar[1]=2 and Tvar[2]=1 */
 2447: 
 2448:   int Ndum[20],ij=1, k=0, j=0, i=0, maxncov=NCOVMAX;
 2449:   int cptcode=0;
 2450:   cptcoveff=0; 
 2451:  
 2452:   for (k=0; k<maxncov; k++) Ndum[k]=0;
 2453:   for (k=1; k<=7; k++) ncodemax[k]=0; /* Horrible constant again */
 2454: 
 2455:   for (j=1; j<=(cptcovn+2*cptcovprod); j++) { /* For each covariate */
 2456:     for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
 2457: 			       modality*/ 
 2458:       ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual, might be -1*/
 2459:       Ndum[ij]++; /*counts the occurence of this modality */
 2460:       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
 2461:       if (ij > cptcode) cptcode=ij; /* getting the maximum value of the modality of the covariate  (should be 0 or 1 now) 
 2462: 				       Tvar[j]. If V=sex and male is 0 and 
 2463: 				       female is 1, then  cptcode=1.*/
 2464:     }
 2465: 
 2466:     for (i=0; i<=cptcode; i++) { /* i=-1 ?*/
 2467:       if(Ndum[i]!=0) ncodemax[j]++; /* Nomber of modalities of the j th covariate. In fact ncodemax[j]=2 (dichotom. variables only) but it can be more */
 2468:     } /* Ndum[-1] number of undefined modalities */
 2469: 
 2470:     ij=1; 
 2471:     for (i=1; i<=ncodemax[j]; i++) { /* i= 1 to 2 */
 2472:       for (k=0; k<= maxncov; k++) { /* k=-1 ?*/
 2473: 	if (Ndum[k] != 0) { /* If at least one individual responded to this modality k */
 2474: 	  nbcode[Tvar[j]][ij]=k;  /* stores the modality in an array nbcode. 
 2475: 				     k is a modality. If we have model=V1+V1*sex 
 2476: 				     then: nbcode[1][1]=0 ; nbcode[1][2]=1; nbcode[2][1]=0 ; nbcode[2][2]=1; */
 2477: 	  ij++;
 2478: 	}
 2479: 	if (ij > ncodemax[j]) break; 
 2480:       }  
 2481:     } 
 2482:   }  
 2483: 
 2484:  for (k=0; k< maxncov; k++) Ndum[k]=0;
 2485: 
 2486:  for (i=1; i<=ncovmodel-2; i++) { /* -2, cste and age */
 2487:    /* Listing of all covariables in statement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
 2488:    ij=Tvar[i]; /* Tvar might be -1 if status was unknown */
 2489:    Ndum[ij]++;
 2490:  }
 2491: 
 2492:  ij=1;
 2493:  for (i=1; i<= maxncov; i++) {
 2494:    if((Ndum[i]!=0) && (i<=ncovcol)){
 2495:      Tvaraff[ij]=i; /*For printing */
 2496:      ij++;
 2497:    }
 2498:  }
 2499:  ij--;
 2500:  cptcoveff=ij; /*Number of simple covariates*/
 2501: }
 2502: 
 2503: /*********** Health Expectancies ****************/
 2504: 
 2505: void evsij(double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int cij, int estepm,char strstart[] )
 2506: 
 2507: {
 2508:   /* Health expectancies, no variances */
 2509:   int i, j, nhstepm, hstepm, h, nstepm, k, cptj, cptj2, i2, j2;
 2510:   int nhstepma, nstepma; /* Decreasing with age */
 2511:   double age, agelim, hf;
 2512:   double ***p3mat;
 2513:   double eip;
 2514: 
 2515:   pstamp(ficreseij);
 2516:   fprintf(ficreseij,"# (a) Life expectancies by health status at initial age and (b) health expectancies by health status at initial age\n");
 2517:   fprintf(ficreseij,"# Age");
 2518:   for(i=1; i<=nlstate;i++){
 2519:     for(j=1; j<=nlstate;j++){
 2520:       fprintf(ficreseij," e%1d%1d ",i,j);
 2521:     }
 2522:     fprintf(ficreseij," e%1d. ",i);
 2523:   }
 2524:   fprintf(ficreseij,"\n");
 2525: 
 2526:   
 2527:   if(estepm < stepm){
 2528:     printf ("Problem %d lower than %d\n",estepm, stepm);
 2529:   }
 2530:   else  hstepm=estepm;   
 2531:   /* We compute the life expectancy from trapezoids spaced every estepm months
 2532:    * This is mainly to measure the difference between two models: for example
 2533:    * if stepm=24 months pijx are given only every 2 years and by summing them
 2534:    * we are calculating an estimate of the Life Expectancy assuming a linear 
 2535:    * progression in between and thus overestimating or underestimating according
 2536:    * to the curvature of the survival function. If, for the same date, we 
 2537:    * estimate the model with stepm=1 month, we can keep estepm to 24 months
 2538:    * to compare the new estimate of Life expectancy with the same linear 
 2539:    * hypothesis. A more precise result, taking into account a more precise
 2540:    * curvature will be obtained if estepm is as small as stepm. */
 2541: 
 2542:   /* For example we decided to compute the life expectancy with the smallest unit */
 2543:   /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
 2544:      nhstepm is the number of hstepm from age to agelim 
 2545:      nstepm is the number of stepm from age to agelin. 
 2546:      Look at hpijx to understand the reason of that which relies in memory size
 2547:      and note for a fixed period like estepm months */
 2548:   /* We decided (b) to get a life expectancy respecting the most precise curvature of the
 2549:      survival function given by stepm (the optimization length). Unfortunately it
 2550:      means that if the survival funtion is printed only each two years of age and if
 2551:      you sum them up and add 1 year (area under the trapezoids) you won't get the same 
 2552:      results. So we changed our mind and took the option of the best precision.
 2553:   */
 2554:   hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
 2555: 
 2556:   agelim=AGESUP;
 2557:   /* If stepm=6 months */
 2558:     /* Computed by stepm unit matrices, product of hstepm matrices, stored
 2559:        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
 2560:     
 2561: /* nhstepm age range expressed in number of stepm */
 2562:   nstepm=(int) rint((agelim-bage)*YEARM/stepm); /* Biggest nstepm */
 2563:   /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
 2564:   /* if (stepm >= YEARM) hstepm=1;*/
 2565:   nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
 2566:   p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2567: 
 2568:   for (age=bage; age<=fage; age ++){ 
 2569:     nstepma=(int) rint((agelim-bage)*YEARM/stepm); /* Biggest nstepm */
 2570:     /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
 2571:     /* if (stepm >= YEARM) hstepm=1;*/
 2572:     nhstepma = nstepma/hstepm;/* Expressed in hstepm, typically nhstepma=40/4=10 */
 2573: 
 2574:     /* If stepm=6 months */
 2575:     /* Computed by stepm unit matrices, product of hstepma matrices, stored
 2576:        in an array of nhstepma length: nhstepma=10, hstepm=4, stepm=6 months */
 2577:     
 2578:     hpxij(p3mat,nhstepma,age,hstepm,x,nlstate,stepm,oldm, savm, cij);  
 2579:     
 2580:     hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
 2581:     
 2582:     printf("%d|",(int)age);fflush(stdout);
 2583:     fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
 2584:     
 2585:     /* Computing expectancies */
 2586:     for(i=1; i<=nlstate;i++)
 2587:       for(j=1; j<=nlstate;j++)
 2588: 	for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
 2589: 	  eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
 2590: 	  
 2591: 	  /* 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]);*/
 2592: 
 2593: 	}
 2594: 
 2595:     fprintf(ficreseij,"%3.0f",age );
 2596:     for(i=1; i<=nlstate;i++){
 2597:       eip=0;
 2598:       for(j=1; j<=nlstate;j++){
 2599: 	eip +=eij[i][j][(int)age];
 2600: 	fprintf(ficreseij,"%9.4f", eij[i][j][(int)age] );
 2601:       }
 2602:       fprintf(ficreseij,"%9.4f", eip );
 2603:     }
 2604:     fprintf(ficreseij,"\n");
 2605:     
 2606:   }
 2607:   free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2608:   printf("\n");
 2609:   fprintf(ficlog,"\n");
 2610:   
 2611: }
 2612: 
 2613: 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[] )
 2614: 
 2615: {
 2616:   /* Covariances of health expectancies eij and of total life expectancies according
 2617:    to initial status i, ei. .
 2618:   */
 2619:   int i, j, nhstepm, hstepm, h, nstepm, k, cptj, cptj2, i2, j2, ij, ji;
 2620:   int nhstepma, nstepma; /* Decreasing with age */
 2621:   double age, agelim, hf;
 2622:   double ***p3matp, ***p3matm, ***varhe;
 2623:   double **dnewm,**doldm;
 2624:   double *xp, *xm;
 2625:   double **gp, **gm;
 2626:   double ***gradg, ***trgradg;
 2627:   int theta;
 2628: 
 2629:   double eip, vip;
 2630: 
 2631:   varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
 2632:   xp=vector(1,npar);
 2633:   xm=vector(1,npar);
 2634:   dnewm=matrix(1,nlstate*nlstate,1,npar);
 2635:   doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
 2636:   
 2637:   pstamp(ficresstdeij);
 2638:   fprintf(ficresstdeij,"# Health expectancies with standard errors\n");
 2639:   fprintf(ficresstdeij,"# Age");
 2640:   for(i=1; i<=nlstate;i++){
 2641:     for(j=1; j<=nlstate;j++)
 2642:       fprintf(ficresstdeij," e%1d%1d (SE)",i,j);
 2643:     fprintf(ficresstdeij," e%1d. ",i);
 2644:   }
 2645:   fprintf(ficresstdeij,"\n");
 2646: 
 2647:   pstamp(ficrescveij);
 2648:   fprintf(ficrescveij,"# Subdiagonal matrix of covariances of health expectancies by age: cov(eij,ekl)\n");
 2649:   fprintf(ficrescveij,"# Age");
 2650:   for(i=1; i<=nlstate;i++)
 2651:     for(j=1; j<=nlstate;j++){
 2652:       cptj= (j-1)*nlstate+i;
 2653:       for(i2=1; i2<=nlstate;i2++)
 2654: 	for(j2=1; j2<=nlstate;j2++){
 2655: 	  cptj2= (j2-1)*nlstate+i2;
 2656: 	  if(cptj2 <= cptj)
 2657: 	    fprintf(ficrescveij,"  %1d%1d,%1d%1d",i,j,i2,j2);
 2658: 	}
 2659:     }
 2660:   fprintf(ficrescveij,"\n");
 2661:   
 2662:   if(estepm < stepm){
 2663:     printf ("Problem %d lower than %d\n",estepm, stepm);
 2664:   }
 2665:   else  hstepm=estepm;   
 2666:   /* We compute the life expectancy from trapezoids spaced every estepm months
 2667:    * This is mainly to measure the difference between two models: for example
 2668:    * if stepm=24 months pijx are given only every 2 years and by summing them
 2669:    * we are calculating an estimate of the Life Expectancy assuming a linear 
 2670:    * progression in between and thus overestimating or underestimating according
 2671:    * to the curvature of the survival function. If, for the same date, we 
 2672:    * estimate the model with stepm=1 month, we can keep estepm to 24 months
 2673:    * to compare the new estimate of Life expectancy with the same linear 
 2674:    * hypothesis. A more precise result, taking into account a more precise
 2675:    * curvature will be obtained if estepm is as small as stepm. */
 2676: 
 2677:   /* For example we decided to compute the life expectancy with the smallest unit */
 2678:   /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
 2679:      nhstepm is the number of hstepm from age to agelim 
 2680:      nstepm is the number of stepm from age to agelin. 
 2681:      Look at hpijx to understand the reason of that which relies in memory size
 2682:      and note for a fixed period like estepm months */
 2683:   /* We decided (b) to get a life expectancy respecting the most precise curvature of the
 2684:      survival function given by stepm (the optimization length). Unfortunately it
 2685:      means that if the survival funtion is printed only each two years of age and if
 2686:      you sum them up and add 1 year (area under the trapezoids) you won't get the same 
 2687:      results. So we changed our mind and took the option of the best precision.
 2688:   */
 2689:   hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
 2690: 
 2691:   /* If stepm=6 months */
 2692:   /* nhstepm age range expressed in number of stepm */
 2693:   agelim=AGESUP;
 2694:   nstepm=(int) rint((agelim-bage)*YEARM/stepm); 
 2695:   /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
 2696:   /* if (stepm >= YEARM) hstepm=1;*/
 2697:   nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
 2698:   
 2699:   p3matp=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2700:   p3matm=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2701:   gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
 2702:   trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
 2703:   gp=matrix(0,nhstepm,1,nlstate*nlstate);
 2704:   gm=matrix(0,nhstepm,1,nlstate*nlstate);
 2705: 
 2706:   for (age=bage; age<=fage; age ++){ 
 2707:     nstepma=(int) rint((agelim-bage)*YEARM/stepm); /* Biggest nstepm */
 2708:     /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
 2709:     /* if (stepm >= YEARM) hstepm=1;*/
 2710:     nhstepma = nstepma/hstepm;/* Expressed in hstepm, typically nhstepma=40/4=10 */
 2711: 
 2712:     /* If stepm=6 months */
 2713:     /* Computed by stepm unit matrices, product of hstepma matrices, stored
 2714:        in an array of nhstepma length: nhstepma=10, hstepm=4, stepm=6 months */
 2715:     
 2716:     hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
 2717: 
 2718:     /* Computing  Variances of health expectancies */
 2719:     /* Gradient is computed with plus gp and minus gm. Code is duplicated in order to
 2720:        decrease memory allocation */
 2721:     for(theta=1; theta <=npar; theta++){
 2722:       for(i=1; i<=npar; i++){ 
 2723: 	xp[i] = x[i] + (i==theta ?delti[theta]:0);
 2724: 	xm[i] = x[i] - (i==theta ?delti[theta]:0);
 2725:       }
 2726:       hpxij(p3matp,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, cij);  
 2727:       hpxij(p3matm,nhstepm,age,hstepm,xm,nlstate,stepm,oldm,savm, cij);  
 2728:   
 2729:       for(j=1; j<= nlstate; j++){
 2730: 	for(i=1; i<=nlstate; i++){
 2731: 	  for(h=0; h<=nhstepm-1; h++){
 2732: 	    gp[h][(j-1)*nlstate + i] = (p3matp[i][j][h]+p3matp[i][j][h+1])/2.;
 2733: 	    gm[h][(j-1)*nlstate + i] = (p3matm[i][j][h]+p3matm[i][j][h+1])/2.;
 2734: 	  }
 2735: 	}
 2736:       }
 2737:      
 2738:       for(ij=1; ij<= nlstate*nlstate; ij++)
 2739: 	for(h=0; h<=nhstepm-1; h++){
 2740: 	  gradg[h][theta][ij]= (gp[h][ij]-gm[h][ij])/2./delti[theta];
 2741: 	}
 2742:     }/* End theta */
 2743:     
 2744:     
 2745:     for(h=0; h<=nhstepm-1; h++)
 2746:       for(j=1; j<=nlstate*nlstate;j++)
 2747: 	for(theta=1; theta <=npar; theta++)
 2748: 	  trgradg[h][j][theta]=gradg[h][theta][j];
 2749:     
 2750: 
 2751:      for(ij=1;ij<=nlstate*nlstate;ij++)
 2752:       for(ji=1;ji<=nlstate*nlstate;ji++)
 2753: 	varhe[ij][ji][(int)age] =0.;
 2754: 
 2755:      printf("%d|",(int)age);fflush(stdout);
 2756:      fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
 2757:      for(h=0;h<=nhstepm-1;h++){
 2758:       for(k=0;k<=nhstepm-1;k++){
 2759: 	matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
 2760: 	matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
 2761: 	for(ij=1;ij<=nlstate*nlstate;ij++)
 2762: 	  for(ji=1;ji<=nlstate*nlstate;ji++)
 2763: 	    varhe[ij][ji][(int)age] += doldm[ij][ji]*hf*hf;
 2764:       }
 2765:     }
 2766: 
 2767:     /* Computing expectancies */
 2768:     hpxij(p3matm,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, cij);  
 2769:     for(i=1; i<=nlstate;i++)
 2770:       for(j=1; j<=nlstate;j++)
 2771: 	for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
 2772: 	  eij[i][j][(int)age] += (p3matm[i][j][h]+p3matm[i][j][h+1])/2.0*hf;
 2773: 	  
 2774: 	  /* 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]);*/
 2775: 
 2776: 	}
 2777: 
 2778:     fprintf(ficresstdeij,"%3.0f",age );
 2779:     for(i=1; i<=nlstate;i++){
 2780:       eip=0.;
 2781:       vip=0.;
 2782:       for(j=1; j<=nlstate;j++){
 2783: 	eip += eij[i][j][(int)age];
 2784: 	for(k=1; k<=nlstate;k++) /* Sum on j and k of cov(eij,eik) */
 2785: 	  vip += varhe[(j-1)*nlstate+i][(k-1)*nlstate+i][(int)age];
 2786: 	fprintf(ficresstdeij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[(j-1)*nlstate+i][(j-1)*nlstate+i][(int)age]) );
 2787:       }
 2788:       fprintf(ficresstdeij," %9.4f (%.4f)", eip, sqrt(vip));
 2789:     }
 2790:     fprintf(ficresstdeij,"\n");
 2791: 
 2792:     fprintf(ficrescveij,"%3.0f",age );
 2793:     for(i=1; i<=nlstate;i++)
 2794:       for(j=1; j<=nlstate;j++){
 2795: 	cptj= (j-1)*nlstate+i;
 2796: 	for(i2=1; i2<=nlstate;i2++)
 2797: 	  for(j2=1; j2<=nlstate;j2++){
 2798: 	    cptj2= (j2-1)*nlstate+i2;
 2799: 	    if(cptj2 <= cptj)
 2800: 	      fprintf(ficrescveij," %.4f", varhe[cptj][cptj2][(int)age]);
 2801: 	  }
 2802:       }
 2803:     fprintf(ficrescveij,"\n");
 2804:    
 2805:   }
 2806:   free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
 2807:   free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
 2808:   free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
 2809:   free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
 2810:   free_ma3x(p3matm,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2811:   free_ma3x(p3matp,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2812:   printf("\n");
 2813:   fprintf(ficlog,"\n");
 2814: 
 2815:   free_vector(xm,1,npar);
 2816:   free_vector(xp,1,npar);
 2817:   free_matrix(dnewm,1,nlstate*nlstate,1,npar);
 2818:   free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
 2819:   free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
 2820: }
 2821: 
 2822: /************ Variance ******************/
 2823: 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[])
 2824: {
 2825:   /* Variance of health expectancies */
 2826:   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
 2827:   /* double **newm;*/
 2828:   double **dnewm,**doldm;
 2829:   double **dnewmp,**doldmp;
 2830:   int i, j, nhstepm, hstepm, h, nstepm ;
 2831:   int k, cptcode;
 2832:   double *xp;
 2833:   double **gp, **gm;  /* for var eij */
 2834:   double ***gradg, ***trgradg; /*for var eij */
 2835:   double **gradgp, **trgradgp; /* for var p point j */
 2836:   double *gpp, *gmp; /* for var p point j */
 2837:   double **varppt; /* for var p point j nlstate to nlstate+ndeath */
 2838:   double ***p3mat;
 2839:   double age,agelim, hf;
 2840:   double ***mobaverage;
 2841:   int theta;
 2842:   char digit[4];
 2843:   char digitp[25];
 2844: 
 2845:   char fileresprobmorprev[FILENAMELENGTH];
 2846: 
 2847:   if(popbased==1){
 2848:     if(mobilav!=0)
 2849:       strcpy(digitp,"-populbased-mobilav-");
 2850:     else strcpy(digitp,"-populbased-nomobil-");
 2851:   }
 2852:   else 
 2853:     strcpy(digitp,"-stablbased-");
 2854: 
 2855:   if (mobilav!=0) {
 2856:     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 2857:     if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
 2858:       fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
 2859:       printf(" Error in movingaverage mobilav=%d\n",mobilav);
 2860:     }
 2861:   }
 2862: 
 2863:   strcpy(fileresprobmorprev,"prmorprev"); 
 2864:   sprintf(digit,"%-d",ij);
 2865:   /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
 2866:   strcat(fileresprobmorprev,digit); /* Tvar to be done */
 2867:   strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
 2868:   strcat(fileresprobmorprev,fileres);
 2869:   if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
 2870:     printf("Problem with resultfile: %s\n", fileresprobmorprev);
 2871:     fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
 2872:   }
 2873:   printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
 2874:  
 2875:   fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
 2876:   pstamp(ficresprobmorprev);
 2877:   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);
 2878:   fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
 2879:   for(j=nlstate+1; j<=(nlstate+ndeath);j++){
 2880:     fprintf(ficresprobmorprev," p.%-d SE",j);
 2881:     for(i=1; i<=nlstate;i++)
 2882:       fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
 2883:   }  
 2884:   fprintf(ficresprobmorprev,"\n");
 2885:   fprintf(ficgp,"\n# Routine varevsij");
 2886:   /* fprintf(fichtm, "#Local time at start: %s", strstart);*/
 2887:   fprintf(fichtm,"\n<li><h4> Computing probabilities of dying over estepm months as a weighted average (i.e global mortality independent of initial healh state)</h4></li>\n");
 2888:   fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
 2889: /*   } */
 2890:   varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 2891:   pstamp(ficresvij);
 2892:   fprintf(ficresvij,"# Variance and covariance of health expectancies e.j \n#  (weighted average of eij where weights are ");
 2893:   if(popbased==1)
 2894:     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);
 2895:   else
 2896:     fprintf(ficresvij,"the age specific period (stable) prevalences in each health state \n");
 2897:   fprintf(ficresvij,"# Age");
 2898:   for(i=1; i<=nlstate;i++)
 2899:     for(j=1; j<=nlstate;j++)
 2900:       fprintf(ficresvij," Cov(e.%1d, e.%1d)",i,j);
 2901:   fprintf(ficresvij,"\n");
 2902: 
 2903:   xp=vector(1,npar);
 2904:   dnewm=matrix(1,nlstate,1,npar);
 2905:   doldm=matrix(1,nlstate,1,nlstate);
 2906:   dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
 2907:   doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 2908: 
 2909:   gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
 2910:   gpp=vector(nlstate+1,nlstate+ndeath);
 2911:   gmp=vector(nlstate+1,nlstate+ndeath);
 2912:   trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
 2913:   
 2914:   if(estepm < stepm){
 2915:     printf ("Problem %d lower than %d\n",estepm, stepm);
 2916:   }
 2917:   else  hstepm=estepm;   
 2918:   /* For example we decided to compute the life expectancy with the smallest unit */
 2919:   /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
 2920:      nhstepm is the number of hstepm from age to agelim 
 2921:      nstepm is the number of stepm from age to agelin. 
 2922:      Look at function hpijx to understand why (it is linked to memory size questions) */
 2923:   /* We decided (b) to get a life expectancy respecting the most precise curvature of the
 2924:      survival function given by stepm (the optimization length). Unfortunately it
 2925:      means that if the survival funtion is printed every two years of age and if
 2926:      you sum them up and add 1 year (area under the trapezoids) you won't get the same 
 2927:      results. So we changed our mind and took the option of the best precision.
 2928:   */
 2929:   hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
 2930:   agelim = AGESUP;
 2931:   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
 2932:     nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
 2933:     nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
 2934:     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2935:     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
 2936:     gp=matrix(0,nhstepm,1,nlstate);
 2937:     gm=matrix(0,nhstepm,1,nlstate);
 2938: 
 2939: 
 2940:     for(theta=1; theta <=npar; theta++){
 2941:       for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
 2942: 	xp[i] = x[i] + (i==theta ?delti[theta]:0);
 2943:       }
 2944:       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
 2945:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 2946: 
 2947:       if (popbased==1) {
 2948: 	if(mobilav ==0){
 2949: 	  for(i=1; i<=nlstate;i++)
 2950: 	    prlim[i][i]=probs[(int)age][i][ij];
 2951: 	}else{ /* mobilav */ 
 2952: 	  for(i=1; i<=nlstate;i++)
 2953: 	    prlim[i][i]=mobaverage[(int)age][i][ij];
 2954: 	}
 2955:       }
 2956:   
 2957:       for(j=1; j<= nlstate; j++){
 2958: 	for(h=0; h<=nhstepm; h++){
 2959: 	  for(i=1, gp[h][j]=0.;i<=nlstate;i++)
 2960: 	    gp[h][j] += prlim[i][i]*p3mat[i][j][h];
 2961: 	}
 2962:       }
 2963:       /* This for computing probability of death (h=1 means
 2964:          computed over hstepm matrices product = hstepm*stepm months) 
 2965:          as a weighted average of prlim.
 2966:       */
 2967:       for(j=nlstate+1;j<=nlstate+ndeath;j++){
 2968: 	for(i=1,gpp[j]=0.; i<= nlstate; i++)
 2969: 	  gpp[j] += prlim[i][i]*p3mat[i][j][1];
 2970:       }    
 2971:       /* end probability of death */
 2972: 
 2973:       for(i=1; i<=npar; i++) /* Computes gradient x - delta */
 2974: 	xp[i] = x[i] - (i==theta ?delti[theta]:0);
 2975:       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
 2976:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 2977:  
 2978:       if (popbased==1) {
 2979: 	if(mobilav ==0){
 2980: 	  for(i=1; i<=nlstate;i++)
 2981: 	    prlim[i][i]=probs[(int)age][i][ij];
 2982: 	}else{ /* mobilav */ 
 2983: 	  for(i=1; i<=nlstate;i++)
 2984: 	    prlim[i][i]=mobaverage[(int)age][i][ij];
 2985: 	}
 2986:       }
 2987: 
 2988:       for(j=1; j<= nlstate; j++){  /* Sum of wi * eij = e.j */
 2989: 	for(h=0; h<=nhstepm; h++){
 2990: 	  for(i=1, gm[h][j]=0.;i<=nlstate;i++)
 2991: 	    gm[h][j] += prlim[i][i]*p3mat[i][j][h];
 2992: 	}
 2993:       }
 2994:       /* This for computing probability of death (h=1 means
 2995:          computed over hstepm matrices product = hstepm*stepm months) 
 2996:          as a weighted average of prlim.
 2997:       */
 2998:       for(j=nlstate+1;j<=nlstate+ndeath;j++){
 2999: 	for(i=1,gmp[j]=0.; i<= nlstate; i++)
 3000:          gmp[j] += prlim[i][i]*p3mat[i][j][1];
 3001:       }    
 3002:       /* end probability of death */
 3003: 
 3004:       for(j=1; j<= nlstate; j++) /* vareij */
 3005: 	for(h=0; h<=nhstepm; h++){
 3006: 	  gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
 3007: 	}
 3008: 
 3009:       for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
 3010: 	gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
 3011:       }
 3012: 
 3013:     } /* End theta */
 3014: 
 3015:     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
 3016: 
 3017:     for(h=0; h<=nhstepm; h++) /* veij */
 3018:       for(j=1; j<=nlstate;j++)
 3019: 	for(theta=1; theta <=npar; theta++)
 3020: 	  trgradg[h][j][theta]=gradg[h][theta][j];
 3021: 
 3022:     for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
 3023:       for(theta=1; theta <=npar; theta++)
 3024: 	trgradgp[j][theta]=gradgp[theta][j];
 3025:   
 3026: 
 3027:     hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
 3028:     for(i=1;i<=nlstate;i++)
 3029:       for(j=1;j<=nlstate;j++)
 3030: 	vareij[i][j][(int)age] =0.;
 3031: 
 3032:     for(h=0;h<=nhstepm;h++){
 3033:       for(k=0;k<=nhstepm;k++){
 3034: 	matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
 3035: 	matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
 3036: 	for(i=1;i<=nlstate;i++)
 3037: 	  for(j=1;j<=nlstate;j++)
 3038: 	    vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
 3039:       }
 3040:     }
 3041:   
 3042:     /* pptj */
 3043:     matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
 3044:     matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
 3045:     for(j=nlstate+1;j<=nlstate+ndeath;j++)
 3046:       for(i=nlstate+1;i<=nlstate+ndeath;i++)
 3047: 	varppt[j][i]=doldmp[j][i];
 3048:     /* end ppptj */
 3049:     /*  x centered again */
 3050:     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
 3051:     prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
 3052:  
 3053:     if (popbased==1) {
 3054:       if(mobilav ==0){
 3055: 	for(i=1; i<=nlstate;i++)
 3056: 	  prlim[i][i]=probs[(int)age][i][ij];
 3057:       }else{ /* mobilav */ 
 3058: 	for(i=1; i<=nlstate;i++)
 3059: 	  prlim[i][i]=mobaverage[(int)age][i][ij];
 3060:       }
 3061:     }
 3062:              
 3063:     /* This for computing probability of death (h=1 means
 3064:        computed over hstepm (estepm) matrices product = hstepm*stepm months) 
 3065:        as a weighted average of prlim.
 3066:     */
 3067:     for(j=nlstate+1;j<=nlstate+ndeath;j++){
 3068:       for(i=1,gmp[j]=0.;i<= nlstate; i++) 
 3069: 	gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
 3070:     }    
 3071:     /* end probability of death */
 3072: 
 3073:     fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
 3074:     for(j=nlstate+1; j<=(nlstate+ndeath);j++){
 3075:       fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
 3076:       for(i=1; i<=nlstate;i++){
 3077: 	fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
 3078:       }
 3079:     } 
 3080:     fprintf(ficresprobmorprev,"\n");
 3081: 
 3082:     fprintf(ficresvij,"%.0f ",age );
 3083:     for(i=1; i<=nlstate;i++)
 3084:       for(j=1; j<=nlstate;j++){
 3085: 	fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
 3086:       }
 3087:     fprintf(ficresvij,"\n");
 3088:     free_matrix(gp,0,nhstepm,1,nlstate);
 3089:     free_matrix(gm,0,nhstepm,1,nlstate);
 3090:     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
 3091:     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
 3092:     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 3093:   } /* End age */
 3094:   free_vector(gpp,nlstate+1,nlstate+ndeath);
 3095:   free_vector(gmp,nlstate+1,nlstate+ndeath);
 3096:   free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
 3097:   free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
 3098:   fprintf(ficgp,"\nunset parametric;unset label; set ter png small;set size 0.65, 0.65");
 3099:   /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
 3100:   fprintf(ficgp,"\n set log y; unset log x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
 3101: /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
 3102: /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
 3103: /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
 3104:   fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",subdirf(fileresprobmorprev));
 3105:   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",subdirf(fileresprobmorprev));
 3106:   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",subdirf(fileresprobmorprev));
 3107:   fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",subdirf(fileresprobmorprev),subdirf(fileresprobmorprev));
 3108:   fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months. <br> <img src=\"%s%s.png\"> <br>\n", estepm,subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
 3109:   /*  fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months and then divided by estepm and multiplied by %.0f in order to have the probability to die over a year <br> <img src=\"varmuptjgr%s%s.png\"> <br>\n", stepm,YEARM,digitp,digit);
 3110: */
 3111: /*   fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit); */
 3112:   fprintf(ficgp,"\nset out \"%s%s.png\";replot;\n",subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
 3113: 
 3114:   free_vector(xp,1,npar);
 3115:   free_matrix(doldm,1,nlstate,1,nlstate);
 3116:   free_matrix(dnewm,1,nlstate,1,npar);
 3117:   free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 3118:   free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
 3119:   free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 3120:   if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3121:   fclose(ficresprobmorprev);
 3122:   fflush(ficgp);
 3123:   fflush(fichtm); 
 3124: }  /* end varevsij */
 3125: 
 3126: /************ Variance of prevlim ******************/
 3127: 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[])
 3128: {
 3129:   /* Variance of prevalence limit */
 3130:   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
 3131:   double **newm;
 3132:   double **dnewm,**doldm;
 3133:   int i, j, nhstepm, hstepm;
 3134:   int k, cptcode;
 3135:   double *xp;
 3136:   double *gp, *gm;
 3137:   double **gradg, **trgradg;
 3138:   double age,agelim;
 3139:   int theta;
 3140:   
 3141:   pstamp(ficresvpl);
 3142:   fprintf(ficresvpl,"# Standard deviation of period (stable) prevalences \n");
 3143:   fprintf(ficresvpl,"# Age");
 3144:   for(i=1; i<=nlstate;i++)
 3145:       fprintf(ficresvpl," %1d-%1d",i,i);
 3146:   fprintf(ficresvpl,"\n");
 3147: 
 3148:   xp=vector(1,npar);
 3149:   dnewm=matrix(1,nlstate,1,npar);
 3150:   doldm=matrix(1,nlstate,1,nlstate);
 3151:   
 3152:   hstepm=1*YEARM; /* Every year of age */
 3153:   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
 3154:   agelim = AGESUP;
 3155:   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
 3156:     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
 3157:     if (stepm >= YEARM) hstepm=1;
 3158:     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
 3159:     gradg=matrix(1,npar,1,nlstate);
 3160:     gp=vector(1,nlstate);
 3161:     gm=vector(1,nlstate);
 3162: 
 3163:     for(theta=1; theta <=npar; theta++){
 3164:       for(i=1; i<=npar; i++){ /* Computes gradient */
 3165: 	xp[i] = x[i] + (i==theta ?delti[theta]:0);
 3166:       }
 3167:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 3168:       for(i=1;i<=nlstate;i++)
 3169: 	gp[i] = prlim[i][i];
 3170:     
 3171:       for(i=1; i<=npar; i++) /* Computes gradient */
 3172: 	xp[i] = x[i] - (i==theta ?delti[theta]:0);
 3173:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 3174:       for(i=1;i<=nlstate;i++)
 3175: 	gm[i] = prlim[i][i];
 3176: 
 3177:       for(i=1;i<=nlstate;i++)
 3178: 	gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
 3179:     } /* End theta */
 3180: 
 3181:     trgradg =matrix(1,nlstate,1,npar);
 3182: 
 3183:     for(j=1; j<=nlstate;j++)
 3184:       for(theta=1; theta <=npar; theta++)
 3185: 	trgradg[j][theta]=gradg[theta][j];
 3186: 
 3187:     for(i=1;i<=nlstate;i++)
 3188:       varpl[i][(int)age] =0.;
 3189:     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
 3190:     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
 3191:     for(i=1;i<=nlstate;i++)
 3192:       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
 3193: 
 3194:     fprintf(ficresvpl,"%.0f ",age );
 3195:     for(i=1; i<=nlstate;i++)
 3196:       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
 3197:     fprintf(ficresvpl,"\n");
 3198:     free_vector(gp,1,nlstate);
 3199:     free_vector(gm,1,nlstate);
 3200:     free_matrix(gradg,1,npar,1,nlstate);
 3201:     free_matrix(trgradg,1,nlstate,1,npar);
 3202:   } /* End age */
 3203: 
 3204:   free_vector(xp,1,npar);
 3205:   free_matrix(doldm,1,nlstate,1,npar);
 3206:   free_matrix(dnewm,1,nlstate,1,nlstate);
 3207: 
 3208: }
 3209: 
 3210: /************ Variance of one-step probabilities  ******************/
 3211: 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[])
 3212: {
 3213:   int i, j=0,  i1, k1, l1, t, tj;
 3214:   int k2, l2, j1,  z1;
 3215:   int k=0,l, cptcode;
 3216:   int first=1, first1;
 3217:   double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
 3218:   double **dnewm,**doldm;
 3219:   double *xp;
 3220:   double *gp, *gm;
 3221:   double **gradg, **trgradg;
 3222:   double **mu;
 3223:   double age,agelim, cov[NCOVMAX];
 3224:   double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
 3225:   int theta;
 3226:   char fileresprob[FILENAMELENGTH];
 3227:   char fileresprobcov[FILENAMELENGTH];
 3228:   char fileresprobcor[FILENAMELENGTH];
 3229: 
 3230:   double ***varpij;
 3231: 
 3232:   strcpy(fileresprob,"prob"); 
 3233:   strcat(fileresprob,fileres);
 3234:   if((ficresprob=fopen(fileresprob,"w"))==NULL) {
 3235:     printf("Problem with resultfile: %s\n", fileresprob);
 3236:     fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
 3237:   }
 3238:   strcpy(fileresprobcov,"probcov"); 
 3239:   strcat(fileresprobcov,fileres);
 3240:   if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
 3241:     printf("Problem with resultfile: %s\n", fileresprobcov);
 3242:     fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
 3243:   }
 3244:   strcpy(fileresprobcor,"probcor"); 
 3245:   strcat(fileresprobcor,fileres);
 3246:   if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
 3247:     printf("Problem with resultfile: %s\n", fileresprobcor);
 3248:     fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
 3249:   }
 3250:   printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
 3251:   fprintf(ficlog,"Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
 3252:   printf("Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
 3253:   fprintf(ficlog,"Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
 3254:   printf("and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
 3255:   fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
 3256:   pstamp(ficresprob);
 3257:   fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
 3258:   fprintf(ficresprob,"# Age");
 3259:   pstamp(ficresprobcov);
 3260:   fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
 3261:   fprintf(ficresprobcov,"# Age");
 3262:   pstamp(ficresprobcor);
 3263:   fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
 3264:   fprintf(ficresprobcor,"# Age");
 3265: 
 3266: 
 3267:   for(i=1; i<=nlstate;i++)
 3268:     for(j=1; j<=(nlstate+ndeath);j++){
 3269:       fprintf(ficresprob," p%1d-%1d (SE)",i,j);
 3270:       fprintf(ficresprobcov," p%1d-%1d ",i,j);
 3271:       fprintf(ficresprobcor," p%1d-%1d ",i,j);
 3272:     }  
 3273:  /* fprintf(ficresprob,"\n");
 3274:   fprintf(ficresprobcov,"\n");
 3275:   fprintf(ficresprobcor,"\n");
 3276:  */
 3277:   xp=vector(1,npar);
 3278:   dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
 3279:   doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
 3280:   mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
 3281:   varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
 3282:   first=1;
 3283:   fprintf(ficgp,"\n# Routine varprob");
 3284:   fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
 3285:   fprintf(fichtm,"\n");
 3286: 
 3287:   fprintf(fichtm,"\n<li><h4> <a href=\"%s\">Matrix of variance-covariance of pairs of step probabilities (drawings)</a></h4></li>\n",optionfilehtmcov);
 3288:   fprintf(fichtmcov,"\n<h4>Matrix of variance-covariance of pairs of step probabilities</h4>\n\
 3289:   file %s<br>\n",optionfilehtmcov);
 3290:   fprintf(fichtmcov,"\nEllipsoids of confidence centered on point (p<inf>ij</inf>, p<inf>kl</inf>) are estimated\
 3291: and drawn. It helps understanding how is the covariance between two incidences.\
 3292:  They are expressed in year<sup>-1</sup> in order to be less dependent of stepm.<br>\n");
 3293:   fprintf(fichtmcov,"\n<br> Contour plot corresponding to x'cov<sup>-1</sup>x = 4 (where x is the column vector (pij,pkl)) are drawn. \
 3294: It can be understood this way: if pij and pkl where uncorrelated the (2x2) matrix of covariance \
 3295: would have been (1/(var pij), 0 , 0, 1/(var pkl)), and the confidence interval would be 2 \
 3296: standard deviations wide on each axis. <br>\
 3297:  Now, if both incidences are correlated (usual case) we diagonalised the inverse of the covariance matrix\
 3298:  and made the appropriate rotation to look at the uncorrelated principal directions.<br>\
 3299: To be simple, these graphs help to understand the significativity of each parameter in relation to a second other one.<br> \n");
 3300: 
 3301:   cov[1]=1;
 3302:   tj=cptcoveff;
 3303:   if (cptcovn<1) {tj=1;ncodemax[1]=1;}
 3304:   j1=0;
 3305:   for(t=1; t<=tj;t++){
 3306:     for(i1=1; i1<=ncodemax[t];i1++){ 
 3307:       j1++;
 3308:       if  (cptcovn>0) {
 3309: 	fprintf(ficresprob, "\n#********** Variable "); 
 3310: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 3311: 	fprintf(ficresprob, "**********\n#\n");
 3312: 	fprintf(ficresprobcov, "\n#********** Variable "); 
 3313: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 3314: 	fprintf(ficresprobcov, "**********\n#\n");
 3315: 	
 3316: 	fprintf(ficgp, "\n#********** Variable "); 
 3317: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 3318: 	fprintf(ficgp, "**********\n#\n");
 3319: 	
 3320: 	
 3321: 	fprintf(fichtmcov, "\n<hr  size=\"2\" color=\"#EC5E5E\">********** Variable "); 
 3322: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 3323: 	fprintf(fichtmcov, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
 3324: 	
 3325: 	fprintf(ficresprobcor, "\n#********** Variable ");    
 3326: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 3327: 	fprintf(ficresprobcor, "**********\n#");    
 3328:       }
 3329:       
 3330:       for (age=bage; age<=fage; age ++){ 
 3331: 	cov[2]=age;
 3332: 	for (k=1; k<=cptcovn;k++) {
 3333: 	  cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
 3334: 	}
 3335: 	for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
 3336: 	for (k=1; k<=cptcovprod;k++)
 3337: 	  cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
 3338: 	
 3339: 	gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
 3340: 	trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
 3341: 	gp=vector(1,(nlstate)*(nlstate+ndeath));
 3342: 	gm=vector(1,(nlstate)*(nlstate+ndeath));
 3343:     
 3344: 	for(theta=1; theta <=npar; theta++){
 3345: 	  for(i=1; i<=npar; i++)
 3346: 	    xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
 3347: 	  
 3348: 	  pmij(pmmij,cov,ncovmodel,xp,nlstate);
 3349: 	  
 3350: 	  k=0;
 3351: 	  for(i=1; i<= (nlstate); i++){
 3352: 	    for(j=1; j<=(nlstate+ndeath);j++){
 3353: 	      k=k+1;
 3354: 	      gp[k]=pmmij[i][j];
 3355: 	    }
 3356: 	  }
 3357: 	  
 3358: 	  for(i=1; i<=npar; i++)
 3359: 	    xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
 3360:     
 3361: 	  pmij(pmmij,cov,ncovmodel,xp,nlstate);
 3362: 	  k=0;
 3363: 	  for(i=1; i<=(nlstate); i++){
 3364: 	    for(j=1; j<=(nlstate+ndeath);j++){
 3365: 	      k=k+1;
 3366: 	      gm[k]=pmmij[i][j];
 3367: 	    }
 3368: 	  }
 3369:      
 3370: 	  for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
 3371: 	    gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
 3372: 	}
 3373: 
 3374: 	for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
 3375: 	  for(theta=1; theta <=npar; theta++)
 3376: 	    trgradg[j][theta]=gradg[theta][j];
 3377: 	
 3378: 	matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
 3379: 	matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
 3380: 	free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
 3381: 	free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
 3382: 	free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
 3383: 	free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
 3384: 
 3385: 	pmij(pmmij,cov,ncovmodel,x,nlstate);
 3386: 	
 3387: 	k=0;
 3388: 	for(i=1; i<=(nlstate); i++){
 3389: 	  for(j=1; j<=(nlstate+ndeath);j++){
 3390: 	    k=k+1;
 3391: 	    mu[k][(int) age]=pmmij[i][j];
 3392: 	  }
 3393: 	}
 3394:      	for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
 3395: 	  for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
 3396: 	    varpij[i][j][(int)age] = doldm[i][j];
 3397: 
 3398: 	/*printf("\n%d ",(int)age);
 3399: 	  for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
 3400: 	  printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
 3401: 	  fprintf(ficlog,"%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
 3402: 	  }*/
 3403: 
 3404: 	fprintf(ficresprob,"\n%d ",(int)age);
 3405: 	fprintf(ficresprobcov,"\n%d ",(int)age);
 3406: 	fprintf(ficresprobcor,"\n%d ",(int)age);
 3407: 
 3408: 	for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
 3409: 	  fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
 3410: 	for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
 3411: 	  fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
 3412: 	  fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
 3413: 	}
 3414: 	i=0;
 3415: 	for (k=1; k<=(nlstate);k++){
 3416:  	  for (l=1; l<=(nlstate+ndeath);l++){ 
 3417:  	    i=i++;
 3418: 	    fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l);
 3419: 	    fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l);
 3420: 	    for (j=1; j<=i;j++){
 3421: 	      fprintf(ficresprobcov," %11.3e",varpij[i][j][(int)age]);
 3422: 	      fprintf(ficresprobcor," %11.3e",varpij[i][j][(int) age]/sqrt(varpij[i][i][(int) age])/sqrt(varpij[j][j][(int)age]));
 3423: 	    }
 3424: 	  }
 3425: 	}/* end of loop for state */
 3426:       } /* end of loop for age */
 3427: 
 3428:       /* Confidence intervalle of pij  */
 3429:       /*
 3430: 	fprintf(ficgp,"\nunset parametric;unset label");
 3431: 	fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
 3432: 	fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
 3433: 	fprintf(fichtm,"\n<br>Probability with  confidence intervals expressed in year<sup>-1</sup> :<a href=\"pijgr%s.png\">pijgr%s.png</A>, ",optionfilefiname,optionfilefiname);
 3434: 	fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
 3435: 	fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
 3436: 	fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
 3437:       */
 3438: 
 3439:       /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
 3440:       first1=1;
 3441:       for (k2=1; k2<=(nlstate);k2++){
 3442: 	for (l2=1; l2<=(nlstate+ndeath);l2++){ 
 3443: 	  if(l2==k2) continue;
 3444: 	  j=(k2-1)*(nlstate+ndeath)+l2;
 3445: 	  for (k1=1; k1<=(nlstate);k1++){
 3446: 	    for (l1=1; l1<=(nlstate+ndeath);l1++){ 
 3447: 	      if(l1==k1) continue;
 3448: 	      i=(k1-1)*(nlstate+ndeath)+l1;
 3449: 	      if(i<=j) continue;
 3450: 	      for (age=bage; age<=fage; age ++){ 
 3451: 		if ((int)age %5==0){
 3452: 		  v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
 3453: 		  v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
 3454: 		  cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
 3455: 		  mu1=mu[i][(int) age]/stepm*YEARM ;
 3456: 		  mu2=mu[j][(int) age]/stepm*YEARM;
 3457: 		  c12=cv12/sqrt(v1*v2);
 3458: 		  /* Computing eigen value of matrix of covariance */
 3459: 		  lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
 3460: 		  lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
 3461: 		  /* Eigen vectors */
 3462: 		  v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
 3463: 		  /*v21=sqrt(1.-v11*v11); *//* error */
 3464: 		  v21=(lc1-v1)/cv12*v11;
 3465: 		  v12=-v21;
 3466: 		  v22=v11;
 3467: 		  tnalp=v21/v11;
 3468: 		  if(first1==1){
 3469: 		    first1=0;
 3470: 		    printf("%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tang %.3f\nOthers in log...\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
 3471: 		  }
 3472: 		  fprintf(ficlog,"%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tan %.3f\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
 3473: 		  /*printf(fignu*/
 3474: 		  /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
 3475: 		  /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
 3476: 		  if(first==1){
 3477: 		    first=0;
 3478:  		    fprintf(ficgp,"\nset parametric;unset label");
 3479: 		    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);
 3480: 		    fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
 3481: 		    fprintf(fichtmcov,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup>\
 3482:  :<a href=\"%s%d%1d%1d-%1d%1d.png\">\
 3483: %s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,\
 3484: 			    subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2,\
 3485: 			    subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
 3486: 		    fprintf(fichtmcov,"\n<br><img src=\"%s%d%1d%1d-%1d%1d.png\"> ",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
 3487: 		    fprintf(fichtmcov,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
 3488: 		    fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\"",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
 3489: 		    fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
 3490: 		    fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
 3491: 		    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",\
 3492: 			    mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
 3493: 			    mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
 3494: 		  }else{
 3495: 		    first=0;
 3496: 		    fprintf(fichtmcov," %d (%.3f),",(int) age, c12);
 3497: 		    fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
 3498: 		    fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
 3499: 		    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",\
 3500: 			    mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
 3501: 			    mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
 3502: 		  }/* if first */
 3503: 		} /* age mod 5 */
 3504: 	      } /* end loop age */
 3505: 	      fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\";replot;",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
 3506: 	      first=1;
 3507: 	    } /*l12 */
 3508: 	  } /* k12 */
 3509: 	} /*l1 */
 3510:       }/* k1 */
 3511:     } /* loop covariates */
 3512:   }
 3513:   free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
 3514:   free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
 3515:   free_matrix(doldm,1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
 3516:   free_matrix(dnewm,1,(nlstate)*(nlstate+ndeath),1,npar);
 3517:   free_vector(xp,1,npar);
 3518:   fclose(ficresprob);
 3519:   fclose(ficresprobcov);
 3520:   fclose(ficresprobcor);
 3521:   fflush(ficgp);
 3522:   fflush(fichtmcov);
 3523: }
 3524: 
 3525: 
 3526: /******************* Printing html file ***********/
 3527: void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
 3528: 		  int lastpass, int stepm, int weightopt, char model[],\
 3529: 		  int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
 3530: 		  int popforecast, int estepm ,\
 3531: 		  double jprev1, double mprev1,double anprev1, \
 3532: 		  double jprev2, double mprev2,double anprev2){
 3533:   int jj1, k1, i1, cpt;
 3534: 
 3535:    fprintf(fichtm,"<ul><li><a href='#firstorder'>Result files (first order: no variance)</a>\n \
 3536:    <li><a href='#secondorder'>Result files (second order (variance)</a>\n \
 3537: </ul>");
 3538:    fprintf(fichtm,"<ul><li><h4><a name='firstorder'>Result files (first order: no variance)</a></h4>\n \
 3539:  - Observed prevalence in each state (during the period defined between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf): <a href=\"%s\">%s</a> <br>\n ",
 3540: 	   jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,subdirf2(fileres,"p"),subdirf2(fileres,"p"));
 3541:    fprintf(fichtm,"\
 3542:  - Estimated transition probabilities over %d (stepm) months: <a href=\"%s\">%s</a><br>\n ",
 3543: 	   stepm,subdirf2(fileres,"pij"),subdirf2(fileres,"pij"));
 3544:    fprintf(fichtm,"\
 3545:  - Period (stable) prevalence in each health state: <a href=\"%s\">%s</a> <br>\n",
 3546: 	   subdirf2(fileres,"pl"),subdirf2(fileres,"pl"));
 3547:    fprintf(fichtm,"\
 3548:  - (a) Life expectancies by health status at initial age, ei. (b) health expectancies by health status at initial age, eij . If one or more covariates are included, specific tables for each value of the covariate are output in sequences within the same file (estepm=%2d months): \
 3549:    <a href=\"%s\">%s</a> <br>\n",
 3550: 	   estepm,subdirf2(fileres,"e"),subdirf2(fileres,"e"));
 3551:    fprintf(fichtm,"\
 3552:  - Population projections by age and states: \
 3553:    <a href=\"%s\">%s</a> <br>\n</li>", subdirf2(fileres,"f"),subdirf2(fileres,"f"));
 3554: 
 3555: fprintf(fichtm," \n<ul><li><b>Graphs</b></li><p>");
 3556: 
 3557:  m=cptcoveff;
 3558:  if (cptcovn < 1) {m=1;ncodemax[1]=1;}
 3559: 
 3560:  jj1=0;
 3561:  for(k1=1; k1<=m;k1++){
 3562:    for(i1=1; i1<=ncodemax[k1];i1++){
 3563:      jj1++;
 3564:      if (cptcovn > 0) {
 3565:        fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
 3566:        for (cpt=1; cpt<=cptcoveff;cpt++) 
 3567: 	 fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
 3568:        fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
 3569:      }
 3570:      /* Pij */
 3571:      fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i, %d (stepm) months before: <a href=\"%s%d1.png\">%s%d1.png</a><br> \
 3572: <img src=\"%s%d1.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1);     
 3573:      /* Quasi-incidences */
 3574:      fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i %d (stepm) months\
 3575:  before but expressed in per year i.e. quasi incidences if stepm is small and probabilities too: <a href=\"%s%d2.png\">%s%d2.png</a><br> \
 3576: <img src=\"%s%d2.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1); 
 3577:        /* Period (stable) prevalence in each health state */
 3578:        for(cpt=1; cpt<nlstate;cpt++){
 3579: 	 fprintf(fichtm,"<br>- Period (stable) prevalence in each health state : <a href=\"%s%d%d.png\">%s%d%d.png</a><br> \
 3580: <img src=\"%s%d%d.png\">",subdirf2(optionfilefiname,"p"),cpt,jj1,subdirf2(optionfilefiname,"p"),cpt,jj1,subdirf2(optionfilefiname,"p"),cpt,jj1);
 3581:        }
 3582:      for(cpt=1; cpt<=nlstate;cpt++) {
 3583:         fprintf(fichtm,"\n<br>- Life expectancy by health state (%d) at initial age and its decomposition into health expectancies : <a href=\"%s%d%d.png\">%s%d%d.png</a> <br> \
 3584: <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"exp"),cpt,jj1,subdirf2(optionfilefiname,"exp"),cpt,jj1,subdirf2(optionfilefiname,"exp"),cpt,jj1);
 3585:      }
 3586:    } /* end i1 */
 3587:  }/* End k1 */
 3588:  fprintf(fichtm,"</ul>");
 3589: 
 3590: 
 3591:  fprintf(fichtm,"\
 3592: \n<br><li><h4> <a name='secondorder'>Result files (second order: variances)</a></h4>\n\
 3593:  - Parameter file with estimated parameters and covariance matrix: <a href=\"%s\">%s</a> <br>\n", rfileres,rfileres);
 3594: 
 3595:  fprintf(fichtm," - Variance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
 3596: 	 subdirf2(fileres,"prob"),subdirf2(fileres,"prob"));
 3597:  fprintf(fichtm,"\
 3598:  - Variance-covariance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
 3599: 	 subdirf2(fileres,"probcov"),subdirf2(fileres,"probcov"));
 3600: 
 3601:  fprintf(fichtm,"\
 3602:  - Correlation matrix of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
 3603: 	 subdirf2(fileres,"probcor"),subdirf2(fileres,"probcor"));
 3604:  fprintf(fichtm,"\
 3605:  - Variances and covariances of health expectancies by age and <b>initial health status</b> (cov(e<sup>ij</sup>,e<sup>kl</sup>)(estepm=%2d months): \
 3606:    <a href=\"%s\">%s</a> <br>\n</li>",
 3607: 	   estepm,subdirf2(fileres,"cve"),subdirf2(fileres,"cve"));
 3608:  fprintf(fichtm,"\
 3609:  - (a) Health expectancies by health status at initial age (e<sup>ij</sup>) and standard errors (in parentheses) (b) life expectancies and standard errors (e<sup>i.</sup>=e<sup>i1</sup>+e<sup>i2</sup>+...)(estepm=%2d months): \
 3610:    <a href=\"%s\">%s</a> <br>\n</li>",
 3611: 	   estepm,subdirf2(fileres,"stde"),subdirf2(fileres,"stde"));
 3612:  fprintf(fichtm,"\
 3613:  - Variances and covariances of health expectancies by age. Status (i) based health expectancies (in state j), e<sup>ij</sup> are weighted by the period prevalences in each state i (if popbased=1, an additional computation is done using the cross-sectional prevalences, i.e population based) (estepm=%d months): <a href=\"%s\">%s</a><br>\n",
 3614: 	 estepm, subdirf2(fileres,"v"),subdirf2(fileres,"v"));
 3615:  fprintf(fichtm,"\
 3616:  - Total life expectancy and total health expectancies to be spent in each health state e<sup>.j</sup> with their standard errors (if popbased=1, an additional computation is done using the cross-sectional prevalences, i.e population based) (estepm=%d months): <a href=\"%s\">%s</a> <br>\n",
 3617: 	 estepm, subdirf2(fileres,"t"),subdirf2(fileres,"t"));
 3618:  fprintf(fichtm,"\
 3619:  - Standard deviation of period (stable) prevalences: <a href=\"%s\">%s</a> <br>\n",\
 3620: 	 subdirf2(fileres,"vpl"),subdirf2(fileres,"vpl"));
 3621: 
 3622: /*  if(popforecast==1) fprintf(fichtm,"\n */
 3623: /*  - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>\n */
 3624: /*  - Population forecasting (if popforecast=1): <a href=\"pop%s\">pop%s</a> <br>\n */
 3625: /* 	<br>",fileres,fileres,fileres,fileres); */
 3626: /*  else  */
 3627: /*    fprintf(fichtm,"\n No population forecast: popforecast = %d (instead of 1) or stepm = %d (instead of 1) or model=%s (instead of .)<br><br></li>\n",popforecast, stepm, model); */
 3628:  fflush(fichtm);
 3629:  fprintf(fichtm," <ul><li><b>Graphs</b></li><p>");
 3630: 
 3631:  m=cptcoveff;
 3632:  if (cptcovn < 1) {m=1;ncodemax[1]=1;}
 3633: 
 3634:  jj1=0;
 3635:  for(k1=1; k1<=m;k1++){
 3636:    for(i1=1; i1<=ncodemax[k1];i1++){
 3637:      jj1++;
 3638:      if (cptcovn > 0) {
 3639:        fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
 3640:        for (cpt=1; cpt<=cptcoveff;cpt++) 
 3641: 	 fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
 3642:        fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
 3643:      }
 3644:      for(cpt=1; cpt<=nlstate;cpt++) {
 3645:        fprintf(fichtm,"<br>- Observed (cross-sectional) and period (incidence based) \
 3646: prevalence (with 95%% confidence interval) in state (%d): %s%d%d.png <br>\
 3647: <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"v"),cpt,jj1,subdirf2(optionfilefiname,"v"),cpt,jj1);  
 3648:      }
 3649:      fprintf(fichtm,"\n<br>- Total life expectancy by age and \
 3650: health expectancies in states (1) and (2). If popbased=1 the smooth (due to the model) \
 3651: true period expectancies (those weighted with period prevalences are also\
 3652:  drawn in addition to the population based expectancies computed using\
 3653:  observed and cahotic prevalences: %s%d.png<br>\
 3654: <img src=\"%s%d.png\">",subdirf2(optionfilefiname,"e"),jj1,subdirf2(optionfilefiname,"e"),jj1);
 3655:    } /* end i1 */
 3656:  }/* End k1 */
 3657:  fprintf(fichtm,"</ul>");
 3658:  fflush(fichtm);
 3659: }
 3660: 
 3661: /******************* Gnuplot file **************/
 3662: void printinggnuplot(char fileres[], char optionfilefiname[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
 3663: 
 3664:   char dirfileres[132],optfileres[132];
 3665:   int m0,cpt=0,k1=0,i=0,k=0,j=0,jk=0,k2=0,k3=0,ij=0,l=0;
 3666:   int ng=0;
 3667: /*   if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) { */
 3668: /*     printf("Problem with file %s",optionfilegnuplot); */
 3669: /*     fprintf(ficlog,"Problem with file %s",optionfilegnuplot); */
 3670: /*   } */
 3671: 
 3672:   /*#ifdef windows */
 3673:   fprintf(ficgp,"cd \"%s\" \n",pathc);
 3674:     /*#endif */
 3675:   m=pow(2,cptcoveff);
 3676: 
 3677:   strcpy(dirfileres,optionfilefiname);
 3678:   strcpy(optfileres,"vpl");
 3679:  /* 1eme*/
 3680:   for (cpt=1; cpt<= nlstate ; cpt ++) {
 3681:    for (k1=1; k1<= m ; k1 ++) {
 3682:      fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"v"),cpt,k1);
 3683:      fprintf(ficgp,"\n#set out \"v%s%d%d.png\" \n",optionfilefiname,cpt,k1);
 3684:      fprintf(ficgp,"set xlabel \"Age\" \n\
 3685: set ylabel \"Probability\" \n\
 3686: set ter png small\n\
 3687: set size 0.65,0.65\n\
 3688: plot [%.f:%.f] \"%s\" every :::%d::%d u 1:2 \"\%%lf",ageminpar,fage,subdirf2(fileres,"vpl"),k1-1,k1-1);
 3689: 
 3690:      for (i=1; i<= nlstate ; i ++) {
 3691:        if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
 3692:        else        fprintf(ficgp," \%%*lf (\%%*lf)");
 3693:      }
 3694:      fprintf(ficgp,"\" t\"Period (stable) prevalence\" w l 0,\"%s\" every :::%d::%d u 1:($2+1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1);
 3695:      for (i=1; i<= nlstate ; i ++) {
 3696:        if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
 3697:        else fprintf(ficgp," \%%*lf (\%%*lf)");
 3698:      } 
 3699:      fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"%s\" every :::%d::%d u 1:($2-1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1); 
 3700:      for (i=1; i<= nlstate ; i ++) {
 3701:        if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
 3702:        else fprintf(ficgp," \%%*lf (\%%*lf)");
 3703:      }  
 3704:      fprintf(ficgp,"\" t\"\" w l 1,\"%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",subdirf2(fileres,"p"),k1-1,k1-1,2+4*(cpt-1));
 3705:    }
 3706:   }
 3707:   /*2 eme*/
 3708:   
 3709:   for (k1=1; k1<= m ; k1 ++) { 
 3710:     fprintf(ficgp,"\nset out \"%s%d.png\" \n",subdirf2(optionfilefiname,"e"),k1);
 3711:     fprintf(ficgp,"set ylabel \"Years\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] ",ageminpar,fage);
 3712:     
 3713:     for (i=1; i<= nlstate+1 ; i ++) {
 3714:       k=2*i;
 3715:       fprintf(ficgp,"\"%s\" every :::%d::%d u 1:2 \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
 3716:       for (j=1; j<= nlstate+1 ; j ++) {
 3717: 	if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
 3718: 	else fprintf(ficgp," \%%*lf (\%%*lf)");
 3719:       }   
 3720:       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
 3721:       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);
 3722:       fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
 3723:       for (j=1; j<= nlstate+1 ; j ++) {
 3724: 	if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
 3725: 	else fprintf(ficgp," \%%*lf (\%%*lf)");
 3726:       }   
 3727:       fprintf(ficgp,"\" t\"\" w l 0,");
 3728:       fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
 3729:       for (j=1; j<= nlstate+1 ; j ++) {
 3730: 	if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
 3731: 	else fprintf(ficgp," \%%*lf (\%%*lf)");
 3732:       }   
 3733:       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
 3734:       else fprintf(ficgp,"\" t\"\" w l 0,");
 3735:     }
 3736:   }
 3737:   
 3738:   /*3eme*/
 3739:   
 3740:   for (k1=1; k1<= m ; k1 ++) { 
 3741:     for (cpt=1; cpt<= nlstate ; cpt ++) {
 3742:       /*       k=2+nlstate*(2*cpt-2); */
 3743:       k=2+(nlstate+1)*(cpt-1);
 3744:       fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"exp"),cpt,k1);
 3745:       fprintf(ficgp,"set ter png small\n\
 3746: set size 0.65,0.65\n\
 3747: plot [%.f:%.f] \"%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",ageminpar,fage,subdirf2(fileres,"e"),k1-1,k1-1,k,cpt);
 3748:       /*fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d-2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
 3749: 	for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
 3750: 	fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
 3751: 	fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d+2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
 3752: 	for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
 3753: 	fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
 3754: 	
 3755:       */
 3756:       for (i=1; i< nlstate ; i ++) {
 3757: 	fprintf(ficgp," ,\"%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",subdirf2(fileres,"e"),k1-1,k1-1,k+i,cpt,i+1);
 3758: 	/*	fprintf(ficgp," ,\"%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",subdirf2(fileres,"e"),k1-1,k1-1,k+2*i,cpt,i+1);*/
 3759: 	
 3760:       } 
 3761:       fprintf(ficgp," ,\"%s\" every :::%d::%d u 1:%d t \"e%d.\" w l",subdirf2(fileres,"e"),k1-1,k1-1,k+nlstate,cpt);
 3762:     }
 3763:   }
 3764:   
 3765:   /* CV preval stable (period) */
 3766:   for (k1=1; k1<= m ; k1 ++) { 
 3767:     for (cpt=1; cpt<=nlstate ; cpt ++) {
 3768:       k=3;
 3769:       fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"p"),cpt,k1);
 3770:       fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \n\
 3771: set ter png small\nset size 0.65,0.65\n\
 3772: unset log y\n\
 3773: plot [%.f:%.f] \"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",ageminpar,agemaxpar,subdirf2(fileres,"pij"),k1,k+cpt+1,k+1);
 3774:       
 3775:       for (i=1; i< nlstate ; i ++)
 3776: 	fprintf(ficgp,"+$%d",k+i+1);
 3777:       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
 3778:       
 3779:       l=3+(nlstate+ndeath)*cpt;
 3780:       fprintf(ficgp,",\"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",subdirf2(fileres,"pij"),k1,l+cpt+1,l+1);
 3781:       for (i=1; i< nlstate ; i ++) {
 3782: 	l=3+(nlstate+ndeath)*cpt;
 3783: 	fprintf(ficgp,"+$%d",l+i+1);
 3784:       }
 3785:       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);   
 3786:     } 
 3787:   }  
 3788:   
 3789:   /* proba elementaires */
 3790:   for(i=1,jk=1; i <=nlstate; i++){
 3791:     for(k=1; k <=(nlstate+ndeath); k++){
 3792:       if (k != i) {
 3793: 	for(j=1; j <=ncovmodel; j++){
 3794: 	  fprintf(ficgp,"p%d=%f ",jk,p[jk]);
 3795: 	  jk++; 
 3796: 	  fprintf(ficgp,"\n");
 3797: 	}
 3798:       }
 3799:     }
 3800:    }
 3801: 
 3802:    for(ng=1; ng<=2;ng++){ /* Number of graphics: first is probabilities second is incidence per year*/
 3803:      for(jk=1; jk <=m; jk++) {
 3804:        fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"pe"),jk,ng); 
 3805:        if (ng==2)
 3806: 	 fprintf(ficgp,"\nset ylabel \"Quasi-incidence per year\"\n");
 3807:        else
 3808: 	 fprintf(ficgp,"\nset title \"Probability\"\n");
 3809:        fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65\nset log y\nplot  [%.f:%.f] ",ageminpar,agemaxpar);
 3810:        i=1;
 3811:        for(k2=1; k2<=nlstate; k2++) {
 3812: 	 k3=i;
 3813: 	 for(k=1; k<=(nlstate+ndeath); k++) {
 3814: 	   if (k != k2){
 3815: 	     if(ng==2)
 3816: 	       fprintf(ficgp," %f*exp(p%d+p%d*x",YEARM/stepm,i,i+1);
 3817: 	     else
 3818: 	       fprintf(ficgp," exp(p%d+p%d*x",i,i+1);
 3819: 	     ij=1;
 3820: 	     for(j=3; j <=ncovmodel; j++) {
 3821: 	       if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
 3822: 		 fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
 3823: 		 ij++;
 3824: 	       }
 3825: 	       else
 3826: 		 fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
 3827: 	     }
 3828: 	     fprintf(ficgp,")/(1");
 3829: 	     
 3830: 	     for(k1=1; k1 <=nlstate; k1++){   
 3831: 	       fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);
 3832: 	       ij=1;
 3833: 	       for(j=3; j <=ncovmodel; j++){
 3834: 		 if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
 3835: 		   fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
 3836: 		   ij++;
 3837: 		 }
 3838: 		 else
 3839: 		   fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
 3840: 	       }
 3841: 	       fprintf(ficgp,")");
 3842: 	     }
 3843: 	     fprintf(ficgp,") t \"p%d%d\" ", k2,k);
 3844: 	     if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");
 3845: 	     i=i+ncovmodel;
 3846: 	   }
 3847: 	 } /* end k */
 3848:        } /* end k2 */
 3849:      } /* end jk */
 3850:    } /* end ng */
 3851:    fflush(ficgp); 
 3852: }  /* end gnuplot */
 3853: 
 3854: 
 3855: /*************** Moving average **************/
 3856: int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav){
 3857: 
 3858:   int i, cpt, cptcod;
 3859:   int modcovmax =1;
 3860:   int mobilavrange, mob;
 3861:   double age;
 3862: 
 3863:   modcovmax=2*cptcoveff;/* Max number of modalities. We suppose 
 3864: 			   a covariate has 2 modalities */
 3865:   if (cptcovn<1) modcovmax=1; /* At least 1 pass */
 3866: 
 3867:   if(mobilav==1||mobilav ==3 ||mobilav==5 ||mobilav== 7){
 3868:     if(mobilav==1) mobilavrange=5; /* default */
 3869:     else mobilavrange=mobilav;
 3870:     for (age=bage; age<=fage; age++)
 3871:       for (i=1; i<=nlstate;i++)
 3872: 	for (cptcod=1;cptcod<=modcovmax;cptcod++)
 3873: 	  mobaverage[(int)age][i][cptcod]=probs[(int)age][i][cptcod];
 3874:     /* We keep the original values on the extreme ages bage, fage and for 
 3875:        fage+1 and bage-1 we use a 3 terms moving average; for fage+2 bage+2
 3876:        we use a 5 terms etc. until the borders are no more concerned. 
 3877:     */ 
 3878:     for (mob=3;mob <=mobilavrange;mob=mob+2){
 3879:       for (age=bage+(mob-1)/2; age<=fage-(mob-1)/2; age++){
 3880: 	for (i=1; i<=nlstate;i++){
 3881: 	  for (cptcod=1;cptcod<=modcovmax;cptcod++){
 3882: 	    mobaverage[(int)age][i][cptcod] =probs[(int)age][i][cptcod];
 3883: 	      for (cpt=1;cpt<=(mob-1)/2;cpt++){
 3884: 		mobaverage[(int)age][i][cptcod] +=probs[(int)age-cpt][i][cptcod];
 3885: 		mobaverage[(int)age][i][cptcod] +=probs[(int)age+cpt][i][cptcod];
 3886: 	      }
 3887: 	    mobaverage[(int)age][i][cptcod]=mobaverage[(int)age][i][cptcod]/mob;
 3888: 	  }
 3889: 	}
 3890:       }/* end age */
 3891:     }/* end mob */
 3892:   }else return -1;
 3893:   return 0;
 3894: }/* End movingaverage */
 3895: 
 3896: 
 3897: /************** Forecasting ******************/
 3898: prevforecast(char fileres[], double anproj1, double mproj1, double jproj1, double ageminpar, double agemax, double dateprev1, double dateprev2, int mobilav, double bage, double fage, int firstpass, int lastpass, double anproj2, double p[], int cptcoveff){
 3899:   /* proj1, year, month, day of starting projection 
 3900:      agemin, agemax range of age
 3901:      dateprev1 dateprev2 range of dates during which prevalence is computed
 3902:      anproj2 year of en of projection (same day and month as proj1).
 3903:   */
 3904:   int yearp, stepsize, hstepm, nhstepm, j, k, c, cptcod, i, h, i1;
 3905:   int *popage;
 3906:   double agec; /* generic age */
 3907:   double agelim, ppij, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;
 3908:   double *popeffectif,*popcount;
 3909:   double ***p3mat;
 3910:   double ***mobaverage;
 3911:   char fileresf[FILENAMELENGTH];
 3912: 
 3913:   agelim=AGESUP;
 3914:   prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
 3915:  
 3916:   strcpy(fileresf,"f"); 
 3917:   strcat(fileresf,fileres);
 3918:   if((ficresf=fopen(fileresf,"w"))==NULL) {
 3919:     printf("Problem with forecast resultfile: %s\n", fileresf);
 3920:     fprintf(ficlog,"Problem with forecast resultfile: %s\n", fileresf);
 3921:   }
 3922:   printf("Computing forecasting: result on file '%s' \n", fileresf);
 3923:   fprintf(ficlog,"Computing forecasting: result on file '%s' \n", fileresf);
 3924: 
 3925:   if (cptcoveff==0) ncodemax[cptcoveff]=1;
 3926: 
 3927:   if (mobilav!=0) {
 3928:     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3929:     if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
 3930:       fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
 3931:       printf(" Error in movingaverage mobilav=%d\n",mobilav);
 3932:     }
 3933:   }
 3934: 
 3935:   stepsize=(int) (stepm+YEARM-1)/YEARM;
 3936:   if (stepm<=12) stepsize=1;
 3937:   if(estepm < stepm){
 3938:     printf ("Problem %d lower than %d\n",estepm, stepm);
 3939:   }
 3940:   else  hstepm=estepm;   
 3941: 
 3942:   hstepm=hstepm/stepm; 
 3943:   yp1=modf(dateintmean,&yp);/* extracts integral of datemean in yp  and
 3944:                                fractional in yp1 */
 3945:   anprojmean=yp;
 3946:   yp2=modf((yp1*12),&yp);
 3947:   mprojmean=yp;
 3948:   yp1=modf((yp2*30.5),&yp);
 3949:   jprojmean=yp;
 3950:   if(jprojmean==0) jprojmean=1;
 3951:   if(mprojmean==0) jprojmean=1;
 3952: 
 3953:   i1=cptcoveff;
 3954:   if (cptcovn < 1){i1=1;}
 3955:   
 3956:   fprintf(ficresf,"# Mean day of interviews %.lf/%.lf/%.lf (%.2f) between %.2f and %.2f \n",jprojmean,mprojmean,anprojmean,dateintmean,dateprev1,dateprev2); 
 3957:   
 3958:   fprintf(ficresf,"#****** Routine prevforecast **\n");
 3959: 
 3960: /* 	      if (h==(int)(YEARM*yearp)){ */
 3961:   for(cptcov=1, k=0;cptcov<=i1;cptcov++){
 3962:     for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
 3963:       k=k+1;
 3964:       fprintf(ficresf,"\n#******");
 3965:       for(j=1;j<=cptcoveff;j++) {
 3966: 	fprintf(ficresf," V%d=%d, hpijx=probability over h years, hp.jx is weighted by observed prev ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 3967:       }
 3968:       fprintf(ficresf,"******\n");
 3969:       fprintf(ficresf,"# Covariate valuofcovar yearproj age");
 3970:       for(j=1; j<=nlstate+ndeath;j++){ 
 3971: 	for(i=1; i<=nlstate;i++) 	      
 3972:           fprintf(ficresf," p%d%d",i,j);
 3973: 	fprintf(ficresf," p.%d",j);
 3974:       }
 3975:       for (yearp=0; yearp<=(anproj2-anproj1);yearp +=stepsize) { 
 3976: 	fprintf(ficresf,"\n");
 3977: 	fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+yearp);   
 3978: 
 3979:      	for (agec=fage; agec>=(ageminpar-1); agec--){ 
 3980: 	  nhstepm=(int) rint((agelim-agec)*YEARM/stepm); 
 3981: 	  nhstepm = nhstepm/hstepm; 
 3982: 	  p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 3983: 	  oldm=oldms;savm=savms;
 3984: 	  hpxij(p3mat,nhstepm,agec,hstepm,p,nlstate,stepm,oldm,savm, k);  
 3985: 	
 3986: 	  for (h=0; h<=nhstepm; h++){
 3987: 	    if (h*hstepm/YEARM*stepm ==yearp) {
 3988:               fprintf(ficresf,"\n");
 3989:               for(j=1;j<=cptcoveff;j++) 
 3990:                 fprintf(ficresf,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 3991: 	      fprintf(ficresf,"%.f %.f ",anproj1+yearp,agec+h*hstepm/YEARM*stepm);
 3992: 	    } 
 3993: 	    for(j=1; j<=nlstate+ndeath;j++) {
 3994: 	      ppij=0.;
 3995: 	      for(i=1; i<=nlstate;i++) {
 3996: 		if (mobilav==1) 
 3997: 		  ppij=ppij+p3mat[i][j][h]*mobaverage[(int)agec][i][cptcod];
 3998: 		else {
 3999: 		  ppij=ppij+p3mat[i][j][h]*probs[(int)(agec)][i][cptcod];
 4000: 		}
 4001: 		if (h*hstepm/YEARM*stepm== yearp) {
 4002: 		  fprintf(ficresf," %.3f", p3mat[i][j][h]);
 4003: 		}
 4004: 	      } /* end i */
 4005: 	      if (h*hstepm/YEARM*stepm==yearp) {
 4006: 		fprintf(ficresf," %.3f", ppij);
 4007: 	      }
 4008: 	    }/* end j */
 4009: 	  } /* end h */
 4010: 	  free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 4011: 	} /* end agec */
 4012:       } /* end yearp */
 4013:     } /* end cptcod */
 4014:   } /* end  cptcov */
 4015:        
 4016:   if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 4017: 
 4018:   fclose(ficresf);
 4019: }
 4020: 
 4021: /************** Forecasting *****not tested NB*************/
 4022: populforecast(char fileres[], double anpyram,double mpyram,double jpyram,double ageminpar, double agemax,double dateprev1, double dateprev2, int mobilav, double agedeb, double fage, int popforecast, char popfile[], double anpyram1,double p[], int i2){
 4023:   
 4024:   int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;
 4025:   int *popage;
 4026:   double calagedatem, agelim, kk1, kk2;
 4027:   double *popeffectif,*popcount;
 4028:   double ***p3mat,***tabpop,***tabpopprev;
 4029:   double ***mobaverage;
 4030:   char filerespop[FILENAMELENGTH];
 4031: 
 4032:   tabpop= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 4033:   tabpopprev= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 4034:   agelim=AGESUP;
 4035:   calagedatem=(anpyram+mpyram/12.+jpyram/365.-dateintmean)*YEARM;
 4036:   
 4037:   prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
 4038:   
 4039:   
 4040:   strcpy(filerespop,"pop"); 
 4041:   strcat(filerespop,fileres);
 4042:   if((ficrespop=fopen(filerespop,"w"))==NULL) {
 4043:     printf("Problem with forecast resultfile: %s\n", filerespop);
 4044:     fprintf(ficlog,"Problem with forecast resultfile: %s\n", filerespop);
 4045:   }
 4046:   printf("Computing forecasting: result on file '%s' \n", filerespop);
 4047:   fprintf(ficlog,"Computing forecasting: result on file '%s' \n", filerespop);
 4048: 
 4049:   if (cptcoveff==0) ncodemax[cptcoveff]=1;
 4050: 
 4051:   if (mobilav!=0) {
 4052:     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 4053:     if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
 4054:       fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
 4055:       printf(" Error in movingaverage mobilav=%d\n",mobilav);
 4056:     }
 4057:   }
 4058: 
 4059:   stepsize=(int) (stepm+YEARM-1)/YEARM;
 4060:   if (stepm<=12) stepsize=1;
 4061:   
 4062:   agelim=AGESUP;
 4063:   
 4064:   hstepm=1;
 4065:   hstepm=hstepm/stepm; 
 4066:   
 4067:   if (popforecast==1) {
 4068:     if((ficpop=fopen(popfile,"r"))==NULL) {
 4069:       printf("Problem with population file : %s\n",popfile);exit(0);
 4070:       fprintf(ficlog,"Problem with population file : %s\n",popfile);exit(0);
 4071:     } 
 4072:     popage=ivector(0,AGESUP);
 4073:     popeffectif=vector(0,AGESUP);
 4074:     popcount=vector(0,AGESUP);
 4075:     
 4076:     i=1;   
 4077:     while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF) i=i+1;
 4078:    
 4079:     imx=i;
 4080:     for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];
 4081:   }
 4082: 
 4083:   for(cptcov=1,k=0;cptcov<=i2;cptcov++){
 4084:    for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
 4085:       k=k+1;
 4086:       fprintf(ficrespop,"\n#******");
 4087:       for(j=1;j<=cptcoveff;j++) {
 4088: 	fprintf(ficrespop," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 4089:       }
 4090:       fprintf(ficrespop,"******\n");
 4091:       fprintf(ficrespop,"# Age");
 4092:       for(j=1; j<=nlstate+ndeath;j++) fprintf(ficrespop," P.%d",j);
 4093:       if (popforecast==1)  fprintf(ficrespop," [Population]");
 4094:       
 4095:       for (cpt=0; cpt<=0;cpt++) { 
 4096: 	fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
 4097: 	
 4098:      	for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
 4099: 	  nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
 4100: 	  nhstepm = nhstepm/hstepm; 
 4101: 	  
 4102: 	  p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 4103: 	  oldm=oldms;savm=savms;
 4104: 	  hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
 4105: 	
 4106: 	  for (h=0; h<=nhstepm; h++){
 4107: 	    if (h==(int) (calagedatem+YEARM*cpt)) {
 4108: 	      fprintf(ficrespop,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
 4109: 	    } 
 4110: 	    for(j=1; j<=nlstate+ndeath;j++) {
 4111: 	      kk1=0.;kk2=0;
 4112: 	      for(i=1; i<=nlstate;i++) {	      
 4113: 		if (mobilav==1) 
 4114: 		  kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];
 4115: 		else {
 4116: 		  kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];
 4117: 		}
 4118: 	      }
 4119: 	      if (h==(int)(calagedatem+12*cpt)){
 4120: 		tabpop[(int)(agedeb)][j][cptcod]=kk1;
 4121: 		  /*fprintf(ficrespop," %.3f", kk1);
 4122: 		    if (popforecast==1) fprintf(ficrespop," [%.f]", kk1*popeffectif[(int)agedeb+1]);*/
 4123: 	      }
 4124: 	    }
 4125: 	    for(i=1; i<=nlstate;i++){
 4126: 	      kk1=0.;
 4127: 		for(j=1; j<=nlstate;j++){
 4128: 		  kk1= kk1+tabpop[(int)(agedeb)][j][cptcod]; 
 4129: 		}
 4130: 		  tabpopprev[(int)(agedeb)][i][cptcod]=tabpop[(int)(agedeb)][i][cptcod]/kk1*popeffectif[(int)(agedeb+(calagedatem+12*cpt)*hstepm/YEARM*stepm-1)];
 4131: 	    }
 4132: 
 4133: 	    if (h==(int)(calagedatem+12*cpt)) for(j=1; j<=nlstate;j++) 
 4134: 	      fprintf(ficrespop," %15.2f",tabpopprev[(int)(agedeb+1)][j][cptcod]);
 4135: 	  }
 4136: 	  free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 4137: 	}
 4138:       }
 4139:  
 4140:   /******/
 4141: 
 4142:       for (cpt=1; cpt<=(anpyram1-anpyram);cpt++) { 
 4143: 	fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
 4144: 	for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
 4145: 	  nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
 4146: 	  nhstepm = nhstepm/hstepm; 
 4147: 	  
 4148: 	  p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 4149: 	  oldm=oldms;savm=savms;
 4150: 	  hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
 4151: 	  for (h=0; h<=nhstepm; h++){
 4152: 	    if (h==(int) (calagedatem+YEARM*cpt)) {
 4153: 	      fprintf(ficresf,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
 4154: 	    } 
 4155: 	    for(j=1; j<=nlstate+ndeath;j++) {
 4156: 	      kk1=0.;kk2=0;
 4157: 	      for(i=1; i<=nlstate;i++) {	      
 4158: 		kk1=kk1+p3mat[i][j][h]*tabpopprev[(int)agedeb+1][i][cptcod];	
 4159: 	      }
 4160: 	      if (h==(int)(calagedatem+12*cpt)) fprintf(ficresf," %15.2f", kk1);	
 4161: 	    }
 4162: 	  }
 4163: 	  free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 4164: 	}
 4165:       }
 4166:    } 
 4167:   }
 4168:  
 4169:   if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 4170: 
 4171:   if (popforecast==1) {
 4172:     free_ivector(popage,0,AGESUP);
 4173:     free_vector(popeffectif,0,AGESUP);
 4174:     free_vector(popcount,0,AGESUP);
 4175:   }
 4176:   free_ma3x(tabpop,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 4177:   free_ma3x(tabpopprev,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 4178:   fclose(ficrespop);
 4179: } /* End of popforecast */
 4180: 
 4181: int fileappend(FILE *fichier, char *optionfich)
 4182: {
 4183:   if((fichier=fopen(optionfich,"a"))==NULL) {
 4184:     printf("Problem with file: %s\n", optionfich);
 4185:     fprintf(ficlog,"Problem with file: %s\n", optionfich);
 4186:     return (0);
 4187:   }
 4188:   fflush(fichier);
 4189:   return (1);
 4190: }
 4191: 
 4192: 
 4193: /**************** function prwizard **********************/
 4194: void prwizard(int ncovmodel, int nlstate, int ndeath,  char model[], FILE *ficparo)
 4195: {
 4196: 
 4197:   /* Wizard to print covariance matrix template */
 4198: 
 4199:   char ca[32], cb[32], cc[32];
 4200:   int i,j, k, l, li, lj, lk, ll, jj, npar, itimes;
 4201:   int numlinepar;
 4202: 
 4203:   printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
 4204:   fprintf(ficparo,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
 4205:   for(i=1; i <=nlstate; i++){
 4206:     jj=0;
 4207:     for(j=1; j <=nlstate+ndeath; j++){
 4208:       if(j==i) continue;
 4209:       jj++;
 4210:       /*ca[0]= k+'a'-1;ca[1]='\0';*/
 4211:       printf("%1d%1d",i,j);
 4212:       fprintf(ficparo,"%1d%1d",i,j);
 4213:       for(k=1; k<=ncovmodel;k++){
 4214: 	/* 	  printf(" %lf",param[i][j][k]); */
 4215: 	/* 	  fprintf(ficparo," %lf",param[i][j][k]); */
 4216: 	printf(" 0.");
 4217: 	fprintf(ficparo," 0.");
 4218:       }
 4219:       printf("\n");
 4220:       fprintf(ficparo,"\n");
 4221:     }
 4222:   }
 4223:   printf("# Scales (for hessian or gradient estimation)\n");
 4224:   fprintf(ficparo,"# Scales (for hessian or gradient estimation)\n");
 4225:   npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/ 
 4226:   for(i=1; i <=nlstate; i++){
 4227:     jj=0;
 4228:     for(j=1; j <=nlstate+ndeath; j++){
 4229:       if(j==i) continue;
 4230:       jj++;
 4231:       fprintf(ficparo,"%1d%1d",i,j);
 4232:       printf("%1d%1d",i,j);
 4233:       fflush(stdout);
 4234:       for(k=1; k<=ncovmodel;k++){
 4235: 	/* 	printf(" %le",delti3[i][j][k]); */
 4236: 	/* 	fprintf(ficparo," %le",delti3[i][j][k]); */
 4237: 	printf(" 0.");
 4238: 	fprintf(ficparo," 0.");
 4239:       }
 4240:       numlinepar++;
 4241:       printf("\n");
 4242:       fprintf(ficparo,"\n");
 4243:     }
 4244:   }
 4245:   printf("# Covariance matrix\n");
 4246: /* # 121 Var(a12)\n\ */
 4247: /* # 122 Cov(b12,a12) Var(b12)\n\ */
 4248: /* # 131 Cov(a13,a12) Cov(a13,b12, Var(a13)\n\ */
 4249: /* # 132 Cov(b13,a12) Cov(b13,b12, Cov(b13,a13) Var(b13)\n\ */
 4250: /* # 212 Cov(a21,a12) Cov(a21,b12, Cov(a21,a13) Cov(a21,b13) Var(a21)\n\ */
 4251: /* # 212 Cov(b21,a12) Cov(b21,b12, Cov(b21,a13) Cov(b21,b13) Cov(b21,a21) Var(b21)\n\ */
 4252: /* # 232 Cov(a23,a12) Cov(a23,b12, Cov(a23,a13) Cov(a23,b13) Cov(a23,a21) Cov(a23,b21) Var(a23)\n\ */
 4253: /* # 232 Cov(b23,a12) Cov(b23,b12) ... Var (b23)\n" */
 4254:   fflush(stdout);
 4255:   fprintf(ficparo,"# Covariance matrix\n");
 4256:   /* # 121 Var(a12)\n\ */
 4257:   /* # 122 Cov(b12,a12) Var(b12)\n\ */
 4258:   /* #   ...\n\ */
 4259:   /* # 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n" */
 4260:   
 4261:   for(itimes=1;itimes<=2;itimes++){
 4262:     jj=0;
 4263:     for(i=1; i <=nlstate; i++){
 4264:       for(j=1; j <=nlstate+ndeath; j++){
 4265: 	if(j==i) continue;
 4266: 	for(k=1; k<=ncovmodel;k++){
 4267: 	  jj++;
 4268: 	  ca[0]= k+'a'-1;ca[1]='\0';
 4269: 	  if(itimes==1){
 4270: 	    printf("#%1d%1d%d",i,j,k);
 4271: 	    fprintf(ficparo,"#%1d%1d%d",i,j,k);
 4272: 	  }else{
 4273: 	    printf("%1d%1d%d",i,j,k);
 4274: 	    fprintf(ficparo,"%1d%1d%d",i,j,k);
 4275: 	    /* 	printf(" %.5le",matcov[i][j]); */
 4276: 	  }
 4277: 	  ll=0;
 4278: 	  for(li=1;li <=nlstate; li++){
 4279: 	    for(lj=1;lj <=nlstate+ndeath; lj++){
 4280: 	      if(lj==li) continue;
 4281: 	      for(lk=1;lk<=ncovmodel;lk++){
 4282: 		ll++;
 4283: 		if(ll<=jj){
 4284: 		  cb[0]= lk +'a'-1;cb[1]='\0';
 4285: 		  if(ll<jj){
 4286: 		    if(itimes==1){
 4287: 		      printf(" Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
 4288: 		      fprintf(ficparo," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
 4289: 		    }else{
 4290: 		      printf(" 0.");
 4291: 		      fprintf(ficparo," 0.");
 4292: 		    }
 4293: 		  }else{
 4294: 		    if(itimes==1){
 4295: 		      printf(" Var(%s%1d%1d)",ca,i,j);
 4296: 		      fprintf(ficparo," Var(%s%1d%1d)",ca,i,j);
 4297: 		    }else{
 4298: 		      printf(" 0.");
 4299: 		      fprintf(ficparo," 0.");
 4300: 		    }
 4301: 		  }
 4302: 		}
 4303: 	      } /* end lk */
 4304: 	    } /* end lj */
 4305: 	  } /* end li */
 4306: 	  printf("\n");
 4307: 	  fprintf(ficparo,"\n");
 4308: 	  numlinepar++;
 4309: 	} /* end k*/
 4310:       } /*end j */
 4311:     } /* end i */
 4312:   } /* end itimes */
 4313: 
 4314: } /* end of prwizard */
 4315: /******************* Gompertz Likelihood ******************************/
 4316: double gompertz(double x[])
 4317: { 
 4318:   double A,B,L=0.0,sump=0.,num=0.;
 4319:   int i,n=0; /* n is the size of the sample */
 4320: 
 4321:   for (i=0;i<=imx-1 ; i++) {
 4322:     sump=sump+weight[i];
 4323:     /*    sump=sump+1;*/
 4324:     num=num+1;
 4325:   }
 4326:  
 4327:  
 4328:   /* for (i=0; i<=imx; i++) 
 4329:      if (wav[i]>0) printf("i=%d ageex=%lf agecens=%lf agedc=%lf cens=%d %d\n" ,i,ageexmed[i],agecens[i],agedc[i],cens[i],wav[i]);*/
 4330: 
 4331:   for (i=1;i<=imx ; i++)
 4332:     {
 4333:       if (cens[i] == 1 && wav[i]>1)
 4334: 	A=-x[1]/(x[2])*(exp(x[2]*(agecens[i]-agegomp))-exp(x[2]*(ageexmed[i]-agegomp)));
 4335:       
 4336:       if (cens[i] == 0 && wav[i]>1)
 4337: 	A=-x[1]/(x[2])*(exp(x[2]*(agedc[i]-agegomp))-exp(x[2]*(ageexmed[i]-agegomp)))
 4338: 	     +log(x[1]/YEARM)+x[2]*(agedc[i]-agegomp)+log(YEARM);  
 4339:       
 4340:       /*if (wav[i] > 1 && agecens[i] > 15) {*/ /* ??? */
 4341:       if (wav[i] > 1 ) { /* ??? */
 4342: 	L=L+A*weight[i];
 4343: 	/* 	printf("\ni=%d A=%f L=%lf x[1]=%lf x[2]=%lf ageex=%lf agecens=%lf cens=%d agedc=%lf weight=%lf\n",i,A,L,x[1],x[2],ageexmed[i]*12,agecens[i]*12,cens[i],agedc[i]*12,weight[i]);*/
 4344:       }
 4345:     }
 4346: 
 4347:  /*printf("x1=%2.9f x2=%2.9f x3=%2.9f L=%f\n",x[1],x[2],x[3],L);*/
 4348:  
 4349:   return -2*L*num/sump;
 4350: }
 4351: 
 4352: /******************* Printing html file ***********/
 4353: void printinghtmlmort(char fileres[], char title[], char datafile[], int firstpass, \
 4354: 		  int lastpass, int stepm, int weightopt, char model[],\
 4355: 		  int imx,  double p[],double **matcov,double agemortsup){
 4356:   int i,k;
 4357: 
 4358:   fprintf(fichtm,"<ul><li><h4>Result files </h4>\n Force of mortality. Parameters of the Gompertz fit (with confidence interval in brackets):<br>");
 4359:   fprintf(fichtm,"  mu(age) =%lf*exp(%lf*(age-%d)) per year<br><br>",p[1],p[2],agegomp);
 4360:   for (i=1;i<=2;i++) 
 4361:     fprintf(fichtm," p[%d] = %lf [%f ; %f]<br>\n",i,p[i],p[i]-2*sqrt(matcov[i][i]),p[i]+2*sqrt(matcov[i][i]));
 4362:   fprintf(fichtm,"<br><br><img src=\"graphmort.png\">");
 4363:   fprintf(fichtm,"</ul>");
 4364: 
 4365: fprintf(fichtm,"<ul><li><h4>Life table</h4>\n <br>");
 4366: 
 4367:  fprintf(fichtm,"\nAge   l<inf>x</inf>     q<inf>x</inf> d(x,x+1)    L<inf>x</inf>     T<inf>x</inf>     e<infx</inf><br>");
 4368: 
 4369:  for (k=agegomp;k<(agemortsup-2);k++) 
 4370:    fprintf(fichtm,"%d %.0lf %lf %.0lf %.0lf %.0lf %lf<br>\n",k,lsurv[k],p[1]*exp(p[2]*(k-agegomp)),(p[1]*exp(p[2]*(k-agegomp)))*lsurv[k],lpop[k],tpop[k],tpop[k]/lsurv[k]);
 4371: 
 4372:  
 4373:   fflush(fichtm);
 4374: }
 4375: 
 4376: /******************* Gnuplot file **************/
 4377: void printinggnuplotmort(char fileres[], char optionfilefiname[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
 4378: 
 4379:   char dirfileres[132],optfileres[132];
 4380:   int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;
 4381:   int ng;
 4382: 
 4383: 
 4384:   /*#ifdef windows */
 4385:   fprintf(ficgp,"cd \"%s\" \n",pathc);
 4386:     /*#endif */
 4387: 
 4388: 
 4389:   strcpy(dirfileres,optionfilefiname);
 4390:   strcpy(optfileres,"vpl");
 4391:   fprintf(ficgp,"set out \"graphmort.png\"\n "); 
 4392:   fprintf(ficgp,"set xlabel \"Age\"\n set ylabel \"Force of mortality (per year)\" \n "); 
 4393:   fprintf(ficgp, "set ter png small\n set log y\n"); 
 4394:   fprintf(ficgp, "set size 0.65,0.65\n");
 4395:   fprintf(ficgp,"plot [%d:100] %lf*exp(%lf*(x-%d))",agegomp,p[1],p[2],agegomp);
 4396: 
 4397: } 
 4398: 
 4399: 
 4400: 
 4401: 
 4402: 
 4403: /***********************************************/
 4404: /**************** Main Program *****************/
 4405: /***********************************************/
 4406: 
 4407: int main(int argc, char *argv[])
 4408: {
 4409:   int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav);
 4410:   int i,j, k, n=MAXN,iter,m,size=100,cptcode, cptcod;
 4411:   int linei, month, year,iout;
 4412:   int jj, ll, li, lj, lk, imk;
 4413:   int numlinepar=0; /* Current linenumber of parameter file */
 4414:   int itimes;
 4415:   int NDIM=2;
 4416:   int vpopbased=0;
 4417: 
 4418:   char ca[32], cb[32], cc[32];
 4419:   char dummy[]="                         ";
 4420:   /*  FILE *fichtm; *//* Html File */
 4421:   /* FILE *ficgp;*/ /*Gnuplot File */
 4422:   struct stat info;
 4423:   double agedeb, agefin,hf;
 4424:   double ageminpar=1.e20,agemin=1.e20, agemaxpar=-1.e20, agemax=-1.e20;
 4425: 
 4426:   double fret;
 4427:   double **xi,tmp,delta;
 4428: 
 4429:   double dum; /* Dummy variable */
 4430:   double ***p3mat;
 4431:   double ***mobaverage;
 4432:   int *indx;
 4433:   char line[MAXLINE], linepar[MAXLINE];
 4434:   char path[MAXLINE],pathc[MAXLINE],pathcd[MAXLINE],pathtot[MAXLINE],model[MAXLINE];
 4435:   char pathr[MAXLINE], pathimach[MAXLINE]; 
 4436:   char **bp, *tok, *val; /* pathtot */
 4437:   int firstobs=1, lastobs=10;
 4438:   int sdeb, sfin; /* Status at beginning and end */
 4439:   int c,  h , cpt,l;
 4440:   int ju,jl, mi;
 4441:   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;
 4442:   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,*tab; 
 4443:   int mobilavproj=0 , prevfcast=0 ; /* moving average of prev, If prevfcast=1 prevalence projection */
 4444:   int mobilav=0,popforecast=0;
 4445:   int hstepm, nhstepm;
 4446:   int agemortsup;
 4447:   float  sumlpop=0.;
 4448:   double jprev1=1, mprev1=1,anprev1=2000,jprev2=1, mprev2=1,anprev2=2000;
 4449:   double jpyram=1, mpyram=1,anpyram=2000,jpyram1=1, mpyram1=1,anpyram1=2000;
 4450: 
 4451:   double bage, fage, age, agelim, agebase;
 4452:   double ftolpl=FTOL;
 4453:   double **prlim;
 4454:   double *severity;
 4455:   double ***param; /* Matrix of parameters */
 4456:   double  *p;
 4457:   double **matcov; /* Matrix of covariance */
 4458:   double ***delti3; /* Scale */
 4459:   double *delti; /* Scale */
 4460:   double ***eij, ***vareij;
 4461:   double **varpl; /* Variances of prevalence limits by age */
 4462:   double *epj, vepp;
 4463:   double kk1, kk2;
 4464:   double dateprev1, dateprev2,jproj1=1,mproj1=1,anproj1=2000,jproj2=1,mproj2=1,anproj2=2000;
 4465:   double **ximort;
 4466:   char *alph[]={"a","a","b","c","d","e"}, str[4];
 4467:   int *dcwave;
 4468: 
 4469:   char z[1]="c", occ;
 4470: 
 4471:   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
 4472:   char  *strt, strtend[80];
 4473:   char *stratrunc;
 4474:   int lstra;
 4475: 
 4476:   long total_usecs;
 4477:  
 4478: /*   setlocale (LC_ALL, ""); */
 4479: /*   bindtextdomain (PACKAGE, LOCALEDIR); */
 4480: /*   textdomain (PACKAGE); */
 4481: /*   setlocale (LC_CTYPE, ""); */
 4482: /*   setlocale (LC_MESSAGES, ""); */
 4483: 
 4484:   /*   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
 4485:   (void) gettimeofday(&start_time,&tzp);
 4486:   curr_time=start_time;
 4487:   tm = *localtime(&start_time.tv_sec);
 4488:   tmg = *gmtime(&start_time.tv_sec);
 4489:   strcpy(strstart,asctime(&tm));
 4490: 
 4491: /*  printf("Localtime (at start)=%s",strstart); */
 4492: /*  tp.tv_sec = tp.tv_sec +86400; */
 4493: /*  tm = *localtime(&start_time.tv_sec); */
 4494: /*   tmg.tm_year=tmg.tm_year +dsign*dyear; */
 4495: /*   tmg.tm_mon=tmg.tm_mon +dsign*dmonth; */
 4496: /*   tmg.tm_hour=tmg.tm_hour + 1; */
 4497: /*   tp.tv_sec = mktime(&tmg); */
 4498: /*   strt=asctime(&tmg); */
 4499: /*   printf("Time(after) =%s",strstart);  */
 4500: /*  (void) time (&time_value);
 4501: *  printf("time=%d,t-=%d\n",time_value,time_value-86400);
 4502: *  tm = *localtime(&time_value);
 4503: *  strstart=asctime(&tm);
 4504: *  printf("tim_value=%d,asctime=%s\n",time_value,strstart); 
 4505: */
 4506: 
 4507:   nberr=0; /* Number of errors and warnings */
 4508:   nbwarn=0;
 4509:   getcwd(pathcd, size);
 4510: 
 4511:   printf("\n%s\n%s",version,fullversion);
 4512:   if(argc <=1){
 4513:     printf("\nEnter the parameter file name: ");
 4514:     fgets(pathr,FILENAMELENGTH,stdin);
 4515:     i=strlen(pathr);
 4516:     if(pathr[i-1]=='\n')
 4517:       pathr[i-1]='\0';
 4518:    for (tok = pathr; tok != NULL; ){
 4519:       printf("Pathr |%s|\n",pathr);
 4520:       while ((val = strsep(&tok, "\"" )) != NULL && *val == '\0');
 4521:       printf("val= |%s| pathr=%s\n",val,pathr);
 4522:       strcpy (pathtot, val);
 4523:       if(pathr[0] == '\0') break; /* Dirty */
 4524:     }
 4525:   }
 4526:   else{
 4527:     strcpy(pathtot,argv[1]);
 4528:   }
 4529:   /*if(getcwd(pathcd, MAXLINE)!= NULL)printf ("Error pathcd\n");*/
 4530:   /*cygwin_split_path(pathtot,path,optionfile);
 4531:     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/
 4532:   /* cutv(path,optionfile,pathtot,'\\');*/
 4533: 
 4534:   /* Split argv[0], imach program to get pathimach */
 4535:   printf("\nargv[0]=%s argv[1]=%s, \n",argv[0],argv[1]);
 4536:   split(argv[0],pathimach,optionfile,optionfilext,optionfilefiname);
 4537:   printf("\nargv[0]=%s pathimach=%s, \noptionfile=%s \noptionfilext=%s \noptionfilefiname=%s\n",argv[0],pathimach,optionfile,optionfilext,optionfilefiname);
 4538:  /*   strcpy(pathimach,argv[0]); */
 4539:   /* Split argv[1]=pathtot, parameter file name to get path, optionfile, extension and name */
 4540:   split(pathtot,path,optionfile,optionfilext,optionfilefiname);
 4541:   printf("\npathtot=%s,\npath=%s,\noptionfile=%s \noptionfilext=%s \noptionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
 4542:   chdir(path); /* Can be a relative path */
 4543:   if(getcwd(pathcd,MAXLINE) > 0) /* So pathcd is the full path */
 4544:     printf("Current directory %s!\n",pathcd);
 4545:   strcpy(command,"mkdir ");
 4546:   strcat(command,optionfilefiname);
 4547:   if((outcmd=system(command)) != 0){
 4548:     printf("Problem creating directory or it already exists %s%s, err=%d\n",path,optionfilefiname,outcmd);
 4549:     /* fprintf(ficlog,"Problem creating directory %s%s\n",path,optionfilefiname); */
 4550:     /* fclose(ficlog); */
 4551: /*     exit(1); */
 4552:   }
 4553: /*   if((imk=mkdir(optionfilefiname))<0){ */
 4554: /*     perror("mkdir"); */
 4555: /*   } */
 4556: 
 4557:   /*-------- arguments in the command line --------*/
 4558: 
 4559:   /* Log file */
 4560:   strcat(filelog, optionfilefiname);
 4561:   strcat(filelog,".log");    /* */
 4562:   if((ficlog=fopen(filelog,"w"))==NULL)    {
 4563:     printf("Problem with logfile %s\n",filelog);
 4564:     goto end;
 4565:   }
 4566:   fprintf(ficlog,"Log filename:%s\n",filelog);
 4567:   fprintf(ficlog,"\n%s\n%s",version,fullversion);
 4568:   fprintf(ficlog,"\nEnter the parameter file name: \n");
 4569:   fprintf(ficlog,"pathimach=%s\npathtot=%s\n\
 4570:  path=%s \n\
 4571:  optionfile=%s\n\
 4572:  optionfilext=%s\n\
 4573:  optionfilefiname=%s\n",pathimach,pathtot,path,optionfile,optionfilext,optionfilefiname);
 4574: 
 4575:   printf("Local time (at start):%s",strstart);
 4576:   fprintf(ficlog,"Local time (at start): %s",strstart);
 4577:   fflush(ficlog);
 4578: /*   (void) gettimeofday(&curr_time,&tzp); */
 4579: /*   printf("Elapsed time %d\n", asc_diff_time(curr_time.tv_sec-start_time.tv_sec,tmpout)); */
 4580: 
 4581:   /* */
 4582:   strcpy(fileres,"r");
 4583:   strcat(fileres, optionfilefiname);
 4584:   strcat(fileres,".txt");    /* Other files have txt extension */
 4585: 
 4586:   /*---------arguments file --------*/
 4587: 
 4588:   if((ficpar=fopen(optionfile,"r"))==NULL)    {
 4589:     printf("Problem with optionfile %s\n",optionfile);
 4590:     fprintf(ficlog,"Problem with optionfile %s\n",optionfile);
 4591:     fflush(ficlog);
 4592:     goto end;
 4593:   }
 4594: 
 4595: 
 4596: 
 4597:   strcpy(filereso,"o");
 4598:   strcat(filereso,fileres);
 4599:   if((ficparo=fopen(filereso,"w"))==NULL) { /* opened on subdirectory */
 4600:     printf("Problem with Output resultfile: %s\n", filereso);
 4601:     fprintf(ficlog,"Problem with Output resultfile: %s\n", filereso);
 4602:     fflush(ficlog);
 4603:     goto end;
 4604:   }
 4605: 
 4606:   /* Reads comments: lines beginning with '#' */
 4607:   numlinepar=0;
 4608:   while((c=getc(ficpar))=='#' && c!= EOF){
 4609:     ungetc(c,ficpar);
 4610:     fgets(line, MAXLINE, ficpar);
 4611:     numlinepar++;
 4612:     puts(line);
 4613:     fputs(line,ficparo);
 4614:     fputs(line,ficlog);
 4615:   }
 4616:   ungetc(c,ficpar);
 4617: 
 4618:   fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d model=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncovcol, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);
 4619:   numlinepar++;
 4620:   printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate,ndeath, maxwav, mle, weightopt,model);
 4621:   fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
 4622:   fprintf(ficlog,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
 4623:   fflush(ficlog);
 4624:   while((c=getc(ficpar))=='#' && c!= EOF){
 4625:     ungetc(c,ficpar);
 4626:     fgets(line, MAXLINE, ficpar);
 4627:     numlinepar++;
 4628:     puts(line);
 4629:     fputs(line,ficparo);
 4630:     fputs(line,ficlog);
 4631:   }
 4632:   ungetc(c,ficpar);
 4633: 
 4634:    
 4635:   covar=matrix(0,NCOVMAX,1,n); 
 4636:   cptcovn=0; /*Number of covariates, i.e. number of '+' in model statement*/
 4637:   if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;
 4638: 
 4639:   ncovmodel=2+cptcovn; /*Number of variables = cptcovn + intercept + age */
 4640:   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
 4641:   npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/
 4642:   if(npar >MAXPARM || nlstate >NLSTATEMAX || ndeath >NDEATHMAX || ncovmodel>NCOVMAX){
 4643:     printf("Too complex model for current IMaCh: npar=(nlstate+ndeath-1)*nlstate*ncovmodel=%d >= %d(MAXPARM) or nlstate=%d >= %d(NLSTATEMAX) or ndeath=%d >= %d(NDEATHMAX) or ncovmodel=(k+age+#of+signs)=%d(NCOVMAX) >= %d\n",npar, MAXPARM, nlstate, NLSTATEMAX, ndeath, NDEATHMAX, ncovmodel, NCOVMAX);
 4644:     fprintf(ficlog,"Too complex model for current IMaCh: %d >=%d(MAXPARM) or %d >=%d(NLSTATEMAX) or %d >=%d(NDEATHMAX) or %d(NCOVMAX) >=%d\n",npar, MAXPARM, nlstate, NLSTATEMAX, ndeath, NDEATHMAX, ncovmodel, NCOVMAX);
 4645:     fflush(stdout);
 4646:     fclose (ficlog);
 4647:     goto end;
 4648:   }
 4649:   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
 4650:   delti=delti3[1][1];
 4651:   /*delti=vector(1,npar); *//* Scale of each paramater (output from hesscov)*/
 4652:   if(mle==-1){ /* Print a wizard for help writing covariance matrix */
 4653:     prwizard(ncovmodel, nlstate, ndeath, model, ficparo);
 4654:     printf(" You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
 4655:     fprintf(ficlog," You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
 4656:     free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
 4657:     fclose (ficparo);
 4658:     fclose (ficlog);
 4659:     goto end;
 4660:     exit(0);
 4661:   }
 4662:   else if(mle==-3) {
 4663:     prwizard(ncovmodel, nlstate, ndeath, model, ficparo);
 4664:     printf(" You choose mle=-3, look at file %s for a template of covariance matrix \n",filereso);
 4665:     fprintf(ficlog," You choose mle=-3, look at file %s for a template of covariance matrix \n",filereso);
 4666:     param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
 4667:     matcov=matrix(1,npar,1,npar);
 4668:   }
 4669:   else{
 4670:     /* Read guess parameters */
 4671:     /* Reads comments: lines beginning with '#' */
 4672:     while((c=getc(ficpar))=='#' && c!= EOF){
 4673:       ungetc(c,ficpar);
 4674:       fgets(line, MAXLINE, ficpar);
 4675:       numlinepar++;
 4676:       puts(line);
 4677:       fputs(line,ficparo);
 4678:       fputs(line,ficlog);
 4679:     }
 4680:     ungetc(c,ficpar);
 4681:     
 4682:     param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
 4683:     for(i=1; i <=nlstate; i++){
 4684:       j=0;
 4685:       for(jj=1; jj <=nlstate+ndeath; jj++){
 4686: 	if(jj==i) continue;
 4687: 	j++;
 4688: 	fscanf(ficpar,"%1d%1d",&i1,&j1);
 4689: 	if ((i1 != i) && (j1 != j)){
 4690: 	  printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n \
 4691: It might be a problem of design; if ncovcol and the model are correct\n \
 4692: run imach with mle=-1 to get a correct template of the parameter file.\n",numlinepar, i,j, i1, j1);
 4693: 	  exit(1);
 4694: 	}
 4695: 	fprintf(ficparo,"%1d%1d",i1,j1);
 4696: 	if(mle==1)
 4697: 	  printf("%1d%1d",i,j);
 4698: 	fprintf(ficlog,"%1d%1d",i,j);
 4699: 	for(k=1; k<=ncovmodel;k++){
 4700: 	  fscanf(ficpar," %lf",&param[i][j][k]);
 4701: 	  if(mle==1){
 4702: 	    printf(" %lf",param[i][j][k]);
 4703: 	    fprintf(ficlog," %lf",param[i][j][k]);
 4704: 	  }
 4705: 	  else
 4706: 	    fprintf(ficlog," %lf",param[i][j][k]);
 4707: 	  fprintf(ficparo," %lf",param[i][j][k]);
 4708: 	}
 4709: 	fscanf(ficpar,"\n");
 4710: 	numlinepar++;
 4711: 	if(mle==1)
 4712: 	  printf("\n");
 4713: 	fprintf(ficlog,"\n");
 4714: 	fprintf(ficparo,"\n");
 4715:       }
 4716:     }  
 4717:     fflush(ficlog);
 4718: 
 4719:     p=param[1][1];
 4720:     
 4721:     /* Reads comments: lines beginning with '#' */
 4722:     while((c=getc(ficpar))=='#' && c!= EOF){
 4723:       ungetc(c,ficpar);
 4724:       fgets(line, MAXLINE, ficpar);
 4725:       numlinepar++;
 4726:       puts(line);
 4727:       fputs(line,ficparo);
 4728:       fputs(line,ficlog);
 4729:     }
 4730:     ungetc(c,ficpar);
 4731: 
 4732:     for(i=1; i <=nlstate; i++){
 4733:       for(j=1; j <=nlstate+ndeath-1; j++){
 4734: 	fscanf(ficpar,"%1d%1d",&i1,&j1);
 4735: 	if ((i1-i)*(j1-j)!=0){
 4736: 	  printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
 4737: 	  exit(1);
 4738: 	}
 4739: 	printf("%1d%1d",i,j);
 4740: 	fprintf(ficparo,"%1d%1d",i1,j1);
 4741: 	fprintf(ficlog,"%1d%1d",i1,j1);
 4742: 	for(k=1; k<=ncovmodel;k++){
 4743: 	  fscanf(ficpar,"%le",&delti3[i][j][k]);
 4744: 	  printf(" %le",delti3[i][j][k]);
 4745: 	  fprintf(ficparo," %le",delti3[i][j][k]);
 4746: 	  fprintf(ficlog," %le",delti3[i][j][k]);
 4747: 	}
 4748: 	fscanf(ficpar,"\n");
 4749: 	numlinepar++;
 4750: 	printf("\n");
 4751: 	fprintf(ficparo,"\n");
 4752: 	fprintf(ficlog,"\n");
 4753:       }
 4754:     }
 4755:     fflush(ficlog);
 4756: 
 4757:     delti=delti3[1][1];
 4758: 
 4759: 
 4760:     /* free_ma3x(delti3,1,nlstate,1,nlstate+ndeath-1,1,ncovmodel); */ /* Hasn't to to freed here otherwise delti is no more allocated */
 4761:   
 4762:     /* Reads comments: lines beginning with '#' */
 4763:     while((c=getc(ficpar))=='#' && c!= EOF){
 4764:       ungetc(c,ficpar);
 4765:       fgets(line, MAXLINE, ficpar);
 4766:       numlinepar++;
 4767:       puts(line);
 4768:       fputs(line,ficparo);
 4769:       fputs(line,ficlog);
 4770:     }
 4771:     ungetc(c,ficpar);
 4772:   
 4773:     matcov=matrix(1,npar,1,npar);
 4774:     for(i=1; i <=npar; i++)
 4775:       for(j=1; j <=npar; j++) matcov[i][j]=0.;
 4776:       
 4777:     for(i=1; i <=npar; i++){
 4778:       fscanf(ficpar,"%s",&str);
 4779:       if(mle==1)
 4780: 	printf("%s",str);
 4781:       fprintf(ficlog,"%s",str);
 4782:       fprintf(ficparo,"%s",str);
 4783:       for(j=1; j <=i; j++){
 4784: 	fscanf(ficpar," %le",&matcov[i][j]);
 4785: 	if(mle==1){
 4786: 	  printf(" %.5le",matcov[i][j]);
 4787: 	}
 4788: 	fprintf(ficlog," %.5le",matcov[i][j]);
 4789: 	fprintf(ficparo," %.5le",matcov[i][j]);
 4790:       }
 4791:       fscanf(ficpar,"\n");
 4792:       numlinepar++;
 4793:       if(mle==1)
 4794: 	printf("\n");
 4795:       fprintf(ficlog,"\n");
 4796:       fprintf(ficparo,"\n");
 4797:     }
 4798:     for(i=1; i <=npar; i++)
 4799:       for(j=i+1;j<=npar;j++)
 4800: 	matcov[i][j]=matcov[j][i];
 4801:     
 4802:     if(mle==1)
 4803:       printf("\n");
 4804:     fprintf(ficlog,"\n");
 4805:     
 4806:     fflush(ficlog);
 4807:     
 4808:     /*-------- Rewriting parameter file ----------*/
 4809:     strcpy(rfileres,"r");    /* "Rparameterfile */
 4810:     strcat(rfileres,optionfilefiname);    /* Parameter file first name*/
 4811:     strcat(rfileres,".");    /* */
 4812:     strcat(rfileres,optionfilext);    /* Other files have txt extension */
 4813:     if((ficres =fopen(rfileres,"w"))==NULL) {
 4814:       printf("Problem writing new parameter file: %s\n", fileres);goto end;
 4815:       fprintf(ficlog,"Problem writing new parameter file: %s\n", fileres);goto end;
 4816:     }
 4817:     fprintf(ficres,"#%s\n",version);
 4818:   }    /* End of mle != -3 */
 4819: 
 4820:   /*-------- data file ----------*/
 4821:   if((fic=fopen(datafile,"r"))==NULL)    {
 4822:     printf("Problem while opening datafile: %s\n", datafile);goto end;
 4823:     fprintf(ficlog,"Problem while opening datafile: %s\n", datafile);goto end;
 4824:   }
 4825: 
 4826:   n= lastobs;
 4827:   severity = vector(1,maxwav);
 4828:   outcome=imatrix(1,maxwav+1,1,n);
 4829:   num=lvector(1,n);
 4830:   moisnais=vector(1,n);
 4831:   annais=vector(1,n);
 4832:   moisdc=vector(1,n);
 4833:   andc=vector(1,n);
 4834:   agedc=vector(1,n);
 4835:   cod=ivector(1,n);
 4836:   weight=vector(1,n);
 4837:   for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
 4838:   mint=matrix(1,maxwav,1,n);
 4839:   anint=matrix(1,maxwav,1,n);
 4840:   s=imatrix(1,maxwav+1,1,n); /* s[i][j] health state for wave i and individual j */ 
 4841:   tab=ivector(1,NCOVMAX);
 4842:   ncodemax=ivector(1,8);
 4843: 
 4844:   i=1;
 4845:   linei=0;
 4846:   while ((fgets(line, MAXLINE, fic) != NULL) &&((i >= firstobs) && (i <=lastobs))) {
 4847:     linei=linei+1;
 4848:     for(j=strlen(line); j>=0;j--){  /* Untabifies line */
 4849:       if(line[j] == '\t')
 4850: 	line[j] = ' ';
 4851:     }
 4852:     for(j=strlen(line)-1; (line[j]==' ')||(line[j]==10)||(line[j]==13);j--){
 4853:       ;
 4854:     };
 4855:     line[j+1]=0;  /* Trims blanks at end of line */
 4856:     if(line[0]=='#'){
 4857:       fprintf(ficlog,"Comment line\n%s\n",line);
 4858:       printf("Comment line\n%s\n",line);
 4859:       continue;
 4860:     }
 4861: 
 4862:     for (j=maxwav;j>=1;j--){
 4863:       cutv(stra, strb,line,' '); 
 4864:       if(strb[0]=='.') { /* Missing status */
 4865: 	lval=-1;
 4866:       }else{
 4867: 	errno=0;
 4868: 	lval=strtol(strb,&endptr,10); 
 4869:       /*	if (errno == ERANGE && (lval == LONG_MAX || lval == LONG_MIN))*/
 4870: 	if( strb[0]=='\0' || (*endptr != '\0')){
 4871: 	  printf("Error reading data around '%s' at line number %ld for individual %d, '%s'\nShould be a status of wave %d. Setting maxwav=%d might be wrong.  Exiting.\n", strb, linei,i,line,j,maxwav);
 4872: 	  fprintf(ficlog,"Error reading data around '%s' at line number %ld for individual %d, '%s'\nShould be a status of wave %d. Setting maxwav=%d might be wrong.  Exiting.\n", strb, linei,i,line,j,maxwav);fflush(ficlog);
 4873: 	  goto end;
 4874: 	}
 4875:       }
 4876:       s[j][i]=lval;
 4877:       
 4878:       strcpy(line,stra);
 4879:       cutv(stra, strb,line,' ');
 4880:       if(iout=sscanf(strb,"%d/%d",&month, &year) != 0){
 4881:       }
 4882:       else  if(iout=sscanf(strb,"%s.") != 0){
 4883: 	month=99;
 4884: 	year=9999;
 4885:       }else{
 4886: 	printf("Error reading data around '%s' at line number %ld for individual %d, '%s'\nShould be a date of interview (mm/yyyy or .) at wave %d.  Exiting.\n",strb, linei,i, line,j);
 4887: 	fprintf(ficlog,"Error reading data around '%s' at line number %ld for individual %d, '%s'\nShould be a date of interview (mm/yyyy or .) at wave %d.  Exiting.\n",strb, linei,i, line,j);fflush(ficlog);
 4888: 	goto end;
 4889:       }
 4890:       anint[j][i]= (double) year; 
 4891:       mint[j][i]= (double)month; 
 4892:       strcpy(line,stra);
 4893:     } /* ENd Waves */
 4894:     
 4895:     cutv(stra, strb,line,' '); 
 4896:     if(iout=sscanf(strb,"%d/%d",&month, &year) != 0){
 4897:     }
 4898:     else  if(iout=sscanf(strb,"%s.",dummy) != 0){
 4899:       month=99;
 4900:       year=9999;
 4901:     }else{
 4902:       printf("Error reading data around '%s' at line number %ld for individual %d, '%s'\nShould be a date of death (mm/yyyy or .).  Exiting.\n",strb, linei,i,line);
 4903: 	fprintf(ficlog,"Error reading data around '%s' at line number %ld for individual %d, '%s'\nShould be a date of death (mm/yyyy or .).  Exiting.\n",strb, linei,i,line);fflush(ficlog);
 4904: 	goto end;
 4905:     }
 4906:     andc[i]=(double) year; 
 4907:     moisdc[i]=(double) month; 
 4908:     strcpy(line,stra);
 4909:     
 4910:     cutv(stra, strb,line,' '); 
 4911:     if(iout=sscanf(strb,"%d/%d",&month, &year) != 0){
 4912:     }
 4913:     else  if(iout=sscanf(strb,"%s.") != 0){
 4914:       month=99;
 4915:       year=9999;
 4916:     }else{
 4917:       printf("Error reading data around '%s' at line number %ld %s for individual %d, '%s'\nShould be a date of birth (mm/yyyy or .).  Exiting.\n",strb, linei,i,line,j);
 4918:       fprintf(ficlog,"Error reading data around '%s' at line number %ld %s for individual %d, '%s'\nShould be a date of birth (mm/yyyy or .).  Exiting.\n",strb, linei,i,line,j);fflush(ficlog);
 4919: 	goto end;
 4920:     }
 4921:     annais[i]=(double)(year);
 4922:     moisnais[i]=(double)(month); 
 4923:     strcpy(line,stra);
 4924:     
 4925:     cutv(stra, strb,line,' '); 
 4926:     errno=0;
 4927:     dval=strtod(strb,&endptr); 
 4928:     if( strb[0]=='\0' || (*endptr != '\0')){
 4929:       printf("Error reading data around '%f' at line number %ld, \"%s\" for individual %d\nShould be a weight.  Exiting.\n",dval, i,line,linei);
 4930:       fprintf(ficlog,"Error reading data around '%f' at line number %ld, \"%s\" for individual %d\nShould be a weight.  Exiting.\n",dval, i,line,linei);
 4931:       fflush(ficlog);
 4932:       goto end;
 4933:     }
 4934:     weight[i]=dval; 
 4935:     strcpy(line,stra);
 4936:     
 4937:     for (j=ncovcol;j>=1;j--){
 4938:       cutv(stra, strb,line,' '); 
 4939:       if(strb[0]=='.') { /* Missing status */
 4940: 	lval=-1;
 4941:       }else{
 4942: 	errno=0;
 4943: 	lval=strtol(strb,&endptr,10); 
 4944: 	if( strb[0]=='\0' || (*endptr != '\0')){
 4945: 	  printf("Error reading data around '%d' at line number %ld for individual %d, '%s'\nShould be a covariate value (=0 for the reference or 1 for alternative).  Exiting.\n",lval, linei,i, line);
 4946: 	  fprintf(ficlog,"Error reading data around '%d' at line number %ld for individual %d, '%s'\nShould be a covariate value (=0 for the reference or 1 for alternative).  Exiting.\n",lval, linei,i, line);fflush(ficlog);
 4947: 	  goto end;
 4948: 	}
 4949:       }
 4950:       if(lval <-1 || lval >1){
 4951: 	printf("Error reading data around '%d' at line number %ld for individual %d, '%s'\n \
 4952:  Should be a value of %d(nth) covariate (0 should be the value for the reference and 1\n \
 4953:  for the alternative. IMaCh does not build design variables automatically, do it yourself.\n \
 4954:  For example, for multinomial values like 1, 2 and 3,\n \
 4955:  build V1=0 V2=0 for the reference value (1),\n \
 4956:         V1=1 V2=0 for (2) \n \
 4957:  and V1=0 V2=1 for (3). V1=1 V2=1 should not exist and the corresponding\n \
 4958:  output of IMaCh is often meaningless.\n \
 4959:  Exiting.\n",lval,linei, i,line,j);
 4960: 	fprintf(ficlog,"Error reading data around '%d' at line number %ld for individual %d, '%s'\n \
 4961:  Should be a value of %d(nth) covariate (0 should be the value for the reference and 1\n \
 4962:  for the alternative. IMaCh does not build design variables automatically, do it yourself.\n \
 4963:  For example, for multinomial values like 1, 2 and 3,\n \
 4964:  build V1=0 V2=0 for the reference value (1),\n \
 4965:         V1=1 V2=0 for (2) \n \
 4966:  and V1=0 V2=1 for (3). V1=1 V2=1 should not exist and the corresponding\n \
 4967:  output of IMaCh is often meaningless.\n \
 4968:  Exiting.\n",lval,linei, i,line,j);fflush(ficlog);
 4969: 	goto end;
 4970:       }
 4971:       covar[j][i]=(double)(lval);
 4972:       strcpy(line,stra);
 4973:     }  
 4974:     lstra=strlen(stra);
 4975:      
 4976:     if(lstra > 9){ /* More than 2**32 or max of what printf can write with %ld */
 4977:       stratrunc = &(stra[lstra-9]);
 4978:       num[i]=atol(stratrunc);
 4979:     }
 4980:     else
 4981:       num[i]=atol(stra);
 4982:     /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){
 4983:       printf("%ld %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),weight[i], (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i])); ij=ij+1;}*/
 4984:     
 4985:     i=i+1;
 4986:   } /* End loop reading  data */
 4987:   fclose(fic);
 4988:   /* printf("ii=%d", ij);
 4989:      scanf("%d",i);*/
 4990:   imx=i-1; /* Number of individuals */
 4991: 
 4992:   /* for (i=1; i<=imx; i++){
 4993:     if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;
 4994:     if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;
 4995:     if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;
 4996:     }*/
 4997:    /*  for (i=1; i<=imx; i++){
 4998:      if (s[4][i]==9)  s[4][i]=-1; 
 4999:      printf("%ld %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));}*/
 5000:   
 5001:   /* for (i=1; i<=imx; i++) */
 5002:  
 5003:    /*if ((s[3][i]==3) ||  (s[4][i]==3)) weight[i]=0.08;
 5004:      else weight[i]=1;*/
 5005: 
 5006:   /* Calculation of the number of parameters from char model */
 5007:   Tvar=ivector(1,NCOVMAX); /* Was 15 changed to NCOVMAX. Stores the number n of the covariates in Vm+Vn at 1 and m at 2 */
 5008:   Tprod=ivector(1,15); 
 5009:   Tvaraff=ivector(1,15); 
 5010:   Tvard=imatrix(1,15,1,2);
 5011:   Tage=ivector(1,15);      
 5012:    
 5013:   if (strlen(model) >1){ /* If there is at least 1 covariate */
 5014:     j=0, j1=0, k1=1, k2=1;
 5015:     j=nbocc(model,'+'); /* j=Number of '+' */
 5016:     j1=nbocc(model,'*'); /* j1=Number of '*' */
 5017:     cptcovn=j+1; /* Number of covariates V1+V2+V3 =>2+1=3 */
 5018:     cptcovprod=j1; /*Number of products  V1*V2 =1 */
 5019:     
 5020:     strcpy(modelsav,model); 
 5021:     if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){
 5022:       printf("Error. Non available option model=%s ",model);
 5023:       fprintf(ficlog,"Error. Non available option model=%s ",model);fflush(ficlog);
 5024:       goto end;
 5025:     }
 5026:     
 5027:     /* This loop fills the array Tvar from the string 'model'.*/
 5028:     /* j is the number of + signs in the model V1+V2+V3 j=2 i=3 to 1 */
 5029:     for(i=(j+1); i>=1;i--){
 5030:       cutv(stra,strb,modelsav,'+'); /* keeps in strb after the first '+' 
 5031: 				     modelsav=V2+V3*age+V1+V4 strb=V3*age+V1+V4 
 5032: 				     stra=V2
 5033: 				    */ 
 5034:       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav); /* and analyzes it */
 5035:       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/
 5036:       /*scanf("%d",i);*/
 5037:       if (strchr(strb,'*')) {  /* Model includes a product V1+V3*age+V2 strb=V3*age*/
 5038: 	cutv(strd,strc,strb,'*'); /* strd*strc  Vm*Vn: V3*age strc=age strd=V3 ; V3*V2 strc=V2, strd=V3 */
 5039: 	if (strcmp(strc,"age")==0) { /* Vn*age */
 5040: 	  cptcovprod--;
 5041: 	  cutv(strb,stre,strd,'V');
 5042: 	  Tvar[i]=atoi(stre);  /* V1+V3*age+V2 Tvar[2]=3 */
 5043: 	  cptcovage++; /* Sum the number of covariates including ages as a product */
 5044: 	  Tage[cptcovage]=i;  /* Tage[1] =2 */
 5045: 	  /*printf("stre=%s ", stre);*/
 5046: 	}
 5047: 	else if (strcmp(strd,"age")==0) { /* or age*Vn */
 5048: 	  cptcovprod--;
 5049: 	  cutv(strb,stre,strc,'V');
 5050: 	  Tvar[i]=atoi(stre);
 5051: 	  cptcovage++;
 5052: 	  Tage[cptcovage]=i;
 5053: 	}
 5054: 	else {  /* Age is not in the model V1+V3*V2+V2  strb=V3*V2*/
 5055: 	  cutv(strb,stre,strc,'V'); /* strc= Vn, stre is n; strb=V3*V2 stre=3 strc=*/
 5056: 	  Tvar[i]=ncovcol+k1;  /* find 'n' in Vn and stores in Tvar. 
 5057: 				  If already ncovcol=2 and model=V2*V1 Tvar[1]=2+1 and Tvar[2]=2+2 etc */
 5058: 	  cutv(strb,strc,strd,'V'); /* strd was Vm, strc is m */
 5059: 	  Tprod[k1]=i;  /* Tprod[1]  */
 5060: 	  Tvard[k1][1]=atoi(strc); /* m*/
 5061: 	  Tvard[k1][2]=atoi(stre); /* n */
 5062: 	  Tvar[cptcovn+k2]=Tvard[k1][1];
 5063: 	  Tvar[cptcovn+k2+1]=Tvard[k1][2]; 
 5064: 	  for (k=1; k<=lastobs;k++) 
 5065: 	    covar[ncovcol+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];
 5066: 	  k1++;
 5067: 	  k2=k2+2;
 5068: 	}
 5069:       }
 5070:       else { /* no more sum */
 5071: 	/*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/
 5072:        /*  scanf("%d",i);*/
 5073:       cutv(strd,strc,strb,'V');
 5074:       Tvar[i]=atoi(strc);
 5075:       }
 5076:       strcpy(modelsav,stra);  /* modelsav=V2+V3*age+V1+V4 strb=V3*age+V1+V4 */ 
 5077:       /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);
 5078: 	scanf("%d",i);*/
 5079:     } /* end of loop + */
 5080:   } /* end model */
 5081:   
 5082:   /*The number n of Vn is stored in Tvar. cptcovage =number of age covariate. Tage gives the position of age. cptcovprod= number of products.
 5083:     If model=V1+V1*age then Tvar[1]=1 Tvar[2]=1 cptcovage=1 Tage[1]=2 cptcovprod=0*/
 5084: 
 5085:   /* printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);
 5086:   printf("cptcovprod=%d ", cptcovprod);
 5087:   fprintf(ficlog,"cptcovprod=%d ", cptcovprod);
 5088: 
 5089:   scanf("%d ",i);*/
 5090: 
 5091:     /*  if(mle==1){*/
 5092:   if (weightopt != 1) { /* Maximisation without weights*/
 5093:     for(i=1;i<=n;i++) weight[i]=1.0;
 5094:   }
 5095:     /*-calculation of age at interview from date of interview and age at death -*/
 5096:   agev=matrix(1,maxwav,1,imx);
 5097: 
 5098:   for (i=1; i<=imx; i++) {
 5099:     for(m=2; (m<= maxwav); m++) {
 5100:       if (((int)mint[m][i]== 99) && (s[m][i] <= nlstate)){
 5101: 	anint[m][i]=9999;
 5102: 	s[m][i]=-1;
 5103:       }
 5104:       if((int)moisdc[i]==99 && (int)andc[i]==9999 && s[m][i]>nlstate){
 5105: 	nberr++;
 5106: 	printf("Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
 5107: 	fprintf(ficlog,"Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
 5108: 	s[m][i]=-1;
 5109:       }
 5110:       if((int)moisdc[i]==99 && (int)andc[i]!=9999 && s[m][i]>nlstate){
 5111: 	nberr++;
 5112: 	printf("Error! Month of death of individual %ld on line %d was unknown %2d, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,(int)moisdc[i]); 
 5113: 	fprintf(ficlog,"Error! Month of death of individual %ld on line %d was unknown %f, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,moisdc[i]); 
 5114: 	s[m][i]=-1; /* We prefer to skip it (and to skip it in version 0.8a1 too */
 5115:       }
 5116:     }
 5117:   }
 5118: 
 5119:   for (i=1; i<=imx; i++)  {
 5120:     agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
 5121:     for(m=firstpass; (m<= lastpass); m++){
 5122:       if(s[m][i] >0 || s[m][i]==-2 || s[m][i]==-4 || s[m][i]==-5){
 5123: 	if (s[m][i] >= nlstate+1) {
 5124: 	  if(agedc[i]>0)
 5125: 	    if((int)moisdc[i]!=99 && (int)andc[i]!=9999)
 5126: 	      agev[m][i]=agedc[i];
 5127: 	  /*if(moisdc[i]==99 && andc[i]==9999) s[m][i]=-1;*/
 5128: 	    else {
 5129: 	      if ((int)andc[i]!=9999){
 5130: 		nbwarn++;
 5131: 		printf("Warning negative age at death: %ld line:%d\n",num[i],i);
 5132: 		fprintf(ficlog,"Warning negative age at death: %ld line:%d\n",num[i],i);
 5133: 		agev[m][i]=-1;
 5134: 	      }
 5135: 	    }
 5136: 	}
 5137: 	else if(s[m][i] !=9){ /* Standard case, age in fractional
 5138: 				 years but with the precision of a month */
 5139: 	  agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
 5140: 	  if((int)mint[m][i]==99 || (int)anint[m][i]==9999)
 5141: 	    agev[m][i]=1;
 5142: 	  else if(agev[m][i] <agemin){ 
 5143: 	    agemin=agev[m][i];
 5144: 	    /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
 5145: 	  }
 5146: 	  else if(agev[m][i] >agemax){
 5147: 	    agemax=agev[m][i];
 5148: 	    /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
 5149: 	  }
 5150: 	  /*agev[m][i]=anint[m][i]-annais[i];*/
 5151: 	  /*	 agev[m][i] = age[i]+2*m;*/
 5152: 	}
 5153: 	else { /* =9 */
 5154: 	  agev[m][i]=1;
 5155: 	  s[m][i]=-1;
 5156: 	}
 5157:       }
 5158:       else /*= 0 Unknown */
 5159: 	agev[m][i]=1;
 5160:     }
 5161:     
 5162:   }
 5163:   for (i=1; i<=imx; i++)  {
 5164:     for(m=firstpass; (m<=lastpass); m++){
 5165:       if (s[m][i] > (nlstate+ndeath)) {
 5166: 	nberr++;
 5167: 	printf("Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);	
 5168: 	fprintf(ficlog,"Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);	
 5169: 	goto end;
 5170:       }
 5171:     }
 5172:   }
 5173: 
 5174:   /*for (i=1; i<=imx; i++){
 5175:   for (m=firstpass; (m<lastpass); m++){
 5176:      printf("%ld %d %.lf %d %d\n", num[i],(covar[1][i]),agev[m][i],s[m][i],s[m+1][i]);
 5177: }
 5178: 
 5179: }*/
 5180: 
 5181: 
 5182:   printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
 5183:   fprintf(ficlog,"Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax); 
 5184: 
 5185:   agegomp=(int)agemin;
 5186:   free_vector(severity,1,maxwav);
 5187:   free_imatrix(outcome,1,maxwav+1,1,n);
 5188:   free_vector(moisnais,1,n);
 5189:   free_vector(annais,1,n);
 5190:   /* free_matrix(mint,1,maxwav,1,n);
 5191:      free_matrix(anint,1,maxwav,1,n);*/
 5192:   free_vector(moisdc,1,n);
 5193:   free_vector(andc,1,n);
 5194: 
 5195:    
 5196:   wav=ivector(1,imx);
 5197:   dh=imatrix(1,lastpass-firstpass+1,1,imx);
 5198:   bh=imatrix(1,lastpass-firstpass+1,1,imx);
 5199:   mw=imatrix(1,lastpass-firstpass+1,1,imx);
 5200:    
 5201:   /* Concatenates waves */
 5202:   concatwav(wav, dh, bh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);
 5203: 
 5204:   /* Routine tricode is to calculate cptcoveff (real number of unique covariates) and to associate covariable number and modality */
 5205: 
 5206:   nbcode=imatrix(0,NCOVMAX,0,NCOVMAX); 
 5207:   ncodemax[1]=1;
 5208:   if (cptcovn > 0) tricode(Tvar,nbcode,imx);
 5209:       
 5210:   codtab=imatrix(1,100,1,10); /* Cross tabulation to get the order of 
 5211: 				 the estimations*/
 5212:   h=0;
 5213:   m=pow(2,cptcoveff);
 5214:  
 5215:   for(k=1;k<=cptcoveff; k++){ /* scans any effective covariate */
 5216:     for(i=1; i <=(m/pow(2,k));i++){ /* i=1 to 8/1=8; i=1 to 8/2=4; i=1 to 8/8=1 */ 
 5217:       for(j=1; j <= ncodemax[k]; j++){ /* For each modality of this covariate */
 5218: 	for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){  /* cpt=1 to 8/2**(3+1-1 or 3+1-3) =1 or 4 */ 
 5219: 	  h++;
 5220: 	  if (h>m) 
 5221: 	    h=1;codtab[h][k]=j;codtab[h][Tvar[k]]=j;
 5222: 	  printf("h=%d k=%d j=%d codtab[h][k]=%d Tvar[k]=%d codtab[h][Tvar[k]]=%d \n",h, k,j,codtab[h][k],Tvar[k],codtab[h][Tvar[k]]);
 5223: 	} 
 5224:       }
 5225:     }
 5226:   } 
 5227:   /* printf("codtab[1][2]=%d codtab[2][2]=%d",codtab[1][2],codtab[2][2]); 
 5228:      codtab[1][2]=1;codtab[2][2]=2; */
 5229:   /* for(i=1; i <=m ;i++){ 
 5230:      for(k=1; k <=cptcovn; k++){
 5231:        printf("i=%d k=%d %d %d ",i,k,codtab[i][k], cptcoveff);
 5232:      }
 5233:      printf("\n");
 5234:      }
 5235:      scanf("%d",i);*/
 5236:     
 5237:   /*------------ gnuplot -------------*/
 5238:   strcpy(optionfilegnuplot,optionfilefiname);
 5239:   if(mle==-3)
 5240:     strcat(optionfilegnuplot,"-mort");
 5241:   strcat(optionfilegnuplot,".gp");
 5242: 
 5243:   if((ficgp=fopen(optionfilegnuplot,"w"))==NULL) {
 5244:     printf("Problem with file %s",optionfilegnuplot);
 5245:   }
 5246:   else{
 5247:     fprintf(ficgp,"\n# %s\n", version); 
 5248:     fprintf(ficgp,"# %s\n", optionfilegnuplot); 
 5249:     fprintf(ficgp,"set missing 'NaNq'\n");
 5250:   }
 5251:   /*  fclose(ficgp);*/
 5252:   /*--------- index.htm --------*/
 5253: 
 5254:   strcpy(optionfilehtm,optionfilefiname); /* Main html file */
 5255:   if(mle==-3)
 5256:     strcat(optionfilehtm,"-mort");
 5257:   strcat(optionfilehtm,".htm");
 5258:   if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
 5259:     printf("Problem with %s \n",optionfilehtm);
 5260:     exit(0);
 5261:   }
 5262: 
 5263:   strcpy(optionfilehtmcov,optionfilefiname); /* Only for matrix of covariance */
 5264:   strcat(optionfilehtmcov,"-cov.htm");
 5265:   if((fichtmcov=fopen(optionfilehtmcov,"w"))==NULL)    {
 5266:     printf("Problem with %s \n",optionfilehtmcov), exit(0);
 5267:   }
 5268:   else{
 5269:   fprintf(fichtmcov,"<html><head>\n<title>IMaCh Cov %s</title></head>\n <body><font size=\"2\">%s <br> %s</font> \
 5270: <hr size=\"2\" color=\"#EC5E5E\"> \n\
 5271: Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n",\
 5272: 	  optionfilehtmcov,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model);
 5273:   }
 5274: 
 5275:   fprintf(fichtm,"<html><head>\n<title>IMaCh %s</title></head>\n <body><font size=\"2\">%s <br> %s</font> \
 5276: <hr size=\"2\" color=\"#EC5E5E\"> \n\
 5277: Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n\
 5278: \n\
 5279: <hr  size=\"2\" color=\"#EC5E5E\">\
 5280:  <ul><li><h4>Parameter files</h4>\n\
 5281:  - Parameter file: <a href=\"%s.%s\">%s.%s</a><br>\n\
 5282:  - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>\n\
 5283:  - Log file of the run: <a href=\"%s\">%s</a><br>\n\
 5284:  - Gnuplot file name: <a href=\"%s\">%s</a><br>\n\
 5285:  - Date and time at start: %s</ul>\n",\
 5286: 	  optionfilehtm,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model,\
 5287: 	  optionfilefiname,optionfilext,optionfilefiname,optionfilext,\
 5288: 	  fileres,fileres,\
 5289: 	  filelog,filelog,optionfilegnuplot,optionfilegnuplot,strstart);
 5290:   fflush(fichtm);
 5291: 
 5292:   strcpy(pathr,path);
 5293:   strcat(pathr,optionfilefiname);
 5294:   chdir(optionfilefiname); /* Move to directory named optionfile */
 5295:   
 5296:   /* Calculates basic frequencies. Computes observed prevalence at single age
 5297:      and prints on file fileres'p'. */
 5298:   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint,strstart);
 5299: 
 5300:   fprintf(fichtm,"\n");
 5301:   fprintf(fichtm,"<br>Total number of observations=%d <br>\n\
 5302: Youngest age at first (selected) pass %.2f, oldest age %.2f<br>\n\
 5303: Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>\n",\
 5304: 	  imx,agemin,agemax,jmin,jmax,jmean);
 5305:   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 5306:     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 5307:     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 5308:     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 5309:     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
 5310:     
 5311:    
 5312:   /* For Powell, parameters are in a vector p[] starting at p[1]
 5313:      so we point p on param[1][1] so that p[1] maps on param[1][1][1] */
 5314:   p=param[1][1]; /* *(*(*(param +1)+1)+0) */
 5315: 
 5316:   globpr=0; /* To get the number ipmx of contributions and the sum of weights*/
 5317: 
 5318:   if (mle==-3){
 5319:     ximort=matrix(1,NDIM,1,NDIM);
 5320:     cens=ivector(1,n);
 5321:     ageexmed=vector(1,n);
 5322:     agecens=vector(1,n);
 5323:     dcwave=ivector(1,n);
 5324:  
 5325:     for (i=1; i<=imx; i++){
 5326:       dcwave[i]=-1;
 5327:       for (m=firstpass; m<=lastpass; m++)
 5328: 	if (s[m][i]>nlstate) {
 5329: 	  dcwave[i]=m;
 5330: 	  /*	printf("i=%d j=%d s=%d dcwave=%d\n",i,j, s[j][i],dcwave[i]);*/
 5331: 	  break;
 5332: 	}
 5333:     }
 5334: 
 5335:     for (i=1; i<=imx; i++) {
 5336:       if (wav[i]>0){
 5337: 	ageexmed[i]=agev[mw[1][i]][i];
 5338: 	j=wav[i];
 5339: 	agecens[i]=1.; 
 5340: 
 5341: 	if (ageexmed[i]> 1 && wav[i] > 0){
 5342: 	  agecens[i]=agev[mw[j][i]][i];
 5343: 	  cens[i]= 1;
 5344: 	}else if (ageexmed[i]< 1) 
 5345: 	  cens[i]= -1;
 5346: 	if (agedc[i]< AGESUP && agedc[i]>1 && dcwave[i]>firstpass && dcwave[i]<=lastpass)
 5347: 	  cens[i]=0 ;
 5348:       }
 5349:       else cens[i]=-1;
 5350:     }
 5351:     
 5352:     for (i=1;i<=NDIM;i++) {
 5353:       for (j=1;j<=NDIM;j++)
 5354: 	ximort[i][j]=(i == j ? 1.0 : 0.0);
 5355:     }
 5356:     
 5357:     p[1]=0.0268; p[NDIM]=0.083;
 5358:     /*printf("%lf %lf", p[1], p[2]);*/
 5359:     
 5360:     
 5361:     printf("Powell\n");  fprintf(ficlog,"Powell\n");
 5362:     strcpy(filerespow,"pow-mort"); 
 5363:     strcat(filerespow,fileres);
 5364:     if((ficrespow=fopen(filerespow,"w"))==NULL) {
 5365:       printf("Problem with resultfile: %s\n", filerespow);
 5366:       fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
 5367:     }
 5368:     fprintf(ficrespow,"# Powell\n# iter -2*LL");
 5369:     /*  for (i=1;i<=nlstate;i++)
 5370: 	for(j=1;j<=nlstate+ndeath;j++)
 5371: 	if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
 5372:     */
 5373:     fprintf(ficrespow,"\n");
 5374:     
 5375:     powell(p,ximort,NDIM,ftol,&iter,&fret,gompertz);
 5376:     fclose(ficrespow);
 5377:     
 5378:     hesscov(matcov, p, NDIM, delti, 1e-4, gompertz); 
 5379: 
 5380:     for(i=1; i <=NDIM; i++)
 5381:       for(j=i+1;j<=NDIM;j++)
 5382: 	matcov[i][j]=matcov[j][i];
 5383:     
 5384:     printf("\nCovariance matrix\n ");
 5385:     for(i=1; i <=NDIM; i++) {
 5386:       for(j=1;j<=NDIM;j++){ 
 5387: 	printf("%f ",matcov[i][j]);
 5388:       }
 5389:       printf("\n ");
 5390:     }
 5391:     
 5392:     printf("iter=%d MLE=%f Eq=%lf*exp(%lf*(age-%d))\n",iter,-gompertz(p),p[1],p[2],agegomp);
 5393:     for (i=1;i<=NDIM;i++) 
 5394:       printf("%f [%f ; %f]\n",p[i],p[i]-2*sqrt(matcov[i][i]),p[i]+2*sqrt(matcov[i][i]));
 5395: 
 5396:     lsurv=vector(1,AGESUP);
 5397:     lpop=vector(1,AGESUP);
 5398:     tpop=vector(1,AGESUP);
 5399:     lsurv[agegomp]=100000;
 5400:     
 5401:     for (k=agegomp;k<=AGESUP;k++) {
 5402:       agemortsup=k;
 5403:       if (p[1]*exp(p[2]*(k-agegomp))>1) break;
 5404:     }
 5405:     
 5406:     for (k=agegomp;k<agemortsup;k++)
 5407:       lsurv[k+1]=lsurv[k]-lsurv[k]*(p[1]*exp(p[2]*(k-agegomp)));
 5408:     
 5409:     for (k=agegomp;k<agemortsup;k++){
 5410:       lpop[k]=(lsurv[k]+lsurv[k+1])/2.;
 5411:       sumlpop=sumlpop+lpop[k];
 5412:     }
 5413:     
 5414:     tpop[agegomp]=sumlpop;
 5415:     for (k=agegomp;k<(agemortsup-3);k++){
 5416:       /*  tpop[k+1]=2;*/
 5417:       tpop[k+1]=tpop[k]-lpop[k];
 5418:     }
 5419:     
 5420:     
 5421:     printf("\nAge   lx     qx    dx    Lx     Tx     e(x)\n");
 5422:     for (k=agegomp;k<(agemortsup-2);k++) 
 5423:       printf("%d %.0lf %lf %.0lf %.0lf %.0lf %lf\n",k,lsurv[k],p[1]*exp(p[2]*(k-agegomp)),(p[1]*exp(p[2]*(k-agegomp)))*lsurv[k],lpop[k],tpop[k],tpop[k]/lsurv[k]);
 5424:     
 5425:     
 5426:     replace_back_to_slash(pathc,pathcd); /* Even gnuplot wants a / */
 5427:     printinggnuplotmort(fileres, optionfilefiname,ageminpar,agemaxpar,fage, pathc,p);
 5428:     
 5429:     printinghtmlmort(fileres,title,datafile, firstpass, lastpass, \
 5430: 		     stepm, weightopt,\
 5431: 		     model,imx,p,matcov,agemortsup);
 5432:     
 5433:     free_vector(lsurv,1,AGESUP);
 5434:     free_vector(lpop,1,AGESUP);
 5435:     free_vector(tpop,1,AGESUP);
 5436:   } /* Endof if mle==-3 */
 5437:   
 5438:   else{ /* For mle >=1 */
 5439:     globpr=1;/* debug */
 5440:     /*    likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone);*/ /* Prints the contributions to the likelihood */
 5441:     printf("First Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
 5442:     for (k=1; k<=npar;k++)
 5443:       printf(" %d %8.5f",k,p[k]);
 5444:     printf("\n");
 5445:     globpr=1; /* to print the contributions */
 5446:     likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
 5447:     printf("Second Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
 5448:     for (k=1; k<=npar;k++)
 5449:       printf(" %d %8.5f",k,p[k]);
 5450:     printf("\n");
 5451:     if(mle>=1){ /* Could be 1 or 2 */
 5452:       mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);
 5453:     }
 5454:     
 5455:     /*--------- results files --------------*/
 5456:     fprintf(ficres,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle= 0 weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate, ndeath, maxwav, weightopt,model);
 5457:     
 5458:     
 5459:     fprintf(ficres,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
 5460:     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
 5461:     fprintf(ficlog,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
 5462:     for(i=1,jk=1; i <=nlstate; i++){
 5463:       for(k=1; k <=(nlstate+ndeath); k++){
 5464: 	if (k != i) {
 5465: 	  printf("%d%d ",i,k);
 5466: 	  fprintf(ficlog,"%d%d ",i,k);
 5467: 	  fprintf(ficres,"%1d%1d ",i,k);
 5468: 	  for(j=1; j <=ncovmodel; j++){
 5469: 	    printf("%lf ",p[jk]);
 5470: 	    fprintf(ficlog,"%lf ",p[jk]);
 5471: 	    fprintf(ficres,"%lf ",p[jk]);
 5472: 	    jk++; 
 5473: 	  }
 5474: 	  printf("\n");
 5475: 	  fprintf(ficlog,"\n");
 5476: 	  fprintf(ficres,"\n");
 5477: 	}
 5478:       }
 5479:     }
 5480:     if(mle!=0){
 5481:       /* Computing hessian and covariance matrix */
 5482:       ftolhess=ftol; /* Usually correct */
 5483:       hesscov(matcov, p, npar, delti, ftolhess, func);
 5484:     }
 5485:     fprintf(ficres,"# Scales (for hessian or gradient estimation)\n");
 5486:     printf("# Scales (for hessian or gradient estimation)\n");
 5487:     fprintf(ficlog,"# Scales (for hessian or gradient estimation)\n");
 5488:     for(i=1,jk=1; i <=nlstate; i++){
 5489:       for(j=1; j <=nlstate+ndeath; j++){
 5490: 	if (j!=i) {
 5491: 	  fprintf(ficres,"%1d%1d",i,j);
 5492: 	  printf("%1d%1d",i,j);
 5493: 	  fprintf(ficlog,"%1d%1d",i,j);
 5494: 	  for(k=1; k<=ncovmodel;k++){
 5495: 	    printf(" %.5e",delti[jk]);
 5496: 	    fprintf(ficlog," %.5e",delti[jk]);
 5497: 	    fprintf(ficres," %.5e",delti[jk]);
 5498: 	    jk++;
 5499: 	  }
 5500: 	  printf("\n");
 5501: 	  fprintf(ficlog,"\n");
 5502: 	  fprintf(ficres,"\n");
 5503: 	}
 5504:       }
 5505:     }
 5506:     
 5507:     fprintf(ficres,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
 5508:     if(mle>=1)
 5509:       printf("# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
 5510:     fprintf(ficlog,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
 5511:     /* # 121 Var(a12)\n\ */
 5512:     /* # 122 Cov(b12,a12) Var(b12)\n\ */
 5513:     /* # 131 Cov(a13,a12) Cov(a13,b12, Var(a13)\n\ */
 5514:     /* # 132 Cov(b13,a12) Cov(b13,b12, Cov(b13,a13) Var(b13)\n\ */
 5515:     /* # 212 Cov(a21,a12) Cov(a21,b12, Cov(a21,a13) Cov(a21,b13) Var(a21)\n\ */
 5516:     /* # 212 Cov(b21,a12) Cov(b21,b12, Cov(b21,a13) Cov(b21,b13) Cov(b21,a21) Var(b21)\n\ */
 5517:     /* # 232 Cov(a23,a12) Cov(a23,b12, Cov(a23,a13) Cov(a23,b13) Cov(a23,a21) Cov(a23,b21) Var(a23)\n\ */
 5518:     /* # 232 Cov(b23,a12) Cov(b23,b12) ... Var (b23)\n" */
 5519:     
 5520:     
 5521:     /* Just to have a covariance matrix which will be more understandable
 5522:        even is we still don't want to manage dictionary of variables
 5523:     */
 5524:     for(itimes=1;itimes<=2;itimes++){
 5525:       jj=0;
 5526:       for(i=1; i <=nlstate; i++){
 5527: 	for(j=1; j <=nlstate+ndeath; j++){
 5528: 	  if(j==i) continue;
 5529: 	  for(k=1; k<=ncovmodel;k++){
 5530: 	    jj++;
 5531: 	    ca[0]= k+'a'-1;ca[1]='\0';
 5532: 	    if(itimes==1){
 5533: 	      if(mle>=1)
 5534: 		printf("#%1d%1d%d",i,j,k);
 5535: 	      fprintf(ficlog,"#%1d%1d%d",i,j,k);
 5536: 	      fprintf(ficres,"#%1d%1d%d",i,j,k);
 5537: 	    }else{
 5538: 	      if(mle>=1)
 5539: 		printf("%1d%1d%d",i,j,k);
 5540: 	      fprintf(ficlog,"%1d%1d%d",i,j,k);
 5541: 	      fprintf(ficres,"%1d%1d%d",i,j,k);
 5542: 	    }
 5543: 	    ll=0;
 5544: 	    for(li=1;li <=nlstate; li++){
 5545: 	      for(lj=1;lj <=nlstate+ndeath; lj++){
 5546: 		if(lj==li) continue;
 5547: 		for(lk=1;lk<=ncovmodel;lk++){
 5548: 		  ll++;
 5549: 		  if(ll<=jj){
 5550: 		    cb[0]= lk +'a'-1;cb[1]='\0';
 5551: 		    if(ll<jj){
 5552: 		      if(itimes==1){
 5553: 			if(mle>=1)
 5554: 			  printf(" Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
 5555: 			fprintf(ficlog," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
 5556: 			fprintf(ficres," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
 5557: 		      }else{
 5558: 			if(mle>=1)
 5559: 			  printf(" %.5e",matcov[jj][ll]); 
 5560: 			fprintf(ficlog," %.5e",matcov[jj][ll]); 
 5561: 			fprintf(ficres," %.5e",matcov[jj][ll]); 
 5562: 		      }
 5563: 		    }else{
 5564: 		      if(itimes==1){
 5565: 			if(mle>=1)
 5566: 			  printf(" Var(%s%1d%1d)",ca,i,j);
 5567: 			fprintf(ficlog," Var(%s%1d%1d)",ca,i,j);
 5568: 			fprintf(ficres," Var(%s%1d%1d)",ca,i,j);
 5569: 		      }else{
 5570: 			if(mle>=1)
 5571: 			  printf(" %.5e",matcov[jj][ll]); 
 5572: 			fprintf(ficlog," %.5e",matcov[jj][ll]); 
 5573: 			fprintf(ficres," %.5e",matcov[jj][ll]); 
 5574: 		      }
 5575: 		    }
 5576: 		  }
 5577: 		} /* end lk */
 5578: 	      } /* end lj */
 5579: 	    } /* end li */
 5580: 	    if(mle>=1)
 5581: 	      printf("\n");
 5582: 	    fprintf(ficlog,"\n");
 5583: 	    fprintf(ficres,"\n");
 5584: 	    numlinepar++;
 5585: 	  } /* end k*/
 5586: 	} /*end j */
 5587:       } /* end i */
 5588:     } /* end itimes */
 5589:     
 5590:     fflush(ficlog);
 5591:     fflush(ficres);
 5592:     
 5593:     while((c=getc(ficpar))=='#' && c!= EOF){
 5594:       ungetc(c,ficpar);
 5595:       fgets(line, MAXLINE, ficpar);
 5596:       puts(line);
 5597:       fputs(line,ficparo);
 5598:     }
 5599:     ungetc(c,ficpar);
 5600:     
 5601:     estepm=0;
 5602:     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf estepm=%d\n",&ageminpar,&agemaxpar, &bage, &fage, &estepm);
 5603:     if (estepm==0 || estepm < stepm) estepm=stepm;
 5604:     if (fage <= 2) {
 5605:       bage = ageminpar;
 5606:       fage = agemaxpar;
 5607:     }
 5608:     
 5609:     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
 5610:     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
 5611:     fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
 5612:     
 5613:     while((c=getc(ficpar))=='#' && c!= EOF){
 5614:       ungetc(c,ficpar);
 5615:       fgets(line, MAXLINE, ficpar);
 5616:       puts(line);
 5617:       fputs(line,ficparo);
 5618:     }
 5619:     ungetc(c,ficpar);
 5620:     
 5621:     fscanf(ficpar,"begin-prev-date=%lf/%lf/%lf end-prev-date=%lf/%lf/%lf mov_average=%d\n",&jprev1, &mprev1,&anprev1,&jprev2, &mprev2,&anprev2,&mobilav);
 5622:     fprintf(ficparo,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
 5623:     fprintf(ficres,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
 5624:     printf("begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
 5625:     fprintf(ficlog,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
 5626:     
 5627:     while((c=getc(ficpar))=='#' && c!= EOF){
 5628:       ungetc(c,ficpar);
 5629:       fgets(line, MAXLINE, ficpar);
 5630:       puts(line);
 5631:       fputs(line,ficparo);
 5632:     }
 5633:     ungetc(c,ficpar);
 5634:     
 5635:     
 5636:     dateprev1=anprev1+(mprev1-1)/12.+(jprev1-1)/365.;
 5637:     dateprev2=anprev2+(mprev2-1)/12.+(jprev2-1)/365.;
 5638:     
 5639:     fscanf(ficpar,"pop_based=%d\n",&popbased);
 5640:     fprintf(ficparo,"pop_based=%d\n",popbased);   
 5641:     fprintf(ficres,"pop_based=%d\n",popbased);   
 5642:     
 5643:     while((c=getc(ficpar))=='#' && c!= EOF){
 5644:       ungetc(c,ficpar);
 5645:       fgets(line, MAXLINE, ficpar);
 5646:       puts(line);
 5647:       fputs(line,ficparo);
 5648:     }
 5649:     ungetc(c,ficpar);
 5650:     
 5651:     fscanf(ficpar,"prevforecast=%d starting-proj-date=%lf/%lf/%lf final-proj-date=%lf/%lf/%lf mobil_average=%d\n",&prevfcast,&jproj1,&mproj1,&anproj1,&jproj2,&mproj2,&anproj2,&mobilavproj);
 5652:     fprintf(ficparo,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
 5653:     printf("prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
 5654:     fprintf(ficlog,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
 5655:     fprintf(ficres,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
 5656:     /* day and month of proj2 are not used but only year anproj2.*/
 5657:     
 5658:     
 5659:     
 5660:     /*  freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);*/
 5661:     /*,dateprev1,dateprev2,jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
 5662:     
 5663:     replace_back_to_slash(pathc,pathcd); /* Even gnuplot wants a / */
 5664:     printinggnuplot(fileres, optionfilefiname,ageminpar,agemaxpar,fage, pathc,p);
 5665:     
 5666:     printinghtml(fileres,title,datafile, firstpass, lastpass, stepm, weightopt,\
 5667: 		 model,imx,jmin,jmax,jmean,rfileres,popforecast,estepm,\
 5668: 		 jprev1,mprev1,anprev1,jprev2,mprev2,anprev2);
 5669:       
 5670:    /*------------ free_vector  -------------*/
 5671:    /*  chdir(path); */
 5672:  
 5673:     free_ivector(wav,1,imx);
 5674:     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);
 5675:     free_imatrix(bh,1,lastpass-firstpass+1,1,imx);
 5676:     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);   
 5677:     free_lvector(num,1,n);
 5678:     free_vector(agedc,1,n);
 5679:     /*free_matrix(covar,0,NCOVMAX,1,n);*/
 5680:     /*free_matrix(covar,1,NCOVMAX,1,n);*/
 5681:     fclose(ficparo);
 5682:     fclose(ficres);
 5683: 
 5684: 
 5685:     /*--------------- Prevalence limit  (period or stable prevalence) --------------*/
 5686:   
 5687:     strcpy(filerespl,"pl");
 5688:     strcat(filerespl,fileres);
 5689:     if((ficrespl=fopen(filerespl,"w"))==NULL) {
 5690:       printf("Problem with period (stable) prevalence resultfile: %s\n", filerespl);goto end;
 5691:       fprintf(ficlog,"Problem with period (stable) prevalence resultfile: %s\n", filerespl);goto end;
 5692:     }
 5693:     printf("Computing period (stable) prevalence: result on file '%s' \n", filerespl);
 5694:     fprintf(ficlog,"Computing period (stable) prevalence: result on file '%s' \n", filerespl);
 5695:     pstamp(ficrespl);
 5696:     fprintf(ficrespl,"# Period (stable) prevalence \n");
 5697:     fprintf(ficrespl,"#Age ");
 5698:     for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);
 5699:     fprintf(ficrespl,"\n");
 5700:   
 5701:     prlim=matrix(1,nlstate,1,nlstate);
 5702: 
 5703:     agebase=ageminpar;
 5704:     agelim=agemaxpar;
 5705:     ftolpl=1.e-10;
 5706:     i1=cptcoveff;
 5707:     if (cptcovn < 1){i1=1;}
 5708: 
 5709:     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
 5710:       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
 5711: 	k=k+1;
 5712: 	/* to clean */
 5713: 	printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,codtab[cptcod][cptcov],nbcode);
 5714: 	fprintf(ficrespl,"\n#******");
 5715: 	printf("\n#******");
 5716: 	fprintf(ficlog,"\n#******");
 5717: 	for(j=1;j<=cptcoveff;j++) {
 5718: 	  fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 5719: 	  printf(" V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 5720: 	  fprintf(ficlog," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 5721: 	}
 5722: 	fprintf(ficrespl,"******\n");
 5723: 	printf("******\n");
 5724: 	fprintf(ficlog,"******\n");
 5725: 	
 5726: 	for (age=agebase; age<=agelim; age++){
 5727: 	  prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
 5728: 	  fprintf(ficrespl,"%.0f ",age );
 5729: 	  for(j=1;j<=cptcoveff;j++)
 5730: 	    fprintf(ficrespl,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 5731: 	  for(i=1; i<=nlstate;i++)
 5732: 	    fprintf(ficrespl," %.5f", prlim[i][i]);
 5733: 	  fprintf(ficrespl,"\n");
 5734: 	}
 5735:       }
 5736:     }
 5737:     fclose(ficrespl);
 5738: 
 5739:     /*------------- h Pij x at various ages ------------*/
 5740:   
 5741:     strcpy(filerespij,"pij");  strcat(filerespij,fileres);
 5742:     if((ficrespij=fopen(filerespij,"w"))==NULL) {
 5743:       printf("Problem with Pij resultfile: %s\n", filerespij);goto end;
 5744:       fprintf(ficlog,"Problem with Pij resultfile: %s\n", filerespij);goto end;
 5745:     }
 5746:     printf("Computing pij: result on file '%s' \n", filerespij);
 5747:     fprintf(ficlog,"Computing pij: result on file '%s' \n", filerespij);
 5748:   
 5749:     stepsize=(int) (stepm+YEARM-1)/YEARM;
 5750:     /*if (stepm<=24) stepsize=2;*/
 5751: 
 5752:     agelim=AGESUP;
 5753:     hstepm=stepsize*YEARM; /* Every year of age */
 5754:     hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */ 
 5755: 
 5756:     /* hstepm=1;   aff par mois*/
 5757:     pstamp(ficrespij);
 5758:     fprintf(ficrespij,"#****** h Pij x Probability to be in state j at age x+h being in i at x ");
 5759:     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
 5760:       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
 5761: 	k=k+1;
 5762: 	fprintf(ficrespij,"\n#****** ");
 5763: 	for(j=1;j<=cptcoveff;j++) 
 5764: 	  fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 5765: 	fprintf(ficrespij,"******\n");
 5766: 	
 5767: 	for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */
 5768: 	  nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
 5769: 	  nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
 5770: 
 5771: 	  /*	  nhstepm=nhstepm*YEARM; aff par mois*/
 5772: 
 5773: 	  p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 5774: 	  oldm=oldms;savm=savms;
 5775: 	  hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
 5776: 	  fprintf(ficrespij,"# Cov Agex agex+h hpijx with i,j=");
 5777: 	  for(i=1; i<=nlstate;i++)
 5778: 	    for(j=1; j<=nlstate+ndeath;j++)
 5779: 	      fprintf(ficrespij," %1d-%1d",i,j);
 5780: 	  fprintf(ficrespij,"\n");
 5781: 	  for (h=0; h<=nhstepm; h++){
 5782: 	    fprintf(ficrespij,"%d %3.f %3.f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );
 5783: 	    for(i=1; i<=nlstate;i++)
 5784: 	      for(j=1; j<=nlstate+ndeath;j++)
 5785: 		fprintf(ficrespij," %.5f", p3mat[i][j][h]);
 5786: 	    fprintf(ficrespij,"\n");
 5787: 	  }
 5788: 	  free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 5789: 	  fprintf(ficrespij,"\n");
 5790: 	}
 5791:       }
 5792:     }
 5793: 
 5794:     varprob(optionfilefiname, matcov, p, delti, nlstate, bage, fage,k,Tvar,nbcode, ncodemax,strstart);
 5795: 
 5796:     fclose(ficrespij);
 5797: 
 5798:     probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
 5799:     for(i=1;i<=AGESUP;i++)
 5800:       for(j=1;j<=NCOVMAX;j++)
 5801: 	for(k=1;k<=NCOVMAX;k++)
 5802: 	  probs[i][j][k]=0.;
 5803: 
 5804:     /*---------- Forecasting ------------------*/
 5805:     /*if((stepm == 1) && (strcmp(model,".")==0)){*/
 5806:     if(prevfcast==1){
 5807:       /*    if(stepm ==1){*/
 5808:       prevforecast(fileres, anproj1, mproj1, jproj1, agemin, agemax, dateprev1, dateprev2, mobilavproj, bage, fage, firstpass, lastpass, anproj2, p, cptcoveff);
 5809:       /* (popforecast==1) populforecast(fileres, anpyram,mpyram,jpyram, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anpyram1,p, i1);*/
 5810:       /*      }  */
 5811:       /*      else{ */
 5812:       /*        erreur=108; */
 5813:       /*        printf("Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
 5814:       /*        fprintf(ficlog,"Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
 5815:       /*      } */
 5816:     }
 5817:   
 5818: 
 5819:     /* Computes prevalence between agemin (i.e minimal age computed) and no more ageminpar */
 5820: 
 5821:     prevalence(probs, agemin, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
 5822:     /*  printf("ageminpar=%f, agemax=%f, s[lastpass][imx]=%d, agev[lastpass][imx]=%f, nlstate=%d, imx=%d,  mint[lastpass][imx]=%f, anint[lastpass][imx]=%f,dateprev1=%f, dateprev2=%f, firstpass=%d, lastpass=%d\n",\
 5823: 	ageminpar, agemax, s[lastpass][imx], agev[lastpass][imx], nlstate, imx, mint[lastpass][imx],anint[lastpass][imx], dateprev1, dateprev2, firstpass, lastpass);
 5824:     */
 5825: 
 5826:     if (mobilav!=0) {
 5827:       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 5828:       if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
 5829: 	fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
 5830: 	printf(" Error in movingaverage mobilav=%d\n",mobilav);
 5831:       }
 5832:     }
 5833: 
 5834: 
 5835:     /*---------- Health expectancies, no variances ------------*/
 5836: 
 5837:     strcpy(filerese,"e");
 5838:     strcat(filerese,fileres);
 5839:     if((ficreseij=fopen(filerese,"w"))==NULL) {
 5840:       printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
 5841:       fprintf(ficlog,"Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
 5842:     }
 5843:     printf("Computing Health Expectancies: result on file '%s' \n", filerese);
 5844:     fprintf(ficlog,"Computing Health Expectancies: result on file '%s' \n", filerese);
 5845:     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
 5846:       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
 5847: 	k=k+1; 
 5848: 	fprintf(ficreseij,"\n#****** ");
 5849: 	for(j=1;j<=cptcoveff;j++) {
 5850: 	  fprintf(ficreseij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 5851: 	}
 5852: 	fprintf(ficreseij,"******\n");
 5853: 
 5854: 	eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
 5855: 	oldm=oldms;savm=savms;
 5856: 	evsij(eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm, strstart);  
 5857:       
 5858: 	free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
 5859:       }
 5860:     }
 5861:     fclose(ficreseij);
 5862: 
 5863: 
 5864:     /*---------- Health expectancies and variances ------------*/
 5865: 
 5866: 
 5867:     strcpy(filerest,"t");
 5868:     strcat(filerest,fileres);
 5869:     if((ficrest=fopen(filerest,"w"))==NULL) {
 5870:       printf("Problem with total LE resultfile: %s\n", filerest);goto end;
 5871:       fprintf(ficlog,"Problem with total LE resultfile: %s\n", filerest);goto end;
 5872:     }
 5873:     printf("Computing Total Life expectancies with their standard errors: file '%s' \n", filerest); 
 5874:     fprintf(ficlog,"Computing Total Life expectancies with their standard errors: file '%s' \n", filerest); 
 5875: 
 5876: 
 5877:     strcpy(fileresstde,"stde");
 5878:     strcat(fileresstde,fileres);
 5879:     if((ficresstdeij=fopen(fileresstde,"w"))==NULL) {
 5880:       printf("Problem with Health Exp. and std errors resultfile: %s\n", fileresstde); exit(0);
 5881:       fprintf(ficlog,"Problem with Health Exp. and std errors resultfile: %s\n", fileresstde); exit(0);
 5882:     }
 5883:     printf("Computing Health Expectancies and standard errors: result on file '%s' \n", fileresstde);
 5884:     fprintf(ficlog,"Computing Health Expectancies and standard errors: result on file '%s' \n", fileresstde);
 5885: 
 5886:     strcpy(filerescve,"cve");
 5887:     strcat(filerescve,fileres);
 5888:     if((ficrescveij=fopen(filerescve,"w"))==NULL) {
 5889:       printf("Problem with Covar. Health Exp. resultfile: %s\n", filerescve); exit(0);
 5890:       fprintf(ficlog,"Problem with Covar. Health Exp. resultfile: %s\n", filerescve); exit(0);
 5891:     }
 5892:     printf("Computing Covar. of Health Expectancies: result on file '%s' \n", filerescve);
 5893:     fprintf(ficlog,"Computing Covar. of Health Expectancies: result on file '%s' \n", filerescve);
 5894: 
 5895:     strcpy(fileresv,"v");
 5896:     strcat(fileresv,fileres);
 5897:     if((ficresvij=fopen(fileresv,"w"))==NULL) {
 5898:       printf("Problem with variance resultfile: %s\n", fileresv);exit(0);
 5899:       fprintf(ficlog,"Problem with variance resultfile: %s\n", fileresv);exit(0);
 5900:     }
 5901:     printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
 5902:     fprintf(ficlog,"Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
 5903: 
 5904:     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
 5905:       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
 5906: 	k=k+1; 
 5907: 	fprintf(ficrest,"\n#****** ");
 5908: 	for(j=1;j<=cptcoveff;j++) 
 5909: 	  fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 5910: 	fprintf(ficrest,"******\n");
 5911: 
 5912: 	fprintf(ficresstdeij,"\n#****** ");
 5913: 	fprintf(ficrescveij,"\n#****** ");
 5914: 	for(j=1;j<=cptcoveff;j++) {
 5915: 	  fprintf(ficresstdeij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 5916: 	  fprintf(ficrescveij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 5917: 	}
 5918: 	fprintf(ficresstdeij,"******\n");
 5919: 	fprintf(ficrescveij,"******\n");
 5920: 
 5921: 	fprintf(ficresvij,"\n#****** ");
 5922: 	for(j=1;j<=cptcoveff;j++) 
 5923: 	  fprintf(ficresvij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 5924: 	fprintf(ficresvij,"******\n");
 5925: 
 5926: 	eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
 5927: 	oldm=oldms;savm=savms;
 5928: 	cvevsij(eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm, delti, matcov, strstart);  
 5929:  
 5930: 	vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
 5931: 	pstamp(ficrest);
 5932: 	for(vpopbased=0; vpopbased <= popbased; vpopbased++){ /* Done for vpopbased=0 and vpopbased=1 if popbased==1*/
 5933: 	  oldm=oldms;savm=savms;
 5934: 	  varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,vpopbased,mobilav, strstart);	  fprintf(ficrest,"# Total life expectancy with std error and decomposition into time to be expected in each health state\n#  (weighted average of eij where weights are ");
 5935: 	  if(vpopbased==1)
 5936: 	    fprintf(ficrest,"the age specific prevalence observed (cross-sectionally) in the population i.e cross-sectionally\n in each health state (popbased=1) (mobilav=%d)\n",mobilav);
 5937: 	  else
 5938: 	    fprintf(ficrest,"the age specific period (stable) prevalences in each health state \n");
 5939: 	  fprintf(ficrest,"# Age e.. (std) ");
 5940: 	  for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);
 5941: 	  fprintf(ficrest,"\n");
 5942: 
 5943: 	  epj=vector(1,nlstate+1);
 5944: 	  for(age=bage; age <=fage ;age++){
 5945: 	    prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
 5946: 	    if (vpopbased==1) {
 5947: 	      if(mobilav ==0){
 5948: 		for(i=1; i<=nlstate;i++)
 5949: 		  prlim[i][i]=probs[(int)age][i][k];
 5950: 	      }else{ /* mobilav */ 
 5951: 		for(i=1; i<=nlstate;i++)
 5952: 		  prlim[i][i]=mobaverage[(int)age][i][k];
 5953: 	      }
 5954: 	    }
 5955: 	
 5956: 	    fprintf(ficrest," %4.0f",age);
 5957: 	    for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){
 5958: 	      for(i=1, epj[j]=0.;i <=nlstate;i++) {
 5959: 		epj[j] += prlim[i][i]*eij[i][j][(int)age];
 5960: 		/*  printf("%lf %lf ", prlim[i][i] ,eij[i][j][(int)age]);*/
 5961: 	      }
 5962: 	      epj[nlstate+1] +=epj[j];
 5963: 	    }
 5964: 
 5965: 	    for(i=1, vepp=0.;i <=nlstate;i++)
 5966: 	      for(j=1;j <=nlstate;j++)
 5967: 		vepp += vareij[i][j][(int)age];
 5968: 	    fprintf(ficrest," %7.3f (%7.3f)", epj[nlstate+1],sqrt(vepp));
 5969: 	    for(j=1;j <=nlstate;j++){
 5970: 	      fprintf(ficrest," %7.3f (%7.3f)", epj[j],sqrt(vareij[j][j][(int)age]));
 5971: 	    }
 5972: 	    fprintf(ficrest,"\n");
 5973: 	  }
 5974: 	}
 5975: 	free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
 5976: 	free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);
 5977: 	free_vector(epj,1,nlstate+1);
 5978:       }
 5979:     }
 5980:     free_vector(weight,1,n);
 5981:     free_imatrix(Tvard,1,15,1,2);
 5982:     free_imatrix(s,1,maxwav+1,1,n);
 5983:     free_matrix(anint,1,maxwav,1,n); 
 5984:     free_matrix(mint,1,maxwav,1,n);
 5985:     free_ivector(cod,1,n);
 5986:     free_ivector(tab,1,NCOVMAX);
 5987:     fclose(ficresstdeij);
 5988:     fclose(ficrescveij);
 5989:     fclose(ficresvij);
 5990:     fclose(ficrest);
 5991:     fclose(ficpar);
 5992:   
 5993:     /*------- Variance of period (stable) prevalence------*/   
 5994: 
 5995:     strcpy(fileresvpl,"vpl");
 5996:     strcat(fileresvpl,fileres);
 5997:     if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
 5998:       printf("Problem with variance of period (stable) prevalence  resultfile: %s\n", fileresvpl);
 5999:       exit(0);
 6000:     }
 6001:     printf("Computing Variance-covariance of period (stable) prevalence: file '%s' \n", fileresvpl);
 6002: 
 6003:     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
 6004:       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
 6005: 	k=k+1;
 6006: 	fprintf(ficresvpl,"\n#****** ");
 6007: 	for(j=1;j<=cptcoveff;j++) 
 6008: 	  fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 6009: 	fprintf(ficresvpl,"******\n");
 6010:       
 6011: 	varpl=matrix(1,nlstate,(int) bage, (int) fage);
 6012: 	oldm=oldms;savm=savms;
 6013: 	varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k,strstart);
 6014: 	free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
 6015:       }
 6016:     }
 6017: 
 6018:     fclose(ficresvpl);
 6019: 
 6020:     /*---------- End : free ----------------*/
 6021:     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 6022:     free_ma3x(probs,1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
 6023: 
 6024:   }  /* mle==-3 arrives here for freeing */
 6025:  endfree:
 6026:   free_matrix(prlim,1,nlstate,1,nlstate);
 6027:     free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);
 6028:     free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);
 6029:     free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);
 6030:     free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);
 6031:     free_matrix(covar,0,NCOVMAX,1,n);
 6032:     free_matrix(matcov,1,npar,1,npar);
 6033:     /*free_vector(delti,1,npar);*/
 6034:     free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
 6035:     free_matrix(agev,1,maxwav,1,imx);
 6036:     free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);
 6037: 
 6038:     free_ivector(ncodemax,1,8);
 6039:     free_ivector(Tvar,1,15);
 6040:     free_ivector(Tprod,1,15);
 6041:     free_ivector(Tvaraff,1,15);
 6042:     free_ivector(Tage,1,15);
 6043: 
 6044:     free_imatrix(nbcode,0,NCOVMAX,0,NCOVMAX);
 6045:     free_imatrix(codtab,1,100,1,10);
 6046:   fflush(fichtm);
 6047:   fflush(ficgp);
 6048:   
 6049: 
 6050:   if((nberr >0) || (nbwarn>0)){
 6051:     printf("End of Imach with %d errors and/or %d warnings\n",nberr,nbwarn);
 6052:     fprintf(ficlog,"End of Imach with %d errors and/or warnings %d\n",nberr,nbwarn);
 6053:   }else{
 6054:     printf("End of Imach\n");
 6055:     fprintf(ficlog,"End of Imach\n");
 6056:   }
 6057:   printf("See log file on %s\n",filelog);
 6058:   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
 6059:   (void) gettimeofday(&end_time,&tzp);
 6060:   tm = *localtime(&end_time.tv_sec);
 6061:   tmg = *gmtime(&end_time.tv_sec);
 6062:   strcpy(strtend,asctime(&tm));
 6063:   printf("Local time at start %s\nLocal time at end   %s",strstart, strtend); 
 6064:   fprintf(ficlog,"Local time at start %s\nLocal time at end   %s\n",strstart, strtend); 
 6065:   printf("Total time used %s\n", asc_diff_time(end_time.tv_sec -start_time.tv_sec,tmpout));
 6066: 
 6067:   printf("Total time was %d Sec.\n", end_time.tv_sec -start_time.tv_sec);
 6068:   fprintf(ficlog,"Total time used %s\n", asc_diff_time(end_time.tv_sec -start_time.tv_sec,tmpout));
 6069:   fprintf(ficlog,"Total time was %d Sec.\n", end_time.tv_sec -start_time.tv_sec);
 6070:   /*  printf("Total time was %d uSec.\n", total_usecs);*/
 6071: /*   if(fileappend(fichtm,optionfilehtm)){ */
 6072:   fprintf(fichtm,"<br>Local time at start %s<br>Local time at end   %s<br>\n</body></html>",strstart, strtend);
 6073:   fclose(fichtm);
 6074:   fprintf(fichtmcov,"<br>Local time at start %s<br>Local time at end   %s<br>\n</body></html>",strstart, strtend);
 6075:   fclose(fichtmcov);
 6076:   fclose(ficgp);
 6077:   fclose(ficlog);
 6078:   /*------ End -----------*/
 6079: 
 6080: 
 6081:    printf("Before Current directory %s!\n",pathcd);
 6082:    if(chdir(pathcd) != 0)
 6083:     printf("Can't move to directory %s!\n",path);
 6084:   if(getcwd(pathcd,MAXLINE) > 0)
 6085:     printf("Current directory %s!\n",pathcd);
 6086:   /*strcat(plotcmd,CHARSEPARATOR);*/
 6087:   sprintf(plotcmd,"gnuplot");
 6088: #ifndef UNIX
 6089:   sprintf(plotcmd,"\"%sgnuplot.exe\"",pathimach);
 6090: #endif
 6091:   if(!stat(plotcmd,&info)){
 6092:     printf("Error gnuplot program not found: %s\n",plotcmd);fflush(stdout);
 6093:     if(!stat(getenv("GNUPLOTBIN"),&info)){
 6094:       printf("Error gnuplot program not found: %s Environment GNUPLOTBIN not set.\n",plotcmd);fflush(stdout);
 6095:     }else
 6096:       strcpy(pplotcmd,plotcmd);
 6097: #ifdef UNIX
 6098:     strcpy(plotcmd,GNUPLOTPROGRAM);
 6099:     if(!stat(plotcmd,&info)){
 6100:       printf("Error gnuplot program not found: %s\n",plotcmd);fflush(stdout);
 6101:     }else
 6102:       strcpy(pplotcmd,plotcmd);
 6103: #endif
 6104:   }else
 6105:     strcpy(pplotcmd,plotcmd);
 6106:   
 6107:   sprintf(plotcmd,"%s %s",pplotcmd, optionfilegnuplot);
 6108:   printf("Starting graphs with: %s\n",plotcmd);fflush(stdout);
 6109: 
 6110:   if((outcmd=system(plotcmd)) != 0){
 6111:     printf("\n Problem with gnuplot\n");
 6112:   }
 6113:   printf(" Wait...");
 6114:   while (z[0] != 'q') {
 6115:     /* chdir(path); */
 6116:     printf("\nType e to edit output files, g to graph again and q for exiting: ");
 6117:     scanf("%s",z);
 6118: /*     if (z[0] == 'c') system("./imach"); */
 6119:     if (z[0] == 'e') {
 6120:       printf("Starting browser with: %s",optionfilehtm);fflush(stdout);
 6121:       system(optionfilehtm);
 6122:     }
 6123:     else if (z[0] == 'g') system(plotcmd);
 6124:     else if (z[0] == 'q') exit(0);
 6125:   }
 6126:   end:
 6127:   while (z[0] != 'q') {
 6128:     printf("\nType  q for exiting: ");
 6129:     scanf("%s",z);
 6130:   }
 6131: }
 6132: 
 6133: 
 6134: 

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