File:  [Local Repository] / imach / src / imach.c
Revision 1.137: download - view: text, annotated - select for diffs
Thu Apr 29 18:11:38 2010 UTC (14 years, 1 month ago) by brouard
Branches: MAIN
CVS tags: HEAD
(Module): Checking covariates for more complex models
than V1+V2. A lot of change to be done. Unstable.

    1: /* $Id: imach.c,v 1.137 2010/04/29 18:11:38 brouard Exp $
    2:   $State: Exp $
    3:   $Log: imach.c,v $
    4:   Revision 1.137  2010/04/29 18:11:38  brouard
    5:   (Module): Checking covariates for more complex models
    6:   than V1+V2. A lot of change to be done. Unstable.
    7: 
    8:   Revision 1.136  2010/04/26 20:30:53  brouard
    9:   (Module): merging some libgsl code. Fixing computation
   10:   of likelione (using inter/intrapolation if mle = 0) in order to
   11:   get same likelihood as if mle=1.
   12:   Some cleaning of code and comments added.
   13: 
   14:   Revision 1.135  2009/10/29 15:33:14  brouard
   15:   (Module): Now imach stops if date of birth, at least year of birth, is not given. Some cleaning of the code.
   16: 
   17:   Revision 1.134  2009/10/29 13:18:53  brouard
   18:   (Module): Now imach stops if date of birth, at least year of birth, is not given. Some cleaning of the code.
   19: 
   20:   Revision 1.133  2009/07/06 10:21:25  brouard
   21:   just nforces
   22: 
   23:   Revision 1.132  2009/07/06 08:22:05  brouard
   24:   Many tings
   25: 
   26:   Revision 1.131  2009/06/20 16:22:47  brouard
   27:   Some dimensions resccaled
   28: 
   29:   Revision 1.130  2009/05/26 06:44:34  brouard
   30:   (Module): Max Covariate is now set to 20 instead of 8. A
   31:   lot of cleaning with variables initialized to 0. Trying to make
   32:   V2+V3*age+V1+V4 strb=V3*age+V1+V4 working better.
   33: 
   34:   Revision 1.129  2007/08/31 13:49:27  lievre
   35:   Modification of the way of exiting when the covariate is not binary in order to see on the window the error message before exiting
   36: 
   37:   Revision 1.128  2006/06/30 13:02:05  brouard
   38:   (Module): Clarifications on computing e.j
   39: 
   40:   Revision 1.127  2006/04/28 18:11:50  brouard
   41:   (Module): Yes the sum of survivors was wrong since
   42:   imach-114 because nhstepm was no more computed in the age
   43:   loop. Now we define nhstepma in the age loop.
   44:   (Module): In order to speed up (in case of numerous covariates) we
   45:   compute health expectancies (without variances) in a first step
   46:   and then all the health expectancies with variances or standard
   47:   deviation (needs data from the Hessian matrices) which slows the
   48:   computation.
   49:   In the future we should be able to stop the program is only health
   50:   expectancies and graph are needed without standard deviations.
   51: 
   52:   Revision 1.126  2006/04/28 17:23:28  brouard
   53:   (Module): Yes the sum of survivors was wrong since
   54:   imach-114 because nhstepm was no more computed in the age
   55:   loop. Now we define nhstepma in the age loop.
   56:   Version 0.98h
   57: 
   58:   Revision 1.125  2006/04/04 15:20:31  lievre
   59:   Errors in calculation of health expectancies. Age was not initialized.
   60:   Forecasting file added.
   61: 
   62:   Revision 1.124  2006/03/22 17:13:53  lievre
   63:   Parameters are printed with %lf instead of %f (more numbers after the comma).
   64:   The log-likelihood is printed in the log file
   65: 
   66:   Revision 1.123  2006/03/20 10:52:43  brouard
   67:   * imach.c (Module): <title> changed, corresponds to .htm file
   68:   name. <head> headers where missing.
   69: 
   70:   * imach.c (Module): Weights can have a decimal point as for
   71:   English (a comma might work with a correct LC_NUMERIC environment,
   72:   otherwise the weight is truncated).
   73:   Modification of warning when the covariates values are not 0 or
   74:   1.
   75:   Version 0.98g
   76: 
   77:   Revision 1.122  2006/03/20 09:45:41  brouard
   78:   (Module): Weights can have a decimal point as for
   79:   English (a comma might work with a correct LC_NUMERIC environment,
   80:   otherwise the weight is truncated).
   81:   Modification of warning when the covariates values are not 0 or
   82:   1.
   83:   Version 0.98g
   84: 
   85:   Revision 1.121  2006/03/16 17:45:01  lievre
   86:   * imach.c (Module): Comments concerning covariates added
   87: 
   88:   * imach.c (Module): refinements in the computation of lli if
   89:   status=-2 in order to have more reliable computation if stepm is
   90:   not 1 month. Version 0.98f
   91: 
   92:   Revision 1.120  2006/03/16 15:10:38  lievre
   93:   (Module): refinements in the computation of lli if
   94:   status=-2 in order to have more reliable computation if stepm is
   95:   not 1 month. Version 0.98f
   96: 
   97:   Revision 1.119  2006/03/15 17:42:26  brouard
   98:   (Module): Bug if status = -2, the loglikelihood was
   99:   computed as likelihood omitting the logarithm. Version O.98e
  100: 
  101:   Revision 1.118  2006/03/14 18:20:07  brouard
  102:   (Module): varevsij Comments added explaining the second
  103:   table of variances if popbased=1 .
  104:   (Module): Covariances of eij, ekl added, graphs fixed, new html link.
  105:   (Module): Function pstamp added
  106:   (Module): Version 0.98d
  107: 
  108:   Revision 1.117  2006/03/14 17:16:22  brouard
  109:   (Module): varevsij Comments added explaining the second
  110:   table of variances if popbased=1 .
  111:   (Module): Covariances of eij, ekl added, graphs fixed, new html link.
  112:   (Module): Function pstamp added
  113:   (Module): Version 0.98d
  114: 
  115:   Revision 1.116  2006/03/06 10:29:27  brouard
  116:   (Module): Variance-covariance wrong links and
  117:   varian-covariance of ej. is needed (Saito).
  118: 
  119:   Revision 1.115  2006/02/27 12:17:45  brouard
  120:   (Module): One freematrix added in mlikeli! 0.98c
  121: 
  122:   Revision 1.114  2006/02/26 12:57:58  brouard
  123:   (Module): Some improvements in processing parameter
  124:   filename with strsep.
  125: 
  126:   Revision 1.113  2006/02/24 14:20:24  brouard
  127:   (Module): Memory leaks checks with valgrind and:
  128:   datafile was not closed, some imatrix were not freed and on matrix
  129:   allocation too.
  130: 
  131:   Revision 1.112  2006/01/30 09:55:26  brouard
  132:   (Module): Back to gnuplot.exe instead of wgnuplot.exe
  133: 
  134:   Revision 1.111  2006/01/25 20:38:18  brouard
  135:   (Module): Lots of cleaning and bugs added (Gompertz)
  136:   (Module): Comments can be added in data file. Missing date values
  137:   can be a simple dot '.'.
  138: 
  139:   Revision 1.110  2006/01/25 00:51:50  brouard
  140:   (Module): Lots of cleaning and bugs added (Gompertz)
  141: 
  142:   Revision 1.109  2006/01/24 19:37:15  brouard
  143:   (Module): Comments (lines starting with a #) are allowed in data.
  144: 
  145:   Revision 1.108  2006/01/19 18:05:42  lievre
  146:   Gnuplot problem appeared...
  147:   To be fixed
  148: 
  149:   Revision 1.107  2006/01/19 16:20:37  brouard
  150:   Test existence of gnuplot in imach path
  151: 
  152:   Revision 1.106  2006/01/19 13:24:36  brouard
  153:   Some cleaning and links added in html output
  154: 
  155:   Revision 1.105  2006/01/05 20:23:19  lievre
  156:   *** empty log message ***
  157: 
  158:   Revision 1.104  2005/09/30 16:11:43  lievre
  159:   (Module): sump fixed, loop imx fixed, and simplifications.
  160:   (Module): If the status is missing at the last wave but we know
  161:   that the person is alive, then we can code his/her status as -2
  162:   (instead of missing=-1 in earlier versions) and his/her
  163:   contributions to the likelihood is 1 - Prob of dying from last
  164:   health status (= 1-p13= p11+p12 in the easiest case of somebody in
  165:   the healthy state at last known wave). Version is 0.98
  166: 
  167:   Revision 1.103  2005/09/30 15:54:49  lievre
  168:   (Module): sump fixed, loop imx fixed, and simplifications.
  169: 
  170:   Revision 1.102  2004/09/15 17:31:30  brouard
  171:   Add the possibility to read data file including tab characters.
  172: 
  173:   Revision 1.101  2004/09/15 10:38:38  brouard
  174:   Fix on curr_time
  175: 
  176:   Revision 1.100  2004/07/12 18:29:06  brouard
  177:   Add version for Mac OS X. Just define UNIX in Makefile
  178: 
  179:   Revision 1.99  2004/06/05 08:57:40  brouard
  180:   *** empty log message ***
  181: 
  182:   Revision 1.98  2004/05/16 15:05:56  brouard
  183:   New version 0.97 . First attempt to estimate force of mortality
  184:   directly from the data i.e. without the need of knowing the health
  185:   state at each age, but using a Gompertz model: log u =a + b*age .
  186:   This is the basic analysis of mortality and should be done before any
  187:   other analysis, in order to test if the mortality estimated from the
  188:   cross-longitudinal survey is different from the mortality estimated
  189:   from other sources like vital statistic data.
  190: 
  191:   The same imach parameter file can be used but the option for mle should be -3.
  192: 
  193:   Agnès, who wrote this part of the code, tried to keep most of the
  194:   former routines in order to include the new code within the former code.
  195: 
  196:   The output is very simple: only an estimate of the intercept and of
  197:   the slope with 95% confident intervals.
  198: 
  199:   Current limitations:
  200:   A) Even if you enter covariates, i.e. with the
  201:   model= V1+V2 equation for example, the programm does only estimate a unique global model without covariates.
  202:   B) There is no computation of Life Expectancy nor Life Table.
  203: 
  204:   Revision 1.97  2004/02/20 13:25:42  lievre
  205:   Version 0.96d. Population forecasting command line is (temporarily)
  206:   suppressed.
  207: 
  208:   Revision 1.96  2003/07/15 15:38:55  brouard
  209:   * imach.c (Repository): Errors in subdirf, 2, 3 while printing tmpout is
  210:   rewritten within the same printf. Workaround: many printfs.
  211: 
  212:   Revision 1.95  2003/07/08 07:54:34  brouard
  213:   * imach.c (Repository):
  214:   (Repository): Using imachwizard code to output a more meaningful covariance
  215:   matrix (cov(a12,c31) instead of numbers.
  216: 
  217:   Revision 1.94  2003/06/27 13:00:02  brouard
  218:   Just cleaning
  219: 
  220:   Revision 1.93  2003/06/25 16:33:55  brouard
  221:   (Module): On windows (cygwin) function asctime_r doesn't
  222:   exist so I changed back to asctime which exists.
  223:   (Module): Version 0.96b
  224: 
  225:   Revision 1.92  2003/06/25 16:30:45  brouard
  226:   (Module): On windows (cygwin) function asctime_r doesn't
  227:   exist so I changed back to asctime which exists.
  228: 
  229:   Revision 1.91  2003/06/25 15:30:29  brouard
  230:   * imach.c (Repository): Duplicated warning errors corrected.
  231:   (Repository): Elapsed time after each iteration is now output. It
  232:   helps to forecast when convergence will be reached. Elapsed time
  233:   is stamped in powell.  We created a new html file for the graphs
  234:   concerning matrix of covariance. It has extension -cov.htm.
  235: 
  236:   Revision 1.90  2003/06/24 12:34:15  brouard
  237:   (Module): Some bugs corrected for windows. Also, when
  238:   mle=-1 a template is output in file "or"mypar.txt with the design
  239:   of the covariance matrix to be input.
  240: 
  241:   Revision 1.89  2003/06/24 12:30:52  brouard
  242:   (Module): Some bugs corrected for windows. Also, when
  243:   mle=-1 a template is output in file "or"mypar.txt with the design
  244:   of the covariance matrix to be input.
  245: 
  246:   Revision 1.88  2003/06/23 17:54:56  brouard
  247:   * 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.
  248: 
  249:   Revision 1.87  2003/06/18 12:26:01  brouard
  250:   Version 0.96
  251: 
  252:   Revision 1.86  2003/06/17 20:04:08  brouard
  253:   (Module): Change position of html and gnuplot routines and added
  254:   routine fileappend.
  255: 
  256:   Revision 1.85  2003/06/17 13:12:43  brouard
  257:   * imach.c (Repository): Check when date of death was earlier that
  258:   current date of interview. It may happen when the death was just
  259:   prior to the death. In this case, dh was negative and likelihood
  260:   was wrong (infinity). We still send an "Error" but patch by
  261:   assuming that the date of death was just one stepm after the
  262:   interview.
  263:   (Repository): Because some people have very long ID (first column)
  264:   we changed int to long in num[] and we added a new lvector for
  265:   memory allocation. But we also truncated to 8 characters (left
  266:   truncation)
  267:   (Repository): No more line truncation errors.
  268: 
  269:   Revision 1.84  2003/06/13 21:44:43  brouard
  270:   * imach.c (Repository): Replace "freqsummary" at a correct
  271:   place. It differs from routine "prevalence" which may be called
  272:   many times. Probs is memory consuming and must be used with
  273:   parcimony.
  274:   Version 0.95a3 (should output exactly the same maximization than 0.8a2)
  275: 
  276:   Revision 1.83  2003/06/10 13:39:11  lievre
  277:   *** empty log message ***
  278: 
  279:   Revision 1.82  2003/06/05 15:57:20  brouard
  280:   Add log in  imach.c and  fullversion number is now printed.
  281: 
  282: */
  283: /*
  284:    Interpolated Markov Chain
  285: 
  286:   Short summary of the programme:
  287:   
  288:   This program computes Healthy Life Expectancies from
  289:   cross-longitudinal data. Cross-longitudinal data consist in: -1- a
  290:   first survey ("cross") where individuals from different ages are
  291:   interviewed on their health status or degree of disability (in the
  292:   case of a health survey which is our main interest) -2- at least a
  293:   second wave of interviews ("longitudinal") which measure each change
  294:   (if any) in individual health status.  Health expectancies are
  295:   computed from the time spent in each health state according to a
  296:   model. More health states you consider, more time is necessary to reach the
  297:   Maximum Likelihood of the parameters involved in the model.  The
  298:   simplest model is the multinomial logistic model where pij is the
  299:   probability to be observed in state j at the second wave
  300:   conditional to be observed in state i at the first wave. Therefore
  301:   the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
  302:   'age' is age and 'sex' is a covariate. If you want to have a more
  303:   complex model than "constant and age", you should modify the program
  304:   where the markup *Covariates have to be included here again* invites
  305:   you to do it.  More covariates you add, slower the
  306:   convergence.
  307: 
  308:   The advantage of this computer programme, compared to a simple
  309:   multinomial logistic model, is clear when the delay between waves is not
  310:   identical for each individual. Also, if a individual missed an
  311:   intermediate interview, the information is lost, but taken into
  312:   account using an interpolation or extrapolation.  
  313: 
  314:   hPijx is the probability to be observed in state i at age x+h
  315:   conditional to the observed state i at age x. The delay 'h' can be
  316:   split into an exact number (nh*stepm) of unobserved intermediate
  317:   states. This elementary transition (by month, quarter,
  318:   semester or year) is modelled as a multinomial logistic.  The hPx
  319:   matrix is simply the matrix product of nh*stepm elementary matrices
  320:   and the contribution of each individual to the likelihood is simply
  321:   hPijx.
  322: 
  323:   Also this programme outputs the covariance matrix of the parameters but also
  324:   of the life expectancies. It also computes the period (stable) prevalence. 
  325:   
  326:   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
  327:            Institut national d'études démographiques, Paris.
  328:   This software have been partly granted by Euro-REVES, a concerted action
  329:   from the European Union.
  330:   It is copyrighted identically to a GNU software product, ie programme and
  331:   software can be distributed freely for non commercial use. Latest version
  332:   can be accessed at http://euroreves.ined.fr/imach .
  333: 
  334:   Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
  335:   or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
  336:   
  337:   **********************************************************************/
  338: /*
  339:   main
  340:   read parameterfile
  341:   read datafile
  342:   concatwav
  343:   freqsummary
  344:   if (mle >= 1)
  345:     mlikeli
  346:   print results files
  347:   if mle==1 
  348:      computes hessian
  349:   read end of parameter file: agemin, agemax, bage, fage, estepm
  350:       begin-prev-date,...
  351:   open gnuplot file
  352:   open html file
  353:   period (stable) prevalence
  354:    for age prevalim()
  355:   h Pij x
  356:   variance of p varprob
  357:   forecasting if prevfcast==1 prevforecast call prevalence()
  358:   health expectancies
  359:   Variance-covariance of DFLE
  360:   prevalence()
  361:    movingaverage()
  362:   varevsij() 
  363:   if popbased==1 varevsij(,popbased)
  364:   total life expectancies
  365:   Variance of period (stable) prevalence
  366:  end
  367: */
  368: 
  369: 
  370: 
  371:  
  372: #include <math.h>
  373: #include <stdio.h>
  374: #include <stdlib.h>
  375: #include <string.h>
  376: #include <unistd.h>
  377: 
  378: #include <limits.h>
  379: #include <sys/types.h>
  380: #include <sys/stat.h>
  381: #include <errno.h>
  382: extern int errno;
  383: 
  384: /* #include <sys/time.h> */
  385: #include <time.h>
  386: #include "timeval.h"
  387: 
  388: #ifdef GSL
  389: #include <gsl/gsl_errno.h>
  390: #include <gsl/gsl_multimin.h>
  391: #endif
  392: 
  393: /* #include <libintl.h> */
  394: /* #define _(String) gettext (String) */
  395: 
  396: #define MAXLINE 256
  397: 
  398: #define GNUPLOTPROGRAM "gnuplot"
  399: /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
  400: #define FILENAMELENGTH 132
  401: 
  402: #define	GLOCK_ERROR_NOPATH		-1	/* empty path */
  403: #define	GLOCK_ERROR_GETCWD		-2	/* cannot get cwd */
  404: 
  405: #define MAXPARM 128 /* Maximum number of parameters for the optimization */
  406: #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
  407: 
  408: #define NINTERVMAX 8
  409: #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
  410: #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
  411: #define NCOVMAX 20 /* Maximum number of covariates */
  412: #define MAXN 20000
  413: #define YEARM 12. /* Number of months per year */
  414: #define AGESUP 130
  415: #define AGEBASE 40
  416: #define AGEGOMP 10. /* Minimal age for Gompertz adjustment */
  417: #ifdef UNIX
  418: #define DIRSEPARATOR '/'
  419: #define CHARSEPARATOR "/"
  420: #define ODIRSEPARATOR '\\'
  421: #else
  422: #define DIRSEPARATOR '\\'
  423: #define CHARSEPARATOR "\\"
  424: #define ODIRSEPARATOR '/'
  425: #endif
  426: 
  427: /* $Id: imach.c,v 1.137 2010/04/29 18:11:38 brouard Exp $ */
  428: /* $State: Exp $ */
  429: 
  430: char version[]="Imach version 0.98m, April 2010, INED-EUROREVES-Institut de longevite ";
  431: char fullversion[]="$Revision: 1.137 $ $Date: 2010/04/29 18:11:38 $"; 
  432: char strstart[80];
  433: char optionfilext[10], optionfilefiname[FILENAMELENGTH];
  434: int erreur=0, nberr=0, nbwarn=0; /* Error number, number of errors number of warnings  */
  435: int nvar=0, nforce=0; /* Number of variables, number of forces */
  436: int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov=0; /* Number of covariates, of covariates with '*age' */
  437: int npar=NPARMAX;
  438: int nlstate=2; /* Number of live states */
  439: int ndeath=1; /* Number of dead states */
  440: int ncovmodel=0, ncovcol=0;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
  441: int popbased=0;
  442: 
  443: int *wav; /* Number of waves for this individuual 0 is possible */
  444: int maxwav=0; /* Maxim number of waves */
  445: int jmin=0, jmax=0; /* min, max spacing between 2 waves */
  446: int ijmin=0, ijmax=0; /* Individuals having jmin and jmax */ 
  447: int gipmx=0, gsw=0; /* Global variables on the number of contributions 
  448: 		   to the likelihood and the sum of weights (done by funcone)*/
  449: int mle=1, weightopt=0;
  450: int **mw; /* mw[mi][i] is number of the mi wave for this individual */
  451: int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
  452: int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
  453: 	   * wave mi and wave mi+1 is not an exact multiple of stepm. */
  454: double jmean=1; /* Mean space between 2 waves */
  455: double **oldm, **newm, **savm; /* Working pointers to matrices */
  456: double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
  457: /*FILE *fic ; */ /* Used in readdata only */
  458: FILE *ficpar, *ficparo,*ficres, *ficresp, *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
  459: FILE *ficlog, *ficrespow;
  460: int globpr=0; /* Global variable for printing or not */
  461: double fretone; /* Only one call to likelihood */
  462: long ipmx=0; /* Number of contributions */
  463: double sw; /* Sum of weights */
  464: char filerespow[FILENAMELENGTH];
  465: char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */
  466: FILE *ficresilk;
  467: FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
  468: FILE *ficresprobmorprev;
  469: FILE *fichtm, *fichtmcov; /* Html File */
  470: FILE *ficreseij;
  471: char filerese[FILENAMELENGTH];
  472: FILE *ficresstdeij;
  473: char fileresstde[FILENAMELENGTH];
  474: FILE *ficrescveij;
  475: char filerescve[FILENAMELENGTH];
  476: FILE  *ficresvij;
  477: char fileresv[FILENAMELENGTH];
  478: FILE  *ficresvpl;
  479: char fileresvpl[FILENAMELENGTH];
  480: char title[MAXLINE];
  481: char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
  482: char plotcmd[FILENAMELENGTH], pplotcmd[FILENAMELENGTH];
  483: char tmpout[FILENAMELENGTH],  tmpout2[FILENAMELENGTH]; 
  484: char command[FILENAMELENGTH];
  485: int  outcmd=0;
  486: 
  487: char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
  488: 
  489: char filelog[FILENAMELENGTH]; /* Log file */
  490: char filerest[FILENAMELENGTH];
  491: char fileregp[FILENAMELENGTH];
  492: char popfile[FILENAMELENGTH];
  493: 
  494: char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH], optionfilehtmcov[FILENAMELENGTH] ;
  495: 
  496: struct timeval start_time, end_time, curr_time, last_time, forecast_time;
  497: struct timezone tzp;
  498: extern int gettimeofday();
  499: struct tm tmg, tm, tmf, *gmtime(), *localtime();
  500: long time_value;
  501: extern long time();
  502: char strcurr[80], strfor[80];
  503: 
  504: char *endptr;
  505: long lval;
  506: double dval;
  507: 
  508: #define NR_END 1
  509: #define FREE_ARG char*
  510: #define FTOL 1.0e-10
  511: 
  512: #define NRANSI 
  513: #define ITMAX 200 
  514: 
  515: #define TOL 2.0e-4 
  516: 
  517: #define CGOLD 0.3819660 
  518: #define ZEPS 1.0e-10 
  519: #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
  520: 
  521: #define GOLD 1.618034 
  522: #define GLIMIT 100.0 
  523: #define TINY 1.0e-20 
  524: 
  525: static double maxarg1,maxarg2;
  526: #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
  527: #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
  528:   
  529: #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
  530: #define rint(a) floor(a+0.5)
  531: 
  532: static double sqrarg;
  533: #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
  534: #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
  535: int agegomp= AGEGOMP;
  536: 
  537: int imx; 
  538: int stepm=1;
  539: /* Stepm, step in month: minimum step interpolation*/
  540: 
  541: int estepm;
  542: /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
  543: 
  544: int m,nb;
  545: long *num;
  546: int firstpass=0, lastpass=4,*cod, *ncodemax, *Tage,*cens;
  547: double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
  548: double **pmmij, ***probs;
  549: double *ageexmed,*agecens;
  550: double dateintmean=0;
  551: 
  552: double *weight;
  553: int **s; /* Status */
  554: double *agedc, **covar, idx;
  555: int **nbcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
  556: double *lsurv, *lpop, *tpop;
  557: 
  558: double ftol=FTOL; /* Tolerance for computing Max Likelihood */
  559: double ftolhess; /* Tolerance for computing hessian */
  560: 
  561: /**************** split *************************/
  562: static	int split( char *path, char *dirc, char *name, char *ext, char *finame )
  563: {
  564:   /* From a file name with (full) path (either Unix or Windows) we extract the directory (dirc)
  565:      the name of the file (name), its extension only (ext) and its first part of the name (finame)
  566:   */ 
  567:   char	*ss;				/* pointer */
  568:   int	l1, l2;				/* length counters */
  569: 
  570:   l1 = strlen(path );			/* length of path */
  571:   if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
  572:   ss= strrchr( path, DIRSEPARATOR );		/* find last / */
  573:   if ( ss == NULL ) {			/* no directory, so determine current directory */
  574:     strcpy( name, path );		/* we got the fullname name because no directory */
  575:     /*if(strrchr(path, ODIRSEPARATOR )==NULL)
  576:       printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
  577:     /* get current working directory */
  578:     /*    extern  char* getcwd ( char *buf , int len);*/
  579:     if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
  580:       return( GLOCK_ERROR_GETCWD );
  581:     }
  582:     /* got dirc from getcwd*/
  583:     printf(" DIRC = %s \n",dirc);
  584:   } else {				/* strip direcotry from path */
  585:     ss++;				/* after this, the filename */
  586:     l2 = strlen( ss );			/* length of filename */
  587:     if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
  588:     strcpy( name, ss );		/* save file name */
  589:     strncpy( dirc, path, l1 - l2 );	/* now the directory */
  590:     dirc[l1-l2] = 0;			/* add zero */
  591:     printf(" DIRC2 = %s \n",dirc);
  592:   }
  593:   /* We add a separator at the end of dirc if not exists */
  594:   l1 = strlen( dirc );			/* length of directory */
  595:   if( dirc[l1-1] != DIRSEPARATOR ){
  596:     dirc[l1] =  DIRSEPARATOR;
  597:     dirc[l1+1] = 0; 
  598:     printf(" DIRC3 = %s \n",dirc);
  599:   }
  600:   ss = strrchr( name, '.' );		/* find last / */
  601:   if (ss >0){
  602:     ss++;
  603:     strcpy(ext,ss);			/* save extension */
  604:     l1= strlen( name);
  605:     l2= strlen(ss)+1;
  606:     strncpy( finame, name, l1-l2);
  607:     finame[l1-l2]= 0;
  608:   }
  609: 
  610:   return( 0 );				/* we're done */
  611: }
  612: 
  613: 
  614: /******************************************/
  615: 
  616: void replace_back_to_slash(char *s, char*t)
  617: {
  618:   int i;
  619:   int lg=0;
  620:   i=0;
  621:   lg=strlen(t);
  622:   for(i=0; i<= lg; i++) {
  623:     (s[i] = t[i]);
  624:     if (t[i]== '\\') s[i]='/';
  625:   }
  626: }
  627: 
  628: char *trimbb(char *out, char *in)
  629: { /* Trim multiple blanks in line but keeps first blanks if line starts with blanks */
  630:   char *s;
  631:   s=out;
  632:   while (*in != '\0'){
  633:     while( *in == ' ' && *(in+1) == ' '){ /* && *(in+1) != '\0'){*/
  634:       in++;
  635:     }
  636:     *out++ = *in++;
  637:   }
  638:   *out='\0';
  639:   return s;
  640: }
  641: 
  642: char *cutv(char *blocc, char *alocc, char *in, char occ)
  643: {
  644:   /* cuts string in into blocc and alocc where blocc ends before last occurence of char 'occ' 
  645:      and alocc starts after last occurence of char 'occ' : ex cutv(blocc,alocc,"abcdef2ghi2j",'2')
  646:      gives blocc="abcdef2ghi" and alocc="j".
  647:      If occ is not found blocc is null and alocc is equal to in. Returns alocc
  648:   */
  649:   char *s, *t;
  650:   t=in;s=in;
  651:   while (*in != '\0'){
  652:     while( *in == occ){
  653:       *blocc++ = *in++;
  654:       s=in;
  655:     }
  656:     *blocc++ = *in++;
  657:   }
  658:   if (s == t) /* occ not found */
  659:     *(blocc-(in-s))='\0';
  660:   else
  661:     *(blocc-(in-s)-1)='\0';
  662:   in=s;
  663:   while ( *in != '\0'){
  664:     *alocc++ = *in++;
  665:   }
  666: 
  667:   *alocc='\0';
  668:   return s;
  669: }
  670: 
  671: int nbocc(char *s, char occ)
  672: {
  673:   int i,j=0;
  674:   int lg=20;
  675:   i=0;
  676:   lg=strlen(s);
  677:   for(i=0; i<= lg; i++) {
  678:   if  (s[i] == occ ) j++;
  679:   }
  680:   return j;
  681: }
  682: 
  683: /* void cutv(char *u,char *v, char*t, char occ) */
  684: /* { */
  685: /*   /\* cuts string t into u and v where u ends before last occurence of char 'occ'  */
  686: /*      and v starts after last occurence of char 'occ' : ex cutv(u,v,"abcdef2ghi2j",'2') */
  687: /*      gives u="abcdef2ghi" and v="j" *\/ */
  688: /*   int i,lg,j,p=0; */
  689: /*   i=0; */
  690: /*   lg=strlen(t); */
  691: /*   for(j=0; j<=lg-1; j++) { */
  692: /*     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1; */
  693: /*   } */
  694: 
  695: /*   for(j=0; j<p; j++) { */
  696: /*     (u[j] = t[j]); */
  697: /*   } */
  698: /*      u[p]='\0'; */
  699: 
  700: /*    for(j=0; j<= lg; j++) { */
  701: /*     if (j>=(p+1))(v[j-p-1] = t[j]); */
  702: /*   } */
  703: /* } */
  704: 
  705: /********************** nrerror ********************/
  706: 
  707: void nrerror(char error_text[])
  708: {
  709:   fprintf(stderr,"ERREUR ...\n");
  710:   fprintf(stderr,"%s\n",error_text);
  711:   exit(EXIT_FAILURE);
  712: }
  713: /*********************** vector *******************/
  714: double *vector(int nl, int nh)
  715: {
  716:   double *v;
  717:   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
  718:   if (!v) nrerror("allocation failure in vector");
  719:   return v-nl+NR_END;
  720: }
  721: 
  722: /************************ free vector ******************/
  723: void free_vector(double*v, int nl, int nh)
  724: {
  725:   free((FREE_ARG)(v+nl-NR_END));
  726: }
  727: 
  728: /************************ivector *******************************/
  729: int *ivector(long nl,long nh)
  730: {
  731:   int *v;
  732:   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
  733:   if (!v) nrerror("allocation failure in ivector");
  734:   return v-nl+NR_END;
  735: }
  736: 
  737: /******************free ivector **************************/
  738: void free_ivector(int *v, long nl, long nh)
  739: {
  740:   free((FREE_ARG)(v+nl-NR_END));
  741: }
  742: 
  743: /************************lvector *******************************/
  744: long *lvector(long nl,long nh)
  745: {
  746:   long *v;
  747:   v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long)));
  748:   if (!v) nrerror("allocation failure in ivector");
  749:   return v-nl+NR_END;
  750: }
  751: 
  752: /******************free lvector **************************/
  753: void free_lvector(long *v, long nl, long nh)
  754: {
  755:   free((FREE_ARG)(v+nl-NR_END));
  756: }
  757: 
  758: /******************* imatrix *******************************/
  759: int **imatrix(long nrl, long nrh, long ncl, long nch) 
  760:      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
  761: { 
  762:   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
  763:   int **m; 
  764:   
  765:   /* allocate pointers to rows */ 
  766:   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
  767:   if (!m) nrerror("allocation failure 1 in matrix()"); 
  768:   m += NR_END; 
  769:   m -= nrl; 
  770:   
  771:   
  772:   /* allocate rows and set pointers to them */ 
  773:   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
  774:   if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
  775:   m[nrl] += NR_END; 
  776:   m[nrl] -= ncl; 
  777:   
  778:   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
  779:   
  780:   /* return pointer to array of pointers to rows */ 
  781:   return m; 
  782: } 
  783: 
  784: /****************** free_imatrix *************************/
  785: void free_imatrix(m,nrl,nrh,ncl,nch)
  786:       int **m;
  787:       long nch,ncl,nrh,nrl; 
  788:      /* free an int matrix allocated by imatrix() */ 
  789: { 
  790:   free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
  791:   free((FREE_ARG) (m+nrl-NR_END)); 
  792: } 
  793: 
  794: /******************* matrix *******************************/
  795: double **matrix(long nrl, long nrh, long ncl, long nch)
  796: {
  797:   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
  798:   double **m;
  799: 
  800:   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
  801:   if (!m) nrerror("allocation failure 1 in matrix()");
  802:   m += NR_END;
  803:   m -= nrl;
  804: 
  805:   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
  806:   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
  807:   m[nrl] += NR_END;
  808:   m[nrl] -= ncl;
  809: 
  810:   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
  811:   return m;
  812:   /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) 
  813:    */
  814: }
  815: 
  816: /*************************free matrix ************************/
  817: void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
  818: {
  819:   free((FREE_ARG)(m[nrl]+ncl-NR_END));
  820:   free((FREE_ARG)(m+nrl-NR_END));
  821: }
  822: 
  823: /******************* ma3x *******************************/
  824: double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
  825: {
  826:   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
  827:   double ***m;
  828: 
  829:   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
  830:   if (!m) nrerror("allocation failure 1 in matrix()");
  831:   m += NR_END;
  832:   m -= nrl;
  833: 
  834:   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
  835:   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
  836:   m[nrl] += NR_END;
  837:   m[nrl] -= ncl;
  838: 
  839:   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
  840: 
  841:   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
  842:   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
  843:   m[nrl][ncl] += NR_END;
  844:   m[nrl][ncl] -= nll;
  845:   for (j=ncl+1; j<=nch; j++) 
  846:     m[nrl][j]=m[nrl][j-1]+nlay;
  847:   
  848:   for (i=nrl+1; i<=nrh; i++) {
  849:     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
  850:     for (j=ncl+1; j<=nch; j++) 
  851:       m[i][j]=m[i][j-1]+nlay;
  852:   }
  853:   return m; 
  854:   /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
  855:            &(m[i][j][k]) <=> *((*(m+i) + j)+k)
  856:   */
  857: }
  858: 
  859: /*************************free ma3x ************************/
  860: void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
  861: {
  862:   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
  863:   free((FREE_ARG)(m[nrl]+ncl-NR_END));
  864:   free((FREE_ARG)(m+nrl-NR_END));
  865: }
  866: 
  867: /*************** function subdirf ***********/
  868: char *subdirf(char fileres[])
  869: {
  870:   /* Caution optionfilefiname is hidden */
  871:   strcpy(tmpout,optionfilefiname);
  872:   strcat(tmpout,"/"); /* Add to the right */
  873:   strcat(tmpout,fileres);
  874:   return tmpout;
  875: }
  876: 
  877: /*************** function subdirf2 ***********/
  878: char *subdirf2(char fileres[], char *preop)
  879: {
  880:   
  881:   /* Caution optionfilefiname is hidden */
  882:   strcpy(tmpout,optionfilefiname);
  883:   strcat(tmpout,"/");
  884:   strcat(tmpout,preop);
  885:   strcat(tmpout,fileres);
  886:   return tmpout;
  887: }
  888: 
  889: /*************** function subdirf3 ***********/
  890: char *subdirf3(char fileres[], char *preop, char *preop2)
  891: {
  892:   
  893:   /* Caution optionfilefiname is hidden */
  894:   strcpy(tmpout,optionfilefiname);
  895:   strcat(tmpout,"/");
  896:   strcat(tmpout,preop);
  897:   strcat(tmpout,preop2);
  898:   strcat(tmpout,fileres);
  899:   return tmpout;
  900: }
  901: 
  902: /***************** f1dim *************************/
  903: extern int ncom; 
  904: extern double *pcom,*xicom;
  905: extern double (*nrfunc)(double []); 
  906:  
  907: double f1dim(double x) 
  908: { 
  909:   int j; 
  910:   double f;
  911:   double *xt; 
  912:  
  913:   xt=vector(1,ncom); 
  914:   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
  915:   f=(*nrfunc)(xt); 
  916:   free_vector(xt,1,ncom); 
  917:   return f; 
  918: } 
  919: 
  920: /*****************brent *************************/
  921: double brent(double ax, double bx, double cx, double (*f)(double), double tol, 	double *xmin) 
  922: { 
  923:   int iter; 
  924:   double a,b,d,etemp;
  925:   double fu,fv,fw,fx;
  926:   double ftemp;
  927:   double p,q,r,tol1,tol2,u,v,w,x,xm; 
  928:   double e=0.0; 
  929:  
  930:   a=(ax < cx ? ax : cx); 
  931:   b=(ax > cx ? ax : cx); 
  932:   x=w=v=bx; 
  933:   fw=fv=fx=(*f)(x); 
  934:   for (iter=1;iter<=ITMAX;iter++) { 
  935:     xm=0.5*(a+b); 
  936:     tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
  937:     /*		if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
  938:     printf(".");fflush(stdout);
  939:     fprintf(ficlog,".");fflush(ficlog);
  940: #ifdef DEBUG
  941:     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);
  942:     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);
  943:     /*		if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
  944: #endif
  945:     if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
  946:       *xmin=x; 
  947:       return fx; 
  948:     } 
  949:     ftemp=fu;
  950:     if (fabs(e) > tol1) { 
  951:       r=(x-w)*(fx-fv); 
  952:       q=(x-v)*(fx-fw); 
  953:       p=(x-v)*q-(x-w)*r; 
  954:       q=2.0*(q-r); 
  955:       if (q > 0.0) p = -p; 
  956:       q=fabs(q); 
  957:       etemp=e; 
  958:       e=d; 
  959:       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
  960: 	d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
  961:       else { 
  962: 	d=p/q; 
  963: 	u=x+d; 
  964: 	if (u-a < tol2 || b-u < tol2) 
  965: 	  d=SIGN(tol1,xm-x); 
  966:       } 
  967:     } else { 
  968:       d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
  969:     } 
  970:     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
  971:     fu=(*f)(u); 
  972:     if (fu <= fx) { 
  973:       if (u >= x) a=x; else b=x; 
  974:       SHFT(v,w,x,u) 
  975: 	SHFT(fv,fw,fx,fu) 
  976: 	} else { 
  977: 	  if (u < x) a=u; else b=u; 
  978: 	  if (fu <= fw || w == x) { 
  979: 	    v=w; 
  980: 	    w=u; 
  981: 	    fv=fw; 
  982: 	    fw=fu; 
  983: 	  } else if (fu <= fv || v == x || v == w) { 
  984: 	    v=u; 
  985: 	    fv=fu; 
  986: 	  } 
  987: 	} 
  988:   } 
  989:   nrerror("Too many iterations in brent"); 
  990:   *xmin=x; 
  991:   return fx; 
  992: } 
  993: 
  994: /****************** mnbrak ***********************/
  995: 
  996: void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
  997: 	    double (*func)(double)) 
  998: { 
  999:   double ulim,u,r,q, dum;
 1000:   double fu; 
 1001:  
 1002:   *fa=(*func)(*ax); 
 1003:   *fb=(*func)(*bx); 
 1004:   if (*fb > *fa) { 
 1005:     SHFT(dum,*ax,*bx,dum) 
 1006:       SHFT(dum,*fb,*fa,dum) 
 1007:       } 
 1008:   *cx=(*bx)+GOLD*(*bx-*ax); 
 1009:   *fc=(*func)(*cx); 
 1010:   while (*fb > *fc) { 
 1011:     r=(*bx-*ax)*(*fb-*fc); 
 1012:     q=(*bx-*cx)*(*fb-*fa); 
 1013:     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
 1014:       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
 1015:     ulim=(*bx)+GLIMIT*(*cx-*bx); 
 1016:     if ((*bx-u)*(u-*cx) > 0.0) { 
 1017:       fu=(*func)(u); 
 1018:     } else if ((*cx-u)*(u-ulim) > 0.0) { 
 1019:       fu=(*func)(u); 
 1020:       if (fu < *fc) { 
 1021: 	SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
 1022: 	  SHFT(*fb,*fc,fu,(*func)(u)) 
 1023: 	  } 
 1024:     } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
 1025:       u=ulim; 
 1026:       fu=(*func)(u); 
 1027:     } else { 
 1028:       u=(*cx)+GOLD*(*cx-*bx); 
 1029:       fu=(*func)(u); 
 1030:     } 
 1031:     SHFT(*ax,*bx,*cx,u) 
 1032:       SHFT(*fa,*fb,*fc,fu) 
 1033:       } 
 1034: } 
 1035: 
 1036: /*************** linmin ************************/
 1037: 
 1038: int ncom; 
 1039: double *pcom,*xicom;
 1040: double (*nrfunc)(double []); 
 1041:  
 1042: void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
 1043: { 
 1044:   double brent(double ax, double bx, double cx, 
 1045: 	       double (*f)(double), double tol, double *xmin); 
 1046:   double f1dim(double x); 
 1047:   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
 1048: 	      double *fc, double (*func)(double)); 
 1049:   int j; 
 1050:   double xx,xmin,bx,ax; 
 1051:   double fx,fb,fa;
 1052:  
 1053:   ncom=n; 
 1054:   pcom=vector(1,n); 
 1055:   xicom=vector(1,n); 
 1056:   nrfunc=func; 
 1057:   for (j=1;j<=n;j++) { 
 1058:     pcom[j]=p[j]; 
 1059:     xicom[j]=xi[j]; 
 1060:   } 
 1061:   ax=0.0; 
 1062:   xx=1.0; 
 1063:   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
 1064:   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
 1065: #ifdef DEBUG
 1066:   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
 1067:   fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
 1068: #endif
 1069:   for (j=1;j<=n;j++) { 
 1070:     xi[j] *= xmin; 
 1071:     p[j] += xi[j]; 
 1072:   } 
 1073:   free_vector(xicom,1,n); 
 1074:   free_vector(pcom,1,n); 
 1075: } 
 1076: 
 1077: char *asc_diff_time(long time_sec, char ascdiff[])
 1078: {
 1079:   long sec_left, days, hours, minutes;
 1080:   days = (time_sec) / (60*60*24);
 1081:   sec_left = (time_sec) % (60*60*24);
 1082:   hours = (sec_left) / (60*60) ;
 1083:   sec_left = (sec_left) %(60*60);
 1084:   minutes = (sec_left) /60;
 1085:   sec_left = (sec_left) % (60);
 1086:   sprintf(ascdiff,"%d day(s) %d hour(s) %d minute(s) %d second(s)",days, hours, minutes, sec_left);  
 1087:   return ascdiff;
 1088: }
 1089: 
 1090: /*************** powell ************************/
 1091: void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
 1092: 	    double (*func)(double [])) 
 1093: { 
 1094:   void linmin(double p[], double xi[], int n, double *fret, 
 1095: 	      double (*func)(double [])); 
 1096:   int i,ibig,j; 
 1097:   double del,t,*pt,*ptt,*xit;
 1098:   double fp,fptt;
 1099:   double *xits;
 1100:   int niterf, itmp;
 1101: 
 1102:   pt=vector(1,n); 
 1103:   ptt=vector(1,n); 
 1104:   xit=vector(1,n); 
 1105:   xits=vector(1,n); 
 1106:   *fret=(*func)(p); 
 1107:   for (j=1;j<=n;j++) pt[j]=p[j]; 
 1108:   for (*iter=1;;++(*iter)) { 
 1109:     fp=(*fret); 
 1110:     ibig=0; 
 1111:     del=0.0; 
 1112:     last_time=curr_time;
 1113:     (void) gettimeofday(&curr_time,&tzp);
 1114:     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);
 1115:     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);
 1116: /*     fprintf(ficrespow,"%d %.12f %ld",*iter,*fret,curr_time.tv_sec-start_time.tv_sec); */
 1117:    for (i=1;i<=n;i++) {
 1118:       printf(" %d %.12f",i, p[i]);
 1119:       fprintf(ficlog," %d %.12lf",i, p[i]);
 1120:       fprintf(ficrespow," %.12lf", p[i]);
 1121:     }
 1122:     printf("\n");
 1123:     fprintf(ficlog,"\n");
 1124:     fprintf(ficrespow,"\n");fflush(ficrespow);
 1125:     if(*iter <=3){
 1126:       tm = *localtime(&curr_time.tv_sec);
 1127:       strcpy(strcurr,asctime(&tm));
 1128: /*       asctime_r(&tm,strcurr); */
 1129:       forecast_time=curr_time; 
 1130:       itmp = strlen(strcurr);
 1131:       if(strcurr[itmp-1]=='\n')  /* Windows outputs with a new line */
 1132: 	strcurr[itmp-1]='\0';
 1133:       printf("\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
 1134:       fprintf(ficlog,"\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
 1135:       for(niterf=10;niterf<=30;niterf+=10){
 1136: 	forecast_time.tv_sec=curr_time.tv_sec+(niterf-*iter)*(curr_time.tv_sec-last_time.tv_sec);
 1137: 	tmf = *localtime(&forecast_time.tv_sec);
 1138: /* 	asctime_r(&tmf,strfor); */
 1139: 	strcpy(strfor,asctime(&tmf));
 1140: 	itmp = strlen(strfor);
 1141: 	if(strfor[itmp-1]=='\n')
 1142: 	strfor[itmp-1]='\0';
 1143: 	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);
 1144: 	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);
 1145:       }
 1146:     }
 1147:     for (i=1;i<=n;i++) { 
 1148:       for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
 1149:       fptt=(*fret); 
 1150: #ifdef DEBUG
 1151:       printf("fret=%lf \n",*fret);
 1152:       fprintf(ficlog,"fret=%lf \n",*fret);
 1153: #endif
 1154:       printf("%d",i);fflush(stdout);
 1155:       fprintf(ficlog,"%d",i);fflush(ficlog);
 1156:       linmin(p,xit,n,fret,func); 
 1157:       if (fabs(fptt-(*fret)) > del) { 
 1158: 	del=fabs(fptt-(*fret)); 
 1159: 	ibig=i; 
 1160:       } 
 1161: #ifdef DEBUG
 1162:       printf("%d %.12e",i,(*fret));
 1163:       fprintf(ficlog,"%d %.12e",i,(*fret));
 1164:       for (j=1;j<=n;j++) {
 1165: 	xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
 1166: 	printf(" x(%d)=%.12e",j,xit[j]);
 1167: 	fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
 1168:       }
 1169:       for(j=1;j<=n;j++) {
 1170: 	printf(" p=%.12e",p[j]);
 1171: 	fprintf(ficlog," p=%.12e",p[j]);
 1172:       }
 1173:       printf("\n");
 1174:       fprintf(ficlog,"\n");
 1175: #endif
 1176:     } 
 1177:     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
 1178: #ifdef DEBUG
 1179:       int k[2],l;
 1180:       k[0]=1;
 1181:       k[1]=-1;
 1182:       printf("Max: %.12e",(*func)(p));
 1183:       fprintf(ficlog,"Max: %.12e",(*func)(p));
 1184:       for (j=1;j<=n;j++) {
 1185: 	printf(" %.12e",p[j]);
 1186: 	fprintf(ficlog," %.12e",p[j]);
 1187:       }
 1188:       printf("\n");
 1189:       fprintf(ficlog,"\n");
 1190:       for(l=0;l<=1;l++) {
 1191: 	for (j=1;j<=n;j++) {
 1192: 	  ptt[j]=p[j]+(p[j]-pt[j])*k[l];
 1193: 	  printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
 1194: 	  fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
 1195: 	}
 1196: 	printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
 1197: 	fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
 1198:       }
 1199: #endif
 1200: 
 1201: 
 1202:       free_vector(xit,1,n); 
 1203:       free_vector(xits,1,n); 
 1204:       free_vector(ptt,1,n); 
 1205:       free_vector(pt,1,n); 
 1206:       return; 
 1207:     } 
 1208:     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
 1209:     for (j=1;j<=n;j++) { 
 1210:       ptt[j]=2.0*p[j]-pt[j]; 
 1211:       xit[j]=p[j]-pt[j]; 
 1212:       pt[j]=p[j]; 
 1213:     } 
 1214:     fptt=(*func)(ptt); 
 1215:     if (fptt < fp) { 
 1216:       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
 1217:       if (t < 0.0) { 
 1218: 	linmin(p,xit,n,fret,func); 
 1219: 	for (j=1;j<=n;j++) { 
 1220: 	  xi[j][ibig]=xi[j][n]; 
 1221: 	  xi[j][n]=xit[j]; 
 1222: 	}
 1223: #ifdef DEBUG
 1224: 	printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
 1225: 	fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
 1226: 	for(j=1;j<=n;j++){
 1227: 	  printf(" %.12e",xit[j]);
 1228: 	  fprintf(ficlog," %.12e",xit[j]);
 1229: 	}
 1230: 	printf("\n");
 1231: 	fprintf(ficlog,"\n");
 1232: #endif
 1233:       }
 1234:     } 
 1235:   } 
 1236: } 
 1237: 
 1238: /**** Prevalence limit (stable or period prevalence)  ****************/
 1239: 
 1240: double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
 1241: {
 1242:   /* Computes the prevalence limit in each live state at age x by left multiplying the unit
 1243:      matrix by transitions matrix until convergence is reached */
 1244: 
 1245:   int i, ii,j,k;
 1246:   double min, max, maxmin, maxmax,sumnew=0.;
 1247:   double **matprod2();
 1248:   double **out, cov[NCOVMAX+1], **pmij();
 1249:   double **newm;
 1250:   double agefin, delaymax=50 ; /* Max number of years to converge */
 1251: 
 1252:   for (ii=1;ii<=nlstate+ndeath;ii++)
 1253:     for (j=1;j<=nlstate+ndeath;j++){
 1254:       oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1255:     }
 1256: 
 1257:    cov[1]=1.;
 1258:  
 1259:  /* Even if hstepm = 1, at least one multiplication by the unit matrix */
 1260:   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
 1261:     newm=savm;
 1262:     /* Covariates have to be included here again */
 1263:      cov[2]=agefin;
 1264:   
 1265:       for (k=1; k<=cptcovn;k++) {
 1266: 	cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
 1267: 	/*	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]]);*/
 1268:       }
 1269:       for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
 1270:       for (k=1; k<=cptcovprod;k++)
 1271: 	cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]] * nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
 1272: 
 1273:       /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
 1274:       /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
 1275:       /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
 1276:     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
 1277: 
 1278:     savm=oldm;
 1279:     oldm=newm;
 1280:     maxmax=0.;
 1281:     for(j=1;j<=nlstate;j++){
 1282:       min=1.;
 1283:       max=0.;
 1284:       for(i=1; i<=nlstate; i++) {
 1285: 	sumnew=0;
 1286: 	for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
 1287: 	prlim[i][j]= newm[i][j]/(1-sumnew);
 1288: 	max=FMAX(max,prlim[i][j]);
 1289: 	min=FMIN(min,prlim[i][j]);
 1290:       }
 1291:       maxmin=max-min;
 1292:       maxmax=FMAX(maxmax,maxmin);
 1293:     }
 1294:     if(maxmax < ftolpl){
 1295:       return prlim;
 1296:     }
 1297:   }
 1298: }
 1299: 
 1300: /*************** transition probabilities ***************/ 
 1301: 
 1302: double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
 1303: {
 1304:   double s1, s2;
 1305:   /*double t34;*/
 1306:   int i,j,j1, nc, ii, jj;
 1307: 
 1308:     for(i=1; i<= nlstate; i++){
 1309:       for(j=1; j<i;j++){
 1310: 	for (nc=1, s2=0.;nc <=ncovmodel; nc++){
 1311: 	  /*s2 += param[i][j][nc]*cov[nc];*/
 1312: 	  s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
 1313: /* 	 printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2); */
 1314: 	}
 1315: 	ps[i][j]=s2;
 1316: /* 	printf("s1=%.17e, s2=%.17e\n",s1,s2); */
 1317:       }
 1318:       for(j=i+1; j<=nlstate+ndeath;j++){
 1319: 	for (nc=1, s2=0.;nc <=ncovmodel; nc++){
 1320: 	  s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
 1321: /* 	  printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2); */
 1322: 	}
 1323: 	ps[i][j]=s2;
 1324:       }
 1325:     }
 1326:     /*ps[3][2]=1;*/
 1327:     
 1328:     for(i=1; i<= nlstate; i++){
 1329:       s1=0;
 1330:       for(j=1; j<i; j++){
 1331: 	s1+=exp(ps[i][j]);
 1332: 	/*printf("debug1 %d %d ps=%lf exp(ps)=%lf s1+=%lf\n",i,j,ps[i][j],exp(ps[i][j]),s1); */
 1333:       }
 1334:       for(j=i+1; j<=nlstate+ndeath; j++){
 1335: 	s1+=exp(ps[i][j]);
 1336: 	/*printf("debug2 %d %d ps=%lf exp(ps)=%lf s1+=%lf\n",i,j,ps[i][j],exp(ps[i][j]),s1); */
 1337:       }
 1338:       ps[i][i]=1./(s1+1.);
 1339:       for(j=1; j<i; j++)
 1340: 	ps[i][j]= exp(ps[i][j])*ps[i][i];
 1341:       for(j=i+1; j<=nlstate+ndeath; j++)
 1342: 	ps[i][j]= exp(ps[i][j])*ps[i][i];
 1343:       /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
 1344:     } /* end i */
 1345:     
 1346:     for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
 1347:       for(jj=1; jj<= nlstate+ndeath; jj++){
 1348: 	ps[ii][jj]=0;
 1349: 	ps[ii][ii]=1;
 1350:       }
 1351:     }
 1352:     
 1353: 
 1354: /*        for(ii=1; ii<= nlstate+ndeath; ii++){ */
 1355: /* 	 for(jj=1; jj<= nlstate+ndeath; jj++){ */
 1356: /* 	   printf("ddd %lf ",ps[ii][jj]); */
 1357: /* 	 } */
 1358: /* 	 printf("\n "); */
 1359: /*        } */
 1360: /*        printf("\n ");printf("%lf ",cov[2]); */
 1361:        /*
 1362:       for(i=1; i<= npar; i++) printf("%f ",x[i]);
 1363:       goto end;*/
 1364:     return ps;
 1365: }
 1366: 
 1367: /**************** Product of 2 matrices ******************/
 1368: 
 1369: double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
 1370: {
 1371:   /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
 1372:      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
 1373:   /* in, b, out are matrice of pointers which should have been initialized 
 1374:      before: only the contents of out is modified. The function returns
 1375:      a pointer to pointers identical to out */
 1376:   long i, j, k;
 1377:   for(i=nrl; i<= nrh; i++)
 1378:     for(k=ncolol; k<=ncoloh; k++)
 1379:       for(j=ncl,out[i][k]=0.; j<=nch; j++)
 1380: 	out[i][k] +=in[i][j]*b[j][k];
 1381: 
 1382:   return out;
 1383: }
 1384: 
 1385: 
 1386: /************* Higher Matrix Product ***************/
 1387: 
 1388: double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
 1389: {
 1390:   /* Computes the transition matrix starting at age 'age' over 
 1391:      'nhstepm*hstepm*stepm' months (i.e. until
 1392:      age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
 1393:      nhstepm*hstepm matrices. 
 1394:      Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
 1395:      (typically every 2 years instead of every month which is too big 
 1396:      for the memory).
 1397:      Model is determined by parameters x and covariates have to be 
 1398:      included manually here. 
 1399: 
 1400:      */
 1401: 
 1402:   int i, j, d, h, k;
 1403:   double **out, cov[NCOVMAX+1];
 1404:   double **newm;
 1405: 
 1406:   /* Hstepm could be zero and should return the unit matrix */
 1407:   for (i=1;i<=nlstate+ndeath;i++)
 1408:     for (j=1;j<=nlstate+ndeath;j++){
 1409:       oldm[i][j]=(i==j ? 1.0 : 0.0);
 1410:       po[i][j][0]=(i==j ? 1.0 : 0.0);
 1411:     }
 1412:   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
 1413:   for(h=1; h <=nhstepm; h++){
 1414:     for(d=1; d <=hstepm; d++){
 1415:       newm=savm;
 1416:       /* Covariates have to be included here again */
 1417:       cov[1]=1.;
 1418:       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
 1419:       for (k=1; k<=cptcovn;k++) 
 1420: 	cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
 1421:       for (k=1; k<=cptcovage;k++)
 1422: 	cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
 1423:       for (k=1; k<=cptcovprod;k++)
 1424: 	cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
 1425: 
 1426: 
 1427:       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
 1428:       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
 1429:       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
 1430: 		   pmij(pmmij,cov,ncovmodel,x,nlstate));
 1431:       savm=oldm;
 1432:       oldm=newm;
 1433:     }
 1434:     for(i=1; i<=nlstate+ndeath; i++)
 1435:       for(j=1;j<=nlstate+ndeath;j++) {
 1436: 	po[i][j][h]=newm[i][j];
 1437: 	/*if(h==nhstepm) printf("po[%d][%d][%d]=%f ",i,j,h,po[i][j][h]);*/
 1438:       }
 1439:     /*printf("h=%d ",h);*/
 1440:   } /* end h */
 1441: /*     printf("\n H=%d \n",h); */
 1442:   return po;
 1443: }
 1444: 
 1445: 
 1446: /*************** log-likelihood *************/
 1447: double func( double *x)
 1448: {
 1449:   int i, ii, j, k, mi, d, kk;
 1450:   double l, ll[NLSTATEMAX+1], cov[NCOVMAX+1];
 1451:   double **out;
 1452:   double sw; /* Sum of weights */
 1453:   double lli; /* Individual log likelihood */
 1454:   int s1, s2;
 1455:   double bbh, survp;
 1456:   long ipmx;
 1457:   /*extern weight */
 1458:   /* We are differentiating ll according to initial status */
 1459:   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
 1460:   /*for(i=1;i<imx;i++) 
 1461:     printf(" %d\n",s[4][i]);
 1462:   */
 1463:   cov[1]=1.;
 1464: 
 1465:   for(k=1; k<=nlstate; k++) ll[k]=0.;
 1466: 
 1467:   if(mle==1){
 1468:     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1469:       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 1470:       /* In model V2+V1*V4+age*V3+V3*V2 Tvar[1] is V2, Tvar[2=V1*V4] 
 1471: 	 is 6, Tvar[3=age*V3] should not been computed because of age Tvar[4=V3*V2] 
 1472: 	 has been calculated etc */
 1473:       for(mi=1; mi<= wav[i]-1; mi++){
 1474: 	for (ii=1;ii<=nlstate+ndeath;ii++)
 1475: 	  for (j=1;j<=nlstate+ndeath;j++){
 1476: 	    oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1477: 	    savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1478: 	  }
 1479: 	for(d=0; d<dh[mi][i]; d++){
 1480: 	  newm=savm;
 1481: 	  cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1482: 	  for (kk=1; kk<=cptcovage;kk++) {
 1483: 	    cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2]; /* Tage[kk] gives the data-covariate associated with age */
 1484: 	  }
 1485: 	  out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1486: 		       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1487: 	  savm=oldm;
 1488: 	  oldm=newm;
 1489: 	} /* end mult */
 1490:       
 1491: 	/*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
 1492: 	/* But now since version 0.9 we anticipate for bias at large stepm.
 1493: 	 * If stepm is larger than one month (smallest stepm) and if the exact delay 
 1494: 	 * (in months) between two waves is not a multiple of stepm, we rounded to 
 1495: 	 * the nearest (and in case of equal distance, to the lowest) interval but now
 1496: 	 * we keep into memory the bias bh[mi][i] and also the previous matrix product
 1497: 	 * (i.e to dh[mi][i]-1) saved in 'savm'. Then we inter(extra)polate the
 1498: 	 * probability in order to take into account the bias as a fraction of the way
 1499: 	 * from savm to out if bh is negative or even beyond if bh is positive. bh varies
 1500: 	 * -stepm/2 to stepm/2 .
 1501: 	 * For stepm=1 the results are the same as for previous versions of Imach.
 1502: 	 * For stepm > 1 the results are less biased than in previous versions. 
 1503: 	 */
 1504: 	s1=s[mw[mi][i]][i];
 1505: 	s2=s[mw[mi+1][i]][i];
 1506: 	bbh=(double)bh[mi][i]/(double)stepm; 
 1507: 	/* bias bh is positive if real duration
 1508: 	 * is higher than the multiple of stepm and negative otherwise.
 1509: 	 */
 1510: 	/* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
 1511: 	if( s2 > nlstate){ 
 1512: 	  /* i.e. if s2 is a death state and if the date of death is known 
 1513: 	     then the contribution to the likelihood is the probability to 
 1514: 	     die between last step unit time and current  step unit time, 
 1515: 	     which is also equal to probability to die before dh 
 1516: 	     minus probability to die before dh-stepm . 
 1517: 	     In version up to 0.92 likelihood was computed
 1518: 	as if date of death was unknown. Death was treated as any other
 1519: 	health state: the date of the interview describes the actual state
 1520: 	and not the date of a change in health state. The former idea was
 1521: 	to consider that at each interview the state was recorded
 1522: 	(healthy, disable or death) and IMaCh was corrected; but when we
 1523: 	introduced the exact date of death then we should have modified
 1524: 	the contribution of an exact death to the likelihood. This new
 1525: 	contribution is smaller and very dependent of the step unit
 1526: 	stepm. It is no more the probability to die between last interview
 1527: 	and month of death but the probability to survive from last
 1528: 	interview up to one month before death multiplied by the
 1529: 	probability to die within a month. Thanks to Chris
 1530: 	Jackson for correcting this bug.  Former versions increased
 1531: 	mortality artificially. The bad side is that we add another loop
 1532: 	which slows down the processing. The difference can be up to 10%
 1533: 	lower mortality.
 1534: 	  */
 1535: 	  lli=log(out[s1][s2] - savm[s1][s2]);
 1536: 
 1537: 
 1538: 	} else if  (s2==-2) {
 1539: 	  for (j=1,survp=0. ; j<=nlstate; j++) 
 1540: 	    survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j];
 1541: 	  /*survp += out[s1][j]; */
 1542: 	  lli= log(survp);
 1543: 	}
 1544: 	
 1545:  	else if  (s2==-4) { 
 1546: 	  for (j=3,survp=0. ; j<=nlstate; j++)  
 1547: 	    survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j];
 1548:  	  lli= log(survp); 
 1549:  	} 
 1550: 
 1551:  	else if  (s2==-5) { 
 1552:  	  for (j=1,survp=0. ; j<=2; j++)  
 1553: 	    survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j];
 1554:  	  lli= log(survp); 
 1555:  	} 
 1556: 	
 1557: 	else{
 1558: 	  lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
 1559: 	  /*  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 */
 1560: 	} 
 1561: 	/*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
 1562: 	/*if(lli ==000.0)*/
 1563: 	/*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); */
 1564:   	ipmx +=1;
 1565: 	sw += weight[i];
 1566: 	ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1567:       } /* end of wave */
 1568:     } /* end of individual */
 1569:   }  else if(mle==2){
 1570:     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1571:       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 1572:       for(mi=1; mi<= wav[i]-1; mi++){
 1573: 	for (ii=1;ii<=nlstate+ndeath;ii++)
 1574: 	  for (j=1;j<=nlstate+ndeath;j++){
 1575: 	    oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1576: 	    savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1577: 	  }
 1578: 	for(d=0; d<=dh[mi][i]; d++){
 1579: 	  newm=savm;
 1580: 	  cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1581: 	  for (kk=1; kk<=cptcovage;kk++) {
 1582: 	    cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 1583: 	  }
 1584: 	  out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1585: 		       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1586: 	  savm=oldm;
 1587: 	  oldm=newm;
 1588: 	} /* end mult */
 1589:       
 1590: 	s1=s[mw[mi][i]][i];
 1591: 	s2=s[mw[mi+1][i]][i];
 1592: 	bbh=(double)bh[mi][i]/(double)stepm; 
 1593: 	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 */
 1594: 	ipmx +=1;
 1595: 	sw += weight[i];
 1596: 	ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1597:       } /* end of wave */
 1598:     } /* end of individual */
 1599:   }  else if(mle==3){  /* exponential inter-extrapolation */
 1600:     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1601:       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 1602:       for(mi=1; mi<= wav[i]-1; mi++){
 1603: 	for (ii=1;ii<=nlstate+ndeath;ii++)
 1604: 	  for (j=1;j<=nlstate+ndeath;j++){
 1605: 	    oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1606: 	    savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1607: 	  }
 1608: 	for(d=0; d<dh[mi][i]; d++){
 1609: 	  newm=savm;
 1610: 	  cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1611: 	  for (kk=1; kk<=cptcovage;kk++) {
 1612: 	    cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 1613: 	  }
 1614: 	  out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1615: 		       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1616: 	  savm=oldm;
 1617: 	  oldm=newm;
 1618: 	} /* end mult */
 1619:       
 1620: 	s1=s[mw[mi][i]][i];
 1621: 	s2=s[mw[mi+1][i]][i];
 1622: 	bbh=(double)bh[mi][i]/(double)stepm; 
 1623: 	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 */
 1624: 	ipmx +=1;
 1625: 	sw += weight[i];
 1626: 	ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1627:       } /* end of wave */
 1628:     } /* end of individual */
 1629:   }else if (mle==4){  /* ml=4 no inter-extrapolation */
 1630:     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1631:       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 1632:       for(mi=1; mi<= wav[i]-1; mi++){
 1633: 	for (ii=1;ii<=nlstate+ndeath;ii++)
 1634: 	  for (j=1;j<=nlstate+ndeath;j++){
 1635: 	    oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1636: 	    savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1637: 	  }
 1638: 	for(d=0; d<dh[mi][i]; d++){
 1639: 	  newm=savm;
 1640: 	  cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1641: 	  for (kk=1; kk<=cptcovage;kk++) {
 1642: 	    cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 1643: 	  }
 1644: 	
 1645: 	  out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1646: 		       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1647: 	  savm=oldm;
 1648: 	  oldm=newm;
 1649: 	} /* end mult */
 1650:       
 1651: 	s1=s[mw[mi][i]][i];
 1652: 	s2=s[mw[mi+1][i]][i];
 1653: 	if( s2 > nlstate){ 
 1654: 	  lli=log(out[s1][s2] - savm[s1][s2]);
 1655: 	}else{
 1656: 	  lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
 1657: 	}
 1658: 	ipmx +=1;
 1659: 	sw += weight[i];
 1660: 	ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1661: /* 	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]); */
 1662:       } /* end of wave */
 1663:     } /* end of individual */
 1664:   }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
 1665:     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1666:       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 1667:       for(mi=1; mi<= wav[i]-1; mi++){
 1668: 	for (ii=1;ii<=nlstate+ndeath;ii++)
 1669: 	  for (j=1;j<=nlstate+ndeath;j++){
 1670: 	    oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1671: 	    savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1672: 	  }
 1673: 	for(d=0; d<dh[mi][i]; d++){
 1674: 	  newm=savm;
 1675: 	  cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1676: 	  for (kk=1; kk<=cptcovage;kk++) {
 1677: 	    cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 1678: 	  }
 1679: 	
 1680: 	  out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1681: 		       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1682: 	  savm=oldm;
 1683: 	  oldm=newm;
 1684: 	} /* end mult */
 1685:       
 1686: 	s1=s[mw[mi][i]][i];
 1687: 	s2=s[mw[mi+1][i]][i];
 1688: 	lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
 1689: 	ipmx +=1;
 1690: 	sw += weight[i];
 1691: 	ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1692: 	/*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]);*/
 1693:       } /* end of wave */
 1694:     } /* end of individual */
 1695:   } /* End of if */
 1696:   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
 1697:   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
 1698:   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
 1699:   return -l;
 1700: }
 1701: 
 1702: /*************** log-likelihood *************/
 1703: double funcone( double *x)
 1704: {
 1705:   /* Same as likeli but slower because of a lot of printf and if */
 1706:   int i, ii, j, k, mi, d, kk;
 1707:   double l, ll[NLSTATEMAX+1], cov[NCOVMAX+1];
 1708:   double **out;
 1709:   double lli; /* Individual log likelihood */
 1710:   double llt;
 1711:   int s1, s2;
 1712:   double bbh, survp;
 1713:   /*extern weight */
 1714:   /* We are differentiating ll according to initial status */
 1715:   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
 1716:   /*for(i=1;i<imx;i++) 
 1717:     printf(" %d\n",s[4][i]);
 1718:   */
 1719:   cov[1]=1.;
 1720: 
 1721:   for(k=1; k<=nlstate; k++) ll[k]=0.;
 1722: 
 1723:   for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1724:     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 1725:     for(mi=1; mi<= wav[i]-1; mi++){
 1726:       for (ii=1;ii<=nlstate+ndeath;ii++)
 1727: 	for (j=1;j<=nlstate+ndeath;j++){
 1728: 	  oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1729: 	  savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1730: 	}
 1731:       for(d=0; d<dh[mi][i]; d++){
 1732: 	newm=savm;
 1733: 	cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1734: 	for (kk=1; kk<=cptcovage;kk++) {
 1735: 	  cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 1736: 	}
 1737: 	out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1738: 		     1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1739: 	savm=oldm;
 1740: 	oldm=newm;
 1741:       } /* end mult */
 1742:       
 1743:       s1=s[mw[mi][i]][i];
 1744:       s2=s[mw[mi+1][i]][i];
 1745:       bbh=(double)bh[mi][i]/(double)stepm; 
 1746:       /* bias is positive if real duration
 1747:        * is higher than the multiple of stepm and negative otherwise.
 1748:        */
 1749:       if( s2 > nlstate && (mle <5) ){  /* Jackson */
 1750: 	lli=log(out[s1][s2] - savm[s1][s2]);
 1751:       } else if  (s2==-2) {
 1752: 	for (j=1,survp=0. ; j<=nlstate; j++) 
 1753: 	  survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j];
 1754: 	lli= log(survp);
 1755:       }else if (mle==1){
 1756: 	lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
 1757:       } else if(mle==2){
 1758: 	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 */
 1759:       } else if(mle==3){  /* exponential inter-extrapolation */
 1760: 	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 */
 1761:       } else if (mle==4){  /* mle=4 no inter-extrapolation */
 1762: 	lli=log(out[s1][s2]); /* Original formula */
 1763:       } else{  /* mle=0 back to 1 */
 1764: 	lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
 1765: 	/*lli=log(out[s1][s2]); */ /* Original formula */
 1766:       } /* End of if */
 1767:       ipmx +=1;
 1768:       sw += weight[i];
 1769:       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1770:       /*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]); */
 1771:       if(globpr){
 1772: 	fprintf(ficresilk,"%9d %6d %2d %2d %1d %1d %3d %11.6f %8.4f\
 1773:  %11.6f %11.6f %11.6f ", \
 1774: 		num[i],i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],
 1775: 		2*weight[i]*lli,out[s1][s2],savm[s1][s2]);
 1776: 	for(k=1,llt=0.,l=0.; k<=nlstate; k++){
 1777: 	  llt +=ll[k]*gipmx/gsw;
 1778: 	  fprintf(ficresilk," %10.6f",-ll[k]*gipmx/gsw);
 1779: 	}
 1780: 	fprintf(ficresilk," %10.6f\n", -llt);
 1781:       }
 1782:     } /* end of wave */
 1783:   } /* end of individual */
 1784:   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
 1785:   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
 1786:   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
 1787:   if(globpr==0){ /* First time we count the contributions and weights */
 1788:     gipmx=ipmx;
 1789:     gsw=sw;
 1790:   }
 1791:   return -l;
 1792: }
 1793: 
 1794: 
 1795: /*************** function likelione ***********/
 1796: void likelione(FILE *ficres,double p[], int npar, int nlstate, int *globpri, long *ipmx, double *sw, double *fretone, double (*funcone)(double []))
 1797: {
 1798:   /* This routine should help understanding what is done with 
 1799:      the selection of individuals/waves and
 1800:      to check the exact contribution to the likelihood.
 1801:      Plotting could be done.
 1802:    */
 1803:   int k;
 1804: 
 1805:   if(*globpri !=0){ /* Just counts and sums, no printings */
 1806:     strcpy(fileresilk,"ilk"); 
 1807:     strcat(fileresilk,fileres);
 1808:     if((ficresilk=fopen(fileresilk,"w"))==NULL) {
 1809:       printf("Problem with resultfile: %s\n", fileresilk);
 1810:       fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
 1811:     }
 1812:     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");
 1813:     fprintf(ficresilk, "#num_i i s1 s2 mi mw dh likeli weight 2wlli out sav ");
 1814:     /* 	i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],2*weight[i]*lli,out[s1][s2],savm[s1][s2]); */
 1815:     for(k=1; k<=nlstate; k++) 
 1816:       fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k);
 1817:     fprintf(ficresilk," -2*gipw/gsw*weight*ll(total)\n");
 1818:   }
 1819: 
 1820:   *fretone=(*funcone)(p);
 1821:   if(*globpri !=0){
 1822:     fclose(ficresilk);
 1823:     fprintf(fichtm,"\n<br>File of contributions to the likelihood: <a href=\"%s\">%s</a><br>\n",subdirf(fileresilk),subdirf(fileresilk));
 1824:     fflush(fichtm); 
 1825:   } 
 1826:   return;
 1827: }
 1828: 
 1829: 
 1830: /*********** Maximum Likelihood Estimation ***************/
 1831: 
 1832: void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
 1833: {
 1834:   int i,j, iter;
 1835:   double **xi;
 1836:   double fret;
 1837:   double fretone; /* Only one call to likelihood */
 1838:   /*  char filerespow[FILENAMELENGTH];*/
 1839:   xi=matrix(1,npar,1,npar);
 1840:   for (i=1;i<=npar;i++)
 1841:     for (j=1;j<=npar;j++)
 1842:       xi[i][j]=(i==j ? 1.0 : 0.0);
 1843:   printf("Powell\n");  fprintf(ficlog,"Powell\n");
 1844:   strcpy(filerespow,"pow"); 
 1845:   strcat(filerespow,fileres);
 1846:   if((ficrespow=fopen(filerespow,"w"))==NULL) {
 1847:     printf("Problem with resultfile: %s\n", filerespow);
 1848:     fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
 1849:   }
 1850:   fprintf(ficrespow,"# Powell\n# iter -2*LL");
 1851:   for (i=1;i<=nlstate;i++)
 1852:     for(j=1;j<=nlstate+ndeath;j++)
 1853:       if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
 1854:   fprintf(ficrespow,"\n");
 1855: 
 1856:   powell(p,xi,npar,ftol,&iter,&fret,func);
 1857: 
 1858:   free_matrix(xi,1,npar,1,npar);
 1859:   fclose(ficrespow);
 1860:   printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
 1861:   fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
 1862:   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
 1863: 
 1864: }
 1865: 
 1866: /**** Computes Hessian and covariance matrix ***/
 1867: void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
 1868: {
 1869:   double  **a,**y,*x,pd;
 1870:   double **hess;
 1871:   int i, j,jk;
 1872:   int *indx;
 1873: 
 1874:   double hessii(double p[], double delta, int theta, double delti[],double (*func)(double []),int npar);
 1875:   double hessij(double p[], double delti[], int i, int j,double (*func)(double []),int npar);
 1876:   void lubksb(double **a, int npar, int *indx, double b[]) ;
 1877:   void ludcmp(double **a, int npar, int *indx, double *d) ;
 1878:   double gompertz(double p[]);
 1879:   hess=matrix(1,npar,1,npar);
 1880: 
 1881:   printf("\nCalculation of the hessian matrix. Wait...\n");
 1882:   fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
 1883:   for (i=1;i<=npar;i++){
 1884:     printf("%d",i);fflush(stdout);
 1885:     fprintf(ficlog,"%d",i);fflush(ficlog);
 1886:    
 1887:      hess[i][i]=hessii(p,ftolhess,i,delti,func,npar);
 1888:     
 1889:     /*  printf(" %f ",p[i]);
 1890: 	printf(" %lf %lf %lf",hess[i][i],ftolhess,delti[i]);*/
 1891:   }
 1892:   
 1893:   for (i=1;i<=npar;i++) {
 1894:     for (j=1;j<=npar;j++)  {
 1895:       if (j>i) { 
 1896: 	printf(".%d%d",i,j);fflush(stdout);
 1897: 	fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
 1898: 	hess[i][j]=hessij(p,delti,i,j,func,npar);
 1899: 	
 1900: 	hess[j][i]=hess[i][j];    
 1901: 	/*printf(" %lf ",hess[i][j]);*/
 1902:       }
 1903:     }
 1904:   }
 1905:   printf("\n");
 1906:   fprintf(ficlog,"\n");
 1907: 
 1908:   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
 1909:   fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
 1910:   
 1911:   a=matrix(1,npar,1,npar);
 1912:   y=matrix(1,npar,1,npar);
 1913:   x=vector(1,npar);
 1914:   indx=ivector(1,npar);
 1915:   for (i=1;i<=npar;i++)
 1916:     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
 1917:   ludcmp(a,npar,indx,&pd);
 1918: 
 1919:   for (j=1;j<=npar;j++) {
 1920:     for (i=1;i<=npar;i++) x[i]=0;
 1921:     x[j]=1;
 1922:     lubksb(a,npar,indx,x);
 1923:     for (i=1;i<=npar;i++){ 
 1924:       matcov[i][j]=x[i];
 1925:     }
 1926:   }
 1927: 
 1928:   printf("\n#Hessian matrix#\n");
 1929:   fprintf(ficlog,"\n#Hessian matrix#\n");
 1930:   for (i=1;i<=npar;i++) { 
 1931:     for (j=1;j<=npar;j++) { 
 1932:       printf("%.3e ",hess[i][j]);
 1933:       fprintf(ficlog,"%.3e ",hess[i][j]);
 1934:     }
 1935:     printf("\n");
 1936:     fprintf(ficlog,"\n");
 1937:   }
 1938: 
 1939:   /* Recompute Inverse */
 1940:   for (i=1;i<=npar;i++)
 1941:     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
 1942:   ludcmp(a,npar,indx,&pd);
 1943: 
 1944:   /*  printf("\n#Hessian matrix recomputed#\n");
 1945: 
 1946:   for (j=1;j<=npar;j++) {
 1947:     for (i=1;i<=npar;i++) x[i]=0;
 1948:     x[j]=1;
 1949:     lubksb(a,npar,indx,x);
 1950:     for (i=1;i<=npar;i++){ 
 1951:       y[i][j]=x[i];
 1952:       printf("%.3e ",y[i][j]);
 1953:       fprintf(ficlog,"%.3e ",y[i][j]);
 1954:     }
 1955:     printf("\n");
 1956:     fprintf(ficlog,"\n");
 1957:   }
 1958:   */
 1959: 
 1960:   free_matrix(a,1,npar,1,npar);
 1961:   free_matrix(y,1,npar,1,npar);
 1962:   free_vector(x,1,npar);
 1963:   free_ivector(indx,1,npar);
 1964:   free_matrix(hess,1,npar,1,npar);
 1965: 
 1966: 
 1967: }
 1968: 
 1969: /*************** hessian matrix ****************/
 1970: double hessii(double x[], double delta, int theta, double delti[], double (*func)(double []), int npar)
 1971: {
 1972:   int i;
 1973:   int l=1, lmax=20;
 1974:   double k1,k2;
 1975:   double p2[MAXPARM+1]; /* identical to x */
 1976:   double res;
 1977:   double delt=0.0001, delts, nkhi=10.,nkhif=1., khi=1.e-4;
 1978:   double fx;
 1979:   int k=0,kmax=10;
 1980:   double l1;
 1981: 
 1982:   fx=func(x);
 1983:   for (i=1;i<=npar;i++) p2[i]=x[i];
 1984:   for(l=0 ; l <=lmax; l++){
 1985:     l1=pow(10,l);
 1986:     delts=delt;
 1987:     for(k=1 ; k <kmax; k=k+1){
 1988:       delt = delta*(l1*k);
 1989:       p2[theta]=x[theta] +delt;
 1990:       k1=func(p2)-fx;
 1991:       p2[theta]=x[theta]-delt;
 1992:       k2=func(p2)-fx;
 1993:       /*res= (k1-2.0*fx+k2)/delt/delt; */
 1994:       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
 1995:       
 1996: #ifdef DEBUGHESS
 1997:       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);
 1998:       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);
 1999: #endif
 2000:       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
 2001:       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
 2002: 	k=kmax;
 2003:       }
 2004:       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
 2005: 	k=kmax; l=lmax*10.;
 2006:       }
 2007:       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
 2008: 	delts=delt;
 2009:       }
 2010:     }
 2011:   }
 2012:   delti[theta]=delts;
 2013:   return res; 
 2014:   
 2015: }
 2016: 
 2017: double hessij( double x[], double delti[], int thetai,int thetaj,double (*func)(double []),int npar)
 2018: {
 2019:   int i;
 2020:   int l=1, l1, lmax=20;
 2021:   double k1,k2,k3,k4,res,fx;
 2022:   double p2[MAXPARM+1];
 2023:   int k;
 2024: 
 2025:   fx=func(x);
 2026:   for (k=1; k<=2; k++) {
 2027:     for (i=1;i<=npar;i++) p2[i]=x[i];
 2028:     p2[thetai]=x[thetai]+delti[thetai]/k;
 2029:     p2[thetaj]=x[thetaj]+delti[thetaj]/k;
 2030:     k1=func(p2)-fx;
 2031:   
 2032:     p2[thetai]=x[thetai]+delti[thetai]/k;
 2033:     p2[thetaj]=x[thetaj]-delti[thetaj]/k;
 2034:     k2=func(p2)-fx;
 2035:   
 2036:     p2[thetai]=x[thetai]-delti[thetai]/k;
 2037:     p2[thetaj]=x[thetaj]+delti[thetaj]/k;
 2038:     k3=func(p2)-fx;
 2039:   
 2040:     p2[thetai]=x[thetai]-delti[thetai]/k;
 2041:     p2[thetaj]=x[thetaj]-delti[thetaj]/k;
 2042:     k4=func(p2)-fx;
 2043:     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
 2044: #ifdef DEBUG
 2045:     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);
 2046:     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);
 2047: #endif
 2048:   }
 2049:   return res;
 2050: }
 2051: 
 2052: /************** Inverse of matrix **************/
 2053: void ludcmp(double **a, int n, int *indx, double *d) 
 2054: { 
 2055:   int i,imax,j,k; 
 2056:   double big,dum,sum,temp; 
 2057:   double *vv; 
 2058:  
 2059:   vv=vector(1,n); 
 2060:   *d=1.0; 
 2061:   for (i=1;i<=n;i++) { 
 2062:     big=0.0; 
 2063:     for (j=1;j<=n;j++) 
 2064:       if ((temp=fabs(a[i][j])) > big) big=temp; 
 2065:     if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
 2066:     vv[i]=1.0/big; 
 2067:   } 
 2068:   for (j=1;j<=n;j++) { 
 2069:     for (i=1;i<j;i++) { 
 2070:       sum=a[i][j]; 
 2071:       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
 2072:       a[i][j]=sum; 
 2073:     } 
 2074:     big=0.0; 
 2075:     for (i=j;i<=n;i++) { 
 2076:       sum=a[i][j]; 
 2077:       for (k=1;k<j;k++) 
 2078: 	sum -= a[i][k]*a[k][j]; 
 2079:       a[i][j]=sum; 
 2080:       if ( (dum=vv[i]*fabs(sum)) >= big) { 
 2081: 	big=dum; 
 2082: 	imax=i; 
 2083:       } 
 2084:     } 
 2085:     if (j != imax) { 
 2086:       for (k=1;k<=n;k++) { 
 2087: 	dum=a[imax][k]; 
 2088: 	a[imax][k]=a[j][k]; 
 2089: 	a[j][k]=dum; 
 2090:       } 
 2091:       *d = -(*d); 
 2092:       vv[imax]=vv[j]; 
 2093:     } 
 2094:     indx[j]=imax; 
 2095:     if (a[j][j] == 0.0) a[j][j]=TINY; 
 2096:     if (j != n) { 
 2097:       dum=1.0/(a[j][j]); 
 2098:       for (i=j+1;i<=n;i++) a[i][j] *= dum; 
 2099:     } 
 2100:   } 
 2101:   free_vector(vv,1,n);  /* Doesn't work */
 2102: ;
 2103: } 
 2104: 
 2105: void lubksb(double **a, int n, int *indx, double b[]) 
 2106: { 
 2107:   int i,ii=0,ip,j; 
 2108:   double sum; 
 2109:  
 2110:   for (i=1;i<=n;i++) { 
 2111:     ip=indx[i]; 
 2112:     sum=b[ip]; 
 2113:     b[ip]=b[i]; 
 2114:     if (ii) 
 2115:       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
 2116:     else if (sum) ii=i; 
 2117:     b[i]=sum; 
 2118:   } 
 2119:   for (i=n;i>=1;i--) { 
 2120:     sum=b[i]; 
 2121:     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
 2122:     b[i]=sum/a[i][i]; 
 2123:   } 
 2124: } 
 2125: 
 2126: void pstamp(FILE *fichier)
 2127: {
 2128:   fprintf(fichier,"# %s.%s\n#%s\n#%s\n# %s", optionfilefiname,optionfilext,version,fullversion,strstart);
 2129: }
 2130: 
 2131: /************ Frequencies ********************/
 2132: 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[])
 2133: {  /* Some frequencies */
 2134:   
 2135:   int i, m, jk, k1,i1, j1, bool, z1,j;
 2136:   int first;
 2137:   double ***freq; /* Frequencies */
 2138:   double *pp, **prop;
 2139:   double pos,posprop, k2, dateintsum=0,k2cpt=0;
 2140:   char fileresp[FILENAMELENGTH];
 2141:   
 2142:   pp=vector(1,nlstate);
 2143:   prop=matrix(1,nlstate,iagemin,iagemax+3);
 2144:   strcpy(fileresp,"p");
 2145:   strcat(fileresp,fileres);
 2146:   if((ficresp=fopen(fileresp,"w"))==NULL) {
 2147:     printf("Problem with prevalence resultfile: %s\n", fileresp);
 2148:     fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
 2149:     exit(0);
 2150:   }
 2151:   freq= ma3x(-5,nlstate+ndeath,-5,nlstate+ndeath,iagemin,iagemax+3);
 2152:   j1=0;
 2153:   
 2154:   j=cptcoveff;
 2155:   if (cptcovn<1) {j=1;ncodemax[1]=1;}
 2156: 
 2157:   first=1;
 2158: 
 2159:   for(k1=1; k1<=j;k1++){
 2160:     for(i1=1; i1<=ncodemax[k1];i1++){
 2161:       j1++;
 2162:       /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
 2163: 	scanf("%d", i);*/
 2164:       for (i=-5; i<=nlstate+ndeath; i++)  
 2165: 	for (jk=-5; jk<=nlstate+ndeath; jk++)  
 2166: 	  for(m=iagemin; m <= iagemax+3; m++)
 2167: 	    freq[i][jk][m]=0;
 2168: 
 2169:     for (i=1; i<=nlstate; i++)  
 2170:       for(m=iagemin; m <= iagemax+3; m++)
 2171: 	prop[i][m]=0;
 2172:       
 2173:       dateintsum=0;
 2174:       k2cpt=0;
 2175:       for (i=1; i<=imx; i++) {
 2176: 	bool=1;
 2177: 	if  (cptcovn>0) {
 2178: 	  for (z1=1; z1<=cptcoveff; z1++) 
 2179: 	    if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
 2180: 	      bool=0;
 2181: 	}
 2182: 	if (bool==1){
 2183: 	  for(m=firstpass; m<=lastpass; m++){
 2184: 	    k2=anint[m][i]+(mint[m][i]/12.);
 2185: 	    /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
 2186: 	      if(agev[m][i]==0) agev[m][i]=iagemax+1;
 2187: 	      if(agev[m][i]==1) agev[m][i]=iagemax+2;
 2188: 	      if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
 2189: 	      if (m<lastpass) {
 2190: 		freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
 2191: 		freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
 2192: 	      }
 2193: 	      
 2194: 	      if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
 2195: 		dateintsum=dateintsum+k2;
 2196: 		k2cpt++;
 2197: 	      }
 2198: 	      /*}*/
 2199: 	  }
 2200: 	}
 2201:       }
 2202:        
 2203:       /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
 2204:       pstamp(ficresp);
 2205:       if  (cptcovn>0) {
 2206: 	fprintf(ficresp, "\n#********** Variable "); 
 2207: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 2208: 	fprintf(ficresp, "**********\n#");
 2209:       }
 2210:       for(i=1; i<=nlstate;i++) 
 2211: 	fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
 2212:       fprintf(ficresp, "\n");
 2213:       
 2214:       for(i=iagemin; i <= iagemax+3; i++){
 2215: 	if(i==iagemax+3){
 2216: 	  fprintf(ficlog,"Total");
 2217: 	}else{
 2218: 	  if(first==1){
 2219: 	    first=0;
 2220: 	    printf("See log file for details...\n");
 2221: 	  }
 2222: 	  fprintf(ficlog,"Age %d", i);
 2223: 	}
 2224: 	for(jk=1; jk <=nlstate ; jk++){
 2225: 	  for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
 2226: 	    pp[jk] += freq[jk][m][i]; 
 2227: 	}
 2228: 	for(jk=1; jk <=nlstate ; jk++){
 2229: 	  for(m=-1, pos=0; m <=0 ; m++)
 2230: 	    pos += freq[jk][m][i];
 2231: 	  if(pp[jk]>=1.e-10){
 2232: 	    if(first==1){
 2233: 	      printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
 2234: 	    }
 2235: 	    fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
 2236: 	  }else{
 2237: 	    if(first==1)
 2238: 	      printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
 2239: 	    fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
 2240: 	  }
 2241: 	}
 2242: 
 2243: 	for(jk=1; jk <=nlstate ; jk++){
 2244: 	  for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
 2245: 	    pp[jk] += freq[jk][m][i];
 2246: 	}	
 2247: 	for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
 2248: 	  pos += pp[jk];
 2249: 	  posprop += prop[jk][i];
 2250: 	}
 2251: 	for(jk=1; jk <=nlstate ; jk++){
 2252: 	  if(pos>=1.e-5){
 2253: 	    if(first==1)
 2254: 	      printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
 2255: 	    fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
 2256: 	  }else{
 2257: 	    if(first==1)
 2258: 	      printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
 2259: 	    fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
 2260: 	  }
 2261: 	  if( i <= iagemax){
 2262: 	    if(pos>=1.e-5){
 2263: 	      fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
 2264: 	      /*probs[i][jk][j1]= pp[jk]/pos;*/
 2265: 	      /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
 2266: 	    }
 2267: 	    else
 2268: 	      fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
 2269: 	  }
 2270: 	}
 2271: 	
 2272: 	for(jk=-1; jk <=nlstate+ndeath; jk++)
 2273: 	  for(m=-1; m <=nlstate+ndeath; m++)
 2274: 	    if(freq[jk][m][i] !=0 ) {
 2275: 	    if(first==1)
 2276: 	      printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
 2277: 	      fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
 2278: 	    }
 2279: 	if(i <= iagemax)
 2280: 	  fprintf(ficresp,"\n");
 2281: 	if(first==1)
 2282: 	  printf("Others in log...\n");
 2283: 	fprintf(ficlog,"\n");
 2284:       }
 2285:     }
 2286:   }
 2287:   dateintmean=dateintsum/k2cpt; 
 2288:  
 2289:   fclose(ficresp);
 2290:   free_ma3x(freq,-5,nlstate+ndeath,-5,nlstate+ndeath, iagemin, iagemax+3);
 2291:   free_vector(pp,1,nlstate);
 2292:   free_matrix(prop,1,nlstate,iagemin, iagemax+3);
 2293:   /* End of Freq */
 2294: }
 2295: 
 2296: /************ Prevalence ********************/
 2297: 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)
 2298: {  
 2299:   /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
 2300:      in each health status at the date of interview (if between dateprev1 and dateprev2).
 2301:      We still use firstpass and lastpass as another selection.
 2302:   */
 2303:  
 2304:   int i, m, jk, k1, i1, j1, bool, z1,j;
 2305:   double ***freq; /* Frequencies */
 2306:   double *pp, **prop;
 2307:   double pos,posprop; 
 2308:   double  y2; /* in fractional years */
 2309:   int iagemin, iagemax;
 2310: 
 2311:   iagemin= (int) agemin;
 2312:   iagemax= (int) agemax;
 2313:   /*pp=vector(1,nlstate);*/
 2314:   prop=matrix(1,nlstate,iagemin,iagemax+3); 
 2315:   /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
 2316:   j1=0;
 2317:   
 2318:   j=cptcoveff;
 2319:   if (cptcovn<1) {j=1;ncodemax[1]=1;}
 2320:   
 2321:   for(k1=1; k1<=j;k1++){
 2322:     for(i1=1; i1<=ncodemax[k1];i1++){
 2323:       j1++;
 2324:       
 2325:       for (i=1; i<=nlstate; i++)  
 2326: 	for(m=iagemin; m <= iagemax+3; m++)
 2327: 	  prop[i][m]=0.0;
 2328:      
 2329:       for (i=1; i<=imx; i++) { /* Each individual */
 2330: 	bool=1;
 2331: 	if  (cptcovn>0) {
 2332: 	  for (z1=1; z1<=cptcoveff; z1++) 
 2333: 	    if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
 2334: 	      bool=0;
 2335: 	} 
 2336: 	if (bool==1) { 
 2337: 	  for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
 2338: 	    y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
 2339: 	    if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
 2340: 	      if(agev[m][i]==0) agev[m][i]=iagemax+1;
 2341: 	      if(agev[m][i]==1) agev[m][i]=iagemax+2;
 2342: 	      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); 
 2343:  	      if (s[m][i]>0 && s[m][i]<=nlstate) { 
 2344: 		/*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]]);*/
 2345:  		prop[s[m][i]][(int)agev[m][i]] += weight[i];
 2346:  		prop[s[m][i]][iagemax+3] += weight[i]; 
 2347:  	      } 
 2348: 	    }
 2349: 	  } /* end selection of waves */
 2350: 	}
 2351:       }
 2352:       for(i=iagemin; i <= iagemax+3; i++){  
 2353: 	
 2354:  	for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
 2355:  	  posprop += prop[jk][i]; 
 2356:  	} 
 2357: 
 2358:  	for(jk=1; jk <=nlstate ; jk++){	    
 2359:  	  if( i <=  iagemax){ 
 2360:  	    if(posprop>=1.e-5){ 
 2361:  	      probs[i][jk][j1]= prop[jk][i]/posprop;
 2362:  	    } else
 2363: 	      printf("Warning Observed prevalence probs[%d][%d][%d]=%lf because of lack of cases\n",jk,i,j1,probs[i][jk][j1]);
 2364:  	  } 
 2365:  	}/* end jk */ 
 2366:       }/* end i */ 
 2367:     } /* end i1 */
 2368:   } /* end k1 */
 2369:   
 2370:   /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
 2371:   /*free_vector(pp,1,nlstate);*/
 2372:   free_matrix(prop,1,nlstate, iagemin,iagemax+3);
 2373: }  /* End of prevalence */
 2374: 
 2375: /************* Waves Concatenation ***************/
 2376: 
 2377: 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)
 2378: {
 2379:   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
 2380:      Death is a valid wave (if date is known).
 2381:      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
 2382:      dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
 2383:      and mw[mi+1][i]. dh depends on stepm.
 2384:      */
 2385: 
 2386:   int i, mi, m;
 2387:   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
 2388:      double sum=0., jmean=0.;*/
 2389:   int first;
 2390:   int j, k=0,jk, ju, jl;
 2391:   double sum=0.;
 2392:   first=0;
 2393:   jmin=1e+5;
 2394:   jmax=-1;
 2395:   jmean=0.;
 2396:   for(i=1; i<=imx; i++){
 2397:     mi=0;
 2398:     m=firstpass;
 2399:     while(s[m][i] <= nlstate){
 2400:       if(s[m][i]>=1 || s[m][i]==-2 || s[m][i]==-4 || s[m][i]==-5)
 2401: 	mw[++mi][i]=m;
 2402:       if(m >=lastpass)
 2403: 	break;
 2404:       else
 2405: 	m++;
 2406:     }/* end while */
 2407:     if (s[m][i] > nlstate){
 2408:       mi++;	/* Death is another wave */
 2409:       /* if(mi==0)  never been interviewed correctly before death */
 2410: 	 /* Only death is a correct wave */
 2411:       mw[mi][i]=m;
 2412:     }
 2413: 
 2414:     wav[i]=mi;
 2415:     if(mi==0){
 2416:       nbwarn++;
 2417:       if(first==0){
 2418: 	printf("Warning! No valid information for individual %ld line=%d (skipped) and may be others, see log file\n",num[i],i);
 2419: 	first=1;
 2420:       }
 2421:       if(first==1){
 2422: 	fprintf(ficlog,"Warning! No valid information for individual %ld line=%d (skipped)\n",num[i],i);
 2423:       }
 2424:     } /* end mi==0 */
 2425:   } /* End individuals */
 2426: 
 2427:   for(i=1; i<=imx; i++){
 2428:     for(mi=1; mi<wav[i];mi++){
 2429:       if (stepm <=0)
 2430: 	dh[mi][i]=1;
 2431:       else{
 2432: 	if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
 2433: 	  if (agedc[i] < 2*AGESUP) {
 2434: 	    j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
 2435: 	    if(j==0) j=1;  /* Survives at least one month after exam */
 2436: 	    else if(j<0){
 2437: 	      nberr++;
 2438: 	      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]);
 2439: 	      j=1; /* Temporary Dangerous patch */
 2440: 	      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);
 2441: 	      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]);
 2442: 	      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);
 2443: 	    }
 2444: 	    k=k+1;
 2445: 	    if (j >= jmax){
 2446: 	      jmax=j;
 2447: 	      ijmax=i;
 2448: 	    }
 2449: 	    if (j <= jmin){
 2450: 	      jmin=j;
 2451: 	      ijmin=i;
 2452: 	    }
 2453: 	    sum=sum+j;
 2454: 	    /*if (j<0) printf("j=%d num=%d \n",j,i);*/
 2455: 	    /*	  printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
 2456: 	  }
 2457: 	}
 2458: 	else{
 2459: 	  j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
 2460: /* 	  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]); */
 2461: 
 2462: 	  k=k+1;
 2463: 	  if (j >= jmax) {
 2464: 	    jmax=j;
 2465: 	    ijmax=i;
 2466: 	  }
 2467: 	  else if (j <= jmin){
 2468: 	    jmin=j;
 2469: 	    ijmin=i;
 2470: 	  }
 2471: 	  /*	    if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
 2472: 	  /*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]);*/
 2473: 	  if(j<0){
 2474: 	    nberr++;
 2475: 	    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]);
 2476: 	    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]);
 2477: 	  }
 2478: 	  sum=sum+j;
 2479: 	}
 2480: 	jk= j/stepm;
 2481: 	jl= j -jk*stepm;
 2482: 	ju= j -(jk+1)*stepm;
 2483: 	if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */
 2484: 	  if(jl==0){
 2485: 	    dh[mi][i]=jk;
 2486: 	    bh[mi][i]=0;
 2487: 	  }else{ /* We want a negative bias in order to only have interpolation ie
 2488: 		  * to avoid the price of an extra matrix product in likelihood */
 2489: 	    dh[mi][i]=jk+1;
 2490: 	    bh[mi][i]=ju;
 2491: 	  }
 2492: 	}else{
 2493: 	  if(jl <= -ju){
 2494: 	    dh[mi][i]=jk;
 2495: 	    bh[mi][i]=jl;	/* bias is positive if real duration
 2496: 				 * is higher than the multiple of stepm and negative otherwise.
 2497: 				 */
 2498: 	  }
 2499: 	  else{
 2500: 	    dh[mi][i]=jk+1;
 2501: 	    bh[mi][i]=ju;
 2502: 	  }
 2503: 	  if(dh[mi][i]==0){
 2504: 	    dh[mi][i]=1; /* At least one step */
 2505: 	    bh[mi][i]=ju; /* At least one step */
 2506: 	    /*  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);*/
 2507: 	  }
 2508: 	} /* end if mle */
 2509:       }
 2510:     } /* end wave */
 2511:   }
 2512:   jmean=sum/k;
 2513:   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);
 2514:   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);
 2515:  }
 2516: 
 2517: /*********** Tricode ****************************/
 2518: void tricode(int *Tvar, int **nbcode, int imx)
 2519: {
 2520:   /* Uses cptcovn+2*cptcovprod as the number of covariates */
 2521:   /*	  Tvar[i]=atoi(stre); /* find 'n' in Vn and stores in Tvar. If model=V2+V1 Tvar[1]=2 and Tvar[2]=1 */
 2522: 
 2523:   int Ndum[20],ij=1, k=0, j=0, i=0, maxncov=NCOVMAX;
 2524:   int modmaxcovj=0; /* Modality max of covariates j */
 2525:   cptcoveff=0; 
 2526:  
 2527:   for (k=0; k<maxncov; k++) Ndum[k]=0;
 2528:   for (k=1; k<=7; k++) ncodemax[k]=0; /* Horrible constant again */
 2529: 
 2530:   for (j=1; j<=(cptcovn+2*cptcovprod); j++) { /* For each covariate j */
 2531:     for (i=1; i<=imx; i++) { /*reads the data file to get the maximum value of the 
 2532: 			       modality of this covariate Vj*/ 
 2533:       ij=(int)(covar[Tvar[j]][i]); /* ij=0 or 1 or -1. Finds for covariate j, n=Tvar[j] of Vn . ij is the
 2534: 				      modality of the nth covariate of individual i. */
 2535:       Ndum[ij]++; /*counts and stores the occurence of this modality 0, 1, -1*/
 2536:       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
 2537:       if (ij > modmaxcovj) modmaxcovj=ij; 
 2538:       /* getting the maximum value of the modality of the covariate
 2539: 	 (should be 0 or 1 now) Tvar[j]. If V=sex and male is coded 0 and
 2540: 	 female is 1, then modmaxcovj=1.*/
 2541:     }
 2542:     /* Ndum[0] = frequency of 0 for model-covariate j, Ndum[1] frequency of 1 etc. */
 2543:     for (i=0; i<=modmaxcovj; i++) { /* i=-1 ? 0 and 1*//* For each modality of model-cov j */
 2544:       if( Ndum[i] != 0 )
 2545: 	ncodemax[j]++; 
 2546:       /* Number of modalities of the j th covariate. In fact
 2547: 	 ncodemax[j]=2 (dichotom. variables only) but it could be more for
 2548: 	 historical reasons */
 2549:     } /* Ndum[-1] number of undefined modalities */
 2550: 
 2551:     /* j is a covariate, n=Tvar[j] of Vn; Fills nbcode */
 2552:     ij=1; 
 2553:     for (i=1; i<=ncodemax[j]; i++) { /* i= 1 to 2 for dichotomous */
 2554:       for (k=0; k<= modmaxcovj; k++) { /* k=-1 ? NCOVMAX*//* maxncov or modmaxcovj */
 2555: 	if (Ndum[k] != 0) { /* If at least one individual responded to this modality k */
 2556: 	  nbcode[Tvar[j]][ij]=k;  /* stores the modality in an array nbcode. 
 2557: 				     k is a modality. If we have model=V1+V1*sex 
 2558: 				     then: nbcode[1][1]=0 ; nbcode[1][2]=1; nbcode[2][1]=0 ; nbcode[2][2]=1; */
 2559: 	  ij++;
 2560: 	}
 2561: 	if (ij > ncodemax[j]) break; 
 2562:       }  /* end of loop on */
 2563:     } /* end of loop on modality */ 
 2564:   } /* end of loop on model-covariate j. nbcode[Tvarj][1]=0 and nbcode[Tvarj][2]=1 sets the value of covariate j*/  
 2565:   
 2566:   for (k=0; k< maxncov; k++) Ndum[k]=0;
 2567:   
 2568:   for (i=1; i<=ncovmodel-2; i++) { /* -2, cste and age */
 2569:    /* Listing of all covariables in statement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
 2570:    ij=Tvar[i]; /* Tvar might be -1 if status was unknown */
 2571:    Ndum[ij]++;
 2572:  }
 2573: 
 2574:  ij=1;
 2575:  for (i=1; i<= maxncov; i++) { /* modmaxcovj is unknown here. Only Ndum[2(V2),3(age*V3), 5(V3*V2) 6(V1*V4) */
 2576:    if((Ndum[i]!=0) && (i<=ncovcol)){
 2577:      Tvaraff[ij]=i; /*For printing */
 2578:      ij++;
 2579:    }
 2580:  }
 2581:  ij--;
 2582:  cptcoveff=ij; /*Number of simple covariates*/
 2583: }
 2584: 
 2585: /*********** Health Expectancies ****************/
 2586: 
 2587: void evsij(double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int cij, int estepm,char strstart[] )
 2588: 
 2589: {
 2590:   /* Health expectancies, no variances */
 2591:   int i, j, nhstepm, hstepm, h, nstepm, k, cptj, cptj2, i2, j2;
 2592:   int nhstepma, nstepma; /* Decreasing with age */
 2593:   double age, agelim, hf;
 2594:   double ***p3mat;
 2595:   double eip;
 2596: 
 2597:   pstamp(ficreseij);
 2598:   fprintf(ficreseij,"# (a) Life expectancies by health status at initial age and (b) health expectancies by health status at initial age\n");
 2599:   fprintf(ficreseij,"# Age");
 2600:   for(i=1; i<=nlstate;i++){
 2601:     for(j=1; j<=nlstate;j++){
 2602:       fprintf(ficreseij," e%1d%1d ",i,j);
 2603:     }
 2604:     fprintf(ficreseij," e%1d. ",i);
 2605:   }
 2606:   fprintf(ficreseij,"\n");
 2607: 
 2608:   
 2609:   if(estepm < stepm){
 2610:     printf ("Problem %d lower than %d\n",estepm, stepm);
 2611:   }
 2612:   else  hstepm=estepm;   
 2613:   /* We compute the life expectancy from trapezoids spaced every estepm months
 2614:    * This is mainly to measure the difference between two models: for example
 2615:    * if stepm=24 months pijx are given only every 2 years and by summing them
 2616:    * we are calculating an estimate of the Life Expectancy assuming a linear 
 2617:    * progression in between and thus overestimating or underestimating according
 2618:    * to the curvature of the survival function. If, for the same date, we 
 2619:    * estimate the model with stepm=1 month, we can keep estepm to 24 months
 2620:    * to compare the new estimate of Life expectancy with the same linear 
 2621:    * hypothesis. A more precise result, taking into account a more precise
 2622:    * curvature will be obtained if estepm is as small as stepm. */
 2623: 
 2624:   /* For example we decided to compute the life expectancy with the smallest unit */
 2625:   /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
 2626:      nhstepm is the number of hstepm from age to agelim 
 2627:      nstepm is the number of stepm from age to agelin. 
 2628:      Look at hpijx to understand the reason of that which relies in memory size
 2629:      and note for a fixed period like estepm months */
 2630:   /* We decided (b) to get a life expectancy respecting the most precise curvature of the
 2631:      survival function given by stepm (the optimization length). Unfortunately it
 2632:      means that if the survival funtion is printed only each two years of age and if
 2633:      you sum them up and add 1 year (area under the trapezoids) you won't get the same 
 2634:      results. So we changed our mind and took the option of the best precision.
 2635:   */
 2636:   hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
 2637: 
 2638:   agelim=AGESUP;
 2639:   /* If stepm=6 months */
 2640:     /* Computed by stepm unit matrices, product of hstepm matrices, stored
 2641:        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
 2642:     
 2643: /* nhstepm age range expressed in number of stepm */
 2644:   nstepm=(int) rint((agelim-bage)*YEARM/stepm); /* Biggest nstepm */
 2645:   /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
 2646:   /* if (stepm >= YEARM) hstepm=1;*/
 2647:   nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
 2648:   p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2649: 
 2650:   for (age=bage; age<=fage; age ++){ 
 2651:     nstepma=(int) rint((agelim-bage)*YEARM/stepm); /* Biggest nstepm */
 2652:     /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
 2653:     /* if (stepm >= YEARM) hstepm=1;*/
 2654:     nhstepma = nstepma/hstepm;/* Expressed in hstepm, typically nhstepma=40/4=10 */
 2655: 
 2656:     /* If stepm=6 months */
 2657:     /* Computed by stepm unit matrices, product of hstepma matrices, stored
 2658:        in an array of nhstepma length: nhstepma=10, hstepm=4, stepm=6 months */
 2659:     
 2660:     hpxij(p3mat,nhstepma,age,hstepm,x,nlstate,stepm,oldm, savm, cij);  
 2661:     
 2662:     hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
 2663:     
 2664:     printf("%d|",(int)age);fflush(stdout);
 2665:     fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
 2666:     
 2667:     /* Computing expectancies */
 2668:     for(i=1; i<=nlstate;i++)
 2669:       for(j=1; j<=nlstate;j++)
 2670: 	for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
 2671: 	  eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
 2672: 	  
 2673: 	  /* 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]);*/
 2674: 
 2675: 	}
 2676: 
 2677:     fprintf(ficreseij,"%3.0f",age );
 2678:     for(i=1; i<=nlstate;i++){
 2679:       eip=0;
 2680:       for(j=1; j<=nlstate;j++){
 2681: 	eip +=eij[i][j][(int)age];
 2682: 	fprintf(ficreseij,"%9.4f", eij[i][j][(int)age] );
 2683:       }
 2684:       fprintf(ficreseij,"%9.4f", eip );
 2685:     }
 2686:     fprintf(ficreseij,"\n");
 2687:     
 2688:   }
 2689:   free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2690:   printf("\n");
 2691:   fprintf(ficlog,"\n");
 2692:   
 2693: }
 2694: 
 2695: 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[] )
 2696: 
 2697: {
 2698:   /* Covariances of health expectancies eij and of total life expectancies according
 2699:    to initial status i, ei. .
 2700:   */
 2701:   int i, j, nhstepm, hstepm, h, nstepm, k, cptj, cptj2, i2, j2, ij, ji;
 2702:   int nhstepma, nstepma; /* Decreasing with age */
 2703:   double age, agelim, hf;
 2704:   double ***p3matp, ***p3matm, ***varhe;
 2705:   double **dnewm,**doldm;
 2706:   double *xp, *xm;
 2707:   double **gp, **gm;
 2708:   double ***gradg, ***trgradg;
 2709:   int theta;
 2710: 
 2711:   double eip, vip;
 2712: 
 2713:   varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
 2714:   xp=vector(1,npar);
 2715:   xm=vector(1,npar);
 2716:   dnewm=matrix(1,nlstate*nlstate,1,npar);
 2717:   doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
 2718:   
 2719:   pstamp(ficresstdeij);
 2720:   fprintf(ficresstdeij,"# Health expectancies with standard errors\n");
 2721:   fprintf(ficresstdeij,"# Age");
 2722:   for(i=1; i<=nlstate;i++){
 2723:     for(j=1; j<=nlstate;j++)
 2724:       fprintf(ficresstdeij," e%1d%1d (SE)",i,j);
 2725:     fprintf(ficresstdeij," e%1d. ",i);
 2726:   }
 2727:   fprintf(ficresstdeij,"\n");
 2728: 
 2729:   pstamp(ficrescveij);
 2730:   fprintf(ficrescveij,"# Subdiagonal matrix of covariances of health expectancies by age: cov(eij,ekl)\n");
 2731:   fprintf(ficrescveij,"# Age");
 2732:   for(i=1; i<=nlstate;i++)
 2733:     for(j=1; j<=nlstate;j++){
 2734:       cptj= (j-1)*nlstate+i;
 2735:       for(i2=1; i2<=nlstate;i2++)
 2736: 	for(j2=1; j2<=nlstate;j2++){
 2737: 	  cptj2= (j2-1)*nlstate+i2;
 2738: 	  if(cptj2 <= cptj)
 2739: 	    fprintf(ficrescveij,"  %1d%1d,%1d%1d",i,j,i2,j2);
 2740: 	}
 2741:     }
 2742:   fprintf(ficrescveij,"\n");
 2743:   
 2744:   if(estepm < stepm){
 2745:     printf ("Problem %d lower than %d\n",estepm, stepm);
 2746:   }
 2747:   else  hstepm=estepm;   
 2748:   /* We compute the life expectancy from trapezoids spaced every estepm months
 2749:    * This is mainly to measure the difference between two models: for example
 2750:    * if stepm=24 months pijx are given only every 2 years and by summing them
 2751:    * we are calculating an estimate of the Life Expectancy assuming a linear 
 2752:    * progression in between and thus overestimating or underestimating according
 2753:    * to the curvature of the survival function. If, for the same date, we 
 2754:    * estimate the model with stepm=1 month, we can keep estepm to 24 months
 2755:    * to compare the new estimate of Life expectancy with the same linear 
 2756:    * hypothesis. A more precise result, taking into account a more precise
 2757:    * curvature will be obtained if estepm is as small as stepm. */
 2758: 
 2759:   /* For example we decided to compute the life expectancy with the smallest unit */
 2760:   /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
 2761:      nhstepm is the number of hstepm from age to agelim 
 2762:      nstepm is the number of stepm from age to agelin. 
 2763:      Look at hpijx to understand the reason of that which relies in memory size
 2764:      and note for a fixed period like estepm months */
 2765:   /* We decided (b) to get a life expectancy respecting the most precise curvature of the
 2766:      survival function given by stepm (the optimization length). Unfortunately it
 2767:      means that if the survival funtion is printed only each two years of age and if
 2768:      you sum them up and add 1 year (area under the trapezoids) you won't get the same 
 2769:      results. So we changed our mind and took the option of the best precision.
 2770:   */
 2771:   hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
 2772: 
 2773:   /* If stepm=6 months */
 2774:   /* nhstepm age range expressed in number of stepm */
 2775:   agelim=AGESUP;
 2776:   nstepm=(int) rint((agelim-bage)*YEARM/stepm); 
 2777:   /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
 2778:   /* if (stepm >= YEARM) hstepm=1;*/
 2779:   nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
 2780:   
 2781:   p3matp=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2782:   p3matm=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2783:   gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
 2784:   trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
 2785:   gp=matrix(0,nhstepm,1,nlstate*nlstate);
 2786:   gm=matrix(0,nhstepm,1,nlstate*nlstate);
 2787: 
 2788:   for (age=bage; age<=fage; age ++){ 
 2789:     nstepma=(int) rint((agelim-bage)*YEARM/stepm); /* Biggest nstepm */
 2790:     /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
 2791:     /* if (stepm >= YEARM) hstepm=1;*/
 2792:     nhstepma = nstepma/hstepm;/* Expressed in hstepm, typically nhstepma=40/4=10 */
 2793: 
 2794:     /* If stepm=6 months */
 2795:     /* Computed by stepm unit matrices, product of hstepma matrices, stored
 2796:        in an array of nhstepma length: nhstepma=10, hstepm=4, stepm=6 months */
 2797:     
 2798:     hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
 2799: 
 2800:     /* Computing  Variances of health expectancies */
 2801:     /* Gradient is computed with plus gp and minus gm. Code is duplicated in order to
 2802:        decrease memory allocation */
 2803:     for(theta=1; theta <=npar; theta++){
 2804:       for(i=1; i<=npar; i++){ 
 2805: 	xp[i] = x[i] + (i==theta ?delti[theta]:0);
 2806: 	xm[i] = x[i] - (i==theta ?delti[theta]:0);
 2807:       }
 2808:       hpxij(p3matp,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, cij);  
 2809:       hpxij(p3matm,nhstepm,age,hstepm,xm,nlstate,stepm,oldm,savm, cij);  
 2810:   
 2811:       for(j=1; j<= nlstate; j++){
 2812: 	for(i=1; i<=nlstate; i++){
 2813: 	  for(h=0; h<=nhstepm-1; h++){
 2814: 	    gp[h][(j-1)*nlstate + i] = (p3matp[i][j][h]+p3matp[i][j][h+1])/2.;
 2815: 	    gm[h][(j-1)*nlstate + i] = (p3matm[i][j][h]+p3matm[i][j][h+1])/2.;
 2816: 	  }
 2817: 	}
 2818:       }
 2819:      
 2820:       for(ij=1; ij<= nlstate*nlstate; ij++)
 2821: 	for(h=0; h<=nhstepm-1; h++){
 2822: 	  gradg[h][theta][ij]= (gp[h][ij]-gm[h][ij])/2./delti[theta];
 2823: 	}
 2824:     }/* End theta */
 2825:     
 2826:     
 2827:     for(h=0; h<=nhstepm-1; h++)
 2828:       for(j=1; j<=nlstate*nlstate;j++)
 2829: 	for(theta=1; theta <=npar; theta++)
 2830: 	  trgradg[h][j][theta]=gradg[h][theta][j];
 2831:     
 2832: 
 2833:      for(ij=1;ij<=nlstate*nlstate;ij++)
 2834:       for(ji=1;ji<=nlstate*nlstate;ji++)
 2835: 	varhe[ij][ji][(int)age] =0.;
 2836: 
 2837:      printf("%d|",(int)age);fflush(stdout);
 2838:      fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
 2839:      for(h=0;h<=nhstepm-1;h++){
 2840:       for(k=0;k<=nhstepm-1;k++){
 2841: 	matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
 2842: 	matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
 2843: 	for(ij=1;ij<=nlstate*nlstate;ij++)
 2844: 	  for(ji=1;ji<=nlstate*nlstate;ji++)
 2845: 	    varhe[ij][ji][(int)age] += doldm[ij][ji]*hf*hf;
 2846:       }
 2847:     }
 2848: 
 2849:     /* Computing expectancies */
 2850:     hpxij(p3matm,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, cij);  
 2851:     for(i=1; i<=nlstate;i++)
 2852:       for(j=1; j<=nlstate;j++)
 2853: 	for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
 2854: 	  eij[i][j][(int)age] += (p3matm[i][j][h]+p3matm[i][j][h+1])/2.0*hf;
 2855: 	  
 2856: 	  /* 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]);*/
 2857: 
 2858: 	}
 2859: 
 2860:     fprintf(ficresstdeij,"%3.0f",age );
 2861:     for(i=1; i<=nlstate;i++){
 2862:       eip=0.;
 2863:       vip=0.;
 2864:       for(j=1; j<=nlstate;j++){
 2865: 	eip += eij[i][j][(int)age];
 2866: 	for(k=1; k<=nlstate;k++) /* Sum on j and k of cov(eij,eik) */
 2867: 	  vip += varhe[(j-1)*nlstate+i][(k-1)*nlstate+i][(int)age];
 2868: 	fprintf(ficresstdeij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[(j-1)*nlstate+i][(j-1)*nlstate+i][(int)age]) );
 2869:       }
 2870:       fprintf(ficresstdeij," %9.4f (%.4f)", eip, sqrt(vip));
 2871:     }
 2872:     fprintf(ficresstdeij,"\n");
 2873: 
 2874:     fprintf(ficrescveij,"%3.0f",age );
 2875:     for(i=1; i<=nlstate;i++)
 2876:       for(j=1; j<=nlstate;j++){
 2877: 	cptj= (j-1)*nlstate+i;
 2878: 	for(i2=1; i2<=nlstate;i2++)
 2879: 	  for(j2=1; j2<=nlstate;j2++){
 2880: 	    cptj2= (j2-1)*nlstate+i2;
 2881: 	    if(cptj2 <= cptj)
 2882: 	      fprintf(ficrescveij," %.4f", varhe[cptj][cptj2][(int)age]);
 2883: 	  }
 2884:       }
 2885:     fprintf(ficrescveij,"\n");
 2886:    
 2887:   }
 2888:   free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
 2889:   free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
 2890:   free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
 2891:   free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
 2892:   free_ma3x(p3matm,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2893:   free_ma3x(p3matp,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2894:   printf("\n");
 2895:   fprintf(ficlog,"\n");
 2896: 
 2897:   free_vector(xm,1,npar);
 2898:   free_vector(xp,1,npar);
 2899:   free_matrix(dnewm,1,nlstate*nlstate,1,npar);
 2900:   free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
 2901:   free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
 2902: }
 2903: 
 2904: /************ Variance ******************/
 2905: 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[])
 2906: {
 2907:   /* Variance of health expectancies */
 2908:   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
 2909:   /* double **newm;*/
 2910:   double **dnewm,**doldm;
 2911:   double **dnewmp,**doldmp;
 2912:   int i, j, nhstepm, hstepm, h, nstepm ;
 2913:   int k, cptcode;
 2914:   double *xp;
 2915:   double **gp, **gm;  /* for var eij */
 2916:   double ***gradg, ***trgradg; /*for var eij */
 2917:   double **gradgp, **trgradgp; /* for var p point j */
 2918:   double *gpp, *gmp; /* for var p point j */
 2919:   double **varppt; /* for var p point j nlstate to nlstate+ndeath */
 2920:   double ***p3mat;
 2921:   double age,agelim, hf;
 2922:   double ***mobaverage;
 2923:   int theta;
 2924:   char digit[4];
 2925:   char digitp[25];
 2926: 
 2927:   char fileresprobmorprev[FILENAMELENGTH];
 2928: 
 2929:   if(popbased==1){
 2930:     if(mobilav!=0)
 2931:       strcpy(digitp,"-populbased-mobilav-");
 2932:     else strcpy(digitp,"-populbased-nomobil-");
 2933:   }
 2934:   else 
 2935:     strcpy(digitp,"-stablbased-");
 2936: 
 2937:   if (mobilav!=0) {
 2938:     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 2939:     if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
 2940:       fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
 2941:       printf(" Error in movingaverage mobilav=%d\n",mobilav);
 2942:     }
 2943:   }
 2944: 
 2945:   strcpy(fileresprobmorprev,"prmorprev"); 
 2946:   sprintf(digit,"%-d",ij);
 2947:   /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
 2948:   strcat(fileresprobmorprev,digit); /* Tvar to be done */
 2949:   strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
 2950:   strcat(fileresprobmorprev,fileres);
 2951:   if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
 2952:     printf("Problem with resultfile: %s\n", fileresprobmorprev);
 2953:     fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
 2954:   }
 2955:   printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
 2956:  
 2957:   fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
 2958:   pstamp(ficresprobmorprev);
 2959:   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);
 2960:   fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
 2961:   for(j=nlstate+1; j<=(nlstate+ndeath);j++){
 2962:     fprintf(ficresprobmorprev," p.%-d SE",j);
 2963:     for(i=1; i<=nlstate;i++)
 2964:       fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
 2965:   }  
 2966:   fprintf(ficresprobmorprev,"\n");
 2967:   fprintf(ficgp,"\n# Routine varevsij");
 2968:   /* fprintf(fichtm, "#Local time at start: %s", strstart);*/
 2969:   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");
 2970:   fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
 2971: /*   } */
 2972:   varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 2973:   pstamp(ficresvij);
 2974:   fprintf(ficresvij,"# Variance and covariance of health expectancies e.j \n#  (weighted average of eij where weights are ");
 2975:   if(popbased==1)
 2976:     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);
 2977:   else
 2978:     fprintf(ficresvij,"the age specific period (stable) prevalences in each health state \n");
 2979:   fprintf(ficresvij,"# Age");
 2980:   for(i=1; i<=nlstate;i++)
 2981:     for(j=1; j<=nlstate;j++)
 2982:       fprintf(ficresvij," Cov(e.%1d, e.%1d)",i,j);
 2983:   fprintf(ficresvij,"\n");
 2984: 
 2985:   xp=vector(1,npar);
 2986:   dnewm=matrix(1,nlstate,1,npar);
 2987:   doldm=matrix(1,nlstate,1,nlstate);
 2988:   dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
 2989:   doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 2990: 
 2991:   gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
 2992:   gpp=vector(nlstate+1,nlstate+ndeath);
 2993:   gmp=vector(nlstate+1,nlstate+ndeath);
 2994:   trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
 2995:   
 2996:   if(estepm < stepm){
 2997:     printf ("Problem %d lower than %d\n",estepm, stepm);
 2998:   }
 2999:   else  hstepm=estepm;   
 3000:   /* For example we decided to compute the life expectancy with the smallest unit */
 3001:   /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
 3002:      nhstepm is the number of hstepm from age to agelim 
 3003:      nstepm is the number of stepm from age to agelin. 
 3004:      Look at function hpijx to understand why (it is linked to memory size questions) */
 3005:   /* We decided (b) to get a life expectancy respecting the most precise curvature of the
 3006:      survival function given by stepm (the optimization length). Unfortunately it
 3007:      means that if the survival funtion is printed every two years of age and if
 3008:      you sum them up and add 1 year (area under the trapezoids) you won't get the same 
 3009:      results. So we changed our mind and took the option of the best precision.
 3010:   */
 3011:   hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
 3012:   agelim = AGESUP;
 3013:   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
 3014:     nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
 3015:     nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
 3016:     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 3017:     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
 3018:     gp=matrix(0,nhstepm,1,nlstate);
 3019:     gm=matrix(0,nhstepm,1,nlstate);
 3020: 
 3021: 
 3022:     for(theta=1; theta <=npar; theta++){
 3023:       for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
 3024: 	xp[i] = x[i] + (i==theta ?delti[theta]:0);
 3025:       }
 3026:       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
 3027:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 3028: 
 3029:       if (popbased==1) {
 3030: 	if(mobilav ==0){
 3031: 	  for(i=1; i<=nlstate;i++)
 3032: 	    prlim[i][i]=probs[(int)age][i][ij];
 3033: 	}else{ /* mobilav */ 
 3034: 	  for(i=1; i<=nlstate;i++)
 3035: 	    prlim[i][i]=mobaverage[(int)age][i][ij];
 3036: 	}
 3037:       }
 3038:   
 3039:       for(j=1; j<= nlstate; j++){
 3040: 	for(h=0; h<=nhstepm; h++){
 3041: 	  for(i=1, gp[h][j]=0.;i<=nlstate;i++)
 3042: 	    gp[h][j] += prlim[i][i]*p3mat[i][j][h];
 3043: 	}
 3044:       }
 3045:       /* This for computing probability of death (h=1 means
 3046:          computed over hstepm matrices product = hstepm*stepm months) 
 3047:          as a weighted average of prlim.
 3048:       */
 3049:       for(j=nlstate+1;j<=nlstate+ndeath;j++){
 3050: 	for(i=1,gpp[j]=0.; i<= nlstate; i++)
 3051: 	  gpp[j] += prlim[i][i]*p3mat[i][j][1];
 3052:       }    
 3053:       /* end probability of death */
 3054: 
 3055:       for(i=1; i<=npar; i++) /* Computes gradient x - delta */
 3056: 	xp[i] = x[i] - (i==theta ?delti[theta]:0);
 3057:       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
 3058:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 3059:  
 3060:       if (popbased==1) {
 3061: 	if(mobilav ==0){
 3062: 	  for(i=1; i<=nlstate;i++)
 3063: 	    prlim[i][i]=probs[(int)age][i][ij];
 3064: 	}else{ /* mobilav */ 
 3065: 	  for(i=1; i<=nlstate;i++)
 3066: 	    prlim[i][i]=mobaverage[(int)age][i][ij];
 3067: 	}
 3068:       }
 3069: 
 3070:       for(j=1; j<= nlstate; j++){  /* Sum of wi * eij = e.j */
 3071: 	for(h=0; h<=nhstepm; h++){
 3072: 	  for(i=1, gm[h][j]=0.;i<=nlstate;i++)
 3073: 	    gm[h][j] += prlim[i][i]*p3mat[i][j][h];
 3074: 	}
 3075:       }
 3076:       /* This for computing probability of death (h=1 means
 3077:          computed over hstepm matrices product = hstepm*stepm months) 
 3078:          as a weighted average of prlim.
 3079:       */
 3080:       for(j=nlstate+1;j<=nlstate+ndeath;j++){
 3081: 	for(i=1,gmp[j]=0.; i<= nlstate; i++)
 3082:          gmp[j] += prlim[i][i]*p3mat[i][j][1];
 3083:       }    
 3084:       /* end probability of death */
 3085: 
 3086:       for(j=1; j<= nlstate; j++) /* vareij */
 3087: 	for(h=0; h<=nhstepm; h++){
 3088: 	  gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
 3089: 	}
 3090: 
 3091:       for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
 3092: 	gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
 3093:       }
 3094: 
 3095:     } /* End theta */
 3096: 
 3097:     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
 3098: 
 3099:     for(h=0; h<=nhstepm; h++) /* veij */
 3100:       for(j=1; j<=nlstate;j++)
 3101: 	for(theta=1; theta <=npar; theta++)
 3102: 	  trgradg[h][j][theta]=gradg[h][theta][j];
 3103: 
 3104:     for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
 3105:       for(theta=1; theta <=npar; theta++)
 3106: 	trgradgp[j][theta]=gradgp[theta][j];
 3107:   
 3108: 
 3109:     hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
 3110:     for(i=1;i<=nlstate;i++)
 3111:       for(j=1;j<=nlstate;j++)
 3112: 	vareij[i][j][(int)age] =0.;
 3113: 
 3114:     for(h=0;h<=nhstepm;h++){
 3115:       for(k=0;k<=nhstepm;k++){
 3116: 	matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
 3117: 	matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
 3118: 	for(i=1;i<=nlstate;i++)
 3119: 	  for(j=1;j<=nlstate;j++)
 3120: 	    vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
 3121:       }
 3122:     }
 3123:   
 3124:     /* pptj */
 3125:     matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
 3126:     matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
 3127:     for(j=nlstate+1;j<=nlstate+ndeath;j++)
 3128:       for(i=nlstate+1;i<=nlstate+ndeath;i++)
 3129: 	varppt[j][i]=doldmp[j][i];
 3130:     /* end ppptj */
 3131:     /*  x centered again */
 3132:     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
 3133:     prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
 3134:  
 3135:     if (popbased==1) {
 3136:       if(mobilav ==0){
 3137: 	for(i=1; i<=nlstate;i++)
 3138: 	  prlim[i][i]=probs[(int)age][i][ij];
 3139:       }else{ /* mobilav */ 
 3140: 	for(i=1; i<=nlstate;i++)
 3141: 	  prlim[i][i]=mobaverage[(int)age][i][ij];
 3142:       }
 3143:     }
 3144:              
 3145:     /* This for computing probability of death (h=1 means
 3146:        computed over hstepm (estepm) matrices product = hstepm*stepm months) 
 3147:        as a weighted average of prlim.
 3148:     */
 3149:     for(j=nlstate+1;j<=nlstate+ndeath;j++){
 3150:       for(i=1,gmp[j]=0.;i<= nlstate; i++) 
 3151: 	gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
 3152:     }    
 3153:     /* end probability of death */
 3154: 
 3155:     fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
 3156:     for(j=nlstate+1; j<=(nlstate+ndeath);j++){
 3157:       fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
 3158:       for(i=1; i<=nlstate;i++){
 3159: 	fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
 3160:       }
 3161:     } 
 3162:     fprintf(ficresprobmorprev,"\n");
 3163: 
 3164:     fprintf(ficresvij,"%.0f ",age );
 3165:     for(i=1; i<=nlstate;i++)
 3166:       for(j=1; j<=nlstate;j++){
 3167: 	fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
 3168:       }
 3169:     fprintf(ficresvij,"\n");
 3170:     free_matrix(gp,0,nhstepm,1,nlstate);
 3171:     free_matrix(gm,0,nhstepm,1,nlstate);
 3172:     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
 3173:     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
 3174:     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 3175:   } /* End age */
 3176:   free_vector(gpp,nlstate+1,nlstate+ndeath);
 3177:   free_vector(gmp,nlstate+1,nlstate+ndeath);
 3178:   free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
 3179:   free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
 3180:   fprintf(ficgp,"\nunset parametric;unset label; set ter png small;set size 0.65, 0.65");
 3181:   /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
 3182:   fprintf(ficgp,"\n set log y; unset log x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
 3183: /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
 3184: /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
 3185: /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
 3186:   fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",subdirf(fileresprobmorprev));
 3187:   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",subdirf(fileresprobmorprev));
 3188:   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",subdirf(fileresprobmorprev));
 3189:   fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",subdirf(fileresprobmorprev),subdirf(fileresprobmorprev));
 3190:   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);
 3191:   /*  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);
 3192: */
 3193: /*   fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit); */
 3194:   fprintf(ficgp,"\nset out \"%s%s.png\";replot;\n",subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
 3195: 
 3196:   free_vector(xp,1,npar);
 3197:   free_matrix(doldm,1,nlstate,1,nlstate);
 3198:   free_matrix(dnewm,1,nlstate,1,npar);
 3199:   free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 3200:   free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
 3201:   free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 3202:   if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3203:   fclose(ficresprobmorprev);
 3204:   fflush(ficgp);
 3205:   fflush(fichtm); 
 3206: }  /* end varevsij */
 3207: 
 3208: /************ Variance of prevlim ******************/
 3209: 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[])
 3210: {
 3211:   /* Variance of prevalence limit */
 3212:   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
 3213:   double **newm;
 3214:   double **dnewm,**doldm;
 3215:   int i, j, nhstepm, hstepm;
 3216:   int k, cptcode;
 3217:   double *xp;
 3218:   double *gp, *gm;
 3219:   double **gradg, **trgradg;
 3220:   double age,agelim;
 3221:   int theta;
 3222:   
 3223:   pstamp(ficresvpl);
 3224:   fprintf(ficresvpl,"# Standard deviation of period (stable) prevalences \n");
 3225:   fprintf(ficresvpl,"# Age");
 3226:   for(i=1; i<=nlstate;i++)
 3227:       fprintf(ficresvpl," %1d-%1d",i,i);
 3228:   fprintf(ficresvpl,"\n");
 3229: 
 3230:   xp=vector(1,npar);
 3231:   dnewm=matrix(1,nlstate,1,npar);
 3232:   doldm=matrix(1,nlstate,1,nlstate);
 3233:   
 3234:   hstepm=1*YEARM; /* Every year of age */
 3235:   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
 3236:   agelim = AGESUP;
 3237:   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
 3238:     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
 3239:     if (stepm >= YEARM) hstepm=1;
 3240:     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
 3241:     gradg=matrix(1,npar,1,nlstate);
 3242:     gp=vector(1,nlstate);
 3243:     gm=vector(1,nlstate);
 3244: 
 3245:     for(theta=1; theta <=npar; theta++){
 3246:       for(i=1; i<=npar; i++){ /* Computes gradient */
 3247: 	xp[i] = x[i] + (i==theta ?delti[theta]:0);
 3248:       }
 3249:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 3250:       for(i=1;i<=nlstate;i++)
 3251: 	gp[i] = prlim[i][i];
 3252:     
 3253:       for(i=1; i<=npar; i++) /* Computes gradient */
 3254: 	xp[i] = x[i] - (i==theta ?delti[theta]:0);
 3255:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 3256:       for(i=1;i<=nlstate;i++)
 3257: 	gm[i] = prlim[i][i];
 3258: 
 3259:       for(i=1;i<=nlstate;i++)
 3260: 	gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
 3261:     } /* End theta */
 3262: 
 3263:     trgradg =matrix(1,nlstate,1,npar);
 3264: 
 3265:     for(j=1; j<=nlstate;j++)
 3266:       for(theta=1; theta <=npar; theta++)
 3267: 	trgradg[j][theta]=gradg[theta][j];
 3268: 
 3269:     for(i=1;i<=nlstate;i++)
 3270:       varpl[i][(int)age] =0.;
 3271:     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
 3272:     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
 3273:     for(i=1;i<=nlstate;i++)
 3274:       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
 3275: 
 3276:     fprintf(ficresvpl,"%.0f ",age );
 3277:     for(i=1; i<=nlstate;i++)
 3278:       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
 3279:     fprintf(ficresvpl,"\n");
 3280:     free_vector(gp,1,nlstate);
 3281:     free_vector(gm,1,nlstate);
 3282:     free_matrix(gradg,1,npar,1,nlstate);
 3283:     free_matrix(trgradg,1,nlstate,1,npar);
 3284:   } /* End age */
 3285: 
 3286:   free_vector(xp,1,npar);
 3287:   free_matrix(doldm,1,nlstate,1,npar);
 3288:   free_matrix(dnewm,1,nlstate,1,nlstate);
 3289: 
 3290: }
 3291: 
 3292: /************ Variance of one-step probabilities  ******************/
 3293: 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[])
 3294: {
 3295:   int i, j=0,  i1, k1, l1, t, tj;
 3296:   int k2, l2, j1,  z1;
 3297:   int k=0,l, cptcode;
 3298:   int first=1, first1;
 3299:   double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
 3300:   double **dnewm,**doldm;
 3301:   double *xp;
 3302:   double *gp, *gm;
 3303:   double **gradg, **trgradg;
 3304:   double **mu;
 3305:   double age,agelim, cov[NCOVMAX];
 3306:   double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
 3307:   int theta;
 3308:   char fileresprob[FILENAMELENGTH];
 3309:   char fileresprobcov[FILENAMELENGTH];
 3310:   char fileresprobcor[FILENAMELENGTH];
 3311: 
 3312:   double ***varpij;
 3313: 
 3314:   strcpy(fileresprob,"prob"); 
 3315:   strcat(fileresprob,fileres);
 3316:   if((ficresprob=fopen(fileresprob,"w"))==NULL) {
 3317:     printf("Problem with resultfile: %s\n", fileresprob);
 3318:     fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
 3319:   }
 3320:   strcpy(fileresprobcov,"probcov"); 
 3321:   strcat(fileresprobcov,fileres);
 3322:   if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
 3323:     printf("Problem with resultfile: %s\n", fileresprobcov);
 3324:     fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
 3325:   }
 3326:   strcpy(fileresprobcor,"probcor"); 
 3327:   strcat(fileresprobcor,fileres);
 3328:   if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
 3329:     printf("Problem with resultfile: %s\n", fileresprobcor);
 3330:     fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
 3331:   }
 3332:   printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
 3333:   fprintf(ficlog,"Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
 3334:   printf("Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
 3335:   fprintf(ficlog,"Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
 3336:   printf("and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
 3337:   fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
 3338:   pstamp(ficresprob);
 3339:   fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
 3340:   fprintf(ficresprob,"# Age");
 3341:   pstamp(ficresprobcov);
 3342:   fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
 3343:   fprintf(ficresprobcov,"# Age");
 3344:   pstamp(ficresprobcor);
 3345:   fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
 3346:   fprintf(ficresprobcor,"# Age");
 3347: 
 3348: 
 3349:   for(i=1; i<=nlstate;i++)
 3350:     for(j=1; j<=(nlstate+ndeath);j++){
 3351:       fprintf(ficresprob," p%1d-%1d (SE)",i,j);
 3352:       fprintf(ficresprobcov," p%1d-%1d ",i,j);
 3353:       fprintf(ficresprobcor," p%1d-%1d ",i,j);
 3354:     }  
 3355:  /* fprintf(ficresprob,"\n");
 3356:   fprintf(ficresprobcov,"\n");
 3357:   fprintf(ficresprobcor,"\n");
 3358:  */
 3359:   xp=vector(1,npar);
 3360:   dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
 3361:   doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
 3362:   mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
 3363:   varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
 3364:   first=1;
 3365:   fprintf(ficgp,"\n# Routine varprob");
 3366:   fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
 3367:   fprintf(fichtm,"\n");
 3368: 
 3369:   fprintf(fichtm,"\n<li><h4> <a href=\"%s\">Matrix of variance-covariance of pairs of step probabilities (drawings)</a></h4></li>\n",optionfilehtmcov);
 3370:   fprintf(fichtmcov,"\n<h4>Matrix of variance-covariance of pairs of step probabilities</h4>\n\
 3371:   file %s<br>\n",optionfilehtmcov);
 3372:   fprintf(fichtmcov,"\nEllipsoids of confidence centered on point (p<inf>ij</inf>, p<inf>kl</inf>) are estimated\
 3373: and drawn. It helps understanding how is the covariance between two incidences.\
 3374:  They are expressed in year<sup>-1</sup> in order to be less dependent of stepm.<br>\n");
 3375:   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. \
 3376: It can be understood this way: if pij and pkl where uncorrelated the (2x2) matrix of covariance \
 3377: would have been (1/(var pij), 0 , 0, 1/(var pkl)), and the confidence interval would be 2 \
 3378: standard deviations wide on each axis. <br>\
 3379:  Now, if both incidences are correlated (usual case) we diagonalised the inverse of the covariance matrix\
 3380:  and made the appropriate rotation to look at the uncorrelated principal directions.<br>\
 3381: To be simple, these graphs help to understand the significativity of each parameter in relation to a second other one.<br> \n");
 3382: 
 3383:   cov[1]=1;
 3384:   tj=cptcoveff;
 3385:   if (cptcovn<1) {tj=1;ncodemax[1]=1;}
 3386:   j1=0;
 3387:   for(t=1; t<=tj;t++){
 3388:     for(i1=1; i1<=ncodemax[t];i1++){ 
 3389:       j1++;
 3390:       if  (cptcovn>0) {
 3391: 	fprintf(ficresprob, "\n#********** Variable "); 
 3392: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 3393: 	fprintf(ficresprob, "**********\n#\n");
 3394: 	fprintf(ficresprobcov, "\n#********** Variable "); 
 3395: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 3396: 	fprintf(ficresprobcov, "**********\n#\n");
 3397: 	
 3398: 	fprintf(ficgp, "\n#********** Variable "); 
 3399: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 3400: 	fprintf(ficgp, "**********\n#\n");
 3401: 	
 3402: 	
 3403: 	fprintf(fichtmcov, "\n<hr  size=\"2\" color=\"#EC5E5E\">********** Variable "); 
 3404: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 3405: 	fprintf(fichtmcov, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
 3406: 	
 3407: 	fprintf(ficresprobcor, "\n#********** Variable ");    
 3408: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 3409: 	fprintf(ficresprobcor, "**********\n#");    
 3410:       }
 3411:       
 3412:       for (age=bage; age<=fage; age ++){ 
 3413: 	cov[2]=age;
 3414: 	for (k=1; k<=cptcovn;k++) {
 3415: 	  cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
 3416: 	}
 3417: 	for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
 3418: 	for (k=1; k<=cptcovprod;k++)
 3419: 	  cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
 3420: 	
 3421: 	gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
 3422: 	trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
 3423: 	gp=vector(1,(nlstate)*(nlstate+ndeath));
 3424: 	gm=vector(1,(nlstate)*(nlstate+ndeath));
 3425:     
 3426: 	for(theta=1; theta <=npar; theta++){
 3427: 	  for(i=1; i<=npar; i++)
 3428: 	    xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
 3429: 	  
 3430: 	  pmij(pmmij,cov,ncovmodel,xp,nlstate);
 3431: 	  
 3432: 	  k=0;
 3433: 	  for(i=1; i<= (nlstate); i++){
 3434: 	    for(j=1; j<=(nlstate+ndeath);j++){
 3435: 	      k=k+1;
 3436: 	      gp[k]=pmmij[i][j];
 3437: 	    }
 3438: 	  }
 3439: 	  
 3440: 	  for(i=1; i<=npar; i++)
 3441: 	    xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
 3442:     
 3443: 	  pmij(pmmij,cov,ncovmodel,xp,nlstate);
 3444: 	  k=0;
 3445: 	  for(i=1; i<=(nlstate); i++){
 3446: 	    for(j=1; j<=(nlstate+ndeath);j++){
 3447: 	      k=k+1;
 3448: 	      gm[k]=pmmij[i][j];
 3449: 	    }
 3450: 	  }
 3451:      
 3452: 	  for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
 3453: 	    gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
 3454: 	}
 3455: 
 3456: 	for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
 3457: 	  for(theta=1; theta <=npar; theta++)
 3458: 	    trgradg[j][theta]=gradg[theta][j];
 3459: 	
 3460: 	matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
 3461: 	matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
 3462: 	free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
 3463: 	free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
 3464: 	free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
 3465: 	free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
 3466: 
 3467: 	pmij(pmmij,cov,ncovmodel,x,nlstate);
 3468: 	
 3469: 	k=0;
 3470: 	for(i=1; i<=(nlstate); i++){
 3471: 	  for(j=1; j<=(nlstate+ndeath);j++){
 3472: 	    k=k+1;
 3473: 	    mu[k][(int) age]=pmmij[i][j];
 3474: 	  }
 3475: 	}
 3476:      	for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
 3477: 	  for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
 3478: 	    varpij[i][j][(int)age] = doldm[i][j];
 3479: 
 3480: 	/*printf("\n%d ",(int)age);
 3481: 	  for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
 3482: 	  printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
 3483: 	  fprintf(ficlog,"%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
 3484: 	  }*/
 3485: 
 3486: 	fprintf(ficresprob,"\n%d ",(int)age);
 3487: 	fprintf(ficresprobcov,"\n%d ",(int)age);
 3488: 	fprintf(ficresprobcor,"\n%d ",(int)age);
 3489: 
 3490: 	for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
 3491: 	  fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
 3492: 	for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
 3493: 	  fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
 3494: 	  fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
 3495: 	}
 3496: 	i=0;
 3497: 	for (k=1; k<=(nlstate);k++){
 3498:  	  for (l=1; l<=(nlstate+ndeath);l++){ 
 3499:  	    i=i++;
 3500: 	    fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l);
 3501: 	    fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l);
 3502: 	    for (j=1; j<=i;j++){
 3503: 	      fprintf(ficresprobcov," %11.3e",varpij[i][j][(int)age]);
 3504: 	      fprintf(ficresprobcor," %11.3e",varpij[i][j][(int) age]/sqrt(varpij[i][i][(int) age])/sqrt(varpij[j][j][(int)age]));
 3505: 	    }
 3506: 	  }
 3507: 	}/* end of loop for state */
 3508:       } /* end of loop for age */
 3509: 
 3510:       /* Confidence intervalle of pij  */
 3511:       /*
 3512: 	fprintf(ficgp,"\nunset parametric;unset label");
 3513: 	fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
 3514: 	fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
 3515: 	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);
 3516: 	fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
 3517: 	fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
 3518: 	fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
 3519:       */
 3520: 
 3521:       /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
 3522:       first1=1;
 3523:       for (k2=1; k2<=(nlstate);k2++){
 3524: 	for (l2=1; l2<=(nlstate+ndeath);l2++){ 
 3525: 	  if(l2==k2) continue;
 3526: 	  j=(k2-1)*(nlstate+ndeath)+l2;
 3527: 	  for (k1=1; k1<=(nlstate);k1++){
 3528: 	    for (l1=1; l1<=(nlstate+ndeath);l1++){ 
 3529: 	      if(l1==k1) continue;
 3530: 	      i=(k1-1)*(nlstate+ndeath)+l1;
 3531: 	      if(i<=j) continue;
 3532: 	      for (age=bage; age<=fage; age ++){ 
 3533: 		if ((int)age %5==0){
 3534: 		  v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
 3535: 		  v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
 3536: 		  cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
 3537: 		  mu1=mu[i][(int) age]/stepm*YEARM ;
 3538: 		  mu2=mu[j][(int) age]/stepm*YEARM;
 3539: 		  c12=cv12/sqrt(v1*v2);
 3540: 		  /* Computing eigen value of matrix of covariance */
 3541: 		  lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
 3542: 		  lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
 3543: 		  if ((lc2 <0) || (lc1 <0) ){
 3544: 		    printf("Error: One eigen value of 2x2 matrix of covariance is negative, lc1=%11.3e, lc2=%11.3e, v1=%11.3e, v2=%11.3e, cv12=%11.3e.\n It means that the matrix was not well estimated (varpij), for i=%2d, j=%2d, age=%4d .\n See files %s and %s. Continuing by making them positive: WRONG RESULTS.\n", lc1, lc2, v1, v2, cv12, i, j, (int)age,fileresprobcov, fileresprobcor);
 3545: 		    fprintf(ficlog,"Error: One eigen value of 2x2 matrix of covariance is negative, lc1=%11.3e, lc2=%11.3e, v1=%11.3e, v2=%11.3e, cv12=%11.3e\n", lc1, lc2, v1, v2, cv12);fflush(ficlog);
 3546: 		    lc1=fabs(lc1);
 3547: 		    lc2=fabs(lc2);
 3548: 		  }
 3549: 
 3550: 		  /* Eigen vectors */
 3551: 		  v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
 3552: 		  /*v21=sqrt(1.-v11*v11); *//* error */
 3553: 		  v21=(lc1-v1)/cv12*v11;
 3554: 		  v12=-v21;
 3555: 		  v22=v11;
 3556: 		  tnalp=v21/v11;
 3557: 		  if(first1==1){
 3558: 		    first1=0;
 3559: 		    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);
 3560: 		  }
 3561: 		  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);
 3562: 		  /*printf(fignu*/
 3563: 		  /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
 3564: 		  /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
 3565: 		  if(first==1){
 3566: 		    first=0;
 3567:  		    fprintf(ficgp,"\nset parametric;unset label");
 3568: 		    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);
 3569: 		    fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
 3570: 		    fprintf(fichtmcov,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup>\
 3571:  :<a href=\"%s%d%1d%1d-%1d%1d.png\">\
 3572: %s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,\
 3573: 			    subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2,\
 3574: 			    subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
 3575: 		    fprintf(fichtmcov,"\n<br><img src=\"%s%d%1d%1d-%1d%1d.png\"> ",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
 3576: 		    fprintf(fichtmcov,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
 3577: 		    fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\"",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
 3578: 		    fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
 3579: 		    fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
 3580: 		    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",\
 3581: 			    mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
 3582: 			    mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
 3583: 		  }else{
 3584: 		    first=0;
 3585: 		    fprintf(fichtmcov," %d (%.3f),",(int) age, c12);
 3586: 		    fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
 3587: 		    fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
 3588: 		    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",\
 3589: 			    mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
 3590: 			    mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
 3591: 		  }/* if first */
 3592: 		} /* age mod 5 */
 3593: 	      } /* end loop age */
 3594: 	      fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\";replot;",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
 3595: 	      first=1;
 3596: 	    } /*l12 */
 3597: 	  } /* k12 */
 3598: 	} /*l1 */
 3599:       }/* k1 */
 3600:     } /* loop covariates */
 3601:   }
 3602:   free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
 3603:   free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
 3604:   free_matrix(doldm,1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
 3605:   free_matrix(dnewm,1,(nlstate)*(nlstate+ndeath),1,npar);
 3606:   free_vector(xp,1,npar);
 3607:   fclose(ficresprob);
 3608:   fclose(ficresprobcov);
 3609:   fclose(ficresprobcor);
 3610:   fflush(ficgp);
 3611:   fflush(fichtmcov);
 3612: }
 3613: 
 3614: 
 3615: /******************* Printing html file ***********/
 3616: void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
 3617: 		  int lastpass, int stepm, int weightopt, char model[],\
 3618: 		  int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
 3619: 		  int popforecast, int estepm ,\
 3620: 		  double jprev1, double mprev1,double anprev1, \
 3621: 		  double jprev2, double mprev2,double anprev2){
 3622:   int jj1, k1, i1, cpt;
 3623: 
 3624:    fprintf(fichtm,"<ul><li><a href='#firstorder'>Result files (first order: no variance)</a>\n \
 3625:    <li><a href='#secondorder'>Result files (second order (variance)</a>\n \
 3626: </ul>");
 3627:    fprintf(fichtm,"<ul><li><h4><a name='firstorder'>Result files (first order: no variance)</a></h4>\n \
 3628:  - Observed prevalence in each state (during the period defined between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf): <a href=\"%s\">%s</a> <br>\n ",
 3629: 	   jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,subdirf2(fileres,"p"),subdirf2(fileres,"p"));
 3630:    fprintf(fichtm,"\
 3631:  - Estimated transition probabilities over %d (stepm) months: <a href=\"%s\">%s</a><br>\n ",
 3632: 	   stepm,subdirf2(fileres,"pij"),subdirf2(fileres,"pij"));
 3633:    fprintf(fichtm,"\
 3634:  - Period (stable) prevalence in each health state: <a href=\"%s\">%s</a> <br>\n",
 3635: 	   subdirf2(fileres,"pl"),subdirf2(fileres,"pl"));
 3636:    fprintf(fichtm,"\
 3637:  - (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): \
 3638:    <a href=\"%s\">%s</a> <br>\n",
 3639: 	   estepm,subdirf2(fileres,"e"),subdirf2(fileres,"e"));
 3640:    fprintf(fichtm,"\
 3641:  - Population projections by age and states: \
 3642:    <a href=\"%s\">%s</a> <br>\n</li>", subdirf2(fileres,"f"),subdirf2(fileres,"f"));
 3643: 
 3644: fprintf(fichtm," \n<ul><li><b>Graphs</b></li><p>");
 3645: 
 3646:  m=cptcoveff;
 3647:  if (cptcovn < 1) {m=1;ncodemax[1]=1;}
 3648: 
 3649:  jj1=0;
 3650:  for(k1=1; k1<=m;k1++){
 3651:    for(i1=1; i1<=ncodemax[k1];i1++){
 3652:      jj1++;
 3653:      if (cptcovn > 0) {
 3654:        fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
 3655:        for (cpt=1; cpt<=cptcoveff;cpt++) 
 3656: 	 fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
 3657:        fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
 3658:      }
 3659:      /* Pij */
 3660:      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> \
 3661: <img src=\"%s%d1.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1);     
 3662:      /* Quasi-incidences */
 3663:      fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i %d (stepm) months\
 3664:  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> \
 3665: <img src=\"%s%d2.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1); 
 3666:        /* Period (stable) prevalence in each health state */
 3667:        for(cpt=1; cpt<nlstate;cpt++){
 3668: 	 fprintf(fichtm,"<br>- Period (stable) prevalence in each health state : <a href=\"%s%d%d.png\">%s%d%d.png</a><br> \
 3669: <img src=\"%s%d%d.png\">",subdirf2(optionfilefiname,"p"),cpt,jj1,subdirf2(optionfilefiname,"p"),cpt,jj1,subdirf2(optionfilefiname,"p"),cpt,jj1);
 3670:        }
 3671:      for(cpt=1; cpt<=nlstate;cpt++) {
 3672:         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> \
 3673: <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"exp"),cpt,jj1,subdirf2(optionfilefiname,"exp"),cpt,jj1,subdirf2(optionfilefiname,"exp"),cpt,jj1);
 3674:      }
 3675:    } /* end i1 */
 3676:  }/* End k1 */
 3677:  fprintf(fichtm,"</ul>");
 3678: 
 3679: 
 3680:  fprintf(fichtm,"\
 3681: \n<br><li><h4> <a name='secondorder'>Result files (second order: variances)</a></h4>\n\
 3682:  - Parameter file with estimated parameters and covariance matrix: <a href=\"%s\">%s</a> <br>\n", rfileres,rfileres);
 3683: 
 3684:  fprintf(fichtm," - Variance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
 3685: 	 subdirf2(fileres,"prob"),subdirf2(fileres,"prob"));
 3686:  fprintf(fichtm,"\
 3687:  - Variance-covariance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
 3688: 	 subdirf2(fileres,"probcov"),subdirf2(fileres,"probcov"));
 3689: 
 3690:  fprintf(fichtm,"\
 3691:  - Correlation matrix of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
 3692: 	 subdirf2(fileres,"probcor"),subdirf2(fileres,"probcor"));
 3693:  fprintf(fichtm,"\
 3694:  - 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): \
 3695:    <a href=\"%s\">%s</a> <br>\n</li>",
 3696: 	   estepm,subdirf2(fileres,"cve"),subdirf2(fileres,"cve"));
 3697:  fprintf(fichtm,"\
 3698:  - (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): \
 3699:    <a href=\"%s\">%s</a> <br>\n</li>",
 3700: 	   estepm,subdirf2(fileres,"stde"),subdirf2(fileres,"stde"));
 3701:  fprintf(fichtm,"\
 3702:  - 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",
 3703: 	 estepm, subdirf2(fileres,"v"),subdirf2(fileres,"v"));
 3704:  fprintf(fichtm,"\
 3705:  - 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",
 3706: 	 estepm, subdirf2(fileres,"t"),subdirf2(fileres,"t"));
 3707:  fprintf(fichtm,"\
 3708:  - Standard deviation of period (stable) prevalences: <a href=\"%s\">%s</a> <br>\n",\
 3709: 	 subdirf2(fileres,"vpl"),subdirf2(fileres,"vpl"));
 3710: 
 3711: /*  if(popforecast==1) fprintf(fichtm,"\n */
 3712: /*  - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>\n */
 3713: /*  - Population forecasting (if popforecast=1): <a href=\"pop%s\">pop%s</a> <br>\n */
 3714: /* 	<br>",fileres,fileres,fileres,fileres); */
 3715: /*  else  */
 3716: /*    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); */
 3717:  fflush(fichtm);
 3718:  fprintf(fichtm," <ul><li><b>Graphs</b></li><p>");
 3719: 
 3720:  m=cptcoveff;
 3721:  if (cptcovn < 1) {m=1;ncodemax[1]=1;}
 3722: 
 3723:  jj1=0;
 3724:  for(k1=1; k1<=m;k1++){
 3725:    for(i1=1; i1<=ncodemax[k1];i1++){
 3726:      jj1++;
 3727:      if (cptcovn > 0) {
 3728:        fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
 3729:        for (cpt=1; cpt<=cptcoveff;cpt++) 
 3730: 	 fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
 3731:        fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
 3732:      }
 3733:      for(cpt=1; cpt<=nlstate;cpt++) {
 3734:        fprintf(fichtm,"<br>- Observed (cross-sectional) and period (incidence based) \
 3735: prevalence (with 95%% confidence interval) in state (%d): %s%d%d.png <br>\
 3736: <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"v"),cpt,jj1,subdirf2(optionfilefiname,"v"),cpt,jj1);  
 3737:      }
 3738:      fprintf(fichtm,"\n<br>- Total life expectancy by age and \
 3739: health expectancies in states (1) and (2). If popbased=1 the smooth (due to the model) \
 3740: true period expectancies (those weighted with period prevalences are also\
 3741:  drawn in addition to the population based expectancies computed using\
 3742:  observed and cahotic prevalences: %s%d.png<br>\
 3743: <img src=\"%s%d.png\">",subdirf2(optionfilefiname,"e"),jj1,subdirf2(optionfilefiname,"e"),jj1);
 3744:    } /* end i1 */
 3745:  }/* End k1 */
 3746:  fprintf(fichtm,"</ul>");
 3747:  fflush(fichtm);
 3748: }
 3749: 
 3750: /******************* Gnuplot file **************/
 3751: void printinggnuplot(char fileres[], char optionfilefiname[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
 3752: 
 3753:   char dirfileres[132],optfileres[132];
 3754:   int m0,cpt=0,k1=0,i=0,k=0,j=0,jk=0,k2=0,k3=0,ij=0,l=0;
 3755:   int ng=0;
 3756: /*   if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) { */
 3757: /*     printf("Problem with file %s",optionfilegnuplot); */
 3758: /*     fprintf(ficlog,"Problem with file %s",optionfilegnuplot); */
 3759: /*   } */
 3760: 
 3761:   /*#ifdef windows */
 3762:   fprintf(ficgp,"cd \"%s\" \n",pathc);
 3763:     /*#endif */
 3764:   m=pow(2,cptcoveff);
 3765: 
 3766:   strcpy(dirfileres,optionfilefiname);
 3767:   strcpy(optfileres,"vpl");
 3768:  /* 1eme*/
 3769:   for (cpt=1; cpt<= nlstate ; cpt ++) {
 3770:    for (k1=1; k1<= m ; k1 ++) {
 3771:      fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"v"),cpt,k1);
 3772:      fprintf(ficgp,"\n#set out \"v%s%d%d.png\" \n",optionfilefiname,cpt,k1);
 3773:      fprintf(ficgp,"set xlabel \"Age\" \n\
 3774: set ylabel \"Probability\" \n\
 3775: set ter png small\n\
 3776: set size 0.65,0.65\n\
 3777: plot [%.f:%.f] \"%s\" every :::%d::%d u 1:2 \"\%%lf",ageminpar,fage,subdirf2(fileres,"vpl"),k1-1,k1-1);
 3778: 
 3779:      for (i=1; i<= nlstate ; i ++) {
 3780:        if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
 3781:        else        fprintf(ficgp," \%%*lf (\%%*lf)");
 3782:      }
 3783:      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);
 3784:      for (i=1; i<= nlstate ; i ++) {
 3785:        if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
 3786:        else fprintf(ficgp," \%%*lf (\%%*lf)");
 3787:      } 
 3788:      fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"%s\" every :::%d::%d u 1:($2-1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1); 
 3789:      for (i=1; i<= nlstate ; i ++) {
 3790:        if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
 3791:        else fprintf(ficgp," \%%*lf (\%%*lf)");
 3792:      }  
 3793:      fprintf(ficgp,"\" t\"\" w l 1,\"%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",subdirf2(fileres,"p"),k1-1,k1-1,2+4*(cpt-1));
 3794:    }
 3795:   }
 3796:   /*2 eme*/
 3797:   
 3798:   for (k1=1; k1<= m ; k1 ++) { 
 3799:     fprintf(ficgp,"\nset out \"%s%d.png\" \n",subdirf2(optionfilefiname,"e"),k1);
 3800:     fprintf(ficgp,"set ylabel \"Years\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] ",ageminpar,fage);
 3801:     
 3802:     for (i=1; i<= nlstate+1 ; i ++) {
 3803:       k=2*i;
 3804:       fprintf(ficgp,"\"%s\" every :::%d::%d u 1:2 \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
 3805:       for (j=1; j<= nlstate+1 ; j ++) {
 3806: 	if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
 3807: 	else fprintf(ficgp," \%%*lf (\%%*lf)");
 3808:       }   
 3809:       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
 3810:       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);
 3811:       fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
 3812:       for (j=1; j<= nlstate+1 ; j ++) {
 3813: 	if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
 3814: 	else fprintf(ficgp," \%%*lf (\%%*lf)");
 3815:       }   
 3816:       fprintf(ficgp,"\" t\"\" w l 0,");
 3817:       fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
 3818:       for (j=1; j<= nlstate+1 ; j ++) {
 3819: 	if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
 3820: 	else fprintf(ficgp," \%%*lf (\%%*lf)");
 3821:       }   
 3822:       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
 3823:       else fprintf(ficgp,"\" t\"\" w l 0,");
 3824:     }
 3825:   }
 3826:   
 3827:   /*3eme*/
 3828:   
 3829:   for (k1=1; k1<= m ; k1 ++) { 
 3830:     for (cpt=1; cpt<= nlstate ; cpt ++) {
 3831:       /*       k=2+nlstate*(2*cpt-2); */
 3832:       k=2+(nlstate+1)*(cpt-1);
 3833:       fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"exp"),cpt,k1);
 3834:       fprintf(ficgp,"set ter png small\n\
 3835: set size 0.65,0.65\n\
 3836: plot [%.f:%.f] \"%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",ageminpar,fage,subdirf2(fileres,"e"),k1-1,k1-1,k,cpt);
 3837:       /*fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d-2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
 3838: 	for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
 3839: 	fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
 3840: 	fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d+2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
 3841: 	for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
 3842: 	fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
 3843: 	
 3844:       */
 3845:       for (i=1; i< nlstate ; i ++) {
 3846: 	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);
 3847: 	/*	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);*/
 3848: 	
 3849:       } 
 3850:       fprintf(ficgp," ,\"%s\" every :::%d::%d u 1:%d t \"e%d.\" w l",subdirf2(fileres,"e"),k1-1,k1-1,k+nlstate,cpt);
 3851:     }
 3852:   }
 3853:   
 3854:   /* CV preval stable (period) */
 3855:   for (k1=1; k1<= m ; k1 ++) { 
 3856:     for (cpt=1; cpt<=nlstate ; cpt ++) {
 3857:       k=3;
 3858:       fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"p"),cpt,k1);
 3859:       fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \n\
 3860: set ter png small\nset size 0.65,0.65\n\
 3861: unset log y\n\
 3862: plot [%.f:%.f] \"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",ageminpar,agemaxpar,subdirf2(fileres,"pij"),k1,k+cpt+1,k+1);
 3863:       
 3864:       for (i=1; i< nlstate ; i ++)
 3865: 	fprintf(ficgp,"+$%d",k+i+1);
 3866:       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
 3867:       
 3868:       l=3+(nlstate+ndeath)*cpt;
 3869:       fprintf(ficgp,",\"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",subdirf2(fileres,"pij"),k1,l+cpt+1,l+1);
 3870:       for (i=1; i< nlstate ; i ++) {
 3871: 	l=3+(nlstate+ndeath)*cpt;
 3872: 	fprintf(ficgp,"+$%d",l+i+1);
 3873:       }
 3874:       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);   
 3875:     } 
 3876:   }  
 3877:   
 3878:   /* proba elementaires */
 3879:   for(i=1,jk=1; i <=nlstate; i++){
 3880:     for(k=1; k <=(nlstate+ndeath); k++){
 3881:       if (k != i) {
 3882: 	for(j=1; j <=ncovmodel; j++){
 3883: 	  fprintf(ficgp,"p%d=%f ",jk,p[jk]);
 3884: 	  jk++; 
 3885: 	  fprintf(ficgp,"\n");
 3886: 	}
 3887:       }
 3888:     }
 3889:    }
 3890: 
 3891:    for(ng=1; ng<=2;ng++){ /* Number of graphics: first is probabilities second is incidence per year*/
 3892:      for(jk=1; jk <=m; jk++) {
 3893:        fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"pe"),jk,ng); 
 3894:        if (ng==2)
 3895: 	 fprintf(ficgp,"\nset ylabel \"Quasi-incidence per year\"\n");
 3896:        else
 3897: 	 fprintf(ficgp,"\nset title \"Probability\"\n");
 3898:        fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65\nset log y\nplot  [%.f:%.f] ",ageminpar,agemaxpar);
 3899:        i=1;
 3900:        for(k2=1; k2<=nlstate; k2++) {
 3901: 	 k3=i;
 3902: 	 for(k=1; k<=(nlstate+ndeath); k++) {
 3903: 	   if (k != k2){
 3904: 	     if(ng==2)
 3905: 	       fprintf(ficgp," %f*exp(p%d+p%d*x",YEARM/stepm,i,i+1);
 3906: 	     else
 3907: 	       fprintf(ficgp," exp(p%d+p%d*x",i,i+1);
 3908: 	     ij=1;
 3909: 	     for(j=3; j <=ncovmodel; j++) {
 3910: 	       if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
 3911: 		 fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
 3912: 		 ij++;
 3913: 	       }
 3914: 	       else
 3915: 		 fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
 3916: 	     }
 3917: 	     fprintf(ficgp,")/(1");
 3918: 	     
 3919: 	     for(k1=1; k1 <=nlstate; k1++){   
 3920: 	       fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);
 3921: 	       ij=1;
 3922: 	       for(j=3; j <=ncovmodel; j++){
 3923: 		 if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
 3924: 		   fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
 3925: 		   ij++;
 3926: 		 }
 3927: 		 else
 3928: 		   fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
 3929: 	       }
 3930: 	       fprintf(ficgp,")");
 3931: 	     }
 3932: 	     fprintf(ficgp,") t \"p%d%d\" ", k2,k);
 3933: 	     if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");
 3934: 	     i=i+ncovmodel;
 3935: 	   }
 3936: 	 } /* end k */
 3937:        } /* end k2 */
 3938:      } /* end jk */
 3939:    } /* end ng */
 3940:    fflush(ficgp); 
 3941: }  /* end gnuplot */
 3942: 
 3943: 
 3944: /*************** Moving average **************/
 3945: int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav){
 3946: 
 3947:   int i, cpt, cptcod;
 3948:   int modcovmax =1;
 3949:   int mobilavrange, mob;
 3950:   double age;
 3951: 
 3952:   modcovmax=2*cptcoveff;/* Max number of modalities. We suppose 
 3953: 			   a covariate has 2 modalities */
 3954:   if (cptcovn<1) modcovmax=1; /* At least 1 pass */
 3955: 
 3956:   if(mobilav==1||mobilav ==3 ||mobilav==5 ||mobilav== 7){
 3957:     if(mobilav==1) mobilavrange=5; /* default */
 3958:     else mobilavrange=mobilav;
 3959:     for (age=bage; age<=fage; age++)
 3960:       for (i=1; i<=nlstate;i++)
 3961: 	for (cptcod=1;cptcod<=modcovmax;cptcod++)
 3962: 	  mobaverage[(int)age][i][cptcod]=probs[(int)age][i][cptcod];
 3963:     /* We keep the original values on the extreme ages bage, fage and for 
 3964:        fage+1 and bage-1 we use a 3 terms moving average; for fage+2 bage+2
 3965:        we use a 5 terms etc. until the borders are no more concerned. 
 3966:     */ 
 3967:     for (mob=3;mob <=mobilavrange;mob=mob+2){
 3968:       for (age=bage+(mob-1)/2; age<=fage-(mob-1)/2; age++){
 3969: 	for (i=1; i<=nlstate;i++){
 3970: 	  for (cptcod=1;cptcod<=modcovmax;cptcod++){
 3971: 	    mobaverage[(int)age][i][cptcod] =probs[(int)age][i][cptcod];
 3972: 	      for (cpt=1;cpt<=(mob-1)/2;cpt++){
 3973: 		mobaverage[(int)age][i][cptcod] +=probs[(int)age-cpt][i][cptcod];
 3974: 		mobaverage[(int)age][i][cptcod] +=probs[(int)age+cpt][i][cptcod];
 3975: 	      }
 3976: 	    mobaverage[(int)age][i][cptcod]=mobaverage[(int)age][i][cptcod]/mob;
 3977: 	  }
 3978: 	}
 3979:       }/* end age */
 3980:     }/* end mob */
 3981:   }else return -1;
 3982:   return 0;
 3983: }/* End movingaverage */
 3984: 
 3985: 
 3986: /************** Forecasting ******************/
 3987: 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){
 3988:   /* proj1, year, month, day of starting projection 
 3989:      agemin, agemax range of age
 3990:      dateprev1 dateprev2 range of dates during which prevalence is computed
 3991:      anproj2 year of en of projection (same day and month as proj1).
 3992:   */
 3993:   int yearp, stepsize, hstepm, nhstepm, j, k, c, cptcod, i, h, i1;
 3994:   int *popage;
 3995:   double agec; /* generic age */
 3996:   double agelim, ppij, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;
 3997:   double *popeffectif,*popcount;
 3998:   double ***p3mat;
 3999:   double ***mobaverage;
 4000:   char fileresf[FILENAMELENGTH];
 4001: 
 4002:   agelim=AGESUP;
 4003:   prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
 4004:  
 4005:   strcpy(fileresf,"f"); 
 4006:   strcat(fileresf,fileres);
 4007:   if((ficresf=fopen(fileresf,"w"))==NULL) {
 4008:     printf("Problem with forecast resultfile: %s\n", fileresf);
 4009:     fprintf(ficlog,"Problem with forecast resultfile: %s\n", fileresf);
 4010:   }
 4011:   printf("Computing forecasting: result on file '%s' \n", fileresf);
 4012:   fprintf(ficlog,"Computing forecasting: result on file '%s' \n", fileresf);
 4013: 
 4014:   if (cptcoveff==0) ncodemax[cptcoveff]=1;
 4015: 
 4016:   if (mobilav!=0) {
 4017:     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 4018:     if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
 4019:       fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
 4020:       printf(" Error in movingaverage mobilav=%d\n",mobilav);
 4021:     }
 4022:   }
 4023: 
 4024:   stepsize=(int) (stepm+YEARM-1)/YEARM;
 4025:   if (stepm<=12) stepsize=1;
 4026:   if(estepm < stepm){
 4027:     printf ("Problem %d lower than %d\n",estepm, stepm);
 4028:   }
 4029:   else  hstepm=estepm;   
 4030: 
 4031:   hstepm=hstepm/stepm; 
 4032:   yp1=modf(dateintmean,&yp);/* extracts integral of datemean in yp  and
 4033:                                fractional in yp1 */
 4034:   anprojmean=yp;
 4035:   yp2=modf((yp1*12),&yp);
 4036:   mprojmean=yp;
 4037:   yp1=modf((yp2*30.5),&yp);
 4038:   jprojmean=yp;
 4039:   if(jprojmean==0) jprojmean=1;
 4040:   if(mprojmean==0) jprojmean=1;
 4041: 
 4042:   i1=cptcoveff;
 4043:   if (cptcovn < 1){i1=1;}
 4044:   
 4045:   fprintf(ficresf,"# Mean day of interviews %.lf/%.lf/%.lf (%.2f) between %.2f and %.2f \n",jprojmean,mprojmean,anprojmean,dateintmean,dateprev1,dateprev2); 
 4046:   
 4047:   fprintf(ficresf,"#****** Routine prevforecast **\n");
 4048: 
 4049: /* 	      if (h==(int)(YEARM*yearp)){ */
 4050:   for(cptcov=1, k=0;cptcov<=i1;cptcov++){
 4051:     for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
 4052:       k=k+1;
 4053:       fprintf(ficresf,"\n#******");
 4054:       for(j=1;j<=cptcoveff;j++) {
 4055: 	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]]);
 4056:       }
 4057:       fprintf(ficresf,"******\n");
 4058:       fprintf(ficresf,"# Covariate valuofcovar yearproj age");
 4059:       for(j=1; j<=nlstate+ndeath;j++){ 
 4060: 	for(i=1; i<=nlstate;i++) 	      
 4061:           fprintf(ficresf," p%d%d",i,j);
 4062: 	fprintf(ficresf," p.%d",j);
 4063:       }
 4064:       for (yearp=0; yearp<=(anproj2-anproj1);yearp +=stepsize) { 
 4065: 	fprintf(ficresf,"\n");
 4066: 	fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+yearp);   
 4067: 
 4068:      	for (agec=fage; agec>=(ageminpar-1); agec--){ 
 4069: 	  nhstepm=(int) rint((agelim-agec)*YEARM/stepm); 
 4070: 	  nhstepm = nhstepm/hstepm; 
 4071: 	  p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 4072: 	  oldm=oldms;savm=savms;
 4073: 	  hpxij(p3mat,nhstepm,agec,hstepm,p,nlstate,stepm,oldm,savm, k);  
 4074: 	
 4075: 	  for (h=0; h<=nhstepm; h++){
 4076: 	    if (h*hstepm/YEARM*stepm ==yearp) {
 4077:               fprintf(ficresf,"\n");
 4078:               for(j=1;j<=cptcoveff;j++) 
 4079:                 fprintf(ficresf,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 4080: 	      fprintf(ficresf,"%.f %.f ",anproj1+yearp,agec+h*hstepm/YEARM*stepm);
 4081: 	    } 
 4082: 	    for(j=1; j<=nlstate+ndeath;j++) {
 4083: 	      ppij=0.;
 4084: 	      for(i=1; i<=nlstate;i++) {
 4085: 		if (mobilav==1) 
 4086: 		  ppij=ppij+p3mat[i][j][h]*mobaverage[(int)agec][i][cptcod];
 4087: 		else {
 4088: 		  ppij=ppij+p3mat[i][j][h]*probs[(int)(agec)][i][cptcod];
 4089: 		}
 4090: 		if (h*hstepm/YEARM*stepm== yearp) {
 4091: 		  fprintf(ficresf," %.3f", p3mat[i][j][h]);
 4092: 		}
 4093: 	      } /* end i */
 4094: 	      if (h*hstepm/YEARM*stepm==yearp) {
 4095: 		fprintf(ficresf," %.3f", ppij);
 4096: 	      }
 4097: 	    }/* end j */
 4098: 	  } /* end h */
 4099: 	  free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 4100: 	} /* end agec */
 4101:       } /* end yearp */
 4102:     } /* end cptcod */
 4103:   } /* end  cptcov */
 4104:        
 4105:   if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 4106: 
 4107:   fclose(ficresf);
 4108: }
 4109: 
 4110: /************** Forecasting *****not tested NB*************/
 4111: 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){
 4112:   
 4113:   int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;
 4114:   int *popage;
 4115:   double calagedatem, agelim, kk1, kk2;
 4116:   double *popeffectif,*popcount;
 4117:   double ***p3mat,***tabpop,***tabpopprev;
 4118:   double ***mobaverage;
 4119:   char filerespop[FILENAMELENGTH];
 4120: 
 4121:   tabpop= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 4122:   tabpopprev= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 4123:   agelim=AGESUP;
 4124:   calagedatem=(anpyram+mpyram/12.+jpyram/365.-dateintmean)*YEARM;
 4125:   
 4126:   prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
 4127:   
 4128:   
 4129:   strcpy(filerespop,"pop"); 
 4130:   strcat(filerespop,fileres);
 4131:   if((ficrespop=fopen(filerespop,"w"))==NULL) {
 4132:     printf("Problem with forecast resultfile: %s\n", filerespop);
 4133:     fprintf(ficlog,"Problem with forecast resultfile: %s\n", filerespop);
 4134:   }
 4135:   printf("Computing forecasting: result on file '%s' \n", filerespop);
 4136:   fprintf(ficlog,"Computing forecasting: result on file '%s' \n", filerespop);
 4137: 
 4138:   if (cptcoveff==0) ncodemax[cptcoveff]=1;
 4139: 
 4140:   if (mobilav!=0) {
 4141:     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 4142:     if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
 4143:       fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
 4144:       printf(" Error in movingaverage mobilav=%d\n",mobilav);
 4145:     }
 4146:   }
 4147: 
 4148:   stepsize=(int) (stepm+YEARM-1)/YEARM;
 4149:   if (stepm<=12) stepsize=1;
 4150:   
 4151:   agelim=AGESUP;
 4152:   
 4153:   hstepm=1;
 4154:   hstepm=hstepm/stepm; 
 4155:   
 4156:   if (popforecast==1) {
 4157:     if((ficpop=fopen(popfile,"r"))==NULL) {
 4158:       printf("Problem with population file : %s\n",popfile);exit(0);
 4159:       fprintf(ficlog,"Problem with population file : %s\n",popfile);exit(0);
 4160:     } 
 4161:     popage=ivector(0,AGESUP);
 4162:     popeffectif=vector(0,AGESUP);
 4163:     popcount=vector(0,AGESUP);
 4164:     
 4165:     i=1;   
 4166:     while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF) i=i+1;
 4167:    
 4168:     imx=i;
 4169:     for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];
 4170:   }
 4171: 
 4172:   for(cptcov=1,k=0;cptcov<=i2;cptcov++){
 4173:    for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
 4174:       k=k+1;
 4175:       fprintf(ficrespop,"\n#******");
 4176:       for(j=1;j<=cptcoveff;j++) {
 4177: 	fprintf(ficrespop," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 4178:       }
 4179:       fprintf(ficrespop,"******\n");
 4180:       fprintf(ficrespop,"# Age");
 4181:       for(j=1; j<=nlstate+ndeath;j++) fprintf(ficrespop," P.%d",j);
 4182:       if (popforecast==1)  fprintf(ficrespop," [Population]");
 4183:       
 4184:       for (cpt=0; cpt<=0;cpt++) { 
 4185: 	fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
 4186: 	
 4187:      	for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
 4188: 	  nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
 4189: 	  nhstepm = nhstepm/hstepm; 
 4190: 	  
 4191: 	  p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 4192: 	  oldm=oldms;savm=savms;
 4193: 	  hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
 4194: 	
 4195: 	  for (h=0; h<=nhstepm; h++){
 4196: 	    if (h==(int) (calagedatem+YEARM*cpt)) {
 4197: 	      fprintf(ficrespop,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
 4198: 	    } 
 4199: 	    for(j=1; j<=nlstate+ndeath;j++) {
 4200: 	      kk1=0.;kk2=0;
 4201: 	      for(i=1; i<=nlstate;i++) {	      
 4202: 		if (mobilav==1) 
 4203: 		  kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];
 4204: 		else {
 4205: 		  kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];
 4206: 		}
 4207: 	      }
 4208: 	      if (h==(int)(calagedatem+12*cpt)){
 4209: 		tabpop[(int)(agedeb)][j][cptcod]=kk1;
 4210: 		  /*fprintf(ficrespop," %.3f", kk1);
 4211: 		    if (popforecast==1) fprintf(ficrespop," [%.f]", kk1*popeffectif[(int)agedeb+1]);*/
 4212: 	      }
 4213: 	    }
 4214: 	    for(i=1; i<=nlstate;i++){
 4215: 	      kk1=0.;
 4216: 		for(j=1; j<=nlstate;j++){
 4217: 		  kk1= kk1+tabpop[(int)(agedeb)][j][cptcod]; 
 4218: 		}
 4219: 		  tabpopprev[(int)(agedeb)][i][cptcod]=tabpop[(int)(agedeb)][i][cptcod]/kk1*popeffectif[(int)(agedeb+(calagedatem+12*cpt)*hstepm/YEARM*stepm-1)];
 4220: 	    }
 4221: 
 4222: 	    if (h==(int)(calagedatem+12*cpt)) for(j=1; j<=nlstate;j++) 
 4223: 	      fprintf(ficrespop," %15.2f",tabpopprev[(int)(agedeb+1)][j][cptcod]);
 4224: 	  }
 4225: 	  free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 4226: 	}
 4227:       }
 4228:  
 4229:   /******/
 4230: 
 4231:       for (cpt=1; cpt<=(anpyram1-anpyram);cpt++) { 
 4232: 	fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
 4233: 	for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
 4234: 	  nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
 4235: 	  nhstepm = nhstepm/hstepm; 
 4236: 	  
 4237: 	  p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 4238: 	  oldm=oldms;savm=savms;
 4239: 	  hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
 4240: 	  for (h=0; h<=nhstepm; h++){
 4241: 	    if (h==(int) (calagedatem+YEARM*cpt)) {
 4242: 	      fprintf(ficresf,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
 4243: 	    } 
 4244: 	    for(j=1; j<=nlstate+ndeath;j++) {
 4245: 	      kk1=0.;kk2=0;
 4246: 	      for(i=1; i<=nlstate;i++) {	      
 4247: 		kk1=kk1+p3mat[i][j][h]*tabpopprev[(int)agedeb+1][i][cptcod];	
 4248: 	      }
 4249: 	      if (h==(int)(calagedatem+12*cpt)) fprintf(ficresf," %15.2f", kk1);	
 4250: 	    }
 4251: 	  }
 4252: 	  free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 4253: 	}
 4254:       }
 4255:    } 
 4256:   }
 4257:  
 4258:   if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 4259: 
 4260:   if (popforecast==1) {
 4261:     free_ivector(popage,0,AGESUP);
 4262:     free_vector(popeffectif,0,AGESUP);
 4263:     free_vector(popcount,0,AGESUP);
 4264:   }
 4265:   free_ma3x(tabpop,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 4266:   free_ma3x(tabpopprev,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 4267:   fclose(ficrespop);
 4268: } /* End of popforecast */
 4269: 
 4270: int fileappend(FILE *fichier, char *optionfich)
 4271: {
 4272:   if((fichier=fopen(optionfich,"a"))==NULL) {
 4273:     printf("Problem with file: %s\n", optionfich);
 4274:     fprintf(ficlog,"Problem with file: %s\n", optionfich);
 4275:     return (0);
 4276:   }
 4277:   fflush(fichier);
 4278:   return (1);
 4279: }
 4280: 
 4281: 
 4282: /**************** function prwizard **********************/
 4283: void prwizard(int ncovmodel, int nlstate, int ndeath,  char model[], FILE *ficparo)
 4284: {
 4285: 
 4286:   /* Wizard to print covariance matrix template */
 4287: 
 4288:   char ca[32], cb[32], cc[32];
 4289:   int i,j, k, l, li, lj, lk, ll, jj, npar, itimes;
 4290:   int numlinepar;
 4291: 
 4292:   printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
 4293:   fprintf(ficparo,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
 4294:   for(i=1; i <=nlstate; i++){
 4295:     jj=0;
 4296:     for(j=1; j <=nlstate+ndeath; j++){
 4297:       if(j==i) continue;
 4298:       jj++;
 4299:       /*ca[0]= k+'a'-1;ca[1]='\0';*/
 4300:       printf("%1d%1d",i,j);
 4301:       fprintf(ficparo,"%1d%1d",i,j);
 4302:       for(k=1; k<=ncovmodel;k++){
 4303: 	/* 	  printf(" %lf",param[i][j][k]); */
 4304: 	/* 	  fprintf(ficparo," %lf",param[i][j][k]); */
 4305: 	printf(" 0.");
 4306: 	fprintf(ficparo," 0.");
 4307:       }
 4308:       printf("\n");
 4309:       fprintf(ficparo,"\n");
 4310:     }
 4311:   }
 4312:   printf("# Scales (for hessian or gradient estimation)\n");
 4313:   fprintf(ficparo,"# Scales (for hessian or gradient estimation)\n");
 4314:   npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/ 
 4315:   for(i=1; i <=nlstate; i++){
 4316:     jj=0;
 4317:     for(j=1; j <=nlstate+ndeath; j++){
 4318:       if(j==i) continue;
 4319:       jj++;
 4320:       fprintf(ficparo,"%1d%1d",i,j);
 4321:       printf("%1d%1d",i,j);
 4322:       fflush(stdout);
 4323:       for(k=1; k<=ncovmodel;k++){
 4324: 	/* 	printf(" %le",delti3[i][j][k]); */
 4325: 	/* 	fprintf(ficparo," %le",delti3[i][j][k]); */
 4326: 	printf(" 0.");
 4327: 	fprintf(ficparo," 0.");
 4328:       }
 4329:       numlinepar++;
 4330:       printf("\n");
 4331:       fprintf(ficparo,"\n");
 4332:     }
 4333:   }
 4334:   printf("# Covariance matrix\n");
 4335: /* # 121 Var(a12)\n\ */
 4336: /* # 122 Cov(b12,a12) Var(b12)\n\ */
 4337: /* # 131 Cov(a13,a12) Cov(a13,b12, Var(a13)\n\ */
 4338: /* # 132 Cov(b13,a12) Cov(b13,b12, Cov(b13,a13) Var(b13)\n\ */
 4339: /* # 212 Cov(a21,a12) Cov(a21,b12, Cov(a21,a13) Cov(a21,b13) Var(a21)\n\ */
 4340: /* # 212 Cov(b21,a12) Cov(b21,b12, Cov(b21,a13) Cov(b21,b13) Cov(b21,a21) Var(b21)\n\ */
 4341: /* # 232 Cov(a23,a12) Cov(a23,b12, Cov(a23,a13) Cov(a23,b13) Cov(a23,a21) Cov(a23,b21) Var(a23)\n\ */
 4342: /* # 232 Cov(b23,a12) Cov(b23,b12) ... Var (b23)\n" */
 4343:   fflush(stdout);
 4344:   fprintf(ficparo,"# Covariance matrix\n");
 4345:   /* # 121 Var(a12)\n\ */
 4346:   /* # 122 Cov(b12,a12) Var(b12)\n\ */
 4347:   /* #   ...\n\ */
 4348:   /* # 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n" */
 4349:   
 4350:   for(itimes=1;itimes<=2;itimes++){
 4351:     jj=0;
 4352:     for(i=1; i <=nlstate; i++){
 4353:       for(j=1; j <=nlstate+ndeath; j++){
 4354: 	if(j==i) continue;
 4355: 	for(k=1; k<=ncovmodel;k++){
 4356: 	  jj++;
 4357: 	  ca[0]= k+'a'-1;ca[1]='\0';
 4358: 	  if(itimes==1){
 4359: 	    printf("#%1d%1d%d",i,j,k);
 4360: 	    fprintf(ficparo,"#%1d%1d%d",i,j,k);
 4361: 	  }else{
 4362: 	    printf("%1d%1d%d",i,j,k);
 4363: 	    fprintf(ficparo,"%1d%1d%d",i,j,k);
 4364: 	    /* 	printf(" %.5le",matcov[i][j]); */
 4365: 	  }
 4366: 	  ll=0;
 4367: 	  for(li=1;li <=nlstate; li++){
 4368: 	    for(lj=1;lj <=nlstate+ndeath; lj++){
 4369: 	      if(lj==li) continue;
 4370: 	      for(lk=1;lk<=ncovmodel;lk++){
 4371: 		ll++;
 4372: 		if(ll<=jj){
 4373: 		  cb[0]= lk +'a'-1;cb[1]='\0';
 4374: 		  if(ll<jj){
 4375: 		    if(itimes==1){
 4376: 		      printf(" Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
 4377: 		      fprintf(ficparo," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
 4378: 		    }else{
 4379: 		      printf(" 0.");
 4380: 		      fprintf(ficparo," 0.");
 4381: 		    }
 4382: 		  }else{
 4383: 		    if(itimes==1){
 4384: 		      printf(" Var(%s%1d%1d)",ca,i,j);
 4385: 		      fprintf(ficparo," Var(%s%1d%1d)",ca,i,j);
 4386: 		    }else{
 4387: 		      printf(" 0.");
 4388: 		      fprintf(ficparo," 0.");
 4389: 		    }
 4390: 		  }
 4391: 		}
 4392: 	      } /* end lk */
 4393: 	    } /* end lj */
 4394: 	  } /* end li */
 4395: 	  printf("\n");
 4396: 	  fprintf(ficparo,"\n");
 4397: 	  numlinepar++;
 4398: 	} /* end k*/
 4399:       } /*end j */
 4400:     } /* end i */
 4401:   } /* end itimes */
 4402: 
 4403: } /* end of prwizard */
 4404: /******************* Gompertz Likelihood ******************************/
 4405: double gompertz(double x[])
 4406: { 
 4407:   double A,B,L=0.0,sump=0.,num=0.;
 4408:   int i,n=0; /* n is the size of the sample */
 4409: 
 4410:   for (i=0;i<=imx-1 ; i++) {
 4411:     sump=sump+weight[i];
 4412:     /*    sump=sump+1;*/
 4413:     num=num+1;
 4414:   }
 4415:  
 4416:  
 4417:   /* for (i=0; i<=imx; i++) 
 4418:      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]);*/
 4419: 
 4420:   for (i=1;i<=imx ; i++)
 4421:     {
 4422:       if (cens[i] == 1 && wav[i]>1)
 4423: 	A=-x[1]/(x[2])*(exp(x[2]*(agecens[i]-agegomp))-exp(x[2]*(ageexmed[i]-agegomp)));
 4424:       
 4425:       if (cens[i] == 0 && wav[i]>1)
 4426: 	A=-x[1]/(x[2])*(exp(x[2]*(agedc[i]-agegomp))-exp(x[2]*(ageexmed[i]-agegomp)))
 4427: 	     +log(x[1]/YEARM)+x[2]*(agedc[i]-agegomp)+log(YEARM);  
 4428:       
 4429:       /*if (wav[i] > 1 && agecens[i] > 15) {*/ /* ??? */
 4430:       if (wav[i] > 1 ) { /* ??? */
 4431: 	L=L+A*weight[i];
 4432: 	/* 	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]);*/
 4433:       }
 4434:     }
 4435: 
 4436:  /*printf("x1=%2.9f x2=%2.9f x3=%2.9f L=%f\n",x[1],x[2],x[3],L);*/
 4437:  
 4438:   return -2*L*num/sump;
 4439: }
 4440: 
 4441: #ifdef GSL
 4442: /******************* Gompertz_f Likelihood ******************************/
 4443: double gompertz_f(const gsl_vector *v, void *params)
 4444: { 
 4445:   double A,B,LL=0.0,sump=0.,num=0.;
 4446:   double *x= (double *) v->data;
 4447:   int i,n=0; /* n is the size of the sample */
 4448: 
 4449:   for (i=0;i<=imx-1 ; i++) {
 4450:     sump=sump+weight[i];
 4451:     /*    sump=sump+1;*/
 4452:     num=num+1;
 4453:   }
 4454:  
 4455:  
 4456:   /* for (i=0; i<=imx; i++) 
 4457:      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]);*/
 4458:   printf("x[0]=%lf x[1]=%lf\n",x[0],x[1]);
 4459:   for (i=1;i<=imx ; i++)
 4460:     {
 4461:       if (cens[i] == 1 && wav[i]>1)
 4462: 	A=-x[0]/(x[1])*(exp(x[1]*(agecens[i]-agegomp))-exp(x[1]*(ageexmed[i]-agegomp)));
 4463:       
 4464:       if (cens[i] == 0 && wav[i]>1)
 4465: 	A=-x[0]/(x[1])*(exp(x[1]*(agedc[i]-agegomp))-exp(x[1]*(ageexmed[i]-agegomp)))
 4466: 	     +log(x[0]/YEARM)+x[1]*(agedc[i]-agegomp)+log(YEARM);  
 4467:       
 4468:       /*if (wav[i] > 1 && agecens[i] > 15) {*/ /* ??? */
 4469:       if (wav[i] > 1 ) { /* ??? */
 4470: 	LL=LL+A*weight[i];
 4471: 	/* 	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]);*/
 4472:       }
 4473:     }
 4474: 
 4475:  /*printf("x1=%2.9f x2=%2.9f x3=%2.9f L=%f\n",x[1],x[2],x[3],L);*/
 4476:   printf("x[0]=%lf x[1]=%lf -2*LL*num/sump=%lf\n",x[0],x[1],-2*LL*num/sump);
 4477:  
 4478:   return -2*LL*num/sump;
 4479: }
 4480: #endif
 4481: 
 4482: /******************* Printing html file ***********/
 4483: void printinghtmlmort(char fileres[], char title[], char datafile[], int firstpass, \
 4484: 		  int lastpass, int stepm, int weightopt, char model[],\
 4485: 		  int imx,  double p[],double **matcov,double agemortsup){
 4486:   int i,k;
 4487: 
 4488:   fprintf(fichtm,"<ul><li><h4>Result files </h4>\n Force of mortality. Parameters of the Gompertz fit (with confidence interval in brackets):<br>");
 4489:   fprintf(fichtm,"  mu(age) =%lf*exp(%lf*(age-%d)) per year<br><br>",p[1],p[2],agegomp);
 4490:   for (i=1;i<=2;i++) 
 4491:     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]));
 4492:   fprintf(fichtm,"<br><br><img src=\"graphmort.png\">");
 4493:   fprintf(fichtm,"</ul>");
 4494: 
 4495: fprintf(fichtm,"<ul><li><h4>Life table</h4>\n <br>");
 4496: 
 4497:  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>");
 4498: 
 4499:  for (k=agegomp;k<(agemortsup-2);k++) 
 4500:    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]);
 4501: 
 4502:  
 4503:   fflush(fichtm);
 4504: }
 4505: 
 4506: /******************* Gnuplot file **************/
 4507: void printinggnuplotmort(char fileres[], char optionfilefiname[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
 4508: 
 4509:   char dirfileres[132],optfileres[132];
 4510:   int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;
 4511:   int ng;
 4512: 
 4513: 
 4514:   /*#ifdef windows */
 4515:   fprintf(ficgp,"cd \"%s\" \n",pathc);
 4516:     /*#endif */
 4517: 
 4518: 
 4519:   strcpy(dirfileres,optionfilefiname);
 4520:   strcpy(optfileres,"vpl");
 4521:   fprintf(ficgp,"set out \"graphmort.png\"\n "); 
 4522:   fprintf(ficgp,"set xlabel \"Age\"\n set ylabel \"Force of mortality (per year)\" \n "); 
 4523:   fprintf(ficgp, "set ter png small\n set log y\n"); 
 4524:   fprintf(ficgp, "set size 0.65,0.65\n");
 4525:   fprintf(ficgp,"plot [%d:100] %lf*exp(%lf*(x-%d))",agegomp,p[1],p[2],agegomp);
 4526: 
 4527: } 
 4528: 
 4529: int readdata(char datafile[], int firstobs, int lastobs, int *imax)
 4530: {
 4531: 
 4532:   /*-------- data file ----------*/
 4533:   FILE *fic;
 4534:   char dummy[]="                         ";
 4535:   int i, j, n;
 4536:   int linei, month, year,iout;
 4537:   char line[MAXLINE], linetmp[MAXLINE];
 4538:   char stra[80], strb[80];
 4539:   char *stratrunc;
 4540:   int lstra;
 4541: 
 4542: 
 4543:   if((fic=fopen(datafile,"r"))==NULL)    {
 4544:     printf("Problem while opening datafile: %s\n", datafile);return 1;
 4545:     fprintf(ficlog,"Problem while opening datafile: %s\n", datafile);return 1;
 4546:   }
 4547: 
 4548:   i=1;
 4549:   linei=0;
 4550:   while ((fgets(line, MAXLINE, fic) != NULL) &&((i >= firstobs) && (i <=lastobs))) {
 4551:     linei=linei+1;
 4552:     for(j=strlen(line); j>=0;j--){  /* Untabifies line */
 4553:       if(line[j] == '\t')
 4554: 	line[j] = ' ';
 4555:     }
 4556:     for(j=strlen(line)-1; (line[j]==' ')||(line[j]==10)||(line[j]==13);j--){
 4557:       ;
 4558:     };
 4559:     line[j+1]=0;  /* Trims blanks at end of line */
 4560:     if(line[0]=='#'){
 4561:       fprintf(ficlog,"Comment line\n%s\n",line);
 4562:       printf("Comment line\n%s\n",line);
 4563:       continue;
 4564:     }
 4565:     trimbb(linetmp,line); /* Trims multiple blanks in line */
 4566:     for (j=0; line[j]!='\0';j++){
 4567:       line[j]=linetmp[j];
 4568:     }
 4569:   
 4570: 
 4571:     for (j=maxwav;j>=1;j--){
 4572:       cutv(stra, strb, line, ' '); 
 4573:       if(strb[0]=='.') { /* Missing status */
 4574: 	lval=-1;
 4575:       }else{
 4576: 	errno=0;
 4577: 	lval=strtol(strb,&endptr,10); 
 4578:       /*	if (errno == ERANGE && (lval == LONG_MAX || lval == LONG_MIN))*/
 4579: 	if( strb[0]=='\0' || (*endptr != '\0')){
 4580: 	  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);
 4581: 	  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);
 4582: 	  return 1;
 4583: 	}
 4584:       }
 4585:       s[j][i]=lval;
 4586:       
 4587:       strcpy(line,stra);
 4588:       cutv(stra, strb,line,' ');
 4589:       if(iout=sscanf(strb,"%d/%d",&month, &year) != 0){
 4590:       }
 4591:       else  if(iout=sscanf(strb,"%s.") != 0){
 4592: 	month=99;
 4593: 	year=9999;
 4594:       }else{
 4595: 	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);
 4596: 	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);
 4597: 	return 1;
 4598:       }
 4599:       anint[j][i]= (double) year; 
 4600:       mint[j][i]= (double)month; 
 4601:       strcpy(line,stra);
 4602:     } /* ENd Waves */
 4603:     
 4604:     cutv(stra, strb,line,' '); 
 4605:     if(iout=sscanf(strb,"%d/%d",&month, &year) != 0){
 4606:     }
 4607:     else  if(iout=sscanf(strb,"%s.",dummy) != 0){
 4608:       month=99;
 4609:       year=9999;
 4610:     }else{
 4611:       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);
 4612: 	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);
 4613: 	return 1;
 4614:     }
 4615:     andc[i]=(double) year; 
 4616:     moisdc[i]=(double) month; 
 4617:     strcpy(line,stra);
 4618:     
 4619:     cutv(stra, strb,line,' '); 
 4620:     if(iout=sscanf(strb,"%d/%d",&month, &year) != 0){
 4621:     }
 4622:     else  if(iout=sscanf(strb,"%s.") != 0){
 4623:       month=99;
 4624:       year=9999;
 4625:     }else{
 4626:       printf("Error reading data around '%s' at line number %ld for individual %d, '%s'\nShould be a date of birth (mm/yyyy or .).  Exiting.\n",strb, linei,i,line);
 4627:       fprintf(ficlog,"Error reading data around '%s' at line number %ld for individual %d, '%s'\nShould be a date of birth (mm/yyyy or .).  Exiting.\n",strb, linei,i,line);fflush(ficlog);
 4628: 	return 1;
 4629:     }
 4630:     if (year==9999) {
 4631:       printf("Error reading data around '%s' at line number %ld for individual %d, '%s'\nShould be a date of birth (mm/yyyy) but at least the year of birth should be given.  Exiting.\n",strb, linei,i,line);
 4632:       fprintf(ficlog,"Error reading data around '%s' at line number %ld for individual %d, '%s'\nShould be a date of birth (mm/yyyy) but at least the year of birth should be given. Exiting.\n",strb, linei,i,line);fflush(ficlog);
 4633: 	return 1;
 4634: 
 4635:     }
 4636:     annais[i]=(double)(year);
 4637:     moisnais[i]=(double)(month); 
 4638:     strcpy(line,stra);
 4639:     
 4640:     cutv(stra, strb,line,' '); 
 4641:     errno=0;
 4642:     dval=strtod(strb,&endptr); 
 4643:     if( strb[0]=='\0' || (*endptr != '\0')){
 4644:       printf("Error reading data around '%f' at line number %ld, \"%s\" for individual %d\nShould be a weight.  Exiting.\n",dval, i,line,linei);
 4645:       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);
 4646:       fflush(ficlog);
 4647:       return 1;
 4648:     }
 4649:     weight[i]=dval; 
 4650:     strcpy(line,stra);
 4651:     
 4652:     for (j=ncovcol;j>=1;j--){
 4653:       cutv(stra, strb,line,' '); 
 4654:       if(strb[0]=='.') { /* Missing status */
 4655: 	lval=-1;
 4656:       }else{
 4657: 	errno=0;
 4658: 	lval=strtol(strb,&endptr,10); 
 4659: 	if( strb[0]=='\0' || (*endptr != '\0')){
 4660: 	  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);
 4661: 	  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);
 4662: 	  return 1;
 4663: 	}
 4664:       }
 4665:       if(lval <-1 || lval >1){
 4666: 	printf("Error reading data around '%d' at line number %ld for individual %d, '%s'\n \
 4667:  Should be a value of %d(nth) covariate (0 should be the value for the reference and 1\n \
 4668:  for the alternative. IMaCh does not build design variables automatically, do it yourself.\n \
 4669:  For example, for multinomial values like 1, 2 and 3,\n \
 4670:  build V1=0 V2=0 for the reference value (1),\n \
 4671:         V1=1 V2=0 for (2) \n \
 4672:  and V1=0 V2=1 for (3). V1=1 V2=1 should not exist and the corresponding\n \
 4673:  output of IMaCh is often meaningless.\n \
 4674:  Exiting.\n",lval,linei, i,line,j);
 4675: 	fprintf(ficlog,"Error reading data around '%d' at line number %ld for individual %d, '%s'\n \
 4676:  Should be a value of %d(nth) covariate (0 should be the value for the reference and 1\n \
 4677:  for the alternative. IMaCh does not build design variables automatically, do it yourself.\n \
 4678:  For example, for multinomial values like 1, 2 and 3,\n \
 4679:  build V1=0 V2=0 for the reference value (1),\n \
 4680:         V1=1 V2=0 for (2) \n \
 4681:  and V1=0 V2=1 for (3). V1=1 V2=1 should not exist and the corresponding\n \
 4682:  output of IMaCh is often meaningless.\n \
 4683:  Exiting.\n",lval,linei, i,line,j);fflush(ficlog);
 4684: 	return 1;
 4685:       }
 4686:       covar[j][i]=(double)(lval);
 4687:       strcpy(line,stra);
 4688:     }  
 4689:     lstra=strlen(stra);
 4690:      
 4691:     if(lstra > 9){ /* More than 2**32 or max of what printf can write with %ld */
 4692:       stratrunc = &(stra[lstra-9]);
 4693:       num[i]=atol(stratrunc);
 4694:     }
 4695:     else
 4696:       num[i]=atol(stra);
 4697:     /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){
 4698:       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;}*/
 4699:     
 4700:     i=i+1;
 4701:   } /* End loop reading  data */
 4702: 
 4703:   *imax=i-1; /* Number of individuals */
 4704:   fclose(fic);
 4705:  
 4706:   return (0);
 4707:   endread:
 4708:     printf("Exiting readdata: ");
 4709:     fclose(fic);
 4710:     return (1);
 4711: 
 4712: 
 4713: 
 4714: }
 4715: 
 4716: int decodemodel ( char model[], int lastobs)
 4717: {
 4718:   int i, j, k;
 4719:   int i1, j1, k1, k2;
 4720:   char modelsav[80];
 4721:    char stra[80], strb[80], strc[80], strd[80],stre[80];
 4722: 
 4723:   if (strlen(model) >1){ /* If there is at least 1 covariate */
 4724:     j=0, j1=0, k1=1, k2=1;
 4725:     j=nbocc(model,'+'); /* j=Number of '+' */
 4726:     j1=nbocc(model,'*'); /* j1=Number of '*' */
 4727:     cptcovn=j+1; /* Number of covariates V1+V2*age+V3 =>(2 plus signs) + 1=3 
 4728: 		  but the covariates which are product must be computed and stored. */
 4729:     cptcovprod=j1; /*Number of products  V1*V2 +v3*age = 2 */
 4730:     
 4731:     strcpy(modelsav,model); 
 4732:     if (strstr(model,"AGE") !=0){
 4733:       printf("Error. AGE must be in lower case 'age' model=%s ",model);
 4734:       fprintf(ficlog,"Error. AGE must be in lower case model=%s ",model);fflush(ficlog);
 4735:       return 1;
 4736:     }
 4737:     
 4738:     /* This loop fills the array Tvar from the string 'model'.*/
 4739:     /* j is the number of + signs in the model V1+V2+V3 j=2 i=3 to 1 */
 4740:     /*   modelsav=V2+V1+V4+age*V3 strb=age*V3 stra=V2+V1+V4  */
 4741:     /* 	k=4 (age*V3) Tvar[k=4]= 3 (from V3) Tage[cptcovage=1]=4 */
 4742:     /* 	k=3 V4 Tvar[k=3]= 4 (from V4) */
 4743:     /* 	k=2 V1 Tvar[k=2]= 1 (from V1) */
 4744:     /* 	k=1 Tvar[1]=2 (from V2) */
 4745:     /* 	k=5 Tvar[5] */
 4746:     /* for (k=1; k<=cptcovn;k++) { */
 4747:     /* 	cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]]; */
 4748:     /* 	} */
 4749:     /* for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2]; */
 4750:     for(k=cptcovn; k>=1;k--){
 4751:       cutv(stra,strb,modelsav,'+'); /* keeps in strb after the first '+' 
 4752: 				     modelsav==V2+V1+V4+V3*age strb=V3*age stra=V2+V1+V4 
 4753: 				    */ 
 4754:       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav); /* and analyzes it */
 4755:       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/
 4756:       /*scanf("%d",i);*/
 4757:       if (strchr(strb,'*')) {  /* Model includes a product V2+V1+V4+V3*age strb=V3*age */
 4758: 	cutv(strd,strc,strb,'*'); /* strd*strc  Vm*Vn: strb=V3*age strc=age strd=V3 ; V3*V2 strc=V2, strd=V3 */
 4759: 	if (strcmp(strc,"age")==0) { /* Vn*age */
 4760: 	  cptcovprod--;
 4761: 	  cutv(strb,stre,strd,'V'); /* stre="V3" */
 4762: 	  Tvar[k]=atoi(stre);  /* V2+V1+V4+V3*age Tvar[4]=2 ; V1+V2*age Tvar[2]=2 */
 4763: 	  cptcovage++; /* Sums the number of covariates which include age as a product */
 4764: 	  Tage[cptcovage]=k;  /* Tage[1] = 4 */
 4765: 	  /*printf("stre=%s ", stre);*/
 4766: 	} else if (strcmp(strd,"age")==0) { /* or age*Vn */
 4767: 	  cptcovprod--;
 4768: 	  cutv(strb,stre,strc,'V');
 4769: 	  Tvar[k]=atoi(stre);
 4770: 	  cptcovage++;
 4771: 	  Tage[cptcovage]=k;
 4772: 	} else {  /* Age is not in the model product V2+V1+V1*V4+V3*age+V3*V2  strb=V3*V2*/
 4773: 	  /* loops on k1=1 (V3*V2) and k1=2 V4*V3 */
 4774: 	  cutv(strb,stre,strc,'V'); /* strc= Vn, stre is n; strb=V3*V2 stre=3 strc=*/
 4775: 	  Tvar[k]=ncovcol+k1;  /* For model-covariate k tells which data-covariate to use but
 4776: 				  because this model-covariate is a construction we invent a new column
 4777: 				  ncovcol + k1
 4778: 				  If already ncovcol=4 and model=V2+V1+V1*V4+age*V3+V3*V2
 4779: 				  Tvar[3=V1*V4]=4+1 Tvar[5=V3*V2]=4 + 2= 6, etc */
 4780: 	  cutv(strb,strc,strd,'V'); /* strd was Vm, strc is m */
 4781: 	  Tprod[k1]=k;  /* Tprod[1]=3(=V1*V4) for V2+V1+V1*V4+age*V3+V3*V2  */
 4782: 	  Tvard[k1][1]=atoi(strc); /* m 1 for V1*/
 4783: 	  Tvard[k1][2]=atoi(stre); /* n 4 for V4*/
 4784: 	  Tvar[cptcovn+k2]=Tvard[k1][1]; /* Tvar[(cptcovn=4+k2=1)=5]= 1 (V1) */
 4785: 	  Tvar[cptcovn+k2+1]=Tvard[k1][2];  /* Tvar[(cptcovn=4+(k2=1)+1)=6]= 4 (V4) */
 4786: 	  for (i=1; i<=lastobs;i++){
 4787: 	    /* Computes the new covariate which is a product of
 4788: 	       covar[n][i]* covar[m][i] and stores it at ncovol+k1 */
 4789: 	    covar[ncovcol+k1][i]=covar[atoi(stre)][i]*covar[atoi(strc)][i];
 4790: 	  }
 4791: 	  k1++;
 4792: 	  k2=k2+2;
 4793: 	} /* End age is not in the model */
 4794:       } /* End if model includes a product */
 4795:       else { /* no more sum */
 4796: 	/*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/
 4797:        /*  scanf("%d",i);*/
 4798: 	cutv(strd,strc,strb,'V');
 4799: 	Tvar[k]=atoi(strc);
 4800:       }
 4801:       strcpy(modelsav,stra);  /* modelsav=V2+V1+V4 stra=V2+V1+V4 */ 
 4802:       /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);
 4803: 	scanf("%d",i);*/
 4804:     } /* end of loop + */
 4805:   } /* end model */
 4806:   
 4807:   /*The number n of Vn is stored in Tvar. cptcovage =number of age covariate. Tage gives the position of age. cptcovprod= number of products.
 4808:     If model=V1+V1*age then Tvar[1]=1 Tvar[2]=1 cptcovage=1 Tage[1]=2 cptcovprod=0*/
 4809: 
 4810:   /* printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);
 4811:   printf("cptcovprod=%d ", cptcovprod);
 4812:   fprintf(ficlog,"cptcovprod=%d ", cptcovprod);
 4813: 
 4814:   scanf("%d ",i);*/
 4815: 
 4816: 
 4817:   return (0); /* with covar[new additional covariate if product] and Tage if age */ 
 4818:   endread:
 4819:     printf("Exiting decodemodel: ");
 4820:     return (1);
 4821: }
 4822: 
 4823: calandcheckages(int imx, int maxwav, double *agemin, double *agemax, int *nberr, int *nbwarn )
 4824: {
 4825:   int i, m;
 4826: 
 4827:   for (i=1; i<=imx; i++) {
 4828:     for(m=2; (m<= maxwav); m++) {
 4829:       if (((int)mint[m][i]== 99) && (s[m][i] <= nlstate)){
 4830: 	anint[m][i]=9999;
 4831: 	s[m][i]=-1;
 4832:       }
 4833:       if((int)moisdc[i]==99 && (int)andc[i]==9999 && s[m][i]>nlstate){
 4834: 	*nberr++;
 4835: 	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);
 4836: 	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);
 4837: 	s[m][i]=-1;
 4838:       }
 4839:       if((int)moisdc[i]==99 && (int)andc[i]!=9999 && s[m][i]>nlstate){
 4840: 	*nberr++;
 4841: 	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]); 
 4842: 	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]); 
 4843: 	s[m][i]=-1; /* We prefer to skip it (and to skip it in version 0.8a1 too */
 4844:       }
 4845:     }
 4846:   }
 4847: 
 4848:   for (i=1; i<=imx; i++)  {
 4849:     agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
 4850:     for(m=firstpass; (m<= lastpass); m++){
 4851:       if(s[m][i] >0 || s[m][i]==-2 || s[m][i]==-4 || s[m][i]==-5){
 4852: 	if (s[m][i] >= nlstate+1) {
 4853: 	  if(agedc[i]>0)
 4854: 	    if((int)moisdc[i]!=99 && (int)andc[i]!=9999)
 4855: 	      agev[m][i]=agedc[i];
 4856: 	  /*if(moisdc[i]==99 && andc[i]==9999) s[m][i]=-1;*/
 4857: 	    else {
 4858: 	      if ((int)andc[i]!=9999){
 4859: 		nbwarn++;
 4860: 		printf("Warning negative age at death: %ld line:%d\n",num[i],i);
 4861: 		fprintf(ficlog,"Warning negative age at death: %ld line:%d\n",num[i],i);
 4862: 		agev[m][i]=-1;
 4863: 	      }
 4864: 	    }
 4865: 	}
 4866: 	else if(s[m][i] !=9){ /* Standard case, age in fractional
 4867: 				 years but with the precision of a month */
 4868: 	  agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
 4869: 	  if((int)mint[m][i]==99 || (int)anint[m][i]==9999)
 4870: 	    agev[m][i]=1;
 4871: 	  else if(agev[m][i] < *agemin){ 
 4872: 	    *agemin=agev[m][i];
 4873: 	    printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], *agemin);
 4874: 	  }
 4875: 	  else if(agev[m][i] >*agemax){
 4876: 	    *agemax=agev[m][i];
 4877: 	    /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
 4878: 	  }
 4879: 	  /*agev[m][i]=anint[m][i]-annais[i];*/
 4880: 	  /*	 agev[m][i] = age[i]+2*m;*/
 4881: 	}
 4882: 	else { /* =9 */
 4883: 	  agev[m][i]=1;
 4884: 	  s[m][i]=-1;
 4885: 	}
 4886:       }
 4887:       else /*= 0 Unknown */
 4888: 	agev[m][i]=1;
 4889:     }
 4890:     
 4891:   }
 4892:   for (i=1; i<=imx; i++)  {
 4893:     for(m=firstpass; (m<=lastpass); m++){
 4894:       if (s[m][i] > (nlstate+ndeath)) {
 4895: 	*nberr++;
 4896: 	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);	
 4897: 	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);	
 4898: 	return 1;
 4899:       }
 4900:     }
 4901:   }
 4902: 
 4903:   /*for (i=1; i<=imx; i++){
 4904:   for (m=firstpass; (m<lastpass); m++){
 4905:      printf("%ld %d %.lf %d %d\n", num[i],(covar[1][i]),agev[m][i],s[m][i],s[m+1][i]);
 4906: }
 4907: 
 4908: }*/
 4909: 
 4910: 
 4911:   printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
 4912:   fprintf(ficlog,"Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax); 
 4913: 
 4914:   return (0);
 4915:   endread:
 4916:     printf("Exiting calandcheckages: ");
 4917:     return (1);
 4918: }
 4919: 
 4920: 
 4921: /***********************************************/
 4922: /**************** Main Program *****************/
 4923: /***********************************************/
 4924: 
 4925: int main(int argc, char *argv[])
 4926: {
 4927: #ifdef GSL
 4928:   const gsl_multimin_fminimizer_type *T;
 4929:   size_t iteri = 0, it;
 4930:   int rval = GSL_CONTINUE;
 4931:   int status = GSL_SUCCESS;
 4932:   double ssval;
 4933: #endif
 4934:   int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav);
 4935:   int i,j, k, n=MAXN,iter,m,size=100,cptcode, cptcod;
 4936:   int linei, month, year,iout;
 4937:   int jj, ll, li, lj, lk, imk;
 4938:   int numlinepar=0; /* Current linenumber of parameter file */
 4939:   int itimes;
 4940:   int NDIM=2;
 4941:   int vpopbased=0;
 4942: 
 4943:   char ca[32], cb[32], cc[32];
 4944:   /*  FILE *fichtm; *//* Html File */
 4945:   /* FILE *ficgp;*/ /*Gnuplot File */
 4946:   struct stat info;
 4947:   double agedeb, agefin,hf;
 4948:   double ageminpar=1.e20,agemin=1.e20, agemaxpar=-1.e20, agemax=-1.e20;
 4949: 
 4950:   double fret;
 4951:   double **xi,tmp,delta;
 4952: 
 4953:   double dum; /* Dummy variable */
 4954:   double ***p3mat;
 4955:   double ***mobaverage;
 4956:   int *indx;
 4957:   char line[MAXLINE], linepar[MAXLINE];
 4958:   char path[MAXLINE],pathc[MAXLINE],pathcd[MAXLINE],pathtot[MAXLINE],model[MAXLINE];
 4959:   char pathr[MAXLINE], pathimach[MAXLINE]; 
 4960:   char **bp, *tok, *val; /* pathtot */
 4961:   int firstobs=1, lastobs=10;
 4962:   int sdeb, sfin; /* Status at beginning and end */
 4963:   int c,  h , cpt,l;
 4964:   int ju,jl, mi;
 4965:   int i1,j1, jk,aa,bb, stepsize, ij;
 4966:   int jnais,jdc,jint4,jint1,jint2,jint3,*tab; 
 4967:   int mobilavproj=0 , prevfcast=0 ; /* moving average of prev, If prevfcast=1 prevalence projection */
 4968:   int mobilav=0,popforecast=0;
 4969:   int hstepm, nhstepm;
 4970:   int agemortsup;
 4971:   float  sumlpop=0.;
 4972:   double jprev1=1, mprev1=1,anprev1=2000,jprev2=1, mprev2=1,anprev2=2000;
 4973:   double jpyram=1, mpyram=1,anpyram=2000,jpyram1=1, mpyram1=1,anpyram1=2000;
 4974: 
 4975:   double bage, fage, age, agelim, agebase;
 4976:   double ftolpl=FTOL;
 4977:   double **prlim;
 4978:   double ***param; /* Matrix of parameters */
 4979:   double  *p;
 4980:   double **matcov; /* Matrix of covariance */
 4981:   double ***delti3; /* Scale */
 4982:   double *delti; /* Scale */
 4983:   double ***eij, ***vareij;
 4984:   double **varpl; /* Variances of prevalence limits by age */
 4985:   double *epj, vepp;
 4986:   double kk1, kk2;
 4987:   double dateprev1, dateprev2,jproj1=1,mproj1=1,anproj1=2000,jproj2=1,mproj2=1,anproj2=2000;
 4988:   double **ximort;
 4989:   char *alph[]={"a","a","b","c","d","e"}, str[4];
 4990:   int *dcwave;
 4991: 
 4992:   char z[1]="c", occ;
 4993: 
 4994:   /*char  *strt;*/
 4995:   char strtend[80];
 4996: 
 4997:   long total_usecs;
 4998:  
 4999: /*   setlocale (LC_ALL, ""); */
 5000: /*   bindtextdomain (PACKAGE, LOCALEDIR); */
 5001: /*   textdomain (PACKAGE); */
 5002: /*   setlocale (LC_CTYPE, ""); */
 5003: /*   setlocale (LC_MESSAGES, ""); */
 5004: 
 5005:   /*   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
 5006:   (void) gettimeofday(&start_time,&tzp);
 5007:   curr_time=start_time;
 5008:   tm = *localtime(&start_time.tv_sec);
 5009:   tmg = *gmtime(&start_time.tv_sec);
 5010:   strcpy(strstart,asctime(&tm));
 5011: 
 5012: /*  printf("Localtime (at start)=%s",strstart); */
 5013: /*  tp.tv_sec = tp.tv_sec +86400; */
 5014: /*  tm = *localtime(&start_time.tv_sec); */
 5015: /*   tmg.tm_year=tmg.tm_year +dsign*dyear; */
 5016: /*   tmg.tm_mon=tmg.tm_mon +dsign*dmonth; */
 5017: /*   tmg.tm_hour=tmg.tm_hour + 1; */
 5018: /*   tp.tv_sec = mktime(&tmg); */
 5019: /*   strt=asctime(&tmg); */
 5020: /*   printf("Time(after) =%s",strstart);  */
 5021: /*  (void) time (&time_value);
 5022: *  printf("time=%d,t-=%d\n",time_value,time_value-86400);
 5023: *  tm = *localtime(&time_value);
 5024: *  strstart=asctime(&tm);
 5025: *  printf("tim_value=%d,asctime=%s\n",time_value,strstart); 
 5026: */
 5027: 
 5028:   nberr=0; /* Number of errors and warnings */
 5029:   nbwarn=0;
 5030:   getcwd(pathcd, size);
 5031: 
 5032:   printf("\n%s\n%s",version,fullversion);
 5033:   if(argc <=1){
 5034:     printf("\nEnter the parameter file name: ");
 5035:     fgets(pathr,FILENAMELENGTH,stdin);
 5036:     i=strlen(pathr);
 5037:     if(pathr[i-1]=='\n')
 5038:       pathr[i-1]='\0';
 5039:    for (tok = pathr; tok != NULL; ){
 5040:       printf("Pathr |%s|\n",pathr);
 5041:       while ((val = strsep(&tok, "\"" )) != NULL && *val == '\0');
 5042:       printf("val= |%s| pathr=%s\n",val,pathr);
 5043:       strcpy (pathtot, val);
 5044:       if(pathr[0] == '\0') break; /* Dirty */
 5045:     }
 5046:   }
 5047:   else{
 5048:     strcpy(pathtot,argv[1]);
 5049:   }
 5050:   /*if(getcwd(pathcd, MAXLINE)!= NULL)printf ("Error pathcd\n");*/
 5051:   /*cygwin_split_path(pathtot,path,optionfile);
 5052:     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/
 5053:   /* cutv(path,optionfile,pathtot,'\\');*/
 5054: 
 5055:   /* Split argv[0], imach program to get pathimach */
 5056:   printf("\nargv[0]=%s argv[1]=%s, \n",argv[0],argv[1]);
 5057:   split(argv[0],pathimach,optionfile,optionfilext,optionfilefiname);
 5058:   printf("\nargv[0]=%s pathimach=%s, \noptionfile=%s \noptionfilext=%s \noptionfilefiname=%s\n",argv[0],pathimach,optionfile,optionfilext,optionfilefiname);
 5059:  /*   strcpy(pathimach,argv[0]); */
 5060:   /* Split argv[1]=pathtot, parameter file name to get path, optionfile, extension and name */
 5061:   split(pathtot,path,optionfile,optionfilext,optionfilefiname);
 5062:   printf("\npathtot=%s,\npath=%s,\noptionfile=%s \noptionfilext=%s \noptionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
 5063:   chdir(path); /* Can be a relative path */
 5064:   if(getcwd(pathcd,MAXLINE) > 0) /* So pathcd is the full path */
 5065:     printf("Current directory %s!\n",pathcd);
 5066:   strcpy(command,"mkdir ");
 5067:   strcat(command,optionfilefiname);
 5068:   if((outcmd=system(command)) != 0){
 5069:     printf("Problem creating directory or it already exists %s%s, err=%d\n",path,optionfilefiname,outcmd);
 5070:     /* fprintf(ficlog,"Problem creating directory %s%s\n",path,optionfilefiname); */
 5071:     /* fclose(ficlog); */
 5072: /*     exit(1); */
 5073:   }
 5074: /*   if((imk=mkdir(optionfilefiname))<0){ */
 5075: /*     perror("mkdir"); */
 5076: /*   } */
 5077: 
 5078:   /*-------- arguments in the command line --------*/
 5079: 
 5080:   /* Log file */
 5081:   strcat(filelog, optionfilefiname);
 5082:   strcat(filelog,".log");    /* */
 5083:   if((ficlog=fopen(filelog,"w"))==NULL)    {
 5084:     printf("Problem with logfile %s\n",filelog);
 5085:     goto end;
 5086:   }
 5087:   fprintf(ficlog,"Log filename:%s\n",filelog);
 5088:   fprintf(ficlog,"\n%s\n%s",version,fullversion);
 5089:   fprintf(ficlog,"\nEnter the parameter file name: \n");
 5090:   fprintf(ficlog,"pathimach=%s\npathtot=%s\n\
 5091:  path=%s \n\
 5092:  optionfile=%s\n\
 5093:  optionfilext=%s\n\
 5094:  optionfilefiname=%s\n",pathimach,pathtot,path,optionfile,optionfilext,optionfilefiname);
 5095: 
 5096:   printf("Local time (at start):%s",strstart);
 5097:   fprintf(ficlog,"Local time (at start): %s",strstart);
 5098:   fflush(ficlog);
 5099: /*   (void) gettimeofday(&curr_time,&tzp); */
 5100: /*   printf("Elapsed time %d\n", asc_diff_time(curr_time.tv_sec-start_time.tv_sec,tmpout)); */
 5101: 
 5102:   /* */
 5103:   strcpy(fileres,"r");
 5104:   strcat(fileres, optionfilefiname);
 5105:   strcat(fileres,".txt");    /* Other files have txt extension */
 5106: 
 5107:   /*---------arguments file --------*/
 5108: 
 5109:   if((ficpar=fopen(optionfile,"r"))==NULL)    {
 5110:     printf("Problem with optionfile %s\n",optionfile);
 5111:     fprintf(ficlog,"Problem with optionfile %s\n",optionfile);
 5112:     fflush(ficlog);
 5113:     goto end;
 5114:   }
 5115: 
 5116: 
 5117: 
 5118:   strcpy(filereso,"o");
 5119:   strcat(filereso,fileres);
 5120:   if((ficparo=fopen(filereso,"w"))==NULL) { /* opened on subdirectory */
 5121:     printf("Problem with Output resultfile: %s\n", filereso);
 5122:     fprintf(ficlog,"Problem with Output resultfile: %s\n", filereso);
 5123:     fflush(ficlog);
 5124:     goto end;
 5125:   }
 5126: 
 5127:   /* Reads comments: lines beginning with '#' */
 5128:   numlinepar=0;
 5129:   while((c=getc(ficpar))=='#' && c!= EOF){
 5130:     ungetc(c,ficpar);
 5131:     fgets(line, MAXLINE, ficpar);
 5132:     numlinepar++;
 5133:     puts(line);
 5134:     fputs(line,ficparo);
 5135:     fputs(line,ficlog);
 5136:   }
 5137:   ungetc(c,ficpar);
 5138: 
 5139:   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);
 5140:   numlinepar++;
 5141:   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);
 5142:   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);
 5143:   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);
 5144:   fflush(ficlog);
 5145:   while((c=getc(ficpar))=='#' && c!= EOF){
 5146:     ungetc(c,ficpar);
 5147:     fgets(line, MAXLINE, ficpar);
 5148:     numlinepar++;
 5149:     puts(line);
 5150:     fputs(line,ficparo);
 5151:     fputs(line,ficlog);
 5152:   }
 5153:   ungetc(c,ficpar);
 5154: 
 5155:    
 5156:   covar=matrix(0,NCOVMAX,1,n); 
 5157:   cptcovn=0; /*Number of covariates, i.e. number of '+' in model statement plus one, indepently of n in Vn*/
 5158:   /* v1+v2+v3+v2*v4+v5*age makes cptcovn = 5
 5159:      v1+v2*age+v2*v3 makes cptcovn = 3
 5160:   */
 5161:   if (strlen(model)>1) 
 5162:     cptcovn=nbocc(model,'+')+1;
 5163:   /* ncovprod */
 5164:   ncovmodel=2+cptcovn; /*Number of variables including intercept and age = cptcovn + intercept + age : v1+v2+v3+v2*v4+v5*age makes 5+2=7*/
 5165:   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
 5166:   nforce= (nlstate+ndeath-1)*nlstate; /* Number of forces ij from state i to j */
 5167:   npar= nforce*ncovmodel; /* Number of parameters like aij*/
 5168:   if(npar >MAXPARM || nlstate >NLSTATEMAX || ndeath >NDEATHMAX || ncovmodel>NCOVMAX){
 5169:     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);
 5170:     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);
 5171:     fflush(stdout);
 5172:     fclose (ficlog);
 5173:     goto end;
 5174:   }
 5175:   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
 5176:   delti=delti3[1][1];
 5177:   /*delti=vector(1,npar); *//* Scale of each paramater (output from hesscov)*/
 5178:   if(mle==-1){ /* Print a wizard for help writing covariance matrix */
 5179:     prwizard(ncovmodel, nlstate, ndeath, model, ficparo);
 5180:     printf(" You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
 5181:     fprintf(ficlog," You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
 5182:     free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
 5183:     fclose (ficparo);
 5184:     fclose (ficlog);
 5185:     goto end;
 5186:     exit(0);
 5187:   }
 5188:   else if(mle==-3) {
 5189:     prwizard(ncovmodel, nlstate, ndeath, model, ficparo);
 5190:     printf(" You choose mle=-3, look at file %s for a template of covariance matrix \n",filereso);
 5191:     fprintf(ficlog," You choose mle=-3, look at file %s for a template of covariance matrix \n",filereso);
 5192:     param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
 5193:     matcov=matrix(1,npar,1,npar);
 5194:   }
 5195:   else{
 5196:     /* Read guess parameters */
 5197:     /* Reads comments: lines beginning with '#' */
 5198:     while((c=getc(ficpar))=='#' && c!= EOF){
 5199:       ungetc(c,ficpar);
 5200:       fgets(line, MAXLINE, ficpar);
 5201:       numlinepar++;
 5202:       puts(line);
 5203:       fputs(line,ficparo);
 5204:       fputs(line,ficlog);
 5205:     }
 5206:     ungetc(c,ficpar);
 5207:     
 5208:     param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
 5209:     for(i=1; i <=nlstate; i++){
 5210:       j=0;
 5211:       for(jj=1; jj <=nlstate+ndeath; jj++){
 5212: 	if(jj==i) continue;
 5213: 	j++;
 5214: 	fscanf(ficpar,"%1d%1d",&i1,&j1);
 5215: 	if ((i1 != i) && (j1 != j)){
 5216: 	  printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n \
 5217: It might be a problem of design; if ncovcol and the model are correct\n \
 5218: run imach with mle=-1 to get a correct template of the parameter file.\n",numlinepar, i,j, i1, j1);
 5219: 	  exit(1);
 5220: 	}
 5221: 	fprintf(ficparo,"%1d%1d",i1,j1);
 5222: 	if(mle==1)
 5223: 	  printf("%1d%1d",i,j);
 5224: 	fprintf(ficlog,"%1d%1d",i,j);
 5225: 	for(k=1; k<=ncovmodel;k++){
 5226: 	  fscanf(ficpar," %lf",&param[i][j][k]);
 5227: 	  if(mle==1){
 5228: 	    printf(" %lf",param[i][j][k]);
 5229: 	    fprintf(ficlog," %lf",param[i][j][k]);
 5230: 	  }
 5231: 	  else
 5232: 	    fprintf(ficlog," %lf",param[i][j][k]);
 5233: 	  fprintf(ficparo," %lf",param[i][j][k]);
 5234: 	}
 5235: 	fscanf(ficpar,"\n");
 5236: 	numlinepar++;
 5237: 	if(mle==1)
 5238: 	  printf("\n");
 5239: 	fprintf(ficlog,"\n");
 5240: 	fprintf(ficparo,"\n");
 5241:       }
 5242:     }  
 5243:     fflush(ficlog);
 5244: 
 5245:     p=param[1][1];
 5246:     
 5247:     /* Reads comments: lines beginning with '#' */
 5248:     while((c=getc(ficpar))=='#' && c!= EOF){
 5249:       ungetc(c,ficpar);
 5250:       fgets(line, MAXLINE, ficpar);
 5251:       numlinepar++;
 5252:       puts(line);
 5253:       fputs(line,ficparo);
 5254:       fputs(line,ficlog);
 5255:     }
 5256:     ungetc(c,ficpar);
 5257: 
 5258:     for(i=1; i <=nlstate; i++){
 5259:       for(j=1; j <=nlstate+ndeath-1; j++){
 5260: 	fscanf(ficpar,"%1d%1d",&i1,&j1);
 5261: 	if ((i1-i)*(j1-j)!=0){
 5262: 	  printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
 5263: 	  exit(1);
 5264: 	}
 5265: 	printf("%1d%1d",i,j);
 5266: 	fprintf(ficparo,"%1d%1d",i1,j1);
 5267: 	fprintf(ficlog,"%1d%1d",i1,j1);
 5268: 	for(k=1; k<=ncovmodel;k++){
 5269: 	  fscanf(ficpar,"%le",&delti3[i][j][k]);
 5270: 	  printf(" %le",delti3[i][j][k]);
 5271: 	  fprintf(ficparo," %le",delti3[i][j][k]);
 5272: 	  fprintf(ficlog," %le",delti3[i][j][k]);
 5273: 	}
 5274: 	fscanf(ficpar,"\n");
 5275: 	numlinepar++;
 5276: 	printf("\n");
 5277: 	fprintf(ficparo,"\n");
 5278: 	fprintf(ficlog,"\n");
 5279:       }
 5280:     }
 5281:     fflush(ficlog);
 5282: 
 5283:     delti=delti3[1][1];
 5284: 
 5285: 
 5286:     /* free_ma3x(delti3,1,nlstate,1,nlstate+ndeath-1,1,ncovmodel); */ /* Hasn't to to freed here otherwise delti is no more allocated */
 5287:   
 5288:     /* Reads comments: lines beginning with '#' */
 5289:     while((c=getc(ficpar))=='#' && c!= EOF){
 5290:       ungetc(c,ficpar);
 5291:       fgets(line, MAXLINE, ficpar);
 5292:       numlinepar++;
 5293:       puts(line);
 5294:       fputs(line,ficparo);
 5295:       fputs(line,ficlog);
 5296:     }
 5297:     ungetc(c,ficpar);
 5298:   
 5299:     matcov=matrix(1,npar,1,npar);
 5300:     for(i=1; i <=npar; i++)
 5301:       for(j=1; j <=npar; j++) matcov[i][j]=0.;
 5302:       
 5303:     for(i=1; i <=npar; i++){
 5304:       fscanf(ficpar,"%s",&str);
 5305:       if(mle==1)
 5306: 	printf("%s",str);
 5307:       fprintf(ficlog,"%s",str);
 5308:       fprintf(ficparo,"%s",str);
 5309:       for(j=1; j <=i; j++){
 5310: 	fscanf(ficpar," %le",&matcov[i][j]);
 5311: 	if(mle==1){
 5312: 	  printf(" %.5le",matcov[i][j]);
 5313: 	}
 5314: 	fprintf(ficlog," %.5le",matcov[i][j]);
 5315: 	fprintf(ficparo," %.5le",matcov[i][j]);
 5316:       }
 5317:       fscanf(ficpar,"\n");
 5318:       numlinepar++;
 5319:       if(mle==1)
 5320: 	printf("\n");
 5321:       fprintf(ficlog,"\n");
 5322:       fprintf(ficparo,"\n");
 5323:     }
 5324:     for(i=1; i <=npar; i++)
 5325:       for(j=i+1;j<=npar;j++)
 5326: 	matcov[i][j]=matcov[j][i];
 5327:     
 5328:     if(mle==1)
 5329:       printf("\n");
 5330:     fprintf(ficlog,"\n");
 5331:     
 5332:     fflush(ficlog);
 5333:     
 5334:     /*-------- Rewriting parameter file ----------*/
 5335:     strcpy(rfileres,"r");    /* "Rparameterfile */
 5336:     strcat(rfileres,optionfilefiname);    /* Parameter file first name*/
 5337:     strcat(rfileres,".");    /* */
 5338:     strcat(rfileres,optionfilext);    /* Other files have txt extension */
 5339:     if((ficres =fopen(rfileres,"w"))==NULL) {
 5340:       printf("Problem writing new parameter file: %s\n", fileres);goto end;
 5341:       fprintf(ficlog,"Problem writing new parameter file: %s\n", fileres);goto end;
 5342:     }
 5343:     fprintf(ficres,"#%s\n",version);
 5344:   }    /* End of mle != -3 */
 5345: 
 5346: 
 5347:   n= lastobs;
 5348:   num=lvector(1,n);
 5349:   moisnais=vector(1,n);
 5350:   annais=vector(1,n);
 5351:   moisdc=vector(1,n);
 5352:   andc=vector(1,n);
 5353:   agedc=vector(1,n);
 5354:   cod=ivector(1,n);
 5355:   weight=vector(1,n);
 5356:   for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
 5357:   mint=matrix(1,maxwav,1,n);
 5358:   anint=matrix(1,maxwav,1,n);
 5359:   s=imatrix(1,maxwav+1,1,n); /* s[i][j] health state for wave i and individual j */ 
 5360:   tab=ivector(1,NCOVMAX);
 5361:   ncodemax=ivector(1,8); /* hard coded ? */
 5362: 
 5363:   /* Reads data from file datafile */
 5364:   if (readdata(datafile, firstobs, lastobs, &imx)==1)
 5365:     goto end;
 5366: 
 5367:   /* Calculation of the number of parameters from char model */
 5368:     /*    modelsav=V2+V1+V4+age*V3 strb=age*V3 stra=V2+V1+V4 
 5369: 	k=4 (age*V3) Tvar[k=4]= 3 (from V3) Tag[cptcovage=1]=4
 5370: 	k=3 V4 Tvar[k=3]= 4 (from V4)
 5371: 	k=2 V1 Tvar[k=2]= 1 (from V1)
 5372: 	k=1 Tvar[1]=2 (from V2)
 5373:     */
 5374:   Tvar=ivector(1,NCOVMAX); /* Was 15 changed to NCOVMAX. */
 5375:   /*  V2+V1+V4+age*V3 is a model with 4 covariates (3 plus signs). 
 5376:       For each model-covariate stores the data-covariate id. Tvar[1]=2, Tvar[2]=1, Tvar[3]=4, 
 5377:       Tvar[4=age*V3] is 3 and 'age' is recorded in Tage.
 5378:   */
 5379:   /* For model-covariate k tells which data-covariate to use but
 5380:     because this model-covariate is a construction we invent a new column
 5381:     ncovcol + k1
 5382:     If already ncovcol=4 and model=V2+V1+V1*V4+age*V3
 5383:     Tvar[3=V1*V4]=4+1 etc */
 5384:   Tprod=ivector(1,15); 
 5385:   /* Tprod[k1=1]=3(=V1*V4) for V2+V1+V1*V4+age*V3
 5386:      if  V2+V1+V1*V4+age*V3+V3*V2   TProd[k1=2]=5 (V3*V2)
 5387:   */
 5388:   Tvaraff=ivector(1,15); 
 5389:   Tvard=imatrix(1,15,1,2); /* For V3*V2 Tvard[k1=2][1]=3 (V3) Tvard[k1=2][2]=2(V2) */
 5390:   Tage=ivector(1,15); /* Gives the covariate id of covariates associated with age: V2 + V1 + age*V4 + V3*age
 5391: 			 4 covariates (3 plus signs)
 5392: 			 Tage[1=V3*age]= 4; Tage[2=age*V4] = 3
 5393: 		      */  
 5394: 
 5395:   if(decodemodel(model, lastobs) == 1)
 5396:     goto end;
 5397: 
 5398:   if((double)(lastobs-imx)/(double)imx > 1.10){
 5399:     nbwarn++;
 5400:     printf("Warning: The value of parameter lastobs=%d is big compared to the \n  effective number of cases imx=%d, please adjust, \n  otherwise you are allocating more memory than necessary.\n",lastobs, imx); 
 5401:     fprintf(ficlog,"Warning: The value of parameter lastobs=%d is big compared to the \n  effective number of cases imx=%d, please adjust, \n  otherwise you are allocating more memory than necessary.\n",lastobs, imx); 
 5402:   }
 5403:     /*  if(mle==1){*/
 5404:   if (weightopt != 1) { /* Maximisation without weights. We can have weights different from 1 but want no weight*/
 5405:     for(i=1;i<=imx;i++) weight[i]=1.0; /* changed to imx */
 5406:   }
 5407: 
 5408:     /*-calculation of age at interview from date of interview and age at death -*/
 5409:   agev=matrix(1,maxwav,1,imx);
 5410: 
 5411:   if(calandcheckages(imx, maxwav, &agemin, &agemax, &nberr, &nbwarn) == 1)
 5412:     goto end;
 5413: 
 5414: 
 5415:   agegomp=(int)agemin;
 5416:   free_vector(moisnais,1,n);
 5417:   free_vector(annais,1,n);
 5418:   /* free_matrix(mint,1,maxwav,1,n);
 5419:      free_matrix(anint,1,maxwav,1,n);*/
 5420:   free_vector(moisdc,1,n);
 5421:   free_vector(andc,1,n);
 5422: 
 5423:    
 5424:   wav=ivector(1,imx);
 5425:   dh=imatrix(1,lastpass-firstpass+1,1,imx);
 5426:   bh=imatrix(1,lastpass-firstpass+1,1,imx);
 5427:   mw=imatrix(1,lastpass-firstpass+1,1,imx);
 5428:    
 5429:   /* Concatenates waves */
 5430:   concatwav(wav, dh, bh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);
 5431: 
 5432:   /* Routine tricode is to calculate cptcoveff (real number of unique covariates) and to associate covariable number and modality */
 5433: 
 5434:   nbcode=imatrix(0,NCOVMAX,0,NCOVMAX); 
 5435:   ncodemax[1]=1;
 5436:   if (cptcovn > 0) tricode(Tvar,nbcode,imx);
 5437:       
 5438:   codtab=imatrix(1,100,1,10); /* Cross tabulation to get the order of 
 5439: 				 the estimations*/
 5440:   h=0;
 5441:   m=pow(2,cptcoveff);
 5442:  
 5443:   for(k=1;k<=cptcoveff; k++){ /* scans any effective covariate */
 5444:     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 */ 
 5445:       for(j=1; j <= ncodemax[k]; j++){ /* For each modality of this covariate */
 5446: 	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 */ 
 5447: 	  h++;
 5448: 	  if (h>m) {
 5449: 	    h=1;
 5450: 	    codtab[h][k]=j;
 5451: 	    codtab[h][Tvar[k]]=j;
 5452: 	  }
 5453: 	  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]]);
 5454: 	} 
 5455:       }
 5456:     }
 5457:   } 
 5458:   /* printf("codtab[1][2]=%d codtab[2][2]=%d",codtab[1][2],codtab[2][2]); 
 5459:      codtab[1][2]=1;codtab[2][2]=2; */
 5460:   /* for(i=1; i <=m ;i++){ 
 5461:      for(k=1; k <=cptcovn; k++){
 5462:        printf("i=%d k=%d %d %d ",i,k,codtab[i][k], cptcoveff);
 5463:      }
 5464:      printf("\n");
 5465:      }
 5466:      scanf("%d",i);*/
 5467:     
 5468:   /*------------ gnuplot -------------*/
 5469:   strcpy(optionfilegnuplot,optionfilefiname);
 5470:   if(mle==-3)
 5471:     strcat(optionfilegnuplot,"-mort");
 5472:   strcat(optionfilegnuplot,".gp");
 5473: 
 5474:   if((ficgp=fopen(optionfilegnuplot,"w"))==NULL) {
 5475:     printf("Problem with file %s",optionfilegnuplot);
 5476:   }
 5477:   else{
 5478:     fprintf(ficgp,"\n# %s\n", version); 
 5479:     fprintf(ficgp,"# %s\n", optionfilegnuplot); 
 5480:     fprintf(ficgp,"set missing 'NaNq'\n");
 5481:   }
 5482:   /*  fclose(ficgp);*/
 5483:   /*--------- index.htm --------*/
 5484: 
 5485:   strcpy(optionfilehtm,optionfilefiname); /* Main html file */
 5486:   if(mle==-3)
 5487:     strcat(optionfilehtm,"-mort");
 5488:   strcat(optionfilehtm,".htm");
 5489:   if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
 5490:     printf("Problem with %s \n",optionfilehtm);
 5491:     exit(0);
 5492:   }
 5493: 
 5494:   strcpy(optionfilehtmcov,optionfilefiname); /* Only for matrix of covariance */
 5495:   strcat(optionfilehtmcov,"-cov.htm");
 5496:   if((fichtmcov=fopen(optionfilehtmcov,"w"))==NULL)    {
 5497:     printf("Problem with %s \n",optionfilehtmcov), exit(0);
 5498:   }
 5499:   else{
 5500:   fprintf(fichtmcov,"<html><head>\n<title>IMaCh Cov %s</title></head>\n <body><font size=\"2\">%s <br> %s</font> \
 5501: <hr size=\"2\" color=\"#EC5E5E\"> \n\
 5502: Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n",\
 5503: 	  optionfilehtmcov,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model);
 5504:   }
 5505: 
 5506:   fprintf(fichtm,"<html><head>\n<title>IMaCh %s</title></head>\n <body><font size=\"2\">%s <br> %s</font> \
 5507: <hr size=\"2\" color=\"#EC5E5E\"> \n\
 5508: Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n\
 5509: \n\
 5510: <hr  size=\"2\" color=\"#EC5E5E\">\
 5511:  <ul><li><h4>Parameter files</h4>\n\
 5512:  - Parameter file: <a href=\"%s.%s\">%s.%s</a><br>\n\
 5513:  - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>\n\
 5514:  - Log file of the run: <a href=\"%s\">%s</a><br>\n\
 5515:  - Gnuplot file name: <a href=\"%s\">%s</a><br>\n\
 5516:  - Date and time at start: %s</ul>\n",\
 5517: 	  optionfilehtm,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model,\
 5518: 	  optionfilefiname,optionfilext,optionfilefiname,optionfilext,\
 5519: 	  fileres,fileres,\
 5520: 	  filelog,filelog,optionfilegnuplot,optionfilegnuplot,strstart);
 5521:   fflush(fichtm);
 5522: 
 5523:   strcpy(pathr,path);
 5524:   strcat(pathr,optionfilefiname);
 5525:   chdir(optionfilefiname); /* Move to directory named optionfile */
 5526:   
 5527:   /* Calculates basic frequencies. Computes observed prevalence at single age
 5528:      and prints on file fileres'p'. */
 5529:   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint,strstart);
 5530: 
 5531:   fprintf(fichtm,"\n");
 5532:   fprintf(fichtm,"<br>Total number of observations=%d <br>\n\
 5533: Youngest age at first (selected) pass %.2f, oldest age %.2f<br>\n\
 5534: Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>\n",\
 5535: 	  imx,agemin,agemax,jmin,jmax,jmean);
 5536:   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 5537:     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 5538:     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 5539:     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 5540:     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
 5541:     
 5542:    
 5543:   /* For Powell, parameters are in a vector p[] starting at p[1]
 5544:      so we point p on param[1][1] so that p[1] maps on param[1][1][1] */
 5545:   p=param[1][1]; /* *(*(*(param +1)+1)+0) */
 5546: 
 5547:   globpr=0; /* To get the number ipmx of contributions and the sum of weights*/
 5548: 
 5549:   if (mle==-3){
 5550:     ximort=matrix(1,NDIM,1,NDIM); 
 5551: /*     ximort=gsl_matrix_alloc(1,NDIM,1,NDIM); */
 5552:     cens=ivector(1,n);
 5553:     ageexmed=vector(1,n);
 5554:     agecens=vector(1,n);
 5555:     dcwave=ivector(1,n);
 5556:  
 5557:     for (i=1; i<=imx; i++){
 5558:       dcwave[i]=-1;
 5559:       for (m=firstpass; m<=lastpass; m++)
 5560: 	if (s[m][i]>nlstate) {
 5561: 	  dcwave[i]=m;
 5562: 	  /*	printf("i=%d j=%d s=%d dcwave=%d\n",i,j, s[j][i],dcwave[i]);*/
 5563: 	  break;
 5564: 	}
 5565:     }
 5566: 
 5567:     for (i=1; i<=imx; i++) {
 5568:       if (wav[i]>0){
 5569: 	ageexmed[i]=agev[mw[1][i]][i];
 5570: 	j=wav[i];
 5571: 	agecens[i]=1.; 
 5572: 
 5573: 	if (ageexmed[i]> 1 && wav[i] > 0){
 5574: 	  agecens[i]=agev[mw[j][i]][i];
 5575: 	  cens[i]= 1;
 5576: 	}else if (ageexmed[i]< 1) 
 5577: 	  cens[i]= -1;
 5578: 	if (agedc[i]< AGESUP && agedc[i]>1 && dcwave[i]>firstpass && dcwave[i]<=lastpass)
 5579: 	  cens[i]=0 ;
 5580:       }
 5581:       else cens[i]=-1;
 5582:     }
 5583:     
 5584:     for (i=1;i<=NDIM;i++) {
 5585:       for (j=1;j<=NDIM;j++)
 5586: 	ximort[i][j]=(i == j ? 1.0 : 0.0);
 5587:     }
 5588:     
 5589:     p[1]=0.0268; p[NDIM]=0.083;
 5590:     /*printf("%lf %lf", p[1], p[2]);*/
 5591:     
 5592:     
 5593: #ifdef GSL
 5594:     printf("GSL optimization\n");  fprintf(ficlog,"Powell\n");
 5595: #elsedef
 5596:     printf("Powell\n");  fprintf(ficlog,"Powell\n");
 5597: #endif
 5598:     strcpy(filerespow,"pow-mort"); 
 5599:     strcat(filerespow,fileres);
 5600:     if((ficrespow=fopen(filerespow,"w"))==NULL) {
 5601:       printf("Problem with resultfile: %s\n", filerespow);
 5602:       fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
 5603:     }
 5604: #ifdef GSL
 5605:     fprintf(ficrespow,"# GSL optimization\n# iter -2*LL");
 5606: #elsedef
 5607:     fprintf(ficrespow,"# Powell\n# iter -2*LL");
 5608: #endif
 5609:     /*  for (i=1;i<=nlstate;i++)
 5610: 	for(j=1;j<=nlstate+ndeath;j++)
 5611: 	if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
 5612:     */
 5613:     fprintf(ficrespow,"\n");
 5614: #ifdef GSL
 5615:     /* gsl starts here */ 
 5616:     T = gsl_multimin_fminimizer_nmsimplex;
 5617:     gsl_multimin_fminimizer *sfm = NULL;
 5618:     gsl_vector *ss, *x;
 5619:     gsl_multimin_function minex_func;
 5620: 
 5621:     /* Initial vertex size vector */
 5622:     ss = gsl_vector_alloc (NDIM);
 5623:     
 5624:     if (ss == NULL){
 5625:       GSL_ERROR_VAL ("failed to allocate space for ss", GSL_ENOMEM, 0);
 5626:     }
 5627:     /* Set all step sizes to 1 */
 5628:     gsl_vector_set_all (ss, 0.001);
 5629: 
 5630:     /* Starting point */
 5631:     
 5632:     x = gsl_vector_alloc (NDIM);
 5633:     
 5634:     if (x == NULL){
 5635:       gsl_vector_free(ss);
 5636:       GSL_ERROR_VAL ("failed to allocate space for x", GSL_ENOMEM, 0);
 5637:     }
 5638:   
 5639:     /* Initialize method and iterate */
 5640:     /*     p[1]=0.0268; p[NDIM]=0.083; */
 5641: /*     gsl_vector_set(x, 0, 0.0268); */
 5642: /*     gsl_vector_set(x, 1, 0.083); */
 5643:     gsl_vector_set(x, 0, p[1]);
 5644:     gsl_vector_set(x, 1, p[2]);
 5645: 
 5646:     minex_func.f = &gompertz_f;
 5647:     minex_func.n = NDIM;
 5648:     minex_func.params = (void *)&p; /* ??? */
 5649:     
 5650:     sfm = gsl_multimin_fminimizer_alloc (T, NDIM);
 5651:     gsl_multimin_fminimizer_set (sfm, &minex_func, x, ss);
 5652:     
 5653:     printf("Iterations beginning .....\n\n");
 5654:     printf("Iter. #    Intercept       Slope     -Log Likelihood     Simplex size\n");
 5655: 
 5656:     iteri=0;
 5657:     while (rval == GSL_CONTINUE){
 5658:       iteri++;
 5659:       status = gsl_multimin_fminimizer_iterate(sfm);
 5660:       
 5661:       if (status) printf("error: %s\n", gsl_strerror (status));
 5662:       fflush(0);
 5663:       
 5664:       if (status) 
 5665:         break;
 5666:       
 5667:       rval = gsl_multimin_test_size (gsl_multimin_fminimizer_size (sfm), 1e-6);
 5668:       ssval = gsl_multimin_fminimizer_size (sfm);
 5669:       
 5670:       if (rval == GSL_SUCCESS)
 5671:         printf ("converged to a local maximum at\n");
 5672:       
 5673:       printf("%5d ", iteri);
 5674:       for (it = 0; it < NDIM; it++){
 5675: 	printf ("%10.5f ", gsl_vector_get (sfm->x, it));
 5676:       }
 5677:       printf("f() = %-10.5f ssize = %.7f\n", sfm->fval, ssval);
 5678:     }
 5679:     
 5680:     printf("\n\n Please note: Program should be run many times with varying starting points to detemine global maximum\n\n");
 5681:     
 5682:     gsl_vector_free(x); /* initial values */
 5683:     gsl_vector_free(ss); /* inital step size */
 5684:     for (it=0; it<NDIM; it++){
 5685:       p[it+1]=gsl_vector_get(sfm->x,it);
 5686:       fprintf(ficrespow," %.12lf", p[it]);
 5687:     }
 5688:     gsl_multimin_fminimizer_free (sfm); /* p *(sfm.x.data) et p *(sfm.x.data+1)  */
 5689: #endif
 5690: #ifdef POWELL
 5691:      powell(p,ximort,NDIM,ftol,&iter,&fret,gompertz);
 5692: #endif  
 5693:     fclose(ficrespow);
 5694:     
 5695:     hesscov(matcov, p, NDIM, delti, 1e-4, gompertz); 
 5696: 
 5697:     for(i=1; i <=NDIM; i++)
 5698:       for(j=i+1;j<=NDIM;j++)
 5699: 	matcov[i][j]=matcov[j][i];
 5700:     
 5701:     printf("\nCovariance matrix\n ");
 5702:     for(i=1; i <=NDIM; i++) {
 5703:       for(j=1;j<=NDIM;j++){ 
 5704: 	printf("%f ",matcov[i][j]);
 5705:       }
 5706:       printf("\n ");
 5707:     }
 5708:     
 5709:     printf("iter=%d MLE=%f Eq=%lf*exp(%lf*(age-%d))\n",iter,-gompertz(p),p[1],p[2],agegomp);
 5710:     for (i=1;i<=NDIM;i++) 
 5711:       printf("%f [%f ; %f]\n",p[i],p[i]-2*sqrt(matcov[i][i]),p[i]+2*sqrt(matcov[i][i]));
 5712: 
 5713:     lsurv=vector(1,AGESUP);
 5714:     lpop=vector(1,AGESUP);
 5715:     tpop=vector(1,AGESUP);
 5716:     lsurv[agegomp]=100000;
 5717:     
 5718:     for (k=agegomp;k<=AGESUP;k++) {
 5719:       agemortsup=k;
 5720:       if (p[1]*exp(p[2]*(k-agegomp))>1) break;
 5721:     }
 5722:     
 5723:     for (k=agegomp;k<agemortsup;k++)
 5724:       lsurv[k+1]=lsurv[k]-lsurv[k]*(p[1]*exp(p[2]*(k-agegomp)));
 5725:     
 5726:     for (k=agegomp;k<agemortsup;k++){
 5727:       lpop[k]=(lsurv[k]+lsurv[k+1])/2.;
 5728:       sumlpop=sumlpop+lpop[k];
 5729:     }
 5730:     
 5731:     tpop[agegomp]=sumlpop;
 5732:     for (k=agegomp;k<(agemortsup-3);k++){
 5733:       /*  tpop[k+1]=2;*/
 5734:       tpop[k+1]=tpop[k]-lpop[k];
 5735:     }
 5736:     
 5737:     
 5738:     printf("\nAge   lx     qx    dx    Lx     Tx     e(x)\n");
 5739:     for (k=agegomp;k<(agemortsup-2);k++) 
 5740:       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]);
 5741:     
 5742:     
 5743:     replace_back_to_slash(pathc,pathcd); /* Even gnuplot wants a / */
 5744:     printinggnuplotmort(fileres, optionfilefiname,ageminpar,agemaxpar,fage, pathc,p);
 5745:     
 5746:     printinghtmlmort(fileres,title,datafile, firstpass, lastpass, \
 5747: 		     stepm, weightopt,\
 5748: 		     model,imx,p,matcov,agemortsup);
 5749:     
 5750:     free_vector(lsurv,1,AGESUP);
 5751:     free_vector(lpop,1,AGESUP);
 5752:     free_vector(tpop,1,AGESUP);
 5753: #ifdef GSL
 5754:     free_ivector(cens,1,n);
 5755:     free_vector(agecens,1,n);
 5756:     free_ivector(dcwave,1,n);
 5757:     free_matrix(ximort,1,NDIM,1,NDIM);
 5758: #endif
 5759:   } /* Endof if mle==-3 */
 5760:   
 5761:   else{ /* For mle >=1 */
 5762:     globpr=0;/* debug */
 5763:     likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
 5764:     printf("First Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
 5765:     for (k=1; k<=npar;k++)
 5766:       printf(" %d %8.5f",k,p[k]);
 5767:     printf("\n");
 5768:     globpr=1; /* to print the contributions */
 5769:     likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
 5770:     printf("Second Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
 5771:     for (k=1; k<=npar;k++)
 5772:       printf(" %d %8.5f",k,p[k]);
 5773:     printf("\n");
 5774:     if(mle>=1){ /* Could be 1 or 2 */
 5775:       mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);
 5776:     }
 5777:     
 5778:     /*--------- results files --------------*/
 5779:     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);
 5780:     
 5781:     
 5782:     fprintf(ficres,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
 5783:     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
 5784:     fprintf(ficlog,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
 5785:     for(i=1,jk=1; i <=nlstate; i++){
 5786:       for(k=1; k <=(nlstate+ndeath); k++){
 5787: 	if (k != i) {
 5788: 	  printf("%d%d ",i,k);
 5789: 	  fprintf(ficlog,"%d%d ",i,k);
 5790: 	  fprintf(ficres,"%1d%1d ",i,k);
 5791: 	  for(j=1; j <=ncovmodel; j++){
 5792: 	    printf("%lf ",p[jk]);
 5793: 	    fprintf(ficlog,"%lf ",p[jk]);
 5794: 	    fprintf(ficres,"%lf ",p[jk]);
 5795: 	    jk++; 
 5796: 	  }
 5797: 	  printf("\n");
 5798: 	  fprintf(ficlog,"\n");
 5799: 	  fprintf(ficres,"\n");
 5800: 	}
 5801:       }
 5802:     }
 5803:     if(mle!=0){
 5804:       /* Computing hessian and covariance matrix */
 5805:       ftolhess=ftol; /* Usually correct */
 5806:       hesscov(matcov, p, npar, delti, ftolhess, func);
 5807:     }
 5808:     fprintf(ficres,"# Scales (for hessian or gradient estimation)\n");
 5809:     printf("# Scales (for hessian or gradient estimation)\n");
 5810:     fprintf(ficlog,"# Scales (for hessian or gradient estimation)\n");
 5811:     for(i=1,jk=1; i <=nlstate; i++){
 5812:       for(j=1; j <=nlstate+ndeath; j++){
 5813: 	if (j!=i) {
 5814: 	  fprintf(ficres,"%1d%1d",i,j);
 5815: 	  printf("%1d%1d",i,j);
 5816: 	  fprintf(ficlog,"%1d%1d",i,j);
 5817: 	  for(k=1; k<=ncovmodel;k++){
 5818: 	    printf(" %.5e",delti[jk]);
 5819: 	    fprintf(ficlog," %.5e",delti[jk]);
 5820: 	    fprintf(ficres," %.5e",delti[jk]);
 5821: 	    jk++;
 5822: 	  }
 5823: 	  printf("\n");
 5824: 	  fprintf(ficlog,"\n");
 5825: 	  fprintf(ficres,"\n");
 5826: 	}
 5827:       }
 5828:     }
 5829:     
 5830:     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");
 5831:     if(mle>=1)
 5832:       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");
 5833:     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");
 5834:     /* # 121 Var(a12)\n\ */
 5835:     /* # 122 Cov(b12,a12) Var(b12)\n\ */
 5836:     /* # 131 Cov(a13,a12) Cov(a13,b12, Var(a13)\n\ */
 5837:     /* # 132 Cov(b13,a12) Cov(b13,b12, Cov(b13,a13) Var(b13)\n\ */
 5838:     /* # 212 Cov(a21,a12) Cov(a21,b12, Cov(a21,a13) Cov(a21,b13) Var(a21)\n\ */
 5839:     /* # 212 Cov(b21,a12) Cov(b21,b12, Cov(b21,a13) Cov(b21,b13) Cov(b21,a21) Var(b21)\n\ */
 5840:     /* # 232 Cov(a23,a12) Cov(a23,b12, Cov(a23,a13) Cov(a23,b13) Cov(a23,a21) Cov(a23,b21) Var(a23)\n\ */
 5841:     /* # 232 Cov(b23,a12) Cov(b23,b12) ... Var (b23)\n" */
 5842:     
 5843:     
 5844:     /* Just to have a covariance matrix which will be more understandable
 5845:        even is we still don't want to manage dictionary of variables
 5846:     */
 5847:     for(itimes=1;itimes<=2;itimes++){
 5848:       jj=0;
 5849:       for(i=1; i <=nlstate; i++){
 5850: 	for(j=1; j <=nlstate+ndeath; j++){
 5851: 	  if(j==i) continue;
 5852: 	  for(k=1; k<=ncovmodel;k++){
 5853: 	    jj++;
 5854: 	    ca[0]= k+'a'-1;ca[1]='\0';
 5855: 	    if(itimes==1){
 5856: 	      if(mle>=1)
 5857: 		printf("#%1d%1d%d",i,j,k);
 5858: 	      fprintf(ficlog,"#%1d%1d%d",i,j,k);
 5859: 	      fprintf(ficres,"#%1d%1d%d",i,j,k);
 5860: 	    }else{
 5861: 	      if(mle>=1)
 5862: 		printf("%1d%1d%d",i,j,k);
 5863: 	      fprintf(ficlog,"%1d%1d%d",i,j,k);
 5864: 	      fprintf(ficres,"%1d%1d%d",i,j,k);
 5865: 	    }
 5866: 	    ll=0;
 5867: 	    for(li=1;li <=nlstate; li++){
 5868: 	      for(lj=1;lj <=nlstate+ndeath; lj++){
 5869: 		if(lj==li) continue;
 5870: 		for(lk=1;lk<=ncovmodel;lk++){
 5871: 		  ll++;
 5872: 		  if(ll<=jj){
 5873: 		    cb[0]= lk +'a'-1;cb[1]='\0';
 5874: 		    if(ll<jj){
 5875: 		      if(itimes==1){
 5876: 			if(mle>=1)
 5877: 			  printf(" Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
 5878: 			fprintf(ficlog," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
 5879: 			fprintf(ficres," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
 5880: 		      }else{
 5881: 			if(mle>=1)
 5882: 			  printf(" %.5e",matcov[jj][ll]); 
 5883: 			fprintf(ficlog," %.5e",matcov[jj][ll]); 
 5884: 			fprintf(ficres," %.5e",matcov[jj][ll]); 
 5885: 		      }
 5886: 		    }else{
 5887: 		      if(itimes==1){
 5888: 			if(mle>=1)
 5889: 			  printf(" Var(%s%1d%1d)",ca,i,j);
 5890: 			fprintf(ficlog," Var(%s%1d%1d)",ca,i,j);
 5891: 			fprintf(ficres," Var(%s%1d%1d)",ca,i,j);
 5892: 		      }else{
 5893: 			if(mle>=1)
 5894: 			  printf(" %.5e",matcov[jj][ll]); 
 5895: 			fprintf(ficlog," %.5e",matcov[jj][ll]); 
 5896: 			fprintf(ficres," %.5e",matcov[jj][ll]); 
 5897: 		      }
 5898: 		    }
 5899: 		  }
 5900: 		} /* end lk */
 5901: 	      } /* end lj */
 5902: 	    } /* end li */
 5903: 	    if(mle>=1)
 5904: 	      printf("\n");
 5905: 	    fprintf(ficlog,"\n");
 5906: 	    fprintf(ficres,"\n");
 5907: 	    numlinepar++;
 5908: 	  } /* end k*/
 5909: 	} /*end j */
 5910:       } /* end i */
 5911:     } /* end itimes */
 5912:     
 5913:     fflush(ficlog);
 5914:     fflush(ficres);
 5915:     
 5916:     while((c=getc(ficpar))=='#' && c!= EOF){
 5917:       ungetc(c,ficpar);
 5918:       fgets(line, MAXLINE, ficpar);
 5919:       puts(line);
 5920:       fputs(line,ficparo);
 5921:     }
 5922:     ungetc(c,ficpar);
 5923:     
 5924:     estepm=0;
 5925:     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf estepm=%d\n",&ageminpar,&agemaxpar, &bage, &fage, &estepm);
 5926:     if (estepm==0 || estepm < stepm) estepm=stepm;
 5927:     if (fage <= 2) {
 5928:       bage = ageminpar;
 5929:       fage = agemaxpar;
 5930:     }
 5931:     
 5932:     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
 5933:     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
 5934:     fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
 5935:     
 5936:     while((c=getc(ficpar))=='#' && c!= EOF){
 5937:       ungetc(c,ficpar);
 5938:       fgets(line, MAXLINE, ficpar);
 5939:       puts(line);
 5940:       fputs(line,ficparo);
 5941:     }
 5942:     ungetc(c,ficpar);
 5943:     
 5944:     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);
 5945:     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);
 5946:     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);
 5947:     printf("begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
 5948:     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);
 5949:     
 5950:     while((c=getc(ficpar))=='#' && c!= EOF){
 5951:       ungetc(c,ficpar);
 5952:       fgets(line, MAXLINE, ficpar);
 5953:       puts(line);
 5954:       fputs(line,ficparo);
 5955:     }
 5956:     ungetc(c,ficpar);
 5957:     
 5958:     
 5959:     dateprev1=anprev1+(mprev1-1)/12.+(jprev1-1)/365.;
 5960:     dateprev2=anprev2+(mprev2-1)/12.+(jprev2-1)/365.;
 5961:     
 5962:     fscanf(ficpar,"pop_based=%d\n",&popbased);
 5963:     fprintf(ficparo,"pop_based=%d\n",popbased);   
 5964:     fprintf(ficres,"pop_based=%d\n",popbased);   
 5965:     
 5966:     while((c=getc(ficpar))=='#' && c!= EOF){
 5967:       ungetc(c,ficpar);
 5968:       fgets(line, MAXLINE, ficpar);
 5969:       puts(line);
 5970:       fputs(line,ficparo);
 5971:     }
 5972:     ungetc(c,ficpar);
 5973:     
 5974:     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);
 5975:     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);
 5976:     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);
 5977:     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);
 5978:     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);
 5979:     /* day and month of proj2 are not used but only year anproj2.*/
 5980:     
 5981:     
 5982:     
 5983:     /*  freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);*/
 5984:     /*,dateprev1,dateprev2,jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
 5985:     
 5986:     replace_back_to_slash(pathc,pathcd); /* Even gnuplot wants a / */
 5987:     printinggnuplot(fileres, optionfilefiname,ageminpar,agemaxpar,fage, pathc,p);
 5988:     
 5989:     printinghtml(fileres,title,datafile, firstpass, lastpass, stepm, weightopt,\
 5990: 		 model,imx,jmin,jmax,jmean,rfileres,popforecast,estepm,\
 5991: 		 jprev1,mprev1,anprev1,jprev2,mprev2,anprev2);
 5992:       
 5993:    /*------------ free_vector  -------------*/
 5994:    /*  chdir(path); */
 5995:  
 5996:     free_ivector(wav,1,imx);
 5997:     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);
 5998:     free_imatrix(bh,1,lastpass-firstpass+1,1,imx);
 5999:     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);   
 6000:     free_lvector(num,1,n);
 6001:     free_vector(agedc,1,n);
 6002:     /*free_matrix(covar,0,NCOVMAX,1,n);*/
 6003:     /*free_matrix(covar,1,NCOVMAX,1,n);*/
 6004:     fclose(ficparo);
 6005:     fclose(ficres);
 6006: 
 6007: 
 6008:     /*--------------- Prevalence limit  (period or stable prevalence) --------------*/
 6009:   
 6010:     strcpy(filerespl,"pl");
 6011:     strcat(filerespl,fileres);
 6012:     if((ficrespl=fopen(filerespl,"w"))==NULL) {
 6013:       printf("Problem with period (stable) prevalence resultfile: %s\n", filerespl);goto end;
 6014:       fprintf(ficlog,"Problem with period (stable) prevalence resultfile: %s\n", filerespl);goto end;
 6015:     }
 6016:     printf("Computing period (stable) prevalence: result on file '%s' \n", filerespl);
 6017:     fprintf(ficlog,"Computing period (stable) prevalence: result on file '%s' \n", filerespl);
 6018:     pstamp(ficrespl);
 6019:     fprintf(ficrespl,"# Period (stable) prevalence \n");
 6020:     fprintf(ficrespl,"#Age ");
 6021:     for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);
 6022:     fprintf(ficrespl,"\n");
 6023:   
 6024:     prlim=matrix(1,nlstate,1,nlstate);
 6025: 
 6026:     agebase=ageminpar;
 6027:     agelim=agemaxpar;
 6028:     ftolpl=1.e-10;
 6029:     i1=cptcoveff;
 6030:     if (cptcovn < 1){i1=1;}
 6031: 
 6032:     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
 6033:       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
 6034: 	k=k+1;
 6035: 	/* to clean */
 6036: 	printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,codtab[cptcod][cptcov],nbcode);
 6037: 	fprintf(ficrespl,"\n#******");
 6038: 	printf("\n#******");
 6039: 	fprintf(ficlog,"\n#******");
 6040: 	for(j=1;j<=cptcoveff;j++) {
 6041: 	  fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 6042: 	  printf(" V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 6043: 	  fprintf(ficlog," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 6044: 	}
 6045: 	fprintf(ficrespl,"******\n");
 6046: 	printf("******\n");
 6047: 	fprintf(ficlog,"******\n");
 6048: 	
 6049: 	for (age=agebase; age<=agelim; age++){
 6050: 	  prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
 6051: 	  fprintf(ficrespl,"%.0f ",age );
 6052: 	  for(j=1;j<=cptcoveff;j++)
 6053: 	    fprintf(ficrespl,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 6054: 	  for(i=1; i<=nlstate;i++)
 6055: 	    fprintf(ficrespl," %.5f", prlim[i][i]);
 6056: 	  fprintf(ficrespl,"\n");
 6057: 	}
 6058:       }
 6059:     }
 6060:     fclose(ficrespl);
 6061: 
 6062:     /*------------- h Pij x at various ages ------------*/
 6063:   
 6064:     strcpy(filerespij,"pij");  strcat(filerespij,fileres);
 6065:     if((ficrespij=fopen(filerespij,"w"))==NULL) {
 6066:       printf("Problem with Pij resultfile: %s\n", filerespij);goto end;
 6067:       fprintf(ficlog,"Problem with Pij resultfile: %s\n", filerespij);goto end;
 6068:     }
 6069:     printf("Computing pij: result on file '%s' \n", filerespij);
 6070:     fprintf(ficlog,"Computing pij: result on file '%s' \n", filerespij);
 6071:   
 6072:     stepsize=(int) (stepm+YEARM-1)/YEARM;
 6073:     /*if (stepm<=24) stepsize=2;*/
 6074: 
 6075:     agelim=AGESUP;
 6076:     hstepm=stepsize*YEARM; /* Every year of age */
 6077:     hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */ 
 6078: 
 6079:     /* hstepm=1;   aff par mois*/
 6080:     pstamp(ficrespij);
 6081:     fprintf(ficrespij,"#****** h Pij x Probability to be in state j at age x+h being in i at x ");
 6082:     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
 6083:       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
 6084: 	k=k+1;
 6085: 	fprintf(ficrespij,"\n#****** ");
 6086: 	for(j=1;j<=cptcoveff;j++) 
 6087: 	  fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 6088: 	fprintf(ficrespij,"******\n");
 6089: 	
 6090: 	for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */
 6091: 	  nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
 6092: 	  nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
 6093: 
 6094: 	  /*	  nhstepm=nhstepm*YEARM; aff par mois*/
 6095: 
 6096: 	  p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 6097: 	  oldm=oldms;savm=savms;
 6098: 	  hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
 6099: 	  fprintf(ficrespij,"# Cov Agex agex+h hpijx with i,j=");
 6100: 	  for(i=1; i<=nlstate;i++)
 6101: 	    for(j=1; j<=nlstate+ndeath;j++)
 6102: 	      fprintf(ficrespij," %1d-%1d",i,j);
 6103: 	  fprintf(ficrespij,"\n");
 6104: 	  for (h=0; h<=nhstepm; h++){
 6105: 	    fprintf(ficrespij,"%d %3.f %3.f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );
 6106: 	    for(i=1; i<=nlstate;i++)
 6107: 	      for(j=1; j<=nlstate+ndeath;j++)
 6108: 		fprintf(ficrespij," %.5f", p3mat[i][j][h]);
 6109: 	    fprintf(ficrespij,"\n");
 6110: 	  }
 6111: 	  free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 6112: 	  fprintf(ficrespij,"\n");
 6113: 	}
 6114:       }
 6115:     }
 6116: 
 6117:     varprob(optionfilefiname, matcov, p, delti, nlstate, bage, fage,k,Tvar,nbcode, ncodemax,strstart);
 6118: 
 6119:     fclose(ficrespij);
 6120: 
 6121:     probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
 6122:     for(i=1;i<=AGESUP;i++)
 6123:       for(j=1;j<=NCOVMAX;j++)
 6124: 	for(k=1;k<=NCOVMAX;k++)
 6125: 	  probs[i][j][k]=0.;
 6126: 
 6127:     /*---------- Forecasting ------------------*/
 6128:     /*if((stepm == 1) && (strcmp(model,".")==0)){*/
 6129:     if(prevfcast==1){
 6130:       /*    if(stepm ==1){*/
 6131:       prevforecast(fileres, anproj1, mproj1, jproj1, agemin, agemax, dateprev1, dateprev2, mobilavproj, bage, fage, firstpass, lastpass, anproj2, p, cptcoveff);
 6132:       /* (popforecast==1) populforecast(fileres, anpyram,mpyram,jpyram, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anpyram1,p, i1);*/
 6133:       /*      }  */
 6134:       /*      else{ */
 6135:       /*        erreur=108; */
 6136:       /*        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); */
 6137:       /*        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); */
 6138:       /*      } */
 6139:     }
 6140:   
 6141: 
 6142:     /* Computes prevalence between agemin (i.e minimal age computed) and no more ageminpar */
 6143: 
 6144:     prevalence(probs, agemin, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
 6145:     /*  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",\
 6146: 	ageminpar, agemax, s[lastpass][imx], agev[lastpass][imx], nlstate, imx, mint[lastpass][imx],anint[lastpass][imx], dateprev1, dateprev2, firstpass, lastpass);
 6147:     */
 6148: 
 6149:     if (mobilav!=0) {
 6150:       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 6151:       if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
 6152: 	fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
 6153: 	printf(" Error in movingaverage mobilav=%d\n",mobilav);
 6154:       }
 6155:     }
 6156: 
 6157: 
 6158:     /*---------- Health expectancies, no variances ------------*/
 6159: 
 6160:     strcpy(filerese,"e");
 6161:     strcat(filerese,fileres);
 6162:     if((ficreseij=fopen(filerese,"w"))==NULL) {
 6163:       printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
 6164:       fprintf(ficlog,"Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
 6165:     }
 6166:     printf("Computing Health Expectancies: result on file '%s' \n", filerese);
 6167:     fprintf(ficlog,"Computing Health Expectancies: result on file '%s' \n", filerese);
 6168:     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
 6169:       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
 6170: 	k=k+1; 
 6171: 	fprintf(ficreseij,"\n#****** ");
 6172: 	for(j=1;j<=cptcoveff;j++) {
 6173: 	  fprintf(ficreseij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 6174: 	}
 6175: 	fprintf(ficreseij,"******\n");
 6176: 
 6177: 	eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
 6178: 	oldm=oldms;savm=savms;
 6179: 	evsij(eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm, strstart);  
 6180:       
 6181: 	free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
 6182:       }
 6183:     }
 6184:     fclose(ficreseij);
 6185: 
 6186: 
 6187:     /*---------- Health expectancies and variances ------------*/
 6188: 
 6189: 
 6190:     strcpy(filerest,"t");
 6191:     strcat(filerest,fileres);
 6192:     if((ficrest=fopen(filerest,"w"))==NULL) {
 6193:       printf("Problem with total LE resultfile: %s\n", filerest);goto end;
 6194:       fprintf(ficlog,"Problem with total LE resultfile: %s\n", filerest);goto end;
 6195:     }
 6196:     printf("Computing Total Life expectancies with their standard errors: file '%s' \n", filerest); 
 6197:     fprintf(ficlog,"Computing Total Life expectancies with their standard errors: file '%s' \n", filerest); 
 6198: 
 6199: 
 6200:     strcpy(fileresstde,"stde");
 6201:     strcat(fileresstde,fileres);
 6202:     if((ficresstdeij=fopen(fileresstde,"w"))==NULL) {
 6203:       printf("Problem with Health Exp. and std errors resultfile: %s\n", fileresstde); exit(0);
 6204:       fprintf(ficlog,"Problem with Health Exp. and std errors resultfile: %s\n", fileresstde); exit(0);
 6205:     }
 6206:     printf("Computing Health Expectancies and standard errors: result on file '%s' \n", fileresstde);
 6207:     fprintf(ficlog,"Computing Health Expectancies and standard errors: result on file '%s' \n", fileresstde);
 6208: 
 6209:     strcpy(filerescve,"cve");
 6210:     strcat(filerescve,fileres);
 6211:     if((ficrescveij=fopen(filerescve,"w"))==NULL) {
 6212:       printf("Problem with Covar. Health Exp. resultfile: %s\n", filerescve); exit(0);
 6213:       fprintf(ficlog,"Problem with Covar. Health Exp. resultfile: %s\n", filerescve); exit(0);
 6214:     }
 6215:     printf("Computing Covar. of Health Expectancies: result on file '%s' \n", filerescve);
 6216:     fprintf(ficlog,"Computing Covar. of Health Expectancies: result on file '%s' \n", filerescve);
 6217: 
 6218:     strcpy(fileresv,"v");
 6219:     strcat(fileresv,fileres);
 6220:     if((ficresvij=fopen(fileresv,"w"))==NULL) {
 6221:       printf("Problem with variance resultfile: %s\n", fileresv);exit(0);
 6222:       fprintf(ficlog,"Problem with variance resultfile: %s\n", fileresv);exit(0);
 6223:     }
 6224:     printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
 6225:     fprintf(ficlog,"Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
 6226: 
 6227:     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
 6228:       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
 6229: 	k=k+1; 
 6230: 	fprintf(ficrest,"\n#****** ");
 6231: 	for(j=1;j<=cptcoveff;j++) 
 6232: 	  fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 6233: 	fprintf(ficrest,"******\n");
 6234: 
 6235: 	fprintf(ficresstdeij,"\n#****** ");
 6236: 	fprintf(ficrescveij,"\n#****** ");
 6237: 	for(j=1;j<=cptcoveff;j++) {
 6238: 	  fprintf(ficresstdeij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 6239: 	  fprintf(ficrescveij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 6240: 	}
 6241: 	fprintf(ficresstdeij,"******\n");
 6242: 	fprintf(ficrescveij,"******\n");
 6243: 
 6244: 	fprintf(ficresvij,"\n#****** ");
 6245: 	for(j=1;j<=cptcoveff;j++) 
 6246: 	  fprintf(ficresvij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 6247: 	fprintf(ficresvij,"******\n");
 6248: 
 6249: 	eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
 6250: 	oldm=oldms;savm=savms;
 6251: 	cvevsij(eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm, delti, matcov, strstart);  
 6252:  
 6253: 	vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
 6254: 	pstamp(ficrest);
 6255: 	for(vpopbased=0; vpopbased <= popbased; vpopbased++){ /* Done for vpopbased=0 and vpopbased=1 if popbased==1*/
 6256: 	  oldm=oldms;savm=savms;
 6257: 	  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 ");
 6258: 	  if(vpopbased==1)
 6259: 	    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);
 6260: 	  else
 6261: 	    fprintf(ficrest,"the age specific period (stable) prevalences in each health state \n");
 6262: 	  fprintf(ficrest,"# Age e.. (std) ");
 6263: 	  for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);
 6264: 	  fprintf(ficrest,"\n");
 6265: 
 6266: 	  epj=vector(1,nlstate+1);
 6267: 	  for(age=bage; age <=fage ;age++){
 6268: 	    prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
 6269: 	    if (vpopbased==1) {
 6270: 	      if(mobilav ==0){
 6271: 		for(i=1; i<=nlstate;i++)
 6272: 		  prlim[i][i]=probs[(int)age][i][k];
 6273: 	      }else{ /* mobilav */ 
 6274: 		for(i=1; i<=nlstate;i++)
 6275: 		  prlim[i][i]=mobaverage[(int)age][i][k];
 6276: 	      }
 6277: 	    }
 6278: 	
 6279: 	    fprintf(ficrest," %4.0f",age);
 6280: 	    for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){
 6281: 	      for(i=1, epj[j]=0.;i <=nlstate;i++) {
 6282: 		epj[j] += prlim[i][i]*eij[i][j][(int)age];
 6283: 		/*  printf("%lf %lf ", prlim[i][i] ,eij[i][j][(int)age]);*/
 6284: 	      }
 6285: 	      epj[nlstate+1] +=epj[j];
 6286: 	    }
 6287: 
 6288: 	    for(i=1, vepp=0.;i <=nlstate;i++)
 6289: 	      for(j=1;j <=nlstate;j++)
 6290: 		vepp += vareij[i][j][(int)age];
 6291: 	    fprintf(ficrest," %7.3f (%7.3f)", epj[nlstate+1],sqrt(vepp));
 6292: 	    for(j=1;j <=nlstate;j++){
 6293: 	      fprintf(ficrest," %7.3f (%7.3f)", epj[j],sqrt(vareij[j][j][(int)age]));
 6294: 	    }
 6295: 	    fprintf(ficrest,"\n");
 6296: 	  }
 6297: 	}
 6298: 	free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
 6299: 	free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);
 6300: 	free_vector(epj,1,nlstate+1);
 6301:       }
 6302:     }
 6303:     free_vector(weight,1,n);
 6304:     free_imatrix(Tvard,1,15,1,2);
 6305:     free_imatrix(s,1,maxwav+1,1,n);
 6306:     free_matrix(anint,1,maxwav,1,n); 
 6307:     free_matrix(mint,1,maxwav,1,n);
 6308:     free_ivector(cod,1,n);
 6309:     free_ivector(tab,1,NCOVMAX);
 6310:     fclose(ficresstdeij);
 6311:     fclose(ficrescveij);
 6312:     fclose(ficresvij);
 6313:     fclose(ficrest);
 6314:     fclose(ficpar);
 6315:   
 6316:     /*------- Variance of period (stable) prevalence------*/   
 6317: 
 6318:     strcpy(fileresvpl,"vpl");
 6319:     strcat(fileresvpl,fileres);
 6320:     if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
 6321:       printf("Problem with variance of period (stable) prevalence  resultfile: %s\n", fileresvpl);
 6322:       exit(0);
 6323:     }
 6324:     printf("Computing Variance-covariance of period (stable) prevalence: file '%s' \n", fileresvpl);
 6325: 
 6326:     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
 6327:       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
 6328: 	k=k+1;
 6329: 	fprintf(ficresvpl,"\n#****** ");
 6330: 	for(j=1;j<=cptcoveff;j++) 
 6331: 	  fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 6332: 	fprintf(ficresvpl,"******\n");
 6333:       
 6334: 	varpl=matrix(1,nlstate,(int) bage, (int) fage);
 6335: 	oldm=oldms;savm=savms;
 6336: 	varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k,strstart);
 6337: 	free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
 6338:       }
 6339:     }
 6340: 
 6341:     fclose(ficresvpl);
 6342: 
 6343:     /*---------- End : free ----------------*/
 6344:     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 6345:     free_ma3x(probs,1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
 6346: 
 6347:   }  /* mle==-3 arrives here for freeing */
 6348:  endfree:
 6349:   free_matrix(prlim,1,nlstate,1,nlstate);
 6350:     free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);
 6351:     free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);
 6352:     free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);
 6353:     free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);
 6354:     free_matrix(covar,0,NCOVMAX,1,n);
 6355:     free_matrix(matcov,1,npar,1,npar);
 6356:     /*free_vector(delti,1,npar);*/
 6357:     free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
 6358:     free_matrix(agev,1,maxwav,1,imx);
 6359:     free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);
 6360: 
 6361:     free_ivector(ncodemax,1,8);
 6362:     free_ivector(Tvar,1,15);
 6363:     free_ivector(Tprod,1,15);
 6364:     free_ivector(Tvaraff,1,15);
 6365:     free_ivector(Tage,1,15);
 6366: 
 6367:     free_imatrix(nbcode,0,NCOVMAX,0,NCOVMAX);
 6368:     free_imatrix(codtab,1,100,1,10);
 6369:   fflush(fichtm);
 6370:   fflush(ficgp);
 6371:   
 6372: 
 6373:   if((nberr >0) || (nbwarn>0)){
 6374:     printf("End of Imach with %d errors and/or %d warnings\n",nberr,nbwarn);
 6375:     fprintf(ficlog,"End of Imach with %d errors and/or warnings %d\n",nberr,nbwarn);
 6376:   }else{
 6377:     printf("End of Imach\n");
 6378:     fprintf(ficlog,"End of Imach\n");
 6379:   }
 6380:   printf("See log file on %s\n",filelog);
 6381:   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
 6382:   (void) gettimeofday(&end_time,&tzp);
 6383:   tm = *localtime(&end_time.tv_sec);
 6384:   tmg = *gmtime(&end_time.tv_sec);
 6385:   strcpy(strtend,asctime(&tm));
 6386:   printf("Local time at start %s\nLocal time at end   %s",strstart, strtend); 
 6387:   fprintf(ficlog,"Local time at start %s\nLocal time at end   %s\n",strstart, strtend); 
 6388:   printf("Total time used %s\n", asc_diff_time(end_time.tv_sec -start_time.tv_sec,tmpout));
 6389: 
 6390:   printf("Total time was %d Sec.\n", end_time.tv_sec -start_time.tv_sec);
 6391:   fprintf(ficlog,"Total time used %s\n", asc_diff_time(end_time.tv_sec -start_time.tv_sec,tmpout));
 6392:   fprintf(ficlog,"Total time was %d Sec.\n", end_time.tv_sec -start_time.tv_sec);
 6393:   /*  printf("Total time was %d uSec.\n", total_usecs);*/
 6394: /*   if(fileappend(fichtm,optionfilehtm)){ */
 6395:   fprintf(fichtm,"<br>Local time at start %s<br>Local time at end   %s<br>\n</body></html>",strstart, strtend);
 6396:   fclose(fichtm);
 6397:   fprintf(fichtmcov,"<br>Local time at start %s<br>Local time at end   %s<br>\n</body></html>",strstart, strtend);
 6398:   fclose(fichtmcov);
 6399:   fclose(ficgp);
 6400:   fclose(ficlog);
 6401:   /*------ End -----------*/
 6402: 
 6403: 
 6404:    printf("Before Current directory %s!\n",pathcd);
 6405:    if(chdir(pathcd) != 0)
 6406:     printf("Can't move to directory %s!\n",path);
 6407:   if(getcwd(pathcd,MAXLINE) > 0)
 6408:     printf("Current directory %s!\n",pathcd);
 6409:   /*strcat(plotcmd,CHARSEPARATOR);*/
 6410:   sprintf(plotcmd,"gnuplot");
 6411: #ifndef UNIX
 6412:   sprintf(plotcmd,"\"%sgnuplot.exe\"",pathimach);
 6413: #endif
 6414:   if(!stat(plotcmd,&info)){
 6415:     printf("Error gnuplot program not found: %s\n",plotcmd);fflush(stdout);
 6416:     if(!stat(getenv("GNUPLOTBIN"),&info)){
 6417:       printf("Error gnuplot program not found: %s Environment GNUPLOTBIN not set.\n",plotcmd);fflush(stdout);
 6418:     }else
 6419:       strcpy(pplotcmd,plotcmd);
 6420: #ifdef UNIX
 6421:     strcpy(plotcmd,GNUPLOTPROGRAM);
 6422:     if(!stat(plotcmd,&info)){
 6423:       printf("Error gnuplot program not found: %s\n",plotcmd);fflush(stdout);
 6424:     }else
 6425:       strcpy(pplotcmd,plotcmd);
 6426: #endif
 6427:   }else
 6428:     strcpy(pplotcmd,plotcmd);
 6429:   
 6430:   sprintf(plotcmd,"%s %s",pplotcmd, optionfilegnuplot);
 6431:   printf("Starting graphs with: %s\n",plotcmd);fflush(stdout);
 6432: 
 6433:   if((outcmd=system(plotcmd)) != 0){
 6434:     printf("\n Problem with gnuplot\n");
 6435:   }
 6436:   printf(" Wait...");
 6437:   while (z[0] != 'q') {
 6438:     /* chdir(path); */
 6439:     printf("\nType e to edit output files, g to graph again and q for exiting: ");
 6440:     scanf("%s",z);
 6441: /*     if (z[0] == 'c') system("./imach"); */
 6442:     if (z[0] == 'e') {
 6443:       printf("Starting browser with: %s",optionfilehtm);fflush(stdout);
 6444:       system(optionfilehtm);
 6445:     }
 6446:     else if (z[0] == 'g') system(plotcmd);
 6447:     else if (z[0] == 'q') exit(0);
 6448:   }
 6449:   end:
 6450:   while (z[0] != 'q') {
 6451:     printf("\nType  q for exiting: ");
 6452:     scanf("%s",z);
 6453:   }
 6454: }
 6455: 
 6456: 
 6457: 

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