File:  [Local Repository] / imach / src / imach.c
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Wed Feb 20 17:17:09 2002 UTC (22 years, 4 months ago) by lievre
Branches: MAIN
CVS tags: HEAD
Forecasting

    1:     
    2: /*********************** Imach **************************************        
    3:   This program computes Healthy Life Expectancies from cross-longitudinal 
    4:   data. Cross-longitudinal consist in a first survey ("cross") where 
    5:   individuals from different ages are interviewed on their health status
    6:   or degree of  disability. At least a second wave of interviews 
    7:   ("longitudinal") should  measure each new individual health status. 
    8:   Health expectancies are computed from the transistions observed between 
    9:   waves and are computed for each degree of severity of disability (number
   10:   of life states). More degrees you consider, more time is necessary to
   11:   reach the Maximum Likelihood of the parameters involved in the model. 
   12:   The simplest model is the multinomial logistic model where pij is
   13:   the probabibility to be observed in state j at the second wave conditional
   14:   to be observed in state i at the first wave. Therefore the model is:
   15:   log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex' 
   16:   is a covariate. If you want to have a more complex model than "constant and
   17:   age", you should modify the program where the markup 
   18:     *Covariates have to be included here again* invites you to do it.
   19:   More covariates you add, less is the speed of the convergence.
   20: 
   21:   The advantage that this computer programme claims, comes from that if the 
   22:   delay between waves is not identical for each individual, or if some 
   23:   individual missed an interview, the information is not rounded or lost, but
   24:   taken into account using an interpolation or extrapolation.
   25:   hPijx is the probability to be 
   26:   observed in state i at age x+h conditional to the observed state i at age 
   27:   x. The delay 'h' can be split into an exact number (nh*stepm) of 
   28:   unobserved intermediate  states. This elementary transition (by month or 
   29:   quarter trimester, semester or year) is model as a multinomial logistic. 
   30:   The hPx matrix is simply the matrix product of nh*stepm elementary matrices
   31:   and the contribution of each individual to the likelihood is simply hPijx.
   32: 
   33:   Also this programme outputs the covariance matrix of the parameters but also
   34:   of the life expectancies. It also computes the prevalence limits. 
   35:   
   36:   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
   37:            Institut national d'études démographiques, Paris.
   38:   This software have been partly granted by Euro-REVES, a concerted action
   39:   from the European Union.
   40:   It is copyrighted identically to a GNU software product, ie programme and
   41:   software can be distributed freely for non commercial use. Latest version
   42:   can be accessed at http://euroreves.ined.fr/imach .
   43:   **********************************************************************/
   44:  
   45: #include <math.h>
   46: #include <stdio.h>
   47: #include <stdlib.h>
   48: #include <unistd.h>
   49: 
   50: #define MAXLINE 256
   51: #define FILENAMELENGTH 80
   52: /*#define DEBUG*/
   53: #define windows
   54: #define	GLOCK_ERROR_NOPATH		-1	/* empty path */
   55: #define	GLOCK_ERROR_GETCWD		-2	/* cannot get cwd */
   56: 
   57: #define MAXPARM 30 /* Maximum number of parameters for the optimization */
   58: #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
   59: 
   60: #define NINTERVMAX 8
   61: #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
   62: #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
   63: #define NCOVMAX 8 /* Maximum number of covariates */
   64: #define MAXN 20000
   65: #define YEARM 12. /* Number of months per year */
   66: #define AGESUP 130
   67: #define AGEBASE 40
   68: 
   69: 
   70: int nvar;
   71: int cptcovn, cptcovage=0, cptcoveff=0,cptcov;
   72: int npar=NPARMAX;
   73: int nlstate=2; /* Number of live states */
   74: int ndeath=1; /* Number of dead states */
   75: int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
   76: int popbased=0;
   77: 
   78: int *wav; /* Number of waves for this individuual 0 is possible */
   79: int maxwav; /* Maxim number of waves */
   80: int jmin, jmax; /* min, max spacing between 2 waves */
   81: int mle, weightopt;
   82: int **mw; /* mw[mi][i] is number of the mi wave for this individual */
   83: int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
   84: double jmean; /* Mean space between 2 waves */
   85: double **oldm, **newm, **savm; /* Working pointers to matrices */
   86: double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
   87: FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf;
   88: FILE *ficgp, *fichtm,*ficresprob,*ficpop;
   89: FILE *ficreseij;
   90:   char filerese[FILENAMELENGTH];
   91:  FILE  *ficresvij;
   92:   char fileresv[FILENAMELENGTH];
   93:  FILE  *ficresvpl;
   94:   char fileresvpl[FILENAMELENGTH];
   95: 
   96: #define NR_END 1
   97: #define FREE_ARG char*
   98: #define FTOL 1.0e-10
   99: 
  100: #define NRANSI 
  101: #define ITMAX 200 
  102: 
  103: #define TOL 2.0e-4 
  104: 
  105: #define CGOLD 0.3819660 
  106: #define ZEPS 1.0e-10 
  107: #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
  108: 
  109: #define GOLD 1.618034 
  110: #define GLIMIT 100.0 
  111: #define TINY 1.0e-20 
  112: 
  113: static double maxarg1,maxarg2;
  114: #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
  115: #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
  116:  
  117: #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
  118: #define rint(a) floor(a+0.5)
  119: 
  120: static double sqrarg;
  121: #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
  122: #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
  123: 
  124: int imx; 
  125: int stepm;
  126: /* Stepm, step in month: minimum step interpolation*/
  127: 
  128: int m,nb;
  129: int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;
  130: double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
  131: double **pmmij, ***probs, ***mobaverage;
  132: 
  133: double *weight;
  134: int **s; /* Status */
  135: double *agedc, **covar, idx;
  136: int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
  137: 
  138: double ftol=FTOL; /* Tolerance for computing Max Likelihood */
  139: double ftolhess; /* Tolerance for computing hessian */
  140: 
  141: /**************** split *************************/
  142: static	int split( char *path, char *dirc, char *name )
  143: {
  144:    char	*s;				/* pointer */
  145:    int	l1, l2;				/* length counters */
  146: 
  147:    l1 = strlen( path );			/* length of path */
  148:    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
  149:    s = strrchr( path, '\\' );		/* find last / */
  150:    if ( s == NULL ) {			/* no directory, so use current */
  151: #if	defined(__bsd__)		/* get current working directory */
  152:       extern char	*getwd( );
  153: 
  154:       if ( getwd( dirc ) == NULL ) {
  155: #else
  156:       extern char	*getcwd( );
  157: 
  158:       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
  159: #endif
  160:          return( GLOCK_ERROR_GETCWD );
  161:       }
  162:       strcpy( name, path );		/* we've got it */
  163:    } else {				/* strip direcotry from path */
  164:       s++;				/* after this, the filename */
  165:       l2 = strlen( s );			/* length of filename */
  166:       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
  167:       strcpy( name, s );		/* save file name */
  168:       strncpy( dirc, path, l1 - l2 );	/* now the directory */
  169:       dirc[l1-l2] = 0;			/* add zero */
  170:    }
  171:    l1 = strlen( dirc );			/* length of directory */
  172:    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
  173:    return( 0 );				/* we're done */
  174: }
  175: 
  176: 
  177: /******************************************/
  178: 
  179: void replace(char *s, char*t)
  180: {
  181:   int i;
  182:   int lg=20;
  183:   i=0;
  184:   lg=strlen(t);
  185:   for(i=0; i<= lg; i++) {
  186:     (s[i] = t[i]);
  187:     if (t[i]== '\\') s[i]='/';
  188:   }
  189: }
  190: 
  191: int nbocc(char *s, char occ)
  192: {
  193:   int i,j=0;
  194:   int lg=20;
  195:   i=0;
  196:   lg=strlen(s);
  197:   for(i=0; i<= lg; i++) {
  198:   if  (s[i] == occ ) j++;
  199:   }
  200:   return j;
  201: }
  202: 
  203: void cutv(char *u,char *v, char*t, char occ)
  204: {
  205:   int i,lg,j,p=0;
  206:   i=0;
  207:   for(j=0; j<=strlen(t)-1; j++) {
  208:     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
  209:   }
  210: 
  211:   lg=strlen(t);
  212:   for(j=0; j<p; j++) {
  213:     (u[j] = t[j]);
  214:   }
  215:      u[p]='\0';
  216: 
  217:    for(j=0; j<= lg; j++) {
  218:     if (j>=(p+1))(v[j-p-1] = t[j]);
  219:   }
  220: }
  221: 
  222: /********************** nrerror ********************/
  223: 
  224: void nrerror(char error_text[])
  225: {
  226:   fprintf(stderr,"ERREUR ...\n");
  227:   fprintf(stderr,"%s\n",error_text);
  228:   exit(1);
  229: }
  230: /*********************** vector *******************/
  231: double *vector(int nl, int nh)
  232: {
  233:   double *v;
  234:   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
  235:   if (!v) nrerror("allocation failure in vector");
  236:   return v-nl+NR_END;
  237: }
  238: 
  239: /************************ free vector ******************/
  240: void free_vector(double*v, int nl, int nh)
  241: {
  242:   free((FREE_ARG)(v+nl-NR_END));
  243: }
  244: 
  245: /************************ivector *******************************/
  246: int *ivector(long nl,long nh)
  247: {
  248:   int *v;
  249:   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
  250:   if (!v) nrerror("allocation failure in ivector");
  251:   return v-nl+NR_END;
  252: }
  253: 
  254: /******************free ivector **************************/
  255: void free_ivector(int *v, long nl, long nh)
  256: {
  257:   free((FREE_ARG)(v+nl-NR_END));
  258: }
  259: 
  260: /******************* imatrix *******************************/
  261: int **imatrix(long nrl, long nrh, long ncl, long nch) 
  262:      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
  263: { 
  264:   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
  265:   int **m; 
  266:   
  267:   /* allocate pointers to rows */ 
  268:   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
  269:   if (!m) nrerror("allocation failure 1 in matrix()"); 
  270:   m += NR_END; 
  271:   m -= nrl; 
  272:   
  273:   
  274:   /* allocate rows and set pointers to them */ 
  275:   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
  276:   if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
  277:   m[nrl] += NR_END; 
  278:   m[nrl] -= ncl; 
  279:   
  280:   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
  281:   
  282:   /* return pointer to array of pointers to rows */ 
  283:   return m; 
  284: } 
  285: 
  286: /****************** free_imatrix *************************/
  287: void free_imatrix(m,nrl,nrh,ncl,nch)
  288:       int **m;
  289:       long nch,ncl,nrh,nrl; 
  290:      /* free an int matrix allocated by imatrix() */ 
  291: { 
  292:   free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
  293:   free((FREE_ARG) (m+nrl-NR_END)); 
  294: } 
  295: 
  296: /******************* matrix *******************************/
  297: double **matrix(long nrl, long nrh, long ncl, long nch)
  298: {
  299:   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
  300:   double **m;
  301: 
  302:   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
  303:   if (!m) nrerror("allocation failure 1 in matrix()");
  304:   m += NR_END;
  305:   m -= nrl;
  306: 
  307:   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
  308:   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
  309:   m[nrl] += NR_END;
  310:   m[nrl] -= ncl;
  311: 
  312:   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
  313:   return m;
  314: }
  315: 
  316: /*************************free matrix ************************/
  317: void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
  318: {
  319:   free((FREE_ARG)(m[nrl]+ncl-NR_END));
  320:   free((FREE_ARG)(m+nrl-NR_END));
  321: }
  322: 
  323: /******************* ma3x *******************************/
  324: double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
  325: {
  326:   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
  327:   double ***m;
  328: 
  329:   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
  330:   if (!m) nrerror("allocation failure 1 in matrix()");
  331:   m += NR_END;
  332:   m -= nrl;
  333: 
  334:   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
  335:   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
  336:   m[nrl] += NR_END;
  337:   m[nrl] -= ncl;
  338: 
  339:   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
  340: 
  341:   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
  342:   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
  343:   m[nrl][ncl] += NR_END;
  344:   m[nrl][ncl] -= nll;
  345:   for (j=ncl+1; j<=nch; j++) 
  346:     m[nrl][j]=m[nrl][j-1]+nlay;
  347:   
  348:   for (i=nrl+1; i<=nrh; i++) {
  349:     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
  350:     for (j=ncl+1; j<=nch; j++) 
  351:       m[i][j]=m[i][j-1]+nlay;
  352:   }
  353:   return m;
  354: }
  355: 
  356: /*************************free ma3x ************************/
  357: void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
  358: {
  359:   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
  360:   free((FREE_ARG)(m[nrl]+ncl-NR_END));
  361:   free((FREE_ARG)(m+nrl-NR_END));
  362: }
  363: 
  364: /***************** f1dim *************************/
  365: extern int ncom; 
  366: extern double *pcom,*xicom;
  367: extern double (*nrfunc)(double []); 
  368:  
  369: double f1dim(double x) 
  370: { 
  371:   int j; 
  372:   double f;
  373:   double *xt; 
  374:  
  375:   xt=vector(1,ncom); 
  376:   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
  377:   f=(*nrfunc)(xt); 
  378:   free_vector(xt,1,ncom); 
  379:   return f; 
  380: } 
  381: 
  382: /*****************brent *************************/
  383: double brent(double ax, double bx, double cx, double (*f)(double), double tol, 	double *xmin) 
  384: { 
  385:   int iter; 
  386:   double a,b,d,etemp;
  387:   double fu,fv,fw,fx;
  388:   double ftemp;
  389:   double p,q,r,tol1,tol2,u,v,w,x,xm; 
  390:   double e=0.0; 
  391:  
  392:   a=(ax < cx ? ax : cx); 
  393:   b=(ax > cx ? ax : cx); 
  394:   x=w=v=bx; 
  395:   fw=fv=fx=(*f)(x); 
  396:   for (iter=1;iter<=ITMAX;iter++) { 
  397:     xm=0.5*(a+b); 
  398:     tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
  399:     /*		if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
  400:     printf(".");fflush(stdout);
  401: #ifdef DEBUG
  402:     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);
  403:     /*		if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
  404: #endif
  405:     if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
  406:       *xmin=x; 
  407:       return fx; 
  408:     } 
  409:     ftemp=fu;
  410:     if (fabs(e) > tol1) { 
  411:       r=(x-w)*(fx-fv); 
  412:       q=(x-v)*(fx-fw); 
  413:       p=(x-v)*q-(x-w)*r; 
  414:       q=2.0*(q-r); 
  415:       if (q > 0.0) p = -p; 
  416:       q=fabs(q); 
  417:       etemp=e; 
  418:       e=d; 
  419:       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
  420: 	d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
  421:       else { 
  422: 	d=p/q; 
  423: 	u=x+d; 
  424: 	if (u-a < tol2 || b-u < tol2) 
  425: 	  d=SIGN(tol1,xm-x); 
  426:       } 
  427:     } else { 
  428:       d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
  429:     } 
  430:     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
  431:     fu=(*f)(u); 
  432:     if (fu <= fx) { 
  433:       if (u >= x) a=x; else b=x; 
  434:       SHFT(v,w,x,u) 
  435: 	SHFT(fv,fw,fx,fu) 
  436: 	} else { 
  437: 	  if (u < x) a=u; else b=u; 
  438: 	  if (fu <= fw || w == x) { 
  439: 	    v=w; 
  440: 	    w=u; 
  441: 	    fv=fw; 
  442: 	    fw=fu; 
  443: 	  } else if (fu <= fv || v == x || v == w) { 
  444: 	    v=u; 
  445: 	    fv=fu; 
  446: 	  } 
  447: 	} 
  448:   } 
  449:   nrerror("Too many iterations in brent"); 
  450:   *xmin=x; 
  451:   return fx; 
  452: } 
  453: 
  454: /****************** mnbrak ***********************/
  455: 
  456: void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
  457: 	    double (*func)(double)) 
  458: { 
  459:   double ulim,u,r,q, dum;
  460:   double fu; 
  461:  
  462:   *fa=(*func)(*ax); 
  463:   *fb=(*func)(*bx); 
  464:   if (*fb > *fa) { 
  465:     SHFT(dum,*ax,*bx,dum) 
  466:       SHFT(dum,*fb,*fa,dum) 
  467:       } 
  468:   *cx=(*bx)+GOLD*(*bx-*ax); 
  469:   *fc=(*func)(*cx); 
  470:   while (*fb > *fc) { 
  471:     r=(*bx-*ax)*(*fb-*fc); 
  472:     q=(*bx-*cx)*(*fb-*fa); 
  473:     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
  474:       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
  475:     ulim=(*bx)+GLIMIT*(*cx-*bx); 
  476:     if ((*bx-u)*(u-*cx) > 0.0) { 
  477:       fu=(*func)(u); 
  478:     } else if ((*cx-u)*(u-ulim) > 0.0) { 
  479:       fu=(*func)(u); 
  480:       if (fu < *fc) { 
  481: 	SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
  482: 	  SHFT(*fb,*fc,fu,(*func)(u)) 
  483: 	  } 
  484:     } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
  485:       u=ulim; 
  486:       fu=(*func)(u); 
  487:     } else { 
  488:       u=(*cx)+GOLD*(*cx-*bx); 
  489:       fu=(*func)(u); 
  490:     } 
  491:     SHFT(*ax,*bx,*cx,u) 
  492:       SHFT(*fa,*fb,*fc,fu) 
  493:       } 
  494: } 
  495: 
  496: /*************** linmin ************************/
  497: 
  498: int ncom; 
  499: double *pcom,*xicom;
  500: double (*nrfunc)(double []); 
  501:  
  502: void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
  503: { 
  504:   double brent(double ax, double bx, double cx, 
  505: 	       double (*f)(double), double tol, double *xmin); 
  506:   double f1dim(double x); 
  507:   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
  508: 	      double *fc, double (*func)(double)); 
  509:   int j; 
  510:   double xx,xmin,bx,ax; 
  511:   double fx,fb,fa;
  512:  
  513:   ncom=n; 
  514:   pcom=vector(1,n); 
  515:   xicom=vector(1,n); 
  516:   nrfunc=func; 
  517:   for (j=1;j<=n;j++) { 
  518:     pcom[j]=p[j]; 
  519:     xicom[j]=xi[j]; 
  520:   } 
  521:   ax=0.0; 
  522:   xx=1.0; 
  523:   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
  524:   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
  525: #ifdef DEBUG
  526:   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
  527: #endif
  528:   for (j=1;j<=n;j++) { 
  529:     xi[j] *= xmin; 
  530:     p[j] += xi[j]; 
  531:   } 
  532:   free_vector(xicom,1,n); 
  533:   free_vector(pcom,1,n); 
  534: } 
  535: 
  536: /*************** powell ************************/
  537: void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
  538: 	    double (*func)(double [])) 
  539: { 
  540:   void linmin(double p[], double xi[], int n, double *fret, 
  541: 	      double (*func)(double [])); 
  542:   int i,ibig,j; 
  543:   double del,t,*pt,*ptt,*xit;
  544:   double fp,fptt;
  545:   double *xits;
  546:   pt=vector(1,n); 
  547:   ptt=vector(1,n); 
  548:   xit=vector(1,n); 
  549:   xits=vector(1,n); 
  550:   *fret=(*func)(p); 
  551:   for (j=1;j<=n;j++) pt[j]=p[j]; 
  552:   for (*iter=1;;++(*iter)) { 
  553:     fp=(*fret); 
  554:     ibig=0; 
  555:     del=0.0; 
  556:     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
  557:     for (i=1;i<=n;i++) 
  558:       printf(" %d %.12f",i, p[i]);
  559:     printf("\n");
  560:     for (i=1;i<=n;i++) { 
  561:       for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
  562:       fptt=(*fret); 
  563: #ifdef DEBUG
  564:       printf("fret=%lf \n",*fret);
  565: #endif
  566:       printf("%d",i);fflush(stdout);
  567:       linmin(p,xit,n,fret,func); 
  568:       if (fabs(fptt-(*fret)) > del) { 
  569: 	del=fabs(fptt-(*fret)); 
  570: 	ibig=i; 
  571:       } 
  572: #ifdef DEBUG
  573:       printf("%d %.12e",i,(*fret));
  574:       for (j=1;j<=n;j++) {
  575: 	xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
  576: 	printf(" x(%d)=%.12e",j,xit[j]);
  577:       }
  578:       for(j=1;j<=n;j++) 
  579: 	printf(" p=%.12e",p[j]);
  580:       printf("\n");
  581: #endif
  582:     } 
  583:     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
  584: #ifdef DEBUG
  585:       int k[2],l;
  586:       k[0]=1;
  587:       k[1]=-1;
  588:       printf("Max: %.12e",(*func)(p));
  589:       for (j=1;j<=n;j++) 
  590: 	printf(" %.12e",p[j]);
  591:       printf("\n");
  592:       for(l=0;l<=1;l++) {
  593: 	for (j=1;j<=n;j++) {
  594: 	  ptt[j]=p[j]+(p[j]-pt[j])*k[l];
  595: 	  printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
  596: 	}
  597: 	printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
  598:       }
  599: #endif
  600: 
  601: 
  602:       free_vector(xit,1,n); 
  603:       free_vector(xits,1,n); 
  604:       free_vector(ptt,1,n); 
  605:       free_vector(pt,1,n); 
  606:       return; 
  607:     } 
  608:     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
  609:     for (j=1;j<=n;j++) { 
  610:       ptt[j]=2.0*p[j]-pt[j]; 
  611:       xit[j]=p[j]-pt[j]; 
  612:       pt[j]=p[j]; 
  613:     } 
  614:     fptt=(*func)(ptt); 
  615:     if (fptt < fp) { 
  616:       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
  617:       if (t < 0.0) { 
  618: 	linmin(p,xit,n,fret,func); 
  619: 	for (j=1;j<=n;j++) { 
  620: 	  xi[j][ibig]=xi[j][n]; 
  621: 	  xi[j][n]=xit[j]; 
  622: 	}
  623: #ifdef DEBUG
  624: 	printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
  625: 	for(j=1;j<=n;j++)
  626: 	  printf(" %.12e",xit[j]);
  627: 	printf("\n");
  628: #endif
  629:       } 
  630:     } 
  631:   } 
  632: } 
  633: 
  634: /**** Prevalence limit ****************/
  635: 
  636: double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
  637: {
  638:   /* Computes the prevalence limit in each live state at age x by left multiplying the unit
  639:      matrix by transitions matrix until convergence is reached */
  640: 
  641:   int i, ii,j,k;
  642:   double min, max, maxmin, maxmax,sumnew=0.;
  643:   double **matprod2();
  644:   double **out, cov[NCOVMAX], **pmij();
  645:   double **newm;
  646:   double agefin, delaymax=50 ; /* Max number of years to converge */
  647: 
  648:   for (ii=1;ii<=nlstate+ndeath;ii++)
  649:     for (j=1;j<=nlstate+ndeath;j++){
  650:       oldm[ii][j]=(ii==j ? 1.0 : 0.0);
  651:     }
  652: 
  653:    cov[1]=1.;
  654:  
  655:  /* Even if hstepm = 1, at least one multiplication by the unit matrix */
  656:   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
  657:     newm=savm;
  658:     /* Covariates have to be included here again */
  659:      cov[2]=agefin;
  660:   
  661:       for (k=1; k<=cptcovn;k++) {
  662: 	cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
  663: 	/*printf("ij=%d Tvar[k]=%d nbcode=%d cov=%lf\n",ij, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k]);*/
  664:       }
  665:       for (k=1; k<=cptcovage;k++)
  666: 	cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
  667:       for (k=1; k<=cptcovprod;k++)
  668: 	cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
  669: 
  670:       /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
  671:       /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
  672: 
  673:     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
  674: 
  675:     savm=oldm;
  676:     oldm=newm;
  677:     maxmax=0.;
  678:     for(j=1;j<=nlstate;j++){
  679:       min=1.;
  680:       max=0.;
  681:       for(i=1; i<=nlstate; i++) {
  682: 	sumnew=0;
  683: 	for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
  684: 	prlim[i][j]= newm[i][j]/(1-sumnew);
  685: 	max=FMAX(max,prlim[i][j]);
  686: 	min=FMIN(min,prlim[i][j]);
  687:       }
  688:       maxmin=max-min;
  689:       maxmax=FMAX(maxmax,maxmin);
  690:     }
  691:     if(maxmax < ftolpl){
  692:       return prlim;
  693:     }
  694:   }
  695: }
  696: 
  697: /*************** transition probabilities ***************/ 
  698: 
  699: double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
  700: {
  701:   double s1, s2;
  702:   /*double t34;*/
  703:   int i,j,j1, nc, ii, jj;
  704: 
  705:     for(i=1; i<= nlstate; i++){
  706:     for(j=1; j<i;j++){
  707:       for (nc=1, s2=0.;nc <=ncovmodel; nc++){
  708: 	/*s2 += param[i][j][nc]*cov[nc];*/
  709: 	s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
  710: 	/*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/
  711:       }
  712:       ps[i][j]=s2;
  713:       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
  714:     }
  715:     for(j=i+1; j<=nlstate+ndeath;j++){
  716:       for (nc=1, s2=0.;nc <=ncovmodel; nc++){
  717: 	s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
  718: 	/*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
  719:       }
  720:       ps[i][j]=(s2);
  721:     }
  722:   }
  723:     /*ps[3][2]=1;*/
  724: 
  725:   for(i=1; i<= nlstate; i++){
  726:      s1=0;
  727:     for(j=1; j<i; j++)
  728:       s1+=exp(ps[i][j]);
  729:     for(j=i+1; j<=nlstate+ndeath; j++)
  730:       s1+=exp(ps[i][j]);
  731:     ps[i][i]=1./(s1+1.);
  732:     for(j=1; j<i; j++)
  733:       ps[i][j]= exp(ps[i][j])*ps[i][i];
  734:     for(j=i+1; j<=nlstate+ndeath; j++)
  735:       ps[i][j]= exp(ps[i][j])*ps[i][i];
  736:     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
  737:   } /* end i */
  738: 
  739:   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
  740:     for(jj=1; jj<= nlstate+ndeath; jj++){
  741:       ps[ii][jj]=0;
  742:       ps[ii][ii]=1;
  743:     }
  744:   }
  745: 
  746: 
  747:   /*   for(ii=1; ii<= nlstate+ndeath; ii++){
  748:     for(jj=1; jj<= nlstate+ndeath; jj++){
  749:      printf("%lf ",ps[ii][jj]);
  750:    }
  751:     printf("\n ");
  752:     }
  753:     printf("\n ");printf("%lf ",cov[2]);*/
  754: /*
  755:   for(i=1; i<= npar; i++) printf("%f ",x[i]);
  756:   goto end;*/
  757:     return ps;
  758: }
  759: 
  760: /**************** Product of 2 matrices ******************/
  761: 
  762: double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
  763: {
  764:   /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
  765:      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
  766:   /* in, b, out are matrice of pointers which should have been initialized 
  767:      before: only the contents of out is modified. The function returns
  768:      a pointer to pointers identical to out */
  769:   long i, j, k;
  770:   for(i=nrl; i<= nrh; i++)
  771:     for(k=ncolol; k<=ncoloh; k++)
  772:       for(j=ncl,out[i][k]=0.; j<=nch; j++)
  773: 	out[i][k] +=in[i][j]*b[j][k];
  774: 
  775:   return out;
  776: }
  777: 
  778: 
  779: /************* Higher Matrix Product ***************/
  780: 
  781: double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
  782: {
  783:   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month 
  784:      duration (i.e. until
  785:      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices. 
  786:      Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
  787:      (typically every 2 years instead of every month which is too big).
  788:      Model is determined by parameters x and covariates have to be 
  789:      included manually here. 
  790: 
  791:      */
  792: 
  793:   int i, j, d, h, k;
  794:   double **out, cov[NCOVMAX];
  795:   double **newm;
  796: 
  797:   /* Hstepm could be zero and should return the unit matrix */
  798:   for (i=1;i<=nlstate+ndeath;i++)
  799:     for (j=1;j<=nlstate+ndeath;j++){
  800:       oldm[i][j]=(i==j ? 1.0 : 0.0);
  801:       po[i][j][0]=(i==j ? 1.0 : 0.0);
  802:     }
  803:   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
  804:   for(h=1; h <=nhstepm; h++){
  805:     for(d=1; d <=hstepm; d++){
  806:       newm=savm;
  807:       /* Covariates have to be included here again */
  808:       cov[1]=1.;
  809:       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
  810:       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
  811:       for (k=1; k<=cptcovage;k++)
  812: 	cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
  813:       for (k=1; k<=cptcovprod;k++)
  814: 	cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
  815: 
  816: 
  817:       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
  818:       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
  819:       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
  820: 		   pmij(pmmij,cov,ncovmodel,x,nlstate));
  821:       savm=oldm;
  822:       oldm=newm;
  823:     }
  824:     for(i=1; i<=nlstate+ndeath; i++)
  825:       for(j=1;j<=nlstate+ndeath;j++) {
  826: 	po[i][j][h]=newm[i][j];
  827: 	/*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
  828: 	 */
  829:       }
  830:   } /* end h */
  831:   return po;
  832: }
  833: 
  834: 
  835: /*************** log-likelihood *************/
  836: double func( double *x)
  837: {
  838:   int i, ii, j, k, mi, d, kk;
  839:   double l, ll[NLSTATEMAX], cov[NCOVMAX];
  840:   double **out;
  841:   double sw; /* Sum of weights */
  842:   double lli; /* Individual log likelihood */
  843:   long ipmx;
  844:   /*extern weight */
  845:   /* We are differentiating ll according to initial status */
  846:   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
  847:   /*for(i=1;i<imx;i++) 
  848:     printf(" %d\n",s[4][i]);
  849:   */
  850:   cov[1]=1.;
  851: 
  852:   for(k=1; k<=nlstate; k++) ll[k]=0.;
  853:   for (i=1,ipmx=0, sw=0.; i<=imx; i++){
  854:     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
  855:     for(mi=1; mi<= wav[i]-1; mi++){
  856:       for (ii=1;ii<=nlstate+ndeath;ii++)
  857: 	for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);
  858:       for(d=0; d<dh[mi][i]; d++){
  859: 	newm=savm;
  860: 	cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
  861: 	for (kk=1; kk<=cptcovage;kk++) {
  862: 	  cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
  863: 	}
  864: 	
  865: 	out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
  866: 		     1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
  867: 	savm=oldm;
  868: 	oldm=newm;
  869: 	
  870: 	
  871:       } /* end mult */
  872:       
  873:       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);
  874:       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/
  875:       ipmx +=1;
  876:       sw += weight[i];
  877:       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
  878:     } /* end of wave */
  879:   } /* end of individual */
  880: 
  881:   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
  882:   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
  883:   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
  884:   return -l;
  885: }
  886: 
  887: 
  888: /*********** Maximum Likelihood Estimation ***************/
  889: 
  890: void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
  891: {
  892:   int i,j, iter;
  893:   double **xi,*delti;
  894:   double fret;
  895:   xi=matrix(1,npar,1,npar);
  896:   for (i=1;i<=npar;i++)
  897:     for (j=1;j<=npar;j++)
  898:       xi[i][j]=(i==j ? 1.0 : 0.0);
  899:   printf("Powell\n");
  900:   powell(p,xi,npar,ftol,&iter,&fret,func);
  901: 
  902:    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
  903:   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));
  904: 
  905: }
  906: 
  907: /**** Computes Hessian and covariance matrix ***/
  908: void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
  909: {
  910:   double  **a,**y,*x,pd;
  911:   double **hess;
  912:   int i, j,jk;
  913:   int *indx;
  914: 
  915:   double hessii(double p[], double delta, int theta, double delti[]);
  916:   double hessij(double p[], double delti[], int i, int j);
  917:   void lubksb(double **a, int npar, int *indx, double b[]) ;
  918:   void ludcmp(double **a, int npar, int *indx, double *d) ;
  919: 
  920:   hess=matrix(1,npar,1,npar);
  921: 
  922:   printf("\nCalculation of the hessian matrix. Wait...\n");
  923:   for (i=1;i<=npar;i++){
  924:     printf("%d",i);fflush(stdout);
  925:     hess[i][i]=hessii(p,ftolhess,i,delti);
  926:     /*printf(" %f ",p[i]);*/
  927:     /*printf(" %lf ",hess[i][i]);*/
  928:   }
  929:   
  930:   for (i=1;i<=npar;i++) {
  931:     for (j=1;j<=npar;j++)  {
  932:       if (j>i) { 
  933: 	printf(".%d%d",i,j);fflush(stdout);
  934: 	hess[i][j]=hessij(p,delti,i,j);
  935: 	hess[j][i]=hess[i][j];    
  936: 	/*printf(" %lf ",hess[i][j]);*/
  937:       }
  938:     }
  939:   }
  940:   printf("\n");
  941: 
  942:   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
  943:   
  944:   a=matrix(1,npar,1,npar);
  945:   y=matrix(1,npar,1,npar);
  946:   x=vector(1,npar);
  947:   indx=ivector(1,npar);
  948:   for (i=1;i<=npar;i++)
  949:     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
  950:   ludcmp(a,npar,indx,&pd);
  951: 
  952:   for (j=1;j<=npar;j++) {
  953:     for (i=1;i<=npar;i++) x[i]=0;
  954:     x[j]=1;
  955:     lubksb(a,npar,indx,x);
  956:     for (i=1;i<=npar;i++){ 
  957:       matcov[i][j]=x[i];
  958:     }
  959:   }
  960: 
  961:   printf("\n#Hessian matrix#\n");
  962:   for (i=1;i<=npar;i++) { 
  963:     for (j=1;j<=npar;j++) { 
  964:       printf("%.3e ",hess[i][j]);
  965:     }
  966:     printf("\n");
  967:   }
  968: 
  969:   /* Recompute Inverse */
  970:   for (i=1;i<=npar;i++)
  971:     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
  972:   ludcmp(a,npar,indx,&pd);
  973: 
  974:   /*  printf("\n#Hessian matrix recomputed#\n");
  975: 
  976:   for (j=1;j<=npar;j++) {
  977:     for (i=1;i<=npar;i++) x[i]=0;
  978:     x[j]=1;
  979:     lubksb(a,npar,indx,x);
  980:     for (i=1;i<=npar;i++){ 
  981:       y[i][j]=x[i];
  982:       printf("%.3e ",y[i][j]);
  983:     }
  984:     printf("\n");
  985:   }
  986:   */
  987: 
  988:   free_matrix(a,1,npar,1,npar);
  989:   free_matrix(y,1,npar,1,npar);
  990:   free_vector(x,1,npar);
  991:   free_ivector(indx,1,npar);
  992:   free_matrix(hess,1,npar,1,npar);
  993: 
  994: 
  995: }
  996: 
  997: /*************** hessian matrix ****************/
  998: double hessii( double x[], double delta, int theta, double delti[])
  999: {
 1000:   int i;
 1001:   int l=1, lmax=20;
 1002:   double k1,k2;
 1003:   double p2[NPARMAX+1];
 1004:   double res;
 1005:   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
 1006:   double fx;
 1007:   int k=0,kmax=10;
 1008:   double l1;
 1009: 
 1010:   fx=func(x);
 1011:   for (i=1;i<=npar;i++) p2[i]=x[i];
 1012:   for(l=0 ; l <=lmax; l++){
 1013:     l1=pow(10,l);
 1014:     delts=delt;
 1015:     for(k=1 ; k <kmax; k=k+1){
 1016:       delt = delta*(l1*k);
 1017:       p2[theta]=x[theta] +delt;
 1018:       k1=func(p2)-fx;
 1019:       p2[theta]=x[theta]-delt;
 1020:       k2=func(p2)-fx;
 1021:       /*res= (k1-2.0*fx+k2)/delt/delt; */
 1022:       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
 1023:       
 1024: #ifdef DEBUG
 1025:       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);
 1026: #endif
 1027:       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
 1028:       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
 1029: 	k=kmax;
 1030:       }
 1031:       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
 1032: 	k=kmax; l=lmax*10.;
 1033:       }
 1034:       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
 1035: 	delts=delt;
 1036:       }
 1037:     }
 1038:   }
 1039:   delti[theta]=delts;
 1040:   return res; 
 1041:   
 1042: }
 1043: 
 1044: double hessij( double x[], double delti[], int thetai,int thetaj)
 1045: {
 1046:   int i;
 1047:   int l=1, l1, lmax=20;
 1048:   double k1,k2,k3,k4,res,fx;
 1049:   double p2[NPARMAX+1];
 1050:   int k;
 1051: 
 1052:   fx=func(x);
 1053:   for (k=1; k<=2; k++) {
 1054:     for (i=1;i<=npar;i++) p2[i]=x[i];
 1055:     p2[thetai]=x[thetai]+delti[thetai]/k;
 1056:     p2[thetaj]=x[thetaj]+delti[thetaj]/k;
 1057:     k1=func(p2)-fx;
 1058:   
 1059:     p2[thetai]=x[thetai]+delti[thetai]/k;
 1060:     p2[thetaj]=x[thetaj]-delti[thetaj]/k;
 1061:     k2=func(p2)-fx;
 1062:   
 1063:     p2[thetai]=x[thetai]-delti[thetai]/k;
 1064:     p2[thetaj]=x[thetaj]+delti[thetaj]/k;
 1065:     k3=func(p2)-fx;
 1066:   
 1067:     p2[thetai]=x[thetai]-delti[thetai]/k;
 1068:     p2[thetaj]=x[thetaj]-delti[thetaj]/k;
 1069:     k4=func(p2)-fx;
 1070:     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
 1071: #ifdef DEBUG
 1072:     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);
 1073: #endif
 1074:   }
 1075:   return res;
 1076: }
 1077: 
 1078: /************** Inverse of matrix **************/
 1079: void ludcmp(double **a, int n, int *indx, double *d) 
 1080: { 
 1081:   int i,imax,j,k; 
 1082:   double big,dum,sum,temp; 
 1083:   double *vv; 
 1084:  
 1085:   vv=vector(1,n); 
 1086:   *d=1.0; 
 1087:   for (i=1;i<=n;i++) { 
 1088:     big=0.0; 
 1089:     for (j=1;j<=n;j++) 
 1090:       if ((temp=fabs(a[i][j])) > big) big=temp; 
 1091:     if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
 1092:     vv[i]=1.0/big; 
 1093:   } 
 1094:   for (j=1;j<=n;j++) { 
 1095:     for (i=1;i<j;i++) { 
 1096:       sum=a[i][j]; 
 1097:       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
 1098:       a[i][j]=sum; 
 1099:     } 
 1100:     big=0.0; 
 1101:     for (i=j;i<=n;i++) { 
 1102:       sum=a[i][j]; 
 1103:       for (k=1;k<j;k++) 
 1104: 	sum -= a[i][k]*a[k][j]; 
 1105:       a[i][j]=sum; 
 1106:       if ( (dum=vv[i]*fabs(sum)) >= big) { 
 1107: 	big=dum; 
 1108: 	imax=i; 
 1109:       } 
 1110:     } 
 1111:     if (j != imax) { 
 1112:       for (k=1;k<=n;k++) { 
 1113: 	dum=a[imax][k]; 
 1114: 	a[imax][k]=a[j][k]; 
 1115: 	a[j][k]=dum; 
 1116:       } 
 1117:       *d = -(*d); 
 1118:       vv[imax]=vv[j]; 
 1119:     } 
 1120:     indx[j]=imax; 
 1121:     if (a[j][j] == 0.0) a[j][j]=TINY; 
 1122:     if (j != n) { 
 1123:       dum=1.0/(a[j][j]); 
 1124:       for (i=j+1;i<=n;i++) a[i][j] *= dum; 
 1125:     } 
 1126:   } 
 1127:   free_vector(vv,1,n);  /* Doesn't work */
 1128: ;
 1129: } 
 1130: 
 1131: void lubksb(double **a, int n, int *indx, double b[]) 
 1132: { 
 1133:   int i,ii=0,ip,j; 
 1134:   double sum; 
 1135:  
 1136:   for (i=1;i<=n;i++) { 
 1137:     ip=indx[i]; 
 1138:     sum=b[ip]; 
 1139:     b[ip]=b[i]; 
 1140:     if (ii) 
 1141:       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
 1142:     else if (sum) ii=i; 
 1143:     b[i]=sum; 
 1144:   } 
 1145:   for (i=n;i>=1;i--) { 
 1146:     sum=b[i]; 
 1147:     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
 1148:     b[i]=sum/a[i][i]; 
 1149:   } 
 1150: } 
 1151: 
 1152: /************ Frequencies ********************/
 1153: void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax, int fprev1,int lprev1,double **mint,double **anint, int boolprev, double dateprev1,double dateprev2)
 1154: {  /* Some frequencies */
 1155:  
 1156:   int i, m, jk, k1,i1, j1, bool, z1,z2,j;
 1157:   double ***freq; /* Frequencies */
 1158:   double *pp;
 1159:   double pos, k2;
 1160:   FILE *ficresp;
 1161:   char fileresp[FILENAMELENGTH];
 1162: 
 1163:   pp=vector(1,nlstate);
 1164:   probs= ma3x(1,130 ,1,8, 1,8);
 1165:   strcpy(fileresp,"p");
 1166:   strcat(fileresp,fileres);
 1167:   if((ficresp=fopen(fileresp,"w"))==NULL) {
 1168:     printf("Problem with prevalence resultfile: %s\n", fileresp);
 1169:     exit(0);
 1170:   }
 1171:   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);
 1172:   j1=0;
 1173: 
 1174:   j=cptcoveff;
 1175:   if (cptcovn<1) {j=1;ncodemax[1]=1;}
 1176: 
 1177:   for(k1=1; k1<=j;k1++){
 1178:    for(i1=1; i1<=ncodemax[k1];i1++){
 1179:        j1++;
 1180:        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
 1181: 	 scanf("%d", i);*/
 1182:         for (i=-1; i<=nlstate+ndeath; i++)  
 1183: 	 for (jk=-1; jk<=nlstate+ndeath; jk++)  
 1184: 	   for(m=agemin; m <= agemax+3; m++)
 1185: 	     freq[i][jk][m]=0;
 1186:        
 1187:        for (i=1; i<=imx; i++) {
 1188: 	 bool=1;
 1189: 	 if  (cptcovn>0) {
 1190: 	   for (z1=1; z1<=cptcoveff; z1++) 
 1191: 	     if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
 1192: 	       bool=0;
 1193: 	 }
 1194: 	 if (bool==1) {
 1195: 	   if (boolprev==1){
 1196: 	     for(m=fprev1; m<=lprev1; m++){
 1197: 	       if(agev[m][i]==0) agev[m][i]=agemax+1;
 1198: 	       if(agev[m][i]==1) agev[m][i]=agemax+2;
 1199: 	       freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
 1200: 	       freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];
 1201: 	     }
 1202: 	   }
 1203: 	   else {
 1204: 	    for(m=firstpass; m<=lastpass; m++){
 1205: 	     k2=anint[m][i]+(mint[m][i]/12.);
 1206: 	     if ((k2>=dateprev1) && (k2<=dateprev2)) {
 1207: 	     if(agev[m][i]==0) agev[m][i]=agemax+1;
 1208: 	     if(agev[m][i]==1) agev[m][i]=agemax+2;
 1209: 	     freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
 1210: 	     freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];
 1211: 	     }
 1212: 	    }
 1213: 	   }
 1214: 	  }
 1215:        }
 1216:         if  (cptcovn>0) {
 1217: 	 fprintf(ficresp, "\n#********** Variable "); 
 1218: 	 for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 1219:        fprintf(ficresp, "**********\n#");
 1220: 	}
 1221:        for(i=1; i<=nlstate;i++) 
 1222: 	 fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
 1223:        fprintf(ficresp, "\n");
 1224:        
 1225:   for(i=(int)agemin; i <= (int)agemax+3; i++){
 1226:     if(i==(int)agemax+3)
 1227:       printf("Total");
 1228:     else
 1229:       printf("Age %d", i);
 1230:     for(jk=1; jk <=nlstate ; jk++){
 1231:       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
 1232: 	pp[jk] += freq[jk][m][i]; 
 1233:     }
 1234:     for(jk=1; jk <=nlstate ; jk++){
 1235:       for(m=-1, pos=0; m <=0 ; m++)
 1236: 	pos += freq[jk][m][i];
 1237:       if(pp[jk]>=1.e-10)
 1238: 	printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
 1239:       else
 1240:         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
 1241:     }
 1242: 
 1243:      for(jk=1; jk <=nlstate ; jk++){
 1244:       for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
 1245: 	pp[jk] += freq[jk][m][i];
 1246:      }
 1247: 
 1248:     for(jk=1,pos=0; jk <=nlstate ; jk++)
 1249:       pos += pp[jk];
 1250:     for(jk=1; jk <=nlstate ; jk++){
 1251:       if(pos>=1.e-5)
 1252: 	printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
 1253:       else
 1254: 	printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
 1255:       if( i <= (int) agemax){
 1256: 	if(pos>=1.e-5){
 1257: 	  fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);
 1258: 	  probs[i][jk][j1]= pp[jk]/pos;
 1259: 	  /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
 1260: 	}
 1261:       else
 1262: 	  fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);
 1263:       }
 1264:     }
 1265:     for(jk=-1; jk <=nlstate+ndeath; jk++)
 1266:       for(m=-1; m <=nlstate+ndeath; m++)
 1267: 	if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
 1268:     if(i <= (int) agemax)
 1269:       fprintf(ficresp,"\n");
 1270:     printf("\n");
 1271:     }
 1272:     }
 1273:  }
 1274:  
 1275:   fclose(ficresp);
 1276:   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);
 1277:   free_vector(pp,1,nlstate);
 1278: 
 1279: }  /* End of Freq */
 1280: 
 1281: /************ Prevalence ********************/
 1282: void prevalence(int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax, int fprev1,int lprev1, double **mint,double **anint,int boolprev, double dateprev1, double dateprev2)
 1283: {  /* Some frequencies */
 1284:  
 1285:   int i, m, jk, k1, i1, j1, bool, z1,z2,j;
 1286:   double ***freq; /* Frequencies */
 1287:   double *pp;
 1288:   double pos, k2;
 1289: 
 1290:   pp=vector(1,nlstate);
 1291:   probs= ma3x(1,130 ,1,8, 1,8);
 1292:   
 1293:   freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);
 1294:   j1=0;
 1295:   
 1296:   j=cptcoveff;
 1297:   if (cptcovn<1) {j=1;ncodemax[1]=1;}
 1298:   
 1299:  for(k1=1; k1<=j;k1++){
 1300:     for(i1=1; i1<=ncodemax[k1];i1++){
 1301:       j1++;
 1302:  
 1303:       for (i=-1; i<=nlstate+ndeath; i++)  
 1304: 	for (jk=-1; jk<=nlstate+ndeath; jk++)  
 1305: 	  for(m=agemin; m <= agemax+3; m++)
 1306: 	  freq[i][jk][m]=0;
 1307:       
 1308:       for (i=1; i<=imx; i++) {
 1309: 	bool=1;
 1310: 	if  (cptcovn>0) {
 1311: 	  for (z1=1; z1<=cptcoveff; z1++) 
 1312: 	    if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
 1313: 	      bool=0;
 1314: 	      }
 1315: 	if (bool==1) {
 1316: 	  if (boolprev==1){
 1317: 	    for(m=fprev1; m<=lprev1; m++){
 1318: 	      if(agev[m][i]==0) agev[m][i]=agemax+1;
 1319: 	      if(agev[m][i]==1) agev[m][i]=agemax+2;
 1320: 	      freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
 1321: 	      freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];
 1322: 	    }
 1323: 	  }
 1324: 	  else {
 1325: 	    for(m=firstpass; m<=lastpass; m++){
 1326: 	      k2=anint[m][i]+(mint[m][i]/12.);
 1327: 	      if ((k2>=dateprev1) && (k2<=dateprev2)) {
 1328: 		if(agev[m][i]==0) agev[m][i]=agemax+1;
 1329: 		if(agev[m][i]==1) agev[m][i]=agemax+2;
 1330: 		freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
 1331: 		freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];
 1332: 	      }
 1333: 	    }
 1334: 	  }
 1335: 	}
 1336:       }
 1337: 	for(i=(int)agemin; i <= (int)agemax+3; i++){ 
 1338: 	  for(jk=1; jk <=nlstate ; jk++){
 1339: 	    for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
 1340: 	      pp[jk] += freq[jk][m][i]; 
 1341: 	  }
 1342: 	  for(jk=1; jk <=nlstate ; jk++){
 1343: 	    for(m=-1, pos=0; m <=0 ; m++)
 1344: 	    pos += freq[jk][m][i];
 1345: 	}
 1346: 	
 1347: 	 for(jk=1; jk <=nlstate ; jk++){
 1348: 	   for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
 1349: 	     pp[jk] += freq[jk][m][i];
 1350: 	 }
 1351: 	 
 1352: 	 for(jk=1,pos=0; jk <=nlstate ; jk++) pos += pp[jk];
 1353: 
 1354: 	 for(jk=1; jk <=nlstate ; jk++){	   
 1355: 	   if( i <= (int) agemax){
 1356: 	     if(pos>=1.e-5){
 1357: 	       probs[i][jk][j1]= pp[jk]/pos;
 1358: 	     }
 1359: 	   }
 1360: 	 }
 1361: 	 
 1362: 	}
 1363:     }
 1364:   }
 1365:   
 1366:   
 1367:   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);
 1368:   free_vector(pp,1,nlstate);
 1369:   
 1370: }  /* End of Freq */
 1371: /************* Waves Concatenation ***************/
 1372: 
 1373: void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)
 1374: {
 1375:   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
 1376:      Death is a valid wave (if date is known).
 1377:      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
 1378:      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]
 1379:      and mw[mi+1][i]. dh depends on stepm.
 1380:      */
 1381: 
 1382:   int i, mi, m;
 1383:   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
 1384:      double sum=0., jmean=0.;*/
 1385: 
 1386:   int j, k=0,jk, ju, jl;
 1387:   double sum=0.;
 1388:   jmin=1e+5;
 1389:   jmax=-1;
 1390:   jmean=0.;
 1391:   for(i=1; i<=imx; i++){
 1392:     mi=0;
 1393:     m=firstpass;
 1394:     while(s[m][i] <= nlstate){
 1395:       if(s[m][i]>=1)
 1396: 	mw[++mi][i]=m;
 1397:       if(m >=lastpass)
 1398: 	break;
 1399:       else
 1400: 	m++;
 1401:     }/* end while */
 1402:     if (s[m][i] > nlstate){
 1403:       mi++;	/* Death is another wave */
 1404:       /* if(mi==0)  never been interviewed correctly before death */
 1405: 	 /* Only death is a correct wave */
 1406:       mw[mi][i]=m;
 1407:     }
 1408: 
 1409:     wav[i]=mi;
 1410:     if(mi==0)
 1411:       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);
 1412:   }
 1413: 
 1414:   for(i=1; i<=imx; i++){
 1415:     for(mi=1; mi<wav[i];mi++){
 1416:       if (stepm <=0)
 1417: 	dh[mi][i]=1;
 1418:       else{
 1419: 	if (s[mw[mi+1][i]][i] > nlstate) {
 1420: 	  if (agedc[i] < 2*AGESUP) {
 1421: 	  j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
 1422: 	  if(j==0) j=1;  /* Survives at least one month after exam */
 1423: 	  k=k+1;
 1424: 	  if (j >= jmax) jmax=j;
 1425: 	  if (j <= jmin) jmin=j;
 1426: 	  sum=sum+j;
 1427: 	  /* if (j<10) printf("j=%d num=%d ",j,i); */
 1428: 	  }
 1429: 	}
 1430: 	else{
 1431: 	  j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
 1432: 	  k=k+1;
 1433: 	  if (j >= jmax) jmax=j;
 1434: 	  else if (j <= jmin)jmin=j;
 1435: 	  /*   if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
 1436: 	  sum=sum+j;
 1437: 	}
 1438: 	jk= j/stepm;
 1439: 	jl= j -jk*stepm;
 1440: 	ju= j -(jk+1)*stepm;
 1441: 	if(jl <= -ju)
 1442: 	  dh[mi][i]=jk;
 1443: 	else
 1444: 	  dh[mi][i]=jk+1;
 1445: 	if(dh[mi][i]==0)
 1446: 	  dh[mi][i]=1; /* At least one step */
 1447:       }
 1448:     }
 1449:   }
 1450:   jmean=sum/k;
 1451:   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
 1452:  }
 1453: /*********** Tricode ****************************/
 1454: void tricode(int *Tvar, int **nbcode, int imx)
 1455: {
 1456:   int Ndum[20],ij=1, k, j, i;
 1457:   int cptcode=0;
 1458:   cptcoveff=0; 
 1459:  
 1460:   for (k=0; k<19; k++) Ndum[k]=0;
 1461:   for (k=1; k<=7; k++) ncodemax[k]=0;
 1462: 
 1463:   for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
 1464:     for (i=1; i<=imx; i++) {
 1465:       ij=(int)(covar[Tvar[j]][i]);
 1466:       Ndum[ij]++; 
 1467:       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
 1468:       if (ij > cptcode) cptcode=ij; 
 1469:     }
 1470: 
 1471:     for (i=0; i<=cptcode; i++) {
 1472:       if(Ndum[i]!=0) ncodemax[j]++;
 1473:     }
 1474:     ij=1; 
 1475: 
 1476: 
 1477:     for (i=1; i<=ncodemax[j]; i++) {
 1478:       for (k=0; k<=19; k++) {
 1479: 	if (Ndum[k] != 0) {
 1480: 	  nbcode[Tvar[j]][ij]=k; 
 1481: 	  ij++;
 1482: 	}
 1483: 	if (ij > ncodemax[j]) break; 
 1484:       }  
 1485:     } 
 1486:   }  
 1487: 
 1488:  for (k=0; k<19; k++) Ndum[k]=0;
 1489: 
 1490:  for (i=1; i<=ncovmodel-2; i++) {
 1491:       ij=Tvar[i];
 1492:       Ndum[ij]++; 
 1493:     }
 1494: 
 1495:  ij=1;
 1496:  for (i=1; i<=10; i++) {
 1497:    if((Ndum[i]!=0) && (i<=ncov)){
 1498:      Tvaraff[ij]=i; 
 1499:      ij++;
 1500:    }
 1501:  }
 1502:  
 1503:     cptcoveff=ij-1;
 1504: }
 1505: 
 1506: /*********** Health Expectancies ****************/
 1507: 
 1508: void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)
 1509: {
 1510:   /* Health expectancies */
 1511:   int i, j, nhstepm, hstepm, h;
 1512:   double age, agelim,hf;
 1513:   double ***p3mat;
 1514:   
 1515:   fprintf(ficreseij,"# Health expectancies\n");
 1516:   fprintf(ficreseij,"# Age");
 1517:   for(i=1; i<=nlstate;i++)
 1518:     for(j=1; j<=nlstate;j++)
 1519:       fprintf(ficreseij," %1d-%1d",i,j);
 1520:   fprintf(ficreseij,"\n");
 1521: 
 1522:   hstepm=1*YEARM; /*  Every j years of age (in month) */
 1523:   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
 1524: 
 1525:   agelim=AGESUP;
 1526:   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
 1527:     /* nhstepm age range expressed in number of stepm */
 1528:     nhstepm=(int) rint((agelim-age)*YEARM/stepm); 
 1529:     /* Typically if 20 years = 20*12/6=40 stepm */ 
 1530:     if (stepm >= YEARM) hstepm=1;
 1531:     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */
 1532:     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 1533:     /* Computed by stepm unit matrices, product of hstepm matrices, stored
 1534:        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
 1535:     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
 1536: 
 1537: 
 1538:     for(i=1; i<=nlstate;i++)
 1539:       for(j=1; j<=nlstate;j++)
 1540: 	for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){
 1541: 	  eij[i][j][(int)age] +=p3mat[i][j][h];
 1542: 	}
 1543:     
 1544:     hf=1;
 1545:     if (stepm >= YEARM) hf=stepm/YEARM;
 1546:     fprintf(ficreseij,"%.0f",age );
 1547:     for(i=1; i<=nlstate;i++)
 1548:       for(j=1; j<=nlstate;j++){
 1549: 	fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);
 1550:       }
 1551:     fprintf(ficreseij,"\n");
 1552:     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 1553:   }
 1554: }
 1555: 
 1556: /************ Variance ******************/
 1557: void varevsij(char fileres[], 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)
 1558: {
 1559:   /* Variance of health expectancies */
 1560:   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
 1561:   double **newm;
 1562:   double **dnewm,**doldm;
 1563:   int i, j, nhstepm, hstepm, h;
 1564:   int k, cptcode;
 1565:   double *xp;
 1566:   double **gp, **gm;
 1567:   double ***gradg, ***trgradg;
 1568:   double ***p3mat;
 1569:   double age,agelim;
 1570:   int theta;
 1571: 
 1572:    fprintf(ficresvij,"# Covariances of life expectancies\n");
 1573:   fprintf(ficresvij,"# Age");
 1574:   for(i=1; i<=nlstate;i++)
 1575:     for(j=1; j<=nlstate;j++)
 1576:       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
 1577:   fprintf(ficresvij,"\n");
 1578: 
 1579:   xp=vector(1,npar);
 1580:   dnewm=matrix(1,nlstate,1,npar);
 1581:   doldm=matrix(1,nlstate,1,nlstate);
 1582:   
 1583:   hstepm=1*YEARM; /* Every year of age */
 1584:   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
 1585:   agelim = AGESUP;
 1586:   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
 1587:     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
 1588:     if (stepm >= YEARM) hstepm=1;
 1589:     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
 1590:     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 1591:     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
 1592:     gp=matrix(0,nhstepm,1,nlstate);
 1593:     gm=matrix(0,nhstepm,1,nlstate);
 1594: 
 1595:     for(theta=1; theta <=npar; theta++){
 1596:       for(i=1; i<=npar; i++){ /* Computes gradient */
 1597: 	xp[i] = x[i] + (i==theta ?delti[theta]:0);
 1598:       }
 1599:       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
 1600:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 1601: 
 1602:       if (popbased==1) {
 1603: 	for(i=1; i<=nlstate;i++)
 1604: 	  prlim[i][i]=probs[(int)age][i][ij];
 1605:       }
 1606:       
 1607:       for(j=1; j<= nlstate; j++){
 1608: 	for(h=0; h<=nhstepm; h++){
 1609: 	  for(i=1, gp[h][j]=0.;i<=nlstate;i++)
 1610: 	    gp[h][j] += prlim[i][i]*p3mat[i][j][h];
 1611: 	}
 1612:       }
 1613:     
 1614:       for(i=1; i<=npar; i++) /* Computes gradient */
 1615: 	xp[i] = x[i] - (i==theta ?delti[theta]:0);
 1616:       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
 1617:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 1618: 
 1619:       if (popbased==1) {
 1620: 	for(i=1; i<=nlstate;i++)
 1621: 	  prlim[i][i]=probs[(int)age][i][ij];
 1622:       }
 1623: 
 1624:       for(j=1; j<= nlstate; j++){
 1625: 	for(h=0; h<=nhstepm; h++){
 1626: 	  for(i=1, gm[h][j]=0.;i<=nlstate;i++)
 1627: 	    gm[h][j] += prlim[i][i]*p3mat[i][j][h];
 1628: 	}
 1629:       }
 1630: 
 1631:       for(j=1; j<= nlstate; j++)
 1632: 	for(h=0; h<=nhstepm; h++){
 1633: 	  gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
 1634: 	}
 1635:     } /* End theta */
 1636: 
 1637:     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);
 1638: 
 1639:     for(h=0; h<=nhstepm; h++)
 1640:       for(j=1; j<=nlstate;j++)
 1641: 	for(theta=1; theta <=npar; theta++)
 1642: 	  trgradg[h][j][theta]=gradg[h][theta][j];
 1643: 
 1644:     for(i=1;i<=nlstate;i++)
 1645:       for(j=1;j<=nlstate;j++)
 1646: 	vareij[i][j][(int)age] =0.;
 1647:     for(h=0;h<=nhstepm;h++){
 1648:       for(k=0;k<=nhstepm;k++){
 1649: 	matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
 1650: 	matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
 1651: 	for(i=1;i<=nlstate;i++)
 1652: 	  for(j=1;j<=nlstate;j++)
 1653: 	    vareij[i][j][(int)age] += doldm[i][j];
 1654:       }
 1655:     }
 1656:     h=1;
 1657:     if (stepm >= YEARM) h=stepm/YEARM;
 1658:     fprintf(ficresvij,"%.0f ",age );
 1659:     for(i=1; i<=nlstate;i++)
 1660:       for(j=1; j<=nlstate;j++){
 1661: 	fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);
 1662:       }
 1663:     fprintf(ficresvij,"\n");
 1664:     free_matrix(gp,0,nhstepm,1,nlstate);
 1665:     free_matrix(gm,0,nhstepm,1,nlstate);
 1666:     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
 1667:     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
 1668:     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 1669:   } /* End age */
 1670:  
 1671:   free_vector(xp,1,npar);
 1672:   free_matrix(doldm,1,nlstate,1,npar);
 1673:   free_matrix(dnewm,1,nlstate,1,nlstate);
 1674: 
 1675: }
 1676: 
 1677: /************ Variance of prevlim ******************/
 1678: 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)
 1679: {
 1680:   /* Variance of prevalence limit */
 1681:   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
 1682:   double **newm;
 1683:   double **dnewm,**doldm;
 1684:   int i, j, nhstepm, hstepm;
 1685:   int k, cptcode;
 1686:   double *xp;
 1687:   double *gp, *gm;
 1688:   double **gradg, **trgradg;
 1689:   double age,agelim;
 1690:   int theta;
 1691:    
 1692:   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");
 1693:   fprintf(ficresvpl,"# Age");
 1694:   for(i=1; i<=nlstate;i++)
 1695:       fprintf(ficresvpl," %1d-%1d",i,i);
 1696:   fprintf(ficresvpl,"\n");
 1697: 
 1698:   xp=vector(1,npar);
 1699:   dnewm=matrix(1,nlstate,1,npar);
 1700:   doldm=matrix(1,nlstate,1,nlstate);
 1701:   
 1702:   hstepm=1*YEARM; /* Every year of age */
 1703:   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
 1704:   agelim = AGESUP;
 1705:   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
 1706:     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
 1707:     if (stepm >= YEARM) hstepm=1;
 1708:     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
 1709:     gradg=matrix(1,npar,1,nlstate);
 1710:     gp=vector(1,nlstate);
 1711:     gm=vector(1,nlstate);
 1712: 
 1713:     for(theta=1; theta <=npar; theta++){
 1714:       for(i=1; i<=npar; i++){ /* Computes gradient */
 1715: 	xp[i] = x[i] + (i==theta ?delti[theta]:0);
 1716:       }
 1717:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 1718:       for(i=1;i<=nlstate;i++)
 1719: 	gp[i] = prlim[i][i];
 1720:     
 1721:       for(i=1; i<=npar; i++) /* Computes gradient */
 1722: 	xp[i] = x[i] - (i==theta ?delti[theta]:0);
 1723:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 1724:       for(i=1;i<=nlstate;i++)
 1725: 	gm[i] = prlim[i][i];
 1726: 
 1727:       for(i=1;i<=nlstate;i++)
 1728: 	gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
 1729:     } /* End theta */
 1730: 
 1731:     trgradg =matrix(1,nlstate,1,npar);
 1732: 
 1733:     for(j=1; j<=nlstate;j++)
 1734:       for(theta=1; theta <=npar; theta++)
 1735: 	trgradg[j][theta]=gradg[theta][j];
 1736: 
 1737:     for(i=1;i<=nlstate;i++)
 1738:       varpl[i][(int)age] =0.;
 1739:     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
 1740:     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
 1741:     for(i=1;i<=nlstate;i++)
 1742:       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
 1743: 
 1744:     fprintf(ficresvpl,"%.0f ",age );
 1745:     for(i=1; i<=nlstate;i++)
 1746:       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
 1747:     fprintf(ficresvpl,"\n");
 1748:     free_vector(gp,1,nlstate);
 1749:     free_vector(gm,1,nlstate);
 1750:     free_matrix(gradg,1,npar,1,nlstate);
 1751:     free_matrix(trgradg,1,nlstate,1,npar);
 1752:   } /* End age */
 1753: 
 1754:   free_vector(xp,1,npar);
 1755:   free_matrix(doldm,1,nlstate,1,npar);
 1756:   free_matrix(dnewm,1,nlstate,1,nlstate);
 1757: 
 1758: }
 1759: 
 1760: /************ Variance of one-step probabilities  ******************/
 1761: void varprob(char fileres[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij)
 1762: {
 1763:   int i, j;
 1764:   int k=0, cptcode;
 1765:   double **dnewm,**doldm;
 1766:   double *xp;
 1767:   double *gp, *gm;
 1768:   double **gradg, **trgradg;
 1769:   double age,agelim, cov[NCOVMAX];
 1770:   int theta;
 1771:   char fileresprob[FILENAMELENGTH];
 1772: 
 1773:   strcpy(fileresprob,"prob"); 
 1774:   strcat(fileresprob,fileres);
 1775:   if((ficresprob=fopen(fileresprob,"w"))==NULL) {
 1776:     printf("Problem with resultfile: %s\n", fileresprob);
 1777:   }
 1778:   printf("Computing variance of one-step probabilities: result on file '%s' \n",fileresprob);
 1779:   
 1780: 
 1781:   xp=vector(1,npar);
 1782:   dnewm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
 1783:   doldm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,(nlstate+ndeath)*(nlstate+ndeath));
 1784:   
 1785:   cov[1]=1;
 1786:   for (age=bage; age<=fage; age ++){ 
 1787:     cov[2]=age;
 1788:     gradg=matrix(1,npar,1,9);
 1789:     trgradg=matrix(1,9,1,npar);
 1790:     gp=vector(1,(nlstate+ndeath)*(nlstate+ndeath));
 1791:     gm=vector(1,(nlstate+ndeath)*(nlstate+ndeath));
 1792:     
 1793:     for(theta=1; theta <=npar; theta++){
 1794:       for(i=1; i<=npar; i++)
 1795: 	xp[i] = x[i] + (i==theta ?delti[theta]:0);
 1796:      
 1797:       pmij(pmmij,cov,ncovmodel,xp,nlstate);
 1798:    
 1799:       k=0;
 1800:       for(i=1; i<= (nlstate+ndeath); i++){
 1801: 	for(j=1; j<=(nlstate+ndeath);j++){
 1802: 	   k=k+1;
 1803: 	  gp[k]=pmmij[i][j];
 1804: 	}
 1805:       }
 1806: 
 1807:       for(i=1; i<=npar; i++)
 1808: 	xp[i] = x[i] - (i==theta ?delti[theta]:0);
 1809:     
 1810: 
 1811:       pmij(pmmij,cov,ncovmodel,xp,nlstate);
 1812:       k=0;
 1813:       for(i=1; i<=(nlstate+ndeath); i++){
 1814: 	for(j=1; j<=(nlstate+ndeath);j++){
 1815: 	  k=k+1;
 1816: 	  gm[k]=pmmij[i][j];
 1817: 	}
 1818:       }
 1819:      
 1820:        for(i=1; i<= (nlstate+ndeath)*(nlstate+ndeath); i++) 
 1821: 	   gradg[theta][i]=(gp[i]-gm[i])/2./delti[theta];  
 1822:     }
 1823: 
 1824:      for(j=1; j<=(nlstate+ndeath)*(nlstate+ndeath);j++)
 1825:       for(theta=1; theta <=npar; theta++)
 1826:       trgradg[j][theta]=gradg[theta][j];
 1827:  
 1828:      matprod2(dnewm,trgradg,1,9,1,npar,1,npar,matcov);
 1829:      matprod2(doldm,dnewm,1,9,1,npar,1,9,gradg);
 1830: 
 1831:      pmij(pmmij,cov,ncovmodel,x,nlstate);
 1832: 
 1833:      k=0;
 1834:      for(i=1; i<=(nlstate+ndeath); i++){
 1835:        for(j=1; j<=(nlstate+ndeath);j++){
 1836: 	 k=k+1;
 1837: 	 gm[k]=pmmij[i][j];
 1838: 	}
 1839:      }
 1840:      
 1841:      /*printf("\n%d ",(int)age);
 1842:      for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){
 1843:        
 1844: 
 1845:        printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
 1846:      }*/
 1847: 
 1848:   fprintf(ficresprob,"\n%d ",(int)age);
 1849: 
 1850:   for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){
 1851:     if (i== 2) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]);
 1852: if (i== 4) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]);
 1853:   }
 1854: 
 1855:     free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
 1856:     free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
 1857:     free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
 1858:     free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
 1859: }
 1860:  free_vector(xp,1,npar);
 1861: fclose(ficresprob);
 1862:  exit(0);
 1863: }
 1864: 
 1865: /***********************************************/
 1866: /**************** Main Program *****************/
 1867: /***********************************************/
 1868: 
 1869: /*int main(int argc, char *argv[])*/
 1870: int main()
 1871: {
 1872: 
 1873:   int i,j, k, n=MAXN,iter,m,size,cptcode, cptcod;
 1874:   double agedeb, agefin,hf;
 1875:   double agemin=1.e20, agemax=-1.e20;
 1876: 
 1877:   double fret;
 1878:   double **xi,tmp,delta;
 1879: 
 1880:   double dum; /* Dummy variable */
 1881:   double ***p3mat;
 1882:   int *indx;
 1883:   char line[MAXLINE], linepar[MAXLINE];
 1884:   char title[MAXLINE];
 1885:   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];
 1886:   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], fileresf[FILENAMELENGTH];
 1887:   char filerest[FILENAMELENGTH];
 1888:   char fileregp[FILENAMELENGTH];
 1889:   char popfile[FILENAMELENGTH];
 1890:   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];
 1891:   int firstobs=1, lastobs=10;
 1892:   int sdeb, sfin; /* Status at beginning and end */
 1893:   int c,  h , cpt,l;
 1894:   int ju,jl, mi;
 1895:   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;
 1896:   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab; 
 1897:   int mobilav=0, fprev, lprev ,fprevfore=1, lprevfore=1,nforecast,popforecast=0;
 1898:   int hstepm, nhstepm;
 1899:   int *popage,boolprev=0;/*boolprev=0 if date and zero if wave*/
 1900: 
 1901:   double bage, fage, age, agelim, agebase;
 1902:   double ftolpl=FTOL;
 1903:   double **prlim;
 1904:   double *severity;
 1905:   double ***param; /* Matrix of parameters */
 1906:   double  *p;
 1907:   double **matcov; /* Matrix of covariance */
 1908:   double ***delti3; /* Scale */
 1909:   double *delti; /* Scale */
 1910:   double ***eij, ***vareij;
 1911:   double **varpl; /* Variances of prevalence limits by age */
 1912:   double *epj, vepp;
 1913:   double kk1, kk2;
 1914:   double *popeffectif,*popcount;
 1915:   double dateprev1, dateprev2;
 1916: 
 1917:   char version[80]="Imach version 64b, May 2001, INED-EUROREVES ";
 1918:   char *alph[]={"a","a","b","c","d","e"}, str[4];
 1919: 
 1920: 
 1921:   char z[1]="c", occ;
 1922: #include <sys/time.h>
 1923: #include <time.h>
 1924:   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
 1925:   char strfprev[10], strlprev[10];
 1926:   char strfprevfore[10], strlprevfore[10];
 1927:   /* long total_usecs;
 1928:   struct timeval start_time, end_time;
 1929:   
 1930:   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
 1931: 
 1932: 
 1933:   printf("\nIMACH, Version 0.7");
 1934:   printf("\nEnter the parameter file name: ");
 1935: 
 1936: #ifdef windows
 1937:   scanf("%s",pathtot);
 1938:   getcwd(pathcd, size);
 1939:   /*cygwin_split_path(pathtot,path,optionfile);
 1940:     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/
 1941:   /* cutv(path,optionfile,pathtot,'\\');*/
 1942: 
 1943: split(pathtot, path,optionfile);
 1944:   chdir(path);
 1945:   replace(pathc,path);
 1946: #endif
 1947: #ifdef unix
 1948:   scanf("%s",optionfile);
 1949: #endif
 1950: 
 1951: /*-------- arguments in the command line --------*/
 1952: 
 1953:   strcpy(fileres,"r");
 1954:   strcat(fileres, optionfile);
 1955: 
 1956:   /*---------arguments file --------*/
 1957: 
 1958:   if((ficpar=fopen(optionfile,"r"))==NULL)    {
 1959:     printf("Problem with optionfile %s\n",optionfile);
 1960:     goto end;
 1961:   }
 1962: 
 1963:   strcpy(filereso,"o");
 1964:   strcat(filereso,fileres);
 1965:   if((ficparo=fopen(filereso,"w"))==NULL) {
 1966:     printf("Problem with Output resultfile: %s\n", filereso);goto end;
 1967:   }
 1968: 
 1969:   /* Reads comments: lines beginning with '#' */
 1970:   while((c=getc(ficpar))=='#' && c!= EOF){
 1971:     ungetc(c,ficpar);
 1972:     fgets(line, MAXLINE, ficpar);
 1973:     puts(line);
 1974:     fputs(line,ficparo);
 1975:   }
 1976:   ungetc(c,ficpar);
 1977: 
 1978:   fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncov, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);
 1979:   printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate,ndeath, maxwav, mle, weightopt,model);
 1980:   fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncov,nlstate,ndeath,maxwav, mle, weightopt,model);
 1981: while((c=getc(ficpar))=='#' && c!= EOF){
 1982:     ungetc(c,ficpar);
 1983:     fgets(line, MAXLINE, ficpar);
 1984:     puts(line);
 1985:     fputs(line,ficparo);
 1986:   }
 1987:   ungetc(c,ficpar);
 1988:   
 1989:   fscanf(ficpar,"fprevalence=%s lprevalence=%s pop_based=%d\n",strfprev,strlprev,&popbased);
 1990:   fprintf(ficparo,"fprevalence=%s lprevalence=%s pop_based=%d\n",strfprev,strlprev,popbased);
 1991:  
 1992:   /* printf("%s %s",strfprev,strlprev);
 1993:      exit(0);*/
 1994:  while((c=getc(ficpar))=='#' && c!= EOF){
 1995:     ungetc(c,ficpar);
 1996:     fgets(line, MAXLINE, ficpar);
 1997:     puts(line);
 1998:     fputs(line,ficparo);
 1999:   }
 2000:   ungetc(c,ficpar);
 2001:   
 2002:   fscanf(ficpar,"fprevalence=%s lprevalence=%s nforecast=%d mob_average=%d\n",strfprevfore,strlprevfore,&nforecast,&mobilav);
 2003:   fprintf(ficparo,"fprevalence=%s lprevalence=%s nforecast=%d mob_average=%d\n",strfprevfore,strlprevfore,nforecast,mobilav);
 2004:      
 2005:   
 2006: while((c=getc(ficpar))=='#' && c!= EOF){
 2007:     ungetc(c,ficpar);
 2008:     fgets(line, MAXLINE, ficpar);
 2009:     puts(line);
 2010:     fputs(line,ficparo);
 2011:   }
 2012:   ungetc(c,ficpar);
 2013:   
 2014:   fscanf(ficpar,"popforecast=%d popfile=%s\n",&popforecast,popfile);
 2015:  
 2016:   covar=matrix(0,NCOVMAX,1,n); 
 2017:   cptcovn=0; 
 2018:   if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;
 2019: 
 2020:   ncovmodel=2+cptcovn;
 2021:   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
 2022:   
 2023:   /* Read guess parameters */
 2024:   /* Reads comments: lines beginning with '#' */
 2025:   while((c=getc(ficpar))=='#' && c!= EOF){
 2026:     ungetc(c,ficpar);
 2027:     fgets(line, MAXLINE, ficpar);
 2028:     puts(line);
 2029:     fputs(line,ficparo);
 2030:   }
 2031:   ungetc(c,ficpar);
 2032:   
 2033:   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
 2034:     for(i=1; i <=nlstate; i++)
 2035:     for(j=1; j <=nlstate+ndeath-1; j++){
 2036:       fscanf(ficpar,"%1d%1d",&i1,&j1);
 2037:       fprintf(ficparo,"%1d%1d",i1,j1);
 2038:       printf("%1d%1d",i,j);
 2039:       for(k=1; k<=ncovmodel;k++){
 2040: 	fscanf(ficpar," %lf",&param[i][j][k]);
 2041: 	printf(" %lf",param[i][j][k]);
 2042: 	fprintf(ficparo," %lf",param[i][j][k]);
 2043:       }
 2044:       fscanf(ficpar,"\n");
 2045:       printf("\n");
 2046:       fprintf(ficparo,"\n");
 2047:     }
 2048:   
 2049:     npar= (nlstate+ndeath-1)*nlstate*ncovmodel;
 2050: 
 2051:   p=param[1][1];
 2052:   
 2053:   /* Reads comments: lines beginning with '#' */
 2054:   while((c=getc(ficpar))=='#' && c!= EOF){
 2055:     ungetc(c,ficpar);
 2056:     fgets(line, MAXLINE, ficpar);
 2057:     puts(line);
 2058:     fputs(line,ficparo);
 2059:   }
 2060:   ungetc(c,ficpar);
 2061: 
 2062:   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
 2063:   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */
 2064:   for(i=1; i <=nlstate; i++){
 2065:     for(j=1; j <=nlstate+ndeath-1; j++){
 2066:       fscanf(ficpar,"%1d%1d",&i1,&j1);
 2067:       printf("%1d%1d",i,j);
 2068:       fprintf(ficparo,"%1d%1d",i1,j1);
 2069:       for(k=1; k<=ncovmodel;k++){
 2070: 	fscanf(ficpar,"%le",&delti3[i][j][k]);
 2071: 	printf(" %le",delti3[i][j][k]);
 2072: 	fprintf(ficparo," %le",delti3[i][j][k]);
 2073:       }
 2074:       fscanf(ficpar,"\n");
 2075:       printf("\n");
 2076:       fprintf(ficparo,"\n");
 2077:     }
 2078:   }
 2079:   delti=delti3[1][1];
 2080:   
 2081:   /* Reads comments: lines beginning with '#' */
 2082:   while((c=getc(ficpar))=='#' && c!= EOF){
 2083:     ungetc(c,ficpar);
 2084:     fgets(line, MAXLINE, ficpar);
 2085:     puts(line);
 2086:     fputs(line,ficparo);
 2087:   }
 2088:   ungetc(c,ficpar);
 2089:   
 2090:   matcov=matrix(1,npar,1,npar);
 2091:   for(i=1; i <=npar; i++){
 2092:     fscanf(ficpar,"%s",&str);
 2093:     printf("%s",str);
 2094:     fprintf(ficparo,"%s",str);
 2095:     for(j=1; j <=i; j++){
 2096:       fscanf(ficpar," %le",&matcov[i][j]);
 2097:       printf(" %.5le",matcov[i][j]);
 2098:       fprintf(ficparo," %.5le",matcov[i][j]);
 2099:     }
 2100:     fscanf(ficpar,"\n");
 2101:     printf("\n");
 2102:     fprintf(ficparo,"\n");
 2103:   }
 2104:   for(i=1; i <=npar; i++)
 2105:     for(j=i+1;j<=npar;j++)
 2106:       matcov[i][j]=matcov[j][i];
 2107:    
 2108:   printf("\n");
 2109: 
 2110: 
 2111:     /*-------- data file ----------*/
 2112:     if((ficres =fopen(fileres,"w"))==NULL) {
 2113:       printf("Problem with resultfile: %s\n", fileres);goto end;
 2114:     }
 2115:     fprintf(ficres,"#%s\n",version);
 2116:     
 2117:     if((fic=fopen(datafile,"r"))==NULL)    {
 2118:       printf("Problem with datafile: %s\n", datafile);goto end;
 2119:     }
 2120: 
 2121:     n= lastobs;
 2122:     severity = vector(1,maxwav);
 2123:     outcome=imatrix(1,maxwav+1,1,n);
 2124:     num=ivector(1,n);
 2125:     moisnais=vector(1,n);
 2126:     annais=vector(1,n);
 2127:     moisdc=vector(1,n);
 2128:     andc=vector(1,n);
 2129:     agedc=vector(1,n);
 2130:     cod=ivector(1,n);
 2131:     weight=vector(1,n);
 2132:     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
 2133:     mint=matrix(1,maxwav,1,n);
 2134:     anint=matrix(1,maxwav,1,n);
 2135:     s=imatrix(1,maxwav+1,1,n);
 2136:     adl=imatrix(1,maxwav+1,1,n);    
 2137:     tab=ivector(1,NCOVMAX);
 2138:     ncodemax=ivector(1,8);
 2139: 
 2140:     i=1;
 2141:     while (fgets(line, MAXLINE, fic) != NULL)    {
 2142:       if ((i >= firstobs) && (i <=lastobs)) {
 2143: 	
 2144: 	for (j=maxwav;j>=1;j--){
 2145: 	  cutv(stra, strb,line,' '); s[j][i]=atoi(strb); 
 2146: 	  strcpy(line,stra);
 2147: 	  cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
 2148: 	  cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
 2149: 	}
 2150: 	
 2151: 	cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);
 2152: 	cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);
 2153: 
 2154: 	cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);
 2155: 	cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);
 2156: 
 2157: 	cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);
 2158: 	for (j=ncov;j>=1;j--){
 2159: 	  cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);
 2160: 	} 
 2161: 	num[i]=atol(stra);
 2162: 	
 2163: 	/*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){
 2164: 	  printf("%d %.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;}*/
 2165: 
 2166: 	i=i+1;
 2167:       }
 2168:     } 
 2169:     /* printf("ii=%d", ij);
 2170:        scanf("%d",i);*/
 2171:   imx=i-1; /* Number of individuals */
 2172: 
 2173:   /* for (i=1; i<=imx; i++){
 2174:     if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;
 2175:     if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;
 2176:     if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;
 2177:     }
 2178:     for (i=1; i<=imx; i++) printf("%d %.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]));*/
 2179: 
 2180:   /* Calculation of the number of parameter from char model*/
 2181:   Tvar=ivector(1,15); 
 2182:   Tprod=ivector(1,15); 
 2183:   Tvaraff=ivector(1,15); 
 2184:   Tvard=imatrix(1,15,1,2);
 2185:   Tage=ivector(1,15);      
 2186:    
 2187:   if (strlen(model) >1){
 2188:     j=0, j1=0, k1=1, k2=1;
 2189:     j=nbocc(model,'+');
 2190:     j1=nbocc(model,'*');
 2191:     cptcovn=j+1;
 2192:     cptcovprod=j1;
 2193:     
 2194:     
 2195:     strcpy(modelsav,model); 
 2196:     if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){
 2197:       printf("Error. Non available option model=%s ",model);
 2198:       goto end;
 2199:     }
 2200:     
 2201:     for(i=(j+1); i>=1;i--){
 2202:       cutv(stra,strb,modelsav,'+');
 2203:       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav); 
 2204:       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/
 2205:       /*scanf("%d",i);*/
 2206:       if (strchr(strb,'*')) {
 2207: 	cutv(strd,strc,strb,'*');
 2208: 	if (strcmp(strc,"age")==0) {
 2209: 	  cptcovprod--;
 2210: 	  cutv(strb,stre,strd,'V');
 2211: 	  Tvar[i]=atoi(stre);
 2212: 	  cptcovage++;
 2213: 	    Tage[cptcovage]=i;
 2214: 	    /*printf("stre=%s ", stre);*/
 2215: 	}
 2216: 	else if (strcmp(strd,"age")==0) {
 2217: 	  cptcovprod--;
 2218: 	  cutv(strb,stre,strc,'V');
 2219: 	  Tvar[i]=atoi(stre);
 2220: 	  cptcovage++;
 2221: 	  Tage[cptcovage]=i;
 2222: 	}
 2223: 	else {
 2224: 	  cutv(strb,stre,strc,'V');
 2225: 	  Tvar[i]=ncov+k1;
 2226: 	  cutv(strb,strc,strd,'V'); 
 2227: 	  Tprod[k1]=i;
 2228: 	  Tvard[k1][1]=atoi(strc);
 2229: 	  Tvard[k1][2]=atoi(stre);
 2230: 	  Tvar[cptcovn+k2]=Tvard[k1][1];
 2231: 	  Tvar[cptcovn+k2+1]=Tvard[k1][2]; 
 2232: 	  for (k=1; k<=lastobs;k++) 
 2233: 	    covar[ncov+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];
 2234: 	  k1++;
 2235: 	  k2=k2+2;
 2236: 	}
 2237:       }
 2238:       else {
 2239: 	/*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/
 2240:        /*  scanf("%d",i);*/
 2241:       cutv(strd,strc,strb,'V');
 2242:       Tvar[i]=atoi(strc);
 2243:       }
 2244:       strcpy(modelsav,stra);  
 2245:       /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);
 2246: 	scanf("%d",i);*/
 2247:     }
 2248: }
 2249:   
 2250:   /*printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);
 2251:   printf("cptcovprod=%d ", cptcovprod);
 2252:   scanf("%d ",i);*/
 2253:     fclose(fic);
 2254: 
 2255:     /*  if(mle==1){*/
 2256:     if (weightopt != 1) { /* Maximisation without weights*/
 2257:       for(i=1;i<=n;i++) weight[i]=1.0;
 2258:     }
 2259:     /*-calculation of age at interview from date of interview and age at death -*/
 2260:     agev=matrix(1,maxwav,1,imx);
 2261: 
 2262:    for (i=1; i<=imx; i++) 
 2263:      for(m=2; (m<= maxwav); m++)
 2264:        if ((mint[m][i]== 99) && (s[m][i] <= nlstate)){
 2265: 	 anint[m][i]=9999;
 2266: 	 s[m][i]=-1;
 2267:        }
 2268:     
 2269:     for (i=1; i<=imx; i++)  {
 2270:       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
 2271:       for(m=1; (m<= maxwav); m++){
 2272: 	if(s[m][i] >0){
 2273: 	  if (s[m][i] == nlstate+1) {
 2274: 	    if(agedc[i]>0)
 2275: 	      if(moisdc[i]!=99 && andc[i]!=9999)
 2276: 	      agev[m][i]=agedc[i];
 2277: 	    else {
 2278: 	      if (andc[i]!=9999){
 2279: 	      printf("Warning negative age at death: %d line:%d\n",num[i],i);
 2280: 	      agev[m][i]=-1;
 2281: 	      }
 2282: 	    }
 2283: 	  }
 2284: 	  else if(s[m][i] !=9){ /* Should no more exist */
 2285: 	    agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
 2286: 	    if(mint[m][i]==99 || anint[m][i]==9999)
 2287: 	      agev[m][i]=1;
 2288: 	    else if(agev[m][i] <agemin){ 
 2289: 	      agemin=agev[m][i];
 2290: 	      /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
 2291: 	    }
 2292: 	    else if(agev[m][i] >agemax){
 2293: 	      agemax=agev[m][i];
 2294: 	     /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
 2295: 	    }
 2296: 	    /*agev[m][i]=anint[m][i]-annais[i];*/
 2297: 	    /*	 agev[m][i] = age[i]+2*m;*/
 2298: 	  }
 2299: 	  else { /* =9 */
 2300: 	    agev[m][i]=1;
 2301: 	    s[m][i]=-1;
 2302: 	  }
 2303: 	}
 2304: 	else /*= 0 Unknown */
 2305: 	  agev[m][i]=1;
 2306:       }
 2307:     
 2308:     }
 2309:     for (i=1; i<=imx; i++)  {
 2310:       for(m=1; (m<= maxwav); m++){
 2311: 	if (s[m][i] > (nlstate+ndeath)) {
 2312: 	  printf("Error: Wrong value in nlstate or ndeath\n");	
 2313: 	  goto end;
 2314: 	}
 2315:       }
 2316:     }
 2317: 
 2318: printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
 2319: 
 2320:     free_vector(severity,1,maxwav);
 2321:     free_imatrix(outcome,1,maxwav+1,1,n);
 2322:     free_vector(moisnais,1,n);
 2323:     free_vector(annais,1,n);
 2324:     /* free_matrix(mint,1,maxwav,1,n);
 2325:        free_matrix(anint,1,maxwav,1,n);*/
 2326:     free_vector(moisdc,1,n);
 2327:     free_vector(andc,1,n);
 2328: 
 2329:    
 2330:     wav=ivector(1,imx);
 2331:     dh=imatrix(1,lastpass-firstpass+1,1,imx);
 2332:     mw=imatrix(1,lastpass-firstpass+1,1,imx);
 2333:    
 2334:     /* Concatenates waves */
 2335:       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);
 2336: 
 2337: 
 2338:       Tcode=ivector(1,100);
 2339:       nbcode=imatrix(0,NCOVMAX,0,NCOVMAX); 
 2340:       ncodemax[1]=1;
 2341:       if (cptcovn > 0) tricode(Tvar,nbcode,imx);
 2342:       
 2343:    codtab=imatrix(1,100,1,10);
 2344:    h=0;
 2345:    m=pow(2,cptcoveff);
 2346:  
 2347:    for(k=1;k<=cptcoveff; k++){
 2348:      for(i=1; i <=(m/pow(2,k));i++){
 2349:        for(j=1; j <= ncodemax[k]; j++){
 2350: 	 for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){
 2351: 	   h++;
 2352: 	   if (h>m) h=1;codtab[h][k]=j;
 2353: 	 } 
 2354:        }
 2355:      }
 2356:    } 
 2357:     
 2358:    /* Calculates basic frequencies. Computes observed prevalence at single age
 2359:        and prints on file fileres'p'. */
 2360: 
 2361:     if ((nbocc(strfprev,'/')==1) && (nbocc(strlprev,'/')==1)){
 2362:      boolprev=0;
 2363:      cutv(stra,strb,strfprev,'/');
 2364:      dateprev1=(double)(atoi(strb)+atoi(stra)/12.);
 2365:      cutv(stra,strb,strlprev,'/');
 2366:      dateprev2=(double)(atoi(strb)+atoi(stra)/12.);
 2367:    }
 2368:    
 2369:    else if ((nbocc(strfprev,'/')==0) &&(nbocc(strlprev,'/')==0)){
 2370:      boolprev=1;
 2371:      fprev=atoi(strfprev); lprev=atoi(strlprev);
 2372:    }
 2373:     else {
 2374:       printf("Error in statement lprevalence or fprevalence\n");
 2375:       goto end;
 2376:     }
 2377:    
 2378:   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax, fprev, lprev,mint,anint,boolprev,dateprev1,dateprev2); 
 2379:   
 2380:   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 2381:     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 2382:     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 2383:     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 2384:     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
 2385:      
 2386:     /* For Powell, parameters are in a vector p[] starting at p[1]
 2387:        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */
 2388:     p=param[1][1]; /* *(*(*(param +1)+1)+0) */
 2389: 
 2390:     if(mle==1){
 2391:     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);
 2392:     }
 2393:     
 2394:     /*--------- results files --------------*/
 2395:     fprintf(ficres,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate, ndeath, maxwav, mle,weightopt,model);
 2396:    fprintf(ficres,"fprevalence=%s lprevalence=%s pop_based=%d\n",strfprev,strlprev,popbased); 
 2397:    fprintf(ficres,"fprevalence=%s lprevalence=%s nforecast=%d mob_average=%d\n",strfprevfore,strlprevfore,nforecast,mobilav);
 2398: 
 2399:    jk=1;
 2400:    fprintf(ficres,"# Parameters\n");
 2401:    printf("# Parameters\n");
 2402:    for(i=1,jk=1; i <=nlstate; i++){
 2403:      for(k=1; k <=(nlstate+ndeath); k++){
 2404:        if (k != i) 
 2405: 	 {
 2406: 	   printf("%d%d ",i,k);
 2407: 	   fprintf(ficres,"%1d%1d ",i,k);
 2408: 	   for(j=1; j <=ncovmodel; j++){
 2409: 	     printf("%f ",p[jk]);
 2410: 	     fprintf(ficres,"%f ",p[jk]);
 2411: 	     jk++; 
 2412: 	   }
 2413: 	   printf("\n");
 2414: 	   fprintf(ficres,"\n");
 2415: 	 }
 2416:      }
 2417:    }
 2418:  if(mle==1){
 2419:     /* Computing hessian and covariance matrix */
 2420:     ftolhess=ftol; /* Usually correct */
 2421:     hesscov(matcov, p, npar, delti, ftolhess, func);
 2422:  }
 2423:     fprintf(ficres,"# Scales\n");
 2424:     printf("# Scales\n");
 2425:      for(i=1,jk=1; i <=nlstate; i++){
 2426:       for(j=1; j <=nlstate+ndeath; j++){
 2427: 	if (j!=i) {
 2428: 	  fprintf(ficres,"%1d%1d",i,j);
 2429: 	  printf("%1d%1d",i,j);
 2430: 	  for(k=1; k<=ncovmodel;k++){
 2431: 	    printf(" %.5e",delti[jk]);
 2432: 	    fprintf(ficres," %.5e",delti[jk]);
 2433: 	    jk++;
 2434: 	  }
 2435: 	  printf("\n");
 2436: 	  fprintf(ficres,"\n");
 2437: 	}
 2438:       }
 2439:      }
 2440:     
 2441:     k=1;
 2442:     fprintf(ficres,"# Covariance\n");
 2443:     printf("# Covariance\n");
 2444:     for(i=1;i<=npar;i++){
 2445:       /*  if (k>nlstate) k=1;
 2446:       i1=(i-1)/(ncovmodel*nlstate)+1; 
 2447:       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);
 2448:       printf("%s%d%d",alph[k],i1,tab[i]);*/
 2449:       fprintf(ficres,"%3d",i);
 2450:       printf("%3d",i);
 2451:       for(j=1; j<=i;j++){
 2452: 	fprintf(ficres," %.5e",matcov[i][j]);
 2453: 	printf(" %.5e",matcov[i][j]);
 2454:       }
 2455:       fprintf(ficres,"\n");
 2456:       printf("\n");
 2457:       k++;
 2458:     }
 2459:     
 2460:     while((c=getc(ficpar))=='#' && c!= EOF){
 2461:       ungetc(c,ficpar);
 2462:       fgets(line, MAXLINE, ficpar);
 2463:       puts(line);
 2464:       fputs(line,ficparo);
 2465:     }
 2466:     ungetc(c,ficpar);
 2467:   
 2468:     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);
 2469:     
 2470:     if (fage <= 2) {
 2471:       bage = agemin;
 2472:       fage = agemax;
 2473:     }
 2474: 
 2475:     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
 2476:     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);
 2477: 
 2478:    
 2479: /*------------ gnuplot -------------*/
 2480: chdir(pathcd);
 2481:   if((ficgp=fopen("graph.plt","w"))==NULL) {
 2482:     printf("Problem with file graph.gp");goto end;
 2483:   }
 2484: #ifdef windows
 2485:   fprintf(ficgp,"cd \"%s\" \n",pathc);
 2486: #endif
 2487: m=pow(2,cptcoveff);
 2488:   
 2489:  /* 1eme*/
 2490:   for (cpt=1; cpt<= nlstate ; cpt ++) {
 2491:    for (k1=1; k1<= m ; k1 ++) {
 2492: 
 2493: #ifdef windows
 2494:     fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"vpl%s\" every :::%d::%d u 1:2 \"\%%lf",agemin,fage,fileres,k1-1,k1-1);
 2495: #endif
 2496: #ifdef unix
 2497: fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);
 2498: #endif
 2499: 
 2500: for (i=1; i<= nlstate ; i ++) {
 2501:   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
 2502:   else fprintf(ficgp," \%%*lf (\%%*lf)");
 2503: }
 2504:     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);
 2505:     for (i=1; i<= nlstate ; i ++) {
 2506:   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
 2507:   else fprintf(ficgp," \%%*lf (\%%*lf)");
 2508: } 
 2509:   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1); 
 2510:      for (i=1; i<= nlstate ; i ++) {
 2511:   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
 2512:   else fprintf(ficgp," \%%*lf (\%%*lf)");
 2513: }  
 2514:      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));
 2515: #ifdef unix
 2516: fprintf(ficgp,"\nset ter gif small size 400,300");
 2517: #endif
 2518: fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);
 2519:    }
 2520:   }
 2521:   /*2 eme*/
 2522: 
 2523:   for (k1=1; k1<= m ; k1 ++) { 
 2524:     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);
 2525:     
 2526:     for (i=1; i<= nlstate+1 ; i ++) {
 2527:       k=2*i;
 2528:       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);
 2529:       for (j=1; j<= nlstate+1 ; j ++) {
 2530:   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
 2531:   else fprintf(ficgp," \%%*lf (\%%*lf)");
 2532: }   
 2533:       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
 2534:       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);
 2535:     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);
 2536:       for (j=1; j<= nlstate+1 ; j ++) {
 2537: 	if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
 2538: 	else fprintf(ficgp," \%%*lf (\%%*lf)");
 2539: }   
 2540:       fprintf(ficgp,"\" t\"\" w l 0,");
 2541:      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);
 2542:       for (j=1; j<= nlstate+1 ; j ++) {
 2543:   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
 2544:   else fprintf(ficgp," \%%*lf (\%%*lf)");
 2545: }   
 2546:       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
 2547:       else fprintf(ficgp,"\" t\"\" w l 0,");
 2548:     }
 2549:     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);
 2550:   }
 2551:  
 2552:   /*3eme*/
 2553: 
 2554:   for (k1=1; k1<= m ; k1 ++) { 
 2555:     for (cpt=1; cpt<= nlstate ; cpt ++) {
 2556:       k=2+nlstate*(cpt-1);
 2557:       fprintf(ficgp,"set ter gif small size 400,300\nplot [%.f:%.f] \"e%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",agemin,fage,fileres,k1-1,k1-1,k,cpt);
 2558:       for (i=1; i< nlstate ; i ++) {
 2559: 	fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",fileres,k1-1,k1-1,k+i,cpt,i+1);
 2560:       } 
 2561:       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);
 2562:     }
 2563:   }
 2564:  
 2565:   /* CV preval stat */
 2566:   for (k1=1; k1<= m ; k1 ++) { 
 2567:     for (cpt=1; cpt<nlstate ; cpt ++) {
 2568:       k=3;
 2569:       fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);
 2570:       for (i=1; i< nlstate ; i ++)
 2571: 	fprintf(ficgp,"+$%d",k+i+1);
 2572:       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
 2573:       
 2574:       l=3+(nlstate+ndeath)*cpt;
 2575:       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);
 2576:       for (i=1; i< nlstate ; i ++) {
 2577: 	l=3+(nlstate+ndeath)*cpt;
 2578: 	fprintf(ficgp,"+$%d",l+i+1);
 2579:       }
 2580:       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);   
 2581:       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);
 2582:     } 
 2583:   }  
 2584: 
 2585:   /* proba elementaires */
 2586:    for(i=1,jk=1; i <=nlstate; i++){
 2587:     for(k=1; k <=(nlstate+ndeath); k++){
 2588:       if (k != i) {
 2589: 	for(j=1; j <=ncovmodel; j++){
 2590: 	  /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/
 2591: 	  /*fprintf(ficgp,"%s",alph[1]);*/
 2592: 	  fprintf(ficgp,"p%d=%f ",jk,p[jk]);
 2593: 	  jk++; 
 2594: 	  fprintf(ficgp,"\n");
 2595: 	}
 2596:       }
 2597:     }
 2598:     }
 2599: 
 2600:   for(jk=1; jk <=m; jk++) {
 2601:   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);
 2602:    i=1;
 2603:    for(k2=1; k2<=nlstate; k2++) {
 2604:      k3=i;
 2605:      for(k=1; k<=(nlstate+ndeath); k++) {
 2606:        if (k != k2){
 2607:     	fprintf(ficgp," exp(p%d+p%d*x",i,i+1);
 2608: ij=1;
 2609: 	for(j=3; j <=ncovmodel; j++) {
 2610: 	  if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
 2611: 	    fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
 2612: 	    ij++;
 2613: 	  }
 2614: 	  else
 2615: 	  fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
 2616: 	}
 2617: 	  fprintf(ficgp,")/(1");
 2618: 	
 2619: 	for(k1=1; k1 <=nlstate; k1++){   
 2620: 	  fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);
 2621: ij=1;
 2622: 	  for(j=3; j <=ncovmodel; j++){
 2623: 	  if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
 2624: 	    fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
 2625: 	    ij++;
 2626: 	  }
 2627: 	  else
 2628: 	    fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
 2629: 	  }
 2630: 	  fprintf(ficgp,")");
 2631: 	}
 2632: 	fprintf(ficgp,") t \"p%d%d\" ", k2,k);
 2633: 	if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");
 2634: 	i=i+ncovmodel;
 2635:        }
 2636:      }
 2637:    }
 2638:    fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk); 
 2639:   }
 2640:    
 2641:   fclose(ficgp);
 2642:    
 2643: chdir(path);
 2644:    
 2645:     free_ivector(wav,1,imx);
 2646:     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);
 2647:     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);   
 2648:     free_ivector(num,1,n);
 2649:     free_vector(agedc,1,n);
 2650:     /*free_matrix(covar,1,NCOVMAX,1,n);*/
 2651:     fclose(ficparo);
 2652:     fclose(ficres);
 2653:     /*  }*/
 2654:    
 2655:    /*________fin mle=1_________*/
 2656:    
 2657: 
 2658:   
 2659:     /* No more information from the sample is required now */
 2660:   /* Reads comments: lines beginning with '#' */
 2661:   while((c=getc(ficpar))=='#' && c!= EOF){
 2662:     ungetc(c,ficpar);
 2663:     fgets(line, MAXLINE, ficpar);
 2664:     puts(line);
 2665:     fputs(line,ficparo);
 2666:   }
 2667:   ungetc(c,ficpar);
 2668:   
 2669:   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);
 2670:   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);
 2671:   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);
 2672: /*--------- index.htm --------*/
 2673: 
 2674:   strcpy(optionfilehtm,optionfile);
 2675:   strcat(optionfilehtm,".htm");
 2676:   if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
 2677:     printf("Problem with %s \n",optionfilehtm);goto end;
 2678:   }
 2679: 
 2680:  fprintf(fichtm,"<body><ul> <font size=\"6\">Imach, Version 0.7 </font> <hr size=\"2\" color=\"#EC5E5E\"> 
 2681: Titre=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>
 2682: Total number of observations=%d <br>
 2683: Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>
 2684: <hr  size=\"2\" color=\"#EC5E5E\"> 
 2685: <li>Outputs files<br><br>\n
 2686:         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n
 2687: - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>
 2688:         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>
 2689:         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>
 2690:         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>
 2691:         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>
 2692:         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>
 2693:         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>
 2694:         - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%s</a> <br>
 2695:         - Prevalences and population forecasting: <a href=\"f%s\">f%s</a> <br>
 2696: <br>",title,datafile,firstpass,lastpass,stepm, weightopt,model,imx,jmin,jmax,jmean,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres);
 2697: 
 2698:  fprintf(fichtm," <li>Graphs</li><p>");
 2699: 
 2700:  m=cptcoveff;
 2701:  if (cptcovn < 1) {m=1;ncodemax[1]=1;}
 2702: 
 2703:  j1=0;
 2704:  for(k1=1; k1<=m;k1++){
 2705:    for(i1=1; i1<=ncodemax[k1];i1++){
 2706:        j1++;
 2707:        if (cptcovn > 0) {
 2708: 	 fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
 2709: 	 for (cpt=1; cpt<=cptcoveff;cpt++) 
 2710: 	   fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[j1][cpt]]);
 2711: 	 fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
 2712:        }
 2713:        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>
 2714: <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);     
 2715:        for(cpt=1; cpt<nlstate;cpt++){
 2716: 	 fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>
 2717: <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);
 2718:        }
 2719:     for(cpt=1; cpt<=nlstate;cpt++) {
 2720:        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident
 2721: interval) in state (%d): v%s%d%d.gif <br>
 2722: <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);  
 2723:      }
 2724:      for(cpt=1; cpt<=nlstate;cpt++) {
 2725:         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>
 2726: <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);
 2727:      }
 2728:      fprintf(fichtm,"\n<br>- Total life expectancy by age and
 2729: health expectancies in states (1) and (2): e%s%d.gif<br>
 2730: <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);
 2731: fprintf(fichtm,"\n</body>");
 2732:    }
 2733:  }
 2734: fclose(fichtm);
 2735: 
 2736:   /*--------------- Prevalence limit --------------*/
 2737:   
 2738:   strcpy(filerespl,"pl");
 2739:   strcat(filerespl,fileres);
 2740:   if((ficrespl=fopen(filerespl,"w"))==NULL) {
 2741:     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;
 2742:   }
 2743:   printf("Computing prevalence limit: result on file '%s' \n", filerespl);
 2744:   fprintf(ficrespl,"#Prevalence limit\n");
 2745:   fprintf(ficrespl,"#Age ");
 2746:   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);
 2747:   fprintf(ficrespl,"\n");
 2748:   
 2749:   prlim=matrix(1,nlstate,1,nlstate);
 2750:   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 2751:   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 2752:   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 2753:   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 2754:   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
 2755:   k=0;
 2756:   agebase=agemin;
 2757:   agelim=agemax;
 2758:   ftolpl=1.e-10;
 2759:   i1=cptcoveff;
 2760:   if (cptcovn < 1){i1=1;}
 2761: 
 2762:   for(cptcov=1;cptcov<=i1;cptcov++){
 2763:     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
 2764: 	k=k+1;
 2765: 	/*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/
 2766: 	fprintf(ficrespl,"\n#******");
 2767: 	for(j=1;j<=cptcoveff;j++) 
 2768: 	  fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 2769: 	fprintf(ficrespl,"******\n");
 2770: 	
 2771: 	for (age=agebase; age<=agelim; age++){
 2772: 	  prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
 2773: 	  fprintf(ficrespl,"%.0f",age );
 2774: 	  for(i=1; i<=nlstate;i++)
 2775: 	  fprintf(ficrespl," %.5f", prlim[i][i]);
 2776: 	  fprintf(ficrespl,"\n");
 2777: 	}
 2778:       }
 2779:     }
 2780:   fclose(ficrespl);
 2781: 
 2782:   /*------------- h Pij x at various ages ------------*/
 2783:   
 2784:   strcpy(filerespij,"pij");  strcat(filerespij,fileres);
 2785:   if((ficrespij=fopen(filerespij,"w"))==NULL) {
 2786:     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;
 2787:   }
 2788:   printf("Computing pij: result on file '%s' \n", filerespij);
 2789:   
 2790:   stepsize=(int) (stepm+YEARM-1)/YEARM;
 2791:   /*if (stepm<=24) stepsize=2;*/
 2792: 
 2793:   agelim=AGESUP;
 2794:   hstepm=stepsize*YEARM; /* Every year of age */
 2795:   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */ 
 2796:   
 2797:   k=0;
 2798:   for(cptcov=1;cptcov<=i1;cptcov++){
 2799:     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
 2800:       k=k+1;
 2801: 	fprintf(ficrespij,"\n#****** ");
 2802: 	for(j=1;j<=cptcoveff;j++) 
 2803: 	  fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 2804: 	fprintf(ficrespij,"******\n");
 2805: 	
 2806: 	for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */
 2807: 	  nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
 2808: 	  nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
 2809: 	  p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2810: 	  oldm=oldms;savm=savms;
 2811: 	  hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
 2812: 	  fprintf(ficrespij,"# Age");
 2813: 	  for(i=1; i<=nlstate;i++)
 2814: 	    for(j=1; j<=nlstate+ndeath;j++)
 2815: 	      fprintf(ficrespij," %1d-%1d",i,j);
 2816: 	  fprintf(ficrespij,"\n");
 2817: 	  for (h=0; h<=nhstepm; h++){
 2818: 	    fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );
 2819: 	    for(i=1; i<=nlstate;i++)
 2820: 	      for(j=1; j<=nlstate+ndeath;j++)
 2821: 		fprintf(ficrespij," %.5f", p3mat[i][j][h]);
 2822: 	    fprintf(ficrespij,"\n");
 2823: 	  }
 2824: 	  free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2825: 	  fprintf(ficrespij,"\n");
 2826: 	}
 2827:     }
 2828:   }
 2829: 
 2830:   /* varprob(fileres, matcov, p, delti, nlstate, (int) bage, (int) fage,k);*/
 2831: 
 2832:   fclose(ficrespij);
 2833: 
 2834:   /*---------- Forecasting ------------------*/
 2835: 
 2836:   strcpy(fileresf,"f"); 
 2837:   strcat(fileresf,fileres);
 2838:   if((ficresf=fopen(fileresf,"w"))==NULL) {
 2839:     printf("Problem with forecast resultfile: %s\n", fileresf);goto end;
 2840:   }
 2841:   printf("Computing forecasting: result on file '%s' \n", fileresf);
 2842: 
 2843:  if ((nbocc(strfprevfore,'/')==1) && (nbocc(strlprevfore,'/')==1)){
 2844:      boolprev=0;
 2845:      cutv(stra,strb,strfprevfore,'/');
 2846:      dateprev1=(double)(atoi(strb)+atoi(stra)/12.);
 2847:      cutv(stra,strb,strlprevfore,'/');
 2848:      dateprev2=(double)(atoi(strb)+atoi(stra)/12.);
 2849:    }
 2850:    
 2851:    else if ((nbocc(strfprevfore,'/')==0) &&(nbocc(strlprevfore,'/')==0)){
 2852:      boolprev=1;
 2853:      fprev=atoi(strfprevfore); lprev=atoi(strlprevfore);
 2854:    }
 2855:     else {
 2856:       printf("Error in statement lprevalence or fprevalence\n");
 2857:       goto end;
 2858:     }
 2859: 
 2860:   prevalence(agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax, fprevfore, lprevfore,mint,anint,boolprev,dateprev1,dateprev2);
 2861:   
 2862:   free_matrix(mint,1,maxwav,1,n);
 2863:   free_matrix(anint,1,maxwav,1,n);
 2864:   free_matrix(agev,1,maxwav,1,imx);
 2865:   /* Mobile average */
 2866: 
 2867:   if (cptcoveff==0) ncodemax[cptcoveff]=1;
 2868: 
 2869:   if (mobilav==1) {
 2870:     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 2871:     for (agedeb=bage+3; agedeb<=fage-2; agedeb++)
 2872:       for (i=1; i<=nlstate;i++)
 2873: 	for (cptcod=1;cptcod<=ncodemax[cptcov];cptcod++)
 2874: 	  mobaverage[(int)agedeb][i][cptcod]=0.;
 2875:     
 2876:     for (agedeb=bage+4; agedeb<=fage; agedeb++){
 2877:       for (i=1; i<=nlstate;i++){
 2878: 	for (cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
 2879: 	  for (cpt=0;cpt<=4;cpt++){
 2880: 	    mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]+probs[(int)agedeb-cpt][i][cptcod];
 2881: 	  }
 2882: 	  mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]/5;
 2883: 	}
 2884:       }
 2885:     }   
 2886:   }
 2887: 
 2888:   stepsize=(int) (stepm+YEARM-1)/YEARM;
 2889:   if (stepm<=12) stepsize=1;
 2890: 
 2891:   agelim=AGESUP;
 2892:   hstepm=stepsize*YEARM; /* Every year of age */
 2893:   hstepm=hstepm/stepm; /* Typically 2 years, = 2 years/6 months = 4 */ 
 2894:   
 2895:   if (popforecast==1) {
 2896:     if((ficpop=fopen(popfile,"r"))==NULL)    {
 2897:       printf("Problem with population file : %s\n",popfile);goto end;
 2898:     } 
 2899:     popage=ivector(0,AGESUP);
 2900:     popeffectif=vector(0,AGESUP);
 2901:     popcount=vector(0,AGESUP);
 2902: 
 2903:     i=1;   
 2904:     while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF)
 2905:       {
 2906: 	i=i+1;
 2907:       }
 2908:     imx=i;
 2909:   
 2910:   for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];
 2911:   }
 2912: 
 2913:   for(cptcov=1;cptcov<=i1;cptcov++){
 2914:     for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
 2915:       k=k+1;
 2916:       fprintf(ficresf,"\n#****** ");
 2917:       for(j=1;j<=cptcoveff;j++) {
 2918: 	fprintf(ficresf,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 2919:       }
 2920:       fprintf(ficresf,"******\n");
 2921:       fprintf(ficresf,"# StartingAge FinalAge Horizon(in years)");
 2922:       for(j=1; j<=nlstate+ndeath;j++) fprintf(ficresf," P.%d",j);
 2923:       if (popforecast==1)  fprintf(ficresf," [Population]");
 2924: 
 2925:       for (agedeb=fage; agedeb>=bage; agedeb--){ 
 2926: 	fprintf(ficresf,"\n%.f %.f 0",agedeb, agedeb);
 2927:        if (mobilav==1) {
 2928: 	for(j=1; j<=nlstate;j++) 
 2929: 	  fprintf(ficresf," %.3f",mobaverage[(int)agedeb][j][cptcod]);
 2930: 	}
 2931: 	else {
 2932: 	  for(j=1; j<=nlstate;j++) 
 2933: 	  fprintf(ficresf," %.3f",probs[(int)agedeb][j][cptcod]);
 2934: 	}  
 2935: 
 2936:        for(j=1; j<=ndeath;j++) fprintf(ficresf," 0.00000");
 2937:        if (popforecast==1) fprintf(ficresf," [%.f] ",popeffectif[(int)agedeb]);
 2938:       }
 2939:       
 2940:       for (cpt=1; cpt<=nforecast;cpt++) { 
 2941: 	fprintf(ficresf,"\n");
 2942:       for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */
 2943: 	nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
 2944: 	nhstepm = nhstepm/hstepm; 
 2945: 	/*printf("agedeb=%.lf stepm=%d hstepm=%d nhstepm=%d \n",agedeb,stepm,hstepm,nhstepm);*/
 2946: 
 2947: 	p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2948: 	oldm=oldms;savm=savms;
 2949: 	hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
 2950: 		
 2951: 	for (h=0; h<=nhstepm; h++){
 2952: 	
 2953: 	 if (h*hstepm/YEARM*stepm==cpt)
 2954: 	    fprintf(ficresf,"\n%.f %.f %.f",agedeb, agedeb+ h*hstepm/YEARM*stepm, h*hstepm/YEARM*stepm);
 2955: 	 
 2956: 	  
 2957: 	 for(j=1; j<=nlstate+ndeath;j++) {
 2958: 	   kk1=0.;kk2=0;
 2959: 	   for(i=1; i<=nlstate;i++) {	      
 2960: 	     if (mobilav==1) 
 2961: 		kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb][i][cptcod];
 2962: 	     else kk1=kk1+p3mat[i][j][h]*probs[(int)agedeb][i][cptcod];
 2963: 	     if (popforecast==1) kk2=kk1*popeffectif[(int)agedeb];
 2964: 	    }
 2965: 	   if (h*hstepm/YEARM*stepm==cpt) {
 2966: 	     fprintf(ficresf," %.3f", kk1);
 2967: 	       if (popforecast==1) fprintf(ficresf," [%.f]", kk2);
 2968: 	   }
 2969: 	  }
 2970: 	}
 2971: 	free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2972: 	
 2973:       }
 2974:       }
 2975:     }
 2976:   }
 2977:   if (mobilav==1) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 2978:   if (popforecast==1) {
 2979:     free_ivector(popage,0,AGESUP);
 2980:     free_vector(popeffectif,0,AGESUP);
 2981:     free_vector(popcount,0,AGESUP);
 2982:   }
 2983:   free_imatrix(s,1,maxwav+1,1,n);
 2984:   free_vector(weight,1,n);
 2985:   fclose(ficresf);
 2986:   /*---------- Health expectancies and variances ------------*/
 2987: 
 2988:   strcpy(filerest,"t");
 2989:   strcat(filerest,fileres);
 2990:   if((ficrest=fopen(filerest,"w"))==NULL) {
 2991:     printf("Problem with total LE resultfile: %s\n", filerest);goto end;
 2992:   }
 2993:   printf("Computing Total LEs with variances: file '%s' \n", filerest); 
 2994: 
 2995: 
 2996:   strcpy(filerese,"e");
 2997:   strcat(filerese,fileres);
 2998:   if((ficreseij=fopen(filerese,"w"))==NULL) {
 2999:     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
 3000:   }
 3001:   printf("Computing Health Expectancies: result on file '%s' \n", filerese);
 3002: 
 3003:  strcpy(fileresv,"v");
 3004:   strcat(fileresv,fileres);
 3005:   if((ficresvij=fopen(fileresv,"w"))==NULL) {
 3006:     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);
 3007:   }
 3008:   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
 3009: 
 3010:   k=0;
 3011:   for(cptcov=1;cptcov<=i1;cptcov++){
 3012:     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
 3013:       k=k+1;
 3014:       fprintf(ficrest,"\n#****** ");
 3015:       for(j=1;j<=cptcoveff;j++) 
 3016: 	fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 3017:       fprintf(ficrest,"******\n");
 3018: 
 3019:       fprintf(ficreseij,"\n#****** ");
 3020:       for(j=1;j<=cptcoveff;j++) 
 3021: 	fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);
 3022:       fprintf(ficreseij,"******\n");
 3023: 
 3024:       fprintf(ficresvij,"\n#****** ");
 3025:       for(j=1;j<=cptcoveff;j++) 
 3026: 	fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);
 3027:       fprintf(ficresvij,"******\n");
 3028: 
 3029:       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
 3030:       oldm=oldms;savm=savms;
 3031:       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);  
 3032:       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
 3033:       oldm=oldms;savm=savms;
 3034:       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);
 3035:       
 3036:       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");
 3037:       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);
 3038:       fprintf(ficrest,"\n");
 3039: 	
 3040:       hf=1;
 3041:       if (stepm >= YEARM) hf=stepm/YEARM;
 3042:       epj=vector(1,nlstate+1);
 3043:       for(age=bage; age <=fage ;age++){
 3044: 	prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
 3045: 	if (popbased==1) {
 3046: 	  for(i=1; i<=nlstate;i++)
 3047: 	    prlim[i][i]=probs[(int)age][i][k];
 3048: 	}
 3049: 	
 3050: 	fprintf(ficrest," %.0f",age);
 3051: 	for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){
 3052: 	  for(i=1, epj[j]=0.;i <=nlstate;i++) {
 3053: 	    epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];
 3054: 	  }
 3055: 	  epj[nlstate+1] +=epj[j];
 3056: 	}
 3057: 	for(i=1, vepp=0.;i <=nlstate;i++)
 3058: 	  for(j=1;j <=nlstate;j++)
 3059: 	    vepp += vareij[i][j][(int)age];
 3060: 	fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));
 3061: 	for(j=1;j <=nlstate;j++){
 3062: 	  fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));
 3063: 	}
 3064: 	fprintf(ficrest,"\n");
 3065:       }
 3066:     }
 3067:   }
 3068: 	
 3069:        
 3070: 
 3071: 
 3072:  fclose(ficreseij);
 3073:  fclose(ficresvij);
 3074:   fclose(ficrest);
 3075:   fclose(ficpar);
 3076:   free_vector(epj,1,nlstate+1);
 3077:   /*  scanf("%d ",i); */
 3078: 
 3079:   /*------- Variance limit prevalence------*/   
 3080: 
 3081: strcpy(fileresvpl,"vpl");
 3082:   strcat(fileresvpl,fileres);
 3083:   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
 3084:     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);
 3085:     exit(0);
 3086:   }
 3087:   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);
 3088: 
 3089:  k=0;
 3090:  for(cptcov=1;cptcov<=i1;cptcov++){
 3091:    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
 3092:      k=k+1;
 3093:      fprintf(ficresvpl,"\n#****** ");
 3094:      for(j=1;j<=cptcoveff;j++) 
 3095:        fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 3096:      fprintf(ficresvpl,"******\n");
 3097:      
 3098:      varpl=matrix(1,nlstate,(int) bage, (int) fage);
 3099:      oldm=oldms;savm=savms;
 3100:      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);
 3101:    }
 3102:  }
 3103: 
 3104:   fclose(ficresvpl);
 3105: 
 3106:   /*---------- End : free ----------------*/
 3107:   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
 3108:   
 3109:   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);
 3110:   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
 3111:   
 3112:   
 3113:   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);
 3114:   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);
 3115:   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);
 3116:   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);
 3117:  
 3118:   free_matrix(matcov,1,npar,1,npar);
 3119:   free_vector(delti,1,npar);
 3120:   
 3121:   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);
 3122: 
 3123:   printf("End of Imach\n");
 3124:   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
 3125:   
 3126:   /* printf("Total time was %d Sec. %d uSec.\n", end_time.tv_sec -start_time.tv_sec, end_time.tv_usec -start_time.tv_usec);*/
 3127:   /*printf("Total time was %d uSec.\n", total_usecs);*/
 3128:   /*------ End -----------*/
 3129: 
 3130: 
 3131:  end:
 3132: #ifdef windows
 3133:  chdir(pathcd);
 3134: #endif 
 3135:  
 3136:  system("..\\gp37mgw\\wgnuplot graph.plt");
 3137: 
 3138: #ifdef windows
 3139:   while (z[0] != 'q') {
 3140:     chdir(pathcd); 
 3141:     printf("\nType e to edit output files, c to start again, and q for exiting: ");
 3142:     scanf("%s",z);
 3143:     if (z[0] == 'c') system("./imach");
 3144:     else if (z[0] == 'e') {
 3145:       chdir(path);
 3146:       system(optionfilehtm);
 3147:     }
 3148:     else if (z[0] == 'q') exit(0);
 3149:   }
 3150: #endif 
 3151: }
 3152: 
 3153: 

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