File:  [Local Repository] / imach / src / imach.c
Revision 1.41.2.1: download - view: text, annotated - select for diffs
Thu Jun 12 10:43:20 2003 UTC (21 years ago) by brouard
Branches: Version-0-8a-jackson-revised
Diff to: branchpoint 1.41: preferred, unified
Minor changes to run version 0.8a on Linux. Bad ifdef linux.

    1: /* $Id: imach.c,v 1.41.2.1 2003/06/12 10:43:20 brouard Exp $
    2:    Interpolated Markov Chain
    3: 
    4:   Short summary of the programme:
    5:   
    6:   This program computes Healthy Life Expectancies from
    7:   cross-longitudinal data. Cross-longitudinal data consist in: -1- a
    8:   first survey ("cross") where individuals from different ages are
    9:   interviewed on their health status or degree of disability (in the
   10:   case of a health survey which is our main interest) -2- at least a
   11:   second wave of interviews ("longitudinal") which measure each change
   12:   (if any) in individual health status.  Health expectancies are
   13:   computed from the time spent in each health state according to a
   14:   model. More health states you consider, more time is necessary to reach the
   15:   Maximum Likelihood of the parameters involved in the model.  The
   16:   simplest model is the multinomial logistic model where pij is the
   17:   probability to be observed in state j at the second wave
   18:   conditional to be observed in state i at the first wave. Therefore
   19:   the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
   20:   'age' is age and 'sex' is a covariate. If you want to have a more
   21:   complex model than "constant and age", you should modify the program
   22:   where the markup *Covariates have to be included here again* invites
   23:   you to do it.  More covariates you add, slower the
   24:   convergence.
   25: 
   26:   The advantage of this computer programme, compared to a simple
   27:   multinomial logistic model, is clear when the delay between waves is not
   28:   identical for each individual. Also, if a individual missed an
   29:   intermediate interview, the information is lost, but taken into
   30:   account using an interpolation or extrapolation.  
   31: 
   32:   hPijx is the probability to be observed in state i at age x+h
   33:   conditional to the observed state i at age x. The delay 'h' can be
   34:   split into an exact number (nh*stepm) of unobserved intermediate
   35:   states. This elementary transition (by month or quarter trimester,
   36:   semester or year) is model as a multinomial logistic.  The hPx
   37:   matrix is simply the matrix product of nh*stepm elementary matrices
   38:   and the contribution of each individual to the likelihood is simply
   39:   hPijx.
   40: 
   41:   Also this programme outputs the covariance matrix of the parameters but also
   42:   of the life expectancies. It also computes the prevalence limits. 
   43:   
   44:   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
   45:            Institut national d'études démographiques, Paris.
   46:   This software have been partly granted by Euro-REVES, a concerted action
   47:   from the European Union.
   48:   It is copyrighted identically to a GNU software product, ie programme and
   49:   software can be distributed freely for non commercial use. Latest version
   50:   can be accessed at http://euroreves.ined.fr/imach .
   51:   **********************************************************************/
   52:  
   53: #include <math.h>
   54: #include <stdio.h>
   55: #include <stdlib.h>
   56: #include <unistd.h>
   57: 
   58: #define MAXLINE 256
   59: #define GNUPLOTPROGRAM "wgnuplot"
   60: /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
   61: #define FILENAMELENGTH 80
   62: /*#define DEBUG*/
   63: 
   64: /*#define windows*/
   65: #define	GLOCK_ERROR_NOPATH		-1	/* empty path */
   66: #define	GLOCK_ERROR_GETCWD		-2	/* cannot get cwd */
   67: 
   68: #define MAXPARM 30 /* Maximum number of parameters for the optimization */
   69: #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
   70: 
   71: #define NINTERVMAX 8
   72: #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
   73: #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
   74: #define NCOVMAX 8 /* Maximum number of covariates */
   75: #define MAXN 20000
   76: #define YEARM 12. /* Number of months per year */
   77: #define AGESUP 130
   78: #define AGEBASE 40
   79: 
   80: 
   81: int erreur; /* Error number */
   82: int nvar;
   83: int cptcovn, cptcovage=0, cptcoveff=0,cptcov;
   84: int npar=NPARMAX;
   85: int nlstate=2; /* Number of live states */
   86: int ndeath=1; /* Number of dead states */
   87: int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
   88: int popbased=0;
   89: 
   90: int *wav; /* Number of waves for this individuual 0 is possible */
   91: int maxwav; /* Maxim number of waves */
   92: int jmin, jmax; /* min, max spacing between 2 waves */
   93: int mle, weightopt;
   94: int **mw; /* mw[mi][i] is number of the mi wave for this individual */
   95: int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
   96: double jmean; /* Mean space between 2 waves */
   97: double **oldm, **newm, **savm; /* Working pointers to matrices */
   98: double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
   99: FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
  100: FILE *ficgp,*ficresprob,*ficpop;
  101: FILE *ficreseij;
  102:   char filerese[FILENAMELENGTH];
  103:  FILE  *ficresvij;
  104:   char fileresv[FILENAMELENGTH];
  105:  FILE  *ficresvpl;
  106:   char fileresvpl[FILENAMELENGTH];
  107: 
  108: #define NR_END 1
  109: #define FREE_ARG char*
  110: #define FTOL 1.0e-10
  111: 
  112: #define NRANSI 
  113: #define ITMAX 200 
  114: 
  115: #define TOL 2.0e-4 
  116: 
  117: #define CGOLD 0.3819660 
  118: #define ZEPS 1.0e-10 
  119: #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
  120: 
  121: #define GOLD 1.618034 
  122: #define GLIMIT 100.0 
  123: #define TINY 1.0e-20 
  124: 
  125: static double maxarg1,maxarg2;
  126: #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
  127: #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
  128:   
  129: #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
  130: #define rint(a) floor(a+0.5)
  131: 
  132: static double sqrarg;
  133: #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
  134: #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
  135: 
  136: int imx; 
  137: int stepm;
  138: /* Stepm, step in month: minimum step interpolation*/
  139: 
  140: int estepm;
  141: /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
  142: 
  143: int m,nb;
  144: int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;
  145: double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
  146: double **pmmij, ***probs, ***mobaverage;
  147: double dateintmean=0;
  148: 
  149: double *weight;
  150: int **s; /* Status */
  151: double *agedc, **covar, idx;
  152: int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
  153: 
  154: double ftol=FTOL; /* Tolerance for computing Max Likelihood */
  155: double ftolhess; /* Tolerance for computing hessian */
  156: 
  157: /**************** split *************************/
  158: static	int split( char *path, char *dirc, char *name, char *ext, char *finame )
  159: {
  160:    char	*s;				/* pointer */
  161:    int	l1, l2;				/* length counters */
  162: 
  163:    l1 = strlen( path );			/* length of path */
  164:    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
  165: #ifdef windows
  166:    s = strrchr( path, '\\' );		/* find last / */
  167: #else
  168:    s = strrchr( path, '/' );		/* find last / */
  169: #endif
  170:    if ( s == NULL ) {			/* no directory, so use current */
  171: #if	defined(__bsd__)		/* get current working directory */
  172:       extern char	*getwd( );
  173: 
  174:       if ( getwd( dirc ) == NULL ) {
  175: #else
  176:       extern char	*getcwd( );
  177: 
  178:       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
  179: #endif
  180:          return( GLOCK_ERROR_GETCWD );
  181:       }
  182:       strcpy( name, path );		/* we've got it */
  183:    } else {				/* strip direcotry from path */
  184:       s++;				/* after this, the filename */
  185:       l2 = strlen( s );			/* length of filename */
  186:       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
  187:       strcpy( name, s );		/* save file name */
  188:       strncpy( dirc, path, l1 - l2 );	/* now the directory */
  189:       dirc[l1-l2] = 0;			/* add zero */
  190:    }
  191:    l1 = strlen( dirc );			/* length of directory */
  192: #ifdef windows
  193:    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
  194: #else
  195:    if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
  196: #endif
  197:    s = strrchr( name, '.' );		/* find last / */
  198:    s++;
  199:    strcpy(ext,s);			/* save extension */
  200:    l1= strlen( name);
  201:    l2= strlen( s)+1;
  202:    strncpy( finame, name, l1-l2);
  203:    finame[l1-l2]= 0;
  204:    return( 0 );				/* we're done */
  205: }
  206: 
  207: 
  208: /******************************************/
  209: 
  210: void replace(char *s, char*t)
  211: {
  212:   int i;
  213:   int lg=20;
  214:   i=0;
  215:   lg=strlen(t);
  216:   for(i=0; i<= lg; i++) {
  217:     (s[i] = t[i]);
  218:     if (t[i]== '\\') s[i]='/';
  219:   }
  220: }
  221: 
  222: int nbocc(char *s, char occ)
  223: {
  224:   int i,j=0;
  225:   int lg=20;
  226:   i=0;
  227:   lg=strlen(s);
  228:   for(i=0; i<= lg; i++) {
  229:   if  (s[i] == occ ) j++;
  230:   }
  231:   return j;
  232: }
  233: 
  234: void cutv(char *u,char *v, char*t, char occ)
  235: {
  236:   int i,lg,j,p=0;
  237:   i=0;
  238:   for(j=0; j<=strlen(t)-1; j++) {
  239:     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
  240:   }
  241: 
  242:   lg=strlen(t);
  243:   for(j=0; j<p; j++) {
  244:     (u[j] = t[j]);
  245:   }
  246:      u[p]='\0';
  247: 
  248:    for(j=0; j<= lg; j++) {
  249:     if (j>=(p+1))(v[j-p-1] = t[j]);
  250:   }
  251: }
  252: 
  253: /********************** nrerror ********************/
  254: 
  255: void nrerror(char error_text[])
  256: {
  257:   fprintf(stderr,"ERREUR ...\n");
  258:   fprintf(stderr,"%s\n",error_text);
  259:   exit(1);
  260: }
  261: /*********************** vector *******************/
  262: double *vector(int nl, int nh)
  263: {
  264:   double *v;
  265:   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
  266:   if (!v) nrerror("allocation failure in vector");
  267:   return v-nl+NR_END;
  268: }
  269: 
  270: /************************ free vector ******************/
  271: void free_vector(double*v, int nl, int nh)
  272: {
  273:   free((FREE_ARG)(v+nl-NR_END));
  274: }
  275: 
  276: /************************ivector *******************************/
  277: int *ivector(long nl,long nh)
  278: {
  279:   int *v;
  280:   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
  281:   if (!v) nrerror("allocation failure in ivector");
  282:   return v-nl+NR_END;
  283: }
  284: 
  285: /******************free ivector **************************/
  286: void free_ivector(int *v, long nl, long nh)
  287: {
  288:   free((FREE_ARG)(v+nl-NR_END));
  289: }
  290: 
  291: /******************* imatrix *******************************/
  292: int **imatrix(long nrl, long nrh, long ncl, long nch) 
  293:      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
  294: { 
  295:   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
  296:   int **m; 
  297:   
  298:   /* allocate pointers to rows */ 
  299:   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
  300:   if (!m) nrerror("allocation failure 1 in matrix()"); 
  301:   m += NR_END; 
  302:   m -= nrl; 
  303:   
  304:   
  305:   /* allocate rows and set pointers to them */ 
  306:   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
  307:   if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
  308:   m[nrl] += NR_END; 
  309:   m[nrl] -= ncl; 
  310:   
  311:   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
  312:   
  313:   /* return pointer to array of pointers to rows */ 
  314:   return m; 
  315: } 
  316: 
  317: /****************** free_imatrix *************************/
  318: void free_imatrix(m,nrl,nrh,ncl,nch)
  319:       int **m;
  320:       long nch,ncl,nrh,nrl; 
  321:      /* free an int matrix allocated by imatrix() */ 
  322: { 
  323:   free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
  324:   free((FREE_ARG) (m+nrl-NR_END)); 
  325: } 
  326: 
  327: /******************* matrix *******************************/
  328: double **matrix(long nrl, long nrh, long ncl, long nch)
  329: {
  330:   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
  331:   double **m;
  332: 
  333:   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
  334:   if (!m) nrerror("allocation failure 1 in matrix()");
  335:   m += NR_END;
  336:   m -= nrl;
  337: 
  338:   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
  339:   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
  340:   m[nrl] += NR_END;
  341:   m[nrl] -= ncl;
  342: 
  343:   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
  344:   return m;
  345: }
  346: 
  347: /*************************free matrix ************************/
  348: void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
  349: {
  350:   free((FREE_ARG)(m[nrl]+ncl-NR_END));
  351:   free((FREE_ARG)(m+nrl-NR_END));
  352: }
  353: 
  354: /******************* ma3x *******************************/
  355: double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
  356: {
  357:   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
  358:   double ***m;
  359: 
  360:   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
  361:   if (!m) nrerror("allocation failure 1 in matrix()");
  362:   m += NR_END;
  363:   m -= nrl;
  364: 
  365:   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
  366:   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
  367:   m[nrl] += NR_END;
  368:   m[nrl] -= ncl;
  369: 
  370:   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
  371: 
  372:   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
  373:   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
  374:   m[nrl][ncl] += NR_END;
  375:   m[nrl][ncl] -= nll;
  376:   for (j=ncl+1; j<=nch; j++) 
  377:     m[nrl][j]=m[nrl][j-1]+nlay;
  378:   
  379:   for (i=nrl+1; i<=nrh; i++) {
  380:     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
  381:     for (j=ncl+1; j<=nch; j++) 
  382:       m[i][j]=m[i][j-1]+nlay;
  383:   }
  384:   return m;
  385: }
  386: 
  387: /*************************free ma3x ************************/
  388: void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
  389: {
  390:   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
  391:   free((FREE_ARG)(m[nrl]+ncl-NR_END));
  392:   free((FREE_ARG)(m+nrl-NR_END));
  393: }
  394: 
  395: /***************** f1dim *************************/
  396: extern int ncom; 
  397: extern double *pcom,*xicom;
  398: extern double (*nrfunc)(double []); 
  399:  
  400: double f1dim(double x) 
  401: { 
  402:   int j; 
  403:   double f;
  404:   double *xt; 
  405:  
  406:   xt=vector(1,ncom); 
  407:   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
  408:   f=(*nrfunc)(xt); 
  409:   free_vector(xt,1,ncom); 
  410:   return f; 
  411: } 
  412: 
  413: /*****************brent *************************/
  414: double brent(double ax, double bx, double cx, double (*f)(double), double tol, 	double *xmin) 
  415: { 
  416:   int iter; 
  417:   double a,b,d,etemp;
  418:   double fu,fv,fw,fx;
  419:   double ftemp;
  420:   double p,q,r,tol1,tol2,u,v,w,x,xm; 
  421:   double e=0.0; 
  422:  
  423:   a=(ax < cx ? ax : cx); 
  424:   b=(ax > cx ? ax : cx); 
  425:   x=w=v=bx; 
  426:   fw=fv=fx=(*f)(x); 
  427:   for (iter=1;iter<=ITMAX;iter++) { 
  428:     xm=0.5*(a+b); 
  429:     tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
  430:     /*		if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
  431:     printf(".");fflush(stdout);
  432: #ifdef DEBUG
  433:     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);
  434:     /*		if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
  435: #endif
  436:     if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
  437:       *xmin=x; 
  438:       return fx; 
  439:     } 
  440:     ftemp=fu;
  441:     if (fabs(e) > tol1) { 
  442:       r=(x-w)*(fx-fv); 
  443:       q=(x-v)*(fx-fw); 
  444:       p=(x-v)*q-(x-w)*r; 
  445:       q=2.0*(q-r); 
  446:       if (q > 0.0) p = -p; 
  447:       q=fabs(q); 
  448:       etemp=e; 
  449:       e=d; 
  450:       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
  451: 	d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
  452:       else { 
  453: 	d=p/q; 
  454: 	u=x+d; 
  455: 	if (u-a < tol2 || b-u < tol2) 
  456: 	  d=SIGN(tol1,xm-x); 
  457:       } 
  458:     } else { 
  459:       d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
  460:     } 
  461:     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
  462:     fu=(*f)(u); 
  463:     if (fu <= fx) { 
  464:       if (u >= x) a=x; else b=x; 
  465:       SHFT(v,w,x,u) 
  466: 	SHFT(fv,fw,fx,fu) 
  467: 	} else { 
  468: 	  if (u < x) a=u; else b=u; 
  469: 	  if (fu <= fw || w == x) { 
  470: 	    v=w; 
  471: 	    w=u; 
  472: 	    fv=fw; 
  473: 	    fw=fu; 
  474: 	  } else if (fu <= fv || v == x || v == w) { 
  475: 	    v=u; 
  476: 	    fv=fu; 
  477: 	  } 
  478: 	} 
  479:   } 
  480:   nrerror("Too many iterations in brent"); 
  481:   *xmin=x; 
  482:   return fx; 
  483: } 
  484: 
  485: /****************** mnbrak ***********************/
  486: 
  487: void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
  488: 	    double (*func)(double)) 
  489: { 
  490:   double ulim,u,r,q, dum;
  491:   double fu; 
  492:  
  493:   *fa=(*func)(*ax); 
  494:   *fb=(*func)(*bx); 
  495:   if (*fb > *fa) { 
  496:     SHFT(dum,*ax,*bx,dum) 
  497:       SHFT(dum,*fb,*fa,dum) 
  498:       } 
  499:   *cx=(*bx)+GOLD*(*bx-*ax); 
  500:   *fc=(*func)(*cx); 
  501:   while (*fb > *fc) { 
  502:     r=(*bx-*ax)*(*fb-*fc); 
  503:     q=(*bx-*cx)*(*fb-*fa); 
  504:     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
  505:       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
  506:     ulim=(*bx)+GLIMIT*(*cx-*bx); 
  507:     if ((*bx-u)*(u-*cx) > 0.0) { 
  508:       fu=(*func)(u); 
  509:     } else if ((*cx-u)*(u-ulim) > 0.0) { 
  510:       fu=(*func)(u); 
  511:       if (fu < *fc) { 
  512: 	SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
  513: 	  SHFT(*fb,*fc,fu,(*func)(u)) 
  514: 	  } 
  515:     } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
  516:       u=ulim; 
  517:       fu=(*func)(u); 
  518:     } else { 
  519:       u=(*cx)+GOLD*(*cx-*bx); 
  520:       fu=(*func)(u); 
  521:     } 
  522:     SHFT(*ax,*bx,*cx,u) 
  523:       SHFT(*fa,*fb,*fc,fu) 
  524:       } 
  525: } 
  526: 
  527: /*************** linmin ************************/
  528: 
  529: int ncom; 
  530: double *pcom,*xicom;
  531: double (*nrfunc)(double []); 
  532:  
  533: void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
  534: { 
  535:   double brent(double ax, double bx, double cx, 
  536: 	       double (*f)(double), double tol, double *xmin); 
  537:   double f1dim(double x); 
  538:   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
  539: 	      double *fc, double (*func)(double)); 
  540:   int j; 
  541:   double xx,xmin,bx,ax; 
  542:   double fx,fb,fa;
  543:  
  544:   ncom=n; 
  545:   pcom=vector(1,n); 
  546:   xicom=vector(1,n); 
  547:   nrfunc=func; 
  548:   for (j=1;j<=n;j++) { 
  549:     pcom[j]=p[j]; 
  550:     xicom[j]=xi[j]; 
  551:   } 
  552:   ax=0.0; 
  553:   xx=1.0; 
  554:   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
  555:   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
  556: #ifdef DEBUG
  557:   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
  558: #endif
  559:   for (j=1;j<=n;j++) { 
  560:     xi[j] *= xmin; 
  561:     p[j] += xi[j]; 
  562:   } 
  563:   free_vector(xicom,1,n); 
  564:   free_vector(pcom,1,n); 
  565: } 
  566: 
  567: /*************** powell ************************/
  568: void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
  569: 	    double (*func)(double [])) 
  570: { 
  571:   void linmin(double p[], double xi[], int n, double *fret, 
  572: 	      double (*func)(double [])); 
  573:   int i,ibig,j; 
  574:   double del,t,*pt,*ptt,*xit;
  575:   double fp,fptt;
  576:   double *xits;
  577:   pt=vector(1,n); 
  578:   ptt=vector(1,n); 
  579:   xit=vector(1,n); 
  580:   xits=vector(1,n); 
  581:   *fret=(*func)(p); 
  582:   for (j=1;j<=n;j++) pt[j]=p[j]; 
  583:   for (*iter=1;;++(*iter)) { 
  584:     fp=(*fret); 
  585:     ibig=0; 
  586:     del=0.0; 
  587:     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
  588:     for (i=1;i<=n;i++) 
  589:       printf(" %d %.12f",i, p[i]);
  590:     printf("\n");
  591:     for (i=1;i<=n;i++) { 
  592:       for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
  593:       fptt=(*fret); 
  594: #ifdef DEBUG
  595:       printf("fret=%lf \n",*fret);
  596: #endif
  597:       printf("%d",i);fflush(stdout);
  598:       linmin(p,xit,n,fret,func); 
  599:       if (fabs(fptt-(*fret)) > del) { 
  600: 	del=fabs(fptt-(*fret)); 
  601: 	ibig=i; 
  602:       } 
  603: #ifdef DEBUG
  604:       printf("%d %.12e",i,(*fret));
  605:       for (j=1;j<=n;j++) {
  606: 	xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
  607: 	printf(" x(%d)=%.12e",j,xit[j]);
  608:       }
  609:       for(j=1;j<=n;j++) 
  610: 	printf(" p=%.12e",p[j]);
  611:       printf("\n");
  612: #endif
  613:     } 
  614:     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
  615: #ifdef DEBUG
  616:       int k[2],l;
  617:       k[0]=1;
  618:       k[1]=-1;
  619:       printf("Max: %.12e",(*func)(p));
  620:       for (j=1;j<=n;j++) 
  621: 	printf(" %.12e",p[j]);
  622:       printf("\n");
  623:       for(l=0;l<=1;l++) {
  624: 	for (j=1;j<=n;j++) {
  625: 	  ptt[j]=p[j]+(p[j]-pt[j])*k[l];
  626: 	  printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
  627: 	}
  628: 	printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
  629:       }
  630: #endif
  631: 
  632: 
  633:       free_vector(xit,1,n); 
  634:       free_vector(xits,1,n); 
  635:       free_vector(ptt,1,n); 
  636:       free_vector(pt,1,n); 
  637:       return; 
  638:     } 
  639:     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
  640:     for (j=1;j<=n;j++) { 
  641:       ptt[j]=2.0*p[j]-pt[j]; 
  642:       xit[j]=p[j]-pt[j]; 
  643:       pt[j]=p[j]; 
  644:     } 
  645:     fptt=(*func)(ptt); 
  646:     if (fptt < fp) { 
  647:       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
  648:       if (t < 0.0) { 
  649: 	linmin(p,xit,n,fret,func); 
  650: 	for (j=1;j<=n;j++) { 
  651: 	  xi[j][ibig]=xi[j][n]; 
  652: 	  xi[j][n]=xit[j]; 
  653: 	}
  654: #ifdef DEBUG
  655: 	printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
  656: 	for(j=1;j<=n;j++)
  657: 	  printf(" %.12e",xit[j]);
  658: 	printf("\n");
  659: #endif
  660:       } 
  661:     } 
  662:   } 
  663: } 
  664: 
  665: /**** Prevalence limit ****************/
  666: 
  667: double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
  668: {
  669:   /* Computes the prevalence limit in each live state at age x by left multiplying the unit
  670:      matrix by transitions matrix until convergence is reached */
  671: 
  672:   int i, ii,j,k;
  673:   double min, max, maxmin, maxmax,sumnew=0.;
  674:   double **matprod2();
  675:   double **out, cov[NCOVMAX], **pmij();
  676:   double **newm;
  677:   double agefin, delaymax=50 ; /* Max number of years to converge */
  678: 
  679:   for (ii=1;ii<=nlstate+ndeath;ii++)
  680:     for (j=1;j<=nlstate+ndeath;j++){
  681:       oldm[ii][j]=(ii==j ? 1.0 : 0.0);
  682:     }
  683: 
  684:    cov[1]=1.;
  685:  
  686:  /* Even if hstepm = 1, at least one multiplication by the unit matrix */
  687:   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
  688:     newm=savm;
  689:     /* Covariates have to be included here again */
  690:      cov[2]=agefin;
  691:   
  692:       for (k=1; k<=cptcovn;k++) {
  693: 	cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
  694: 	/*	printf("ij=%d k=%d Tvar[k]=%d nbcode=%d cov=%lf codtab[ij][Tvar[k]]=%d \n",ij,k, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k], codtab[ij][Tvar[k]]);*/
  695:       }
  696:       for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
  697:       for (k=1; k<=cptcovprod;k++)
  698: 	cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
  699: 
  700:       /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
  701:       /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
  702:       /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
  703:     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
  704: 
  705:     savm=oldm;
  706:     oldm=newm;
  707:     maxmax=0.;
  708:     for(j=1;j<=nlstate;j++){
  709:       min=1.;
  710:       max=0.;
  711:       for(i=1; i<=nlstate; i++) {
  712: 	sumnew=0;
  713: 	for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
  714: 	prlim[i][j]= newm[i][j]/(1-sumnew);
  715: 	max=FMAX(max,prlim[i][j]);
  716: 	min=FMIN(min,prlim[i][j]);
  717:       }
  718:       maxmin=max-min;
  719:       maxmax=FMAX(maxmax,maxmin);
  720:     }
  721:     if(maxmax < ftolpl){
  722:       return prlim;
  723:     }
  724:   }
  725: }
  726: 
  727: /*************** transition probabilities ***************/ 
  728: 
  729: double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
  730: {
  731:   double s1, s2;
  732:   /*double t34;*/
  733:   int i,j,j1, nc, ii, jj;
  734: 
  735:     for(i=1; i<= nlstate; i++){
  736:     for(j=1; j<i;j++){
  737:       for (nc=1, s2=0.;nc <=ncovmodel; nc++){
  738: 	/*s2 += param[i][j][nc]*cov[nc];*/
  739: 	s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
  740: 	/*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/
  741:       }
  742:       ps[i][j]=s2;
  743:       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
  744:     }
  745:     for(j=i+1; j<=nlstate+ndeath;j++){
  746:       for (nc=1, s2=0.;nc <=ncovmodel; nc++){
  747: 	s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
  748: 	/*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
  749:       }
  750:       ps[i][j]=s2;
  751:     }
  752:   }
  753:     /*ps[3][2]=1;*/
  754: 
  755:   for(i=1; i<= nlstate; i++){
  756:      s1=0;
  757:     for(j=1; j<i; j++)
  758:       s1+=exp(ps[i][j]);
  759:     for(j=i+1; j<=nlstate+ndeath; j++)
  760:       s1+=exp(ps[i][j]);
  761:     ps[i][i]=1./(s1+1.);
  762:     for(j=1; j<i; j++)
  763:       ps[i][j]= exp(ps[i][j])*ps[i][i];
  764:     for(j=i+1; j<=nlstate+ndeath; j++)
  765:       ps[i][j]= exp(ps[i][j])*ps[i][i];
  766:     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
  767:   } /* end i */
  768: 
  769:   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
  770:     for(jj=1; jj<= nlstate+ndeath; jj++){
  771:       ps[ii][jj]=0;
  772:       ps[ii][ii]=1;
  773:     }
  774:   }
  775: 
  776: 
  777:   /*   for(ii=1; ii<= nlstate+ndeath; ii++){
  778:     for(jj=1; jj<= nlstate+ndeath; jj++){
  779:      printf("%lf ",ps[ii][jj]);
  780:    }
  781:     printf("\n ");
  782:     }
  783:     printf("\n ");printf("%lf ",cov[2]);*/
  784: /*
  785:   for(i=1; i<= npar; i++) printf("%f ",x[i]);
  786:   goto end;*/
  787:     return ps;
  788: }
  789: 
  790: /**************** Product of 2 matrices ******************/
  791: 
  792: double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
  793: {
  794:   /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
  795:      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
  796:   /* in, b, out are matrice of pointers which should have been initialized 
  797:      before: only the contents of out is modified. The function returns
  798:      a pointer to pointers identical to out */
  799:   long i, j, k;
  800:   for(i=nrl; i<= nrh; i++)
  801:     for(k=ncolol; k<=ncoloh; k++)
  802:       for(j=ncl,out[i][k]=0.; j<=nch; j++)
  803: 	out[i][k] +=in[i][j]*b[j][k];
  804: 
  805:   return out;
  806: }
  807: 
  808: 
  809: /************* Higher Matrix Product ***************/
  810: 
  811: double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
  812: {
  813:   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month 
  814:      duration (i.e. until
  815:      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices. 
  816:      Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
  817:      (typically every 2 years instead of every month which is too big).
  818:      Model is determined by parameters x and covariates have to be 
  819:      included manually here. 
  820: 
  821:      */
  822: 
  823:   int i, j, d, h, k;
  824:   double **out, cov[NCOVMAX];
  825:   double **newm;
  826: 
  827:   /* Hstepm could be zero and should return the unit matrix */
  828:   for (i=1;i<=nlstate+ndeath;i++)
  829:     for (j=1;j<=nlstate+ndeath;j++){
  830:       oldm[i][j]=(i==j ? 1.0 : 0.0);
  831:       po[i][j][0]=(i==j ? 1.0 : 0.0);
  832:     }
  833:   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
  834:   for(h=1; h <=nhstepm; h++){
  835:     for(d=1; d <=hstepm; d++){
  836:       newm=savm;
  837:       /* Covariates have to be included here again */
  838:       cov[1]=1.;
  839:       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
  840:       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
  841:       for (k=1; k<=cptcovage;k++)
  842: 	cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
  843:       for (k=1; k<=cptcovprod;k++)
  844: 	cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
  845: 
  846: 
  847:       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
  848:       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
  849:       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
  850: 		   pmij(pmmij,cov,ncovmodel,x,nlstate));
  851:       savm=oldm;
  852:       oldm=newm;
  853:     }
  854:     for(i=1; i<=nlstate+ndeath; i++)
  855:       for(j=1;j<=nlstate+ndeath;j++) {
  856: 	po[i][j][h]=newm[i][j];
  857: 	/*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
  858: 	 */
  859:       }
  860:   } /* end h */
  861:   return po;
  862: }
  863: 
  864: 
  865: /*************** log-likelihood *************/
  866: double func( double *x)
  867: {
  868:   int i, ii, j, k, mi, d, kk;
  869:   double l, ll[NLSTATEMAX], cov[NCOVMAX];
  870:   double **out;
  871:   double sw; /* Sum of weights */
  872:   double lli; /* Individual log likelihood */
  873:   long ipmx;
  874:   /*extern weight */
  875:   /* We are differentiating ll according to initial status */
  876:   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
  877:   /*for(i=1;i<imx;i++) 
  878:     printf(" %d\n",s[4][i]);
  879:   */
  880:   cov[1]=1.;
  881: 
  882:   for(k=1; k<=nlstate; k++) ll[k]=0.;
  883:   for (i=1,ipmx=0, sw=0.; i<=imx; i++){
  884:     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
  885:     for(mi=1; mi<= wav[i]-1; mi++){
  886:       for (ii=1;ii<=nlstate+ndeath;ii++)
  887: 	for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);
  888:       for(d=0; d<dh[mi][i]; d++){
  889: 	newm=savm;
  890: 	cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
  891: 	for (kk=1; kk<=cptcovage;kk++) {
  892: 	  cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
  893: 	}
  894: 	
  895: 	out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
  896: 		     1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
  897: 	savm=oldm;
  898: 	oldm=newm;
  899: 	
  900: 	
  901:       } /* end mult */
  902:       
  903:       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);
  904:       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/
  905:       ipmx +=1;
  906:       sw += weight[i];
  907:       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
  908:     } /* end of wave */
  909:   } /* end of individual */
  910: 
  911:   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
  912:   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
  913:   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
  914:   return -l;
  915: }
  916: 
  917: 
  918: /*********** Maximum Likelihood Estimation ***************/
  919: 
  920: void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
  921: {
  922:   int i,j, iter;
  923:   double **xi,*delti;
  924:   double fret;
  925:   xi=matrix(1,npar,1,npar);
  926:   for (i=1;i<=npar;i++)
  927:     for (j=1;j<=npar;j++)
  928:       xi[i][j]=(i==j ? 1.0 : 0.0);
  929:   printf("Powell\n");
  930:   powell(p,xi,npar,ftol,&iter,&fret,func);
  931: 
  932:    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
  933:   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
  934: 
  935: }
  936: 
  937: /**** Computes Hessian and covariance matrix ***/
  938: void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
  939: {
  940:   double  **a,**y,*x,pd;
  941:   double **hess;
  942:   int i, j,jk;
  943:   int *indx;
  944: 
  945:   double hessii(double p[], double delta, int theta, double delti[]);
  946:   double hessij(double p[], double delti[], int i, int j);
  947:   void lubksb(double **a, int npar, int *indx, double b[]) ;
  948:   void ludcmp(double **a, int npar, int *indx, double *d) ;
  949: 
  950:   hess=matrix(1,npar,1,npar);
  951: 
  952:   printf("\nCalculation of the hessian matrix. Wait...\n");
  953:   for (i=1;i<=npar;i++){
  954:     printf("%d",i);fflush(stdout);
  955:     hess[i][i]=hessii(p,ftolhess,i,delti);
  956:     /*printf(" %f ",p[i]);*/
  957:     /*printf(" %lf ",hess[i][i]);*/
  958:   }
  959:   
  960:   for (i=1;i<=npar;i++) {
  961:     for (j=1;j<=npar;j++)  {
  962:       if (j>i) { 
  963: 	printf(".%d%d",i,j);fflush(stdout);
  964: 	hess[i][j]=hessij(p,delti,i,j);
  965: 	hess[j][i]=hess[i][j];    
  966: 	/*printf(" %lf ",hess[i][j]);*/
  967:       }
  968:     }
  969:   }
  970:   printf("\n");
  971: 
  972:   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
  973:   
  974:   a=matrix(1,npar,1,npar);
  975:   y=matrix(1,npar,1,npar);
  976:   x=vector(1,npar);
  977:   indx=ivector(1,npar);
  978:   for (i=1;i<=npar;i++)
  979:     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
  980:   ludcmp(a,npar,indx,&pd);
  981: 
  982:   for (j=1;j<=npar;j++) {
  983:     for (i=1;i<=npar;i++) x[i]=0;
  984:     x[j]=1;
  985:     lubksb(a,npar,indx,x);
  986:     for (i=1;i<=npar;i++){ 
  987:       matcov[i][j]=x[i];
  988:     }
  989:   }
  990: 
  991:   printf("\n#Hessian matrix#\n");
  992:   for (i=1;i<=npar;i++) { 
  993:     for (j=1;j<=npar;j++) { 
  994:       printf("%.3e ",hess[i][j]);
  995:     }
  996:     printf("\n");
  997:   }
  998: 
  999:   /* Recompute Inverse */
 1000:   for (i=1;i<=npar;i++)
 1001:     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
 1002:   ludcmp(a,npar,indx,&pd);
 1003: 
 1004:   /*  printf("\n#Hessian matrix recomputed#\n");
 1005: 
 1006:   for (j=1;j<=npar;j++) {
 1007:     for (i=1;i<=npar;i++) x[i]=0;
 1008:     x[j]=1;
 1009:     lubksb(a,npar,indx,x);
 1010:     for (i=1;i<=npar;i++){ 
 1011:       y[i][j]=x[i];
 1012:       printf("%.3e ",y[i][j]);
 1013:     }
 1014:     printf("\n");
 1015:   }
 1016:   */
 1017: 
 1018:   free_matrix(a,1,npar,1,npar);
 1019:   free_matrix(y,1,npar,1,npar);
 1020:   free_vector(x,1,npar);
 1021:   free_ivector(indx,1,npar);
 1022:   free_matrix(hess,1,npar,1,npar);
 1023: 
 1024: 
 1025: }
 1026: 
 1027: /*************** hessian matrix ****************/
 1028: double hessii( double x[], double delta, int theta, double delti[])
 1029: {
 1030:   int i;
 1031:   int l=1, lmax=20;
 1032:   double k1,k2;
 1033:   double p2[NPARMAX+1];
 1034:   double res;
 1035:   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
 1036:   double fx;
 1037:   int k=0,kmax=10;
 1038:   double l1;
 1039: 
 1040:   fx=func(x);
 1041:   for (i=1;i<=npar;i++) p2[i]=x[i];
 1042:   for(l=0 ; l <=lmax; l++){
 1043:     l1=pow(10,l);
 1044:     delts=delt;
 1045:     for(k=1 ; k <kmax; k=k+1){
 1046:       delt = delta*(l1*k);
 1047:       p2[theta]=x[theta] +delt;
 1048:       k1=func(p2)-fx;
 1049:       p2[theta]=x[theta]-delt;
 1050:       k2=func(p2)-fx;
 1051:       /*res= (k1-2.0*fx+k2)/delt/delt; */
 1052:       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
 1053:       
 1054: #ifdef DEBUG
 1055:       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);
 1056: #endif
 1057:       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
 1058:       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
 1059: 	k=kmax;
 1060:       }
 1061:       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
 1062: 	k=kmax; l=lmax*10.;
 1063:       }
 1064:       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
 1065: 	delts=delt;
 1066:       }
 1067:     }
 1068:   }
 1069:   delti[theta]=delts;
 1070:   return res; 
 1071:   
 1072: }
 1073: 
 1074: double hessij( double x[], double delti[], int thetai,int thetaj)
 1075: {
 1076:   int i;
 1077:   int l=1, l1, lmax=20;
 1078:   double k1,k2,k3,k4,res,fx;
 1079:   double p2[NPARMAX+1];
 1080:   int k;
 1081: 
 1082:   fx=func(x);
 1083:   for (k=1; k<=2; k++) {
 1084:     for (i=1;i<=npar;i++) p2[i]=x[i];
 1085:     p2[thetai]=x[thetai]+delti[thetai]/k;
 1086:     p2[thetaj]=x[thetaj]+delti[thetaj]/k;
 1087:     k1=func(p2)-fx;
 1088:   
 1089:     p2[thetai]=x[thetai]+delti[thetai]/k;
 1090:     p2[thetaj]=x[thetaj]-delti[thetaj]/k;
 1091:     k2=func(p2)-fx;
 1092:   
 1093:     p2[thetai]=x[thetai]-delti[thetai]/k;
 1094:     p2[thetaj]=x[thetaj]+delti[thetaj]/k;
 1095:     k3=func(p2)-fx;
 1096:   
 1097:     p2[thetai]=x[thetai]-delti[thetai]/k;
 1098:     p2[thetaj]=x[thetaj]-delti[thetaj]/k;
 1099:     k4=func(p2)-fx;
 1100:     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
 1101: #ifdef DEBUG
 1102:     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);
 1103: #endif
 1104:   }
 1105:   return res;
 1106: }
 1107: 
 1108: /************** Inverse of matrix **************/
 1109: void ludcmp(double **a, int n, int *indx, double *d) 
 1110: { 
 1111:   int i,imax,j,k; 
 1112:   double big,dum,sum,temp; 
 1113:   double *vv; 
 1114:  
 1115:   vv=vector(1,n); 
 1116:   *d=1.0; 
 1117:   for (i=1;i<=n;i++) { 
 1118:     big=0.0; 
 1119:     for (j=1;j<=n;j++) 
 1120:       if ((temp=fabs(a[i][j])) > big) big=temp; 
 1121:     if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
 1122:     vv[i]=1.0/big; 
 1123:   } 
 1124:   for (j=1;j<=n;j++) { 
 1125:     for (i=1;i<j;i++) { 
 1126:       sum=a[i][j]; 
 1127:       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
 1128:       a[i][j]=sum; 
 1129:     } 
 1130:     big=0.0; 
 1131:     for (i=j;i<=n;i++) { 
 1132:       sum=a[i][j]; 
 1133:       for (k=1;k<j;k++) 
 1134: 	sum -= a[i][k]*a[k][j]; 
 1135:       a[i][j]=sum; 
 1136:       if ( (dum=vv[i]*fabs(sum)) >= big) { 
 1137: 	big=dum; 
 1138: 	imax=i; 
 1139:       } 
 1140:     } 
 1141:     if (j != imax) { 
 1142:       for (k=1;k<=n;k++) { 
 1143: 	dum=a[imax][k]; 
 1144: 	a[imax][k]=a[j][k]; 
 1145: 	a[j][k]=dum; 
 1146:       } 
 1147:       *d = -(*d); 
 1148:       vv[imax]=vv[j]; 
 1149:     } 
 1150:     indx[j]=imax; 
 1151:     if (a[j][j] == 0.0) a[j][j]=TINY; 
 1152:     if (j != n) { 
 1153:       dum=1.0/(a[j][j]); 
 1154:       for (i=j+1;i<=n;i++) a[i][j] *= dum; 
 1155:     } 
 1156:   } 
 1157:   free_vector(vv,1,n);  /* Doesn't work */
 1158: ;
 1159: } 
 1160: 
 1161: void lubksb(double **a, int n, int *indx, double b[]) 
 1162: { 
 1163:   int i,ii=0,ip,j; 
 1164:   double sum; 
 1165:  
 1166:   for (i=1;i<=n;i++) { 
 1167:     ip=indx[i]; 
 1168:     sum=b[ip]; 
 1169:     b[ip]=b[i]; 
 1170:     if (ii) 
 1171:       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
 1172:     else if (sum) ii=i; 
 1173:     b[i]=sum; 
 1174:   } 
 1175:   for (i=n;i>=1;i--) { 
 1176:     sum=b[i]; 
 1177:     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
 1178:     b[i]=sum/a[i][i]; 
 1179:   } 
 1180: } 
 1181: 
 1182: /************ Frequencies ********************/
 1183: void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2,double jprev1, double mprev1,double anprev1,double jprev2, double mprev2,double anprev2)
 1184: {  /* Some frequencies */
 1185:   
 1186:   int i, m, jk, k1,i1, j1, bool, z1,z2,j;
 1187:   double ***freq; /* Frequencies */
 1188:   double *pp;
 1189:   double pos, k2, dateintsum=0,k2cpt=0;
 1190:   FILE *ficresp;
 1191:   char fileresp[FILENAMELENGTH];
 1192:   
 1193:   pp=vector(1,nlstate);
 1194:   probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
 1195:   strcpy(fileresp,"p");
 1196:   strcat(fileresp,fileres);
 1197:   if((ficresp=fopen(fileresp,"w"))==NULL) {
 1198:     printf("Problem with prevalence resultfile: %s\n", fileresp);
 1199:     exit(0);
 1200:   }
 1201:   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);
 1202:   j1=0;
 1203:   
 1204:   j=cptcoveff;
 1205:   if (cptcovn<1) {j=1;ncodemax[1]=1;}
 1206:   
 1207:   for(k1=1; k1<=j;k1++){
 1208:     for(i1=1; i1<=ncodemax[k1];i1++){
 1209:       j1++;
 1210:       /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
 1211: 	scanf("%d", i);*/
 1212:       for (i=-1; i<=nlstate+ndeath; i++)  
 1213: 	for (jk=-1; jk<=nlstate+ndeath; jk++)  
 1214: 	  for(m=agemin; m <= agemax+3; m++)
 1215: 	    freq[i][jk][m]=0;
 1216:       
 1217:       dateintsum=0;
 1218:       k2cpt=0;
 1219:       for (i=1; i<=imx; i++) {
 1220: 	bool=1;
 1221: 	if  (cptcovn>0) {
 1222: 	  for (z1=1; z1<=cptcoveff; z1++) 
 1223: 	    if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
 1224: 	      bool=0;
 1225: 	}
 1226: 	if (bool==1) {
 1227: 	  for(m=firstpass; m<=lastpass; m++){
 1228: 	    k2=anint[m][i]+(mint[m][i]/12.);
 1229: 	    if ((k2>=dateprev1) && (k2<=dateprev2)) {
 1230: 	      if(agev[m][i]==0) agev[m][i]=agemax+1;
 1231: 	      if(agev[m][i]==1) agev[m][i]=agemax+2;
 1232: 	      if (m<lastpass) {
 1233: 		freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
 1234: 		freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];
 1235: 	      }
 1236: 	      
 1237: 	      if ((agev[m][i]>1) && (agev[m][i]< (agemax+3))) {
 1238: 		dateintsum=dateintsum+k2;
 1239: 		k2cpt++;
 1240: 	      }
 1241: 	    }
 1242: 	  }
 1243: 	}
 1244:       }
 1245:        
 1246:       fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);
 1247: 
 1248:       if  (cptcovn>0) {
 1249: 	fprintf(ficresp, "\n#********** Variable "); 
 1250: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 1251: 	fprintf(ficresp, "**********\n#");
 1252:       }
 1253:       for(i=1; i<=nlstate;i++) 
 1254: 	fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
 1255:       fprintf(ficresp, "\n");
 1256:       
 1257:       for(i=(int)agemin; i <= (int)agemax+3; i++){
 1258: 	if(i==(int)agemax+3)
 1259: 	  printf("Total");
 1260: 	else
 1261: 	  printf("Age %d", i);
 1262: 	for(jk=1; jk <=nlstate ; jk++){
 1263: 	  for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
 1264: 	    pp[jk] += freq[jk][m][i]; 
 1265: 	}
 1266: 	for(jk=1; jk <=nlstate ; jk++){
 1267: 	  for(m=-1, pos=0; m <=0 ; m++)
 1268: 	    pos += freq[jk][m][i];
 1269: 	  if(pp[jk]>=1.e-10)
 1270: 	    printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
 1271: 	  else
 1272: 	    printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
 1273: 	}
 1274: 
 1275: 	for(jk=1; jk <=nlstate ; jk++){
 1276: 	  for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
 1277: 	    pp[jk] += freq[jk][m][i];
 1278: 	}
 1279: 
 1280: 	for(jk=1,pos=0; jk <=nlstate ; jk++)
 1281: 	  pos += pp[jk];
 1282: 	for(jk=1; jk <=nlstate ; jk++){
 1283: 	  if(pos>=1.e-5)
 1284: 	    printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
 1285: 	  else
 1286: 	    printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
 1287: 	  if( i <= (int) agemax){
 1288: 	    if(pos>=1.e-5){
 1289: 	      fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);
 1290: 	      probs[i][jk][j1]= pp[jk]/pos;
 1291: 	      /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
 1292: 	    }
 1293: 	    else
 1294: 	      fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);
 1295: 	  }
 1296: 	}
 1297: 	
 1298: 	for(jk=-1; jk <=nlstate+ndeath; jk++)
 1299: 	  for(m=-1; m <=nlstate+ndeath; m++)
 1300: 	    if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
 1301: 	if(i <= (int) agemax)
 1302: 	  fprintf(ficresp,"\n");
 1303: 	printf("\n");
 1304:       }
 1305:     }
 1306:   }
 1307:   dateintmean=dateintsum/k2cpt; 
 1308:  
 1309:   fclose(ficresp);
 1310:   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);
 1311:   free_vector(pp,1,nlstate);
 1312:   
 1313:   /* End of Freq */
 1314: }
 1315: 
 1316: /************ Prevalence ********************/
 1317: void prevalence(int agemin, float agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2, double calagedate)
 1318: {  /* Some frequencies */
 1319:  
 1320:   int i, m, jk, k1, i1, j1, bool, z1,z2,j;
 1321:   double ***freq; /* Frequencies */
 1322:   double *pp;
 1323:   double pos, k2;
 1324: 
 1325:   pp=vector(1,nlstate);
 1326:   probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
 1327:   
 1328:   freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);
 1329:   j1=0;
 1330:   
 1331:   j=cptcoveff;
 1332:   if (cptcovn<1) {j=1;ncodemax[1]=1;}
 1333:   
 1334:  for(k1=1; k1<=j;k1++){
 1335:     for(i1=1; i1<=ncodemax[k1];i1++){
 1336:       j1++;
 1337:  
 1338:       for (i=-1; i<=nlstate+ndeath; i++)  
 1339: 	for (jk=-1; jk<=nlstate+ndeath; jk++)  
 1340: 	  for(m=agemin; m <= agemax+3; m++)
 1341: 	    freq[i][jk][m]=0;
 1342:      
 1343:       for (i=1; i<=imx; i++) {
 1344: 	bool=1;
 1345: 	if  (cptcovn>0) {
 1346: 	  for (z1=1; z1<=cptcoveff; z1++) 
 1347: 	    if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
 1348: 	      bool=0;
 1349: 	} 
 1350: 	if (bool==1) { 
 1351: 	  for(m=firstpass; m<=lastpass; m++){
 1352: 	    k2=anint[m][i]+(mint[m][i]/12.);
 1353: 	    if ((k2>=dateprev1) && (k2<=dateprev2)) {
 1354: 	      if(agev[m][i]==0) agev[m][i]=agemax+1;
 1355: 	      if(agev[m][i]==1) agev[m][i]=agemax+2;
 1356: 	      if (m<lastpass) 
 1357: 	      	if (calagedate>0) freq[s[m][i]][s[m+1][i]][(int)(agev[m][i]+1-((int)calagedate %12)/12.)] += weight[i];
 1358: 	      else
 1359: 	       freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
 1360: 	       freq[s[m][i]][s[m+1][i]][(int)(agemax+3)] += weight[i]; 
 1361: 	    }
 1362: 	  }
 1363: 	}
 1364:       }
 1365: 	for(i=(int)agemin; i <= (int)agemax+3; i++){ 
 1366: 	  for(jk=1; jk <=nlstate ; jk++){
 1367: 	    for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
 1368: 	      pp[jk] += freq[jk][m][i]; 
 1369: 	  }
 1370: 	  for(jk=1; jk <=nlstate ; jk++){
 1371: 	    for(m=-1, pos=0; m <=0 ; m++)
 1372: 	    pos += freq[jk][m][i];
 1373: 	}
 1374: 	
 1375: 	 for(jk=1; jk <=nlstate ; jk++){
 1376: 	   for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
 1377: 	     pp[jk] += freq[jk][m][i];
 1378: 	 }
 1379: 	 
 1380: 	 for(jk=1,pos=0; jk <=nlstate ; jk++) pos += pp[jk];
 1381: 
 1382: 	 for(jk=1; jk <=nlstate ; jk++){	   
 1383: 	   if( i <= (int) agemax){
 1384: 	     if(pos>=1.e-5){
 1385: 	       probs[i][jk][j1]= pp[jk]/pos;
 1386: 	     }
 1387: 	   }
 1388: 	 }
 1389: 	 
 1390: 	}
 1391:     }
 1392:   }
 1393: 
 1394:   
 1395:   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);
 1396:   free_vector(pp,1,nlstate);
 1397:   
 1398: }  /* End of Freq */
 1399: 
 1400: /************* Waves Concatenation ***************/
 1401: 
 1402: void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)
 1403: {
 1404:   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
 1405:      Death is a valid wave (if date is known).
 1406:      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
 1407:      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]
 1408:      and mw[mi+1][i]. dh depends on stepm.
 1409:      */
 1410: 
 1411:   int i, mi, m;
 1412:   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
 1413:      double sum=0., jmean=0.;*/
 1414: 
 1415:   int j, k=0,jk, ju, jl;
 1416:   double sum=0.;
 1417:   jmin=1e+5;
 1418:   jmax=-1;
 1419:   jmean=0.;
 1420:   for(i=1; i<=imx; i++){
 1421:     mi=0;
 1422:     m=firstpass;
 1423:     while(s[m][i] <= nlstate){
 1424:       if(s[m][i]>=1)
 1425: 	mw[++mi][i]=m;
 1426:       if(m >=lastpass)
 1427: 	break;
 1428:       else
 1429: 	m++;
 1430:     }/* end while */
 1431:     if (s[m][i] > nlstate){
 1432:       mi++;	/* Death is another wave */
 1433:       /* if(mi==0)  never been interviewed correctly before death */
 1434: 	 /* Only death is a correct wave */
 1435:       mw[mi][i]=m;
 1436:     }
 1437: 
 1438:     wav[i]=mi;
 1439:     if(mi==0)
 1440:       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);
 1441:   }
 1442: 
 1443:   for(i=1; i<=imx; i++){
 1444:     for(mi=1; mi<wav[i];mi++){
 1445:       if (stepm <=0)
 1446: 	dh[mi][i]=1;
 1447:       else{
 1448: 	if (s[mw[mi+1][i]][i] > nlstate) {
 1449: 	  if (agedc[i] < 2*AGESUP) {
 1450: 	  j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
 1451: 	  if(j==0) j=1;  /* Survives at least one month after exam */
 1452: 	  k=k+1;
 1453: 	  if (j >= jmax) jmax=j;
 1454: 	  if (j <= jmin) jmin=j;
 1455: 	  sum=sum+j;
 1456: 	  /*if (j<0) printf("j=%d num=%d \n",j,i); */
 1457: 	  }
 1458: 	}
 1459: 	else{
 1460: 	  j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
 1461: 	  k=k+1;
 1462: 	  if (j >= jmax) jmax=j;
 1463: 	  else if (j <= jmin)jmin=j;
 1464: 	  /*	    if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
 1465: 	  sum=sum+j;
 1466: 	}
 1467: 	jk= j/stepm;
 1468: 	jl= j -jk*stepm;
 1469: 	ju= j -(jk+1)*stepm;
 1470: 	if(jl <= -ju)
 1471: 	  dh[mi][i]=jk;
 1472: 	else
 1473: 	  dh[mi][i]=jk+1;
 1474: 	if(dh[mi][i]==0)
 1475: 	  dh[mi][i]=1; /* At least one step */
 1476:       }
 1477:     }
 1478:   }
 1479:   jmean=sum/k;
 1480:   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
 1481:  }
 1482: /*********** Tricode ****************************/
 1483: void tricode(int *Tvar, int **nbcode, int imx)
 1484: {
 1485:   int Ndum[20],ij=1, k, j, i;
 1486:   int cptcode=0;
 1487:   cptcoveff=0; 
 1488:  
 1489:   for (k=0; k<19; k++) Ndum[k]=0;
 1490:   for (k=1; k<=7; k++) ncodemax[k]=0;
 1491: 
 1492:   for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
 1493:     for (i=1; i<=imx; i++) {
 1494:       ij=(int)(covar[Tvar[j]][i]);
 1495:       Ndum[ij]++; 
 1496:       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
 1497:       if (ij > cptcode) cptcode=ij; 
 1498:     }
 1499: 
 1500:     for (i=0; i<=cptcode; i++) {
 1501:       if(Ndum[i]!=0) ncodemax[j]++;
 1502:     }
 1503:     ij=1; 
 1504: 
 1505: 
 1506:     for (i=1; i<=ncodemax[j]; i++) {
 1507:       for (k=0; k<=19; k++) {
 1508: 	if (Ndum[k] != 0) {
 1509: 	  nbcode[Tvar[j]][ij]=k; 
 1510: 	  
 1511: 	  ij++;
 1512: 	}
 1513: 	if (ij > ncodemax[j]) break; 
 1514:       }  
 1515:     } 
 1516:   }  
 1517: 
 1518:  for (k=0; k<19; k++) Ndum[k]=0;
 1519: 
 1520:  for (i=1; i<=ncovmodel-2; i++) {
 1521:       ij=Tvar[i];
 1522:       Ndum[ij]++; 
 1523:     }
 1524: 
 1525:  ij=1;
 1526:  for (i=1; i<=10; i++) {
 1527:    if((Ndum[i]!=0) && (i<=ncovcol)){
 1528:      Tvaraff[ij]=i; 
 1529:      ij++;
 1530:    }
 1531:  }
 1532:  
 1533:     cptcoveff=ij-1;
 1534: }
 1535: 
 1536: /*********** Health Expectancies ****************/
 1537: 
 1538: void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij, int estepm,double delti[],double **matcov )
 1539: 
 1540: {
 1541:   /* Health expectancies */
 1542:   int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
 1543:   double age, agelim, hf;
 1544:   double ***p3mat,***varhe;
 1545:   double **dnewm,**doldm;
 1546:   double *xp;
 1547:   double **gp, **gm;
 1548:   double ***gradg, ***trgradg;
 1549:   int theta;
 1550: 
 1551:   varhe=ma3x(1,nlstate*2,1,nlstate*2,(int) bage, (int) fage);
 1552:   xp=vector(1,npar);
 1553:   dnewm=matrix(1,nlstate*2,1,npar);
 1554:   doldm=matrix(1,nlstate*2,1,nlstate*2);
 1555:   
 1556:   fprintf(ficreseij,"# Health expectancies\n");
 1557:   fprintf(ficreseij,"# Age");
 1558:   for(i=1; i<=nlstate;i++)
 1559:     for(j=1; j<=nlstate;j++)
 1560:       fprintf(ficreseij," %1d-%1d (SE)",i,j);
 1561:   fprintf(ficreseij,"\n");
 1562: 
 1563:   if(estepm < stepm){
 1564:     printf ("Problem %d lower than %d\n",estepm, stepm);
 1565:   }
 1566:   else  hstepm=estepm;   
 1567:   /* We compute the life expectancy from trapezoids spaced every estepm months
 1568:    * This is mainly to measure the difference between two models: for example
 1569:    * if stepm=24 months pijx are given only every 2 years and by summing them
 1570:    * we are calculating an estimate of the Life Expectancy assuming a linear 
 1571:    * progression inbetween and thus overestimating or underestimating according
 1572:    * to the curvature of the survival function. If, for the same date, we 
 1573:    * estimate the model with stepm=1 month, we can keep estepm to 24 months
 1574:    * to compare the new estimate of Life expectancy with the same linear 
 1575:    * hypothesis. A more precise result, taking into account a more precise
 1576:    * curvature will be obtained if estepm is as small as stepm. */
 1577: 
 1578:   /* For example we decided to compute the life expectancy with the smallest unit */
 1579:   /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
 1580:      nhstepm is the number of hstepm from age to agelim 
 1581:      nstepm is the number of stepm from age to agelin. 
 1582:      Look at hpijx to understand the reason of that which relies in memory size
 1583:      and note for a fixed period like estepm months */
 1584:   /* We decided (b) to get a life expectancy respecting the most precise curvature of the
 1585:      survival function given by stepm (the optimization length). Unfortunately it
 1586:      means that if the survival funtion is printed only each two years of age and if
 1587:      you sum them up and add 1 year (area under the trapezoids) you won't get the same 
 1588:      results. So we changed our mind and took the option of the best precision.
 1589:   */
 1590:   hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
 1591: 
 1592:   agelim=AGESUP;
 1593:   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
 1594:     /* nhstepm age range expressed in number of stepm */
 1595:     nstepm=(int) rint((agelim-age)*YEARM/stepm); 
 1596:     /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
 1597:     /* if (stepm >= YEARM) hstepm=1;*/
 1598:     nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
 1599:     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 1600:     gradg=ma3x(0,nhstepm,1,npar,1,nlstate*2);
 1601:     gp=matrix(0,nhstepm,1,nlstate*2);
 1602:     gm=matrix(0,nhstepm,1,nlstate*2);
 1603: 
 1604:     /* Computed by stepm unit matrices, product of hstepm matrices, stored
 1605:        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
 1606:     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
 1607:  
 1608: 
 1609:     hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
 1610: 
 1611:     /* Computing Variances of health expectancies */
 1612: 
 1613:      for(theta=1; theta <=npar; theta++){
 1614:       for(i=1; i<=npar; i++){ 
 1615: 	xp[i] = x[i] + (i==theta ?delti[theta]:0);
 1616:       }
 1617:       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
 1618:   
 1619:       cptj=0;
 1620:       for(j=1; j<= nlstate; j++){
 1621: 	for(i=1; i<=nlstate; i++){
 1622: 	  cptj=cptj+1;
 1623: 	  for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
 1624: 	    gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
 1625: 	  }
 1626: 	}
 1627:       }
 1628:      
 1629:      
 1630:       for(i=1; i<=npar; i++) 
 1631: 	xp[i] = x[i] - (i==theta ?delti[theta]:0);
 1632:       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
 1633:       
 1634:       cptj=0;
 1635:       for(j=1; j<= nlstate; j++){
 1636: 	for(i=1;i<=nlstate;i++){
 1637: 	  cptj=cptj+1;
 1638: 	  for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
 1639: 	    gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
 1640: 	  }
 1641: 	}
 1642:       }
 1643:      
 1644:    
 1645: 
 1646:       for(j=1; j<= nlstate*2; j++)
 1647: 	for(h=0; h<=nhstepm-1; h++){
 1648: 	  gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
 1649: 	}
 1650: 
 1651:      } 
 1652:    
 1653: /* End theta */
 1654: 
 1655:      trgradg =ma3x(0,nhstepm,1,nlstate*2,1,npar);
 1656: 
 1657:      for(h=0; h<=nhstepm-1; h++)
 1658:       for(j=1; j<=nlstate*2;j++)
 1659: 	for(theta=1; theta <=npar; theta++)
 1660: 	trgradg[h][j][theta]=gradg[h][theta][j];
 1661: 
 1662: 
 1663:      for(i=1;i<=nlstate*2;i++)
 1664:       for(j=1;j<=nlstate*2;j++)
 1665: 	varhe[i][j][(int)age] =0.;
 1666: 
 1667:     for(h=0;h<=nhstepm-1;h++){
 1668:       for(k=0;k<=nhstepm-1;k++){
 1669: 	matprod2(dnewm,trgradg[h],1,nlstate*2,1,npar,1,npar,matcov);
 1670: 	matprod2(doldm,dnewm,1,nlstate*2,1,npar,1,nlstate*2,gradg[k]);
 1671: 	for(i=1;i<=nlstate*2;i++)
 1672: 	  for(j=1;j<=nlstate*2;j++)
 1673: 	    varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
 1674:       }
 1675:     }
 1676: 
 1677:      
 1678:     /* Computing expectancies */
 1679:     for(i=1; i<=nlstate;i++)
 1680:       for(j=1; j<=nlstate;j++)
 1681: 	for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
 1682: 	  eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
 1683: 	  
 1684: /* if((int)age==70)printf("i=%2d,j=%2d,h=%2d,age=%3d,%9.4f,%9.4f,%9.4f\n",i,j,h,(int)age,p3mat[i][j][h],hf,eij[i][j][(int)age]);*/
 1685: 
 1686: 	}
 1687: 
 1688:     fprintf(ficreseij,"%3.0f",age );
 1689:     cptj=0;
 1690:     for(i=1; i<=nlstate;i++)
 1691:       for(j=1; j<=nlstate;j++){
 1692: 	cptj++;
 1693: 	fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
 1694:       }
 1695:     fprintf(ficreseij,"\n");
 1696:    
 1697:     free_matrix(gm,0,nhstepm,1,nlstate*2);
 1698:     free_matrix(gp,0,nhstepm,1,nlstate*2);
 1699:     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*2);
 1700:     free_ma3x(trgradg,0,nhstepm,1,nlstate*2,1,npar);
 1701:     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 1702:   }
 1703:   free_vector(xp,1,npar);
 1704:   free_matrix(dnewm,1,nlstate*2,1,npar);
 1705:   free_matrix(doldm,1,nlstate*2,1,nlstate*2);
 1706:   free_ma3x(varhe,1,nlstate*2,1,nlstate*2,(int) bage, (int)fage);
 1707: }
 1708: 
 1709: /************ Variance ******************/
 1710: 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, int estepm)
 1711: {
 1712:   /* Variance of health expectancies */
 1713:   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
 1714:   double **newm;
 1715:   double **dnewm,**doldm;
 1716:   int i, j, nhstepm, hstepm, h, nstepm ;
 1717:   int k, cptcode;
 1718:   double *xp;
 1719:   double **gp, **gm;
 1720:   double ***gradg, ***trgradg;
 1721:   double ***p3mat;
 1722:   double age,agelim, hf;
 1723:   int theta;
 1724: 
 1725:    fprintf(ficresvij,"# Covariances of life expectancies\n");
 1726:   fprintf(ficresvij,"# Age");
 1727:   for(i=1; i<=nlstate;i++)
 1728:     for(j=1; j<=nlstate;j++)
 1729:       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
 1730:   fprintf(ficresvij,"\n");
 1731: 
 1732:   xp=vector(1,npar);
 1733:   dnewm=matrix(1,nlstate,1,npar);
 1734:   doldm=matrix(1,nlstate,1,nlstate);
 1735:   
 1736:   if(estepm < stepm){
 1737:     printf ("Problem %d lower than %d\n",estepm, stepm);
 1738:   }
 1739:   else  hstepm=estepm;   
 1740:   /* For example we decided to compute the life expectancy with the smallest unit */
 1741:   /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
 1742:      nhstepm is the number of hstepm from age to agelim 
 1743:      nstepm is the number of stepm from age to agelin. 
 1744:      Look at hpijx to understand the reason of that which relies in memory size
 1745:      and note for a fixed period like k years */
 1746:   /* We decided (b) to get a life expectancy respecting the most precise curvature of the
 1747:      survival function given by stepm (the optimization length). Unfortunately it
 1748:      means that if the survival funtion is printed only each two years of age and if
 1749:      you sum them up and add 1 year (area under the trapezoids) you won't get the same 
 1750:      results. So we changed our mind and took the option of the best precision.
 1751:   */
 1752:   hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
 1753:   agelim = AGESUP;
 1754:   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
 1755:     nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
 1756:     nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
 1757:     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 1758:     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
 1759:     gp=matrix(0,nhstepm,1,nlstate);
 1760:     gm=matrix(0,nhstepm,1,nlstate);
 1761: 
 1762:     for(theta=1; theta <=npar; theta++){
 1763:       for(i=1; i<=npar; i++){ /* Computes gradient */
 1764: 	xp[i] = x[i] + (i==theta ?delti[theta]:0);
 1765:       }
 1766:       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
 1767:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 1768: 
 1769:       if (popbased==1) {
 1770: 	for(i=1; i<=nlstate;i++)
 1771: 	  prlim[i][i]=probs[(int)age][i][ij];
 1772:       }
 1773:   
 1774:       for(j=1; j<= nlstate; j++){
 1775: 	for(h=0; h<=nhstepm; h++){
 1776: 	  for(i=1, gp[h][j]=0.;i<=nlstate;i++)
 1777: 	    gp[h][j] += prlim[i][i]*p3mat[i][j][h];
 1778: 	}
 1779:       }
 1780:     
 1781:       for(i=1; i<=npar; i++) /* Computes gradient */
 1782: 	xp[i] = x[i] - (i==theta ?delti[theta]:0);
 1783:       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
 1784:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 1785:  
 1786:       if (popbased==1) {
 1787: 	for(i=1; i<=nlstate;i++)
 1788: 	  prlim[i][i]=probs[(int)age][i][ij];
 1789:       }
 1790: 
 1791:       for(j=1; j<= nlstate; j++){
 1792: 	for(h=0; h<=nhstepm; h++){
 1793: 	  for(i=1, gm[h][j]=0.;i<=nlstate;i++)
 1794: 	    gm[h][j] += prlim[i][i]*p3mat[i][j][h];
 1795: 	}
 1796:       }
 1797: 
 1798:       for(j=1; j<= nlstate; j++)
 1799: 	for(h=0; h<=nhstepm; h++){
 1800: 	  gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
 1801: 	}
 1802:     } /* End theta */
 1803: 
 1804:     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);
 1805: 
 1806:     for(h=0; h<=nhstepm; h++)
 1807:       for(j=1; j<=nlstate;j++)
 1808: 	for(theta=1; theta <=npar; theta++)
 1809: 	  trgradg[h][j][theta]=gradg[h][theta][j];
 1810: 
 1811:     hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
 1812:     for(i=1;i<=nlstate;i++)
 1813:       for(j=1;j<=nlstate;j++)
 1814: 	vareij[i][j][(int)age] =0.;
 1815: 
 1816:     for(h=0;h<=nhstepm;h++){
 1817:       for(k=0;k<=nhstepm;k++){
 1818: 	matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
 1819: 	matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
 1820: 	for(i=1;i<=nlstate;i++)
 1821: 	  for(j=1;j<=nlstate;j++)
 1822: 	    vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
 1823:       }
 1824:     }
 1825: 
 1826:     fprintf(ficresvij,"%.0f ",age );
 1827:     for(i=1; i<=nlstate;i++)
 1828:       for(j=1; j<=nlstate;j++){
 1829: 	fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
 1830:       }
 1831:     fprintf(ficresvij,"\n");
 1832:     free_matrix(gp,0,nhstepm,1,nlstate);
 1833:     free_matrix(gm,0,nhstepm,1,nlstate);
 1834:     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
 1835:     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
 1836:     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 1837:   } /* End age */
 1838:   
 1839:   free_vector(xp,1,npar);
 1840:   free_matrix(doldm,1,nlstate,1,npar);
 1841:   free_matrix(dnewm,1,nlstate,1,nlstate);
 1842: 
 1843: }
 1844: 
 1845: /************ Variance of prevlim ******************/
 1846: 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)
 1847: {
 1848:   /* Variance of prevalence limit */
 1849:   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
 1850:   double **newm;
 1851:   double **dnewm,**doldm;
 1852:   int i, j, nhstepm, hstepm;
 1853:   int k, cptcode;
 1854:   double *xp;
 1855:   double *gp, *gm;
 1856:   double **gradg, **trgradg;
 1857:   double age,agelim;
 1858:   int theta;
 1859:    
 1860:   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");
 1861:   fprintf(ficresvpl,"# Age");
 1862:   for(i=1; i<=nlstate;i++)
 1863:       fprintf(ficresvpl," %1d-%1d",i,i);
 1864:   fprintf(ficresvpl,"\n");
 1865: 
 1866:   xp=vector(1,npar);
 1867:   dnewm=matrix(1,nlstate,1,npar);
 1868:   doldm=matrix(1,nlstate,1,nlstate);
 1869:   
 1870:   hstepm=1*YEARM; /* Every year of age */
 1871:   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
 1872:   agelim = AGESUP;
 1873:   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
 1874:     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
 1875:     if (stepm >= YEARM) hstepm=1;
 1876:     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
 1877:     gradg=matrix(1,npar,1,nlstate);
 1878:     gp=vector(1,nlstate);
 1879:     gm=vector(1,nlstate);
 1880: 
 1881:     for(theta=1; theta <=npar; theta++){
 1882:       for(i=1; i<=npar; i++){ /* Computes gradient */
 1883: 	xp[i] = x[i] + (i==theta ?delti[theta]:0);
 1884:       }
 1885:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 1886:       for(i=1;i<=nlstate;i++)
 1887: 	gp[i] = prlim[i][i];
 1888:     
 1889:       for(i=1; i<=npar; i++) /* Computes gradient */
 1890: 	xp[i] = x[i] - (i==theta ?delti[theta]:0);
 1891:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 1892:       for(i=1;i<=nlstate;i++)
 1893: 	gm[i] = prlim[i][i];
 1894: 
 1895:       for(i=1;i<=nlstate;i++)
 1896: 	gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
 1897:     } /* End theta */
 1898: 
 1899:     trgradg =matrix(1,nlstate,1,npar);
 1900: 
 1901:     for(j=1; j<=nlstate;j++)
 1902:       for(theta=1; theta <=npar; theta++)
 1903: 	trgradg[j][theta]=gradg[theta][j];
 1904: 
 1905:     for(i=1;i<=nlstate;i++)
 1906:       varpl[i][(int)age] =0.;
 1907:     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
 1908:     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
 1909:     for(i=1;i<=nlstate;i++)
 1910:       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
 1911: 
 1912:     fprintf(ficresvpl,"%.0f ",age );
 1913:     for(i=1; i<=nlstate;i++)
 1914:       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
 1915:     fprintf(ficresvpl,"\n");
 1916:     free_vector(gp,1,nlstate);
 1917:     free_vector(gm,1,nlstate);
 1918:     free_matrix(gradg,1,npar,1,nlstate);
 1919:     free_matrix(trgradg,1,nlstate,1,npar);
 1920:   } /* End age */
 1921: 
 1922:   free_vector(xp,1,npar);
 1923:   free_matrix(doldm,1,nlstate,1,npar);
 1924:   free_matrix(dnewm,1,nlstate,1,nlstate);
 1925: 
 1926: }
 1927: 
 1928: /************ Variance of one-step probabilities  ******************/
 1929: void varprob(char fileres[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax)
 1930: {
 1931:   int i, j, i1, k1, j1, z1;
 1932:   int k=0, cptcode;
 1933:   double **dnewm,**doldm;
 1934:   double *xp;
 1935:   double *gp, *gm;
 1936:   double **gradg, **trgradg;
 1937:   double age,agelim, cov[NCOVMAX];
 1938:   int theta;
 1939:   char fileresprob[FILENAMELENGTH];
 1940: 
 1941:   strcpy(fileresprob,"prob"); 
 1942:   strcat(fileresprob,fileres);
 1943:   if((ficresprob=fopen(fileresprob,"w"))==NULL) {
 1944:     printf("Problem with resultfile: %s\n", fileresprob);
 1945:   }
 1946:   printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
 1947:   
 1948: fprintf(ficresprob,"#One-step probabilities and standard deviation in parentheses\n");
 1949:   fprintf(ficresprob,"# Age");
 1950:   for(i=1; i<=nlstate;i++)
 1951:     for(j=1; j<=(nlstate+ndeath);j++)
 1952:       fprintf(ficresprob," p%1d-%1d (SE)",i,j);
 1953: 
 1954: 
 1955:   fprintf(ficresprob,"\n");
 1956: 
 1957: 
 1958:   xp=vector(1,npar);
 1959:   dnewm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
 1960:   doldm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,(nlstate+ndeath)*(nlstate+ndeath));
 1961:   
 1962:   cov[1]=1;
 1963:   j=cptcoveff;
 1964:   if (cptcovn<1) {j=1;ncodemax[1]=1;}
 1965:   j1=0;
 1966:   for(k1=1; k1<=1;k1++){
 1967:     for(i1=1; i1<=ncodemax[k1];i1++){ 
 1968:     j1++;
 1969: 
 1970:     if  (cptcovn>0) {
 1971:       fprintf(ficresprob, "\n#********** Variable "); 
 1972:       for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 1973:       fprintf(ficresprob, "**********\n#");
 1974:     }
 1975:     
 1976:       for (age=bage; age<=fage; age ++){ 
 1977: 	cov[2]=age;
 1978: 	for (k=1; k<=cptcovn;k++) {
 1979: 	  cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
 1980: 	  
 1981: 	}
 1982: 	for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
 1983: 	for (k=1; k<=cptcovprod;k++)
 1984: 	  cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
 1985: 	
 1986: 	gradg=matrix(1,npar,1,9);
 1987: 	trgradg=matrix(1,9,1,npar);
 1988: 	gp=vector(1,(nlstate+ndeath)*(nlstate+ndeath));
 1989: 	gm=vector(1,(nlstate+ndeath)*(nlstate+ndeath));
 1990:     
 1991: 	for(theta=1; theta <=npar; theta++){
 1992: 	  for(i=1; i<=npar; i++)
 1993: 	    xp[i] = x[i] + (i==theta ?delti[theta]:0);
 1994: 	  
 1995: 	  pmij(pmmij,cov,ncovmodel,xp,nlstate);
 1996: 	  
 1997: 	  k=0;
 1998: 	  for(i=1; i<= (nlstate+ndeath); i++){
 1999: 	    for(j=1; j<=(nlstate+ndeath);j++){
 2000: 	      k=k+1;
 2001: 	      gp[k]=pmmij[i][j];
 2002: 	    }
 2003: 	  }
 2004: 	  
 2005: 	  for(i=1; i<=npar; i++)
 2006: 	    xp[i] = x[i] - (i==theta ?delti[theta]:0);
 2007:     
 2008: 	  pmij(pmmij,cov,ncovmodel,xp,nlstate);
 2009: 	  k=0;
 2010: 	  for(i=1; i<=(nlstate+ndeath); i++){
 2011: 	    for(j=1; j<=(nlstate+ndeath);j++){
 2012: 	      k=k+1;
 2013: 	      gm[k]=pmmij[i][j];
 2014: 	    }
 2015: 	  }
 2016:      
 2017: 	  for(i=1; i<= (nlstate+ndeath)*(nlstate+ndeath); i++) 
 2018: 	    gradg[theta][i]=(gp[i]-gm[i])/2./delti[theta];  
 2019: 	}
 2020: 
 2021: 	for(j=1; j<=(nlstate+ndeath)*(nlstate+ndeath);j++)
 2022: 	  for(theta=1; theta <=npar; theta++)
 2023: 	    trgradg[j][theta]=gradg[theta][j];
 2024: 	
 2025: 	matprod2(dnewm,trgradg,1,9,1,npar,1,npar,matcov);
 2026: 	matprod2(doldm,dnewm,1,9,1,npar,1,9,gradg);
 2027: 	
 2028: 	pmij(pmmij,cov,ncovmodel,x,nlstate);
 2029: 	
 2030: 	k=0;
 2031: 	for(i=1; i<=(nlstate+ndeath); i++){
 2032: 	  for(j=1; j<=(nlstate+ndeath);j++){
 2033: 	    k=k+1;
 2034: 	    gm[k]=pmmij[i][j];
 2035: 	  }
 2036: 	}
 2037:      
 2038:      /*printf("\n%d ",(int)age);
 2039:      for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){
 2040:        printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
 2041:      }*/
 2042: 
 2043: 	fprintf(ficresprob,"\n%d ",(int)age);
 2044: 
 2045: 	for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++)
 2046: 	  fprintf(ficresprob,"%.3e (%.3e) ",gm[i],sqrt(doldm[i][i]));
 2047:   
 2048:       }
 2049:     }
 2050:     free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
 2051:     free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
 2052:     free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
 2053:     free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
 2054:   }
 2055:   free_vector(xp,1,npar);
 2056:   fclose(ficresprob);
 2057:   
 2058: }
 2059: 
 2060: /******************* Printing html file ***********/
 2061: void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
 2062:  int lastpass, int stepm, int weightopt, char model[],\
 2063:  int imx,int jmin, int jmax, double jmeanint,char optionfile[], \
 2064:  char optionfilehtm[],char rfileres[], char optionfilegnuplot[],\
 2065:  char version[], int popforecast, int estepm ){
 2066:   int jj1, k1, i1, cpt;
 2067:   FILE *fichtm;
 2068:   /*char optionfilehtm[FILENAMELENGTH];*/
 2069: 
 2070:   strcpy(optionfilehtm,optionfile);
 2071:   strcat(optionfilehtm,".htm");
 2072:   if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
 2073:     printf("Problem with %s \n",optionfilehtm), exit(0);
 2074:   }
 2075: 
 2076:  fprintf(fichtm,"<body> <font size=\"2\">%s </font> <hr size=\"2\" color=\"#EC5E5E\"> \n
 2077: Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n
 2078: \n
 2079: Total number of observations=%d <br>\n
 2080: Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>\n
 2081: <hr  size=\"2\" color=\"#EC5E5E\"> 
 2082:  <ul><li>Outputs files<br>\n
 2083:  - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>\n
 2084:  - Gnuplot file name: <a href=\"%s\">%s</a><br>\n
 2085:  - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n
 2086:  - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>\n
 2087:  - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>\n
 2088:  - Life expectancies by age and initial health status (estepm=%2d months): <a href=\"e%s\">e%s</a> <br>\n",version,title,datafile,firstpass,lastpass,stepm, weightopt,model,imx,jmin,jmax,jmean,fileres,fileres,optionfilegnuplot,optionfilegnuplot,fileres,fileres,fileres,fileres,fileres,fileres,estepm,fileres,fileres);
 2089: 
 2090:  fprintf(fichtm,"\n
 2091:  - Parameter file with estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>\n
 2092:   - Variance of one-step probabilities: <a href=\"prob%s\">prob%s</a> <br>\n
 2093:  - Variances of life expectancies by age and initial health status (estepm=%d months): <a href=\"v%s\">v%s</a><br>\n 
 2094:  - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>\n
 2095:  - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%s</a> <br>\n",rfileres,rfileres,fileres,fileres, estepm, fileres,fileres,fileres,fileres,fileres,fileres);
 2096: 
 2097:  if(popforecast==1) fprintf(fichtm,"\n
 2098:  - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>\n
 2099:  - Population forecasting (if popforecast=1): <a href=\"pop%s\">pop%s</a> <br>\n
 2100: 	<br>",fileres,fileres,fileres,fileres);
 2101:  else 
 2102:    fprintf(fichtm,"\n No population forecast: popforecast = %d (instead of 1) or stepm = %d (instead of 1) or model=%s (instead of .)<br><br></li>\n",popforecast, stepm, model);
 2103: fprintf(fichtm," <li>Graphs</li><p>");
 2104: 
 2105:  m=cptcoveff;
 2106:  if (cptcovn < 1) {m=1;ncodemax[1]=1;}
 2107: 
 2108:  jj1=0;
 2109:  for(k1=1; k1<=m;k1++){
 2110:    for(i1=1; i1<=ncodemax[k1];i1++){
 2111:        jj1++;
 2112:        if (cptcovn > 0) {
 2113: 	 fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
 2114: 	 for (cpt=1; cpt<=cptcoveff;cpt++) 
 2115: 	   fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
 2116: 	 fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
 2117:        }
 2118:        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>
 2119: <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1);     
 2120:        for(cpt=1; cpt<nlstate;cpt++){
 2121: 	 fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>
 2122: <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);
 2123:        }
 2124:     for(cpt=1; cpt<=nlstate;cpt++) {
 2125:        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident
 2126: interval) in state (%d): v%s%d%d.gif <br>
 2127: <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);  
 2128:      }
 2129:      for(cpt=1; cpt<=nlstate;cpt++) {
 2130:         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>
 2131: <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);
 2132:      }
 2133:      fprintf(fichtm,"\n<br>- Total life expectancy by age and
 2134: health expectancies in states (1) and (2): e%s%d.gif<br>
 2135: <img src=\"e%s%d.gif\">",strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1);
 2136: fprintf(fichtm,"\n</body>");
 2137:    }
 2138:    }
 2139: fclose(fichtm);
 2140: }
 2141: 
 2142: /******************* Gnuplot file **************/
 2143: void printinggnuplot(char fileres[],char optionfilefiname[],char optionfile[],char optionfilegnuplot[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
 2144: 
 2145:   int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;
 2146: 
 2147:   strcpy(optionfilegnuplot,optionfilefiname);
 2148:   strcat(optionfilegnuplot,".gp.txt");
 2149:   if((ficgp=fopen(optionfilegnuplot,"w"))==NULL) {
 2150:     printf("Problem with file %s",optionfilegnuplot);
 2151:   }
 2152: 
 2153: #ifdef windows
 2154:     fprintf(ficgp,"cd \"%s\" \n",pathc);
 2155: #endif
 2156: m=pow(2,cptcoveff);
 2157:   
 2158:  /* 1eme*/
 2159:   for (cpt=1; cpt<= nlstate ; cpt ++) {
 2160:    for (k1=1; k1<= m ; k1 ++) {
 2161: 
 2162:      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",ageminpar,fage,fileres,k1-1,k1-1);
 2163: 
 2164: for (i=1; i<= nlstate ; i ++) {
 2165:   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
 2166:   else fprintf(ficgp," \%%*lf (\%%*lf)");
 2167: }
 2168:     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);
 2169:     for (i=1; i<= nlstate ; i ++) {
 2170:   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
 2171:   else fprintf(ficgp," \%%*lf (\%%*lf)");
 2172: } 
 2173:   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1); 
 2174:      for (i=1; i<= nlstate ; i ++) {
 2175:   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
 2176:   else fprintf(ficgp," \%%*lf (\%%*lf)");
 2177: }  
 2178:      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));
 2179: 
 2180: fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);
 2181:    }
 2182:   }
 2183:   /*2 eme*/
 2184: 
 2185:   for (k1=1; k1<= m ; k1 ++) { 
 2186:     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",ageminpar,fage);
 2187:     
 2188:     for (i=1; i<= nlstate+1 ; i ++) {
 2189:       k=2*i;
 2190:       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);
 2191:       for (j=1; j<= nlstate+1 ; j ++) {
 2192:   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
 2193:   else fprintf(ficgp," \%%*lf (\%%*lf)");
 2194: }   
 2195:       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
 2196:       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);
 2197:     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);
 2198:       for (j=1; j<= nlstate+1 ; j ++) {
 2199: 	if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
 2200: 	else fprintf(ficgp," \%%*lf (\%%*lf)");
 2201: }   
 2202:       fprintf(ficgp,"\" t\"\" w l 0,");
 2203:      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);
 2204:       for (j=1; j<= nlstate+1 ; j ++) {
 2205:   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
 2206:   else fprintf(ficgp," \%%*lf (\%%*lf)");
 2207: }   
 2208:       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
 2209:       else fprintf(ficgp,"\" t\"\" w l 0,");
 2210:     }
 2211:     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);
 2212:   }
 2213:  
 2214:   /*3eme*/
 2215: 
 2216:   for (k1=1; k1<= m ; k1 ++) { 
 2217:     for (cpt=1; cpt<= nlstate ; cpt ++) {
 2218:       k=2+nlstate*(2*cpt-2);
 2219:       fprintf(ficgp,"set ter gif small size 400,300\nplot [%.f:%.f] \"e%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",ageminpar,fage,fileres,k1-1,k1-1,k,cpt);
 2220:       /*fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d-2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
 2221:  for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
 2222: fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
 2223: fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d+2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
 2224:  for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
 2225: fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
 2226: 
 2227: */
 2228:       for (i=1; i< nlstate ; i ++) {
 2229: 	fprintf(ficgp," ,\"e%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",fileres,k1-1,k1-1,k+2*i,cpt,i+1);
 2230: 
 2231:       } 
 2232:       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);
 2233:     }
 2234:     }
 2235:  
 2236:   /* CV preval stat */
 2237:     for (k1=1; k1<= m ; k1 ++) { 
 2238:     for (cpt=1; cpt<nlstate ; cpt ++) {
 2239:       k=3;
 2240:       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/($%d",ageminpar,agemaxpar,fileres,k1,k+cpt+1,k+1);
 2241: 
 2242:       for (i=1; i< nlstate ; i ++)
 2243: 	fprintf(ficgp,"+$%d",k+i+1);
 2244:       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
 2245:       
 2246:       l=3+(nlstate+ndeath)*cpt;
 2247:       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);
 2248:       for (i=1; i< nlstate ; i ++) {
 2249: 	l=3+(nlstate+ndeath)*cpt;
 2250: 	fprintf(ficgp,"+$%d",l+i+1);
 2251:       }
 2252:       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);   
 2253:       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);
 2254:     } 
 2255:   }  
 2256:   
 2257:   /* proba elementaires */
 2258:    for(i=1,jk=1; i <=nlstate; i++){
 2259:     for(k=1; k <=(nlstate+ndeath); k++){
 2260:       if (k != i) {
 2261: 	for(j=1; j <=ncovmodel; j++){
 2262: 	
 2263: 	  fprintf(ficgp,"p%d=%f ",jk,p[jk]);
 2264: 	  jk++; 
 2265: 	  fprintf(ficgp,"\n");
 2266: 	}
 2267:       }
 2268:     }
 2269:     }
 2270: 
 2271:     for(jk=1; jk <=m; jk++) {
 2272:   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",ageminpar,agemaxpar);
 2273:    i=1;
 2274:    for(k2=1; k2<=nlstate; k2++) {
 2275:      k3=i;
 2276:      for(k=1; k<=(nlstate+ndeath); k++) {
 2277:        if (k != k2){
 2278:     	fprintf(ficgp," exp(p%d+p%d*x",i,i+1);
 2279: ij=1;
 2280: 	for(j=3; j <=ncovmodel; j++) {
 2281: 	  if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
 2282: 	    fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
 2283: 	    ij++;
 2284: 	  }
 2285: 	  else
 2286: 	  fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
 2287: 	}
 2288: 	  fprintf(ficgp,")/(1");
 2289: 	
 2290: 	for(k1=1; k1 <=nlstate; k1++){   
 2291: 	  fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);
 2292: ij=1;
 2293: 	  for(j=3; j <=ncovmodel; j++){
 2294: 	  if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
 2295: 	    fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
 2296: 	    ij++;
 2297: 	  }
 2298: 	  else
 2299: 	    fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
 2300: 	  }
 2301: 	  fprintf(ficgp,")");
 2302: 	}
 2303: 	fprintf(ficgp,") t \"p%d%d\" ", k2,k);
 2304: 	if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");
 2305: 	i=i+ncovmodel;
 2306:        }
 2307:      }
 2308:    }
 2309:    fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk); 
 2310:    }
 2311:    
 2312:   fclose(ficgp);
 2313: }  /* end gnuplot */
 2314: 
 2315: 
 2316: /*************** Moving average **************/
 2317: void movingaverage(double agedeb, double fage,double ageminpar, double ***mobaverage){
 2318: 
 2319:   int i, cpt, cptcod;
 2320:     for (agedeb=ageminpar; agedeb<=fage; agedeb++)
 2321:       for (i=1; i<=nlstate;i++)
 2322: 	for (cptcod=1;cptcod<=ncodemax[cptcov];cptcod++)
 2323: 	  mobaverage[(int)agedeb][i][cptcod]=0.;
 2324:     
 2325:     for (agedeb=ageminpar+4; agedeb<=fage; agedeb++){
 2326:       for (i=1; i<=nlstate;i++){
 2327: 	for (cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
 2328: 	  for (cpt=0;cpt<=4;cpt++){
 2329: 	    mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]+probs[(int)agedeb-cpt][i][cptcod];
 2330: 	  }
 2331: 	  mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]/5;
 2332: 	}
 2333:       }
 2334:     }
 2335:     
 2336: }
 2337: 
 2338: 
 2339: /************** Forecasting ******************/
 2340: prevforecast(char fileres[], double anproj1,double mproj1,double jproj1,double ageminpar, double agemax,double dateprev1, double dateprev2, int mobilav, double agedeb, double fage, int popforecast, char popfile[], double anproj2,double p[], int i2){
 2341:   
 2342:   int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;
 2343:   int *popage;
 2344:   double calagedate, agelim, kk1, kk2, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;
 2345:   double *popeffectif,*popcount;
 2346:   double ***p3mat;
 2347:   char fileresf[FILENAMELENGTH];
 2348: 
 2349:  agelim=AGESUP;
 2350: calagedate=(anproj1+mproj1/12.+jproj1/365.-dateintmean)*YEARM;
 2351: 
 2352:   prevalence(ageminpar, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax,mint,anint,dateprev1,dateprev2, calagedate);
 2353:  
 2354:  
 2355:   strcpy(fileresf,"f"); 
 2356:   strcat(fileresf,fileres);
 2357:   if((ficresf=fopen(fileresf,"w"))==NULL) {
 2358:     printf("Problem with forecast resultfile: %s\n", fileresf);
 2359:   }
 2360:   printf("Computing forecasting: result on file '%s' \n", fileresf);
 2361: 
 2362:   if (cptcoveff==0) ncodemax[cptcoveff]=1;
 2363: 
 2364:   if (mobilav==1) {
 2365:     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 2366:     movingaverage(agedeb, fage, ageminpar, mobaverage);
 2367:   }
 2368: 
 2369:   stepsize=(int) (stepm+YEARM-1)/YEARM;
 2370:   if (stepm<=12) stepsize=1;
 2371:   
 2372:   agelim=AGESUP;
 2373:   
 2374:   hstepm=1;
 2375:   hstepm=hstepm/stepm; 
 2376:   yp1=modf(dateintmean,&yp);
 2377:   anprojmean=yp;
 2378:   yp2=modf((yp1*12),&yp);
 2379:   mprojmean=yp;
 2380:   yp1=modf((yp2*30.5),&yp);
 2381:   jprojmean=yp;
 2382:   if(jprojmean==0) jprojmean=1;
 2383:   if(mprojmean==0) jprojmean=1;
 2384:   
 2385:   fprintf(ficresf,"# Estimated date of observed prevalence: %.lf/%.lf/%.lf ",jprojmean,mprojmean,anprojmean); 
 2386:   
 2387:   for(cptcov=1;cptcov<=i2;cptcov++){
 2388:     for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
 2389:       k=k+1;
 2390:       fprintf(ficresf,"\n#******");
 2391:       for(j=1;j<=cptcoveff;j++) {
 2392: 	fprintf(ficresf," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 2393:       }
 2394:       fprintf(ficresf,"******\n");
 2395:       fprintf(ficresf,"# StartingAge FinalAge");
 2396:       for(j=1; j<=nlstate+ndeath;j++) fprintf(ficresf," P.%d",j);
 2397:       
 2398:       
 2399:       for (cpt=0; cpt<=(anproj2-anproj1);cpt++) { 
 2400: 	fprintf(ficresf,"\n");
 2401: 	fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+cpt);   
 2402: 
 2403:      	for (agedeb=(fage-((int)calagedate %12/12.)); agedeb>=(ageminpar-((int)calagedate %12)/12.); agedeb--){ 
 2404: 	  nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
 2405: 	  nhstepm = nhstepm/hstepm; 
 2406: 	  
 2407: 	  p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2408: 	  oldm=oldms;savm=savms;
 2409: 	  hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
 2410: 	
 2411: 	  for (h=0; h<=nhstepm; h++){
 2412: 	    if (h==(int) (calagedate+YEARM*cpt)) {
 2413: 	      fprintf(ficresf,"\n %.f %.f ",anproj1+cpt,agedeb+h*hstepm/YEARM*stepm);
 2414: 	    } 
 2415: 	    for(j=1; j<=nlstate+ndeath;j++) {
 2416: 	      kk1=0.;kk2=0;
 2417: 	      for(i=1; i<=nlstate;i++) {	      
 2418: 		if (mobilav==1) 
 2419: 		  kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];
 2420: 		else {
 2421: 		  kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];
 2422: 		}
 2423: 		
 2424: 	      }
 2425: 	      if (h==(int)(calagedate+12*cpt)){
 2426: 		fprintf(ficresf," %.3f", kk1);
 2427: 	     		
 2428: 	      }
 2429: 	    }
 2430: 	  }
 2431: 	  free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2432: 	}
 2433:       }
 2434:     }
 2435:   }
 2436:        
 2437:   if (mobilav==1) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 2438: 
 2439:   fclose(ficresf);
 2440: }
 2441: /************** Forecasting ******************/
 2442: populforecast(char fileres[], double anpyram,double mpyram,double jpyram,double ageminpar, double agemax,double dateprev1, double dateprev2, int mobilav, double agedeb, double fage, int popforecast, char popfile[], double anpyram1,double p[], int i2){
 2443:   
 2444:   int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;
 2445:   int *popage;
 2446:   double calagedate, agelim, kk1, kk2, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;
 2447:   double *popeffectif,*popcount;
 2448:   double ***p3mat,***tabpop,***tabpopprev;
 2449:   char filerespop[FILENAMELENGTH];
 2450: 
 2451:   tabpop= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 2452:   tabpopprev= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 2453:   agelim=AGESUP;
 2454:   calagedate=(anpyram+mpyram/12.+jpyram/365.-dateintmean)*YEARM;
 2455:   
 2456:   prevalence(ageminpar, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax,mint,anint,dateprev1,dateprev2, calagedate);
 2457:   
 2458:   
 2459:   strcpy(filerespop,"pop"); 
 2460:   strcat(filerespop,fileres);
 2461:   if((ficrespop=fopen(filerespop,"w"))==NULL) {
 2462:     printf("Problem with forecast resultfile: %s\n", filerespop);
 2463:   }
 2464:   printf("Computing forecasting: result on file '%s' \n", filerespop);
 2465: 
 2466:   if (cptcoveff==0) ncodemax[cptcoveff]=1;
 2467: 
 2468:   if (mobilav==1) {
 2469:     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 2470:     movingaverage(agedeb, fage, ageminpar, mobaverage);
 2471:   }
 2472: 
 2473:   stepsize=(int) (stepm+YEARM-1)/YEARM;
 2474:   if (stepm<=12) stepsize=1;
 2475:   
 2476:   agelim=AGESUP;
 2477:   
 2478:   hstepm=1;
 2479:   hstepm=hstepm/stepm; 
 2480:   
 2481:   if (popforecast==1) {
 2482:     if((ficpop=fopen(popfile,"r"))==NULL) {
 2483:       printf("Problem with population file : %s\n",popfile);exit(0);
 2484:     } 
 2485:     popage=ivector(0,AGESUP);
 2486:     popeffectif=vector(0,AGESUP);
 2487:     popcount=vector(0,AGESUP);
 2488:     
 2489:     i=1;   
 2490:     while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF) i=i+1;
 2491:    
 2492:     imx=i;
 2493:     for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];
 2494:   }
 2495: 
 2496:   for(cptcov=1;cptcov<=i2;cptcov++){
 2497:    for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
 2498:       k=k+1;
 2499:       fprintf(ficrespop,"\n#******");
 2500:       for(j=1;j<=cptcoveff;j++) {
 2501: 	fprintf(ficrespop," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 2502:       }
 2503:       fprintf(ficrespop,"******\n");
 2504:       fprintf(ficrespop,"# Age");
 2505:       for(j=1; j<=nlstate+ndeath;j++) fprintf(ficrespop," P.%d",j);
 2506:       if (popforecast==1)  fprintf(ficrespop," [Population]");
 2507:       
 2508:       for (cpt=0; cpt<=0;cpt++) { 
 2509: 	fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
 2510: 	
 2511:      	for (agedeb=(fage-((int)calagedate %12/12.)); agedeb>=(ageminpar-((int)calagedate %12)/12.); agedeb--){ 
 2512: 	  nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
 2513: 	  nhstepm = nhstepm/hstepm; 
 2514: 	  
 2515: 	  p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2516: 	  oldm=oldms;savm=savms;
 2517: 	  hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
 2518: 	
 2519: 	  for (h=0; h<=nhstepm; h++){
 2520: 	    if (h==(int) (calagedate+YEARM*cpt)) {
 2521: 	      fprintf(ficrespop,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
 2522: 	    } 
 2523: 	    for(j=1; j<=nlstate+ndeath;j++) {
 2524: 	      kk1=0.;kk2=0;
 2525: 	      for(i=1; i<=nlstate;i++) {	      
 2526: 		if (mobilav==1) 
 2527: 		  kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];
 2528: 		else {
 2529: 		  kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];
 2530: 		}
 2531: 	      }
 2532: 	      if (h==(int)(calagedate+12*cpt)){
 2533: 		tabpop[(int)(agedeb)][j][cptcod]=kk1;
 2534: 		  /*fprintf(ficrespop," %.3f", kk1);
 2535: 		    if (popforecast==1) fprintf(ficrespop," [%.f]", kk1*popeffectif[(int)agedeb+1]);*/
 2536: 	      }
 2537: 	    }
 2538: 	    for(i=1; i<=nlstate;i++){
 2539: 	      kk1=0.;
 2540: 		for(j=1; j<=nlstate;j++){
 2541: 		  kk1= kk1+tabpop[(int)(agedeb)][j][cptcod]; 
 2542: 		}
 2543: 		  tabpopprev[(int)(agedeb)][i][cptcod]=tabpop[(int)(agedeb)][i][cptcod]/kk1*popeffectif[(int)(agedeb+(calagedate+12*cpt)*hstepm/YEARM*stepm-1)];
 2544: 	    }
 2545: 
 2546: 	    if (h==(int)(calagedate+12*cpt)) for(j=1; j<=nlstate;j++) 
 2547: 	      fprintf(ficrespop," %15.2f",tabpopprev[(int)(agedeb+1)][j][cptcod]);
 2548: 	  }
 2549: 	  free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2550: 	}
 2551:       }
 2552:  
 2553:   /******/
 2554: 
 2555:       for (cpt=1; cpt<=(anpyram1-anpyram);cpt++) { 
 2556: 	fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
 2557: 	for (agedeb=(fage-((int)calagedate %12/12.)); agedeb>=(ageminpar-((int)calagedate %12)/12.); agedeb--){ 
 2558: 	  nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
 2559: 	  nhstepm = nhstepm/hstepm; 
 2560: 	  
 2561: 	  p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2562: 	  oldm=oldms;savm=savms;
 2563: 	  hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
 2564: 	  for (h=0; h<=nhstepm; h++){
 2565: 	    if (h==(int) (calagedate+YEARM*cpt)) {
 2566: 	      fprintf(ficresf,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
 2567: 	    } 
 2568: 	    for(j=1; j<=nlstate+ndeath;j++) {
 2569: 	      kk1=0.;kk2=0;
 2570: 	      for(i=1; i<=nlstate;i++) {	      
 2571: 		kk1=kk1+p3mat[i][j][h]*tabpopprev[(int)agedeb+1][i][cptcod];	
 2572: 	      }
 2573: 	      if (h==(int)(calagedate+12*cpt)) fprintf(ficresf," %15.2f", kk1);	
 2574: 	    }
 2575: 	  }
 2576: 	  free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2577: 	}
 2578:       }
 2579:    } 
 2580:   }
 2581:  
 2582:   if (mobilav==1) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 2583: 
 2584:   if (popforecast==1) {
 2585:     free_ivector(popage,0,AGESUP);
 2586:     free_vector(popeffectif,0,AGESUP);
 2587:     free_vector(popcount,0,AGESUP);
 2588:   }
 2589:   free_ma3x(tabpop,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 2590:   free_ma3x(tabpopprev,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 2591:   fclose(ficrespop);
 2592: }
 2593: 
 2594: /***********************************************/
 2595: /**************** Main Program *****************/
 2596: /***********************************************/
 2597: 
 2598: int main(int argc, char *argv[])
 2599: {
 2600: 
 2601:   int i,j, k, n=MAXN,iter,m,size,cptcode, cptcod;
 2602:   double agedeb, agefin,hf;
 2603:   double ageminpar=1.e20,agemin=1.e20, agemaxpar=-1.e20, agemax=-1.e20;
 2604: 
 2605:   double fret;
 2606:   double **xi,tmp,delta;
 2607: 
 2608:   double dum; /* Dummy variable */
 2609:   double ***p3mat;
 2610:   int *indx;
 2611:   char line[MAXLINE], linepar[MAXLINE];
 2612:   char title[MAXLINE];
 2613:   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
 2614:   char optionfilext[10], optionfilefiname[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH], optionfilegnuplot[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
 2615:   
 2616:   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
 2617: 
 2618:   char filerest[FILENAMELENGTH];
 2619:   char fileregp[FILENAMELENGTH];
 2620:   char popfile[FILENAMELENGTH];
 2621:   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];
 2622:   int firstobs=1, lastobs=10;
 2623:   int sdeb, sfin; /* Status at beginning and end */
 2624:   int c,  h , cpt,l;
 2625:   int ju,jl, mi;
 2626:   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;
 2627:   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab; 
 2628:   int mobilav=0,popforecast=0;
 2629:   int hstepm, nhstepm;
 2630:   double jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,jpyram, mpyram,anpyram,jpyram1, mpyram1,anpyram1, calagedate;
 2631: 
 2632:   double bage, fage, age, agelim, agebase;
 2633:   double ftolpl=FTOL;
 2634:   double **prlim;
 2635:   double *severity;
 2636:   double ***param; /* Matrix of parameters */
 2637:   double  *p;
 2638:   double **matcov; /* Matrix of covariance */
 2639:   double ***delti3; /* Scale */
 2640:   double *delti; /* Scale */
 2641:   double ***eij, ***vareij;
 2642:   double **varpl; /* Variances of prevalence limits by age */
 2643:   double *epj, vepp;
 2644:   double kk1, kk2;
 2645:   double dateprev1, dateprev2,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2;
 2646:   
 2647: 
 2648:   char version[80]="Imach version 0.8a, May 2002, INED-EUROREVES ";
 2649:   char *alph[]={"a","a","b","c","d","e"}, str[4];
 2650: 
 2651: 
 2652:   char z[1]="c", occ;
 2653: #include <sys/time.h>
 2654: #include <time.h>
 2655:   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
 2656:  
 2657:   /* long total_usecs;
 2658:   struct timeval start_time, end_time;
 2659:   
 2660:   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
 2661:   getcwd(pathcd, size);
 2662: 
 2663:   printf("\n%s",version);
 2664:   if(argc <=1){
 2665:     printf("\nEnter the parameter file name: ");
 2666:     scanf("%s",pathtot);
 2667:   }
 2668:   else{
 2669:     strcpy(pathtot,argv[1]);
 2670:   }
 2671:   /*if(getcwd(pathcd, 80)!= NULL)printf ("Error pathcd\n");*/
 2672:   /*cygwin_split_path(pathtot,path,optionfile);
 2673:     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/
 2674:   /* cutv(path,optionfile,pathtot,'\\');*/
 2675: 
 2676:   split(pathtot,path,optionfile,optionfilext,optionfilefiname);
 2677:    printf("pathtot=%s, path=%s, optionfile=%s optionfilext=%s optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
 2678:   chdir(path);
 2679:   replace(pathc,path);
 2680: 
 2681: /*-------- arguments in the command line --------*/
 2682: 
 2683:   strcpy(fileres,"r");
 2684:   strcat(fileres, optionfilefiname);
 2685:   strcat(fileres,".txt");    /* Other files have txt extension */
 2686: 
 2687:   /*---------arguments file --------*/
 2688: 
 2689:   if((ficpar=fopen(optionfile,"r"))==NULL)    {
 2690:     printf("Problem with optionfile %s\n",optionfile);
 2691:     goto end;
 2692:   }
 2693: 
 2694:   strcpy(filereso,"o");
 2695:   strcat(filereso,fileres);
 2696:   if((ficparo=fopen(filereso,"w"))==NULL) {
 2697:     printf("Problem with Output resultfile: %s\n", filereso);goto end;
 2698:   }
 2699: 
 2700:   /* Reads comments: lines beginning with '#' */
 2701:   while((c=getc(ficpar))=='#' && c!= EOF){
 2702:     ungetc(c,ficpar);
 2703:     fgets(line, MAXLINE, ficpar);
 2704:     puts(line);
 2705:     fputs(line,ficparo);
 2706:   }
 2707:   ungetc(c,ficpar);
 2708: 
 2709:   fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncovcol, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);
 2710:   printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate,ndeath, maxwav, mle, weightopt,model);
 2711:   fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
 2712: while((c=getc(ficpar))=='#' && c!= EOF){
 2713:     ungetc(c,ficpar);
 2714:     fgets(line, MAXLINE, ficpar);
 2715:     puts(line);
 2716:     fputs(line,ficparo);
 2717:   }
 2718:   ungetc(c,ficpar);
 2719:   
 2720:    
 2721:   covar=matrix(0,NCOVMAX,1,n); 
 2722:   cptcovn=0; 
 2723:   if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;
 2724: 
 2725:   ncovmodel=2+cptcovn;
 2726:   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
 2727:   
 2728:   /* Read guess parameters */
 2729:   /* Reads comments: lines beginning with '#' */
 2730:   while((c=getc(ficpar))=='#' && c!= EOF){
 2731:     ungetc(c,ficpar);
 2732:     fgets(line, MAXLINE, ficpar);
 2733:     puts(line);
 2734:     fputs(line,ficparo);
 2735:   }
 2736:   ungetc(c,ficpar);
 2737:   
 2738:   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
 2739:     for(i=1; i <=nlstate; i++)
 2740:     for(j=1; j <=nlstate+ndeath-1; j++){
 2741:       fscanf(ficpar,"%1d%1d",&i1,&j1);
 2742:       fprintf(ficparo,"%1d%1d",i1,j1);
 2743:       printf("%1d%1d",i,j);
 2744:       for(k=1; k<=ncovmodel;k++){
 2745: 	fscanf(ficpar," %lf",&param[i][j][k]);
 2746: 	printf(" %lf",param[i][j][k]);
 2747: 	fprintf(ficparo," %lf",param[i][j][k]);
 2748:       }
 2749:       fscanf(ficpar,"\n");
 2750:       printf("\n");
 2751:       fprintf(ficparo,"\n");
 2752:     }
 2753:   
 2754:     npar= (nlstate+ndeath-1)*nlstate*ncovmodel;
 2755: 
 2756:   p=param[1][1];
 2757:   
 2758:   /* Reads comments: lines beginning with '#' */
 2759:   while((c=getc(ficpar))=='#' && c!= EOF){
 2760:     ungetc(c,ficpar);
 2761:     fgets(line, MAXLINE, ficpar);
 2762:     puts(line);
 2763:     fputs(line,ficparo);
 2764:   }
 2765:   ungetc(c,ficpar);
 2766: 
 2767:   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
 2768:   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */
 2769:   for(i=1; i <=nlstate; i++){
 2770:     for(j=1; j <=nlstate+ndeath-1; j++){
 2771:       fscanf(ficpar,"%1d%1d",&i1,&j1);
 2772:       printf("%1d%1d",i,j);
 2773:       fprintf(ficparo,"%1d%1d",i1,j1);
 2774:       for(k=1; k<=ncovmodel;k++){
 2775: 	fscanf(ficpar,"%le",&delti3[i][j][k]);
 2776: 	printf(" %le",delti3[i][j][k]);
 2777: 	fprintf(ficparo," %le",delti3[i][j][k]);
 2778:       }
 2779:       fscanf(ficpar,"\n");
 2780:       printf("\n");
 2781:       fprintf(ficparo,"\n");
 2782:     }
 2783:   }
 2784:   delti=delti3[1][1];
 2785:   
 2786:   /* Reads comments: lines beginning with '#' */
 2787:   while((c=getc(ficpar))=='#' && c!= EOF){
 2788:     ungetc(c,ficpar);
 2789:     fgets(line, MAXLINE, ficpar);
 2790:     puts(line);
 2791:     fputs(line,ficparo);
 2792:   }
 2793:   ungetc(c,ficpar);
 2794:   
 2795:   matcov=matrix(1,npar,1,npar);
 2796:   for(i=1; i <=npar; i++){
 2797:     fscanf(ficpar,"%s",&str);
 2798:     printf("%s",str);
 2799:     fprintf(ficparo,"%s",str);
 2800:     for(j=1; j <=i; j++){
 2801:       fscanf(ficpar," %le",&matcov[i][j]);
 2802:       printf(" %.5le",matcov[i][j]);
 2803:       fprintf(ficparo," %.5le",matcov[i][j]);
 2804:     }
 2805:     fscanf(ficpar,"\n");
 2806:     printf("\n");
 2807:     fprintf(ficparo,"\n");
 2808:   }
 2809:   for(i=1; i <=npar; i++)
 2810:     for(j=i+1;j<=npar;j++)
 2811:       matcov[i][j]=matcov[j][i];
 2812:    
 2813:   printf("\n");
 2814: 
 2815: 
 2816:     /*-------- Rewriting paramater file ----------*/
 2817:      strcpy(rfileres,"r");    /* "Rparameterfile */
 2818:      strcat(rfileres,optionfilefiname);    /* Parameter file first name*/
 2819:      strcat(rfileres,".");    /* */
 2820:      strcat(rfileres,optionfilext);    /* Other files have txt extension */
 2821:     if((ficres =fopen(rfileres,"w"))==NULL) {
 2822:       printf("Problem writing new parameter file: %s\n", fileres);goto end;
 2823:     }
 2824:     fprintf(ficres,"#%s\n",version);
 2825:     
 2826:     /*-------- data file ----------*/
 2827:     if((fic=fopen(datafile,"r"))==NULL)    {
 2828:       printf("Problem with datafile: %s\n", datafile);goto end;
 2829:     }
 2830: 
 2831:     n= lastobs;
 2832:     severity = vector(1,maxwav);
 2833:     outcome=imatrix(1,maxwav+1,1,n);
 2834:     num=ivector(1,n);
 2835:     moisnais=vector(1,n);
 2836:     annais=vector(1,n);
 2837:     moisdc=vector(1,n);
 2838:     andc=vector(1,n);
 2839:     agedc=vector(1,n);
 2840:     cod=ivector(1,n);
 2841:     weight=vector(1,n);
 2842:     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
 2843:     mint=matrix(1,maxwav,1,n);
 2844:     anint=matrix(1,maxwav,1,n);
 2845:     s=imatrix(1,maxwav+1,1,n);
 2846:     adl=imatrix(1,maxwav+1,1,n);    
 2847:     tab=ivector(1,NCOVMAX);
 2848:     ncodemax=ivector(1,8);
 2849: 
 2850:     i=1;
 2851:     while (fgets(line, MAXLINE, fic) != NULL)    {
 2852:       if ((i >= firstobs) && (i <=lastobs)) {
 2853: 	
 2854: 	for (j=maxwav;j>=1;j--){
 2855: 	  cutv(stra, strb,line,' '); s[j][i]=atoi(strb); 
 2856: 	  strcpy(line,stra);
 2857: 	  cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
 2858: 	  cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
 2859: 	}
 2860: 	
 2861: 	cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);
 2862: 	cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);
 2863: 
 2864: 	cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);
 2865: 	cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);
 2866: 
 2867: 	cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);
 2868: 	for (j=ncovcol;j>=1;j--){
 2869: 	  cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);
 2870: 	} 
 2871: 	num[i]=atol(stra);
 2872: 	
 2873: 	/*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){
 2874: 	  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;}*/
 2875: 
 2876: 	i=i+1;
 2877:       }
 2878:     } 
 2879:     /* printf("ii=%d", ij);
 2880:        scanf("%d",i);*/
 2881:   imx=i-1; /* Number of individuals */
 2882: 
 2883:   /* for (i=1; i<=imx; i++){
 2884:     if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;
 2885:     if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;
 2886:     if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;
 2887:     }*/
 2888:    /*  for (i=1; i<=imx; i++){
 2889:      if (s[4][i]==9)  s[4][i]=-1; 
 2890:      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]));}*/
 2891:   
 2892:  
 2893:   /* Calculation of the number of parameter from char model*/
 2894:   Tvar=ivector(1,15); 
 2895:   Tprod=ivector(1,15); 
 2896:   Tvaraff=ivector(1,15); 
 2897:   Tvard=imatrix(1,15,1,2);
 2898:   Tage=ivector(1,15);      
 2899:    
 2900:   if (strlen(model) >1){
 2901:     j=0, j1=0, k1=1, k2=1;
 2902:     j=nbocc(model,'+');
 2903:     j1=nbocc(model,'*');
 2904:     cptcovn=j+1;
 2905:     cptcovprod=j1;
 2906:     
 2907:     strcpy(modelsav,model); 
 2908:     if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){
 2909:       printf("Error. Non available option model=%s ",model);
 2910:       goto end;
 2911:     }
 2912:     
 2913:     for(i=(j+1); i>=1;i--){
 2914:       cutv(stra,strb,modelsav,'+');
 2915:       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav); 
 2916:       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/
 2917:       /*scanf("%d",i);*/
 2918:       if (strchr(strb,'*')) {
 2919: 	cutv(strd,strc,strb,'*');
 2920: 	if (strcmp(strc,"age")==0) {
 2921: 	  cptcovprod--;
 2922: 	  cutv(strb,stre,strd,'V');
 2923: 	  Tvar[i]=atoi(stre);
 2924: 	  cptcovage++;
 2925: 	    Tage[cptcovage]=i;
 2926: 	    /*printf("stre=%s ", stre);*/
 2927: 	}
 2928: 	else if (strcmp(strd,"age")==0) {
 2929: 	  cptcovprod--;
 2930: 	  cutv(strb,stre,strc,'V');
 2931: 	  Tvar[i]=atoi(stre);
 2932: 	  cptcovage++;
 2933: 	  Tage[cptcovage]=i;
 2934: 	}
 2935: 	else {
 2936: 	  cutv(strb,stre,strc,'V');
 2937: 	  Tvar[i]=ncovcol+k1;
 2938: 	  cutv(strb,strc,strd,'V'); 
 2939: 	  Tprod[k1]=i;
 2940: 	  Tvard[k1][1]=atoi(strc);
 2941: 	  Tvard[k1][2]=atoi(stre);
 2942: 	  Tvar[cptcovn+k2]=Tvard[k1][1];
 2943: 	  Tvar[cptcovn+k2+1]=Tvard[k1][2]; 
 2944: 	  for (k=1; k<=lastobs;k++) 
 2945: 	    covar[ncovcol+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];
 2946: 	  k1++;
 2947: 	  k2=k2+2;
 2948: 	}
 2949:       }
 2950:       else {
 2951: 	/*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/
 2952:        /*  scanf("%d",i);*/
 2953:       cutv(strd,strc,strb,'V');
 2954:       Tvar[i]=atoi(strc);
 2955:       }
 2956:       strcpy(modelsav,stra);  
 2957:       /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);
 2958: 	scanf("%d",i);*/
 2959:     }
 2960: }
 2961:   
 2962:   /* printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);
 2963:   printf("cptcovprod=%d ", cptcovprod);
 2964:   scanf("%d ",i);*/
 2965:     fclose(fic);
 2966: 
 2967:     /*  if(mle==1){*/
 2968:     if (weightopt != 1) { /* Maximisation without weights*/
 2969:       for(i=1;i<=n;i++) weight[i]=1.0;
 2970:     }
 2971:     /*-calculation of age at interview from date of interview and age at death -*/
 2972:     agev=matrix(1,maxwav,1,imx);
 2973: 
 2974:     for (i=1; i<=imx; i++) {
 2975:       for(m=2; (m<= maxwav); m++) {
 2976:        if ((mint[m][i]== 99) && (s[m][i] <= nlstate)){
 2977: 	 anint[m][i]=9999;
 2978: 	 s[m][i]=-1;
 2979:        }
 2980:      if(moisdc[i]==99 && andc[i]==9999 & s[m][i]>nlstate) s[m][i]=-1;
 2981:       }
 2982:     }
 2983: 
 2984:     for (i=1; i<=imx; i++)  {
 2985:       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
 2986:       for(m=1; (m<= maxwav); m++){
 2987: 	if(s[m][i] >0){
 2988: 	  if (s[m][i] >= nlstate+1) {
 2989: 	    if(agedc[i]>0)
 2990: 	      if(moisdc[i]!=99 && andc[i]!=9999)
 2991: 		agev[m][i]=agedc[i];
 2992: 	    /*if(moisdc[i]==99 && andc[i]==9999) s[m][i]=-1;*/
 2993: 	   else {
 2994: 	      if (andc[i]!=9999){
 2995: 	      printf("Warning negative age at death: %d line:%d\n",num[i],i);
 2996: 	      agev[m][i]=-1;
 2997: 	      }
 2998: 	    }
 2999: 	  }
 3000: 	  else if(s[m][i] !=9){ /* Should no more exist */
 3001: 	    agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
 3002: 	    if(mint[m][i]==99 || anint[m][i]==9999)
 3003: 	      agev[m][i]=1;
 3004: 	    else if(agev[m][i] <agemin){ 
 3005: 	      agemin=agev[m][i];
 3006: 	      /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
 3007: 	    }
 3008: 	    else if(agev[m][i] >agemax){
 3009: 	      agemax=agev[m][i];
 3010: 	     /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
 3011: 	    }
 3012: 	    /*agev[m][i]=anint[m][i]-annais[i];*/
 3013: 	    /*	 agev[m][i] = age[i]+2*m;*/
 3014: 	  }
 3015: 	  else { /* =9 */
 3016: 	    agev[m][i]=1;
 3017: 	    s[m][i]=-1;
 3018: 	  }
 3019: 	}
 3020: 	else /*= 0 Unknown */
 3021: 	  agev[m][i]=1;
 3022:       }
 3023:     
 3024:     }
 3025:     for (i=1; i<=imx; i++)  {
 3026:       for(m=1; (m<= maxwav); m++){
 3027: 	if (s[m][i] > (nlstate+ndeath)) {
 3028: 	  printf("Error: Wrong value in nlstate or ndeath\n");	
 3029: 	  goto end;
 3030: 	}
 3031:       }
 3032:     }
 3033: 
 3034: printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
 3035: 
 3036:     free_vector(severity,1,maxwav);
 3037:     free_imatrix(outcome,1,maxwav+1,1,n);
 3038:     free_vector(moisnais,1,n);
 3039:     free_vector(annais,1,n);
 3040:     /* free_matrix(mint,1,maxwav,1,n);
 3041:        free_matrix(anint,1,maxwav,1,n);*/
 3042:     free_vector(moisdc,1,n);
 3043:     free_vector(andc,1,n);
 3044: 
 3045:    
 3046:     wav=ivector(1,imx);
 3047:     dh=imatrix(1,lastpass-firstpass+1,1,imx);
 3048:     mw=imatrix(1,lastpass-firstpass+1,1,imx);
 3049:    
 3050:     /* Concatenates waves */
 3051:       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);
 3052: 
 3053: 
 3054:       Tcode=ivector(1,100);
 3055:       nbcode=imatrix(0,NCOVMAX,0,NCOVMAX); 
 3056:       ncodemax[1]=1;
 3057:       if (cptcovn > 0) tricode(Tvar,nbcode,imx);
 3058:       
 3059:    codtab=imatrix(1,100,1,10);
 3060:    h=0;
 3061:    m=pow(2,cptcoveff);
 3062:  
 3063:    for(k=1;k<=cptcoveff; k++){
 3064:      for(i=1; i <=(m/pow(2,k));i++){
 3065:        for(j=1; j <= ncodemax[k]; j++){
 3066: 	 for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){
 3067: 	   h++;
 3068: 	   if (h>m) h=1;codtab[h][k]=j;codtab[h][Tvar[k]]=j;
 3069: 	   /*  printf("h=%d k=%d j=%d codtab[h][k]=%d tvar[k]=%d \n",h, k,j,codtab[h][k],Tvar[k]);*/
 3070: 	 } 
 3071:        }
 3072:      }
 3073:    } 
 3074:    /* printf("codtab[1][2]=%d codtab[2][2]=%d",codtab[1][2],codtab[2][2]); 
 3075:       codtab[1][2]=1;codtab[2][2]=2; */
 3076:    /* for(i=1; i <=m ;i++){ 
 3077:       for(k=1; k <=cptcovn; k++){
 3078:       printf("i=%d k=%d %d %d ",i,k,codtab[i][k], cptcoveff);
 3079:       }
 3080:       printf("\n");
 3081:       }
 3082:       scanf("%d",i);*/
 3083:     
 3084:    /* Calculates basic frequencies. Computes observed prevalence at single age
 3085:        and prints on file fileres'p'. */
 3086: 
 3087:     
 3088:    
 3089:     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 3090:     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 3091:     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 3092:     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 3093:     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
 3094:      
 3095:     /* For Powell, parameters are in a vector p[] starting at p[1]
 3096:        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */
 3097:     p=param[1][1]; /* *(*(*(param +1)+1)+0) */
 3098: 
 3099:     if(mle==1){
 3100:     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);
 3101:     }
 3102:     
 3103:     /*--------- results files --------------*/
 3104:     fprintf(ficres,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle= 0 weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate, ndeath, maxwav, weightopt,model);
 3105:   
 3106: 
 3107:    jk=1;
 3108:    fprintf(ficres,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
 3109:    printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
 3110:    for(i=1,jk=1; i <=nlstate; i++){
 3111:      for(k=1; k <=(nlstate+ndeath); k++){
 3112:        if (k != i) 
 3113: 	 {
 3114: 	   printf("%d%d ",i,k);
 3115: 	   fprintf(ficres,"%1d%1d ",i,k);
 3116: 	   for(j=1; j <=ncovmodel; j++){
 3117: 	     printf("%f ",p[jk]);
 3118: 	     fprintf(ficres,"%f ",p[jk]);
 3119: 	     jk++; 
 3120: 	   }
 3121: 	   printf("\n");
 3122: 	   fprintf(ficres,"\n");
 3123: 	 }
 3124:      }
 3125:    }
 3126:  if(mle==1){
 3127:     /* Computing hessian and covariance matrix */
 3128:     ftolhess=ftol; /* Usually correct */
 3129:     hesscov(matcov, p, npar, delti, ftolhess, func);
 3130:  }
 3131:     fprintf(ficres,"# Scales (for hessian or gradient estimation)\n");
 3132:     printf("# Scales (for hessian or gradient estimation)\n");
 3133:      for(i=1,jk=1; i <=nlstate; i++){
 3134:       for(j=1; j <=nlstate+ndeath; j++){
 3135: 	if (j!=i) {
 3136: 	  fprintf(ficres,"%1d%1d",i,j);
 3137: 	  printf("%1d%1d",i,j);
 3138: 	  for(k=1; k<=ncovmodel;k++){
 3139: 	    printf(" %.5e",delti[jk]);
 3140: 	    fprintf(ficres," %.5e",delti[jk]);
 3141: 	    jk++;
 3142: 	  }
 3143: 	  printf("\n");
 3144: 	  fprintf(ficres,"\n");
 3145: 	}
 3146:       }
 3147:      }
 3148:     
 3149:     k=1;
 3150:     fprintf(ficres,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
 3151:     printf("# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
 3152:     for(i=1;i<=npar;i++){
 3153:       /*  if (k>nlstate) k=1;
 3154:       i1=(i-1)/(ncovmodel*nlstate)+1; 
 3155:       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);
 3156:       printf("%s%d%d",alph[k],i1,tab[i]);*/
 3157:       fprintf(ficres,"%3d",i);
 3158:       printf("%3d",i);
 3159:       for(j=1; j<=i;j++){
 3160: 	fprintf(ficres," %.5e",matcov[i][j]);
 3161: 	printf(" %.5e",matcov[i][j]);
 3162:       }
 3163:       fprintf(ficres,"\n");
 3164:       printf("\n");
 3165:       k++;
 3166:     }
 3167:     
 3168:     while((c=getc(ficpar))=='#' && c!= EOF){
 3169:       ungetc(c,ficpar);
 3170:       fgets(line, MAXLINE, ficpar);
 3171:       puts(line);
 3172:       fputs(line,ficparo);
 3173:     }
 3174:     ungetc(c,ficpar);
 3175:     estepm=0;
 3176:     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf estepm=%d\n",&ageminpar,&agemaxpar, &bage, &fage, &estepm);
 3177:     if (estepm==0 || estepm < stepm) estepm=stepm;
 3178:     if (fage <= 2) {
 3179:       bage = ageminpar;
 3180:       fage = agemaxpar;
 3181:     }
 3182:     
 3183:     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
 3184:     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
 3185:     fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
 3186:  
 3187:     while((c=getc(ficpar))=='#' && c!= EOF){
 3188:     ungetc(c,ficpar);
 3189:     fgets(line, MAXLINE, ficpar);
 3190:     puts(line);
 3191:     fputs(line,ficparo);
 3192:   }
 3193:   ungetc(c,ficpar);
 3194:   
 3195:   fscanf(ficpar,"begin-prev-date=%lf/%lf/%lf end-prev-date=%lf/%lf/%lf\n",&jprev1, &mprev1,&anprev1,&jprev2, &mprev2,&anprev2);
 3196:   fprintf(ficparo,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);
 3197:  fprintf(ficres,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);
 3198:      
 3199:   while((c=getc(ficpar))=='#' && c!= EOF){
 3200:     ungetc(c,ficpar);
 3201:     fgets(line, MAXLINE, ficpar);
 3202:     puts(line);
 3203:     fputs(line,ficparo);
 3204:   }
 3205:   ungetc(c,ficpar);
 3206:  
 3207: 
 3208:    dateprev1=anprev1+mprev1/12.+jprev1/365.;
 3209:    dateprev2=anprev2+mprev2/12.+jprev2/365.;
 3210: 
 3211:   fscanf(ficpar,"pop_based=%d\n",&popbased);
 3212:   fprintf(ficparo,"pop_based=%d\n",popbased);   
 3213:   fprintf(ficres,"pop_based=%d\n",popbased);   
 3214:   
 3215:   while((c=getc(ficpar))=='#' && c!= EOF){
 3216:     ungetc(c,ficpar);
 3217:     fgets(line, MAXLINE, ficpar);
 3218:     puts(line);
 3219:     fputs(line,ficparo);
 3220:   }
 3221:   ungetc(c,ficpar);
 3222: 
 3223:   fscanf(ficpar,"starting-proj-date=%lf/%lf/%lf final-proj-date=%lf/%lf/%lf mov_average=%d\n",&jproj1,&mproj1,&anproj1,&jproj2,&mproj2,&anproj2,&mobilav);
 3224: fprintf(ficparo,"starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mov_average=%d\n",jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilav);
 3225: fprintf(ficres,"starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mov_average=%d\n",jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilav);
 3226: 
 3227: 
 3228: while((c=getc(ficpar))=='#' && c!= EOF){
 3229:     ungetc(c,ficpar);
 3230:     fgets(line, MAXLINE, ficpar);
 3231:     puts(line);
 3232:     fputs(line,ficparo);
 3233:   }
 3234:   ungetc(c,ficpar);
 3235: 
 3236:   fscanf(ficpar,"popforecast=%d popfile=%s popfiledate=%lf/%lf/%lf last-popfiledate=%lf/%lf/%lf\n",&popforecast,popfile,&jpyram,&mpyram,&anpyram,&jpyram1,&mpyram1,&anpyram1);
 3237:   fprintf(ficparo,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
 3238:   fprintf(ficres,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
 3239: 
 3240:  freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax,mint,anint,dateprev1,dateprev2,jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);
 3241: 
 3242: /*------------ gnuplot -------------*/
 3243:  printinggnuplot(fileres,optionfilefiname,optionfile,optionfilegnuplot, ageminpar,agemaxpar,fage, pathc,p);
 3244:  
 3245: /*------------ free_vector  -------------*/
 3246:  chdir(path);
 3247:  
 3248:  free_ivector(wav,1,imx);
 3249:  free_imatrix(dh,1,lastpass-firstpass+1,1,imx);
 3250:  free_imatrix(mw,1,lastpass-firstpass+1,1,imx);   
 3251:  free_ivector(num,1,n);
 3252:  free_vector(agedc,1,n);
 3253:  /*free_matrix(covar,1,NCOVMAX,1,n);*/
 3254:  fclose(ficparo);
 3255:  fclose(ficres);
 3256: 
 3257: /*--------- index.htm --------*/
 3258: 
 3259:   printinghtml(fileres,title,datafile, firstpass, lastpass, stepm, weightopt,model,imx,jmin,jmax,jmean,optionfile,optionfilehtm,rfileres,optionfilegnuplot,version,popforecast,estepm);
 3260: 
 3261:   
 3262:   /*--------------- Prevalence limit --------------*/
 3263:   
 3264:   strcpy(filerespl,"pl");
 3265:   strcat(filerespl,fileres);
 3266:   if((ficrespl=fopen(filerespl,"w"))==NULL) {
 3267:     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;
 3268:   }
 3269:   printf("Computing prevalence limit: result on file '%s' \n", filerespl);
 3270:   fprintf(ficrespl,"#Prevalence limit\n");
 3271:   fprintf(ficrespl,"#Age ");
 3272:   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);
 3273:   fprintf(ficrespl,"\n");
 3274:   
 3275:   prlim=matrix(1,nlstate,1,nlstate);
 3276:   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 3277:   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 3278:   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 3279:   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 3280:   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
 3281:   k=0;
 3282:   agebase=ageminpar;
 3283:   agelim=agemaxpar;
 3284:   ftolpl=1.e-10;
 3285:   i1=cptcoveff;
 3286:   if (cptcovn < 1){i1=1;}
 3287: 
 3288:   for(cptcov=1;cptcov<=i1;cptcov++){
 3289:     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
 3290: 	k=k+1;
 3291: 	/*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/
 3292: 	fprintf(ficrespl,"\n#******");
 3293: 	for(j=1;j<=cptcoveff;j++) 
 3294: 	  fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 3295: 	fprintf(ficrespl,"******\n");
 3296: 	
 3297: 	for (age=agebase; age<=agelim; age++){
 3298: 	  prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
 3299: 	  fprintf(ficrespl,"%.0f",age );
 3300: 	  for(i=1; i<=nlstate;i++)
 3301: 	  fprintf(ficrespl," %.5f", prlim[i][i]);
 3302: 	  fprintf(ficrespl,"\n");
 3303: 	}
 3304:       }
 3305:     }
 3306:   fclose(ficrespl);
 3307: 
 3308:   /*------------- h Pij x at various ages ------------*/
 3309:   
 3310:   strcpy(filerespij,"pij");  strcat(filerespij,fileres);
 3311:   if((ficrespij=fopen(filerespij,"w"))==NULL) {
 3312:     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;
 3313:   }
 3314:   printf("Computing pij: result on file '%s' \n", filerespij);
 3315:   
 3316:   stepsize=(int) (stepm+YEARM-1)/YEARM;
 3317:   /*if (stepm<=24) stepsize=2;*/
 3318: 
 3319:   agelim=AGESUP;
 3320:   hstepm=stepsize*YEARM; /* Every year of age */
 3321:   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */ 
 3322:   
 3323:   k=0;
 3324:   for(cptcov=1;cptcov<=i1;cptcov++){
 3325:     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
 3326:       k=k+1;
 3327: 	fprintf(ficrespij,"\n#****** ");
 3328: 	for(j=1;j<=cptcoveff;j++) 
 3329: 	  fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 3330: 	fprintf(ficrespij,"******\n");
 3331: 	
 3332: 	for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */
 3333: 	  nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
 3334: 	  nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
 3335: 	  p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 3336: 	  oldm=oldms;savm=savms;
 3337: 	  hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
 3338: 	  fprintf(ficrespij,"# Age");
 3339: 	  for(i=1; i<=nlstate;i++)
 3340: 	    for(j=1; j<=nlstate+ndeath;j++)
 3341: 	      fprintf(ficrespij," %1d-%1d",i,j);
 3342: 	  fprintf(ficrespij,"\n");
 3343: 	   for (h=0; h<=nhstepm; h++){
 3344: 	    fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );
 3345: 	    for(i=1; i<=nlstate;i++)
 3346: 	      for(j=1; j<=nlstate+ndeath;j++)
 3347: 		fprintf(ficrespij," %.5f", p3mat[i][j][h]);
 3348: 	    fprintf(ficrespij,"\n");
 3349: 	     }
 3350: 	  free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 3351: 	  fprintf(ficrespij,"\n");
 3352: 	}
 3353:     }
 3354:   }
 3355: 
 3356:   varprob(fileres, matcov, p, delti, nlstate, (int) bage, (int) fage,k,Tvar,nbcode, ncodemax);
 3357: 
 3358:   fclose(ficrespij);
 3359: 
 3360: 
 3361:   /*---------- Forecasting ------------------*/
 3362:   if((stepm == 1) && (strcmp(model,".")==0)){
 3363:     prevforecast(fileres, anproj1,mproj1,jproj1, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anproj2,p, i1);
 3364:     if (popforecast==1) populforecast(fileres, anpyram,mpyram,jpyram, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anpyram1,p, i1);
 3365:   } 
 3366:   else{
 3367:     erreur=108;
 3368:     printf("Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model);
 3369:   }
 3370:   
 3371: 
 3372:   /*---------- Health expectancies and variances ------------*/
 3373: 
 3374:   strcpy(filerest,"t");
 3375:   strcat(filerest,fileres);
 3376:   if((ficrest=fopen(filerest,"w"))==NULL) {
 3377:     printf("Problem with total LE resultfile: %s\n", filerest);goto end;
 3378:   }
 3379:   printf("Computing Total LEs with variances: file '%s' \n", filerest); 
 3380: 
 3381: 
 3382:   strcpy(filerese,"e");
 3383:   strcat(filerese,fileres);
 3384:   if((ficreseij=fopen(filerese,"w"))==NULL) {
 3385:     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
 3386:   }
 3387:   printf("Computing Health Expectancies: result on file '%s' \n", filerese);
 3388: 
 3389:  strcpy(fileresv,"v");
 3390:   strcat(fileresv,fileres);
 3391:   if((ficresvij=fopen(fileresv,"w"))==NULL) {
 3392:     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);
 3393:   }
 3394:   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
 3395:   calagedate=-1;
 3396: prevalence(ageminpar, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax,mint,anint,dateprev1,dateprev2, calagedate);
 3397: 
 3398:   k=0;
 3399:   for(cptcov=1;cptcov<=i1;cptcov++){
 3400:     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
 3401:       k=k+1;
 3402:       fprintf(ficrest,"\n#****** ");
 3403:       for(j=1;j<=cptcoveff;j++) 
 3404: 	fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 3405:       fprintf(ficrest,"******\n");
 3406: 
 3407:       fprintf(ficreseij,"\n#****** ");
 3408:       for(j=1;j<=cptcoveff;j++) 
 3409: 	fprintf(ficreseij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 3410:       fprintf(ficreseij,"******\n");
 3411: 
 3412:       fprintf(ficresvij,"\n#****** ");
 3413:       for(j=1;j<=cptcoveff;j++) 
 3414: 	fprintf(ficresvij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 3415:       fprintf(ficresvij,"******\n");
 3416: 
 3417:       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
 3418:       oldm=oldms;savm=savms;
 3419:       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm, delti, matcov);  
 3420:  
 3421:       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
 3422:       oldm=oldms;savm=savms;
 3423:        varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm);
 3424:     
 3425: 
 3426:  
 3427:       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");
 3428:       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);
 3429:       fprintf(ficrest,"\n");
 3430: 
 3431:       epj=vector(1,nlstate+1);
 3432:       for(age=bage; age <=fage ;age++){
 3433: 	prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
 3434: 	if (popbased==1) {
 3435: 	  for(i=1; i<=nlstate;i++)
 3436: 	    prlim[i][i]=probs[(int)age][i][k];
 3437: 	}
 3438: 	
 3439: 	fprintf(ficrest," %4.0f",age);
 3440: 	for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){
 3441: 	  for(i=1, epj[j]=0.;i <=nlstate;i++) {
 3442: 	    epj[j] += prlim[i][i]*eij[i][j][(int)age];
 3443: 	    /*  printf("%lf %lf ", prlim[i][i] ,eij[i][j][(int)age]);*/
 3444: 	  }
 3445: 	  epj[nlstate+1] +=epj[j];
 3446: 	}
 3447: 
 3448: 	for(i=1, vepp=0.;i <=nlstate;i++)
 3449: 	  for(j=1;j <=nlstate;j++)
 3450: 	    vepp += vareij[i][j][(int)age];
 3451: 	fprintf(ficrest," %7.3f (%7.3f)", epj[nlstate+1],sqrt(vepp));
 3452: 	for(j=1;j <=nlstate;j++){
 3453: 	  fprintf(ficrest," %7.3f (%7.3f)", epj[j],sqrt(vareij[j][j][(int)age]));
 3454: 	}
 3455: 	fprintf(ficrest,"\n");
 3456:       }
 3457:     }
 3458:   }
 3459: free_matrix(mint,1,maxwav,1,n);
 3460:     free_matrix(anint,1,maxwav,1,n); free_imatrix(s,1,maxwav+1,1,n);
 3461:     free_vector(weight,1,n);
 3462:   fclose(ficreseij);
 3463:   fclose(ficresvij);
 3464:   fclose(ficrest);
 3465:   fclose(ficpar);
 3466:   free_vector(epj,1,nlstate+1);
 3467:   
 3468:   /*------- Variance limit prevalence------*/   
 3469: 
 3470:   strcpy(fileresvpl,"vpl");
 3471:   strcat(fileresvpl,fileres);
 3472:   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
 3473:     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);
 3474:     exit(0);
 3475:   }
 3476:   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);
 3477: 
 3478:   k=0;
 3479:   for(cptcov=1;cptcov<=i1;cptcov++){
 3480:     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
 3481:       k=k+1;
 3482:       fprintf(ficresvpl,"\n#****** ");
 3483:       for(j=1;j<=cptcoveff;j++) 
 3484: 	fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 3485:       fprintf(ficresvpl,"******\n");
 3486:       
 3487:       varpl=matrix(1,nlstate,(int) bage, (int) fage);
 3488:       oldm=oldms;savm=savms;
 3489:      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);
 3490:     }
 3491:  }
 3492: 
 3493:   fclose(ficresvpl);
 3494: 
 3495:   /*---------- End : free ----------------*/
 3496:   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
 3497:   
 3498:   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);
 3499:   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
 3500:   
 3501:   
 3502:   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);
 3503:   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);
 3504:   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);
 3505:   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);
 3506:  
 3507:   free_matrix(matcov,1,npar,1,npar);
 3508:   free_vector(delti,1,npar);
 3509:   free_matrix(agev,1,maxwav,1,imx);
 3510:   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);
 3511: 
 3512:   if(erreur >0)
 3513:     printf("End of Imach with error or warning %d\n",erreur);
 3514:   else   printf("End of Imach\n");
 3515:   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
 3516:   
 3517:   /* 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);*/
 3518:   /*printf("Total time was %d uSec.\n", total_usecs);*/
 3519:   /*------ End -----------*/
 3520: 
 3521: 
 3522:  end:
 3523:   /* chdir(pathcd);*/
 3524:  /*system("wgnuplot graph.plt");*/
 3525:  /*system("../gp37mgw/wgnuplot graph.plt");*/
 3526:  /*system("cd ../gp37mgw");*/
 3527:  /* system("..\\gp37mgw\\wgnuplot graph.plt");*/
 3528:  strcpy(plotcmd,GNUPLOTPROGRAM);
 3529:  strcat(plotcmd," ");
 3530:  strcat(plotcmd,optionfilegnuplot);
 3531:  system(plotcmd);
 3532: 
 3533:  /*#ifdef windows*/
 3534:   while (z[0] != 'q') {
 3535:     /* chdir(path); */
 3536:     printf("\nType e to edit output files, g to graph again, c to start again, and q for exiting: ");
 3537:     scanf("%s",z);
 3538:     if (z[0] == 'c') system("./imach");
 3539:     else if (z[0] == 'e') system(optionfilehtm);
 3540:     else if (z[0] == 'g') system(plotcmd);
 3541:     else if (z[0] == 'q') exit(0);
 3542:   }
 3543:   /*#endif */
 3544: }
 3545: 
 3546: 

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