File:  [Local Repository] / imach / src / imach.c
Revision 1.68: download - view: text, annotated - select for diffs
Tue Feb 4 12:40:59 2003 UTC (21 years, 4 months ago) by lievre
Branches: MAIN
CVS tags: HEAD
Correction of initialisations in case of several death states.

    1: /* $Id: imach.c,v 1.68 2003/02/04 12:40:59 lievre 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, quarter,
   36:   semester or year) is modelled 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 stable prevalence. 
   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 "gnuplot"
   60: /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
   61: #define FILENAMELENGTH 80
   62: /*#define DEBUG*/
   63: #define windows
   64: #define	GLOCK_ERROR_NOPATH		-1	/* empty path */
   65: #define	GLOCK_ERROR_GETCWD		-2	/* cannot get cwd */
   66: 
   67: #define MAXPARM 30 /* Maximum number of parameters for the optimization */
   68: #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
   69: 
   70: #define NINTERVMAX 8
   71: #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
   72: #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
   73: #define NCOVMAX 8 /* Maximum number of covariates */
   74: #define MAXN 20000
   75: #define YEARM 12. /* Number of months per year */
   76: #define AGESUP 130
   77: #define AGEBASE 40
   78: #ifdef windows
   79: #define DIRSEPARATOR '\\'
   80: #define ODIRSEPARATOR '/'
   81: #else
   82: #define DIRSEPARATOR '/'
   83: #define ODIRSEPARATOR '\\'
   84: #endif
   85: 
   86: char version[80]="Imach version 0.91, November 2002, INED-EUROREVES ";
   87: int erreur; /* Error number */
   88: int nvar;
   89: int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
   90: int npar=NPARMAX;
   91: int nlstate=2; /* Number of live states */
   92: int ndeath=1; /* Number of dead states */
   93: int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
   94: int popbased=0;
   95: 
   96: int *wav; /* Number of waves for this individuual 0 is possible */
   97: int maxwav; /* Maxim number of waves */
   98: int jmin, jmax; /* min, max spacing between 2 waves */
   99: int mle, weightopt;
  100: int **mw; /* mw[mi][i] is number of the mi wave for this individual */
  101: int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
  102: int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
  103: 	   * wave mi and wave mi+1 is not an exact multiple of stepm. */
  104: double jmean; /* Mean space between 2 waves */
  105: double **oldm, **newm, **savm; /* Working pointers to matrices */
  106: double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
  107: FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
  108: FILE *ficlog;
  109: FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
  110: FILE *ficresprobmorprev;
  111: FILE *fichtm; /* Html File */
  112: FILE *ficreseij;
  113: char filerese[FILENAMELENGTH];
  114: FILE  *ficresvij;
  115: char fileresv[FILENAMELENGTH];
  116: FILE  *ficresvpl;
  117: char fileresvpl[FILENAMELENGTH];
  118: char title[MAXLINE];
  119: char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
  120: char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
  121: 
  122: char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
  123: char filelog[FILENAMELENGTH]; /* Log file */
  124: char filerest[FILENAMELENGTH];
  125: char fileregp[FILENAMELENGTH];
  126: char popfile[FILENAMELENGTH];
  127: 
  128: char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];
  129: 
  130: #define NR_END 1
  131: #define FREE_ARG char*
  132: #define FTOL 1.0e-10
  133: 
  134: #define NRANSI 
  135: #define ITMAX 200 
  136: 
  137: #define TOL 2.0e-4 
  138: 
  139: #define CGOLD 0.3819660 
  140: #define ZEPS 1.0e-10 
  141: #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
  142: 
  143: #define GOLD 1.618034 
  144: #define GLIMIT 100.0 
  145: #define TINY 1.0e-20 
  146: 
  147: static double maxarg1,maxarg2;
  148: #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
  149: #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
  150:   
  151: #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
  152: #define rint(a) floor(a+0.5)
  153: 
  154: static double sqrarg;
  155: #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
  156: #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
  157: 
  158: int imx; 
  159: int stepm;
  160: /* Stepm, step in month: minimum step interpolation*/
  161: 
  162: int estepm;
  163: /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
  164: 
  165: int m,nb;
  166: int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;
  167: double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
  168: double **pmmij, ***probs;
  169: double dateintmean=0;
  170: 
  171: double *weight;
  172: int **s; /* Status */
  173: double *agedc, **covar, idx;
  174: int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
  175: 
  176: double ftol=FTOL; /* Tolerance for computing Max Likelihood */
  177: double ftolhess; /* Tolerance for computing hessian */
  178: 
  179: /**************** split *************************/
  180: static	int split( char *path, char *dirc, char *name, char *ext, char *finame )
  181: {
  182:   char	*ss;				/* pointer */
  183:   int	l1, l2;				/* length counters */
  184: 
  185:   l1 = strlen(path );			/* length of path */
  186:   if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
  187:   ss= strrchr( path, DIRSEPARATOR );		/* find last / */
  188:   if ( ss == NULL ) {			/* no directory, so use current */
  189:     /*if(strrchr(path, ODIRSEPARATOR )==NULL)
  190:       printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
  191: #if	defined(__bsd__)		/* get current working directory */
  192:     extern char	*getwd( );
  193: 
  194:     if ( getwd( dirc ) == NULL ) {
  195: #else
  196:     extern char	*getcwd( );
  197: 
  198:     if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
  199: #endif
  200:       return( GLOCK_ERROR_GETCWD );
  201:     }
  202:     strcpy( name, path );		/* we've got it */
  203:   } else {				/* strip direcotry from path */
  204:     ss++;				/* after this, the filename */
  205:     l2 = strlen( ss );			/* length of filename */
  206:     if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
  207:     strcpy( name, ss );		/* save file name */
  208:     strncpy( dirc, path, l1 - l2 );	/* now the directory */
  209:     dirc[l1-l2] = 0;			/* add zero */
  210:   }
  211:   l1 = strlen( dirc );			/* length of directory */
  212: #ifdef windows
  213:   if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
  214: #else
  215:   if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
  216: #endif
  217:   ss = strrchr( name, '.' );		/* find last / */
  218:   ss++;
  219:   strcpy(ext,ss);			/* save extension */
  220:   l1= strlen( name);
  221:   l2= strlen(ss)+1;
  222:   strncpy( finame, name, l1-l2);
  223:   finame[l1-l2]= 0;
  224:   return( 0 );				/* we're done */
  225: }
  226: 
  227: 
  228: /******************************************/
  229: 
  230: void replace(char *s, char*t)
  231: {
  232:   int i;
  233:   int lg=20;
  234:   i=0;
  235:   lg=strlen(t);
  236:   for(i=0; i<= lg; i++) {
  237:     (s[i] = t[i]);
  238:     if (t[i]== '\\') s[i]='/';
  239:   }
  240: }
  241: 
  242: int nbocc(char *s, char occ)
  243: {
  244:   int i,j=0;
  245:   int lg=20;
  246:   i=0;
  247:   lg=strlen(s);
  248:   for(i=0; i<= lg; i++) {
  249:   if  (s[i] == occ ) j++;
  250:   }
  251:   return j;
  252: }
  253: 
  254: void cutv(char *u,char *v, char*t, char occ)
  255: {
  256:   /* cuts string t into u and v where u is ended by char occ excluding it
  257:      and v is after occ excluding it too : ex cutv(u,v,"abcdef2ghi2j",2)
  258:      gives u="abcedf" and v="ghi2j" */
  259:   int i,lg,j,p=0;
  260:   i=0;
  261:   for(j=0; j<=strlen(t)-1; j++) {
  262:     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
  263:   }
  264: 
  265:   lg=strlen(t);
  266:   for(j=0; j<p; j++) {
  267:     (u[j] = t[j]);
  268:   }
  269:      u[p]='\0';
  270: 
  271:    for(j=0; j<= lg; j++) {
  272:     if (j>=(p+1))(v[j-p-1] = t[j]);
  273:   }
  274: }
  275: 
  276: /********************** nrerror ********************/
  277: 
  278: void nrerror(char error_text[])
  279: {
  280:   fprintf(stderr,"ERREUR ...\n");
  281:   fprintf(stderr,"%s\n",error_text);
  282:   exit(EXIT_FAILURE);
  283: }
  284: /*********************** vector *******************/
  285: double *vector(int nl, int nh)
  286: {
  287:   double *v;
  288:   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
  289:   if (!v) nrerror("allocation failure in vector");
  290:   return v-nl+NR_END;
  291: }
  292: 
  293: /************************ free vector ******************/
  294: void free_vector(double*v, int nl, int nh)
  295: {
  296:   free((FREE_ARG)(v+nl-NR_END));
  297: }
  298: 
  299: /************************ivector *******************************/
  300: int *ivector(long nl,long nh)
  301: {
  302:   int *v;
  303:   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
  304:   if (!v) nrerror("allocation failure in ivector");
  305:   return v-nl+NR_END;
  306: }
  307: 
  308: /******************free ivector **************************/
  309: void free_ivector(int *v, long nl, long nh)
  310: {
  311:   free((FREE_ARG)(v+nl-NR_END));
  312: }
  313: 
  314: /******************* imatrix *******************************/
  315: int **imatrix(long nrl, long nrh, long ncl, long nch) 
  316:      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
  317: { 
  318:   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
  319:   int **m; 
  320:   
  321:   /* allocate pointers to rows */ 
  322:   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
  323:   if (!m) nrerror("allocation failure 1 in matrix()"); 
  324:   m += NR_END; 
  325:   m -= nrl; 
  326:   
  327:   
  328:   /* allocate rows and set pointers to them */ 
  329:   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
  330:   if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
  331:   m[nrl] += NR_END; 
  332:   m[nrl] -= ncl; 
  333:   
  334:   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
  335:   
  336:   /* return pointer to array of pointers to rows */ 
  337:   return m; 
  338: } 
  339: 
  340: /****************** free_imatrix *************************/
  341: void free_imatrix(m,nrl,nrh,ncl,nch)
  342:       int **m;
  343:       long nch,ncl,nrh,nrl; 
  344:      /* free an int matrix allocated by imatrix() */ 
  345: { 
  346:   free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
  347:   free((FREE_ARG) (m+nrl-NR_END)); 
  348: } 
  349: 
  350: /******************* matrix *******************************/
  351: double **matrix(long nrl, long nrh, long ncl, long nch)
  352: {
  353:   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
  354:   double **m;
  355: 
  356:   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
  357:   if (!m) nrerror("allocation failure 1 in matrix()");
  358:   m += NR_END;
  359:   m -= nrl;
  360: 
  361:   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
  362:   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
  363:   m[nrl] += NR_END;
  364:   m[nrl] -= ncl;
  365: 
  366:   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
  367:   return m;
  368: }
  369: 
  370: /*************************free matrix ************************/
  371: void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
  372: {
  373:   free((FREE_ARG)(m[nrl]+ncl-NR_END));
  374:   free((FREE_ARG)(m+nrl-NR_END));
  375: }
  376: 
  377: /******************* ma3x *******************************/
  378: double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
  379: {
  380:   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
  381:   double ***m;
  382: 
  383:   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
  384:   if (!m) nrerror("allocation failure 1 in matrix()");
  385:   m += NR_END;
  386:   m -= nrl;
  387: 
  388:   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
  389:   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
  390:   m[nrl] += NR_END;
  391:   m[nrl] -= ncl;
  392: 
  393:   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
  394: 
  395:   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
  396:   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
  397:   m[nrl][ncl] += NR_END;
  398:   m[nrl][ncl] -= nll;
  399:   for (j=ncl+1; j<=nch; j++) 
  400:     m[nrl][j]=m[nrl][j-1]+nlay;
  401:   
  402:   for (i=nrl+1; i<=nrh; i++) {
  403:     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
  404:     for (j=ncl+1; j<=nch; j++) 
  405:       m[i][j]=m[i][j-1]+nlay;
  406:   }
  407:   return m;
  408: }
  409: 
  410: /*************************free ma3x ************************/
  411: void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
  412: {
  413:   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
  414:   free((FREE_ARG)(m[nrl]+ncl-NR_END));
  415:   free((FREE_ARG)(m+nrl-NR_END));
  416: }
  417: 
  418: /***************** f1dim *************************/
  419: extern int ncom; 
  420: extern double *pcom,*xicom;
  421: extern double (*nrfunc)(double []); 
  422:  
  423: double f1dim(double x) 
  424: { 
  425:   int j; 
  426:   double f;
  427:   double *xt; 
  428:  
  429:   xt=vector(1,ncom); 
  430:   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
  431:   f=(*nrfunc)(xt); 
  432:   free_vector(xt,1,ncom); 
  433:   return f; 
  434: } 
  435: 
  436: /*****************brent *************************/
  437: double brent(double ax, double bx, double cx, double (*f)(double), double tol, 	double *xmin) 
  438: { 
  439:   int iter; 
  440:   double a,b,d,etemp;
  441:   double fu,fv,fw,fx;
  442:   double ftemp;
  443:   double p,q,r,tol1,tol2,u,v,w,x,xm; 
  444:   double e=0.0; 
  445:  
  446:   a=(ax < cx ? ax : cx); 
  447:   b=(ax > cx ? ax : cx); 
  448:   x=w=v=bx; 
  449:   fw=fv=fx=(*f)(x); 
  450:   for (iter=1;iter<=ITMAX;iter++) { 
  451:     xm=0.5*(a+b); 
  452:     tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
  453:     /*		if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
  454:     printf(".");fflush(stdout);
  455:     fprintf(ficlog,".");fflush(ficlog);
  456: #ifdef DEBUG
  457:     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);
  458:     fprintf(ficlog,"br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
  459:     /*		if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
  460: #endif
  461:     if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
  462:       *xmin=x; 
  463:       return fx; 
  464:     } 
  465:     ftemp=fu;
  466:     if (fabs(e) > tol1) { 
  467:       r=(x-w)*(fx-fv); 
  468:       q=(x-v)*(fx-fw); 
  469:       p=(x-v)*q-(x-w)*r; 
  470:       q=2.0*(q-r); 
  471:       if (q > 0.0) p = -p; 
  472:       q=fabs(q); 
  473:       etemp=e; 
  474:       e=d; 
  475:       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
  476: 	d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
  477:       else { 
  478: 	d=p/q; 
  479: 	u=x+d; 
  480: 	if (u-a < tol2 || b-u < tol2) 
  481: 	  d=SIGN(tol1,xm-x); 
  482:       } 
  483:     } else { 
  484:       d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
  485:     } 
  486:     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
  487:     fu=(*f)(u); 
  488:     if (fu <= fx) { 
  489:       if (u >= x) a=x; else b=x; 
  490:       SHFT(v,w,x,u) 
  491: 	SHFT(fv,fw,fx,fu) 
  492: 	} else { 
  493: 	  if (u < x) a=u; else b=u; 
  494: 	  if (fu <= fw || w == x) { 
  495: 	    v=w; 
  496: 	    w=u; 
  497: 	    fv=fw; 
  498: 	    fw=fu; 
  499: 	  } else if (fu <= fv || v == x || v == w) { 
  500: 	    v=u; 
  501: 	    fv=fu; 
  502: 	  } 
  503: 	} 
  504:   } 
  505:   nrerror("Too many iterations in brent"); 
  506:   *xmin=x; 
  507:   return fx; 
  508: } 
  509: 
  510: /****************** mnbrak ***********************/
  511: 
  512: void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
  513: 	    double (*func)(double)) 
  514: { 
  515:   double ulim,u,r,q, dum;
  516:   double fu; 
  517:  
  518:   *fa=(*func)(*ax); 
  519:   *fb=(*func)(*bx); 
  520:   if (*fb > *fa) { 
  521:     SHFT(dum,*ax,*bx,dum) 
  522:       SHFT(dum,*fb,*fa,dum) 
  523:       } 
  524:   *cx=(*bx)+GOLD*(*bx-*ax); 
  525:   *fc=(*func)(*cx); 
  526:   while (*fb > *fc) { 
  527:     r=(*bx-*ax)*(*fb-*fc); 
  528:     q=(*bx-*cx)*(*fb-*fa); 
  529:     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
  530:       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
  531:     ulim=(*bx)+GLIMIT*(*cx-*bx); 
  532:     if ((*bx-u)*(u-*cx) > 0.0) { 
  533:       fu=(*func)(u); 
  534:     } else if ((*cx-u)*(u-ulim) > 0.0) { 
  535:       fu=(*func)(u); 
  536:       if (fu < *fc) { 
  537: 	SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
  538: 	  SHFT(*fb,*fc,fu,(*func)(u)) 
  539: 	  } 
  540:     } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
  541:       u=ulim; 
  542:       fu=(*func)(u); 
  543:     } else { 
  544:       u=(*cx)+GOLD*(*cx-*bx); 
  545:       fu=(*func)(u); 
  546:     } 
  547:     SHFT(*ax,*bx,*cx,u) 
  548:       SHFT(*fa,*fb,*fc,fu) 
  549:       } 
  550: } 
  551: 
  552: /*************** linmin ************************/
  553: 
  554: int ncom; 
  555: double *pcom,*xicom;
  556: double (*nrfunc)(double []); 
  557:  
  558: void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
  559: { 
  560:   double brent(double ax, double bx, double cx, 
  561: 	       double (*f)(double), double tol, double *xmin); 
  562:   double f1dim(double x); 
  563:   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
  564: 	      double *fc, double (*func)(double)); 
  565:   int j; 
  566:   double xx,xmin,bx,ax; 
  567:   double fx,fb,fa;
  568:  
  569:   ncom=n; 
  570:   pcom=vector(1,n); 
  571:   xicom=vector(1,n); 
  572:   nrfunc=func; 
  573:   for (j=1;j<=n;j++) { 
  574:     pcom[j]=p[j]; 
  575:     xicom[j]=xi[j]; 
  576:   } 
  577:   ax=0.0; 
  578:   xx=1.0; 
  579:   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
  580:   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
  581: #ifdef DEBUG
  582:   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
  583:   fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
  584: #endif
  585:   for (j=1;j<=n;j++) { 
  586:     xi[j] *= xmin; 
  587:     p[j] += xi[j]; 
  588:   } 
  589:   free_vector(xicom,1,n); 
  590:   free_vector(pcom,1,n); 
  591: } 
  592: 
  593: /*************** powell ************************/
  594: void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
  595: 	    double (*func)(double [])) 
  596: { 
  597:   void linmin(double p[], double xi[], int n, double *fret, 
  598: 	      double (*func)(double [])); 
  599:   int i,ibig,j; 
  600:   double del,t,*pt,*ptt,*xit;
  601:   double fp,fptt;
  602:   double *xits;
  603:   pt=vector(1,n); 
  604:   ptt=vector(1,n); 
  605:   xit=vector(1,n); 
  606:   xits=vector(1,n); 
  607:   *fret=(*func)(p); 
  608:   for (j=1;j<=n;j++) pt[j]=p[j]; 
  609:   for (*iter=1;;++(*iter)) { 
  610:     fp=(*fret); 
  611:     ibig=0; 
  612:     del=0.0; 
  613:     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
  614:     fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
  615:     for (i=1;i<=n;i++) 
  616:       printf(" %d %.12f",i, p[i]);
  617:     fprintf(ficlog," %d %.12f",i, p[i]);
  618:     printf("\n");
  619:     fprintf(ficlog,"\n");
  620:     for (i=1;i<=n;i++) { 
  621:       for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
  622:       fptt=(*fret); 
  623: #ifdef DEBUG
  624:       printf("fret=%lf \n",*fret);
  625:       fprintf(ficlog,"fret=%lf \n",*fret);
  626: #endif
  627:       printf("%d",i);fflush(stdout);
  628:       fprintf(ficlog,"%d",i);fflush(ficlog);
  629:       linmin(p,xit,n,fret,func); 
  630:       if (fabs(fptt-(*fret)) > del) { 
  631: 	del=fabs(fptt-(*fret)); 
  632: 	ibig=i; 
  633:       } 
  634: #ifdef DEBUG
  635:       printf("%d %.12e",i,(*fret));
  636:       fprintf(ficlog,"%d %.12e",i,(*fret));
  637:       for (j=1;j<=n;j++) {
  638: 	xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
  639: 	printf(" x(%d)=%.12e",j,xit[j]);
  640: 	fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
  641:       }
  642:       for(j=1;j<=n;j++) {
  643: 	printf(" p=%.12e",p[j]);
  644: 	fprintf(ficlog," p=%.12e",p[j]);
  645:       }
  646:       printf("\n");
  647:       fprintf(ficlog,"\n");
  648: #endif
  649:     } 
  650:     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
  651: #ifdef DEBUG
  652:       int k[2],l;
  653:       k[0]=1;
  654:       k[1]=-1;
  655:       printf("Max: %.12e",(*func)(p));
  656:       fprintf(ficlog,"Max: %.12e",(*func)(p));
  657:       for (j=1;j<=n;j++) {
  658: 	printf(" %.12e",p[j]);
  659: 	fprintf(ficlog," %.12e",p[j]);
  660:       }
  661:       printf("\n");
  662:       fprintf(ficlog,"\n");
  663:       for(l=0;l<=1;l++) {
  664: 	for (j=1;j<=n;j++) {
  665: 	  ptt[j]=p[j]+(p[j]-pt[j])*k[l];
  666: 	  printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
  667: 	  fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
  668: 	}
  669: 	printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
  670: 	fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
  671:       }
  672: #endif
  673: 
  674: 
  675:       free_vector(xit,1,n); 
  676:       free_vector(xits,1,n); 
  677:       free_vector(ptt,1,n); 
  678:       free_vector(pt,1,n); 
  679:       return; 
  680:     } 
  681:     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
  682:     for (j=1;j<=n;j++) { 
  683:       ptt[j]=2.0*p[j]-pt[j]; 
  684:       xit[j]=p[j]-pt[j]; 
  685:       pt[j]=p[j]; 
  686:     } 
  687:     fptt=(*func)(ptt); 
  688:     if (fptt < fp) { 
  689:       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
  690:       if (t < 0.0) { 
  691: 	linmin(p,xit,n,fret,func); 
  692: 	for (j=1;j<=n;j++) { 
  693: 	  xi[j][ibig]=xi[j][n]; 
  694: 	  xi[j][n]=xit[j]; 
  695: 	}
  696: #ifdef DEBUG
  697: 	printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
  698: 	fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
  699: 	for(j=1;j<=n;j++){
  700: 	  printf(" %.12e",xit[j]);
  701: 	  fprintf(ficlog," %.12e",xit[j]);
  702: 	}
  703: 	printf("\n");
  704: 	fprintf(ficlog,"\n");
  705: #endif
  706:       }
  707:     } 
  708:   } 
  709: } 
  710: 
  711: /**** Prevalence limit (stable prevalence)  ****************/
  712: 
  713: double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
  714: {
  715:   /* Computes the prevalence limit in each live state at age x by left multiplying the unit
  716:      matrix by transitions matrix until convergence is reached */
  717: 
  718:   int i, ii,j,k;
  719:   double min, max, maxmin, maxmax,sumnew=0.;
  720:   double **matprod2();
  721:   double **out, cov[NCOVMAX], **pmij();
  722:   double **newm;
  723:   double agefin, delaymax=50 ; /* Max number of years to converge */
  724: 
  725:   for (ii=1;ii<=nlstate+ndeath;ii++)
  726:     for (j=1;j<=nlstate+ndeath;j++){
  727:       oldm[ii][j]=(ii==j ? 1.0 : 0.0);
  728:     }
  729: 
  730:    cov[1]=1.;
  731:  
  732:  /* Even if hstepm = 1, at least one multiplication by the unit matrix */
  733:   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
  734:     newm=savm;
  735:     /* Covariates have to be included here again */
  736:      cov[2]=agefin;
  737:   
  738:       for (k=1; k<=cptcovn;k++) {
  739: 	cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
  740: 	/*	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]]);*/
  741:       }
  742:       for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
  743:       for (k=1; k<=cptcovprod;k++)
  744: 	cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
  745: 
  746:       /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
  747:       /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
  748:       /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
  749:     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
  750: 
  751:     savm=oldm;
  752:     oldm=newm;
  753:     maxmax=0.;
  754:     for(j=1;j<=nlstate;j++){
  755:       min=1.;
  756:       max=0.;
  757:       for(i=1; i<=nlstate; i++) {
  758: 	sumnew=0;
  759: 	for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
  760: 	prlim[i][j]= newm[i][j]/(1-sumnew);
  761: 	max=FMAX(max,prlim[i][j]);
  762: 	min=FMIN(min,prlim[i][j]);
  763:       }
  764:       maxmin=max-min;
  765:       maxmax=FMAX(maxmax,maxmin);
  766:     }
  767:     if(maxmax < ftolpl){
  768:       return prlim;
  769:     }
  770:   }
  771: }
  772: 
  773: /*************** transition probabilities ***************/ 
  774: 
  775: double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
  776: {
  777:   double s1, s2;
  778:   /*double t34;*/
  779:   int i,j,j1, nc, ii, jj;
  780: 
  781:     for(i=1; i<= nlstate; i++){
  782:     for(j=1; j<i;j++){
  783:       for (nc=1, s2=0.;nc <=ncovmodel; nc++){
  784: 	/*s2 += param[i][j][nc]*cov[nc];*/
  785: 	s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
  786: 	/*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/
  787:       }
  788:       ps[i][j]=s2;
  789:       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
  790:     }
  791:     for(j=i+1; j<=nlstate+ndeath;j++){
  792:       for (nc=1, s2=0.;nc <=ncovmodel; nc++){
  793: 	s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
  794: 	/*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
  795:       }
  796:       ps[i][j]=s2;
  797:     }
  798:   }
  799:     /*ps[3][2]=1;*/
  800: 
  801:   for(i=1; i<= nlstate; i++){
  802:      s1=0;
  803:     for(j=1; j<i; j++)
  804:       s1+=exp(ps[i][j]);
  805:     for(j=i+1; j<=nlstate+ndeath; j++)
  806:       s1+=exp(ps[i][j]);
  807:     ps[i][i]=1./(s1+1.);
  808:     for(j=1; j<i; j++)
  809:       ps[i][j]= exp(ps[i][j])*ps[i][i];
  810:     for(j=i+1; j<=nlstate+ndeath; j++)
  811:       ps[i][j]= exp(ps[i][j])*ps[i][i];
  812:     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
  813:   } /* end i */
  814: 
  815:   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
  816:     for(jj=1; jj<= nlstate+ndeath; jj++){
  817:       ps[ii][jj]=0;
  818:       ps[ii][ii]=1;
  819:     }
  820:   }
  821: 
  822: 
  823:   /*   for(ii=1; ii<= nlstate+ndeath; ii++){
  824:     for(jj=1; jj<= nlstate+ndeath; jj++){
  825:      printf("%lf ",ps[ii][jj]);
  826:    }
  827:     printf("\n ");
  828:     }
  829:     printf("\n ");printf("%lf ",cov[2]);*/
  830: /*
  831:   for(i=1; i<= npar; i++) printf("%f ",x[i]);
  832:   goto end;*/
  833:     return ps;
  834: }
  835: 
  836: /**************** Product of 2 matrices ******************/
  837: 
  838: double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
  839: {
  840:   /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
  841:      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
  842:   /* in, b, out are matrice of pointers which should have been initialized 
  843:      before: only the contents of out is modified. The function returns
  844:      a pointer to pointers identical to out */
  845:   long i, j, k;
  846:   for(i=nrl; i<= nrh; i++)
  847:     for(k=ncolol; k<=ncoloh; k++)
  848:       for(j=ncl,out[i][k]=0.; j<=nch; j++)
  849: 	out[i][k] +=in[i][j]*b[j][k];
  850: 
  851:   return out;
  852: }
  853: 
  854: 
  855: /************* Higher Matrix Product ***************/
  856: 
  857: double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
  858: {
  859:   /* Computes the transition matrix starting at age 'age' over 
  860:      'nhstepm*hstepm*stepm' months (i.e. until
  861:      age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
  862:      nhstepm*hstepm matrices. 
  863:      Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
  864:      (typically every 2 years instead of every month which is too big 
  865:      for the memory).
  866:      Model is determined by parameters x and covariates have to be 
  867:      included manually here. 
  868: 
  869:      */
  870: 
  871:   int i, j, d, h, k;
  872:   double **out, cov[NCOVMAX];
  873:   double **newm;
  874: 
  875:   /* Hstepm could be zero and should return the unit matrix */
  876:   for (i=1;i<=nlstate+ndeath;i++)
  877:     for (j=1;j<=nlstate+ndeath;j++){
  878:       oldm[i][j]=(i==j ? 1.0 : 0.0);
  879:       po[i][j][0]=(i==j ? 1.0 : 0.0);
  880:     }
  881:   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
  882:   for(h=1; h <=nhstepm; h++){
  883:     for(d=1; d <=hstepm; d++){
  884:       newm=savm;
  885:       /* Covariates have to be included here again */
  886:       cov[1]=1.;
  887:       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
  888:       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
  889:       for (k=1; k<=cptcovage;k++)
  890: 	cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
  891:       for (k=1; k<=cptcovprod;k++)
  892: 	cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
  893: 
  894: 
  895:       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
  896:       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
  897:       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
  898: 		   pmij(pmmij,cov,ncovmodel,x,nlstate));
  899:       savm=oldm;
  900:       oldm=newm;
  901:     }
  902:     for(i=1; i<=nlstate+ndeath; i++)
  903:       for(j=1;j<=nlstate+ndeath;j++) {
  904: 	po[i][j][h]=newm[i][j];
  905: 	/*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
  906: 	 */
  907:       }
  908:   } /* end h */
  909:   return po;
  910: }
  911: 
  912: 
  913: /*************** log-likelihood *************/
  914: double func( double *x)
  915: {
  916:   int i, ii, j, k, mi, d, kk;
  917:   double l, ll[NLSTATEMAX], cov[NCOVMAX];
  918:   double **out;
  919:   double sw; /* Sum of weights */
  920:   double lli; /* Individual log likelihood */
  921:   int s1, s2;
  922:   double bbh, survp;
  923:   long ipmx;
  924:   /*extern weight */
  925:   /* We are differentiating ll according to initial status */
  926:   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
  927:   /*for(i=1;i<imx;i++) 
  928:     printf(" %d\n",s[4][i]);
  929:   */
  930:   cov[1]=1.;
  931: 
  932:   for(k=1; k<=nlstate; k++) ll[k]=0.;
  933: 
  934:   if(mle==1){
  935:     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
  936:       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
  937:       for(mi=1; mi<= wav[i]-1; mi++){
  938: 	for (ii=1;ii<=nlstate+ndeath;ii++)
  939: 	  for (j=1;j<=nlstate+ndeath;j++){
  940: 	    oldm[ii][j]=(ii==j ? 1.0 : 0.0);
  941: 	    savm[ii][j]=(ii==j ? 1.0 : 0.0);
  942: 	  }
  943: 	for(d=0; d<dh[mi][i]; d++){
  944: 	  newm=savm;
  945: 	  cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
  946: 	  for (kk=1; kk<=cptcovage;kk++) {
  947: 	    cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
  948: 	  }
  949: 	  out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
  950: 		       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
  951: 	  savm=oldm;
  952: 	  oldm=newm;
  953: 	} /* end mult */
  954:       
  955: 	/*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
  956: 	/* But now since version 0.9 we anticipate for bias and large stepm.
  957: 	 * If stepm is larger than one month (smallest stepm) and if the exact delay 
  958: 	 * (in months) between two waves is not a multiple of stepm, we rounded to 
  959: 	 * the nearest (and in case of equal distance, to the lowest) interval but now
  960: 	 * we keep into memory the bias bh[mi][i] and also the previous matrix product
  961: 	 * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
  962: 	 * probability in order to take into account the bias as a fraction of the way
  963: 	 * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
  964: 	 * -stepm/2 to stepm/2 .
  965: 	 * For stepm=1 the results are the same as for previous versions of Imach.
  966: 	 * For stepm > 1 the results are less biased than in previous versions. 
  967: 	 */
  968: 	s1=s[mw[mi][i]][i];
  969: 	s2=s[mw[mi+1][i]][i];
  970: 	bbh=(double)bh[mi][i]/(double)stepm; 
  971: 	/* bias is positive if real duration
  972: 	 * is higher than the multiple of stepm and negative otherwise.
  973: 	 */
  974: 	/* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
  975:         /* if s2=-2 lli=out[1][1]+out[1][2];*/
  976: 	if (s2==-2) {
  977: 	  for (j=1,survp=0. ; j<=nlstate; j++) 
  978: 	    survp += out[s1][j];
  979: 	  lli= survp;
  980: 	}
  981: 
  982: 	else
  983: 	lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2]));  /* linear interpolation */
  984: 	/*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
  985: 	/*if(lli ==000.0)*/
  986: 	/*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
  987: 	ipmx +=1;
  988: 	sw += weight[i];
  989: 	ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
  990:       } /* end of wave */
  991:     } /* end of individual */
  992:   }  else if(mle==2){
  993:     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
  994:       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
  995:       for(mi=1; mi<= wav[i]-1; mi++){
  996: 	for (ii=1;ii<=nlstate+ndeath;ii++)
  997: 	  for (j=1;j<=nlstate+ndeath;j++){
  998: 	    oldm[ii][j]=(ii==j ? 1.0 : 0.0);
  999: 	    savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1000: 	  }
 1001: 	for(d=0; d<=dh[mi][i]; d++){
 1002: 	  newm=savm;
 1003: 	  cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1004: 	  for (kk=1; kk<=cptcovage;kk++) {
 1005: 	    cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 1006: 	  }
 1007: 	  out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1008: 		       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1009: 	  savm=oldm;
 1010: 	  oldm=newm;
 1011: 	} /* end mult */
 1012:       
 1013: 	/*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
 1014: 	/* But now since version 0.9 we anticipate for bias and large stepm.
 1015: 	 * If stepm is larger than one month (smallest stepm) and if the exact delay 
 1016: 	 * (in months) between two waves is not a multiple of stepm, we rounded to 
 1017: 	 * the nearest (and in case of equal distance, to the lowest) interval but now
 1018: 	 * we keep into memory the bias bh[mi][i] and also the previous matrix product
 1019: 	 * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
 1020: 	 * probability in order to take into account the bias as a fraction of the way
 1021: 	 * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
 1022: 	 * -stepm/2 to stepm/2 .
 1023: 	 * For stepm=1 the results are the same as for previous versions of Imach.
 1024: 	 * For stepm > 1 the results are less biased than in previous versions. 
 1025: 	 */
 1026: 	s1=s[mw[mi][i]][i];
 1027: 	s2=s[mw[mi+1][i]][i];
 1028: 	bbh=(double)bh[mi][i]/(double)stepm; 
 1029: 	/* bias is positive if real duration
 1030: 	 * is higher than the multiple of stepm and negative otherwise.
 1031: 	 */
 1032: 	lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2])); /* linear interpolation */
 1033: 	/* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
 1034: 	/*lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.-+bh)*out[s1][s2])); */ /* exponential interpolation */
 1035: 	/*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
 1036: 	/*if(lli ==000.0)*/
 1037: 	/*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
 1038: 	ipmx +=1;
 1039: 	sw += weight[i];
 1040: 	ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1041:       } /* end of wave */
 1042:     } /* end of individual */
 1043:   }  else if(mle==3){  /* exponential inter-extrapolation */
 1044:     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1045:       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 1046:       for(mi=1; mi<= wav[i]-1; mi++){
 1047: 	for (ii=1;ii<=nlstate+ndeath;ii++)
 1048: 	  for (j=1;j<=nlstate+ndeath;j++){
 1049: 	    oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1050: 	    savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1051: 	  }
 1052: 	for(d=0; d<dh[mi][i]; d++){
 1053: 	  newm=savm;
 1054: 	  cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1055: 	  for (kk=1; kk<=cptcovage;kk++) {
 1056: 	    cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 1057: 	  }
 1058: 	  out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1059: 		       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1060: 	  savm=oldm;
 1061: 	  oldm=newm;
 1062: 	} /* end mult */
 1063:       
 1064: 	/*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
 1065: 	/* But now since version 0.9 we anticipate for bias and large stepm.
 1066: 	 * If stepm is larger than one month (smallest stepm) and if the exact delay 
 1067: 	 * (in months) between two waves is not a multiple of stepm, we rounded to 
 1068: 	 * the nearest (and in case of equal distance, to the lowest) interval but now
 1069: 	 * we keep into memory the bias bh[mi][i] and also the previous matrix product
 1070: 	 * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
 1071: 	 * probability in order to take into account the bias as a fraction of the way
 1072: 	 * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
 1073: 	 * -stepm/2 to stepm/2 .
 1074: 	 * For stepm=1 the results are the same as for previous versions of Imach.
 1075: 	 * For stepm > 1 the results are less biased than in previous versions. 
 1076: 	 */
 1077: 	s1=s[mw[mi][i]][i];
 1078: 	s2=s[mw[mi+1][i]][i];
 1079: 	bbh=(double)bh[mi][i]/(double)stepm; 
 1080: 	/* bias is positive if real duration
 1081: 	 * is higher than the multiple of stepm and negative otherwise.
 1082: 	 */
 1083: 	/* lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2])); */ /* linear interpolation */
 1084: 	lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* exponential inter-extrapolation */
 1085: 	/*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
 1086: 	/*if(lli ==000.0)*/
 1087: 	/*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
 1088: 	ipmx +=1;
 1089: 	sw += weight[i];
 1090: 	ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1091:       } /* end of wave */
 1092:     } /* end of individual */
 1093:   }else{  /* ml=4 no inter-extrapolation */
 1094:     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1095:       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 1096:       for(mi=1; mi<= wav[i]-1; mi++){
 1097: 	for (ii=1;ii<=nlstate+ndeath;ii++)
 1098: 	  for (j=1;j<=nlstate+ndeath;j++){
 1099: 	    oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1100: 	    savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1101: 	  }
 1102: 	for(d=0; d<dh[mi][i]; d++){
 1103: 	  newm=savm;
 1104: 	  cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1105: 	  for (kk=1; kk<=cptcovage;kk++) {
 1106: 	    cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 1107: 	  }
 1108: 	
 1109: 	  out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1110: 		       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1111: 	  savm=oldm;
 1112: 	  oldm=newm;
 1113: 	} /* end mult */
 1114:       
 1115: 	lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
 1116: 	ipmx +=1;
 1117: 	sw += weight[i];
 1118: 	ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1119:       } /* end of wave */
 1120:     } /* end of individual */
 1121:   } /* End of if */
 1122:   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
 1123:   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
 1124:   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
 1125:   return -l;
 1126: }
 1127: 
 1128: 
 1129: /*********** Maximum Likelihood Estimation ***************/
 1130: 
 1131: void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
 1132: {
 1133:   int i,j, iter;
 1134:   double **xi,*delti;
 1135:   double fret;
 1136:   xi=matrix(1,npar,1,npar);
 1137:   for (i=1;i<=npar;i++)
 1138:     for (j=1;j<=npar;j++)
 1139:       xi[i][j]=(i==j ? 1.0 : 0.0);
 1140:   printf("Powell\n");  fprintf(ficlog,"Powell\n");
 1141:   powell(p,xi,npar,ftol,&iter,&fret,func);
 1142: 
 1143:    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
 1144:   fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
 1145:   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
 1146: 
 1147: }
 1148: 
 1149: /**** Computes Hessian and covariance matrix ***/
 1150: void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
 1151: {
 1152:   double  **a,**y,*x,pd;
 1153:   double **hess;
 1154:   int i, j,jk;
 1155:   int *indx;
 1156: 
 1157:   double hessii(double p[], double delta, int theta, double delti[]);
 1158:   double hessij(double p[], double delti[], int i, int j);
 1159:   void lubksb(double **a, int npar, int *indx, double b[]) ;
 1160:   void ludcmp(double **a, int npar, int *indx, double *d) ;
 1161: 
 1162:   hess=matrix(1,npar,1,npar);
 1163: 
 1164:   printf("\nCalculation of the hessian matrix. Wait...\n");
 1165:   fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
 1166:   for (i=1;i<=npar;i++){
 1167:     printf("%d",i);fflush(stdout);
 1168:     fprintf(ficlog,"%d",i);fflush(ficlog);
 1169:     hess[i][i]=hessii(p,ftolhess,i,delti);
 1170:     /*printf(" %f ",p[i]);*/
 1171:     /*printf(" %lf ",hess[i][i]);*/
 1172:   }
 1173:   
 1174:   for (i=1;i<=npar;i++) {
 1175:     for (j=1;j<=npar;j++)  {
 1176:       if (j>i) { 
 1177: 	printf(".%d%d",i,j);fflush(stdout);
 1178: 	fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
 1179: 	hess[i][j]=hessij(p,delti,i,j);
 1180: 	hess[j][i]=hess[i][j];    
 1181: 	/*printf(" %lf ",hess[i][j]);*/
 1182:       }
 1183:     }
 1184:   }
 1185:   printf("\n");
 1186:   fprintf(ficlog,"\n");
 1187: 
 1188:   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
 1189:   fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
 1190:   
 1191:   a=matrix(1,npar,1,npar);
 1192:   y=matrix(1,npar,1,npar);
 1193:   x=vector(1,npar);
 1194:   indx=ivector(1,npar);
 1195:   for (i=1;i<=npar;i++)
 1196:     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
 1197:   ludcmp(a,npar,indx,&pd);
 1198: 
 1199:   for (j=1;j<=npar;j++) {
 1200:     for (i=1;i<=npar;i++) x[i]=0;
 1201:     x[j]=1;
 1202:     lubksb(a,npar,indx,x);
 1203:     for (i=1;i<=npar;i++){ 
 1204:       matcov[i][j]=x[i];
 1205:     }
 1206:   }
 1207: 
 1208:   printf("\n#Hessian matrix#\n");
 1209:   fprintf(ficlog,"\n#Hessian matrix#\n");
 1210:   for (i=1;i<=npar;i++) { 
 1211:     for (j=1;j<=npar;j++) { 
 1212:       printf("%.3e ",hess[i][j]);
 1213:       fprintf(ficlog,"%.3e ",hess[i][j]);
 1214:     }
 1215:     printf("\n");
 1216:     fprintf(ficlog,"\n");
 1217:   }
 1218: 
 1219:   /* Recompute Inverse */
 1220:   for (i=1;i<=npar;i++)
 1221:     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
 1222:   ludcmp(a,npar,indx,&pd);
 1223: 
 1224:   /*  printf("\n#Hessian matrix recomputed#\n");
 1225: 
 1226:   for (j=1;j<=npar;j++) {
 1227:     for (i=1;i<=npar;i++) x[i]=0;
 1228:     x[j]=1;
 1229:     lubksb(a,npar,indx,x);
 1230:     for (i=1;i<=npar;i++){ 
 1231:       y[i][j]=x[i];
 1232:       printf("%.3e ",y[i][j]);
 1233:       fprintf(ficlog,"%.3e ",y[i][j]);
 1234:     }
 1235:     printf("\n");
 1236:     fprintf(ficlog,"\n");
 1237:   }
 1238:   */
 1239: 
 1240:   free_matrix(a,1,npar,1,npar);
 1241:   free_matrix(y,1,npar,1,npar);
 1242:   free_vector(x,1,npar);
 1243:   free_ivector(indx,1,npar);
 1244:   free_matrix(hess,1,npar,1,npar);
 1245: 
 1246: 
 1247: }
 1248: 
 1249: /*************** hessian matrix ****************/
 1250: double hessii( double x[], double delta, int theta, double delti[])
 1251: {
 1252:   int i;
 1253:   int l=1, lmax=20;
 1254:   double k1,k2;
 1255:   double p2[NPARMAX+1];
 1256:   double res;
 1257:   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
 1258:   double fx;
 1259:   int k=0,kmax=10;
 1260:   double l1;
 1261: 
 1262:   fx=func(x);
 1263:   for (i=1;i<=npar;i++) p2[i]=x[i];
 1264:   for(l=0 ; l <=lmax; l++){
 1265:     l1=pow(10,l);
 1266:     delts=delt;
 1267:     for(k=1 ; k <kmax; k=k+1){
 1268:       delt = delta*(l1*k);
 1269:       p2[theta]=x[theta] +delt;
 1270:       k1=func(p2)-fx;
 1271:       p2[theta]=x[theta]-delt;
 1272:       k2=func(p2)-fx;
 1273:       /*res= (k1-2.0*fx+k2)/delt/delt; */
 1274:       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
 1275:       
 1276: #ifdef DEBUG
 1277:       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);
 1278:       fprintf(ficlog,"%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);
 1279: #endif
 1280:       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
 1281:       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
 1282: 	k=kmax;
 1283:       }
 1284:       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
 1285: 	k=kmax; l=lmax*10.;
 1286:       }
 1287:       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
 1288: 	delts=delt;
 1289:       }
 1290:     }
 1291:   }
 1292:   delti[theta]=delts;
 1293:   return res; 
 1294:   
 1295: }
 1296: 
 1297: double hessij( double x[], double delti[], int thetai,int thetaj)
 1298: {
 1299:   int i;
 1300:   int l=1, l1, lmax=20;
 1301:   double k1,k2,k3,k4,res,fx;
 1302:   double p2[NPARMAX+1];
 1303:   int k;
 1304: 
 1305:   fx=func(x);
 1306:   for (k=1; k<=2; k++) {
 1307:     for (i=1;i<=npar;i++) p2[i]=x[i];
 1308:     p2[thetai]=x[thetai]+delti[thetai]/k;
 1309:     p2[thetaj]=x[thetaj]+delti[thetaj]/k;
 1310:     k1=func(p2)-fx;
 1311:   
 1312:     p2[thetai]=x[thetai]+delti[thetai]/k;
 1313:     p2[thetaj]=x[thetaj]-delti[thetaj]/k;
 1314:     k2=func(p2)-fx;
 1315:   
 1316:     p2[thetai]=x[thetai]-delti[thetai]/k;
 1317:     p2[thetaj]=x[thetaj]+delti[thetaj]/k;
 1318:     k3=func(p2)-fx;
 1319:   
 1320:     p2[thetai]=x[thetai]-delti[thetai]/k;
 1321:     p2[thetaj]=x[thetaj]-delti[thetaj]/k;
 1322:     k4=func(p2)-fx;
 1323:     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
 1324: #ifdef DEBUG
 1325:     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);
 1326:     fprintf(ficlog,"%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);
 1327: #endif
 1328:   }
 1329:   return res;
 1330: }
 1331: 
 1332: /************** Inverse of matrix **************/
 1333: void ludcmp(double **a, int n, int *indx, double *d) 
 1334: { 
 1335:   int i,imax,j,k; 
 1336:   double big,dum,sum,temp; 
 1337:   double *vv; 
 1338:  
 1339:   vv=vector(1,n); 
 1340:   *d=1.0; 
 1341:   for (i=1;i<=n;i++) { 
 1342:     big=0.0; 
 1343:     for (j=1;j<=n;j++) 
 1344:       if ((temp=fabs(a[i][j])) > big) big=temp; 
 1345:     if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
 1346:     vv[i]=1.0/big; 
 1347:   } 
 1348:   for (j=1;j<=n;j++) { 
 1349:     for (i=1;i<j;i++) { 
 1350:       sum=a[i][j]; 
 1351:       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
 1352:       a[i][j]=sum; 
 1353:     } 
 1354:     big=0.0; 
 1355:     for (i=j;i<=n;i++) { 
 1356:       sum=a[i][j]; 
 1357:       for (k=1;k<j;k++) 
 1358: 	sum -= a[i][k]*a[k][j]; 
 1359:       a[i][j]=sum; 
 1360:       if ( (dum=vv[i]*fabs(sum)) >= big) { 
 1361: 	big=dum; 
 1362: 	imax=i; 
 1363:       } 
 1364:     } 
 1365:     if (j != imax) { 
 1366:       for (k=1;k<=n;k++) { 
 1367: 	dum=a[imax][k]; 
 1368: 	a[imax][k]=a[j][k]; 
 1369: 	a[j][k]=dum; 
 1370:       } 
 1371:       *d = -(*d); 
 1372:       vv[imax]=vv[j]; 
 1373:     } 
 1374:     indx[j]=imax; 
 1375:     if (a[j][j] == 0.0) a[j][j]=TINY; 
 1376:     if (j != n) { 
 1377:       dum=1.0/(a[j][j]); 
 1378:       for (i=j+1;i<=n;i++) a[i][j] *= dum; 
 1379:     } 
 1380:   } 
 1381:   free_vector(vv,1,n);  /* Doesn't work */
 1382: ;
 1383: } 
 1384: 
 1385: void lubksb(double **a, int n, int *indx, double b[]) 
 1386: { 
 1387:   int i,ii=0,ip,j; 
 1388:   double sum; 
 1389:  
 1390:   for (i=1;i<=n;i++) { 
 1391:     ip=indx[i]; 
 1392:     sum=b[ip]; 
 1393:     b[ip]=b[i]; 
 1394:     if (ii) 
 1395:       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
 1396:     else if (sum) ii=i; 
 1397:     b[i]=sum; 
 1398:   } 
 1399:   for (i=n;i>=1;i--) { 
 1400:     sum=b[i]; 
 1401:     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
 1402:     b[i]=sum/a[i][i]; 
 1403:   } 
 1404: } 
 1405: 
 1406: /************ Frequencies ********************/
 1407: void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvaraff, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2,double jprev1, double mprev1,double anprev1,double jprev2, double mprev2,double anprev2)
 1408: {  /* Some frequencies */
 1409:   
 1410:   int i, m, jk, k1,i1, j1, bool, z1,z2,j;
 1411:   int first;
 1412:   double ***freq; /* Frequencies */
 1413:   double *pp;
 1414:   double pos, k2, dateintsum=0,k2cpt=0;
 1415:   FILE *ficresp;
 1416:   char fileresp[FILENAMELENGTH];
 1417:   
 1418:   pp=vector(1,nlstate);
 1419:   probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
 1420:   strcpy(fileresp,"p");
 1421:   strcat(fileresp,fileres);
 1422:   if((ficresp=fopen(fileresp,"w"))==NULL) {
 1423:     printf("Problem with prevalence resultfile: %s\n", fileresp);
 1424:     fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
 1425:     exit(0);
 1426:   }
 1427:   freq= ma3x(-2,nlstate+ndeath,-2,nlstate+ndeath,agemin,agemax+3);
 1428:   j1=0;
 1429:   
 1430:   j=cptcoveff;
 1431:   if (cptcovn<1) {j=1;ncodemax[1]=1;}
 1432: 
 1433:   first=1;
 1434: 
 1435:   for(k1=1; k1<=j;k1++){
 1436:     for(i1=1; i1<=ncodemax[k1];i1++){
 1437:       j1++;
 1438:       /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
 1439: 	scanf("%d", i);*/
 1440:       for (i=-1; i<=nlstate+ndeath; i++)  
 1441: 	for (jk=-1; jk<=nlstate+ndeath; jk++)  
 1442: 	  for(m=agemin; m <= agemax+3; m++)
 1443: 	    freq[i][jk][m]=0;
 1444:       
 1445:       dateintsum=0;
 1446:       k2cpt=0;
 1447:       for (i=1; i<=imx; i++) {
 1448: 	bool=1;
 1449: 	if  (cptcovn>0) {
 1450: 	  for (z1=1; z1<=cptcoveff; z1++) 
 1451: 	    if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
 1452: 	      bool=0;
 1453: 	}
 1454: 	if (bool==1){
 1455: 	  for(m=firstpass; m<=lastpass; m++){
 1456: 	    k2=anint[m][i]+(mint[m][i]/12.);
 1457: 	    if ((k2>=dateprev1) && (k2<=dateprev2)) {
 1458: 	      if(agev[m][i]==0) agev[m][i]=agemax+1;
 1459: 	      if(agev[m][i]==1) agev[m][i]=agemax+2;
 1460: 	      if (m<lastpass) {
 1461: 		freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
 1462: 		freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];
 1463: 	      }
 1464: 	      
 1465: 	      if ((agev[m][i]>1) && (agev[m][i]< (agemax+3))) {
 1466: 		dateintsum=dateintsum+k2;
 1467: 		k2cpt++;
 1468: 	      }
 1469: 	    }
 1470: 	  }
 1471: 	}
 1472:       }
 1473:        
 1474:       fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);
 1475: 
 1476:       if  (cptcovn>0) {
 1477: 	fprintf(ficresp, "\n#********** Variable "); 
 1478: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 1479: 	fprintf(ficresp, "**********\n#");
 1480:       }
 1481:       for(i=1; i<=nlstate;i++) 
 1482: 	fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
 1483:       fprintf(ficresp, "\n");
 1484:       
 1485:       for(i=(int)agemin; i <= (int)agemax+3; i++){
 1486: 	if(i==(int)agemax+3){
 1487: 	  fprintf(ficlog,"Total");
 1488: 	}else{
 1489: 	  if(first==1){
 1490: 	    first=0;
 1491: 	    printf("See log file for details...\n");
 1492: 	  }
 1493: 	  fprintf(ficlog,"Age %d", i);
 1494: 	}
 1495: 	for(jk=1; jk <=nlstate ; jk++){
 1496: 	  for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
 1497: 	    pp[jk] += freq[jk][m][i]; 
 1498: 	}
 1499: 	for(jk=1; jk <=nlstate ; jk++){
 1500: 	  for(m=-1, pos=0; m <=0 ; m++)
 1501: 	    pos += freq[jk][m][i];
 1502: 	  if(pp[jk]>=1.e-10){
 1503: 	    if(first==1){
 1504: 	    printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
 1505: 	    }
 1506: 	    fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
 1507: 	  }else{
 1508: 	    if(first==1)
 1509: 	      printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
 1510: 	    fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
 1511: 	  }
 1512: 	}
 1513: 
 1514: 	for(jk=1; jk <=nlstate ; jk++){
 1515: 	  for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
 1516: 	    pp[jk] += freq[jk][m][i];
 1517: 	}
 1518: 
 1519: 	for(jk=1,pos=0; jk <=nlstate ; jk++)
 1520: 	  pos += pp[jk];
 1521: 	for(jk=1; jk <=nlstate ; jk++){
 1522: 	  if(pos>=1.e-5){
 1523: 	    if(first==1)
 1524: 	      printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
 1525: 	    fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
 1526: 	  }else{
 1527: 	    if(first==1)
 1528: 	      printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
 1529: 	    fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
 1530: 	  }
 1531: 	  if( i <= (int) agemax){
 1532: 	    if(pos>=1.e-5){
 1533: 	      fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);
 1534: 	      probs[i][jk][j1]= pp[jk]/pos;
 1535: 	      /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
 1536: 	    }
 1537: 	    else
 1538: 	      fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);
 1539: 	  }
 1540: 	}
 1541: 	
 1542: 	for(jk=-2; jk <=nlstate+ndeath; jk++)
 1543: 	  for(m=-2; m <=nlstate+ndeath; m++)
 1544: 	    if(freq[jk][m][i] !=0 ) {
 1545: 	    if(first==1)
 1546: 	      printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
 1547: 	      fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
 1548: 	    }
 1549: 	if(i <= (int) agemax)
 1550: 	  fprintf(ficresp,"\n");
 1551: 	if(first==1)
 1552: 	  printf("Others in log...\n");
 1553: 	fprintf(ficlog,"\n");
 1554:       }
 1555:     }
 1556:   }
 1557:   dateintmean=dateintsum/k2cpt; 
 1558:  
 1559:   fclose(ficresp);
 1560:   free_ma3x(freq,-2,nlstate+ndeath,-2,nlstate+ndeath,(int) agemin,(int) agemax+3);
 1561:   free_vector(pp,1,nlstate);
 1562:   
 1563:   /* End of Freq */
 1564: }
 1565: 
 1566: /************ Prevalence ********************/
 1567: 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)
 1568: {  /* Some frequencies */
 1569:  
 1570:   int i, m, jk, k1, i1, j1, bool, z1,z2,j;
 1571:   double ***freq; /* Frequencies */
 1572:   double *pp;
 1573:   double pos, k2;
 1574: 
 1575:   pp=vector(1,nlstate);
 1576:   
 1577:   freq=ma3x(-2,nlstate+ndeath,-2,nlstate+ndeath,agemin,agemax+3);
 1578:   j1=0;
 1579:   
 1580:   j=cptcoveff;
 1581:   if (cptcovn<1) {j=1;ncodemax[1]=1;}
 1582:   
 1583:   for(k1=1; k1<=j;k1++){
 1584:     for(i1=1; i1<=ncodemax[k1];i1++){
 1585:       j1++;
 1586:       
 1587:       for (i=-2; i<=nlstate+ndeath; i++)  
 1588: 	for (jk=-2; jk<=nlstate+ndeath; jk++)  
 1589: 	  for(m=agemin; m <= agemax+3; m++)
 1590: 	    freq[i][jk][m]=0;
 1591:      
 1592:       for (i=1; i<=imx; i++) {
 1593: 	bool=1;
 1594: 	if  (cptcovn>0) {
 1595: 	  for (z1=1; z1<=cptcoveff; z1++) 
 1596: 	    if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
 1597: 	      bool=0;
 1598: 	} 
 1599: 	if (bool==1) { 
 1600: 	  for(m=firstpass; m<=lastpass; m++){
 1601: 	    k2=anint[m][i]+(mint[m][i]/12.);
 1602: 	    if ((k2>=dateprev1) && (k2<=dateprev2)) {
 1603: 	      if(agev[m][i]==0) agev[m][i]=agemax+1;
 1604: 	      if(agev[m][i]==1) agev[m][i]=agemax+2;
 1605: 	      if (m<lastpass) {
 1606: 	      	if (calagedate>0) 
 1607: 		  freq[s[m][i]][s[m+1][i]][(int)(agev[m][i]+1-((int)calagedate %12)/12.)] += weight[i];
 1608: 		else
 1609: 		  freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
 1610: 		freq[s[m][i]][s[m+1][i]][(int)(agemax+3)] += weight[i]; 
 1611: 	      }
 1612: 	    }
 1613: 	  }
 1614: 	}
 1615:       }
 1616:       for(i=(int)agemin; i <= (int)agemax+3; i++){ 
 1617: 	for(jk=1; jk <=nlstate ; jk++){
 1618: 	  for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
 1619: 	    pp[jk] += freq[jk][m][i]; 
 1620: 	}
 1621: 	for(jk=1; jk <=nlstate ; jk++){
 1622: 	  for(m=-1, pos=0; m <=0 ; m++)
 1623: 	    pos += freq[jk][m][i];
 1624: 	}
 1625: 	
 1626: 	for(jk=1; jk <=nlstate ; jk++){
 1627: 	  for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
 1628: 	    pp[jk] += freq[jk][m][i];
 1629: 	}
 1630: 	
 1631: 	for(jk=1,pos=0; jk <=nlstate ; jk++) pos += pp[jk];
 1632: 	
 1633: 	for(jk=1; jk <=nlstate ; jk++){	   
 1634: 	  if( i <= (int) agemax){
 1635: 	    if(pos>=1.e-5){
 1636: 	      probs[i][jk][j1]= pp[jk]/pos;
 1637: 	    }
 1638: 	  }
 1639: 	}/* end jk */
 1640:       }/* end i */
 1641:     } /* end i1 */
 1642:   } /* end k1 */
 1643: 
 1644:   
 1645:   free_ma3x(freq,-2,nlstate+ndeath,-2,nlstate+ndeath,(int) agemin,(int) agemax+3);
 1646:   free_vector(pp,1,nlstate);
 1647:   
 1648: }  /* End of Freq */
 1649: 
 1650: /************* Waves Concatenation ***************/
 1651: 
 1652: void  concatwav(int wav[], int **dh, int **bh,  int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)
 1653: {
 1654:   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
 1655:      Death is a valid wave (if date is known).
 1656:      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
 1657:      dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
 1658:      and mw[mi+1][i]. dh depends on stepm.
 1659:      */
 1660: 
 1661:   int i, mi, m;
 1662:   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
 1663:      double sum=0., jmean=0.;*/
 1664:   int first;
 1665:   int j, k=0,jk, ju, jl;
 1666:   double sum=0.;
 1667:   first=0;
 1668:   jmin=1e+5;
 1669:   jmax=-1;
 1670:   jmean=0.;
 1671:   for(i=1; i<=imx; i++){
 1672:     mi=0;
 1673:     m=firstpass;
 1674:     while(s[m][i] <= nlstate){
 1675:       if(s[m][i]>=1 || s[m][i]==-2)
 1676: 	mw[++mi][i]=m;
 1677:       if(m >=lastpass)
 1678: 	break;
 1679:       else
 1680: 	m++;
 1681:     }/* end while */
 1682:     if (s[m][i] > nlstate){
 1683:       mi++;	/* Death is another wave */
 1684:       /* if(mi==0)  never been interviewed correctly before death */
 1685: 	 /* Only death is a correct wave */
 1686:       mw[mi][i]=m;
 1687:     }
 1688: 
 1689:     wav[i]=mi;
 1690:     if(mi==0){
 1691:       if(first==0){
 1692: 	printf("Warning, no any valid information for:%d line=%d and may be others, see log file\n",num[i],i);
 1693: 	first=1;
 1694:       }
 1695:       if(first==1){
 1696: 	fprintf(ficlog,"Warning, no any valid information for:%d line=%d\n",num[i],i);
 1697:       }
 1698:     } /* end mi==0 */
 1699:   }
 1700: 
 1701:   for(i=1; i<=imx; i++){
 1702:     for(mi=1; mi<wav[i];mi++){
 1703:       if (stepm <=0)
 1704: 	dh[mi][i]=1;
 1705:       else{
 1706: 	if (s[mw[mi+1][i]][i] > nlstate) {
 1707: 	  if (agedc[i] < 2*AGESUP) {
 1708: 	  j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
 1709: 	  if(j==0) j=1;  /* Survives at least one month after exam */
 1710: 	  k=k+1;
 1711: 	  if (j >= jmax) jmax=j;
 1712: 	  if (j <= jmin) jmin=j;
 1713: 	  sum=sum+j;
 1714: 	  /*if (j<0) printf("j=%d num=%d \n",j,i); */
 1715: 	  /*	  printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
 1716: 	  }
 1717: 	}
 1718: 	else{
 1719: 	  j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
 1720: 	  /*	  printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
 1721: 	  k=k+1;
 1722: 	  if (j >= jmax) jmax=j;
 1723: 	  else if (j <= jmin)jmin=j;
 1724: 	  /*	    if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
 1725: 	  sum=sum+j;
 1726: 	}
 1727: 	jk= j/stepm;
 1728: 	jl= j -jk*stepm;
 1729: 	ju= j -(jk+1)*stepm;
 1730: 	if(mle <=1){ 
 1731: 	  if(jl==0){
 1732: 	    dh[mi][i]=jk;
 1733: 	    bh[mi][i]=0;
 1734: 	  }else{ /* We want a negative bias in order to only have interpolation ie
 1735: 		  * at the price of an extra matrix product in likelihood */
 1736: 	    dh[mi][i]=jk+1;
 1737: 	    bh[mi][i]=ju;
 1738: 	  }
 1739: 	}else{
 1740: 	  if(jl <= -ju){
 1741: 	    dh[mi][i]=jk;
 1742: 	    bh[mi][i]=jl;	/* bias is positive if real duration
 1743: 				 * is higher than the multiple of stepm and negative otherwise.
 1744: 				 */
 1745: 	  }
 1746: 	  else{
 1747: 	    dh[mi][i]=jk+1;
 1748: 	    bh[mi][i]=ju;
 1749: 	  }
 1750: 	  if(dh[mi][i]==0){
 1751: 	    dh[mi][i]=1; /* At least one step */
 1752: 	    bh[mi][i]=ju; /* At least one step */
 1753: 	    printf(" bh=%d ju=%d jl=%d dh=%d jk=%d stepm=%d %d\n",bh[mi][i],ju,jl,dh[mi][i],jk,stepm,i);
 1754: 	  }
 1755: 	}
 1756:       } /* end if mle */
 1757:     } /* end wave */
 1758:   }
 1759:   jmean=sum/k;
 1760:   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
 1761:   fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
 1762:  }
 1763: 
 1764: /*********** Tricode ****************************/
 1765: void tricode(int *Tvar, int **nbcode, int imx)
 1766: {
 1767:   
 1768:   int Ndum[20],ij=1, k, j, i, maxncov=19;
 1769:   int cptcode=0;
 1770:   cptcoveff=0; 
 1771:  
 1772:   for (k=0; k<maxncov; k++) Ndum[k]=0;
 1773:   for (k=1; k<=7; k++) ncodemax[k]=0;
 1774: 
 1775:   for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
 1776:     for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
 1777: 			       modality*/ 
 1778:       ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
 1779:       Ndum[ij]++; /*store the modality */
 1780:       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
 1781:       if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
 1782: 				       Tvar[j]. If V=sex and male is 0 and 
 1783: 				       female is 1, then  cptcode=1.*/
 1784:     }
 1785: 
 1786:     for (i=0; i<=cptcode; i++) {
 1787:       if(Ndum[i]!=0) ncodemax[j]++; /* Nomber of modalities of the j th covariates. In fact ncodemax[j]=2 (dichotom. variables) but it can be more */
 1788:     }
 1789: 
 1790:     ij=1; 
 1791:     for (i=1; i<=ncodemax[j]; i++) {
 1792:       for (k=0; k<= maxncov; k++) {
 1793: 	if (Ndum[k] != 0) {
 1794: 	  nbcode[Tvar[j]][ij]=k; 
 1795: 	  /* store the modality in an array. k is a modality. If we have model=V1+V1*sex then: nbcode[1][1]=0 ; nbcode[1][2]=1; nbcode[2][1]=0 ; nbcode[2][2]=1; */
 1796: 	  
 1797: 	  ij++;
 1798: 	}
 1799: 	if (ij > ncodemax[j]) break; 
 1800:       }  
 1801:     } 
 1802:   }  
 1803: 
 1804:  for (k=0; k< maxncov; k++) Ndum[k]=0;
 1805: 
 1806:  for (i=1; i<=ncovmodel-2; i++) { 
 1807:    /* Listing of all covariables in staement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
 1808:    ij=Tvar[i];
 1809:    Ndum[ij]++;
 1810:  }
 1811: 
 1812:  ij=1;
 1813:  for (i=1; i<= maxncov; i++) {
 1814:    if((Ndum[i]!=0) && (i<=ncovcol)){
 1815:      Tvaraff[ij]=i; /*For printing */
 1816:      ij++;
 1817:    }
 1818:  }
 1819:  
 1820:  cptcoveff=ij-1; /*Number of simple covariates*/
 1821: }
 1822: 
 1823: /*********** Health Expectancies ****************/
 1824: 
 1825: 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 )
 1826: 
 1827: {
 1828:   /* Health expectancies */
 1829:   int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
 1830:   double age, agelim, hf;
 1831:   double ***p3mat,***varhe;
 1832:   double **dnewm,**doldm;
 1833:   double *xp;
 1834:   double **gp, **gm;
 1835:   double ***gradg, ***trgradg;
 1836:   int theta;
 1837: 
 1838:   varhe=ma3x(1,nlstate*2,1,nlstate*2,(int) bage, (int) fage);
 1839:   xp=vector(1,npar);
 1840:   dnewm=matrix(1,nlstate*2,1,npar);
 1841:   doldm=matrix(1,nlstate*2,1,nlstate*2);
 1842:   
 1843:   fprintf(ficreseij,"# Health expectancies\n");
 1844:   fprintf(ficreseij,"# Age");
 1845:   for(i=1; i<=nlstate;i++)
 1846:     for(j=1; j<=nlstate;j++)
 1847:       fprintf(ficreseij," %1d-%1d (SE)",i,j);
 1848:   fprintf(ficreseij,"\n");
 1849: 
 1850:   if(estepm < stepm){
 1851:     printf ("Problem %d lower than %d\n",estepm, stepm);
 1852:   }
 1853:   else  hstepm=estepm;   
 1854:   /* We compute the life expectancy from trapezoids spaced every estepm months
 1855:    * This is mainly to measure the difference between two models: for example
 1856:    * if stepm=24 months pijx are given only every 2 years and by summing them
 1857:    * we are calculating an estimate of the Life Expectancy assuming a linear 
 1858:    * progression in between and thus overestimating or underestimating according
 1859:    * to the curvature of the survival function. If, for the same date, we 
 1860:    * estimate the model with stepm=1 month, we can keep estepm to 24 months
 1861:    * to compare the new estimate of Life expectancy with the same linear 
 1862:    * hypothesis. A more precise result, taking into account a more precise
 1863:    * curvature will be obtained if estepm is as small as stepm. */
 1864: 
 1865:   /* For example we decided to compute the life expectancy with the smallest unit */
 1866:   /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
 1867:      nhstepm is the number of hstepm from age to agelim 
 1868:      nstepm is the number of stepm from age to agelin. 
 1869:      Look at hpijx to understand the reason of that which relies in memory size
 1870:      and note for a fixed period like estepm months */
 1871:   /* We decided (b) to get a life expectancy respecting the most precise curvature of the
 1872:      survival function given by stepm (the optimization length). Unfortunately it
 1873:      means that if the survival funtion is printed only each two years of age and if
 1874:      you sum them up and add 1 year (area under the trapezoids) you won't get the same 
 1875:      results. So we changed our mind and took the option of the best precision.
 1876:   */
 1877:   hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
 1878: 
 1879:   agelim=AGESUP;
 1880:   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
 1881:     /* nhstepm age range expressed in number of stepm */
 1882:     nstepm=(int) rint((agelim-age)*YEARM/stepm); 
 1883:     /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
 1884:     /* if (stepm >= YEARM) hstepm=1;*/
 1885:     nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
 1886:     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 1887:     gradg=ma3x(0,nhstepm,1,npar,1,nlstate*2);
 1888:     gp=matrix(0,nhstepm,1,nlstate*2);
 1889:     gm=matrix(0,nhstepm,1,nlstate*2);
 1890: 
 1891:     /* Computed by stepm unit matrices, product of hstepm matrices, stored
 1892:        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
 1893:     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
 1894:  
 1895: 
 1896:     hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
 1897: 
 1898:     /* Computing Variances of health expectancies */
 1899: 
 1900:      for(theta=1; theta <=npar; theta++){
 1901:       for(i=1; i<=npar; i++){ 
 1902: 	xp[i] = x[i] + (i==theta ?delti[theta]:0);
 1903:       }
 1904:       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
 1905:   
 1906:       cptj=0;
 1907:       for(j=1; j<= nlstate; j++){
 1908: 	for(i=1; i<=nlstate; i++){
 1909: 	  cptj=cptj+1;
 1910: 	  for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
 1911: 	    gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
 1912: 	  }
 1913: 	}
 1914:       }
 1915:      
 1916:      
 1917:       for(i=1; i<=npar; i++) 
 1918: 	xp[i] = x[i] - (i==theta ?delti[theta]:0);
 1919:       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
 1920:       
 1921:       cptj=0;
 1922:       for(j=1; j<= nlstate; j++){
 1923: 	for(i=1;i<=nlstate;i++){
 1924: 	  cptj=cptj+1;
 1925: 	  for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
 1926: 	    gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
 1927: 	  }
 1928: 	}
 1929:       }
 1930:       for(j=1; j<= nlstate*2; j++)
 1931: 	for(h=0; h<=nhstepm-1; h++){
 1932: 	  gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
 1933: 	}
 1934:      } 
 1935:    
 1936: /* End theta */
 1937: 
 1938:      trgradg =ma3x(0,nhstepm,1,nlstate*2,1,npar);
 1939: 
 1940:      for(h=0; h<=nhstepm-1; h++)
 1941:       for(j=1; j<=nlstate*2;j++)
 1942: 	for(theta=1; theta <=npar; theta++)
 1943: 	  trgradg[h][j][theta]=gradg[h][theta][j];
 1944:      
 1945: 
 1946:      for(i=1;i<=nlstate*2;i++)
 1947:       for(j=1;j<=nlstate*2;j++)
 1948: 	varhe[i][j][(int)age] =0.;
 1949: 
 1950:      printf("%d|",(int)age);fflush(stdout);
 1951:      fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
 1952:      for(h=0;h<=nhstepm-1;h++){
 1953:       for(k=0;k<=nhstepm-1;k++){
 1954: 	matprod2(dnewm,trgradg[h],1,nlstate*2,1,npar,1,npar,matcov);
 1955: 	matprod2(doldm,dnewm,1,nlstate*2,1,npar,1,nlstate*2,gradg[k]);
 1956: 	for(i=1;i<=nlstate*2;i++)
 1957: 	  for(j=1;j<=nlstate*2;j++)
 1958: 	    varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
 1959:       }
 1960:     }
 1961:     /* Computing expectancies */
 1962:     for(i=1; i<=nlstate;i++)
 1963:       for(j=1; j<=nlstate;j++)
 1964: 	for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
 1965: 	  eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
 1966: 	  
 1967: /* 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]);*/
 1968: 
 1969: 	}
 1970: 
 1971:     fprintf(ficreseij,"%3.0f",age );
 1972:     cptj=0;
 1973:     for(i=1; i<=nlstate;i++)
 1974:       for(j=1; j<=nlstate;j++){
 1975: 	cptj++;
 1976: 	fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
 1977:       }
 1978:     fprintf(ficreseij,"\n");
 1979:    
 1980:     free_matrix(gm,0,nhstepm,1,nlstate*2);
 1981:     free_matrix(gp,0,nhstepm,1,nlstate*2);
 1982:     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*2);
 1983:     free_ma3x(trgradg,0,nhstepm,1,nlstate*2,1,npar);
 1984:     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 1985:   }
 1986:   printf("\n");
 1987:   fprintf(ficlog,"\n");
 1988: 
 1989:   free_vector(xp,1,npar);
 1990:   free_matrix(dnewm,1,nlstate*2,1,npar);
 1991:   free_matrix(doldm,1,nlstate*2,1,nlstate*2);
 1992:   free_ma3x(varhe,1,nlstate*2,1,nlstate*2,(int) bage, (int)fage);
 1993: }
 1994: 
 1995: /************ Variance ******************/
 1996: void varevsij(char optionfilefiname[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij, int estepm, int cptcov, int cptcod, int popbased, int mobilav)
 1997: {
 1998:   /* Variance of health expectancies */
 1999:   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
 2000:   /* double **newm;*/
 2001:   double **dnewm,**doldm;
 2002:   double **dnewmp,**doldmp;
 2003:   int i, j, nhstepm, hstepm, h, nstepm ;
 2004:   int k, cptcode;
 2005:   double *xp;
 2006:   double **gp, **gm;  /* for var eij */
 2007:   double ***gradg, ***trgradg; /*for var eij */
 2008:   double **gradgp, **trgradgp; /* for var p point j */
 2009:   double *gpp, *gmp; /* for var p point j */
 2010:   double **varppt; /* for var p point j nlstate to nlstate+ndeath */
 2011:   double ***p3mat;
 2012:   double age,agelim, hf;
 2013:   double ***mobaverage;
 2014:   int theta;
 2015:   char digit[4];
 2016:   char digitp[25];
 2017: 
 2018:   char fileresprobmorprev[FILENAMELENGTH];
 2019: 
 2020:   if(popbased==1){
 2021:     if(mobilav!=0)
 2022:       strcpy(digitp,"-populbased-mobilav-");
 2023:     else strcpy(digitp,"-populbased-nomobil-");
 2024:   }
 2025:   else 
 2026:     strcpy(digitp,"-stablbased-");
 2027: 
 2028:   if (mobilav!=0) {
 2029:     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 2030:     if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
 2031:       fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
 2032:       printf(" Error in movingaverage mobilav=%d\n",mobilav);
 2033:     }
 2034:   }
 2035: 
 2036:   strcpy(fileresprobmorprev,"prmorprev"); 
 2037:   sprintf(digit,"%-d",ij);
 2038:   /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
 2039:   strcat(fileresprobmorprev,digit); /* Tvar to be done */
 2040:   strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
 2041:   strcat(fileresprobmorprev,fileres);
 2042:   if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
 2043:     printf("Problem with resultfile: %s\n", fileresprobmorprev);
 2044:     fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
 2045:   }
 2046:   printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
 2047:   fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
 2048:   fprintf(ficresprobmorprev,"# probabilities of dying before estepm=%d months for people of exact age and weighted probabilities w1*p1j+w2*p2j+... stand dev in()\n",estepm);
 2049:   fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
 2050:   for(j=nlstate+1; j<=(nlstate+ndeath);j++){
 2051:     fprintf(ficresprobmorprev," p.%-d SE",j);
 2052:     for(i=1; i<=nlstate;i++)
 2053:       fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
 2054:   }  
 2055:   fprintf(ficresprobmorprev,"\n");
 2056:   if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
 2057:     printf("Problem with gnuplot file: %s\n", optionfilegnuplot);
 2058:     fprintf(ficlog,"Problem with gnuplot file: %s\n", optionfilegnuplot);
 2059:     exit(0);
 2060:   }
 2061:   else{
 2062:     fprintf(ficgp,"\n# Routine varevsij");
 2063:   }
 2064:   if((fichtm=fopen(optionfilehtm,"a"))==NULL) {
 2065:     printf("Problem with html file: %s\n", optionfilehtm);
 2066:     fprintf(ficlog,"Problem with html file: %s\n", optionfilehtm);
 2067:     exit(0);
 2068:   }
 2069:   else{
 2070:     fprintf(fichtm,"\n<li><h4> Computing probabilities of dying over estepm months as a weighted average (i.e global mortality independent of initial healh state)</h4></li>\n");
 2071:     fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
 2072:   }
 2073:   varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 2074: 
 2075:   fprintf(ficresvij,"# Variance and covariance of health expectancies e.j \n#  (weighted average of eij where weights are the stable prevalence in health states i\n");
 2076:   fprintf(ficresvij,"# Age");
 2077:   for(i=1; i<=nlstate;i++)
 2078:     for(j=1; j<=nlstate;j++)
 2079:       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
 2080:   fprintf(ficresvij,"\n");
 2081: 
 2082:   xp=vector(1,npar);
 2083:   dnewm=matrix(1,nlstate,1,npar);
 2084:   doldm=matrix(1,nlstate,1,nlstate);
 2085:   dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
 2086:   doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 2087: 
 2088:   gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
 2089:   gpp=vector(nlstate+1,nlstate+ndeath);
 2090:   gmp=vector(nlstate+1,nlstate+ndeath);
 2091:   trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
 2092:   
 2093:   if(estepm < stepm){
 2094:     printf ("Problem %d lower than %d\n",estepm, stepm);
 2095:   }
 2096:   else  hstepm=estepm;   
 2097:   /* For example we decided to compute the life expectancy with the smallest unit */
 2098:   /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
 2099:      nhstepm is the number of hstepm from age to agelim 
 2100:      nstepm is the number of stepm from age to agelin. 
 2101:      Look at hpijx to understand the reason of that which relies in memory size
 2102:      and note for a fixed period like k years */
 2103:   /* We decided (b) to get a life expectancy respecting the most precise curvature of the
 2104:      survival function given by stepm (the optimization length). Unfortunately it
 2105:      means that if the survival funtion is printed every two years of age and if
 2106:      you sum them up and add 1 year (area under the trapezoids) you won't get the same 
 2107:      results. So we changed our mind and took the option of the best precision.
 2108:   */
 2109:   hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
 2110:   agelim = AGESUP;
 2111:   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
 2112:     nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
 2113:     nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
 2114:     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2115:     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
 2116:     gp=matrix(0,nhstepm,1,nlstate);
 2117:     gm=matrix(0,nhstepm,1,nlstate);
 2118: 
 2119: 
 2120:     for(theta=1; theta <=npar; theta++){
 2121:       for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
 2122: 	xp[i] = x[i] + (i==theta ?delti[theta]:0);
 2123:       }
 2124:       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
 2125:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 2126: 
 2127:       if (popbased==1) {
 2128: 	if(mobilav ==0){
 2129: 	  for(i=1; i<=nlstate;i++)
 2130: 	    prlim[i][i]=probs[(int)age][i][ij];
 2131: 	}else{ /* mobilav */ 
 2132: 	  for(i=1; i<=nlstate;i++)
 2133: 	    prlim[i][i]=mobaverage[(int)age][i][ij];
 2134: 	}
 2135:       }
 2136:   
 2137:       for(j=1; j<= nlstate; j++){
 2138: 	for(h=0; h<=nhstepm; h++){
 2139: 	  for(i=1, gp[h][j]=0.;i<=nlstate;i++)
 2140: 	    gp[h][j] += prlim[i][i]*p3mat[i][j][h];
 2141: 	}
 2142:       }
 2143:       /* This for computing probability of death (h=1 means
 2144:          computed over hstepm matrices product = hstepm*stepm months) 
 2145:          as a weighted average of prlim.
 2146:       */
 2147:       for(j=nlstate+1,gpp[j]=0.;j<=nlstate+ndeath;j++){
 2148: 	for(i=1,gpp[j]=0.; i<= nlstate; i++)
 2149: 	  gpp[j] += prlim[i][i]*p3mat[i][j][1];
 2150:       }    
 2151:       /* end probability of death */
 2152: 
 2153:       for(i=1; i<=npar; i++) /* Computes gradient x - delta */
 2154: 	xp[i] = x[i] - (i==theta ?delti[theta]:0);
 2155:       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
 2156:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 2157:  
 2158:       if (popbased==1) {
 2159: 	if(mobilav ==0){
 2160: 	  for(i=1; i<=nlstate;i++)
 2161: 	    prlim[i][i]=probs[(int)age][i][ij];
 2162: 	}else{ /* mobilav */ 
 2163: 	  for(i=1; i<=nlstate;i++)
 2164: 	    prlim[i][i]=mobaverage[(int)age][i][ij];
 2165: 	}
 2166:       }
 2167: 
 2168:       for(j=1; j<= nlstate; j++){
 2169: 	for(h=0; h<=nhstepm; h++){
 2170: 	  for(i=1, gm[h][j]=0.;i<=nlstate;i++)
 2171: 	    gm[h][j] += prlim[i][i]*p3mat[i][j][h];
 2172: 	}
 2173:       }
 2174:       /* This for computing probability of death (h=1 means
 2175:          computed over hstepm matrices product = hstepm*stepm months) 
 2176:          as a weighted average of prlim.
 2177:       */
 2178:       for(j=nlstate+1,gmp[j]=0.;j<=nlstate+ndeath;j++){
 2179: 	for(i=1,gmp[j]=0.; i<= nlstate; i++)
 2180:          gmp[j] += prlim[i][i]*p3mat[i][j][1];
 2181:       }    
 2182:       /* end probability of death */
 2183: 
 2184:       for(j=1; j<= nlstate; j++) /* vareij */
 2185: 	for(h=0; h<=nhstepm; h++){
 2186: 	  gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
 2187: 	}
 2188: 
 2189:       for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
 2190: 	gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
 2191:       }
 2192: 
 2193:     } /* End theta */
 2194: 
 2195:     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
 2196: 
 2197:     for(h=0; h<=nhstepm; h++) /* veij */
 2198:       for(j=1; j<=nlstate;j++)
 2199: 	for(theta=1; theta <=npar; theta++)
 2200: 	  trgradg[h][j][theta]=gradg[h][theta][j];
 2201: 
 2202:     for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
 2203:       for(theta=1; theta <=npar; theta++) {
 2204: 	trgradgp[j][theta]=gradgp[theta][j];
 2205:       }
 2206: 
 2207:     hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
 2208:     for(i=1;i<=nlstate;i++)
 2209:       for(j=1;j<=nlstate;j++)
 2210: 	vareij[i][j][(int)age] =0.;
 2211: 
 2212:     for(h=0;h<=nhstepm;h++){
 2213:       for(k=0;k<=nhstepm;k++){
 2214: 	matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
 2215: 	matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
 2216: 	for(i=1;i<=nlstate;i++)
 2217: 	  for(j=1;j<=nlstate;j++)
 2218: 	    vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
 2219:       }
 2220:     }
 2221: 
 2222:     /* pptj */
 2223:     matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
 2224:     matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
 2225:  
 2226:    for(j=nlstate+1;j<=nlstate+ndeath;j++)
 2227:      for(i=nlstate+1;i<=nlstate+ndeath;i++){
 2228: 	varppt[j][i]=doldmp[j][i];
 2229:      }
 2230: 
 2231:     /* end ppptj */
 2232:     /*  x centered again */
 2233:     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
 2234:     prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
 2235:  
 2236:     if (popbased==1) {
 2237:       if(mobilav ==0){
 2238: 	for(i=1; i<=nlstate;i++)
 2239: 	  prlim[i][i]=probs[(int)age][i][ij];
 2240:       }else{ /* mobilav */ 
 2241: 	for(i=1; i<=nlstate;i++)
 2242: 	  prlim[i][i]=mobaverage[(int)age][i][ij];
 2243:       }
 2244:     }
 2245:     
 2246:     /* This for computing probability of death (h=1 means
 2247:        computed over hstepm (estepm) matrices product = hstepm*stepm months) 
 2248:        as a weighted average of prlim.
 2249:     */
 2250:     for(j=nlstate+1;j<=nlstate+ndeath;j++){
 2251:       for(i=1,gmp[j]=0.;i<= nlstate; i++) 
 2252: 	gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
 2253:     }    
 2254:     /* end probability of death */
 2255: 
 2256:     fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
 2257:     for(j=nlstate+1; j<=(nlstate+ndeath);j++){
 2258:       fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
 2259:       for(i=1; i<=nlstate;i++){
 2260: 	fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
 2261:       }
 2262:     } 
 2263:     fprintf(ficresprobmorprev,"\n");
 2264: 
 2265:     fprintf(ficresvij,"%.0f ",age );
 2266:     for(i=1; i<=nlstate;i++)
 2267:       for(j=1; j<=nlstate;j++){
 2268: 	fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
 2269:       }
 2270:     fprintf(ficresvij,"\n");
 2271:     free_matrix(gp,0,nhstepm,1,nlstate);
 2272:     free_matrix(gm,0,nhstepm,1,nlstate);
 2273:     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
 2274:     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
 2275:     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2276:   } /* End age */
 2277:   free_vector(gpp,nlstate+1,nlstate+ndeath);
 2278:   free_vector(gmp,nlstate+1,nlstate+ndeath);
 2279:   free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
 2280:   free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
 2281:   fprintf(ficgp,"\nset noparametric;set nolabel; set ter png small;set size 0.65, 0.65");
 2282:   /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
 2283:   fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
 2284: /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
 2285: /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
 2286: /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
 2287:   fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",fileresprobmorprev);
 2288:   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",fileresprobmorprev);
 2289:   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",fileresprobmorprev);
 2290:   fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",fileresprobmorprev,fileresprobmorprev);
 2291:   fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months. <br> <img src=\"varmuptjgr%s%s.png\"> <br>\n", estepm,digitp,digit);
 2292:   /*  fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months and then divided by estepm and multiplied by %.0f in order to have the probability to die over a year <br> <img src=\"varmuptjgr%s%s.png\"> <br>\n", stepm,YEARM,digitp,digit);
 2293: */
 2294:   fprintf(ficgp,"\nset out \"varmuptjgr%s%s.png\";replot;",digitp,digit);
 2295: 
 2296:   free_vector(xp,1,npar);
 2297:   free_matrix(doldm,1,nlstate,1,nlstate);
 2298:   free_matrix(dnewm,1,nlstate,1,npar);
 2299:   free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 2300:   free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
 2301:   free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 2302:   if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 2303:   fclose(ficresprobmorprev);
 2304:   fclose(ficgp);
 2305:   fclose(fichtm);
 2306: }
 2307: 
 2308: /************ Variance of prevlim ******************/
 2309: 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)
 2310: {
 2311:   /* Variance of prevalence limit */
 2312:   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
 2313:   double **newm;
 2314:   double **dnewm,**doldm;
 2315:   int i, j, nhstepm, hstepm;
 2316:   int k, cptcode;
 2317:   double *xp;
 2318:   double *gp, *gm;
 2319:   double **gradg, **trgradg;
 2320:   double age,agelim;
 2321:   int theta;
 2322:    
 2323:   fprintf(ficresvpl,"# Standard deviation of stable prevalences \n");
 2324:   fprintf(ficresvpl,"# Age");
 2325:   for(i=1; i<=nlstate;i++)
 2326:       fprintf(ficresvpl," %1d-%1d",i,i);
 2327:   fprintf(ficresvpl,"\n");
 2328: 
 2329:   xp=vector(1,npar);
 2330:   dnewm=matrix(1,nlstate,1,npar);
 2331:   doldm=matrix(1,nlstate,1,nlstate);
 2332:   
 2333:   hstepm=1*YEARM; /* Every year of age */
 2334:   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
 2335:   agelim = AGESUP;
 2336:   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
 2337:     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
 2338:     if (stepm >= YEARM) hstepm=1;
 2339:     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
 2340:     gradg=matrix(1,npar,1,nlstate);
 2341:     gp=vector(1,nlstate);
 2342:     gm=vector(1,nlstate);
 2343: 
 2344:     for(theta=1; theta <=npar; theta++){
 2345:       for(i=1; i<=npar; i++){ /* Computes gradient */
 2346: 	xp[i] = x[i] + (i==theta ?delti[theta]:0);
 2347:       }
 2348:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 2349:       for(i=1;i<=nlstate;i++)
 2350: 	gp[i] = prlim[i][i];
 2351:     
 2352:       for(i=1; i<=npar; i++) /* Computes gradient */
 2353: 	xp[i] = x[i] - (i==theta ?delti[theta]:0);
 2354:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 2355:       for(i=1;i<=nlstate;i++)
 2356: 	gm[i] = prlim[i][i];
 2357: 
 2358:       for(i=1;i<=nlstate;i++)
 2359: 	gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
 2360:     } /* End theta */
 2361: 
 2362:     trgradg =matrix(1,nlstate,1,npar);
 2363: 
 2364:     for(j=1; j<=nlstate;j++)
 2365:       for(theta=1; theta <=npar; theta++)
 2366: 	trgradg[j][theta]=gradg[theta][j];
 2367: 
 2368:     for(i=1;i<=nlstate;i++)
 2369:       varpl[i][(int)age] =0.;
 2370:     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
 2371:     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
 2372:     for(i=1;i<=nlstate;i++)
 2373:       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
 2374: 
 2375:     fprintf(ficresvpl,"%.0f ",age );
 2376:     for(i=1; i<=nlstate;i++)
 2377:       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
 2378:     fprintf(ficresvpl,"\n");
 2379:     free_vector(gp,1,nlstate);
 2380:     free_vector(gm,1,nlstate);
 2381:     free_matrix(gradg,1,npar,1,nlstate);
 2382:     free_matrix(trgradg,1,nlstate,1,npar);
 2383:   } /* End age */
 2384: 
 2385:   free_vector(xp,1,npar);
 2386:   free_matrix(doldm,1,nlstate,1,npar);
 2387:   free_matrix(dnewm,1,nlstate,1,nlstate);
 2388: 
 2389: }
 2390: 
 2391: /************ Variance of one-step probabilities  ******************/
 2392: void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax)
 2393: {
 2394:   int i, j=0,  i1, k1, l1, t, tj;
 2395:   int k2, l2, j1,  z1;
 2396:   int k=0,l, cptcode;
 2397:   int first=1, first1;
 2398:   double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
 2399:   double **dnewm,**doldm;
 2400:   double *xp;
 2401:   double *gp, *gm;
 2402:   double **gradg, **trgradg;
 2403:   double **mu;
 2404:   double age,agelim, cov[NCOVMAX];
 2405:   double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
 2406:   int theta;
 2407:   char fileresprob[FILENAMELENGTH];
 2408:   char fileresprobcov[FILENAMELENGTH];
 2409:   char fileresprobcor[FILENAMELENGTH];
 2410: 
 2411:   double ***varpij;
 2412: 
 2413:   strcpy(fileresprob,"prob"); 
 2414:   strcat(fileresprob,fileres);
 2415:   if((ficresprob=fopen(fileresprob,"w"))==NULL) {
 2416:     printf("Problem with resultfile: %s\n", fileresprob);
 2417:     fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
 2418:   }
 2419:   strcpy(fileresprobcov,"probcov"); 
 2420:   strcat(fileresprobcov,fileres);
 2421:   if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
 2422:     printf("Problem with resultfile: %s\n", fileresprobcov);
 2423:     fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
 2424:   }
 2425:   strcpy(fileresprobcor,"probcor"); 
 2426:   strcat(fileresprobcor,fileres);
 2427:   if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
 2428:     printf("Problem with resultfile: %s\n", fileresprobcor);
 2429:     fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
 2430:   }
 2431:   printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
 2432:   fprintf(ficlog,"Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
 2433:   printf("Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
 2434:   fprintf(ficlog,"Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
 2435:   printf("and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
 2436:   fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
 2437:   
 2438:   fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
 2439:   fprintf(ficresprob,"# Age");
 2440:   fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
 2441:   fprintf(ficresprobcov,"# Age");
 2442:   fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
 2443:   fprintf(ficresprobcov,"# Age");
 2444: 
 2445: 
 2446:   for(i=1; i<=nlstate;i++)
 2447:     for(j=1; j<=(nlstate+ndeath);j++){
 2448:       fprintf(ficresprob," p%1d-%1d (SE)",i,j);
 2449:       fprintf(ficresprobcov," p%1d-%1d ",i,j);
 2450:       fprintf(ficresprobcor," p%1d-%1d ",i,j);
 2451:     }  
 2452:   fprintf(ficresprob,"\n");
 2453:   fprintf(ficresprobcov,"\n");
 2454:   fprintf(ficresprobcor,"\n");
 2455:   xp=vector(1,npar);
 2456:   dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
 2457:   doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
 2458:   mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
 2459:   varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
 2460:   first=1;
 2461:   if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
 2462:     printf("Problem with gnuplot file: %s\n", optionfilegnuplot);
 2463:     fprintf(ficlog,"Problem with gnuplot file: %s\n", optionfilegnuplot);
 2464:     exit(0);
 2465:   }
 2466:   else{
 2467:     fprintf(ficgp,"\n# Routine varprob");
 2468:   }
 2469:   if((fichtm=fopen(optionfilehtm,"a"))==NULL) {
 2470:     printf("Problem with html file: %s\n", optionfilehtm);
 2471:     fprintf(ficlog,"Problem with html file: %s\n", optionfilehtm);
 2472:     exit(0);
 2473:   }
 2474:   else{
 2475:     fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
 2476:     fprintf(fichtm,"\n");
 2477: 
 2478:     fprintf(fichtm,"\n<li><h4> Computing matrix of variance-covariance of step probabilities</h4></li>\n");
 2479:     fprintf(fichtm,"\nWe have drawn ellipsoids of confidence around the p<inf>ij</inf>, p<inf>kl</inf> to understand the covariance between two incidences. They are expressed in year<sup>-1</sup> in order to be less dependent of stepm.<br>\n");
 2480:     fprintf(fichtm,"\n<br> We have drawn x'cov<sup>-1</sup>x = 4 where x is the column vector (pij,pkl). It means that if pij and pkl where uncorrelated the (2X2) matrix would have been (1/(var pij), 0 , 0, 1/(var pkl)), and the confidence interval would be 2 standard deviations wide on each axis. <br> When both incidences are correlated we diagonalised the inverse of the covariance matrix and made the appropriate rotation.<br> \n");
 2481: 
 2482:   }
 2483: 
 2484:   cov[1]=1;
 2485:   tj=cptcoveff;
 2486:   if (cptcovn<1) {tj=1;ncodemax[1]=1;}
 2487:   j1=0;
 2488:   for(t=1; t<=tj;t++){
 2489:     for(i1=1; i1<=ncodemax[t];i1++){ 
 2490:       j1++;
 2491:       if  (cptcovn>0) {
 2492: 	fprintf(ficresprob, "\n#********** Variable "); 
 2493: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 2494: 	fprintf(ficresprob, "**********\n#");
 2495: 	fprintf(ficresprobcov, "\n#********** Variable "); 
 2496: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 2497: 	fprintf(ficresprobcov, "**********\n#");
 2498: 	
 2499: 	fprintf(ficgp, "\n#********** Variable "); 
 2500: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, "# V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 2501: 	fprintf(ficgp, "**********\n#");
 2502: 	
 2503: 	
 2504: 	fprintf(fichtm, "\n<hr  size=\"2\" color=\"#EC5E5E\">********** Variable "); 
 2505: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 2506: 	fprintf(fichtm, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
 2507: 	
 2508: 	fprintf(ficresprobcor, "\n#********** Variable ");    
 2509: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 2510: 	fprintf(ficgp, "**********\n#");    
 2511:       }
 2512:       
 2513:       for (age=bage; age<=fage; age ++){ 
 2514: 	cov[2]=age;
 2515: 	for (k=1; k<=cptcovn;k++) {
 2516: 	  cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
 2517: 	}
 2518: 	for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
 2519: 	for (k=1; k<=cptcovprod;k++)
 2520: 	  cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
 2521: 	
 2522: 	gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
 2523: 	trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
 2524: 	gp=vector(1,(nlstate)*(nlstate+ndeath));
 2525: 	gm=vector(1,(nlstate)*(nlstate+ndeath));
 2526:     
 2527: 	for(theta=1; theta <=npar; theta++){
 2528: 	  for(i=1; i<=npar; i++)
 2529: 	    xp[i] = x[i] + (i==theta ?delti[theta]:0);
 2530: 	  
 2531: 	  pmij(pmmij,cov,ncovmodel,xp,nlstate);
 2532: 	  
 2533: 	  k=0;
 2534: 	  for(i=1; i<= (nlstate); i++){
 2535: 	    for(j=1; j<=(nlstate+ndeath);j++){
 2536: 	      k=k+1;
 2537: 	      gp[k]=pmmij[i][j];
 2538: 	    }
 2539: 	  }
 2540: 	  
 2541: 	  for(i=1; i<=npar; i++)
 2542: 	    xp[i] = x[i] - (i==theta ?delti[theta]:0);
 2543:     
 2544: 	  pmij(pmmij,cov,ncovmodel,xp,nlstate);
 2545: 	  k=0;
 2546: 	  for(i=1; i<=(nlstate); i++){
 2547: 	    for(j=1; j<=(nlstate+ndeath);j++){
 2548: 	      k=k+1;
 2549: 	      gm[k]=pmmij[i][j];
 2550: 	    }
 2551: 	  }
 2552:      
 2553: 	  for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
 2554: 	    gradg[theta][i]=(gp[i]-gm[i])/2./delti[theta];  
 2555: 	}
 2556: 
 2557: 	for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
 2558: 	  for(theta=1; theta <=npar; theta++)
 2559: 	    trgradg[j][theta]=gradg[theta][j];
 2560: 	
 2561: 	matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
 2562: 	matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
 2563: 	free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
 2564: 	free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
 2565: 	free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
 2566: 	free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
 2567: 
 2568: 	pmij(pmmij,cov,ncovmodel,x,nlstate);
 2569: 	
 2570: 	k=0;
 2571: 	for(i=1; i<=(nlstate); i++){
 2572: 	  for(j=1; j<=(nlstate+ndeath);j++){
 2573: 	    k=k+1;
 2574: 	    mu[k][(int) age]=pmmij[i][j];
 2575: 	  }
 2576: 	}
 2577:      	for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
 2578: 	  for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
 2579: 	    varpij[i][j][(int)age] = doldm[i][j];
 2580: 
 2581: 	/*printf("\n%d ",(int)age);
 2582: 	  for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
 2583: 	  printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
 2584: 	  fprintf(ficlog,"%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
 2585: 	  }*/
 2586: 
 2587: 	fprintf(ficresprob,"\n%d ",(int)age);
 2588: 	fprintf(ficresprobcov,"\n%d ",(int)age);
 2589: 	fprintf(ficresprobcor,"\n%d ",(int)age);
 2590: 
 2591: 	for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
 2592: 	  fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
 2593: 	for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
 2594: 	  fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
 2595: 	  fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
 2596: 	}
 2597: 	i=0;
 2598: 	for (k=1; k<=(nlstate);k++){
 2599:  	  for (l=1; l<=(nlstate+ndeath);l++){ 
 2600:  	    i=i++;
 2601: 	    fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l);
 2602: 	    fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l);
 2603: 	    for (j=1; j<=i;j++){
 2604: 	      fprintf(ficresprobcov," %11.3e",varpij[i][j][(int)age]);
 2605: 	      fprintf(ficresprobcor," %11.3e",varpij[i][j][(int) age]/sqrt(varpij[i][i][(int) age])/sqrt(varpij[j][j][(int)age]));
 2606: 	    }
 2607: 	  }
 2608: 	}/* end of loop for state */
 2609:       } /* end of loop for age */
 2610: 
 2611:       /* Confidence intervalle of pij  */
 2612:       /*
 2613: 	fprintf(ficgp,"\nset noparametric;unset label");
 2614: 	fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
 2615: 	fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
 2616: 	fprintf(fichtm,"\n<br>Probability with  confidence intervals expressed in year<sup>-1</sup> :<a href=\"pijgr%s.png\">pijgr%s.png</A>, ",optionfilefiname,optionfilefiname);
 2617: 	fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
 2618: 	fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
 2619: 	fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
 2620:       */
 2621: 
 2622:       /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
 2623:       first1=1;
 2624:       for (k2=1; k2<=(nlstate);k2++){
 2625: 	for (l2=1; l2<=(nlstate+ndeath);l2++){ 
 2626: 	  if(l2==k2) continue;
 2627: 	  j=(k2-1)*(nlstate+ndeath)+l2;
 2628: 	  for (k1=1; k1<=(nlstate);k1++){
 2629: 	    for (l1=1; l1<=(nlstate+ndeath);l1++){ 
 2630: 	      if(l1==k1) continue;
 2631: 	      i=(k1-1)*(nlstate+ndeath)+l1;
 2632: 	      if(i<=j) continue;
 2633: 	      for (age=bage; age<=fage; age ++){ 
 2634: 		if ((int)age %5==0){
 2635: 		  v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
 2636: 		  v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
 2637: 		  cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
 2638: 		  mu1=mu[i][(int) age]/stepm*YEARM ;
 2639: 		  mu2=mu[j][(int) age]/stepm*YEARM;
 2640: 		  c12=cv12/sqrt(v1*v2);
 2641: 		  /* Computing eigen value of matrix of covariance */
 2642: 		  lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
 2643: 		  lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
 2644: 		  /* Eigen vectors */
 2645: 		  v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
 2646: 		  /*v21=sqrt(1.-v11*v11); *//* error */
 2647: 		  v21=(lc1-v1)/cv12*v11;
 2648: 		  v12=-v21;
 2649: 		  v22=v11;
 2650: 		  tnalp=v21/v11;
 2651: 		  if(first1==1){
 2652: 		    first1=0;
 2653: 		    printf("%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tang %.3f\nOthers in log...\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
 2654: 		  }
 2655: 		  fprintf(ficlog,"%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tan %.3f\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
 2656: 		  /*printf(fignu*/
 2657: 		  /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
 2658: 		  /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
 2659: 		  if(first==1){
 2660: 		    first=0;
 2661:  		    fprintf(ficgp,"\nset parametric;unset label");
 2662: 		    fprintf(ficgp,"\nset log y;set log x; set xlabel \"p%1d%1d (year-1)\";set ylabel \"p%1d%1d (year-1)\"",k1,l1,k2,l2);
 2663: 		    fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
 2664: 		    fprintf(fichtm,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup> :<a href=\"varpijgr%s%d%1d%1d-%1d%1d.png\">varpijgr%s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,optionfilefiname, j1,k1,l1,k2,l2,optionfilefiname, j1,k1,l1,k2,l2);
 2665: 		    fprintf(fichtm,"\n<br><img src=\"varpijgr%s%d%1d%1d-%1d%1d.png\"> ",optionfilefiname, j1,k1,l1,k2,l2);
 2666: 		    fprintf(fichtm,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
 2667: 		    fprintf(ficgp,"\nset out \"varpijgr%s%d%1d%1d-%1d%1d.png\"",optionfilefiname, j1,k1,l1,k2,l2);
 2668: 		    fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
 2669: 		    fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
 2670: 		    fprintf(ficgp,"\nplot [-pi:pi] %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
 2671: 			    mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
 2672: 			    mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
 2673: 		  }else{
 2674: 		    first=0;
 2675: 		    fprintf(fichtm," %d (%.3f),",(int) age, c12);
 2676: 		    fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
 2677: 		    fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
 2678: 		    fprintf(ficgp,"\nreplot %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
 2679: 			    mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
 2680: 			    mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
 2681: 		  }/* if first */
 2682: 		} /* age mod 5 */
 2683: 	      } /* end loop age */
 2684: 	      fprintf(ficgp,"\nset out \"varpijgr%s%d%1d%1d-%1d%1d.png\";replot;",optionfilefiname, j1,k1,l1,k2,l2);
 2685: 	      first=1;
 2686: 	    } /*l12 */
 2687: 	  } /* k12 */
 2688: 	} /*l1 */
 2689:       }/* k1 */
 2690:     } /* loop covariates */
 2691:   }
 2692:   free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
 2693:   free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
 2694:   free_vector(xp,1,npar);
 2695:   fclose(ficresprob);
 2696:   fclose(ficresprobcov);
 2697:   fclose(ficresprobcor);
 2698:   fclose(ficgp);
 2699:   fclose(fichtm);
 2700: }
 2701: 
 2702: 
 2703: /******************* Printing html file ***********/
 2704: void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
 2705: 		  int lastpass, int stepm, int weightopt, char model[],\
 2706: 		  int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
 2707: 		  int popforecast, int estepm ,\
 2708: 		  double jprev1, double mprev1,double anprev1, \
 2709: 		  double jprev2, double mprev2,double anprev2){
 2710:   int jj1, k1, i1, cpt;
 2711:   /*char optionfilehtm[FILENAMELENGTH];*/
 2712:   if((fichtm=fopen(optionfilehtm,"a"))==NULL)    {
 2713:     printf("Problem with %s \n",optionfilehtm), exit(0);
 2714:     fprintf(ficlog,"Problem with %s \n",optionfilehtm), exit(0);
 2715:   }
 2716: 
 2717:    fprintf(fichtm,"<ul><li><h4>Result files (first order: no variance)</h4>\n
 2718:  - Observed prevalence in each state (during the period defined between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf): <a href=\"p%s\">p%s</a> <br>\n
 2719:  - Estimated transition probabilities over %d (stepm) months: <a href=\"pij%s\">pij%s</a><br>\n
 2720:  - Stable prevalence in each health state: <a href=\"pl%s\">pl%s</a> <br>\n
 2721:  - Life expectancies by age and initial health status (estepm=%2d months): 
 2722:    <a href=\"e%s\">e%s</a> <br>\n</li>", \
 2723:   jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,fileres,fileres,stepm,fileres,fileres,fileres,fileres,estepm,fileres,fileres);
 2724: 
 2725: fprintf(fichtm," \n<ul><li><b>Graphs</b></li><p>");
 2726: 
 2727:  m=cptcoveff;
 2728:  if (cptcovn < 1) {m=1;ncodemax[1]=1;}
 2729: 
 2730:  jj1=0;
 2731:  for(k1=1; k1<=m;k1++){
 2732:    for(i1=1; i1<=ncodemax[k1];i1++){
 2733:      jj1++;
 2734:      if (cptcovn > 0) {
 2735:        fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
 2736:        for (cpt=1; cpt<=cptcoveff;cpt++) 
 2737: 	 fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
 2738:        fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
 2739:      }
 2740:      /* Pij */
 2741:      fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i %d (stepm) months before: pe%s%d1.png<br>
 2742: <img src=\"pe%s%d1.png\">",stepm,strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1);     
 2743:      /* Quasi-incidences */
 2744:      fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i %d (stepm) months before but expressed in per year i.e. quasi incidences if stepm is small and probabilities too: pe%s%d2.png<br>
 2745: <img src=\"pe%s%d2.png\">",stepm,strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1); 
 2746:        /* Stable prevalence in each health state */
 2747:        for(cpt=1; cpt<nlstate;cpt++){
 2748: 	 fprintf(fichtm,"<br>- Stable prevalence in each health state : p%s%d%d.png<br>
 2749: <img src=\"p%s%d%d.png\">",strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);
 2750:        }
 2751:      for(cpt=1; cpt<=nlstate;cpt++) {
 2752:         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.png <br>
 2753: <img src=\"exp%s%d%d.png\">",cpt,strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);
 2754:      }
 2755:      fprintf(fichtm,"\n<br>- Total life expectancy by age and
 2756: health expectancies in states (1) and (2): e%s%d.png<br>
 2757: <img src=\"e%s%d.png\">",strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1);
 2758:    } /* end i1 */
 2759:  }/* End k1 */
 2760:  fprintf(fichtm,"</ul>");
 2761: 
 2762: 
 2763:  fprintf(fichtm,"\n<br><li><h4> Result files (second order: variances)</h4>\n
 2764:  - Parameter file with estimated parameters and covariance matrix: <a href=\"%s\">%s</a> <br>\n
 2765:  - Variance of one-step probabilities: <a href=\"prob%s\">prob%s</a> <br>\n
 2766:  - Variance-covariance of one-step probabilities: <a href=\"probcov%s\">probcov%s</a> <br>\n
 2767:  - Correlation matrix of one-step probabilities: <a href=\"probcor%s\">probcor%s</a> <br>\n
 2768:  - Variances and covariances of life expectancies by age and initial health status (estepm=%d months): <a href=\"v%s\">v%s</a><br>\n 
 2769:  - Health expectancies with their variances (no covariance): <a href=\"t%s\">t%s</a> <br>\n
 2770:  - Standard deviation of stable prevalences: <a href=\"vpl%s\">vpl%s</a> <br>\n",rfileres,rfileres,fileres,fileres,fileres,fileres,fileres,fileres, estepm, fileres,fileres,fileres,fileres,fileres,fileres);
 2771: 
 2772:  if(popforecast==1) fprintf(fichtm,"\n
 2773:  - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>\n
 2774:  - Population forecasting (if popforecast=1): <a href=\"pop%s\">pop%s</a> <br>\n
 2775: 	<br>",fileres,fileres,fileres,fileres);
 2776:  else 
 2777:    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);
 2778: fprintf(fichtm," <ul><li><b>Graphs</b></li><p>");
 2779: 
 2780:  m=cptcoveff;
 2781:  if (cptcovn < 1) {m=1;ncodemax[1]=1;}
 2782: 
 2783:  jj1=0;
 2784:  for(k1=1; k1<=m;k1++){
 2785:    for(i1=1; i1<=ncodemax[k1];i1++){
 2786:      jj1++;
 2787:      if (cptcovn > 0) {
 2788:        fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
 2789:        for (cpt=1; cpt<=cptcoveff;cpt++) 
 2790: 	 fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
 2791:        fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
 2792:      }
 2793:      for(cpt=1; cpt<=nlstate;cpt++) {
 2794:        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident
 2795: interval) in state (%d): v%s%d%d.png <br>
 2796: <img src=\"v%s%d%d.png\">",cpt,strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);  
 2797:      }
 2798:    } /* end i1 */
 2799:  }/* End k1 */
 2800:  fprintf(fichtm,"</ul>");
 2801: fclose(fichtm);
 2802: }
 2803: 
 2804: /******************* Gnuplot file **************/
 2805: void printinggnuplot(char fileres[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
 2806: 
 2807:   int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;
 2808:   int ng;
 2809:   if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
 2810:     printf("Problem with file %s",optionfilegnuplot);
 2811:     fprintf(ficlog,"Problem with file %s",optionfilegnuplot);
 2812:   }
 2813: 
 2814:   /*#ifdef windows */
 2815:     fprintf(ficgp,"cd \"%s\" \n",pathc);
 2816:     /*#endif */
 2817: m=pow(2,cptcoveff);
 2818:   
 2819:  /* 1eme*/
 2820:   for (cpt=1; cpt<= nlstate ; cpt ++) {
 2821:    for (k1=1; k1<= m ; k1 ++) {
 2822:      fprintf(ficgp,"\nset out \"v%s%d%d.png\" \n",strtok(optionfile, "."),cpt,k1);
 2823:      fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] \"vpl%s\" every :::%d::%d u 1:2 \"\%%lf",ageminpar,fage,fileres,k1-1,k1-1);
 2824: 
 2825:      for (i=1; i<= nlstate ; i ++) {
 2826:        if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
 2827:        else fprintf(ficgp," \%%*lf (\%%*lf)");
 2828:      }
 2829:      fprintf(ficgp,"\" t\"Stable prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);
 2830:      for (i=1; i<= nlstate ; i ++) {
 2831:        if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
 2832:        else fprintf(ficgp," \%%*lf (\%%*lf)");
 2833:      } 
 2834:      fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1); 
 2835:      for (i=1; i<= nlstate ; i ++) {
 2836:        if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
 2837:        else fprintf(ficgp," \%%*lf (\%%*lf)");
 2838:      }  
 2839:      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));
 2840:    }
 2841:   }
 2842:   /*2 eme*/
 2843:   
 2844:   for (k1=1; k1<= m ; k1 ++) { 
 2845:     fprintf(ficgp,"\nset out \"e%s%d.png\" \n",strtok(optionfile, "."),k1);
 2846:     fprintf(ficgp,"set ylabel \"Years\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] ",ageminpar,fage);
 2847:     
 2848:     for (i=1; i<= nlstate+1 ; i ++) {
 2849:       k=2*i;
 2850:       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);
 2851:       for (j=1; j<= nlstate+1 ; j ++) {
 2852: 	if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
 2853: 	else fprintf(ficgp," \%%*lf (\%%*lf)");
 2854:       }   
 2855:       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
 2856:       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);
 2857:       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);
 2858:       for (j=1; j<= nlstate+1 ; j ++) {
 2859: 	if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
 2860: 	else fprintf(ficgp," \%%*lf (\%%*lf)");
 2861:       }   
 2862:       fprintf(ficgp,"\" t\"\" w l 0,");
 2863:       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);
 2864:       for (j=1; j<= nlstate+1 ; j ++) {
 2865: 	if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
 2866: 	else fprintf(ficgp," \%%*lf (\%%*lf)");
 2867:       }   
 2868:       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
 2869:       else fprintf(ficgp,"\" t\"\" w l 0,");
 2870:     }
 2871:   }
 2872:   
 2873:   /*3eme*/
 2874:   
 2875:   for (k1=1; k1<= m ; k1 ++) { 
 2876:     for (cpt=1; cpt<= nlstate ; cpt ++) {
 2877:       k=2+nlstate*(2*cpt-2);
 2878:       fprintf(ficgp,"\nset out \"exp%s%d%d.png\" \n",strtok(optionfile, "."),cpt,k1);
 2879:       fprintf(ficgp,"set ter png small\nset size 0.65,0.65\nplot [%.f:%.f] \"e%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",ageminpar,fage,fileres,k1-1,k1-1,k,cpt);
 2880:       /*fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d-2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
 2881: 	for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
 2882: 	fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
 2883: 	fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d+2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
 2884: 	for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
 2885: 	fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
 2886: 	
 2887:       */
 2888:       for (i=1; i< nlstate ; i ++) {
 2889: 	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);
 2890: 	
 2891:       } 
 2892:     }
 2893:   }
 2894:   
 2895:   /* CV preval stat */
 2896:   for (k1=1; k1<= m ; k1 ++) { 
 2897:     for (cpt=1; cpt<nlstate ; cpt ++) {
 2898:       k=3;
 2899:       fprintf(ficgp,"\nset out \"p%s%d%d.png\" \n",strtok(optionfile, "."),cpt,k1);
 2900:       fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] \"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",ageminpar,agemaxpar,fileres,k1,k+cpt+1,k+1);
 2901:       
 2902:       for (i=1; i< nlstate ; i ++)
 2903: 	fprintf(ficgp,"+$%d",k+i+1);
 2904:       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
 2905:       
 2906:       l=3+(nlstate+ndeath)*cpt;
 2907:       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);
 2908:       for (i=1; i< nlstate ; i ++) {
 2909: 	l=3+(nlstate+ndeath)*cpt;
 2910: 	fprintf(ficgp,"+$%d",l+i+1);
 2911:       }
 2912:       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);   
 2913:     } 
 2914:   }  
 2915:   
 2916:   /* proba elementaires */
 2917:   for(i=1,jk=1; i <=nlstate; i++){
 2918:     for(k=1; k <=(nlstate+ndeath); k++){
 2919:       if (k != i) {
 2920: 	for(j=1; j <=ncovmodel; j++){
 2921: 	  fprintf(ficgp,"p%d=%f ",jk,p[jk]);
 2922: 	  jk++; 
 2923: 	  fprintf(ficgp,"\n");
 2924: 	}
 2925:       }
 2926:     }
 2927:    }
 2928: 
 2929:    for(ng=1; ng<=2;ng++){ /* Number of graphics: first is probabilities second is incidence per year*/
 2930:      for(jk=1; jk <=m; jk++) {
 2931:        fprintf(ficgp,"\nset out \"pe%s%d%d.png\" \n",strtok(optionfile, "."),jk,ng); 
 2932:        if (ng==2)
 2933: 	 fprintf(ficgp,"\nset ylabel \"Quasi-incidence per year\"\n");
 2934:        else
 2935: 	 fprintf(ficgp,"\nset title \"Probability\"\n");
 2936:        fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65\nset log y\nplot  [%.f:%.f] ",ageminpar,agemaxpar);
 2937:        i=1;
 2938:        for(k2=1; k2<=nlstate; k2++) {
 2939: 	 k3=i;
 2940: 	 for(k=1; k<=(nlstate+ndeath); k++) {
 2941: 	   if (k != k2){
 2942: 	     if(ng==2)
 2943: 	       fprintf(ficgp," %f*exp(p%d+p%d*x",YEARM/stepm,i,i+1);
 2944: 	     else
 2945: 	       fprintf(ficgp," exp(p%d+p%d*x",i,i+1);
 2946: 	     ij=1;
 2947: 	     for(j=3; j <=ncovmodel; j++) {
 2948: 	       if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
 2949: 		 fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
 2950: 		 ij++;
 2951: 	       }
 2952: 	       else
 2953: 		 fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
 2954: 	     }
 2955: 	     fprintf(ficgp,")/(1");
 2956: 	     
 2957: 	     for(k1=1; k1 <=nlstate; k1++){   
 2958: 	       fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);
 2959: 	       ij=1;
 2960: 	       for(j=3; j <=ncovmodel; j++){
 2961: 		 if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
 2962: 		   fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
 2963: 		   ij++;
 2964: 		 }
 2965: 		 else
 2966: 		   fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
 2967: 	       }
 2968: 	       fprintf(ficgp,")");
 2969: 	     }
 2970: 	     fprintf(ficgp,") t \"p%d%d\" ", k2,k);
 2971: 	     if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");
 2972: 	     i=i+ncovmodel;
 2973: 	   }
 2974: 	 } /* end k */
 2975:        } /* end k2 */
 2976:      } /* end jk */
 2977:    } /* end ng */
 2978:    fclose(ficgp); 
 2979: }  /* end gnuplot */
 2980: 
 2981: 
 2982: /*************** Moving average **************/
 2983: int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav){
 2984: 
 2985:   int i, cpt, cptcod;
 2986:   int modcovmax =1;
 2987:   int mobilavrange, mob;
 2988:   double age;
 2989: 
 2990:   modcovmax=2*cptcoveff;/* Max number of modalities. We suppose 
 2991: 			   a covariate has 2 modalities */
 2992:   if (cptcovn<1) modcovmax=1; /* At least 1 pass */
 2993: 
 2994:   if(mobilav==1||mobilav ==3 ||mobilav==5 ||mobilav== 7){
 2995:     if(mobilav==1) mobilavrange=5; /* default */
 2996:     else mobilavrange=mobilav;
 2997:     for (age=bage; age<=fage; age++)
 2998:       for (i=1; i<=nlstate;i++)
 2999: 	for (cptcod=1;cptcod<=modcovmax;cptcod++)
 3000: 	  mobaverage[(int)age][i][cptcod]=probs[(int)age][i][cptcod];
 3001:     /* We keep the original values on the extreme ages bage, fage and for 
 3002:        fage+1 and bage-1 we use a 3 terms moving average; for fage+2 bage+2
 3003:        we use a 5 terms etc. until the borders are no more concerned. 
 3004:     */ 
 3005:     for (mob=3;mob <=mobilavrange;mob=mob+2){
 3006:       for (age=bage+(mob-1)/2; age<=fage-(mob-1)/2; age++){
 3007: 	for (i=1; i<=nlstate;i++){
 3008: 	  for (cptcod=1;cptcod<=modcovmax;cptcod++){
 3009: 	    mobaverage[(int)age][i][cptcod] =probs[(int)age][i][cptcod];
 3010: 	      for (cpt=1;cpt<=(mob-1)/2;cpt++){
 3011: 		mobaverage[(int)age][i][cptcod] +=probs[(int)age-cpt][i][cptcod];
 3012: 		mobaverage[(int)age][i][cptcod] +=probs[(int)age+cpt][i][cptcod];
 3013: 	      }
 3014: 	    mobaverage[(int)age][i][cptcod]=mobaverage[(int)age][i][cptcod]/mob;
 3015: 	  }
 3016: 	}
 3017:       }/* end age */
 3018:     }/* end mob */
 3019:   }else return -1;
 3020:   return 0;
 3021: }/* End movingaverage */
 3022: 
 3023: 
 3024: /************** Forecasting ******************/
 3025: 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){
 3026:   
 3027:   int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;
 3028:   int *popage;
 3029:   double calagedate, agelim, kk1, kk2, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;
 3030:   double *popeffectif,*popcount;
 3031:   double ***p3mat;
 3032:   double ***mobaverage;
 3033:   char fileresf[FILENAMELENGTH];
 3034: 
 3035:  agelim=AGESUP;
 3036:  calagedate=(anproj1+mproj1/12.+jproj1/365.-dateintmean)*YEARM;
 3037: 
 3038:   prevalence(ageminpar, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax,mint,anint,dateprev1,dateprev2, calagedate);
 3039:  
 3040:  
 3041:   strcpy(fileresf,"f"); 
 3042:   strcat(fileresf,fileres);
 3043:   if((ficresf=fopen(fileresf,"w"))==NULL) {
 3044:     printf("Problem with forecast resultfile: %s\n", fileresf);
 3045:     fprintf(ficlog,"Problem with forecast resultfile: %s\n", fileresf);
 3046:   }
 3047:   printf("Computing forecasting: result on file '%s' \n", fileresf);
 3048:   fprintf(ficlog,"Computing forecasting: result on file '%s' \n", fileresf);
 3049: 
 3050:   if (cptcoveff==0) ncodemax[cptcoveff]=1;
 3051: 
 3052:   if (mobilav!=0) {
 3053:     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3054:     if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
 3055:       fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
 3056:       printf(" Error in movingaverage mobilav=%d\n",mobilav);
 3057:     }
 3058:   }
 3059: 
 3060:   stepsize=(int) (stepm+YEARM-1)/YEARM;
 3061:   if (stepm<=12) stepsize=1;
 3062:   
 3063:   agelim=AGESUP;
 3064:   
 3065:   hstepm=1;
 3066:   hstepm=hstepm/stepm; 
 3067:   yp1=modf(dateintmean,&yp);
 3068:   anprojmean=yp;
 3069:   yp2=modf((yp1*12),&yp);
 3070:   mprojmean=yp;
 3071:   yp1=modf((yp2*30.5),&yp);
 3072:   jprojmean=yp;
 3073:   if(jprojmean==0) jprojmean=1;
 3074:   if(mprojmean==0) jprojmean=1;
 3075:   
 3076:   fprintf(ficresf,"# Estimated date of observed prevalence: %.lf/%.lf/%.lf ",jprojmean,mprojmean,anprojmean); 
 3077:   
 3078:   for(cptcov=1;cptcov<=i2;cptcov++){
 3079:     for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
 3080:       k=k+1;
 3081:       fprintf(ficresf,"\n#******");
 3082:       for(j=1;j<=cptcoveff;j++) {
 3083: 	fprintf(ficresf," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 3084:       }
 3085:       fprintf(ficresf,"******\n");
 3086:       fprintf(ficresf,"# StartingAge FinalAge");
 3087:       for(j=1; j<=nlstate+ndeath;j++) fprintf(ficresf," P.%d",j);
 3088:       
 3089:       
 3090:       for (cpt=0; cpt<=(anproj2-anproj1);cpt++) { 
 3091: 	fprintf(ficresf,"\n");
 3092: 	fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+cpt);   
 3093: 
 3094:      	for (agedeb=(fage-((int)calagedate %12/12.)); agedeb>=(ageminpar-((int)calagedate %12)/12.); agedeb--){ 
 3095: 	  nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
 3096: 	  nhstepm = nhstepm/hstepm; 
 3097: 	  
 3098: 	  p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 3099: 	  oldm=oldms;savm=savms;
 3100: 	  hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
 3101: 	
 3102: 	  for (h=0; h<=nhstepm; h++){
 3103: 	    if (h==(int) (calagedate+YEARM*cpt)) {
 3104: 	      fprintf(ficresf,"\n %.f %.f ",anproj1+cpt,agedeb+h*hstepm/YEARM*stepm);
 3105: 	    } 
 3106: 	    for(j=1; j<=nlstate+ndeath;j++) {
 3107: 	      kk1=0.;kk2=0;
 3108: 	      for(i=1; i<=nlstate;i++) {	      
 3109: 		if (mobilav==1) 
 3110: 		  kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];
 3111: 		else {
 3112: 		  kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];
 3113: 		}
 3114: 		
 3115: 	      }
 3116: 	      if (h==(int)(calagedate+12*cpt)){
 3117: 		fprintf(ficresf," %.3f", kk1);
 3118: 	     		
 3119: 	      }
 3120: 	    }
 3121: 	  }
 3122: 	  free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 3123: 	}
 3124:       }
 3125:     }
 3126:   }
 3127:        
 3128:   if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3129: 
 3130:   fclose(ficresf);
 3131: }
 3132: /************** Forecasting ******************/
 3133: 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){
 3134:   
 3135:   int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;
 3136:   int *popage;
 3137:   double calagedate, agelim, kk1, kk2;
 3138:   double *popeffectif,*popcount;
 3139:   double ***p3mat,***tabpop,***tabpopprev;
 3140:   double ***mobaverage;
 3141:   char filerespop[FILENAMELENGTH];
 3142: 
 3143:   tabpop= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3144:   tabpopprev= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3145:   agelim=AGESUP;
 3146:   calagedate=(anpyram+mpyram/12.+jpyram/365.-dateintmean)*YEARM;
 3147:   
 3148:   prevalence(ageminpar, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax,mint,anint,dateprev1,dateprev2, calagedate);
 3149:   
 3150:   
 3151:   strcpy(filerespop,"pop"); 
 3152:   strcat(filerespop,fileres);
 3153:   if((ficrespop=fopen(filerespop,"w"))==NULL) {
 3154:     printf("Problem with forecast resultfile: %s\n", filerespop);
 3155:     fprintf(ficlog,"Problem with forecast resultfile: %s\n", filerespop);
 3156:   }
 3157:   printf("Computing forecasting: result on file '%s' \n", filerespop);
 3158:   fprintf(ficlog,"Computing forecasting: result on file '%s' \n", filerespop);
 3159: 
 3160:   if (cptcoveff==0) ncodemax[cptcoveff]=1;
 3161: 
 3162:   if (mobilav!=0) {
 3163:     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3164:     if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
 3165:       fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
 3166:       printf(" Error in movingaverage mobilav=%d\n",mobilav);
 3167:     }
 3168:   }
 3169: 
 3170:   stepsize=(int) (stepm+YEARM-1)/YEARM;
 3171:   if (stepm<=12) stepsize=1;
 3172:   
 3173:   agelim=AGESUP;
 3174:   
 3175:   hstepm=1;
 3176:   hstepm=hstepm/stepm; 
 3177:   
 3178:   if (popforecast==1) {
 3179:     if((ficpop=fopen(popfile,"r"))==NULL) {
 3180:       printf("Problem with population file : %s\n",popfile);exit(0);
 3181:       fprintf(ficlog,"Problem with population file : %s\n",popfile);exit(0);
 3182:     } 
 3183:     popage=ivector(0,AGESUP);
 3184:     popeffectif=vector(0,AGESUP);
 3185:     popcount=vector(0,AGESUP);
 3186:     
 3187:     i=1;   
 3188:     while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF) i=i+1;
 3189:    
 3190:     imx=i;
 3191:     for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];
 3192:   }
 3193: 
 3194:   for(cptcov=1;cptcov<=i2;cptcov++){
 3195:    for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
 3196:       k=k+1;
 3197:       fprintf(ficrespop,"\n#******");
 3198:       for(j=1;j<=cptcoveff;j++) {
 3199: 	fprintf(ficrespop," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 3200:       }
 3201:       fprintf(ficrespop,"******\n");
 3202:       fprintf(ficrespop,"# Age");
 3203:       for(j=1; j<=nlstate+ndeath;j++) fprintf(ficrespop," P.%d",j);
 3204:       if (popforecast==1)  fprintf(ficrespop," [Population]");
 3205:       
 3206:       for (cpt=0; cpt<=0;cpt++) { 
 3207: 	fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
 3208: 	
 3209:      	for (agedeb=(fage-((int)calagedate %12/12.)); agedeb>=(ageminpar-((int)calagedate %12)/12.); agedeb--){ 
 3210: 	  nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
 3211: 	  nhstepm = nhstepm/hstepm; 
 3212: 	  
 3213: 	  p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 3214: 	  oldm=oldms;savm=savms;
 3215: 	  hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
 3216: 	
 3217: 	  for (h=0; h<=nhstepm; h++){
 3218: 	    if (h==(int) (calagedate+YEARM*cpt)) {
 3219: 	      fprintf(ficrespop,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
 3220: 	    } 
 3221: 	    for(j=1; j<=nlstate+ndeath;j++) {
 3222: 	      kk1=0.;kk2=0;
 3223: 	      for(i=1; i<=nlstate;i++) {	      
 3224: 		if (mobilav==1) 
 3225: 		  kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];
 3226: 		else {
 3227: 		  kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];
 3228: 		}
 3229: 	      }
 3230: 	      if (h==(int)(calagedate+12*cpt)){
 3231: 		tabpop[(int)(agedeb)][j][cptcod]=kk1;
 3232: 		  /*fprintf(ficrespop," %.3f", kk1);
 3233: 		    if (popforecast==1) fprintf(ficrespop," [%.f]", kk1*popeffectif[(int)agedeb+1]);*/
 3234: 	      }
 3235: 	    }
 3236: 	    for(i=1; i<=nlstate;i++){
 3237: 	      kk1=0.;
 3238: 		for(j=1; j<=nlstate;j++){
 3239: 		  kk1= kk1+tabpop[(int)(agedeb)][j][cptcod]; 
 3240: 		}
 3241: 		  tabpopprev[(int)(agedeb)][i][cptcod]=tabpop[(int)(agedeb)][i][cptcod]/kk1*popeffectif[(int)(agedeb+(calagedate+12*cpt)*hstepm/YEARM*stepm-1)];
 3242: 	    }
 3243: 
 3244: 	    if (h==(int)(calagedate+12*cpt)) for(j=1; j<=nlstate;j++) 
 3245: 	      fprintf(ficrespop," %15.2f",tabpopprev[(int)(agedeb+1)][j][cptcod]);
 3246: 	  }
 3247: 	  free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 3248: 	}
 3249:       }
 3250:  
 3251:   /******/
 3252: 
 3253:       for (cpt=1; cpt<=(anpyram1-anpyram);cpt++) { 
 3254: 	fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
 3255: 	for (agedeb=(fage-((int)calagedate %12/12.)); agedeb>=(ageminpar-((int)calagedate %12)/12.); agedeb--){ 
 3256: 	  nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
 3257: 	  nhstepm = nhstepm/hstepm; 
 3258: 	  
 3259: 	  p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 3260: 	  oldm=oldms;savm=savms;
 3261: 	  hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
 3262: 	  for (h=0; h<=nhstepm; h++){
 3263: 	    if (h==(int) (calagedate+YEARM*cpt)) {
 3264: 	      fprintf(ficresf,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
 3265: 	    } 
 3266: 	    for(j=1; j<=nlstate+ndeath;j++) {
 3267: 	      kk1=0.;kk2=0;
 3268: 	      for(i=1; i<=nlstate;i++) {	      
 3269: 		kk1=kk1+p3mat[i][j][h]*tabpopprev[(int)agedeb+1][i][cptcod];	
 3270: 	      }
 3271: 	      if (h==(int)(calagedate+12*cpt)) fprintf(ficresf," %15.2f", kk1);	
 3272: 	    }
 3273: 	  }
 3274: 	  free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 3275: 	}
 3276:       }
 3277:    } 
 3278:   }
 3279:  
 3280:   if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3281: 
 3282:   if (popforecast==1) {
 3283:     free_ivector(popage,0,AGESUP);
 3284:     free_vector(popeffectif,0,AGESUP);
 3285:     free_vector(popcount,0,AGESUP);
 3286:   }
 3287:   free_ma3x(tabpop,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3288:   free_ma3x(tabpopprev,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3289:   fclose(ficrespop);
 3290: }
 3291: 
 3292: /***********************************************/
 3293: /**************** Main Program *****************/
 3294: /***********************************************/
 3295: 
 3296: int main(int argc, char *argv[])
 3297: {
 3298:   int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav);
 3299:   int i,j, k, n=MAXN,iter,m,size,cptcode, cptcod;
 3300:   double agedeb, agefin,hf;
 3301:   double ageminpar=1.e20,agemin=1.e20, agemaxpar=-1.e20, agemax=-1.e20;
 3302: 
 3303:   double fret;
 3304:   double **xi,tmp,delta;
 3305: 
 3306:   double dum; /* Dummy variable */
 3307:   double ***p3mat;
 3308:   double ***mobaverage;
 3309:   int *indx;
 3310:   char line[MAXLINE], linepar[MAXLINE];
 3311:   char path[80],pathc[80],pathcd[80],pathtot[80],model[80];
 3312:   int firstobs=1, lastobs=10;
 3313:   int sdeb, sfin; /* Status at beginning and end */
 3314:   int c,  h , cpt,l;
 3315:   int ju,jl, mi;
 3316:   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;
 3317:   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,*tab; 
 3318:   int mobilav=0,popforecast=0;
 3319:   int hstepm, nhstepm;
 3320:   double jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,jpyram, mpyram,anpyram,jpyram1, mpyram1,anpyram1, calagedate;
 3321: 
 3322:   double bage, fage, age, agelim, agebase;
 3323:   double ftolpl=FTOL;
 3324:   double **prlim;
 3325:   double *severity;
 3326:   double ***param; /* Matrix of parameters */
 3327:   double  *p;
 3328:   double **matcov; /* Matrix of covariance */
 3329:   double ***delti3; /* Scale */
 3330:   double *delti; /* Scale */
 3331:   double ***eij, ***vareij;
 3332:   double **varpl; /* Variances of prevalence limits by age */
 3333:   double *epj, vepp;
 3334:   double kk1, kk2;
 3335:   double dateprev1, dateprev2,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2;
 3336: 
 3337:   char *alph[]={"a","a","b","c","d","e"}, str[4];
 3338: 
 3339: 
 3340:   char z[1]="c", occ;
 3341: #include <sys/time.h>
 3342: #include <time.h>
 3343:   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
 3344:  
 3345:   /* long total_usecs;
 3346:      struct timeval start_time, end_time;
 3347:   
 3348:      gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
 3349:   getcwd(pathcd, size);
 3350: 
 3351:   printf("\n%s",version);
 3352:   if(argc <=1){
 3353:     printf("\nEnter the parameter file name: ");
 3354:     scanf("%s",pathtot);
 3355:   }
 3356:   else{
 3357:     strcpy(pathtot,argv[1]);
 3358:   }
 3359:   /*if(getcwd(pathcd, 80)!= NULL)printf ("Error pathcd\n");*/
 3360:   /*cygwin_split_path(pathtot,path,optionfile);
 3361:     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/
 3362:   /* cutv(path,optionfile,pathtot,'\\');*/
 3363: 
 3364:   split(pathtot,path,optionfile,optionfilext,optionfilefiname);
 3365:   printf("pathtot=%s, path=%s, optionfile=%s optionfilext=%s optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
 3366:   chdir(path);
 3367:   replace(pathc,path);
 3368: 
 3369:   /*-------- arguments in the command line --------*/
 3370: 
 3371:   /* Log file */
 3372:   strcat(filelog, optionfilefiname);
 3373:   strcat(filelog,".log");    /* */
 3374:   if((ficlog=fopen(filelog,"w"))==NULL)    {
 3375:     printf("Problem with logfile %s\n",filelog);
 3376:     goto end;
 3377:   }
 3378:   fprintf(ficlog,"Log filename:%s\n",filelog);
 3379:   fprintf(ficlog,"\n%s",version);
 3380:   fprintf(ficlog,"\nEnter the parameter file name: ");
 3381:   fprintf(ficlog,"pathtot=%s, path=%s, optionfile=%s optionfilext=%s optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
 3382:   fflush(ficlog);
 3383: 
 3384:   /* */
 3385:   strcpy(fileres,"r");
 3386:   strcat(fileres, optionfilefiname);
 3387:   strcat(fileres,".txt");    /* Other files have txt extension */
 3388: 
 3389:   /*---------arguments file --------*/
 3390: 
 3391:   if((ficpar=fopen(optionfile,"r"))==NULL)    {
 3392:     printf("Problem with optionfile %s\n",optionfile);
 3393:     fprintf(ficlog,"Problem with optionfile %s\n",optionfile);
 3394:     goto end;
 3395:   }
 3396: 
 3397:   strcpy(filereso,"o");
 3398:   strcat(filereso,fileres);
 3399:   if((ficparo=fopen(filereso,"w"))==NULL) {
 3400:     printf("Problem with Output resultfile: %s\n", filereso);
 3401:     fprintf(ficlog,"Problem with Output resultfile: %s\n", filereso);
 3402:     goto end;
 3403:   }
 3404: 
 3405:   /* Reads comments: lines beginning with '#' */
 3406:   while((c=getc(ficpar))=='#' && c!= EOF){
 3407:     ungetc(c,ficpar);
 3408:     fgets(line, MAXLINE, ficpar);
 3409:     puts(line);
 3410:     fputs(line,ficparo);
 3411:   }
 3412:   ungetc(c,ficpar);
 3413: 
 3414:   fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d model=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncovcol, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);
 3415:   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);
 3416:   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);
 3417:   while((c=getc(ficpar))=='#' && c!= EOF){
 3418:     ungetc(c,ficpar);
 3419:     fgets(line, MAXLINE, ficpar);
 3420:     puts(line);
 3421:     fputs(line,ficparo);
 3422:   }
 3423:   ungetc(c,ficpar);
 3424:   
 3425:    
 3426:   covar=matrix(0,NCOVMAX,1,n); 
 3427:   cptcovn=0; /*Number of covariates, i.e. number of '+' in model statement*/
 3428:   if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;
 3429: 
 3430:   ncovmodel=2+cptcovn; /*Number of variables = cptcovn + intercept + age */
 3431:   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
 3432:   
 3433:   /* Read guess parameters */
 3434:   /* Reads comments: lines beginning with '#' */
 3435:   while((c=getc(ficpar))=='#' && c!= EOF){
 3436:     ungetc(c,ficpar);
 3437:     fgets(line, MAXLINE, ficpar);
 3438:     puts(line);
 3439:     fputs(line,ficparo);
 3440:   }
 3441:   ungetc(c,ficpar);
 3442:   
 3443:   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
 3444:   for(i=1; i <=nlstate; i++)
 3445:     for(j=1; j <=nlstate+ndeath-1; j++){
 3446:       fscanf(ficpar,"%1d%1d",&i1,&j1);
 3447:       fprintf(ficparo,"%1d%1d",i1,j1);
 3448:       if(mle==1)
 3449: 	printf("%1d%1d",i,j);
 3450:       fprintf(ficlog,"%1d%1d",i,j);
 3451:       for(k=1; k<=ncovmodel;k++){
 3452: 	fscanf(ficpar," %lf",&param[i][j][k]);
 3453: 	if(mle==1){
 3454: 	  printf(" %lf",param[i][j][k]);
 3455: 	  fprintf(ficlog," %lf",param[i][j][k]);
 3456: 	}
 3457: 	else
 3458: 	  fprintf(ficlog," %lf",param[i][j][k]);
 3459: 	fprintf(ficparo," %lf",param[i][j][k]);
 3460:       }
 3461:       fscanf(ficpar,"\n");
 3462:       if(mle==1)
 3463: 	printf("\n");
 3464:       fprintf(ficlog,"\n");
 3465:       fprintf(ficparo,"\n");
 3466:     }
 3467:   
 3468:   npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/
 3469: 
 3470:   p=param[1][1];
 3471:   
 3472:   /* Reads comments: lines beginning with '#' */
 3473:   while((c=getc(ficpar))=='#' && c!= EOF){
 3474:     ungetc(c,ficpar);
 3475:     fgets(line, MAXLINE, ficpar);
 3476:     puts(line);
 3477:     fputs(line,ficparo);
 3478:   }
 3479:   ungetc(c,ficpar);
 3480: 
 3481:   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
 3482:   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */
 3483:   for(i=1; i <=nlstate; i++){
 3484:     for(j=1; j <=nlstate+ndeath-1; j++){
 3485:       fscanf(ficpar,"%1d%1d",&i1,&j1);
 3486:       printf("%1d%1d",i,j);
 3487:       fprintf(ficparo,"%1d%1d",i1,j1);
 3488:       for(k=1; k<=ncovmodel;k++){
 3489: 	fscanf(ficpar,"%le",&delti3[i][j][k]);
 3490: 	printf(" %le",delti3[i][j][k]);
 3491: 	fprintf(ficparo," %le",delti3[i][j][k]);
 3492:       }
 3493:       fscanf(ficpar,"\n");
 3494:       printf("\n");
 3495:       fprintf(ficparo,"\n");
 3496:     }
 3497:   }
 3498:   delti=delti3[1][1];
 3499:   
 3500:   /* Reads comments: lines beginning with '#' */
 3501:   while((c=getc(ficpar))=='#' && c!= EOF){
 3502:     ungetc(c,ficpar);
 3503:     fgets(line, MAXLINE, ficpar);
 3504:     puts(line);
 3505:     fputs(line,ficparo);
 3506:   }
 3507:   ungetc(c,ficpar);
 3508:   
 3509:   matcov=matrix(1,npar,1,npar);
 3510:   for(i=1; i <=npar; i++){
 3511:     fscanf(ficpar,"%s",&str);
 3512:     if(mle==1)
 3513:       printf("%s",str);
 3514:     fprintf(ficlog,"%s",str);
 3515:     fprintf(ficparo,"%s",str);
 3516:     for(j=1; j <=i; j++){
 3517:       fscanf(ficpar," %le",&matcov[i][j]);
 3518:       if(mle==1){
 3519: 	printf(" %.5le",matcov[i][j]);
 3520: 	fprintf(ficlog," %.5le",matcov[i][j]);
 3521:       }
 3522:       else
 3523: 	fprintf(ficlog," %.5le",matcov[i][j]);
 3524:       fprintf(ficparo," %.5le",matcov[i][j]);
 3525:     }
 3526:     fscanf(ficpar,"\n");
 3527:     if(mle==1)
 3528:       printf("\n");
 3529:     fprintf(ficlog,"\n");
 3530:     fprintf(ficparo,"\n");
 3531:   }
 3532:   for(i=1; i <=npar; i++)
 3533:     for(j=i+1;j<=npar;j++)
 3534:       matcov[i][j]=matcov[j][i];
 3535:    
 3536:   if(mle==1)
 3537:     printf("\n");
 3538:   fprintf(ficlog,"\n");
 3539: 
 3540: 
 3541:   /*-------- Rewriting paramater file ----------*/
 3542:   strcpy(rfileres,"r");    /* "Rparameterfile */
 3543:   strcat(rfileres,optionfilefiname);    /* Parameter file first name*/
 3544:   strcat(rfileres,".");    /* */
 3545:   strcat(rfileres,optionfilext);    /* Other files have txt extension */
 3546:   if((ficres =fopen(rfileres,"w"))==NULL) {
 3547:     printf("Problem writing new parameter file: %s\n", fileres);goto end;
 3548:     fprintf(ficlog,"Problem writing new parameter file: %s\n", fileres);goto end;
 3549:   }
 3550:   fprintf(ficres,"#%s\n",version);
 3551:     
 3552:   /*-------- data file ----------*/
 3553:   if((fic=fopen(datafile,"r"))==NULL)    {
 3554:     printf("Problem with datafile: %s\n", datafile);goto end;
 3555:     fprintf(ficlog,"Problem with datafile: %s\n", datafile);goto end;
 3556:   }
 3557: 
 3558:   n= lastobs;
 3559:   severity = vector(1,maxwav);
 3560:   outcome=imatrix(1,maxwav+1,1,n);
 3561:   num=ivector(1,n);
 3562:   moisnais=vector(1,n);
 3563:   annais=vector(1,n);
 3564:   moisdc=vector(1,n);
 3565:   andc=vector(1,n);
 3566:   agedc=vector(1,n);
 3567:   cod=ivector(1,n);
 3568:   weight=vector(1,n);
 3569:   for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
 3570:   mint=matrix(1,maxwav,1,n);
 3571:   anint=matrix(1,maxwav,1,n);
 3572:   s=imatrix(1,maxwav+1,1,n);
 3573:   tab=ivector(1,NCOVMAX);
 3574:   ncodemax=ivector(1,8);
 3575: 
 3576:   i=1;
 3577:   while (fgets(line, MAXLINE, fic) != NULL)    {
 3578:     if ((i >= firstobs) && (i <=lastobs)) {
 3579: 	
 3580:       for (j=maxwav;j>=1;j--){
 3581: 	cutv(stra, strb,line,' '); s[j][i]=atoi(strb); 
 3582: 	strcpy(line,stra);
 3583: 	cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
 3584: 	cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
 3585:       }
 3586: 	
 3587:       cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);
 3588:       cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);
 3589: 
 3590:       cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);
 3591:       cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);
 3592: 
 3593:       cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);
 3594:       for (j=ncovcol;j>=1;j--){
 3595: 	cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);
 3596:       } 
 3597:       num[i]=atol(stra);
 3598: 	
 3599:       /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){
 3600: 	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;}*/
 3601: 
 3602:       i=i+1;
 3603:     }
 3604:   }
 3605:   /* printf("ii=%d", ij);
 3606:      scanf("%d",i);*/
 3607:   imx=i-1; /* Number of individuals */
 3608: 
 3609:   /* for (i=1; i<=imx; i++){
 3610:     if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;
 3611:     if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;
 3612:     if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;
 3613:     }*/
 3614:    /*  for (i=1; i<=imx; i++){
 3615:      if (s[4][i]==9)  s[4][i]=-1; 
 3616:      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]));}*/
 3617:   
 3618:  
 3619:   /* Calculation of the number of parameter from char model*/
 3620:   Tvar=ivector(1,15); /* stores the number n of the covariates in Vm+Vn at 1 and m at 2 */
 3621:   Tprod=ivector(1,15); 
 3622:   Tvaraff=ivector(1,15); 
 3623:   Tvard=imatrix(1,15,1,2);
 3624:   Tage=ivector(1,15);      
 3625:    
 3626:   if (strlen(model) >1){ /* If there is at least 1 covariate */
 3627:     j=0, j1=0, k1=1, k2=1;
 3628:     j=nbocc(model,'+'); /* j=Number of '+' */
 3629:     j1=nbocc(model,'*'); /* j1=Number of '*' */
 3630:     cptcovn=j+1; 
 3631:     cptcovprod=j1; /*Number of products */
 3632:     
 3633:     strcpy(modelsav,model); 
 3634:     if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){
 3635:       printf("Error. Non available option model=%s ",model);
 3636:       fprintf(ficlog,"Error. Non available option model=%s ",model);
 3637:       goto end;
 3638:     }
 3639:     
 3640:     /* This loop fills the array Tvar from the string 'model'.*/
 3641: 
 3642:     for(i=(j+1); i>=1;i--){
 3643:       cutv(stra,strb,modelsav,'+'); /* keeps in strb after the last + */ 
 3644:       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav); /* and analyzes it */
 3645:       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/
 3646:       /*scanf("%d",i);*/
 3647:       if (strchr(strb,'*')) {  /* Model includes a product */
 3648: 	cutv(strd,strc,strb,'*'); /* strd*strc  Vm*Vn (if not *age)*/
 3649: 	if (strcmp(strc,"age")==0) { /* Vn*age */
 3650: 	  cptcovprod--;
 3651: 	  cutv(strb,stre,strd,'V');
 3652: 	  Tvar[i]=atoi(stre); /* computes n in Vn and stores in Tvar*/
 3653: 	  cptcovage++;
 3654: 	    Tage[cptcovage]=i;
 3655: 	    /*printf("stre=%s ", stre);*/
 3656: 	}
 3657: 	else if (strcmp(strd,"age")==0) { /* or age*Vn */
 3658: 	  cptcovprod--;
 3659: 	  cutv(strb,stre,strc,'V');
 3660: 	  Tvar[i]=atoi(stre);
 3661: 	  cptcovage++;
 3662: 	  Tage[cptcovage]=i;
 3663: 	}
 3664: 	else {  /* Age is not in the model */
 3665: 	  cutv(strb,stre,strc,'V'); /* strc= Vn, stre is n*/
 3666: 	  Tvar[i]=ncovcol+k1;
 3667: 	  cutv(strb,strc,strd,'V'); /* strd was Vm, strc is m */
 3668: 	  Tprod[k1]=i;
 3669: 	  Tvard[k1][1]=atoi(strc); /* m*/
 3670: 	  Tvard[k1][2]=atoi(stre); /* n */
 3671: 	  Tvar[cptcovn+k2]=Tvard[k1][1];
 3672: 	  Tvar[cptcovn+k2+1]=Tvard[k1][2]; 
 3673: 	  for (k=1; k<=lastobs;k++) 
 3674: 	    covar[ncovcol+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];
 3675: 	  k1++;
 3676: 	  k2=k2+2;
 3677: 	}
 3678:       }
 3679:       else { /* no more sum */
 3680: 	/*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/
 3681:        /*  scanf("%d",i);*/
 3682:       cutv(strd,strc,strb,'V');
 3683:       Tvar[i]=atoi(strc);
 3684:       }
 3685:       strcpy(modelsav,stra);  
 3686:       /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);
 3687: 	scanf("%d",i);*/
 3688:     } /* end of loop + */
 3689:   } /* end model */
 3690:   
 3691:   /*The number n of Vn is stored in Tvar. cptcovage =number of age covariate. Tage gives the position of age. cptcovprod= number of products.
 3692:     If model=V1+V1*age then Tvar[1]=1 Tvar[2]=1 cptcovage=1 Tage[1]=2 cptcovprod=0*/
 3693: 
 3694:   /* printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);
 3695:   printf("cptcovprod=%d ", cptcovprod);
 3696:   fprintf(ficlog,"cptcovprod=%d ", cptcovprod);
 3697: 
 3698:   scanf("%d ",i);
 3699:   fclose(fic);*/
 3700: 
 3701:     /*  if(mle==1){*/
 3702:   if (weightopt != 1) { /* Maximisation without weights*/
 3703:     for(i=1;i<=n;i++) weight[i]=1.0;
 3704:   }
 3705:     /*-calculation of age at interview from date of interview and age at death -*/
 3706:   agev=matrix(1,maxwav,1,imx);
 3707: 
 3708:   for (i=1; i<=imx; i++) {
 3709:     for(m=2; (m<= maxwav); m++) {
 3710:       if ((mint[m][i]== 99) && (s[m][i] <= nlstate)){
 3711: 	anint[m][i]=9999;
 3712: 	s[m][i]=-1;
 3713:       }
 3714:       if(moisdc[i]==99 && andc[i]==9999 & s[m][i]>nlstate) s[m][i]=-1;
 3715:     }
 3716:   }
 3717: 
 3718:   for (i=1; i<=imx; i++)  {
 3719:     agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
 3720:     for(m=1; (m<= maxwav); m++){
 3721:       if(s[m][i] >0 || s[m][i]==-2){
 3722: 	if (s[m][i] >= nlstate+1) {
 3723: 	  if(agedc[i]>0)
 3724: 	    if(moisdc[i]!=99 && andc[i]!=9999) agev[m][i]=agedc[i];
 3725: 	  /*if(moisdc[i]==99 && andc[i]==9999) s[m][i]=-1;*/
 3726: 	    else {
 3727: 	      if (andc[i]!=9999){
 3728: 		printf("Warning negative age at death: %d line:%d\n",num[i],i);
 3729: 		fprintf(ficlog,"Warning negative age at death: %d line:%d\n",num[i],i);
 3730: 		agev[m][i]=-1;
 3731: 	      }
 3732: 	    }
 3733: 	}
 3734: 	else if(s[m][i] !=9){ /* Should no more exist */
 3735: 	  agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
 3736: 	  if(mint[m][i]==99 || anint[m][i]==9999)
 3737: 	    agev[m][i]=1;
 3738: 	  else if(agev[m][i] <agemin){ 
 3739: 	    agemin=agev[m][i];
 3740: 	    /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
 3741: 	  }
 3742: 	  else if(agev[m][i] >agemax){
 3743: 	    agemax=agev[m][i];
 3744: 	    /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
 3745: 	  }
 3746: 	  /*agev[m][i]=anint[m][i]-annais[i];*/
 3747: 	  /*	 agev[m][i] = age[i]+2*m;*/
 3748: 	}
 3749: 	else { /* =9 */
 3750: 	  agev[m][i]=1;
 3751: 	  s[m][i]=-1;
 3752: 	}
 3753:       }
 3754:       else /*= 0 Unknown */
 3755: 	agev[m][i]=1;
 3756:     }
 3757:     
 3758:   }
 3759:   for (i=1; i<=imx; i++)  {
 3760:     for(m=1; (m<= maxwav); m++){
 3761:       if (s[m][i] > (nlstate+ndeath)) {
 3762: 	printf("Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);	
 3763: 	fprintf(ficlog,"Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);	
 3764: 	goto end;
 3765:       }
 3766:     }
 3767:   }
 3768: 
 3769:   printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
 3770:   fprintf(ficlog,"Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax); 
 3771: 
 3772:   free_vector(severity,1,maxwav);
 3773:   free_imatrix(outcome,1,maxwav+1,1,n);
 3774:   free_vector(moisnais,1,n);
 3775:   free_vector(annais,1,n);
 3776:   /* free_matrix(mint,1,maxwav,1,n);
 3777:      free_matrix(anint,1,maxwav,1,n);*/
 3778:   free_vector(moisdc,1,n);
 3779:   free_vector(andc,1,n);
 3780: 
 3781:    
 3782:   wav=ivector(1,imx);
 3783:   dh=imatrix(1,lastpass-firstpass+1,1,imx);
 3784:   bh=imatrix(1,lastpass-firstpass+1,1,imx);
 3785:   mw=imatrix(1,lastpass-firstpass+1,1,imx);
 3786:   
 3787: 
 3788:   /* Concatenates waves */
 3789:   concatwav(wav, dh, bh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);
 3790: 
 3791:   /* Routine tricode is to calculate cptcoveff (real number of unique covariates) and to associate covariable number and modality */
 3792: 
 3793:   Tcode=ivector(1,100);
 3794:   nbcode=imatrix(0,NCOVMAX,0,NCOVMAX); 
 3795:   ncodemax[1]=1;
 3796:   if (cptcovn > 0) tricode(Tvar,nbcode,imx);
 3797:       
 3798:   codtab=imatrix(1,100,1,10); /* Cross tabulation to get the order of 
 3799: 				 the estimations*/
 3800:   h=0;
 3801:   m=pow(2,cptcoveff);
 3802:  
 3803:   for(k=1;k<=cptcoveff; k++){
 3804:     for(i=1; i <=(m/pow(2,k));i++){
 3805:       for(j=1; j <= ncodemax[k]; j++){
 3806: 	for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){
 3807: 	  h++;
 3808: 	  if (h>m) h=1;codtab[h][k]=j;codtab[h][Tvar[k]]=j;
 3809: 	  /*  printf("h=%d k=%d j=%d codtab[h][k]=%d tvar[k]=%d \n",h, k,j,codtab[h][k],Tvar[k]);*/
 3810: 	} 
 3811:       }
 3812:     }
 3813:   } 
 3814:   /* printf("codtab[1][2]=%d codtab[2][2]=%d",codtab[1][2],codtab[2][2]); 
 3815:      codtab[1][2]=1;codtab[2][2]=2; */
 3816:   /* for(i=1; i <=m ;i++){ 
 3817:      for(k=1; k <=cptcovn; k++){
 3818:      printf("i=%d k=%d %d %d ",i,k,codtab[i][k], cptcoveff);
 3819:      }
 3820:      printf("\n");
 3821:      }
 3822:      scanf("%d",i);*/
 3823:     
 3824:   /* Calculates basic frequencies. Computes observed prevalence at single age
 3825:      and prints on file fileres'p'. */
 3826: 
 3827:     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 3828:     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 3829:     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 3830:     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 3831:     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
 3832:     
 3833:    
 3834:   /* For Powell, parameters are in a vector p[] starting at p[1]
 3835:      so we point p on param[1][1] so that p[1] maps on param[1][1][1] */
 3836:   p=param[1][1]; /* *(*(*(param +1)+1)+0) */
 3837: 
 3838:   if(mle>=1){ /* Could be 1 or 2 */
 3839:     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);
 3840:   }
 3841:     
 3842:   /*--------- results files --------------*/
 3843:   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);
 3844:   
 3845: 
 3846:   jk=1;
 3847:   fprintf(ficres,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
 3848:   printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
 3849:   fprintf(ficlog,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
 3850:   for(i=1,jk=1; i <=nlstate; i++){
 3851:     for(k=1; k <=(nlstate+ndeath); k++){
 3852:       if (k != i) 
 3853: 	{
 3854: 	  printf("%d%d ",i,k);
 3855: 	  fprintf(ficlog,"%d%d ",i,k);
 3856: 	  fprintf(ficres,"%1d%1d ",i,k);
 3857: 	  for(j=1; j <=ncovmodel; j++){
 3858: 	    printf("%f ",p[jk]);
 3859: 	    fprintf(ficlog,"%f ",p[jk]);
 3860: 	    fprintf(ficres,"%f ",p[jk]);
 3861: 	    jk++; 
 3862: 	  }
 3863: 	  printf("\n");
 3864: 	  fprintf(ficlog,"\n");
 3865: 	  fprintf(ficres,"\n");
 3866: 	}
 3867:     }
 3868:   }
 3869:   if(mle==1){
 3870:     /* Computing hessian and covariance matrix */
 3871:     ftolhess=ftol; /* Usually correct */
 3872:     hesscov(matcov, p, npar, delti, ftolhess, func);
 3873:   }
 3874:   fprintf(ficres,"# Scales (for hessian or gradient estimation)\n");
 3875:   printf("# Scales (for hessian or gradient estimation)\n");
 3876:   fprintf(ficlog,"# Scales (for hessian or gradient estimation)\n");
 3877:   for(i=1,jk=1; i <=nlstate; i++){
 3878:     for(j=1; j <=nlstate+ndeath; j++){
 3879:       if (j!=i) {
 3880: 	fprintf(ficres,"%1d%1d",i,j);
 3881: 	printf("%1d%1d",i,j);
 3882: 	fprintf(ficlog,"%1d%1d",i,j);
 3883: 	for(k=1; k<=ncovmodel;k++){
 3884: 	  printf(" %.5e",delti[jk]);
 3885: 	  fprintf(ficlog," %.5e",delti[jk]);
 3886: 	  fprintf(ficres," %.5e",delti[jk]);
 3887: 	  jk++;
 3888: 	}
 3889: 	printf("\n");
 3890: 	fprintf(ficlog,"\n");
 3891: 	fprintf(ficres,"\n");
 3892:       }
 3893:     }
 3894:   }
 3895:    
 3896:   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");
 3897:   if(mle==1)
 3898:     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");
 3899:   fprintf(ficlog,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
 3900:   for(i=1,k=1;i<=npar;i++){
 3901:     /*  if (k>nlstate) k=1;
 3902: 	i1=(i-1)/(ncovmodel*nlstate)+1; 
 3903: 	fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);
 3904: 	printf("%s%d%d",alph[k],i1,tab[i]);
 3905:     */
 3906:     fprintf(ficres,"%3d",i);
 3907:     if(mle==1)
 3908:       printf("%3d",i);
 3909:     fprintf(ficlog,"%3d",i);
 3910:     for(j=1; j<=i;j++){
 3911:       fprintf(ficres," %.5e",matcov[i][j]);
 3912:       if(mle==1)
 3913: 	printf(" %.5e",matcov[i][j]);
 3914:       fprintf(ficlog," %.5e",matcov[i][j]);
 3915:     }
 3916:     fprintf(ficres,"\n");
 3917:     if(mle==1)
 3918:       printf("\n");
 3919:     fprintf(ficlog,"\n");
 3920:     k++;
 3921:   }
 3922:    
 3923:   while((c=getc(ficpar))=='#' && c!= EOF){
 3924:     ungetc(c,ficpar);
 3925:     fgets(line, MAXLINE, ficpar);
 3926:     puts(line);
 3927:     fputs(line,ficparo);
 3928:   }
 3929:   ungetc(c,ficpar);
 3930: 
 3931:   estepm=0;
 3932:   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf estepm=%d\n",&ageminpar,&agemaxpar, &bage, &fage, &estepm);
 3933:   if (estepm==0 || estepm < stepm) estepm=stepm;
 3934:   if (fage <= 2) {
 3935:     bage = ageminpar;
 3936:     fage = agemaxpar;
 3937:   }
 3938:    
 3939:   fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
 3940:   fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
 3941:   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
 3942:    
 3943:   while((c=getc(ficpar))=='#' && c!= EOF){
 3944:     ungetc(c,ficpar);
 3945:     fgets(line, MAXLINE, ficpar);
 3946:     puts(line);
 3947:     fputs(line,ficparo);
 3948:   }
 3949:   ungetc(c,ficpar);
 3950:   
 3951:   fscanf(ficpar,"begin-prev-date=%lf/%lf/%lf end-prev-date=%lf/%lf/%lf mov_average=%d\n",&jprev1, &mprev1,&anprev1,&jprev2, &mprev2,&anprev2,&mobilav);
 3952:   fprintf(ficparo,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
 3953:   fprintf(ficres,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
 3954:    
 3955:   while((c=getc(ficpar))=='#' && c!= EOF){
 3956:     ungetc(c,ficpar);
 3957:     fgets(line, MAXLINE, ficpar);
 3958:     puts(line);
 3959:     fputs(line,ficparo);
 3960:   }
 3961:   ungetc(c,ficpar);
 3962:  
 3963: 
 3964:   dateprev1=anprev1+mprev1/12.+jprev1/365.;
 3965:   dateprev2=anprev2+mprev2/12.+jprev2/365.;
 3966: 
 3967:   fscanf(ficpar,"pop_based=%d\n",&popbased);
 3968:   fprintf(ficparo,"pop_based=%d\n",popbased);   
 3969:   fprintf(ficres,"pop_based=%d\n",popbased);   
 3970:   
 3971:   while((c=getc(ficpar))=='#' && c!= EOF){
 3972:     ungetc(c,ficpar);
 3973:     fgets(line, MAXLINE, ficpar);
 3974:     puts(line);
 3975:     fputs(line,ficparo);
 3976:   }
 3977:   ungetc(c,ficpar);
 3978: 
 3979:   fscanf(ficpar,"starting-proj-date=%lf/%lf/%lf final-proj-date=%lf/%lf/%lf\n",&jproj1,&mproj1,&anproj1,&jproj2,&mproj2,&anproj2);
 3980:   fprintf(ficparo,"starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf\n",jproj1,mproj1,anproj1,jproj2,mproj2,anproj2);
 3981:   fprintf(ficres,"starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf\n",jproj1,mproj1,anproj1,jproj2,mproj2,anproj2);
 3982: 
 3983: 
 3984:   while((c=getc(ficpar))=='#' && c!= EOF){
 3985:     ungetc(c,ficpar);
 3986:     fgets(line, MAXLINE, ficpar);
 3987:     puts(line);
 3988:     fputs(line,ficparo);
 3989:   }
 3990:   ungetc(c,ficpar);
 3991: 
 3992:   fscanf(ficpar,"popforecast=%d popfile=%s popfiledate=%lf/%lf/%lf last-popfiledate=%lf/%lf/%lf\n",&popforecast,popfile,&jpyram,&mpyram,&anpyram,&jpyram1,&mpyram1,&anpyram1);
 3993:   fprintf(ficparo,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
 3994:   fprintf(ficres,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
 3995: 
 3996: 
 3997:   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint,dateprev1,dateprev2,jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);
 3998: 
 3999:   /*------------ gnuplot -------------*/
 4000:   strcpy(optionfilegnuplot,optionfilefiname);
 4001:   strcat(optionfilegnuplot,".gp");
 4002:   if((ficgp=fopen(optionfilegnuplot,"w"))==NULL) {
 4003:     printf("Problem with file %s",optionfilegnuplot);
 4004:   }
 4005:   else{
 4006:     fprintf(ficgp,"\n# %s\n", version); 
 4007:     fprintf(ficgp,"# %s\n", optionfilegnuplot); 
 4008:     fprintf(ficgp,"set missing 'NaNq'\n");
 4009:   }
 4010:   fclose(ficgp);
 4011:   printinggnuplot(fileres, ageminpar,agemaxpar,fage, pathc,p);
 4012:   /*--------- index.htm --------*/
 4013: 
 4014:   strcpy(optionfilehtm,optionfile);
 4015:   strcat(optionfilehtm,".htm");
 4016:   if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
 4017:     printf("Problem with %s \n",optionfilehtm), exit(0);
 4018:   }
 4019: 
 4020:   fprintf(fichtm,"<body> <font size=\"2\">%s </font> <hr size=\"2\" color=\"#EC5E5E\"> \n
 4021: Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n
 4022: \n
 4023: Total number of observations=%d <br>\n
 4024: Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>\n
 4025: <hr  size=\"2\" color=\"#EC5E5E\">
 4026:  <ul><li><h4>Parameter files</h4>\n
 4027:  - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>\n
 4028:  - Log file of the run: <a href=\"%s\">%s</a><br>\n
 4029:  - Gnuplot file name: <a href=\"%s\">%s</a></ul>\n",version,title,datafile,firstpass,lastpass,stepm, weightopt,model,imx,jmin,jmax,jmean,fileres,fileres,filelog,filelog,optionfilegnuplot,optionfilegnuplot);
 4030:   fclose(fichtm);
 4031: 
 4032:   printinghtml(fileres,title,datafile, firstpass, lastpass, stepm, weightopt,model,imx,jmin,jmax,jmean,rfileres,popforecast,estepm,jprev1,mprev1,anprev1,jprev2,mprev2,anprev2);
 4033:  
 4034:   /*------------ free_vector  -------------*/
 4035:   chdir(path);
 4036:  
 4037:   free_ivector(wav,1,imx);
 4038:   free_imatrix(dh,1,lastpass-firstpass+1,1,imx);
 4039:   free_imatrix(bh,1,lastpass-firstpass+1,1,imx);
 4040:   free_imatrix(mw,1,lastpass-firstpass+1,1,imx);   
 4041:   free_ivector(num,1,n);
 4042:   free_vector(agedc,1,n);
 4043:   /*free_matrix(covar,0,NCOVMAX,1,n);*/
 4044:   /*free_matrix(covar,1,NCOVMAX,1,n);*/
 4045:   fclose(ficparo);
 4046:   fclose(ficres);
 4047: 
 4048: 
 4049:   /*--------------- Prevalence limit  (stable prevalence) --------------*/
 4050:   
 4051:   strcpy(filerespl,"pl");
 4052:   strcat(filerespl,fileres);
 4053:   if((ficrespl=fopen(filerespl,"w"))==NULL) {
 4054:     printf("Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
 4055:     fprintf(ficlog,"Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
 4056:   }
 4057:   printf("Computing stable prevalence: result on file '%s' \n", filerespl);
 4058:   fprintf(ficlog,"Computing stable prevalence: result on file '%s' \n", filerespl);
 4059:   fprintf(ficrespl,"#Stable prevalence \n");
 4060:   fprintf(ficrespl,"#Age ");
 4061:   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);
 4062:   fprintf(ficrespl,"\n");
 4063:   
 4064:   prlim=matrix(1,nlstate,1,nlstate);
 4065: 
 4066:   agebase=ageminpar;
 4067:   agelim=agemaxpar;
 4068:   ftolpl=1.e-10;
 4069:   i1=cptcoveff;
 4070:   if (cptcovn < 1){i1=1;}
 4071: 
 4072:   for(cptcov=1,k=0;cptcov<=i1;cptcov++){
 4073:     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
 4074:       k=k+1;
 4075:       /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/
 4076:       fprintf(ficrespl,"\n#******");
 4077:       printf("\n#******");
 4078:       fprintf(ficlog,"\n#******");
 4079:       for(j=1;j<=cptcoveff;j++) {
 4080: 	fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 4081: 	printf(" V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 4082: 	fprintf(ficlog," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 4083:       }
 4084:       fprintf(ficrespl,"******\n");
 4085:       printf("******\n");
 4086:       fprintf(ficlog,"******\n");
 4087: 	
 4088:       for (age=agebase; age<=agelim; age++){
 4089: 	prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
 4090: 	fprintf(ficrespl,"%.0f",age );
 4091: 	for(i=1; i<=nlstate;i++)
 4092: 	  fprintf(ficrespl," %.5f", prlim[i][i]);
 4093: 	fprintf(ficrespl,"\n");
 4094:       }
 4095:     }
 4096:   }
 4097:   fclose(ficrespl);
 4098: 
 4099:   /*------------- h Pij x at various ages ------------*/
 4100:   
 4101:   strcpy(filerespij,"pij");  strcat(filerespij,fileres);
 4102:   if((ficrespij=fopen(filerespij,"w"))==NULL) {
 4103:     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;
 4104:     fprintf(ficlog,"Problem with Pij resultfile: %s\n", filerespij);goto end;
 4105:   }
 4106:   printf("Computing pij: result on file '%s' \n", filerespij);
 4107:   fprintf(ficlog,"Computing pij: result on file '%s' \n", filerespij);
 4108:   
 4109:   stepsize=(int) (stepm+YEARM-1)/YEARM;
 4110:   /*if (stepm<=24) stepsize=2;*/
 4111: 
 4112:   agelim=AGESUP;
 4113:   hstepm=stepsize*YEARM; /* Every year of age */
 4114:   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */ 
 4115: 
 4116:   /* hstepm=1;   aff par mois*/
 4117: 
 4118:   for(cptcov=1,k=0;cptcov<=i1;cptcov++){
 4119:     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
 4120:       k=k+1;
 4121:       fprintf(ficrespij,"\n#****** ");
 4122:       for(j=1;j<=cptcoveff;j++) 
 4123: 	fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 4124:       fprintf(ficrespij,"******\n");
 4125: 	
 4126:       for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */
 4127: 	nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
 4128: 	nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
 4129: 
 4130: 	/*	  nhstepm=nhstepm*YEARM; aff par mois*/
 4131: 
 4132: 	p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 4133: 	oldm=oldms;savm=savms;
 4134: 	hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
 4135: 	fprintf(ficrespij,"# Age");
 4136: 	for(i=1; i<=nlstate;i++)
 4137: 	  for(j=1; j<=nlstate+ndeath;j++)
 4138: 	    fprintf(ficrespij," %1d-%1d",i,j);
 4139: 	fprintf(ficrespij,"\n");
 4140: 	for (h=0; h<=nhstepm; h++){
 4141: 	  fprintf(ficrespij,"%d %f %f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );
 4142: 	  for(i=1; i<=nlstate;i++)
 4143: 	    for(j=1; j<=nlstate+ndeath;j++)
 4144: 	      fprintf(ficrespij," %.5f", p3mat[i][j][h]);
 4145: 	  fprintf(ficrespij,"\n");
 4146: 	}
 4147: 	free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 4148: 	fprintf(ficrespij,"\n");
 4149:       }
 4150:     }
 4151:   }
 4152: 
 4153:   varprob(optionfilefiname, matcov, p, delti, nlstate, (int) bage, (int) fage,k,Tvar,nbcode, ncodemax);
 4154: 
 4155:   fclose(ficrespij);
 4156: 
 4157: 
 4158:   /*---------- Forecasting ------------------*/
 4159:    if((stepm == 1) && (strcmp(model,".")==0)){
 4160:     prevforecast(fileres, anproj1,mproj1,jproj1, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anproj2,p, i1);
 4161:     if (popforecast==1) populforecast(fileres, anpyram,mpyram,jpyram, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anpyram1,p, i1);
 4162:   } 
 4163:   else{
 4164:     erreur=108;
 4165:     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);
 4166:     fprintf(ficlog,"Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model);
 4167:     }
 4168:   
 4169: 
 4170:   /*---------- Health expectancies and variances ------------*/
 4171: 
 4172:   strcpy(filerest,"t");
 4173:   strcat(filerest,fileres);
 4174:   if((ficrest=fopen(filerest,"w"))==NULL) {
 4175:     printf("Problem with total LE resultfile: %s\n", filerest);goto end;
 4176:     fprintf(ficlog,"Problem with total LE resultfile: %s\n", filerest);goto end;
 4177:   }
 4178:   printf("Computing Total LEs with variances: file '%s' \n", filerest); 
 4179:   fprintf(ficlog,"Computing Total LEs with variances: file '%s' \n", filerest); 
 4180: 
 4181: 
 4182:   strcpy(filerese,"e");
 4183:   strcat(filerese,fileres);
 4184:   if((ficreseij=fopen(filerese,"w"))==NULL) {
 4185:     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
 4186:     fprintf(ficlog,"Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
 4187:   }
 4188:   printf("Computing Health Expectancies: result on file '%s' \n", filerese);
 4189:   fprintf(ficlog,"Computing Health Expectancies: result on file '%s' \n", filerese);
 4190: 
 4191: 
 4192:   strcpy(fileresv,"v");
 4193:   strcat(fileresv,fileres);
 4194:   if((ficresvij=fopen(fileresv,"w"))==NULL) {
 4195:     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);
 4196:     fprintf(ficlog,"Problem with variance resultfile: %s\n", fileresv);exit(0);
 4197:   }
 4198:   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
 4199:   fprintf(ficlog,"Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
 4200: 
 4201:   calagedate=-1;
 4202: 
 4203:   prevalence(ageminpar, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax,mint,anint,dateprev1,dateprev2, calagedate);
 4204: 
 4205:   if (mobilav!=0) {
 4206:     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 4207:     if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
 4208:       fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
 4209:       printf(" Error in movingaverage mobilav=%d\n",mobilav);
 4210:     }
 4211:   }
 4212: 
 4213:   for(cptcov=1,k=0;cptcov<=i1;cptcov++){
 4214:     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
 4215:       k=k+1; 
 4216:       fprintf(ficrest,"\n#****** ");
 4217:       for(j=1;j<=cptcoveff;j++) 
 4218: 	fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 4219:       fprintf(ficrest,"******\n");
 4220: 
 4221:       fprintf(ficreseij,"\n#****** ");
 4222:       for(j=1;j<=cptcoveff;j++) 
 4223: 	fprintf(ficreseij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 4224:       fprintf(ficreseij,"******\n");
 4225: 
 4226:       fprintf(ficresvij,"\n#****** ");
 4227:       for(j=1;j<=cptcoveff;j++) 
 4228: 	fprintf(ficresvij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 4229:       fprintf(ficresvij,"******\n");
 4230: 
 4231:       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
 4232:       oldm=oldms;savm=savms;
 4233:       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm, delti, matcov);  
 4234:  
 4235:       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
 4236:       oldm=oldms;savm=savms;
 4237:       varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,0, mobilav);
 4238:       if(popbased==1){
 4239: 	varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,popbased,mobilav);
 4240:       }
 4241: 
 4242:  
 4243:       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");
 4244:       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);
 4245:       fprintf(ficrest,"\n");
 4246: 
 4247:       epj=vector(1,nlstate+1);
 4248:       for(age=bage; age <=fage ;age++){
 4249: 	prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
 4250: 	if (popbased==1) {
 4251: 	  if(mobilav ==0){
 4252: 	    for(i=1; i<=nlstate;i++)
 4253: 	      prlim[i][i]=probs[(int)age][i][k];
 4254: 	  }else{ /* mobilav */ 
 4255: 	    for(i=1; i<=nlstate;i++)
 4256: 	      prlim[i][i]=mobaverage[(int)age][i][k];
 4257: 	  }
 4258: 	}
 4259: 	
 4260: 	fprintf(ficrest," %4.0f",age);
 4261: 	for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){
 4262: 	  for(i=1, epj[j]=0.;i <=nlstate;i++) {
 4263: 	    epj[j] += prlim[i][i]*eij[i][j][(int)age];
 4264: 	    /*  printf("%lf %lf ", prlim[i][i] ,eij[i][j][(int)age]);*/
 4265: 	  }
 4266: 	  epj[nlstate+1] +=epj[j];
 4267: 	}
 4268: 
 4269: 	for(i=1, vepp=0.;i <=nlstate;i++)
 4270: 	  for(j=1;j <=nlstate;j++)
 4271: 	    vepp += vareij[i][j][(int)age];
 4272: 	fprintf(ficrest," %7.3f (%7.3f)", epj[nlstate+1],sqrt(vepp));
 4273: 	for(j=1;j <=nlstate;j++){
 4274: 	  fprintf(ficrest," %7.3f (%7.3f)", epj[j],sqrt(vareij[j][j][(int)age]));
 4275: 	}
 4276: 	fprintf(ficrest,"\n");
 4277:       }
 4278:       free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
 4279:       free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);
 4280:       free_vector(epj,1,nlstate+1);
 4281:     }
 4282:   }
 4283:   free_vector(weight,1,n);
 4284:   free_imatrix(Tvard,1,15,1,2);
 4285:   free_imatrix(s,1,maxwav+1,1,n);
 4286:   free_matrix(anint,1,maxwav,1,n); 
 4287:   free_matrix(mint,1,maxwav,1,n);
 4288:   free_ivector(cod,1,n);
 4289:   free_ivector(tab,1,NCOVMAX);
 4290:   fclose(ficreseij);
 4291:   fclose(ficresvij);
 4292:   fclose(ficrest);
 4293:   fclose(ficpar);
 4294:   
 4295:   /*------- Variance of stable prevalence------*/   
 4296: 
 4297:   strcpy(fileresvpl,"vpl");
 4298:   strcat(fileresvpl,fileres);
 4299:   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
 4300:     printf("Problem with variance of stable prevalence  resultfile: %s\n", fileresvpl);
 4301:     exit(0);
 4302:   }
 4303:   printf("Computing Variance-covariance of stable prevalence: file '%s' \n", fileresvpl);
 4304: 
 4305:   for(cptcov=1,k=0;cptcov<=i1;cptcov++){
 4306:     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
 4307:       k=k+1;
 4308:       fprintf(ficresvpl,"\n#****** ");
 4309:       for(j=1;j<=cptcoveff;j++) 
 4310: 	fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 4311:       fprintf(ficresvpl,"******\n");
 4312:       
 4313:       varpl=matrix(1,nlstate,(int) bage, (int) fage);
 4314:       oldm=oldms;savm=savms;
 4315:       varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);
 4316:       free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
 4317:     }
 4318:   }
 4319: 
 4320:   fclose(ficresvpl);
 4321: 
 4322:   /*---------- End : free ----------------*/
 4323:   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);
 4324:   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);
 4325:   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);
 4326:   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);
 4327:   
 4328:   free_matrix(covar,0,NCOVMAX,1,n);
 4329:   free_matrix(matcov,1,npar,1,npar);
 4330:   free_vector(delti,1,npar);
 4331:   free_matrix(agev,1,maxwav,1,imx);
 4332:   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);
 4333:   if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 4334:   free_ivector(ncodemax,1,8);
 4335:   free_ivector(Tvar,1,15);
 4336:   free_ivector(Tprod,1,15);
 4337:   free_ivector(Tvaraff,1,15);
 4338:   free_ivector(Tage,1,15);
 4339:   free_ivector(Tcode,1,100);
 4340: 
 4341:   fprintf(fichtm,"\n</body>");
 4342:   fclose(fichtm);
 4343:   fclose(ficgp);
 4344:   
 4345: 
 4346:   if(erreur >0){
 4347:     printf("End of Imach with error or warning %d\n",erreur);
 4348:     fprintf(ficlog,"End of Imach with error or warning %d\n",erreur);
 4349:   }else{
 4350:    printf("End of Imach\n");
 4351:    fprintf(ficlog,"End of Imach\n");
 4352:   }
 4353:   printf("See log file on %s\n",filelog);
 4354:   fclose(ficlog);
 4355:   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
 4356:   
 4357:   /* 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);*/
 4358:   /*printf("Total time was %d uSec.\n", total_usecs);*/
 4359:   /*------ End -----------*/
 4360: 
 4361:   end:
 4362: #ifdef windows
 4363:   /* chdir(pathcd);*/
 4364: #endif 
 4365:  /*system("wgnuplot graph.plt");*/
 4366:  /*system("../gp37mgw/wgnuplot graph.plt");*/
 4367:  /*system("cd ../gp37mgw");*/
 4368:  /* system("..\\gp37mgw\\wgnuplot graph.plt");*/
 4369:   strcpy(plotcmd,GNUPLOTPROGRAM);
 4370:   strcat(plotcmd," ");
 4371:   strcat(plotcmd,optionfilegnuplot);
 4372:   printf("Starting: %s\n",plotcmd);fflush(stdout);
 4373:   system(plotcmd);
 4374: 
 4375:  /*#ifdef windows*/
 4376:   while (z[0] != 'q') {
 4377:     /* chdir(path); */
 4378:     printf("\nType e to edit output files, g to graph again, c to start again, and q for exiting: ");
 4379:     scanf("%s",z);
 4380:     if (z[0] == 'c') system("./imach");
 4381:     else if (z[0] == 'e') system(optionfilehtm);
 4382:     else if (z[0] == 'g') system(plotcmd);
 4383:     else if (z[0] == 'q') exit(0);
 4384:   }
 4385:   /*#endif */
 4386: }
 4387: 
 4388: 

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