File:  [Local Repository] / imach / src / imach.c
Revision 1.73: download - view: text, annotated - select for diffs
Tue Apr 8 14:06:50 2003 UTC (21 years, 2 months ago) by lievre
Branches: MAIN
CVS tags: HEAD
In freqsummary, the observed prevalence is now computed from all the
waves and the bug in the forecasting routine is corrected. We can
forecast prevalence if ncov=0.

    1: /* $Id: imach.c,v 1.73 2003/04/08 14:06:50 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 0.94, February 2003, 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 > nlstate){ 
  976: 	  /* i.e. if s2 is a death state and if the date of death is known then the contribution
  977: 	     to the likelihood is the probability to die between last step unit time and current 
  978: 	     step unit time, which is also the differences between probability to die before dh 
  979: 	     and probability to die before dh-stepm . 
  980: 	     In version up to 0.92 likelihood was computed
  981: 	as if date of death was unknown. Death was treated as any other
  982: 	health state: the date of the interview describes the actual state
  983: 	and not the date of a change in health state. The former idea was
  984: 	to consider that at each interview the state was recorded
  985: 	(healthy, disable or death) and IMaCh was corrected; but when we
  986: 	introduced the exact date of death then we should have modified
  987: 	the contribution of an exact death to the likelihood. This new
  988: 	contribution is smaller and very dependent of the step unit
  989: 	stepm. It is no more the probability to die between last interview
  990: 	and month of death but the probability to survive from last
  991: 	interview up to one month before death multiplied by the
  992: 	probability to die within a month. Thanks to Chris
  993: 	Jackson for correcting this bug.  Former versions increased
  994: 	mortality artificially. The bad side is that we add another loop
  995: 	which slows down the processing. The difference can be up to 10%
  996: 	lower mortality.
  997: 	  */
  998: 	  lli=log(out[s1][s2] - savm[s1][s2]);
  999: 	}else{
 1000: 	  lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
 1001: 	  /*  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 */
 1002: 	} 
 1003: 	/*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
 1004: 	/*if(lli ==000.0)*/
 1005: 	/*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); */
 1006:   	ipmx +=1;
 1007: 	sw += weight[i];
 1008: 	ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1009:       } /* end of wave */
 1010:     } /* end of individual */
 1011:   }  else if(mle==2){
 1012:     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1013:       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 1014:       for(mi=1; mi<= wav[i]-1; mi++){
 1015: 	for (ii=1;ii<=nlstate+ndeath;ii++)
 1016: 	  for (j=1;j<=nlstate+ndeath;j++){
 1017: 	    oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1018: 	    savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1019: 	  }
 1020: 	for(d=0; d<=dh[mi][i]; d++){
 1021: 	  newm=savm;
 1022: 	  cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1023: 	  for (kk=1; kk<=cptcovage;kk++) {
 1024: 	    cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 1025: 	  }
 1026: 	  out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1027: 		       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1028: 	  savm=oldm;
 1029: 	  oldm=newm;
 1030: 	} /* end mult */
 1031:       
 1032: 	/*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
 1033: 	/* But now since version 0.9 we anticipate for bias and large stepm.
 1034: 	 * If stepm is larger than one month (smallest stepm) and if the exact delay 
 1035: 	 * (in months) between two waves is not a multiple of stepm, we rounded to 
 1036: 	 * the nearest (and in case of equal distance, to the lowest) interval but now
 1037: 	 * we keep into memory the bias bh[mi][i] and also the previous matrix product
 1038: 	 * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
 1039: 	 * probability in order to take into account the bias as a fraction of the way
 1040: 	 * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
 1041: 	 * -stepm/2 to stepm/2 .
 1042: 	 * For stepm=1 the results are the same as for previous versions of Imach.
 1043: 	 * For stepm > 1 the results are less biased than in previous versions. 
 1044: 	 */
 1045: 	s1=s[mw[mi][i]][i];
 1046: 	s2=s[mw[mi+1][i]][i];
 1047: 	bbh=(double)bh[mi][i]/(double)stepm; 
 1048: 	/* bias is positive if real duration
 1049: 	 * is higher than the multiple of stepm and negative otherwise.
 1050: 	 */
 1051: 	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 */
 1052: 	/* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
 1053: 	/*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 */
 1054: 	/*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
 1055: 	/*if(lli ==000.0)*/
 1056: 	/*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); */
 1057: 	ipmx +=1;
 1058: 	sw += weight[i];
 1059: 	ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1060:       } /* end of wave */
 1061:     } /* end of individual */
 1062:   }  else if(mle==3){  /* exponential inter-extrapolation */
 1063:     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1064:       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 1065:       for(mi=1; mi<= wav[i]-1; mi++){
 1066: 	for (ii=1;ii<=nlstate+ndeath;ii++)
 1067: 	  for (j=1;j<=nlstate+ndeath;j++){
 1068: 	    oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1069: 	    savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1070: 	  }
 1071: 	for(d=0; d<dh[mi][i]; d++){
 1072: 	  newm=savm;
 1073: 	  cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1074: 	  for (kk=1; kk<=cptcovage;kk++) {
 1075: 	    cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 1076: 	  }
 1077: 	  out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1078: 		       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1079: 	  savm=oldm;
 1080: 	  oldm=newm;
 1081: 	} /* end mult */
 1082:       
 1083: 	/*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
 1084: 	/* But now since version 0.9 we anticipate for bias and large stepm.
 1085: 	 * If stepm is larger than one month (smallest stepm) and if the exact delay 
 1086: 	 * (in months) between two waves is not a multiple of stepm, we rounded to 
 1087: 	 * the nearest (and in case of equal distance, to the lowest) interval but now
 1088: 	 * we keep into memory the bias bh[mi][i] and also the previous matrix product
 1089: 	 * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
 1090: 	 * probability in order to take into account the bias as a fraction of the way
 1091: 	 * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
 1092: 	 * -stepm/2 to stepm/2 .
 1093: 	 * For stepm=1 the results are the same as for previous versions of Imach.
 1094: 	 * For stepm > 1 the results are less biased than in previous versions. 
 1095: 	 */
 1096: 	s1=s[mw[mi][i]][i];
 1097: 	s2=s[mw[mi+1][i]][i];
 1098: 	bbh=(double)bh[mi][i]/(double)stepm; 
 1099: 	/* bias is positive if real duration
 1100: 	 * is higher than the multiple of stepm and negative otherwise.
 1101: 	 */
 1102: 	/* 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 */
 1103: 	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 */
 1104: 	/*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
 1105: 	/*if(lli ==000.0)*/
 1106: 	/*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); */
 1107: 	ipmx +=1;
 1108: 	sw += weight[i];
 1109: 	ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1110:       } /* end of wave */
 1111:     } /* end of individual */
 1112:   }else{  /* ml=4 no inter-extrapolation */
 1113:     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1114:       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 1115:       for(mi=1; mi<= wav[i]-1; mi++){
 1116: 	for (ii=1;ii<=nlstate+ndeath;ii++)
 1117: 	  for (j=1;j<=nlstate+ndeath;j++){
 1118: 	    oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1119: 	    savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1120: 	  }
 1121: 	for(d=0; d<dh[mi][i]; d++){
 1122: 	  newm=savm;
 1123: 	  cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1124: 	  for (kk=1; kk<=cptcovage;kk++) {
 1125: 	    cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 1126: 	  }
 1127: 	
 1128: 	  out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1129: 		       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1130: 	  savm=oldm;
 1131: 	  oldm=newm;
 1132: 	} /* end mult */
 1133:       
 1134: 	lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
 1135: 	ipmx +=1;
 1136: 	sw += weight[i];
 1137: 	ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1138:       } /* end of wave */
 1139:     } /* end of individual */
 1140:   } /* End of if */
 1141:   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
 1142:   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
 1143:   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
 1144:   return -l;
 1145: }
 1146: 
 1147: 
 1148: /*********** Maximum Likelihood Estimation ***************/
 1149: 
 1150: void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
 1151: {
 1152:   int i,j, iter;
 1153:   double **xi,*delti;
 1154:   double fret;
 1155:   xi=matrix(1,npar,1,npar);
 1156:   for (i=1;i<=npar;i++)
 1157:     for (j=1;j<=npar;j++)
 1158:       xi[i][j]=(i==j ? 1.0 : 0.0);
 1159:   printf("Powell\n");  fprintf(ficlog,"Powell\n");
 1160:   powell(p,xi,npar,ftol,&iter,&fret,func);
 1161: 
 1162:    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
 1163:   fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
 1164:   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
 1165: 
 1166: }
 1167: 
 1168: /**** Computes Hessian and covariance matrix ***/
 1169: void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
 1170: {
 1171:   double  **a,**y,*x,pd;
 1172:   double **hess;
 1173:   int i, j,jk;
 1174:   int *indx;
 1175: 
 1176:   double hessii(double p[], double delta, int theta, double delti[]);
 1177:   double hessij(double p[], double delti[], int i, int j);
 1178:   void lubksb(double **a, int npar, int *indx, double b[]) ;
 1179:   void ludcmp(double **a, int npar, int *indx, double *d) ;
 1180: 
 1181:   hess=matrix(1,npar,1,npar);
 1182: 
 1183:   printf("\nCalculation of the hessian matrix. Wait...\n");
 1184:   fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
 1185:   for (i=1;i<=npar;i++){
 1186:     printf("%d",i);fflush(stdout);
 1187:     fprintf(ficlog,"%d",i);fflush(ficlog);
 1188:     hess[i][i]=hessii(p,ftolhess,i,delti);
 1189:     /*printf(" %f ",p[i]);*/
 1190:     /*printf(" %lf ",hess[i][i]);*/
 1191:   }
 1192:   
 1193:   for (i=1;i<=npar;i++) {
 1194:     for (j=1;j<=npar;j++)  {
 1195:       if (j>i) { 
 1196: 	printf(".%d%d",i,j);fflush(stdout);
 1197: 	fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
 1198: 	hess[i][j]=hessij(p,delti,i,j);
 1199: 	hess[j][i]=hess[i][j];    
 1200: 	/*printf(" %lf ",hess[i][j]);*/
 1201:       }
 1202:     }
 1203:   }
 1204:   printf("\n");
 1205:   fprintf(ficlog,"\n");
 1206: 
 1207:   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
 1208:   fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
 1209:   
 1210:   a=matrix(1,npar,1,npar);
 1211:   y=matrix(1,npar,1,npar);
 1212:   x=vector(1,npar);
 1213:   indx=ivector(1,npar);
 1214:   for (i=1;i<=npar;i++)
 1215:     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
 1216:   ludcmp(a,npar,indx,&pd);
 1217: 
 1218:   for (j=1;j<=npar;j++) {
 1219:     for (i=1;i<=npar;i++) x[i]=0;
 1220:     x[j]=1;
 1221:     lubksb(a,npar,indx,x);
 1222:     for (i=1;i<=npar;i++){ 
 1223:       matcov[i][j]=x[i];
 1224:     }
 1225:   }
 1226: 
 1227:   printf("\n#Hessian matrix#\n");
 1228:   fprintf(ficlog,"\n#Hessian matrix#\n");
 1229:   for (i=1;i<=npar;i++) { 
 1230:     for (j=1;j<=npar;j++) { 
 1231:       printf("%.3e ",hess[i][j]);
 1232:       fprintf(ficlog,"%.3e ",hess[i][j]);
 1233:     }
 1234:     printf("\n");
 1235:     fprintf(ficlog,"\n");
 1236:   }
 1237: 
 1238:   /* Recompute Inverse */
 1239:   for (i=1;i<=npar;i++)
 1240:     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
 1241:   ludcmp(a,npar,indx,&pd);
 1242: 
 1243:   /*  printf("\n#Hessian matrix recomputed#\n");
 1244: 
 1245:   for (j=1;j<=npar;j++) {
 1246:     for (i=1;i<=npar;i++) x[i]=0;
 1247:     x[j]=1;
 1248:     lubksb(a,npar,indx,x);
 1249:     for (i=1;i<=npar;i++){ 
 1250:       y[i][j]=x[i];
 1251:       printf("%.3e ",y[i][j]);
 1252:       fprintf(ficlog,"%.3e ",y[i][j]);
 1253:     }
 1254:     printf("\n");
 1255:     fprintf(ficlog,"\n");
 1256:   }
 1257:   */
 1258: 
 1259:   free_matrix(a,1,npar,1,npar);
 1260:   free_matrix(y,1,npar,1,npar);
 1261:   free_vector(x,1,npar);
 1262:   free_ivector(indx,1,npar);
 1263:   free_matrix(hess,1,npar,1,npar);
 1264: 
 1265: 
 1266: }
 1267: 
 1268: /*************** hessian matrix ****************/
 1269: double hessii( double x[], double delta, int theta, double delti[])
 1270: {
 1271:   int i;
 1272:   int l=1, lmax=20;
 1273:   double k1,k2;
 1274:   double p2[NPARMAX+1];
 1275:   double res;
 1276:   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
 1277:   double fx;
 1278:   int k=0,kmax=10;
 1279:   double l1;
 1280: 
 1281:   fx=func(x);
 1282:   for (i=1;i<=npar;i++) p2[i]=x[i];
 1283:   for(l=0 ; l <=lmax; l++){
 1284:     l1=pow(10,l);
 1285:     delts=delt;
 1286:     for(k=1 ; k <kmax; k=k+1){
 1287:       delt = delta*(l1*k);
 1288:       p2[theta]=x[theta] +delt;
 1289:       k1=func(p2)-fx;
 1290:       p2[theta]=x[theta]-delt;
 1291:       k2=func(p2)-fx;
 1292:       /*res= (k1-2.0*fx+k2)/delt/delt; */
 1293:       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
 1294:       
 1295: #ifdef DEBUG
 1296:       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);
 1297:       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);
 1298: #endif
 1299:       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
 1300:       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
 1301: 	k=kmax;
 1302:       }
 1303:       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
 1304: 	k=kmax; l=lmax*10.;
 1305:       }
 1306:       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
 1307: 	delts=delt;
 1308:       }
 1309:     }
 1310:   }
 1311:   delti[theta]=delts;
 1312:   return res; 
 1313:   
 1314: }
 1315: 
 1316: double hessij( double x[], double delti[], int thetai,int thetaj)
 1317: {
 1318:   int i;
 1319:   int l=1, l1, lmax=20;
 1320:   double k1,k2,k3,k4,res,fx;
 1321:   double p2[NPARMAX+1];
 1322:   int k;
 1323: 
 1324:   fx=func(x);
 1325:   for (k=1; k<=2; k++) {
 1326:     for (i=1;i<=npar;i++) p2[i]=x[i];
 1327:     p2[thetai]=x[thetai]+delti[thetai]/k;
 1328:     p2[thetaj]=x[thetaj]+delti[thetaj]/k;
 1329:     k1=func(p2)-fx;
 1330:   
 1331:     p2[thetai]=x[thetai]+delti[thetai]/k;
 1332:     p2[thetaj]=x[thetaj]-delti[thetaj]/k;
 1333:     k2=func(p2)-fx;
 1334:   
 1335:     p2[thetai]=x[thetai]-delti[thetai]/k;
 1336:     p2[thetaj]=x[thetaj]+delti[thetaj]/k;
 1337:     k3=func(p2)-fx;
 1338:   
 1339:     p2[thetai]=x[thetai]-delti[thetai]/k;
 1340:     p2[thetaj]=x[thetaj]-delti[thetaj]/k;
 1341:     k4=func(p2)-fx;
 1342:     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
 1343: #ifdef DEBUG
 1344:     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);
 1345:     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);
 1346: #endif
 1347:   }
 1348:   return res;
 1349: }
 1350: 
 1351: /************** Inverse of matrix **************/
 1352: void ludcmp(double **a, int n, int *indx, double *d) 
 1353: { 
 1354:   int i,imax,j,k; 
 1355:   double big,dum,sum,temp; 
 1356:   double *vv; 
 1357:  
 1358:   vv=vector(1,n); 
 1359:   *d=1.0; 
 1360:   for (i=1;i<=n;i++) { 
 1361:     big=0.0; 
 1362:     for (j=1;j<=n;j++) 
 1363:       if ((temp=fabs(a[i][j])) > big) big=temp; 
 1364:     if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
 1365:     vv[i]=1.0/big; 
 1366:   } 
 1367:   for (j=1;j<=n;j++) { 
 1368:     for (i=1;i<j;i++) { 
 1369:       sum=a[i][j]; 
 1370:       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
 1371:       a[i][j]=sum; 
 1372:     } 
 1373:     big=0.0; 
 1374:     for (i=j;i<=n;i++) { 
 1375:       sum=a[i][j]; 
 1376:       for (k=1;k<j;k++) 
 1377: 	sum -= a[i][k]*a[k][j]; 
 1378:       a[i][j]=sum; 
 1379:       if ( (dum=vv[i]*fabs(sum)) >= big) { 
 1380: 	big=dum; 
 1381: 	imax=i; 
 1382:       } 
 1383:     } 
 1384:     if (j != imax) { 
 1385:       for (k=1;k<=n;k++) { 
 1386: 	dum=a[imax][k]; 
 1387: 	a[imax][k]=a[j][k]; 
 1388: 	a[j][k]=dum; 
 1389:       } 
 1390:       *d = -(*d); 
 1391:       vv[imax]=vv[j]; 
 1392:     } 
 1393:     indx[j]=imax; 
 1394:     if (a[j][j] == 0.0) a[j][j]=TINY; 
 1395:     if (j != n) { 
 1396:       dum=1.0/(a[j][j]); 
 1397:       for (i=j+1;i<=n;i++) a[i][j] *= dum; 
 1398:     } 
 1399:   } 
 1400:   free_vector(vv,1,n);  /* Doesn't work */
 1401: ;
 1402: } 
 1403: 
 1404: void lubksb(double **a, int n, int *indx, double b[]) 
 1405: { 
 1406:   int i,ii=0,ip,j; 
 1407:   double sum; 
 1408:  
 1409:   for (i=1;i<=n;i++) { 
 1410:     ip=indx[i]; 
 1411:     sum=b[ip]; 
 1412:     b[ip]=b[i]; 
 1413:     if (ii) 
 1414:       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
 1415:     else if (sum) ii=i; 
 1416:     b[i]=sum; 
 1417:   } 
 1418:   for (i=n;i>=1;i--) { 
 1419:     sum=b[i]; 
 1420:     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
 1421:     b[i]=sum/a[i][i]; 
 1422:   } 
 1423: } 
 1424: 
 1425: /************ Frequencies ********************/
 1426: 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)
 1427: {  /* Some frequencies */
 1428:   
 1429:   int i, m, jk, k1,i1, j1, bool, z1,z2,j;
 1430:   int first;
 1431:   double ***freq; /* Frequencies */
 1432:   double *pp, **prop;
 1433:   double pos,posprop, k2, dateintsum=0,k2cpt=0;
 1434:   FILE *ficresp;
 1435:   char fileresp[FILENAMELENGTH];
 1436:   
 1437:   pp=vector(1,nlstate);
 1438:   prop=matrix(1,nlstate,agemin,agemax+3);
 1439:   probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
 1440:   strcpy(fileresp,"p");
 1441:   strcat(fileresp,fileres);
 1442:   if((ficresp=fopen(fileresp,"w"))==NULL) {
 1443:     printf("Problem with prevalence resultfile: %s\n", fileresp);
 1444:     fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
 1445:     exit(0);
 1446:   }
 1447:   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);
 1448:   j1=0;
 1449:   
 1450:   j=cptcoveff;
 1451:   if (cptcovn<1) {j=1;ncodemax[1]=1;}
 1452: 
 1453:   first=1;
 1454: 
 1455:   for(k1=1; k1<=j;k1++){
 1456:     for(i1=1; i1<=ncodemax[k1];i1++){
 1457:       j1++;
 1458:       /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
 1459: 	scanf("%d", i);*/
 1460:       for (i=-1; i<=nlstate+ndeath; i++)  
 1461: 	for (jk=-1; jk<=nlstate+ndeath; jk++)  
 1462: 	  for(m=agemin; m <= agemax+3; m++)
 1463: 	    freq[i][jk][m]=0;
 1464: 
 1465:     for (i=1; i<=nlstate; i++)  
 1466:       for(m=agemin; m <= agemax+3; m++)
 1467: 	prop[i][m]=0;
 1468:       
 1469:       dateintsum=0;
 1470:       k2cpt=0;
 1471:       for (i=1; i<=imx; i++) {
 1472: 	bool=1;
 1473: 	if  (cptcovn>0) {
 1474: 	  for (z1=1; z1<=cptcoveff; z1++) 
 1475: 	    if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
 1476: 	      bool=0;
 1477: 	}
 1478: 	if (bool==1){
 1479: 	  for(m=firstpass; m<=lastpass; m++){
 1480: 	    k2=anint[m][i]+(mint[m][i]/12.);
 1481: 	    if ((k2>=dateprev1) && (k2<=dateprev2)) {
 1482: 	      if(agev[m][i]==0) agev[m][i]=agemax+1;
 1483: 	      if(agev[m][i]==1) agev[m][i]=agemax+2;
 1484: 	      if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
 1485: 	      if (m<lastpass) {
 1486: 		freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
 1487: 		freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];
 1488: 	      }
 1489: 	      
 1490: 	      if ((agev[m][i]>1) && (agev[m][i]< (agemax+3))) {
 1491: 		dateintsum=dateintsum+k2;
 1492: 		k2cpt++;
 1493: 	      }
 1494: 	    }
 1495: 	  }
 1496: 	}
 1497:       }
 1498:        
 1499:       fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);
 1500: 
 1501:       if  (cptcovn>0) {
 1502: 	fprintf(ficresp, "\n#********** Variable "); 
 1503: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 1504: 	fprintf(ficresp, "**********\n#");
 1505:       }
 1506:       for(i=1; i<=nlstate;i++) 
 1507: 	fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
 1508:       fprintf(ficresp, "\n");
 1509:       
 1510:       for(i=(int)agemin; i <= (int)agemax+3; i++){
 1511: 	if(i==(int)agemax+3){
 1512: 	  fprintf(ficlog,"Total");
 1513: 	}else{
 1514: 	  if(first==1){
 1515: 	    first=0;
 1516: 	    printf("See log file for details...\n");
 1517: 	  }
 1518: 	  fprintf(ficlog,"Age %d", i);
 1519: 	}
 1520: 	for(jk=1; jk <=nlstate ; jk++){
 1521: 	  for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
 1522: 	    pp[jk] += freq[jk][m][i]; 
 1523: 	}
 1524: 	for(jk=1; jk <=nlstate ; jk++){
 1525: 	  for(m=-1, pos=0; m <=0 ; m++)
 1526: 	    pos += freq[jk][m][i];
 1527: 	  if(pp[jk]>=1.e-10){
 1528: 	    if(first==1){
 1529: 	    printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
 1530: 	    }
 1531: 	    fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
 1532: 	  }else{
 1533: 	    if(first==1)
 1534: 	      printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
 1535: 	    fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
 1536: 	  }
 1537: 	}
 1538: 
 1539: 	for(jk=1; jk <=nlstate ; jk++){
 1540: 	  for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
 1541: 	    pp[jk] += freq[jk][m][i];
 1542: 	}	
 1543: 	for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
 1544: 	  pos += pp[jk];
 1545: 	  posprop += prop[jk][i];
 1546: 	}
 1547: 	for(jk=1; jk <=nlstate ; jk++){
 1548: 	  if(pos>=1.e-5){
 1549: 	    if(first==1)
 1550: 	      printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
 1551: 	    fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
 1552: 	  }else{
 1553: 	    if(first==1)
 1554: 	      printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
 1555: 	    fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
 1556: 	  }
 1557: 	  if( i <= (int) agemax){
 1558: 	    if(pos>=1.e-5){
 1559: 	      fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
 1560: 	      probs[i][jk][j1]= pp[jk]/pos;
 1561: 	      /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
 1562: 	    }
 1563: 	    else
 1564: 	      fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
 1565: 	  }
 1566: 	}
 1567: 	
 1568: 	for(jk=-1; jk <=nlstate+ndeath; jk++)
 1569: 	  for(m=-1; m <=nlstate+ndeath; m++)
 1570: 	    if(freq[jk][m][i] !=0 ) {
 1571: 	    if(first==1)
 1572: 	      printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
 1573: 	      fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
 1574: 	    }
 1575: 	if(i <= (int) agemax)
 1576: 	  fprintf(ficresp,"\n");
 1577: 	if(first==1)
 1578: 	  printf("Others in log...\n");
 1579: 	fprintf(ficlog,"\n");
 1580:       }
 1581:     }
 1582:   }
 1583:   dateintmean=dateintsum/k2cpt; 
 1584:  
 1585:   fclose(ficresp);
 1586:   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);
 1587:   free_vector(pp,1,nlstate);
 1588:   free_matrix(prop,1,nlstate,(int) agemin,(int) agemax+3);
 1589:   /* End of Freq */
 1590: }
 1591: 
 1592: /************ Prevalence ********************/
 1593: 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, int firstpass, int lastpass)
 1594: {  
 1595:   /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
 1596:      in each health status at the date of interview (if between dateprev1 and dateprev2).
 1597:      We still use firstpass and lastpass as another selection.
 1598:   */
 1599:  
 1600:   int i, m, jk, k1, i1, j1, bool, z1,z2,j;
 1601:   double ***freq; /* Frequencies */
 1602:   double *pp, **prop;
 1603:   double pos,posprop; 
 1604:   double  y2; /* in fractional years */
 1605: 
 1606:   pp=vector(1,nlstate);
 1607:   prop=matrix(1,nlstate,agemin,agemax+3); 
 1608:   freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);
 1609:   j1=0;
 1610:   
 1611:   j=cptcoveff;
 1612:   if (cptcovn<1) {j=1;ncodemax[1]=1;}
 1613:   
 1614:   for(k1=1; k1<=j;k1++){
 1615:     for(i1=1; i1<=ncodemax[k1];i1++){
 1616:       j1++;
 1617:       
 1618:       for (i=1; i<=nlstate; i++)  
 1619: 	for(m=agemin; m <= agemax+3; m++)
 1620: 	  prop[i][m]=0;
 1621:      
 1622:       for (i=1; i<=imx; i++) { /* Each individual */
 1623: 	bool=1;
 1624: 	if  (cptcovn>0) {
 1625: 	  for (z1=1; z1<=cptcoveff; z1++) 
 1626: 	    if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
 1627: 	      bool=0;
 1628: 	} 
 1629: 	if (bool==1) { 
 1630: 	  for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
 1631: 	    y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
 1632: 	    if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
 1633: 	      if(agev[m][i]==0) agev[m][i]=agemax+1;
 1634: 	      if(agev[m][i]==1) agev[m][i]=agemax+2;
 1635: 	      if (s[m][i]>0 && s[m][i]<=nlstate) {
 1636: 		prop[s[m][i]][(int)agev[m][i]] += weight[i];
 1637: 		prop[s[m][i]][(int)(agemax+3)] += weight[i];
 1638: 	      }
 1639: 	    }
 1640: 	  } /* end selection of waves */
 1641: 	}
 1642:       }
 1643:       for(i=(int)agemin; i <= (int)agemax+3; i++){ 
 1644: 	
 1645: 	for(jk=1,posprop=0; jk <=nlstate ; jk++) {
 1646: 	  posprop += prop[jk][i];
 1647: 	}
 1648: 	
 1649: 	for(jk=1; jk <=nlstate ; jk++){	   
 1650: 	  if( i <= (int) agemax){
 1651: 	    if(posprop>=1.e-5){
 1652: 	     probs[i][jk][j1]= prop[jk][i]/posprop;
 1653: 	    }
 1654: 	  }
 1655: 	}/* end jk */
 1656:       }/* end i */
 1657:     } /* end i1 */
 1658:   } /* end k1 */
 1659: 
 1660:   
 1661:   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);
 1662:   free_vector(pp,1,nlstate);
 1663:   free_matrix(prop,1,nlstate,(int) agemin,(int) agemax+3);
 1664: }  /* End of Freq */
 1665: 
 1666: /************* Waves Concatenation ***************/
 1667: 
 1668: 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)
 1669: {
 1670:   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
 1671:      Death is a valid wave (if date is known).
 1672:      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
 1673:      dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
 1674:      and mw[mi+1][i]. dh depends on stepm.
 1675:      */
 1676: 
 1677:   int i, mi, m;
 1678:   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
 1679:      double sum=0., jmean=0.;*/
 1680:   int first;
 1681:   int j, k=0,jk, ju, jl;
 1682:   double sum=0.;
 1683:   first=0;
 1684:   jmin=1e+5;
 1685:   jmax=-1;
 1686:   jmean=0.;
 1687:   for(i=1; i<=imx; i++){
 1688:     mi=0;
 1689:     m=firstpass;
 1690:     while(s[m][i] <= nlstate){
 1691:       if(s[m][i]>=1)
 1692: 	mw[++mi][i]=m;
 1693:       if(m >=lastpass)
 1694: 	break;
 1695:       else
 1696: 	m++;
 1697:     }/* end while */
 1698:     if (s[m][i] > nlstate){
 1699:       mi++;	/* Death is another wave */
 1700:       /* if(mi==0)  never been interviewed correctly before death */
 1701: 	 /* Only death is a correct wave */
 1702:       mw[mi][i]=m;
 1703:     }
 1704: 
 1705:     wav[i]=mi;
 1706:     if(mi==0){
 1707:       if(first==0){
 1708: 	printf("Warning, no any valid information for:%d line=%d and may be others, see log file\n",num[i],i);
 1709: 	first=1;
 1710:       }
 1711:       if(first==1){
 1712: 	fprintf(ficlog,"Warning, no any valid information for:%d line=%d\n",num[i],i);
 1713:       }
 1714:     } /* end mi==0 */
 1715:   }
 1716: 
 1717:   for(i=1; i<=imx; i++){
 1718:     for(mi=1; mi<wav[i];mi++){
 1719:       if (stepm <=0)
 1720: 	dh[mi][i]=1;
 1721:       else{
 1722: 	if (s[mw[mi+1][i]][i] > nlstate) {
 1723: 	  if (agedc[i] < 2*AGESUP) {
 1724: 	  j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
 1725: 	  if(j==0) j=1;  /* Survives at least one month after exam */
 1726: 	  k=k+1;
 1727: 	  if (j >= jmax) jmax=j;
 1728: 	  if (j <= jmin) jmin=j;
 1729: 	  sum=sum+j;
 1730: 	  /*if (j<0) printf("j=%d num=%d \n",j,i); */
 1731: 	  /*	  printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
 1732: 	  /*printf("%d %lf %d %d %d\n", i,agev[mw[mi][i]][i],j,s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);*/
 1733: 	  }
 1734: 	}
 1735: 	else{
 1736: 	  j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
 1737: 	  /*	  printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
 1738: 	  k=k+1;
 1739: 	  if (j >= jmax) jmax=j;
 1740: 	  else if (j <= jmin)jmin=j;
 1741: 	  /*	    if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
 1742: 	  /*printf("%d %lf %d %d %d\n", i,agev[mw[mi][i]][i],j,s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);*/
 1743: 	  sum=sum+j;
 1744: 	}
 1745: 	jk= j/stepm;
 1746: 	jl= j -jk*stepm;
 1747: 	ju= j -(jk+1)*stepm;
 1748: 	if(mle <=1){ 
 1749: 	  if(jl==0){
 1750: 	    dh[mi][i]=jk;
 1751: 	    bh[mi][i]=0;
 1752: 	  }else{ /* We want a negative bias in order to only have interpolation ie
 1753: 		  * at the price of an extra matrix product in likelihood */
 1754: 	    dh[mi][i]=jk+1;
 1755: 	    bh[mi][i]=ju;
 1756: 	  }
 1757: 	}else{
 1758: 	  if(jl <= -ju){
 1759: 	    dh[mi][i]=jk;
 1760: 	    bh[mi][i]=jl;	/* bias is positive if real duration
 1761: 				 * is higher than the multiple of stepm and negative otherwise.
 1762: 				 */
 1763: 	  }
 1764: 	  else{
 1765: 	    dh[mi][i]=jk+1;
 1766: 	    bh[mi][i]=ju;
 1767: 	  }
 1768: 	  if(dh[mi][i]==0){
 1769: 	    dh[mi][i]=1; /* At least one step */
 1770: 	    bh[mi][i]=ju; /* At least one step */
 1771: 	    /*  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);*/
 1772: 	  }
 1773: 	}
 1774:       } /* end if mle */
 1775:     } /* end wave */
 1776:   }
 1777:   jmean=sum/k;
 1778:   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
 1779:   fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
 1780:  }
 1781: 
 1782: /*********** Tricode ****************************/
 1783: void tricode(int *Tvar, int **nbcode, int imx)
 1784: {
 1785:   
 1786:   int Ndum[20],ij=1, k, j, i, maxncov=19;
 1787:   int cptcode=0;
 1788:   cptcoveff=0; 
 1789:  
 1790:   for (k=0; k<maxncov; k++) Ndum[k]=0;
 1791:   for (k=1; k<=7; k++) ncodemax[k]=0;
 1792: 
 1793:   for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
 1794:     for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
 1795: 			       modality*/ 
 1796:       ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
 1797:       Ndum[ij]++; /*store the modality */
 1798:       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
 1799:       if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
 1800: 				       Tvar[j]. If V=sex and male is 0 and 
 1801: 				       female is 1, then  cptcode=1.*/
 1802:     }
 1803: 
 1804:     for (i=0; i<=cptcode; i++) {
 1805:       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 */
 1806:     }
 1807: 
 1808:     ij=1; 
 1809:     for (i=1; i<=ncodemax[j]; i++) {
 1810:       for (k=0; k<= maxncov; k++) {
 1811: 	if (Ndum[k] != 0) {
 1812: 	  nbcode[Tvar[j]][ij]=k; 
 1813: 	  /* 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; */
 1814: 	  
 1815: 	  ij++;
 1816: 	}
 1817: 	if (ij > ncodemax[j]) break; 
 1818:       }  
 1819:     } 
 1820:   }  
 1821: 
 1822:  for (k=0; k< maxncov; k++) Ndum[k]=0;
 1823: 
 1824:  for (i=1; i<=ncovmodel-2; i++) { 
 1825:    /* Listing of all covariables in staement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
 1826:    ij=Tvar[i];
 1827:    Ndum[ij]++;
 1828:  }
 1829: 
 1830:  ij=1;
 1831:  for (i=1; i<= maxncov; i++) {
 1832:    if((Ndum[i]!=0) && (i<=ncovcol)){
 1833:      Tvaraff[ij]=i; /*For printing */
 1834:      ij++;
 1835:    }
 1836:  }
 1837:  
 1838:  cptcoveff=ij-1; /*Number of simple covariates*/
 1839: }
 1840: 
 1841: /*********** Health Expectancies ****************/
 1842: 
 1843: 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 )
 1844: 
 1845: {
 1846:   /* Health expectancies */
 1847:   int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
 1848:   double age, agelim, hf;
 1849:   double ***p3mat,***varhe;
 1850:   double **dnewm,**doldm;
 1851:   double *xp;
 1852:   double **gp, **gm;
 1853:   double ***gradg, ***trgradg;
 1854:   int theta;
 1855: 
 1856:   varhe=ma3x(1,nlstate*2,1,nlstate*2,(int) bage, (int) fage);
 1857:   xp=vector(1,npar);
 1858:   dnewm=matrix(1,nlstate*2,1,npar);
 1859:   doldm=matrix(1,nlstate*2,1,nlstate*2);
 1860:   
 1861:   fprintf(ficreseij,"# Health expectancies\n");
 1862:   fprintf(ficreseij,"# Age");
 1863:   for(i=1; i<=nlstate;i++)
 1864:     for(j=1; j<=nlstate;j++)
 1865:       fprintf(ficreseij," %1d-%1d (SE)",i,j);
 1866:   fprintf(ficreseij,"\n");
 1867: 
 1868:   if(estepm < stepm){
 1869:     printf ("Problem %d lower than %d\n",estepm, stepm);
 1870:   }
 1871:   else  hstepm=estepm;   
 1872:   /* We compute the life expectancy from trapezoids spaced every estepm months
 1873:    * This is mainly to measure the difference between two models: for example
 1874:    * if stepm=24 months pijx are given only every 2 years and by summing them
 1875:    * we are calculating an estimate of the Life Expectancy assuming a linear 
 1876:    * progression in between and thus overestimating or underestimating according
 1877:    * to the curvature of the survival function. If, for the same date, we 
 1878:    * estimate the model with stepm=1 month, we can keep estepm to 24 months
 1879:    * to compare the new estimate of Life expectancy with the same linear 
 1880:    * hypothesis. A more precise result, taking into account a more precise
 1881:    * curvature will be obtained if estepm is as small as stepm. */
 1882: 
 1883:   /* For example we decided to compute the life expectancy with the smallest unit */
 1884:   /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
 1885:      nhstepm is the number of hstepm from age to agelim 
 1886:      nstepm is the number of stepm from age to agelin. 
 1887:      Look at hpijx to understand the reason of that which relies in memory size
 1888:      and note for a fixed period like estepm months */
 1889:   /* We decided (b) to get a life expectancy respecting the most precise curvature of the
 1890:      survival function given by stepm (the optimization length). Unfortunately it
 1891:      means that if the survival funtion is printed only each two years of age and if
 1892:      you sum them up and add 1 year (area under the trapezoids) you won't get the same 
 1893:      results. So we changed our mind and took the option of the best precision.
 1894:   */
 1895:   hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
 1896: 
 1897:   agelim=AGESUP;
 1898:   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
 1899:     /* nhstepm age range expressed in number of stepm */
 1900:     nstepm=(int) rint((agelim-age)*YEARM/stepm); 
 1901:     /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
 1902:     /* if (stepm >= YEARM) hstepm=1;*/
 1903:     nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
 1904:     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 1905:     gradg=ma3x(0,nhstepm,1,npar,1,nlstate*2);
 1906:     gp=matrix(0,nhstepm,1,nlstate*2);
 1907:     gm=matrix(0,nhstepm,1,nlstate*2);
 1908: 
 1909:     /* Computed by stepm unit matrices, product of hstepm matrices, stored
 1910:        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
 1911:     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
 1912:  
 1913: 
 1914:     hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
 1915: 
 1916:     /* Computing Variances of health expectancies */
 1917: 
 1918:      for(theta=1; theta <=npar; theta++){
 1919:       for(i=1; i<=npar; i++){ 
 1920: 	xp[i] = x[i] + (i==theta ?delti[theta]:0);
 1921:       }
 1922:       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
 1923:   
 1924:       cptj=0;
 1925:       for(j=1; j<= nlstate; j++){
 1926: 	for(i=1; i<=nlstate; i++){
 1927: 	  cptj=cptj+1;
 1928: 	  for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
 1929: 	    gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
 1930: 	  }
 1931: 	}
 1932:       }
 1933:      
 1934:      
 1935:       for(i=1; i<=npar; i++) 
 1936: 	xp[i] = x[i] - (i==theta ?delti[theta]:0);
 1937:       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
 1938:       
 1939:       cptj=0;
 1940:       for(j=1; j<= nlstate; j++){
 1941: 	for(i=1;i<=nlstate;i++){
 1942: 	  cptj=cptj+1;
 1943: 	  for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
 1944: 	    gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
 1945: 	  }
 1946: 	}
 1947:       }
 1948:       for(j=1; j<= nlstate*2; j++)
 1949: 	for(h=0; h<=nhstepm-1; h++){
 1950: 	  gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
 1951: 	}
 1952:      } 
 1953:    
 1954: /* End theta */
 1955: 
 1956:      trgradg =ma3x(0,nhstepm,1,nlstate*2,1,npar);
 1957: 
 1958:      for(h=0; h<=nhstepm-1; h++)
 1959:       for(j=1; j<=nlstate*2;j++)
 1960: 	for(theta=1; theta <=npar; theta++)
 1961: 	  trgradg[h][j][theta]=gradg[h][theta][j];
 1962:      
 1963: 
 1964:      for(i=1;i<=nlstate*2;i++)
 1965:       for(j=1;j<=nlstate*2;j++)
 1966: 	varhe[i][j][(int)age] =0.;
 1967: 
 1968:      printf("%d|",(int)age);fflush(stdout);
 1969:      fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
 1970:      for(h=0;h<=nhstepm-1;h++){
 1971:       for(k=0;k<=nhstepm-1;k++){
 1972: 	matprod2(dnewm,trgradg[h],1,nlstate*2,1,npar,1,npar,matcov);
 1973: 	matprod2(doldm,dnewm,1,nlstate*2,1,npar,1,nlstate*2,gradg[k]);
 1974: 	for(i=1;i<=nlstate*2;i++)
 1975: 	  for(j=1;j<=nlstate*2;j++)
 1976: 	    varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
 1977:       }
 1978:     }
 1979:     /* Computing expectancies */
 1980:     for(i=1; i<=nlstate;i++)
 1981:       for(j=1; j<=nlstate;j++)
 1982: 	for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
 1983: 	  eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
 1984: 	  
 1985: /* 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]);*/
 1986: 
 1987: 	}
 1988: 
 1989:     fprintf(ficreseij,"%3.0f",age );
 1990:     cptj=0;
 1991:     for(i=1; i<=nlstate;i++)
 1992:       for(j=1; j<=nlstate;j++){
 1993: 	cptj++;
 1994: 	fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
 1995:       }
 1996:     fprintf(ficreseij,"\n");
 1997:    
 1998:     free_matrix(gm,0,nhstepm,1,nlstate*2);
 1999:     free_matrix(gp,0,nhstepm,1,nlstate*2);
 2000:     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*2);
 2001:     free_ma3x(trgradg,0,nhstepm,1,nlstate*2,1,npar);
 2002:     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2003:   }
 2004:   printf("\n");
 2005:   fprintf(ficlog,"\n");
 2006: 
 2007:   free_vector(xp,1,npar);
 2008:   free_matrix(dnewm,1,nlstate*2,1,npar);
 2009:   free_matrix(doldm,1,nlstate*2,1,nlstate*2);
 2010:   free_ma3x(varhe,1,nlstate*2,1,nlstate*2,(int) bage, (int)fage);
 2011: }
 2012: 
 2013: /************ Variance ******************/
 2014: 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)
 2015: {
 2016:   /* Variance of health expectancies */
 2017:   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
 2018:   /* double **newm;*/
 2019:   double **dnewm,**doldm;
 2020:   double **dnewmp,**doldmp;
 2021:   int i, j, nhstepm, hstepm, h, nstepm ;
 2022:   int k, cptcode;
 2023:   double *xp;
 2024:   double **gp, **gm;  /* for var eij */
 2025:   double ***gradg, ***trgradg; /*for var eij */
 2026:   double **gradgp, **trgradgp; /* for var p point j */
 2027:   double *gpp, *gmp; /* for var p point j */
 2028:   double **varppt; /* for var p point j nlstate to nlstate+ndeath */
 2029:   double ***p3mat;
 2030:   double age,agelim, hf;
 2031:   double ***mobaverage;
 2032:   int theta;
 2033:   char digit[4];
 2034:   char digitp[25];
 2035: 
 2036:   char fileresprobmorprev[FILENAMELENGTH];
 2037: 
 2038:   if(popbased==1){
 2039:     if(mobilav!=0)
 2040:       strcpy(digitp,"-populbased-mobilav-");
 2041:     else strcpy(digitp,"-populbased-nomobil-");
 2042:   }
 2043:   else 
 2044:     strcpy(digitp,"-stablbased-");
 2045: 
 2046:   if (mobilav!=0) {
 2047:     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 2048:     if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
 2049:       fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
 2050:       printf(" Error in movingaverage mobilav=%d\n",mobilav);
 2051:     }
 2052:   }
 2053: 
 2054:   strcpy(fileresprobmorprev,"prmorprev"); 
 2055:   sprintf(digit,"%-d",ij);
 2056:   /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
 2057:   strcat(fileresprobmorprev,digit); /* Tvar to be done */
 2058:   strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
 2059:   strcat(fileresprobmorprev,fileres);
 2060:   if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
 2061:     printf("Problem with resultfile: %s\n", fileresprobmorprev);
 2062:     fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
 2063:   }
 2064:   printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
 2065:   fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
 2066:   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);
 2067:   fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
 2068:   for(j=nlstate+1; j<=(nlstate+ndeath);j++){
 2069:     fprintf(ficresprobmorprev," p.%-d SE",j);
 2070:     for(i=1; i<=nlstate;i++)
 2071:       fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
 2072:   }  
 2073:   fprintf(ficresprobmorprev,"\n");
 2074:   if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
 2075:     printf("Problem with gnuplot file: %s\n", optionfilegnuplot);
 2076:     fprintf(ficlog,"Problem with gnuplot file: %s\n", optionfilegnuplot);
 2077:     exit(0);
 2078:   }
 2079:   else{
 2080:     fprintf(ficgp,"\n# Routine varevsij");
 2081:   }
 2082:   if((fichtm=fopen(optionfilehtm,"a"))==NULL) {
 2083:     printf("Problem with html file: %s\n", optionfilehtm);
 2084:     fprintf(ficlog,"Problem with html file: %s\n", optionfilehtm);
 2085:     exit(0);
 2086:   }
 2087:   else{
 2088:     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");
 2089:     fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
 2090:   }
 2091:   varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 2092: 
 2093:   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");
 2094:   fprintf(ficresvij,"# Age");
 2095:   for(i=1; i<=nlstate;i++)
 2096:     for(j=1; j<=nlstate;j++)
 2097:       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
 2098:   fprintf(ficresvij,"\n");
 2099: 
 2100:   xp=vector(1,npar);
 2101:   dnewm=matrix(1,nlstate,1,npar);
 2102:   doldm=matrix(1,nlstate,1,nlstate);
 2103:   dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
 2104:   doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 2105: 
 2106:   gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
 2107:   gpp=vector(nlstate+1,nlstate+ndeath);
 2108:   gmp=vector(nlstate+1,nlstate+ndeath);
 2109:   trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
 2110:   
 2111:   if(estepm < stepm){
 2112:     printf ("Problem %d lower than %d\n",estepm, stepm);
 2113:   }
 2114:   else  hstepm=estepm;   
 2115:   /* For example we decided to compute the life expectancy with the smallest unit */
 2116:   /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
 2117:      nhstepm is the number of hstepm from age to agelim 
 2118:      nstepm is the number of stepm from age to agelin. 
 2119:      Look at hpijx to understand the reason of that which relies in memory size
 2120:      and note for a fixed period like k years */
 2121:   /* We decided (b) to get a life expectancy respecting the most precise curvature of the
 2122:      survival function given by stepm (the optimization length). Unfortunately it
 2123:      means that if the survival funtion is printed every two years of age and if
 2124:      you sum them up and add 1 year (area under the trapezoids) you won't get the same 
 2125:      results. So we changed our mind and took the option of the best precision.
 2126:   */
 2127:   hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
 2128:   agelim = AGESUP;
 2129:   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
 2130:     nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
 2131:     nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
 2132:     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2133:     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
 2134:     gp=matrix(0,nhstepm,1,nlstate);
 2135:     gm=matrix(0,nhstepm,1,nlstate);
 2136: 
 2137: 
 2138:     for(theta=1; theta <=npar; theta++){
 2139:       for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
 2140: 	xp[i] = x[i] + (i==theta ?delti[theta]:0);
 2141:       }
 2142:       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
 2143:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 2144: 
 2145:       if (popbased==1) {
 2146: 	if(mobilav ==0){
 2147: 	  for(i=1; i<=nlstate;i++)
 2148: 	    prlim[i][i]=probs[(int)age][i][ij];
 2149: 	}else{ /* mobilav */ 
 2150: 	  for(i=1; i<=nlstate;i++)
 2151: 	    prlim[i][i]=mobaverage[(int)age][i][ij];
 2152: 	}
 2153:       }
 2154:   
 2155:       for(j=1; j<= nlstate; j++){
 2156: 	for(h=0; h<=nhstepm; h++){
 2157: 	  for(i=1, gp[h][j]=0.;i<=nlstate;i++)
 2158: 	    gp[h][j] += prlim[i][i]*p3mat[i][j][h];
 2159: 	}
 2160:       }
 2161:       /* This for computing probability of death (h=1 means
 2162:          computed over hstepm matrices product = hstepm*stepm months) 
 2163:          as a weighted average of prlim.
 2164:       */
 2165:       for(j=nlstate+1;j<=nlstate+ndeath;j++){
 2166: 	for(i=1,gpp[j]=0.; i<= nlstate; i++)
 2167: 	  gpp[j] += prlim[i][i]*p3mat[i][j][1];
 2168:       }    
 2169:       /* end probability of death */
 2170: 
 2171:       for(i=1; i<=npar; i++) /* Computes gradient x - delta */
 2172: 	xp[i] = x[i] - (i==theta ?delti[theta]:0);
 2173:       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
 2174:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 2175:  
 2176:       if (popbased==1) {
 2177: 	if(mobilav ==0){
 2178: 	  for(i=1; i<=nlstate;i++)
 2179: 	    prlim[i][i]=probs[(int)age][i][ij];
 2180: 	}else{ /* mobilav */ 
 2181: 	  for(i=1; i<=nlstate;i++)
 2182: 	    prlim[i][i]=mobaverage[(int)age][i][ij];
 2183: 	}
 2184:       }
 2185: 
 2186:       for(j=1; j<= nlstate; j++){
 2187: 	for(h=0; h<=nhstepm; h++){
 2188: 	  for(i=1, gm[h][j]=0.;i<=nlstate;i++)
 2189: 	    gm[h][j] += prlim[i][i]*p3mat[i][j][h];
 2190: 	}
 2191:       }
 2192:       /* This for computing probability of death (h=1 means
 2193:          computed over hstepm matrices product = hstepm*stepm months) 
 2194:          as a weighted average of prlim.
 2195:       */
 2196:       for(j=nlstate+1;j<=nlstate+ndeath;j++){
 2197: 	for(i=1,gmp[j]=0.; i<= nlstate; i++)
 2198:          gmp[j] += prlim[i][i]*p3mat[i][j][1];
 2199:       }    
 2200:       /* end probability of death */
 2201: 
 2202:       for(j=1; j<= nlstate; j++) /* vareij */
 2203: 	for(h=0; h<=nhstepm; h++){
 2204: 	  gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
 2205: 	}
 2206: 
 2207:       for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
 2208: 	gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
 2209:       }
 2210: 
 2211:     } /* End theta */
 2212: 
 2213:     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
 2214: 
 2215:     for(h=0; h<=nhstepm; h++) /* veij */
 2216:       for(j=1; j<=nlstate;j++)
 2217: 	for(theta=1; theta <=npar; theta++)
 2218: 	  trgradg[h][j][theta]=gradg[h][theta][j];
 2219: 
 2220:     for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
 2221:       for(theta=1; theta <=npar; theta++)
 2222: 	trgradgp[j][theta]=gradgp[theta][j];
 2223:   
 2224: 
 2225:     hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
 2226:     for(i=1;i<=nlstate;i++)
 2227:       for(j=1;j<=nlstate;j++)
 2228: 	vareij[i][j][(int)age] =0.;
 2229: 
 2230:     for(h=0;h<=nhstepm;h++){
 2231:       for(k=0;k<=nhstepm;k++){
 2232: 	matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
 2233: 	matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
 2234: 	for(i=1;i<=nlstate;i++)
 2235: 	  for(j=1;j<=nlstate;j++)
 2236: 	    vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
 2237:       }
 2238:     }
 2239:   
 2240:     /* pptj */
 2241:     matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
 2242:     matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
 2243:     for(j=nlstate+1;j<=nlstate+ndeath;j++)
 2244:       for(i=nlstate+1;i<=nlstate+ndeath;i++)
 2245: 	varppt[j][i]=doldmp[j][i];
 2246:     /* end ppptj */
 2247:     /*  x centered again */
 2248:     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
 2249:     prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
 2250:  
 2251:     if (popbased==1) {
 2252:       if(mobilav ==0){
 2253: 	for(i=1; i<=nlstate;i++)
 2254: 	  prlim[i][i]=probs[(int)age][i][ij];
 2255:       }else{ /* mobilav */ 
 2256: 	for(i=1; i<=nlstate;i++)
 2257: 	  prlim[i][i]=mobaverage[(int)age][i][ij];
 2258:       }
 2259:     }
 2260:              
 2261:     /* This for computing probability of death (h=1 means
 2262:        computed over hstepm (estepm) matrices product = hstepm*stepm months) 
 2263:        as a weighted average of prlim.
 2264:     */
 2265:     for(j=nlstate+1;j<=nlstate+ndeath;j++){
 2266:       for(i=1,gmp[j]=0.;i<= nlstate; i++) 
 2267: 	gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
 2268:     }    
 2269:     /* end probability of death */
 2270: 
 2271:     fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
 2272:     for(j=nlstate+1; j<=(nlstate+ndeath);j++){
 2273:       fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
 2274:       for(i=1; i<=nlstate;i++){
 2275: 	fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
 2276:       }
 2277:     } 
 2278:     fprintf(ficresprobmorprev,"\n");
 2279: 
 2280:     fprintf(ficresvij,"%.0f ",age );
 2281:     for(i=1; i<=nlstate;i++)
 2282:       for(j=1; j<=nlstate;j++){
 2283: 	fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
 2284:       }
 2285:     fprintf(ficresvij,"\n");
 2286:     free_matrix(gp,0,nhstepm,1,nlstate);
 2287:     free_matrix(gm,0,nhstepm,1,nlstate);
 2288:     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
 2289:     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
 2290:     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2291:   } /* End age */
 2292:   free_vector(gpp,nlstate+1,nlstate+ndeath);
 2293:   free_vector(gmp,nlstate+1,nlstate+ndeath);
 2294:   free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
 2295:   free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
 2296:   fprintf(ficgp,"\nset noparametric;set nolabel; set ter png small;set size 0.65, 0.65");
 2297:   /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
 2298:   fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
 2299: /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
 2300: /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
 2301: /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
 2302:   fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",fileresprobmorprev);
 2303:   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",fileresprobmorprev);
 2304:   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",fileresprobmorprev);
 2305:   fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",fileresprobmorprev,fileresprobmorprev);
 2306:   fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months. <br> <img src=\"varmuptjgr%s%s%s.png\"> <br>\n", estepm,digitp,optionfilefiname,digit);
 2307:   /*  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);
 2308: */
 2309:   fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit);
 2310: 
 2311:   free_vector(xp,1,npar);
 2312:   free_matrix(doldm,1,nlstate,1,nlstate);
 2313:   free_matrix(dnewm,1,nlstate,1,npar);
 2314:   free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 2315:   free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
 2316:   free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 2317:   if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 2318:   fclose(ficresprobmorprev);
 2319:   fclose(ficgp);
 2320:   fclose(fichtm);
 2321: }  
 2322: 
 2323: /************ Variance of prevlim ******************/
 2324: 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)
 2325: {
 2326:   /* Variance of prevalence limit */
 2327:   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
 2328:   double **newm;
 2329:   double **dnewm,**doldm;
 2330:   int i, j, nhstepm, hstepm;
 2331:   int k, cptcode;
 2332:   double *xp;
 2333:   double *gp, *gm;
 2334:   double **gradg, **trgradg;
 2335:   double age,agelim;
 2336:   int theta;
 2337:    
 2338:   fprintf(ficresvpl,"# Standard deviation of stable prevalences \n");
 2339:   fprintf(ficresvpl,"# Age");
 2340:   for(i=1; i<=nlstate;i++)
 2341:       fprintf(ficresvpl," %1d-%1d",i,i);
 2342:   fprintf(ficresvpl,"\n");
 2343: 
 2344:   xp=vector(1,npar);
 2345:   dnewm=matrix(1,nlstate,1,npar);
 2346:   doldm=matrix(1,nlstate,1,nlstate);
 2347:   
 2348:   hstepm=1*YEARM; /* Every year of age */
 2349:   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
 2350:   agelim = AGESUP;
 2351:   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
 2352:     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
 2353:     if (stepm >= YEARM) hstepm=1;
 2354:     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
 2355:     gradg=matrix(1,npar,1,nlstate);
 2356:     gp=vector(1,nlstate);
 2357:     gm=vector(1,nlstate);
 2358: 
 2359:     for(theta=1; theta <=npar; theta++){
 2360:       for(i=1; i<=npar; i++){ /* Computes gradient */
 2361: 	xp[i] = x[i] + (i==theta ?delti[theta]:0);
 2362:       }
 2363:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 2364:       for(i=1;i<=nlstate;i++)
 2365: 	gp[i] = prlim[i][i];
 2366:     
 2367:       for(i=1; i<=npar; i++) /* Computes gradient */
 2368: 	xp[i] = x[i] - (i==theta ?delti[theta]:0);
 2369:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 2370:       for(i=1;i<=nlstate;i++)
 2371: 	gm[i] = prlim[i][i];
 2372: 
 2373:       for(i=1;i<=nlstate;i++)
 2374: 	gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
 2375:     } /* End theta */
 2376: 
 2377:     trgradg =matrix(1,nlstate,1,npar);
 2378: 
 2379:     for(j=1; j<=nlstate;j++)
 2380:       for(theta=1; theta <=npar; theta++)
 2381: 	trgradg[j][theta]=gradg[theta][j];
 2382: 
 2383:     for(i=1;i<=nlstate;i++)
 2384:       varpl[i][(int)age] =0.;
 2385:     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
 2386:     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
 2387:     for(i=1;i<=nlstate;i++)
 2388:       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
 2389: 
 2390:     fprintf(ficresvpl,"%.0f ",age );
 2391:     for(i=1; i<=nlstate;i++)
 2392:       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
 2393:     fprintf(ficresvpl,"\n");
 2394:     free_vector(gp,1,nlstate);
 2395:     free_vector(gm,1,nlstate);
 2396:     free_matrix(gradg,1,npar,1,nlstate);
 2397:     free_matrix(trgradg,1,nlstate,1,npar);
 2398:   } /* End age */
 2399: 
 2400:   free_vector(xp,1,npar);
 2401:   free_matrix(doldm,1,nlstate,1,npar);
 2402:   free_matrix(dnewm,1,nlstate,1,nlstate);
 2403: 
 2404: }
 2405: 
 2406: /************ Variance of one-step probabilities  ******************/
 2407: void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax)
 2408: {
 2409:   int i, j=0,  i1, k1, l1, t, tj;
 2410:   int k2, l2, j1,  z1;
 2411:   int k=0,l, cptcode;
 2412:   int first=1, first1;
 2413:   double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
 2414:   double **dnewm,**doldm;
 2415:   double *xp;
 2416:   double *gp, *gm;
 2417:   double **gradg, **trgradg;
 2418:   double **mu;
 2419:   double age,agelim, cov[NCOVMAX];
 2420:   double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
 2421:   int theta;
 2422:   char fileresprob[FILENAMELENGTH];
 2423:   char fileresprobcov[FILENAMELENGTH];
 2424:   char fileresprobcor[FILENAMELENGTH];
 2425: 
 2426:   double ***varpij;
 2427: 
 2428:   strcpy(fileresprob,"prob"); 
 2429:   strcat(fileresprob,fileres);
 2430:   if((ficresprob=fopen(fileresprob,"w"))==NULL) {
 2431:     printf("Problem with resultfile: %s\n", fileresprob);
 2432:     fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
 2433:   }
 2434:   strcpy(fileresprobcov,"probcov"); 
 2435:   strcat(fileresprobcov,fileres);
 2436:   if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
 2437:     printf("Problem with resultfile: %s\n", fileresprobcov);
 2438:     fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
 2439:   }
 2440:   strcpy(fileresprobcor,"probcor"); 
 2441:   strcat(fileresprobcor,fileres);
 2442:   if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
 2443:     printf("Problem with resultfile: %s\n", fileresprobcor);
 2444:     fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
 2445:   }
 2446:   printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
 2447:   fprintf(ficlog,"Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
 2448:   printf("Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
 2449:   fprintf(ficlog,"Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
 2450:   printf("and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
 2451:   fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
 2452:   
 2453:   fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
 2454:   fprintf(ficresprob,"# Age");
 2455:   fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
 2456:   fprintf(ficresprobcov,"# Age");
 2457:   fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
 2458:   fprintf(ficresprobcov,"# Age");
 2459: 
 2460: 
 2461:   for(i=1; i<=nlstate;i++)
 2462:     for(j=1; j<=(nlstate+ndeath);j++){
 2463:       fprintf(ficresprob," p%1d-%1d (SE)",i,j);
 2464:       fprintf(ficresprobcov," p%1d-%1d ",i,j);
 2465:       fprintf(ficresprobcor," p%1d-%1d ",i,j);
 2466:     }  
 2467:  /* fprintf(ficresprob,"\n");
 2468:   fprintf(ficresprobcov,"\n");
 2469:   fprintf(ficresprobcor,"\n");
 2470:  */
 2471:  xp=vector(1,npar);
 2472:   dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
 2473:   doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
 2474:   mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
 2475:   varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
 2476:   first=1;
 2477:   if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
 2478:     printf("Problem with gnuplot file: %s\n", optionfilegnuplot);
 2479:     fprintf(ficlog,"Problem with gnuplot file: %s\n", optionfilegnuplot);
 2480:     exit(0);
 2481:   }
 2482:   else{
 2483:     fprintf(ficgp,"\n# Routine varprob");
 2484:   }
 2485:   if((fichtm=fopen(optionfilehtm,"a"))==NULL) {
 2486:     printf("Problem with html file: %s\n", optionfilehtm);
 2487:     fprintf(ficlog,"Problem with html file: %s\n", optionfilehtm);
 2488:     exit(0);
 2489:   }
 2490:   else{
 2491:     fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
 2492:     fprintf(fichtm,"\n");
 2493: 
 2494:     fprintf(fichtm,"\n<li><h4> Computing matrix of variance-covariance of step probabilities</h4></li>\n");
 2495:     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");
 2496:     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");
 2497: 
 2498:   }
 2499: 
 2500:   cov[1]=1;
 2501:   tj=cptcoveff;
 2502:   if (cptcovn<1) {tj=1;ncodemax[1]=1;}
 2503:   j1=0;
 2504:   for(t=1; t<=tj;t++){
 2505:     for(i1=1; i1<=ncodemax[t];i1++){ 
 2506:       j1++;
 2507:       if  (cptcovn>0) {
 2508: 	fprintf(ficresprob, "\n#********** Variable "); 
 2509: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 2510: 	fprintf(ficresprob, "**********\n#\n");
 2511: 	fprintf(ficresprobcov, "\n#********** Variable "); 
 2512: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 2513: 	fprintf(ficresprobcov, "**********\n#\n");
 2514: 	
 2515: 	fprintf(ficgp, "\n#********** Variable "); 
 2516: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 2517: 	fprintf(ficgp, "**********\n#\n");
 2518: 	
 2519: 	
 2520: 	fprintf(fichtm, "\n<hr  size=\"2\" color=\"#EC5E5E\">********** Variable "); 
 2521: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 2522: 	fprintf(fichtm, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
 2523: 	
 2524: 	fprintf(ficresprobcor, "\n#********** Variable ");    
 2525: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 2526: 	fprintf(ficresprobcor, "**********\n#");    
 2527:       }
 2528:       
 2529:       for (age=bage; age<=fage; age ++){ 
 2530: 	cov[2]=age;
 2531: 	for (k=1; k<=cptcovn;k++) {
 2532: 	  cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
 2533: 	}
 2534: 	for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
 2535: 	for (k=1; k<=cptcovprod;k++)
 2536: 	  cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
 2537: 	
 2538: 	gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
 2539: 	trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
 2540: 	gp=vector(1,(nlstate)*(nlstate+ndeath));
 2541: 	gm=vector(1,(nlstate)*(nlstate+ndeath));
 2542:     
 2543: 	for(theta=1; theta <=npar; theta++){
 2544: 	  for(i=1; i<=npar; i++)
 2545: 	    xp[i] = x[i] + (i==theta ?delti[theta]:0);
 2546: 	  
 2547: 	  pmij(pmmij,cov,ncovmodel,xp,nlstate);
 2548: 	  
 2549: 	  k=0;
 2550: 	  for(i=1; i<= (nlstate); i++){
 2551: 	    for(j=1; j<=(nlstate+ndeath);j++){
 2552: 	      k=k+1;
 2553: 	      gp[k]=pmmij[i][j];
 2554: 	    }
 2555: 	  }
 2556: 	  
 2557: 	  for(i=1; i<=npar; i++)
 2558: 	    xp[i] = x[i] - (i==theta ?delti[theta]:0);
 2559:     
 2560: 	  pmij(pmmij,cov,ncovmodel,xp,nlstate);
 2561: 	  k=0;
 2562: 	  for(i=1; i<=(nlstate); i++){
 2563: 	    for(j=1; j<=(nlstate+ndeath);j++){
 2564: 	      k=k+1;
 2565: 	      gm[k]=pmmij[i][j];
 2566: 	    }
 2567: 	  }
 2568:      
 2569: 	  for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
 2570: 	    gradg[theta][i]=(gp[i]-gm[i])/2./delti[theta];  
 2571: 	}
 2572: 
 2573: 	for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
 2574: 	  for(theta=1; theta <=npar; theta++)
 2575: 	    trgradg[j][theta]=gradg[theta][j];
 2576: 	
 2577: 	matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
 2578: 	matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
 2579: 	free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
 2580: 	free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
 2581: 	free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
 2582: 	free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
 2583: 
 2584: 	pmij(pmmij,cov,ncovmodel,x,nlstate);
 2585: 	
 2586: 	k=0;
 2587: 	for(i=1; i<=(nlstate); i++){
 2588: 	  for(j=1; j<=(nlstate+ndeath);j++){
 2589: 	    k=k+1;
 2590: 	    mu[k][(int) age]=pmmij[i][j];
 2591: 	  }
 2592: 	}
 2593:      	for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
 2594: 	  for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
 2595: 	    varpij[i][j][(int)age] = doldm[i][j];
 2596: 
 2597: 	/*printf("\n%d ",(int)age);
 2598: 	  for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
 2599: 	  printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
 2600: 	  fprintf(ficlog,"%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
 2601: 	  }*/
 2602: 
 2603: 	fprintf(ficresprob,"\n%d ",(int)age);
 2604: 	fprintf(ficresprobcov,"\n%d ",(int)age);
 2605: 	fprintf(ficresprobcor,"\n%d ",(int)age);
 2606: 
 2607: 	for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
 2608: 	  fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
 2609: 	for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
 2610: 	  fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
 2611: 	  fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
 2612: 	}
 2613: 	i=0;
 2614: 	for (k=1; k<=(nlstate);k++){
 2615:  	  for (l=1; l<=(nlstate+ndeath);l++){ 
 2616:  	    i=i++;
 2617: 	    fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l);
 2618: 	    fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l);
 2619: 	    for (j=1; j<=i;j++){
 2620: 	      fprintf(ficresprobcov," %11.3e",varpij[i][j][(int)age]);
 2621: 	      fprintf(ficresprobcor," %11.3e",varpij[i][j][(int) age]/sqrt(varpij[i][i][(int) age])/sqrt(varpij[j][j][(int)age]));
 2622: 	    }
 2623: 	  }
 2624: 	}/* end of loop for state */
 2625:       } /* end of loop for age */
 2626: 
 2627:       /* Confidence intervalle of pij  */
 2628:       /*
 2629: 	fprintf(ficgp,"\nset noparametric;unset label");
 2630: 	fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
 2631: 	fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
 2632: 	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);
 2633: 	fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
 2634: 	fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
 2635: 	fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
 2636:       */
 2637: 
 2638:       /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
 2639:       first1=1;
 2640:       for (k2=1; k2<=(nlstate);k2++){
 2641: 	for (l2=1; l2<=(nlstate+ndeath);l2++){ 
 2642: 	  if(l2==k2) continue;
 2643: 	  j=(k2-1)*(nlstate+ndeath)+l2;
 2644: 	  for (k1=1; k1<=(nlstate);k1++){
 2645: 	    for (l1=1; l1<=(nlstate+ndeath);l1++){ 
 2646: 	      if(l1==k1) continue;
 2647: 	      i=(k1-1)*(nlstate+ndeath)+l1;
 2648: 	      if(i<=j) continue;
 2649: 	      for (age=bage; age<=fage; age ++){ 
 2650: 		if ((int)age %5==0){
 2651: 		  v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
 2652: 		  v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
 2653: 		  cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
 2654: 		  mu1=mu[i][(int) age]/stepm*YEARM ;
 2655: 		  mu2=mu[j][(int) age]/stepm*YEARM;
 2656: 		  c12=cv12/sqrt(v1*v2);
 2657: 		  /* Computing eigen value of matrix of covariance */
 2658: 		  lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
 2659: 		  lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
 2660: 		  /* Eigen vectors */
 2661: 		  v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
 2662: 		  /*v21=sqrt(1.-v11*v11); *//* error */
 2663: 		  v21=(lc1-v1)/cv12*v11;
 2664: 		  v12=-v21;
 2665: 		  v22=v11;
 2666: 		  tnalp=v21/v11;
 2667: 		  if(first1==1){
 2668: 		    first1=0;
 2669: 		    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);
 2670: 		  }
 2671: 		  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);
 2672: 		  /*printf(fignu*/
 2673: 		  /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
 2674: 		  /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
 2675: 		  if(first==1){
 2676: 		    first=0;
 2677:  		    fprintf(ficgp,"\nset parametric;unset label");
 2678: 		    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);
 2679: 		    fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
 2680: 		    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);
 2681: 		    fprintf(fichtm,"\n<br><img src=\"varpijgr%s%d%1d%1d-%1d%1d.png\"> ",optionfilefiname, j1,k1,l1,k2,l2);
 2682: 		    fprintf(fichtm,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
 2683: 		    fprintf(ficgp,"\nset out \"varpijgr%s%d%1d%1d-%1d%1d.png\"",optionfilefiname, j1,k1,l1,k2,l2);
 2684: 		    fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
 2685: 		    fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
 2686: 		    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",\
 2687: 			    mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
 2688: 			    mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
 2689: 		  }else{
 2690: 		    first=0;
 2691: 		    fprintf(fichtm," %d (%.3f),",(int) age, c12);
 2692: 		    fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
 2693: 		    fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
 2694: 		    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",\
 2695: 			    mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
 2696: 			    mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
 2697: 		  }/* if first */
 2698: 		} /* age mod 5 */
 2699: 	      } /* end loop age */
 2700: 	      fprintf(ficgp,"\nset out \"varpijgr%s%d%1d%1d-%1d%1d.png\";replot;",optionfilefiname, j1,k1,l1,k2,l2);
 2701: 	      first=1;
 2702: 	    } /*l12 */
 2703: 	  } /* k12 */
 2704: 	} /*l1 */
 2705:       }/* k1 */
 2706:     } /* loop covariates */
 2707:   }
 2708:   free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
 2709:   free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
 2710:   free_vector(xp,1,npar);
 2711:   fclose(ficresprob);
 2712:   fclose(ficresprobcov);
 2713:   fclose(ficresprobcor);
 2714:   fclose(ficgp);
 2715:   fclose(fichtm);
 2716: }
 2717: 
 2718: 
 2719: /******************* Printing html file ***********/
 2720: void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
 2721: 		  int lastpass, int stepm, int weightopt, char model[],\
 2722: 		  int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
 2723: 		  int popforecast, int estepm ,\
 2724: 		  double jprev1, double mprev1,double anprev1, \
 2725: 		  double jprev2, double mprev2,double anprev2){
 2726:   int jj1, k1, i1, cpt;
 2727:   /*char optionfilehtm[FILENAMELENGTH];*/
 2728:   if((fichtm=fopen(optionfilehtm,"a"))==NULL)    {
 2729:     printf("Problem with %s \n",optionfilehtm), exit(0);
 2730:     fprintf(ficlog,"Problem with %s \n",optionfilehtm), exit(0);
 2731:   }
 2732: 
 2733:    fprintf(fichtm,"<ul><li><h4>Result files (first order: no variance)</h4>\n
 2734:  - 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
 2735:  - Estimated transition probabilities over %d (stepm) months: <a href=\"pij%s\">pij%s</a><br>\n
 2736:  - Stable prevalence in each health state: <a href=\"pl%s\">pl%s</a> <br>\n
 2737:  - Life expectancies by age and initial health status (estepm=%2d months): 
 2738:    <a href=\"e%s\">e%s</a> <br>\n</li>", \
 2739:   jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,fileres,fileres,stepm,fileres,fileres,fileres,fileres,estepm,fileres,fileres);
 2740: 
 2741: fprintf(fichtm," \n<ul><li><b>Graphs</b></li><p>");
 2742: 
 2743:  m=cptcoveff;
 2744:  if (cptcovn < 1) {m=1;ncodemax[1]=1;}
 2745: 
 2746:  jj1=0;
 2747:  for(k1=1; k1<=m;k1++){
 2748:    for(i1=1; i1<=ncodemax[k1];i1++){
 2749:      jj1++;
 2750:      if (cptcovn > 0) {
 2751:        fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
 2752:        for (cpt=1; cpt<=cptcoveff;cpt++) 
 2753: 	 fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
 2754:        fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
 2755:      }
 2756:      /* Pij */
 2757:      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>
 2758: <img src=\"pe%s%d1.png\">",stepm,strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1);     
 2759:      /* Quasi-incidences */
 2760:      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>
 2761: <img src=\"pe%s%d2.png\">",stepm,strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1); 
 2762:        /* Stable prevalence in each health state */
 2763:        for(cpt=1; cpt<nlstate;cpt++){
 2764: 	 fprintf(fichtm,"<br>- Stable prevalence in each health state : p%s%d%d.png<br>
 2765: <img src=\"p%s%d%d.png\">",strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);
 2766:        }
 2767:      for(cpt=1; cpt<=nlstate;cpt++) {
 2768:         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.png <br>
 2769: <img src=\"exp%s%d%d.png\">",cpt,strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);
 2770:      }
 2771:      fprintf(fichtm,"\n<br>- Total life expectancy by age and
 2772: health expectancies in states (1) and (2): e%s%d.png<br>
 2773: <img src=\"e%s%d.png\">",strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1);
 2774:    } /* end i1 */
 2775:  }/* End k1 */
 2776:  fprintf(fichtm,"</ul>");
 2777: 
 2778: 
 2779:  fprintf(fichtm,"\n<br><li><h4> Result files (second order: variances)</h4>\n
 2780:  - Parameter file with estimated parameters and covariance matrix: <a href=\"%s\">%s</a> <br>\n
 2781:  - Variance of one-step probabilities: <a href=\"prob%s\">prob%s</a> <br>\n
 2782:  - Variance-covariance of one-step probabilities: <a href=\"probcov%s\">probcov%s</a> <br>\n
 2783:  - Correlation matrix of one-step probabilities: <a href=\"probcor%s\">probcor%s</a> <br>\n
 2784:  - Variances and covariances of life expectancies by age and initial health status (estepm=%d months): <a href=\"v%s\">v%s</a><br>\n 
 2785:  - Health expectancies with their variances (no covariance): <a href=\"t%s\">t%s</a> <br>\n
 2786:  - 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);
 2787: 
 2788:  if(popforecast==1) fprintf(fichtm,"\n
 2789:  - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>\n
 2790:  - Population forecasting (if popforecast=1): <a href=\"pop%s\">pop%s</a> <br>\n
 2791: 	<br>",fileres,fileres,fileres,fileres);
 2792:  else 
 2793:    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);
 2794: fprintf(fichtm," <ul><li><b>Graphs</b></li><p>");
 2795: 
 2796:  m=cptcoveff;
 2797:  if (cptcovn < 1) {m=1;ncodemax[1]=1;}
 2798: 
 2799:  jj1=0;
 2800:  for(k1=1; k1<=m;k1++){
 2801:    for(i1=1; i1<=ncodemax[k1];i1++){
 2802:      jj1++;
 2803:      if (cptcovn > 0) {
 2804:        fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
 2805:        for (cpt=1; cpt<=cptcoveff;cpt++) 
 2806: 	 fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
 2807:        fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
 2808:      }
 2809:      for(cpt=1; cpt<=nlstate;cpt++) {
 2810:        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident
 2811: interval) in state (%d): v%s%d%d.png <br>
 2812: <img src=\"v%s%d%d.png\">",cpt,strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);  
 2813:      }
 2814:    } /* end i1 */
 2815:  }/* End k1 */
 2816:  fprintf(fichtm,"</ul>");
 2817: fclose(fichtm);
 2818: }
 2819: 
 2820: /******************* Gnuplot file **************/
 2821: void printinggnuplot(char fileres[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
 2822: 
 2823:   int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;
 2824:   int ng;
 2825:   if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
 2826:     printf("Problem with file %s",optionfilegnuplot);
 2827:     fprintf(ficlog,"Problem with file %s",optionfilegnuplot);
 2828:   }
 2829: 
 2830:   /*#ifdef windows */
 2831:     fprintf(ficgp,"cd \"%s\" \n",pathc);
 2832:     /*#endif */
 2833: m=pow(2,cptcoveff);
 2834:   
 2835:  /* 1eme*/
 2836:   for (cpt=1; cpt<= nlstate ; cpt ++) {
 2837:    for (k1=1; k1<= m ; k1 ++) {
 2838:      fprintf(ficgp,"\nset out \"v%s%d%d.png\" \n",strtok(optionfile, "."),cpt,k1);
 2839:      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);
 2840: 
 2841:      for (i=1; i<= nlstate ; i ++) {
 2842:        if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
 2843:        else fprintf(ficgp," \%%*lf (\%%*lf)");
 2844:      }
 2845:      fprintf(ficgp,"\" t\"Stable prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+1.96*$3) \"\%%lf",fileres,k1-1,k1-1);
 2846:      for (i=1; i<= nlstate ; i ++) {
 2847:        if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
 2848:        else fprintf(ficgp," \%%*lf (\%%*lf)");
 2849:      } 
 2850:      fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-1.96*$3) \"\%%lf",fileres,k1-1,k1-1); 
 2851:      for (i=1; i<= nlstate ; i ++) {
 2852:        if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
 2853:        else fprintf(ficgp," \%%*lf (\%%*lf)");
 2854:      }  
 2855:      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));
 2856:    }
 2857:   }
 2858:   /*2 eme*/
 2859:   
 2860:   for (k1=1; k1<= m ; k1 ++) { 
 2861:     fprintf(ficgp,"\nset out \"e%s%d.png\" \n",strtok(optionfile, "."),k1);
 2862:     fprintf(ficgp,"set ylabel \"Years\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] ",ageminpar,fage);
 2863:     
 2864:     for (i=1; i<= nlstate+1 ; i ++) {
 2865:       k=2*i;
 2866:       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);
 2867:       for (j=1; j<= nlstate+1 ; j ++) {
 2868: 	if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
 2869: 	else fprintf(ficgp," \%%*lf (\%%*lf)");
 2870:       }   
 2871:       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
 2872:       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);
 2873:       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);
 2874:       for (j=1; j<= nlstate+1 ; j ++) {
 2875: 	if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
 2876: 	else fprintf(ficgp," \%%*lf (\%%*lf)");
 2877:       }   
 2878:       fprintf(ficgp,"\" t\"\" w l 0,");
 2879:       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);
 2880:       for (j=1; j<= nlstate+1 ; j ++) {
 2881: 	if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
 2882: 	else fprintf(ficgp," \%%*lf (\%%*lf)");
 2883:       }   
 2884:       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
 2885:       else fprintf(ficgp,"\" t\"\" w l 0,");
 2886:     }
 2887:   }
 2888:   
 2889:   /*3eme*/
 2890:   
 2891:   for (k1=1; k1<= m ; k1 ++) { 
 2892:     for (cpt=1; cpt<= nlstate ; cpt ++) {
 2893:       k=2+nlstate*(2*cpt-2);
 2894:       fprintf(ficgp,"\nset out \"exp%s%d%d.png\" \n",strtok(optionfile, "."),cpt,k1);
 2895:       fprintf(ficgp,"set ter png small\nset size 0.65,0.65\nplot [%.f:%.f] \"e%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",ageminpar,fage,fileres,k1-1,k1-1,k,cpt);
 2896:       /*fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d-2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
 2897: 	for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
 2898: 	fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
 2899: 	fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d+2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
 2900: 	for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
 2901: 	fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
 2902: 	
 2903:       */
 2904:       for (i=1; i< nlstate ; i ++) {
 2905: 	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);
 2906: 	
 2907:       } 
 2908:     }
 2909:   }
 2910:   
 2911:   /* CV preval stat */
 2912:   for (k1=1; k1<= m ; k1 ++) { 
 2913:     for (cpt=1; cpt<nlstate ; cpt ++) {
 2914:       k=3;
 2915:       fprintf(ficgp,"\nset out \"p%s%d%d.png\" \n",strtok(optionfile, "."),cpt,k1);
 2916:       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/($%d",ageminpar,agemaxpar,fileres,k1,k+cpt+1,k+1);
 2917:       
 2918:       for (i=1; i< nlstate ; i ++)
 2919: 	fprintf(ficgp,"+$%d",k+i+1);
 2920:       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
 2921:       
 2922:       l=3+(nlstate+ndeath)*cpt;
 2923:       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);
 2924:       for (i=1; i< nlstate ; i ++) {
 2925: 	l=3+(nlstate+ndeath)*cpt;
 2926: 	fprintf(ficgp,"+$%d",l+i+1);
 2927:       }
 2928:       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);   
 2929:     } 
 2930:   }  
 2931:   
 2932:   /* proba elementaires */
 2933:   for(i=1,jk=1; i <=nlstate; i++){
 2934:     for(k=1; k <=(nlstate+ndeath); k++){
 2935:       if (k != i) {
 2936: 	for(j=1; j <=ncovmodel; j++){
 2937: 	  fprintf(ficgp,"p%d=%f ",jk,p[jk]);
 2938: 	  jk++; 
 2939: 	  fprintf(ficgp,"\n");
 2940: 	}
 2941:       }
 2942:     }
 2943:    }
 2944: 
 2945:    for(ng=1; ng<=2;ng++){ /* Number of graphics: first is probabilities second is incidence per year*/
 2946:      for(jk=1; jk <=m; jk++) {
 2947:        fprintf(ficgp,"\nset out \"pe%s%d%d.png\" \n",strtok(optionfile, "."),jk,ng); 
 2948:        if (ng==2)
 2949: 	 fprintf(ficgp,"\nset ylabel \"Quasi-incidence per year\"\n");
 2950:        else
 2951: 	 fprintf(ficgp,"\nset title \"Probability\"\n");
 2952:        fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65\nset log y\nplot  [%.f:%.f] ",ageminpar,agemaxpar);
 2953:        i=1;
 2954:        for(k2=1; k2<=nlstate; k2++) {
 2955: 	 k3=i;
 2956: 	 for(k=1; k<=(nlstate+ndeath); k++) {
 2957: 	   if (k != k2){
 2958: 	     if(ng==2)
 2959: 	       fprintf(ficgp," %f*exp(p%d+p%d*x",YEARM/stepm,i,i+1);
 2960: 	     else
 2961: 	       fprintf(ficgp," exp(p%d+p%d*x",i,i+1);
 2962: 	     ij=1;
 2963: 	     for(j=3; j <=ncovmodel; j++) {
 2964: 	       if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
 2965: 		 fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
 2966: 		 ij++;
 2967: 	       }
 2968: 	       else
 2969: 		 fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
 2970: 	     }
 2971: 	     fprintf(ficgp,")/(1");
 2972: 	     
 2973: 	     for(k1=1; k1 <=nlstate; k1++){   
 2974: 	       fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);
 2975: 	       ij=1;
 2976: 	       for(j=3; j <=ncovmodel; j++){
 2977: 		 if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
 2978: 		   fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
 2979: 		   ij++;
 2980: 		 }
 2981: 		 else
 2982: 		   fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
 2983: 	       }
 2984: 	       fprintf(ficgp,")");
 2985: 	     }
 2986: 	     fprintf(ficgp,") t \"p%d%d\" ", k2,k);
 2987: 	     if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");
 2988: 	     i=i+ncovmodel;
 2989: 	   }
 2990: 	 } /* end k */
 2991:        } /* end k2 */
 2992:      } /* end jk */
 2993:    } /* end ng */
 2994:    fclose(ficgp); 
 2995: }  /* end gnuplot */
 2996: 
 2997: 
 2998: /*************** Moving average **************/
 2999: int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav){
 3000: 
 3001:   int i, cpt, cptcod;
 3002:   int modcovmax =1;
 3003:   int mobilavrange, mob;
 3004:   double age;
 3005: 
 3006:   modcovmax=2*cptcoveff;/* Max number of modalities. We suppose 
 3007: 			   a covariate has 2 modalities */
 3008:   if (cptcovn<1) modcovmax=1; /* At least 1 pass */
 3009: 
 3010:   if(mobilav==1||mobilav ==3 ||mobilav==5 ||mobilav== 7){
 3011:     if(mobilav==1) mobilavrange=5; /* default */
 3012:     else mobilavrange=mobilav;
 3013:     for (age=bage; age<=fage; age++)
 3014:       for (i=1; i<=nlstate;i++)
 3015: 	for (cptcod=1;cptcod<=modcovmax;cptcod++)
 3016: 	  mobaverage[(int)age][i][cptcod]=probs[(int)age][i][cptcod];
 3017:     /* We keep the original values on the extreme ages bage, fage and for 
 3018:        fage+1 and bage-1 we use a 3 terms moving average; for fage+2 bage+2
 3019:        we use a 5 terms etc. until the borders are no more concerned. 
 3020:     */ 
 3021:     for (mob=3;mob <=mobilavrange;mob=mob+2){
 3022:       for (age=bage+(mob-1)/2; age<=fage-(mob-1)/2; age++){
 3023: 	for (i=1; i<=nlstate;i++){
 3024: 	  for (cptcod=1;cptcod<=modcovmax;cptcod++){
 3025: 	    mobaverage[(int)age][i][cptcod] =probs[(int)age][i][cptcod];
 3026: 	      for (cpt=1;cpt<=(mob-1)/2;cpt++){
 3027: 		mobaverage[(int)age][i][cptcod] +=probs[(int)age-cpt][i][cptcod];
 3028: 		mobaverage[(int)age][i][cptcod] +=probs[(int)age+cpt][i][cptcod];
 3029: 	      }
 3030: 	    mobaverage[(int)age][i][cptcod]=mobaverage[(int)age][i][cptcod]/mob;
 3031: 	  }
 3032: 	}
 3033:       }/* end age */
 3034:     }/* end mob */
 3035:   }else return -1;
 3036:   return 0;
 3037: }/* End movingaverage */
 3038: 
 3039: 
 3040: /************** Forecasting ******************/
 3041: prevforecast(char fileres[], double anproj1, double mproj1, double jproj1, double ageminpar, double agemax, double dateprev1, double dateprev2, int mobilav, double bage, double fage, int firstpass, int lastpass, double anproj2, double p[], int cptcoveff){
 3042:   /* proj1, year, month, day of starting projection 
 3043:      agemin, agemax range of age
 3044:      dateprev1 dateprev2 range of dates during which prevalence is computed
 3045:      anproj2 year of en of projection (same day and month as proj1).
 3046:   */
 3047:   int yearp, stepsize, hstepm, nhstepm, j, k, c, cptcod, i, h, i1;
 3048:   int *popage;
 3049:   double agec; /* generic age */
 3050:   double agelim, ppij, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;
 3051:   double *popeffectif,*popcount;
 3052:   double ***p3mat;
 3053:   double ***mobaverage;
 3054:   char fileresf[FILENAMELENGTH];
 3055: 
 3056:   agelim=AGESUP;
 3057:   prevalence(ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
 3058:  
 3059:   strcpy(fileresf,"f"); 
 3060:   strcat(fileresf,fileres);
 3061:   if((ficresf=fopen(fileresf,"w"))==NULL) {
 3062:     printf("Problem with forecast resultfile: %s\n", fileresf);
 3063:     fprintf(ficlog,"Problem with forecast resultfile: %s\n", fileresf);
 3064:   }
 3065:   printf("Computing forecasting: result on file '%s' \n", fileresf);
 3066:   fprintf(ficlog,"Computing forecasting: result on file '%s' \n", fileresf);
 3067: 
 3068:   if (cptcoveff==0) ncodemax[cptcoveff]=1;
 3069: 
 3070:   if (mobilav!=0) {
 3071:     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3072:     if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
 3073:       fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
 3074:       printf(" Error in movingaverage mobilav=%d\n",mobilav);
 3075:     }
 3076:   }
 3077: 
 3078:   stepsize=(int) (stepm+YEARM-1)/YEARM;
 3079:   if (stepm<=12) stepsize=1;
 3080:   
 3081:   hstepm=1;
 3082:   hstepm=hstepm/stepm; 
 3083:   yp1=modf(dateintmean,&yp);/* extracts integral of datemean in yp  and
 3084:                                fractional in yp1 */
 3085:   anprojmean=yp;
 3086:   yp2=modf((yp1*12),&yp);
 3087:   mprojmean=yp;
 3088:   yp1=modf((yp2*30.5),&yp);
 3089:   jprojmean=yp;
 3090:   if(jprojmean==0) jprojmean=1;
 3091:   if(mprojmean==0) jprojmean=1;
 3092: 
 3093:   i1=cptcoveff;
 3094:   if (cptcovn < 1){i1=1;}
 3095:   
 3096:   fprintf(ficresf,"# Mean day of interviews %.lf/%.lf/%.lf (%.2f) between %.2f and %.2f \n",jprojmean,mprojmean,anprojmean,dateintmean,dateprev1,dateprev2); 
 3097:   
 3098:   fprintf(ficresf,"#****** Routine prevforecast **\n");
 3099: 
 3100:   for(cptcov=1, k=0;cptcov<=i1;cptcov++){
 3101:     for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
 3102:       k=k+1;
 3103:       fprintf(ficresf,"\n#******");
 3104:       for(j=1;j<=cptcoveff;j++) {
 3105: 	fprintf(ficresf," V%d=%d, hpijx=probability over h years, hp.jx is weighted by observed prev ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 3106:       }
 3107:       fprintf(ficresf,"******\n");
 3108:       fprintf(ficresf,"# Covariate valuofcovar yearproj age");
 3109:       for(j=1; j<=nlstate+ndeath;j++){ 
 3110: 	for(i=1; i<=nlstate;i++) 	      
 3111:           fprintf(ficresf," p%d%d",i,j);
 3112: 	fprintf(ficresf," p.%d",j);
 3113:       }
 3114:       for (yearp=0; yearp<=(anproj2-anproj1);yearp++) { 
 3115: 	fprintf(ficresf,"\n");
 3116: 	fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+yearp);   
 3117: 
 3118:      	for (agec=fage; agec>=(ageminpar-1); agec--){ 
 3119: 	  nhstepm=(int) rint((agelim-agec)*YEARM/stepm); 
 3120: 	  nhstepm = nhstepm/hstepm; 
 3121: 	  p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 3122: 	  oldm=oldms;savm=savms;
 3123: 	  hpxij(p3mat,nhstepm,agec,hstepm,p,nlstate,stepm,oldm,savm, k);  
 3124: 	
 3125: 	  for (h=0; h<=nhstepm; h++){
 3126: 	    if (h==(int) (YEARM*yearp)) {
 3127:               fprintf(ficresf,"\n");
 3128:               for(j=1;j<=cptcoveff;j++) 
 3129:                 fprintf(ficresf,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 3130: 	      fprintf(ficresf,"%.f %.f ",anproj1+yearp,agec+h*hstepm/YEARM*stepm);
 3131: 	    } 
 3132: 	    for(j=1; j<=nlstate+ndeath;j++) {
 3133: 	      ppij=0.;
 3134: 	      for(i=1; i<=nlstate;i++) {
 3135: 		if (mobilav==1) 
 3136: 		  ppij=ppij+p3mat[i][j][h]*mobaverage[(int)agec][i][cptcod];
 3137: 		else {
 3138: 		  ppij=ppij+p3mat[i][j][h]*probs[(int)(agec)][i][cptcod];
 3139: 		}
 3140: 		if (h==(int)(YEARM*yearp))
 3141: 		  fprintf(ficresf," %.3f", p3mat[i][j][h]);
 3142: 	      }
 3143: 	      if (h==(int)(YEARM*yearp)){
 3144: 		fprintf(ficresf," %.3f", ppij);
 3145: 	      }
 3146: 	    }
 3147: 	  }
 3148: 	  free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 3149: 	}
 3150:       }
 3151:     }
 3152:   }
 3153:        
 3154:   if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3155: 
 3156:   fclose(ficresf);
 3157: }
 3158: 
 3159: /************** Forecasting *****not tested NB*************/
 3160: 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){
 3161:   
 3162:   int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;
 3163:   int *popage;
 3164:   double calagedatem, agelim, kk1, kk2;
 3165:   double *popeffectif,*popcount;
 3166:   double ***p3mat,***tabpop,***tabpopprev;
 3167:   double ***mobaverage;
 3168:   char filerespop[FILENAMELENGTH];
 3169: 
 3170:   tabpop= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3171:   tabpopprev= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3172:   agelim=AGESUP;
 3173:   calagedatem=(anpyram+mpyram/12.+jpyram/365.-dateintmean)*YEARM;
 3174:   
 3175:   prevalence(ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
 3176:   
 3177:   
 3178:   strcpy(filerespop,"pop"); 
 3179:   strcat(filerespop,fileres);
 3180:   if((ficrespop=fopen(filerespop,"w"))==NULL) {
 3181:     printf("Problem with forecast resultfile: %s\n", filerespop);
 3182:     fprintf(ficlog,"Problem with forecast resultfile: %s\n", filerespop);
 3183:   }
 3184:   printf("Computing forecasting: result on file '%s' \n", filerespop);
 3185:   fprintf(ficlog,"Computing forecasting: result on file '%s' \n", filerespop);
 3186: 
 3187:   if (cptcoveff==0) ncodemax[cptcoveff]=1;
 3188: 
 3189:   if (mobilav!=0) {
 3190:     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3191:     if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
 3192:       fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
 3193:       printf(" Error in movingaverage mobilav=%d\n",mobilav);
 3194:     }
 3195:   }
 3196: 
 3197:   stepsize=(int) (stepm+YEARM-1)/YEARM;
 3198:   if (stepm<=12) stepsize=1;
 3199:   
 3200:   agelim=AGESUP;
 3201:   
 3202:   hstepm=1;
 3203:   hstepm=hstepm/stepm; 
 3204:   
 3205:   if (popforecast==1) {
 3206:     if((ficpop=fopen(popfile,"r"))==NULL) {
 3207:       printf("Problem with population file : %s\n",popfile);exit(0);
 3208:       fprintf(ficlog,"Problem with population file : %s\n",popfile);exit(0);
 3209:     } 
 3210:     popage=ivector(0,AGESUP);
 3211:     popeffectif=vector(0,AGESUP);
 3212:     popcount=vector(0,AGESUP);
 3213:     
 3214:     i=1;   
 3215:     while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF) i=i+1;
 3216:    
 3217:     imx=i;
 3218:     for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];
 3219:   }
 3220: 
 3221:   for(cptcov=1,k=0;cptcov<=i2;cptcov++){
 3222:    for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
 3223:       k=k+1;
 3224:       fprintf(ficrespop,"\n#******");
 3225:       for(j=1;j<=cptcoveff;j++) {
 3226: 	fprintf(ficrespop," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 3227:       }
 3228:       fprintf(ficrespop,"******\n");
 3229:       fprintf(ficrespop,"# Age");
 3230:       for(j=1; j<=nlstate+ndeath;j++) fprintf(ficrespop," P.%d",j);
 3231:       if (popforecast==1)  fprintf(ficrespop," [Population]");
 3232:       
 3233:       for (cpt=0; cpt<=0;cpt++) { 
 3234: 	fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
 3235: 	
 3236:      	for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
 3237: 	  nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
 3238: 	  nhstepm = nhstepm/hstepm; 
 3239: 	  
 3240: 	  p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 3241: 	  oldm=oldms;savm=savms;
 3242: 	  hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
 3243: 	
 3244: 	  for (h=0; h<=nhstepm; h++){
 3245: 	    if (h==(int) (calagedatem+YEARM*cpt)) {
 3246: 	      fprintf(ficrespop,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
 3247: 	    } 
 3248: 	    for(j=1; j<=nlstate+ndeath;j++) {
 3249: 	      kk1=0.;kk2=0;
 3250: 	      for(i=1; i<=nlstate;i++) {	      
 3251: 		if (mobilav==1) 
 3252: 		  kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];
 3253: 		else {
 3254: 		  kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];
 3255: 		}
 3256: 	      }
 3257: 	      if (h==(int)(calagedatem+12*cpt)){
 3258: 		tabpop[(int)(agedeb)][j][cptcod]=kk1;
 3259: 		  /*fprintf(ficrespop," %.3f", kk1);
 3260: 		    if (popforecast==1) fprintf(ficrespop," [%.f]", kk1*popeffectif[(int)agedeb+1]);*/
 3261: 	      }
 3262: 	    }
 3263: 	    for(i=1; i<=nlstate;i++){
 3264: 	      kk1=0.;
 3265: 		for(j=1; j<=nlstate;j++){
 3266: 		  kk1= kk1+tabpop[(int)(agedeb)][j][cptcod]; 
 3267: 		}
 3268: 		  tabpopprev[(int)(agedeb)][i][cptcod]=tabpop[(int)(agedeb)][i][cptcod]/kk1*popeffectif[(int)(agedeb+(calagedatem+12*cpt)*hstepm/YEARM*stepm-1)];
 3269: 	    }
 3270: 
 3271: 	    if (h==(int)(calagedatem+12*cpt)) for(j=1; j<=nlstate;j++) 
 3272: 	      fprintf(ficrespop," %15.2f",tabpopprev[(int)(agedeb+1)][j][cptcod]);
 3273: 	  }
 3274: 	  free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 3275: 	}
 3276:       }
 3277:  
 3278:   /******/
 3279: 
 3280:       for (cpt=1; cpt<=(anpyram1-anpyram);cpt++) { 
 3281: 	fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
 3282: 	for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
 3283: 	  nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
 3284: 	  nhstepm = nhstepm/hstepm; 
 3285: 	  
 3286: 	  p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 3287: 	  oldm=oldms;savm=savms;
 3288: 	  hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
 3289: 	  for (h=0; h<=nhstepm; h++){
 3290: 	    if (h==(int) (calagedatem+YEARM*cpt)) {
 3291: 	      fprintf(ficresf,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
 3292: 	    } 
 3293: 	    for(j=1; j<=nlstate+ndeath;j++) {
 3294: 	      kk1=0.;kk2=0;
 3295: 	      for(i=1; i<=nlstate;i++) {	      
 3296: 		kk1=kk1+p3mat[i][j][h]*tabpopprev[(int)agedeb+1][i][cptcod];	
 3297: 	      }
 3298: 	      if (h==(int)(calagedatem+12*cpt)) fprintf(ficresf," %15.2f", kk1);	
 3299: 	    }
 3300: 	  }
 3301: 	  free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 3302: 	}
 3303:       }
 3304:    } 
 3305:   }
 3306:  
 3307:   if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3308: 
 3309:   if (popforecast==1) {
 3310:     free_ivector(popage,0,AGESUP);
 3311:     free_vector(popeffectif,0,AGESUP);
 3312:     free_vector(popcount,0,AGESUP);
 3313:   }
 3314:   free_ma3x(tabpop,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3315:   free_ma3x(tabpopprev,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3316:   fclose(ficrespop);
 3317: }
 3318: 
 3319: /***********************************************/
 3320: /**************** Main Program *****************/
 3321: /***********************************************/
 3322: 
 3323: int main(int argc, char *argv[])
 3324: {
 3325:   int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav);
 3326:   int i,j, k, n=MAXN,iter,m,size,cptcode, cptcod;
 3327:   double agedeb, agefin,hf;
 3328:   double ageminpar=1.e20,agemin=1.e20, agemaxpar=-1.e20, agemax=-1.e20;
 3329: 
 3330:   double fret;
 3331:   double **xi,tmp,delta;
 3332: 
 3333:   double dum; /* Dummy variable */
 3334:   double ***p3mat;
 3335:   double ***mobaverage;
 3336:   int *indx;
 3337:   char line[MAXLINE], linepar[MAXLINE];
 3338:   char path[80],pathc[80],pathcd[80],pathtot[80],model[80];
 3339:   int firstobs=1, lastobs=10;
 3340:   int sdeb, sfin; /* Status at beginning and end */
 3341:   int c,  h , cpt,l;
 3342:   int ju,jl, mi;
 3343:   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;
 3344:   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,*tab; 
 3345:   int mobilavproj=0 , prevfcast=0 ; /* moving average of prev, If prevfcast=1 prevalence projection */
 3346:   int mobilav=0,popforecast=0;
 3347:   int hstepm, nhstepm;
 3348:   double jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,jpyram, mpyram,anpyram,jpyram1, mpyram1,anpyram1;
 3349: 
 3350:   double bage, fage, age, agelim, agebase;
 3351:   double ftolpl=FTOL;
 3352:   double **prlim;
 3353:   double *severity;
 3354:   double ***param; /* Matrix of parameters */
 3355:   double  *p;
 3356:   double **matcov; /* Matrix of covariance */
 3357:   double ***delti3; /* Scale */
 3358:   double *delti; /* Scale */
 3359:   double ***eij, ***vareij;
 3360:   double **varpl; /* Variances of prevalence limits by age */
 3361:   double *epj, vepp;
 3362:   double kk1, kk2;
 3363:   double dateprev1, dateprev2,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2;
 3364: 
 3365:   char *alph[]={"a","a","b","c","d","e"}, str[4];
 3366: 
 3367: 
 3368:   char z[1]="c", occ;
 3369: #include <sys/time.h>
 3370: #include <time.h>
 3371:   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
 3372:  
 3373:   /* long total_usecs;
 3374:      struct timeval start_time, end_time;
 3375:   
 3376:      gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
 3377:   getcwd(pathcd, size);
 3378: 
 3379:   printf("\n%s",version);
 3380:   if(argc <=1){
 3381:     printf("\nEnter the parameter file name: ");
 3382:     scanf("%s",pathtot);
 3383:   }
 3384:   else{
 3385:     strcpy(pathtot,argv[1]);
 3386:   }
 3387:   /*if(getcwd(pathcd, 80)!= NULL)printf ("Error pathcd\n");*/
 3388:   /*cygwin_split_path(pathtot,path,optionfile);
 3389:     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/
 3390:   /* cutv(path,optionfile,pathtot,'\\');*/
 3391: 
 3392:   split(pathtot,path,optionfile,optionfilext,optionfilefiname);
 3393:   printf("pathtot=%s, path=%s, optionfile=%s optionfilext=%s optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
 3394:   chdir(path);
 3395:   replace(pathc,path);
 3396: 
 3397:   /*-------- arguments in the command line --------*/
 3398: 
 3399:   /* Log file */
 3400:   strcat(filelog, optionfilefiname);
 3401:   strcat(filelog,".log");    /* */
 3402:   if((ficlog=fopen(filelog,"w"))==NULL)    {
 3403:     printf("Problem with logfile %s\n",filelog);
 3404:     goto end;
 3405:   }
 3406:   fprintf(ficlog,"Log filename:%s\n",filelog);
 3407:   fprintf(ficlog,"\n%s",version);
 3408:   fprintf(ficlog,"\nEnter the parameter file name: ");
 3409:   fprintf(ficlog,"pathtot=%s, path=%s, optionfile=%s optionfilext=%s optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
 3410:   fflush(ficlog);
 3411: 
 3412:   /* */
 3413:   strcpy(fileres,"r");
 3414:   strcat(fileres, optionfilefiname);
 3415:   strcat(fileres,".txt");    /* Other files have txt extension */
 3416: 
 3417:   /*---------arguments file --------*/
 3418: 
 3419:   if((ficpar=fopen(optionfile,"r"))==NULL)    {
 3420:     printf("Problem with optionfile %s\n",optionfile);
 3421:     fprintf(ficlog,"Problem with optionfile %s\n",optionfile);
 3422:     goto end;
 3423:   }
 3424: 
 3425:   strcpy(filereso,"o");
 3426:   strcat(filereso,fileres);
 3427:   if((ficparo=fopen(filereso,"w"))==NULL) {
 3428:     printf("Problem with Output resultfile: %s\n", filereso);
 3429:     fprintf(ficlog,"Problem with Output resultfile: %s\n", filereso);
 3430:     goto end;
 3431:   }
 3432: 
 3433:   /* Reads comments: lines beginning with '#' */
 3434:   while((c=getc(ficpar))=='#' && c!= EOF){
 3435:     ungetc(c,ficpar);
 3436:     fgets(line, MAXLINE, ficpar);
 3437:     puts(line);
 3438:     fputs(line,ficparo);
 3439:   }
 3440:   ungetc(c,ficpar);
 3441: 
 3442:   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);
 3443:   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);
 3444:   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);
 3445:   while((c=getc(ficpar))=='#' && c!= EOF){
 3446:     ungetc(c,ficpar);
 3447:     fgets(line, MAXLINE, ficpar);
 3448:     puts(line);
 3449:     fputs(line,ficparo);
 3450:   }
 3451:   ungetc(c,ficpar);
 3452:   
 3453:    
 3454:   covar=matrix(0,NCOVMAX,1,n); 
 3455:   cptcovn=0; /*Number of covariates, i.e. number of '+' in model statement*/
 3456:   if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;
 3457: 
 3458:   ncovmodel=2+cptcovn; /*Number of variables = cptcovn + intercept + age */
 3459:   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
 3460:   
 3461:   /* Read guess parameters */
 3462:   /* Reads comments: lines beginning with '#' */
 3463:   while((c=getc(ficpar))=='#' && c!= EOF){
 3464:     ungetc(c,ficpar);
 3465:     fgets(line, MAXLINE, ficpar);
 3466:     puts(line);
 3467:     fputs(line,ficparo);
 3468:   }
 3469:   ungetc(c,ficpar);
 3470:   
 3471:   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
 3472:   for(i=1; i <=nlstate; i++)
 3473:     for(j=1; j <=nlstate+ndeath-1; j++){
 3474:       fscanf(ficpar,"%1d%1d",&i1,&j1);
 3475:       fprintf(ficparo,"%1d%1d",i1,j1);
 3476:       if(mle==1)
 3477: 	printf("%1d%1d",i,j);
 3478:       fprintf(ficlog,"%1d%1d",i,j);
 3479:       for(k=1; k<=ncovmodel;k++){
 3480: 	fscanf(ficpar," %lf",&param[i][j][k]);
 3481: 	if(mle==1){
 3482: 	  printf(" %lf",param[i][j][k]);
 3483: 	  fprintf(ficlog," %lf",param[i][j][k]);
 3484: 	}
 3485: 	else
 3486: 	  fprintf(ficlog," %lf",param[i][j][k]);
 3487: 	fprintf(ficparo," %lf",param[i][j][k]);
 3488:       }
 3489:       fscanf(ficpar,"\n");
 3490:       if(mle==1)
 3491: 	printf("\n");
 3492:       fprintf(ficlog,"\n");
 3493:       fprintf(ficparo,"\n");
 3494:     }
 3495:   
 3496:   npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/
 3497: 
 3498:   p=param[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:   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
 3510:   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */
 3511:   for(i=1; i <=nlstate; i++){
 3512:     for(j=1; j <=nlstate+ndeath-1; j++){
 3513:       fscanf(ficpar,"%1d%1d",&i1,&j1);
 3514:       printf("%1d%1d",i,j);
 3515:       fprintf(ficparo,"%1d%1d",i1,j1);
 3516:       for(k=1; k<=ncovmodel;k++){
 3517: 	fscanf(ficpar,"%le",&delti3[i][j][k]);
 3518: 	printf(" %le",delti3[i][j][k]);
 3519: 	fprintf(ficparo," %le",delti3[i][j][k]);
 3520:       }
 3521:       fscanf(ficpar,"\n");
 3522:       printf("\n");
 3523:       fprintf(ficparo,"\n");
 3524:     }
 3525:   }
 3526:   delti=delti3[1][1];
 3527:   
 3528:   /* Reads comments: lines beginning with '#' */
 3529:   while((c=getc(ficpar))=='#' && c!= EOF){
 3530:     ungetc(c,ficpar);
 3531:     fgets(line, MAXLINE, ficpar);
 3532:     puts(line);
 3533:     fputs(line,ficparo);
 3534:   }
 3535:   ungetc(c,ficpar);
 3536:   
 3537:   matcov=matrix(1,npar,1,npar);
 3538:   for(i=1; i <=npar; i++){
 3539:     fscanf(ficpar,"%s",&str);
 3540:     if(mle==1)
 3541:       printf("%s",str);
 3542:     fprintf(ficlog,"%s",str);
 3543:     fprintf(ficparo,"%s",str);
 3544:     for(j=1; j <=i; j++){
 3545:       fscanf(ficpar," %le",&matcov[i][j]);
 3546:       if(mle==1){
 3547: 	printf(" %.5le",matcov[i][j]);
 3548: 	fprintf(ficlog," %.5le",matcov[i][j]);
 3549:       }
 3550:       else
 3551: 	fprintf(ficlog," %.5le",matcov[i][j]);
 3552:       fprintf(ficparo," %.5le",matcov[i][j]);
 3553:     }
 3554:     fscanf(ficpar,"\n");
 3555:     if(mle==1)
 3556:       printf("\n");
 3557:     fprintf(ficlog,"\n");
 3558:     fprintf(ficparo,"\n");
 3559:   }
 3560:   for(i=1; i <=npar; i++)
 3561:     for(j=i+1;j<=npar;j++)
 3562:       matcov[i][j]=matcov[j][i];
 3563:    
 3564:   if(mle==1)
 3565:     printf("\n");
 3566:   fprintf(ficlog,"\n");
 3567: 
 3568: 
 3569:   /*-------- Rewriting paramater file ----------*/
 3570:   strcpy(rfileres,"r");    /* "Rparameterfile */
 3571:   strcat(rfileres,optionfilefiname);    /* Parameter file first name*/
 3572:   strcat(rfileres,".");    /* */
 3573:   strcat(rfileres,optionfilext);    /* Other files have txt extension */
 3574:   if((ficres =fopen(rfileres,"w"))==NULL) {
 3575:     printf("Problem writing new parameter file: %s\n", fileres);goto end;
 3576:     fprintf(ficlog,"Problem writing new parameter file: %s\n", fileres);goto end;
 3577:   }
 3578:   fprintf(ficres,"#%s\n",version);
 3579:     
 3580:   /*-------- data file ----------*/
 3581:   if((fic=fopen(datafile,"r"))==NULL)    {
 3582:     printf("Problem with datafile: %s\n", datafile);goto end;
 3583:     fprintf(ficlog,"Problem with datafile: %s\n", datafile);goto end;
 3584:   }
 3585: 
 3586:   n= lastobs;
 3587:   severity = vector(1,maxwav);
 3588:   outcome=imatrix(1,maxwav+1,1,n);
 3589:   num=ivector(1,n);
 3590:   moisnais=vector(1,n);
 3591:   annais=vector(1,n);
 3592:   moisdc=vector(1,n);
 3593:   andc=vector(1,n);
 3594:   agedc=vector(1,n);
 3595:   cod=ivector(1,n);
 3596:   weight=vector(1,n);
 3597:   for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
 3598:   mint=matrix(1,maxwav,1,n);
 3599:   anint=matrix(1,maxwav,1,n);
 3600:   s=imatrix(1,maxwav+1,1,n);
 3601:   tab=ivector(1,NCOVMAX);
 3602:   ncodemax=ivector(1,8);
 3603: 
 3604:   i=1;
 3605:   while (fgets(line, MAXLINE, fic) != NULL)    {
 3606:     if ((i >= firstobs) && (i <=lastobs)) {
 3607: 	
 3608:       for (j=maxwav;j>=1;j--){
 3609: 	cutv(stra, strb,line,' '); s[j][i]=atoi(strb); 
 3610: 	strcpy(line,stra);
 3611: 	cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
 3612: 	cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
 3613:       }
 3614: 	
 3615:       cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);
 3616:       cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);
 3617: 
 3618:       cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);
 3619:       cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);
 3620: 
 3621:       cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);
 3622:       for (j=ncovcol;j>=1;j--){
 3623: 	cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);
 3624:       } 
 3625:       num[i]=atol(stra);
 3626: 	
 3627:       /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){
 3628: 	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;}*/
 3629: 
 3630:       i=i+1;
 3631:     }
 3632:   }
 3633:   /* printf("ii=%d", ij);
 3634:      scanf("%d",i);*/
 3635:   imx=i-1; /* Number of individuals */
 3636: 
 3637:   /* for (i=1; i<=imx; i++){
 3638:     if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;
 3639:     if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;
 3640:     if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;
 3641:     }*/
 3642:    /*  for (i=1; i<=imx; i++){
 3643:      if (s[4][i]==9)  s[4][i]=-1; 
 3644:      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]));}*/
 3645:   
 3646:  for (i=1; i<=imx; i++)
 3647:  
 3648:    /*if ((s[3][i]==3) ||  (s[4][i]==3)) weight[i]=0.08;
 3649:      else weight[i]=1;*/
 3650: 
 3651:   /* Calculation of the number of parameter from char model*/
 3652:   Tvar=ivector(1,15); /* stores the number n of the covariates in Vm+Vn at 1 and m at 2 */
 3653:   Tprod=ivector(1,15); 
 3654:   Tvaraff=ivector(1,15); 
 3655:   Tvard=imatrix(1,15,1,2);
 3656:   Tage=ivector(1,15);      
 3657:    
 3658:   if (strlen(model) >1){ /* If there is at least 1 covariate */
 3659:     j=0, j1=0, k1=1, k2=1;
 3660:     j=nbocc(model,'+'); /* j=Number of '+' */
 3661:     j1=nbocc(model,'*'); /* j1=Number of '*' */
 3662:     cptcovn=j+1; 
 3663:     cptcovprod=j1; /*Number of products */
 3664:     
 3665:     strcpy(modelsav,model); 
 3666:     if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){
 3667:       printf("Error. Non available option model=%s ",model);
 3668:       fprintf(ficlog,"Error. Non available option model=%s ",model);
 3669:       goto end;
 3670:     }
 3671:     
 3672:     /* This loop fills the array Tvar from the string 'model'.*/
 3673: 
 3674:     for(i=(j+1); i>=1;i--){
 3675:       cutv(stra,strb,modelsav,'+'); /* keeps in strb after the last + */ 
 3676:       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav); /* and analyzes it */
 3677:       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/
 3678:       /*scanf("%d",i);*/
 3679:       if (strchr(strb,'*')) {  /* Model includes a product */
 3680: 	cutv(strd,strc,strb,'*'); /* strd*strc  Vm*Vn (if not *age)*/
 3681: 	if (strcmp(strc,"age")==0) { /* Vn*age */
 3682: 	  cptcovprod--;
 3683: 	  cutv(strb,stre,strd,'V');
 3684: 	  Tvar[i]=atoi(stre); /* computes n in Vn and stores in Tvar*/
 3685: 	  cptcovage++;
 3686: 	    Tage[cptcovage]=i;
 3687: 	    /*printf("stre=%s ", stre);*/
 3688: 	}
 3689: 	else if (strcmp(strd,"age")==0) { /* or age*Vn */
 3690: 	  cptcovprod--;
 3691: 	  cutv(strb,stre,strc,'V');
 3692: 	  Tvar[i]=atoi(stre);
 3693: 	  cptcovage++;
 3694: 	  Tage[cptcovage]=i;
 3695: 	}
 3696: 	else {  /* Age is not in the model */
 3697: 	  cutv(strb,stre,strc,'V'); /* strc= Vn, stre is n*/
 3698: 	  Tvar[i]=ncovcol+k1;
 3699: 	  cutv(strb,strc,strd,'V'); /* strd was Vm, strc is m */
 3700: 	  Tprod[k1]=i;
 3701: 	  Tvard[k1][1]=atoi(strc); /* m*/
 3702: 	  Tvard[k1][2]=atoi(stre); /* n */
 3703: 	  Tvar[cptcovn+k2]=Tvard[k1][1];
 3704: 	  Tvar[cptcovn+k2+1]=Tvard[k1][2]; 
 3705: 	  for (k=1; k<=lastobs;k++) 
 3706: 	    covar[ncovcol+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];
 3707: 	  k1++;
 3708: 	  k2=k2+2;
 3709: 	}
 3710:       }
 3711:       else { /* no more sum */
 3712: 	/*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/
 3713:        /*  scanf("%d",i);*/
 3714:       cutv(strd,strc,strb,'V');
 3715:       Tvar[i]=atoi(strc);
 3716:       }
 3717:       strcpy(modelsav,stra);  
 3718:       /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);
 3719: 	scanf("%d",i);*/
 3720:     } /* end of loop + */
 3721:   } /* end model */
 3722:   
 3723:   /*The number n of Vn is stored in Tvar. cptcovage =number of age covariate. Tage gives the position of age. cptcovprod= number of products.
 3724:     If model=V1+V1*age then Tvar[1]=1 Tvar[2]=1 cptcovage=1 Tage[1]=2 cptcovprod=0*/
 3725: 
 3726:   /* printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);
 3727:   printf("cptcovprod=%d ", cptcovprod);
 3728:   fprintf(ficlog,"cptcovprod=%d ", cptcovprod);
 3729: 
 3730:   scanf("%d ",i);
 3731:   fclose(fic);*/
 3732: 
 3733:     /*  if(mle==1){*/
 3734:   if (weightopt != 1) { /* Maximisation without weights*/
 3735:     for(i=1;i<=n;i++) weight[i]=1.0;
 3736:   }
 3737:     /*-calculation of age at interview from date of interview and age at death -*/
 3738:   agev=matrix(1,maxwav,1,imx);
 3739: 
 3740:   for (i=1; i<=imx; i++) {
 3741:     for(m=2; (m<= maxwav); m++) {
 3742:       if ((mint[m][i]== 99) && (s[m][i] <= nlstate)){
 3743: 	anint[m][i]=9999;
 3744: 	s[m][i]=-1;
 3745:       }
 3746:       if(moisdc[i]==99 && andc[i]==9999 & s[m][i]>nlstate) s[m][i]=-1;
 3747:     }
 3748:   }
 3749: 
 3750:   for (i=1; i<=imx; i++)  {
 3751:     agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
 3752:     for(m=firstpass; (m<= lastpass); m++){
 3753:       if(s[m][i] >0){
 3754: 	if (s[m][i] >= nlstate+1) {
 3755: 	  if(agedc[i]>0)
 3756: 	    if(moisdc[i]!=99 && andc[i]!=9999)
 3757: 	      agev[m][i]=agedc[i];
 3758: 	  /*if(moisdc[i]==99 && andc[i]==9999) s[m][i]=-1;*/
 3759: 	    else {
 3760: 	      if (andc[i]!=9999){
 3761: 		printf("Warning negative age at death: %d line:%d\n",num[i],i);
 3762: 		fprintf(ficlog,"Warning negative age at death: %d line:%d\n",num[i],i);
 3763: 		agev[m][i]=-1;
 3764: 	      }
 3765: 	    }
 3766: 	}
 3767: 	else if(s[m][i] !=9){ /* Standard case, age in fractional
 3768: 				 years but with the precision of a
 3769: 				 month */
 3770: 	  agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
 3771: 	  if(mint[m][i]==99 || anint[m][i]==9999)
 3772: 	    agev[m][i]=1;
 3773: 	  else if(agev[m][i] <agemin){ 
 3774: 	    agemin=agev[m][i];
 3775: 	    /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
 3776: 	  }
 3777: 	  else if(agev[m][i] >agemax){
 3778: 	    agemax=agev[m][i];
 3779: 	    /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
 3780: 	  }
 3781: 	  /*agev[m][i]=anint[m][i]-annais[i];*/
 3782: 	  /*	 agev[m][i] = age[i]+2*m;*/
 3783: 	}
 3784: 	else { /* =9 */
 3785: 	  agev[m][i]=1;
 3786: 	  s[m][i]=-1;
 3787: 	}
 3788:       }
 3789:       else /*= 0 Unknown */
 3790: 	agev[m][i]=1;
 3791:     }
 3792:     
 3793:   }
 3794:   for (i=1; i<=imx; i++)  {
 3795:     for(m=firstpass; (m<=lastpass); m++){
 3796:       if (s[m][i] > (nlstate+ndeath)) {
 3797: 	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);	
 3798: 	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);	
 3799: 	goto end;
 3800:       }
 3801:     }
 3802:   }
 3803: 
 3804:   /*for (i=1; i<=imx; i++){
 3805:   for (m=firstpass; (m<lastpass); m++){
 3806:      printf("%d %d %.lf %d %d\n", num[i],(covar[1][i]),agev[m][i],s[m][i],s[m+1][i]);
 3807: }
 3808: 
 3809: }*/
 3810: 
 3811:   printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
 3812:   fprintf(ficlog,"Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax); 
 3813: 
 3814:   free_vector(severity,1,maxwav);
 3815:   free_imatrix(outcome,1,maxwav+1,1,n);
 3816:   free_vector(moisnais,1,n);
 3817:   free_vector(annais,1,n);
 3818:   /* free_matrix(mint,1,maxwav,1,n);
 3819:      free_matrix(anint,1,maxwav,1,n);*/
 3820:   free_vector(moisdc,1,n);
 3821:   free_vector(andc,1,n);
 3822: 
 3823:    
 3824:   wav=ivector(1,imx);
 3825:   dh=imatrix(1,lastpass-firstpass+1,1,imx);
 3826:   bh=imatrix(1,lastpass-firstpass+1,1,imx);
 3827:   mw=imatrix(1,lastpass-firstpass+1,1,imx);
 3828:    
 3829:   /* Concatenates waves */
 3830:   concatwav(wav, dh, bh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);
 3831: 
 3832:   /* Routine tricode is to calculate cptcoveff (real number of unique covariates) and to associate covariable number and modality */
 3833: 
 3834:   Tcode=ivector(1,100);
 3835:   nbcode=imatrix(0,NCOVMAX,0,NCOVMAX); 
 3836:   ncodemax[1]=1;
 3837:   if (cptcovn > 0) tricode(Tvar,nbcode,imx);
 3838:       
 3839:   codtab=imatrix(1,100,1,10); /* Cross tabulation to get the order of 
 3840: 				 the estimations*/
 3841:   h=0;
 3842:   m=pow(2,cptcoveff);
 3843:  
 3844:   for(k=1;k<=cptcoveff; k++){
 3845:     for(i=1; i <=(m/pow(2,k));i++){
 3846:       for(j=1; j <= ncodemax[k]; j++){
 3847: 	for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){
 3848: 	  h++;
 3849: 	  if (h>m) h=1;codtab[h][k]=j;codtab[h][Tvar[k]]=j;
 3850: 	  /*  printf("h=%d k=%d j=%d codtab[h][k]=%d tvar[k]=%d \n",h, k,j,codtab[h][k],Tvar[k]);*/
 3851: 	} 
 3852:       }
 3853:     }
 3854:   } 
 3855:   /* printf("codtab[1][2]=%d codtab[2][2]=%d",codtab[1][2],codtab[2][2]); 
 3856:      codtab[1][2]=1;codtab[2][2]=2; */
 3857:   /* for(i=1; i <=m ;i++){ 
 3858:      for(k=1; k <=cptcovn; k++){
 3859:      printf("i=%d k=%d %d %d ",i,k,codtab[i][k], cptcoveff);
 3860:      }
 3861:      printf("\n");
 3862:      }
 3863:      scanf("%d",i);*/
 3864:     
 3865:   /* Calculates basic frequencies. Computes observed prevalence at single age
 3866:      and prints on file fileres'p'. */
 3867: 
 3868:     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 3869:     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 3870:     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 3871:     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 3872:     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
 3873:     
 3874:    
 3875:   /* For Powell, parameters are in a vector p[] starting at p[1]
 3876:      so we point p on param[1][1] so that p[1] maps on param[1][1][1] */
 3877:   p=param[1][1]; /* *(*(*(param +1)+1)+0) */
 3878: 
 3879:   if(mle>=1){ /* Could be 1 or 2 */
 3880:     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);
 3881:   }
 3882:     
 3883:   /*--------- results files --------------*/
 3884:   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);
 3885:   
 3886: 
 3887:   jk=1;
 3888:   fprintf(ficres,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
 3889:   printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
 3890:   fprintf(ficlog,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
 3891:   for(i=1,jk=1; i <=nlstate; i++){
 3892:     for(k=1; k <=(nlstate+ndeath); k++){
 3893:       if (k != i) 
 3894: 	{
 3895: 	  printf("%d%d ",i,k);
 3896: 	  fprintf(ficlog,"%d%d ",i,k);
 3897: 	  fprintf(ficres,"%1d%1d ",i,k);
 3898: 	  for(j=1; j <=ncovmodel; j++){
 3899: 	    printf("%f ",p[jk]);
 3900: 	    fprintf(ficlog,"%f ",p[jk]);
 3901: 	    fprintf(ficres,"%f ",p[jk]);
 3902: 	    jk++; 
 3903: 	  }
 3904: 	  printf("\n");
 3905: 	  fprintf(ficlog,"\n");
 3906: 	  fprintf(ficres,"\n");
 3907: 	}
 3908:     }
 3909:   }
 3910:   if(mle==1){
 3911:     /* Computing hessian and covariance matrix */
 3912:     ftolhess=ftol; /* Usually correct */
 3913:     hesscov(matcov, p, npar, delti, ftolhess, func);
 3914:   }
 3915:   fprintf(ficres,"# Scales (for hessian or gradient estimation)\n");
 3916:   printf("# Scales (for hessian or gradient estimation)\n");
 3917:   fprintf(ficlog,"# Scales (for hessian or gradient estimation)\n");
 3918:   for(i=1,jk=1; i <=nlstate; i++){
 3919:     for(j=1; j <=nlstate+ndeath; j++){
 3920:       if (j!=i) {
 3921: 	fprintf(ficres,"%1d%1d",i,j);
 3922: 	printf("%1d%1d",i,j);
 3923: 	fprintf(ficlog,"%1d%1d",i,j);
 3924: 	for(k=1; k<=ncovmodel;k++){
 3925: 	  printf(" %.5e",delti[jk]);
 3926: 	  fprintf(ficlog," %.5e",delti[jk]);
 3927: 	  fprintf(ficres," %.5e",delti[jk]);
 3928: 	  jk++;
 3929: 	}
 3930: 	printf("\n");
 3931: 	fprintf(ficlog,"\n");
 3932: 	fprintf(ficres,"\n");
 3933:       }
 3934:     }
 3935:   }
 3936:    
 3937:   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");
 3938:   if(mle==1)
 3939:     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");
 3940:   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");
 3941:   for(i=1,k=1;i<=npar;i++){
 3942:     /*  if (k>nlstate) k=1;
 3943: 	i1=(i-1)/(ncovmodel*nlstate)+1; 
 3944: 	fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);
 3945: 	printf("%s%d%d",alph[k],i1,tab[i]);
 3946:     */
 3947:     fprintf(ficres,"%3d",i);
 3948:     if(mle==1)
 3949:       printf("%3d",i);
 3950:     fprintf(ficlog,"%3d",i);
 3951:     for(j=1; j<=i;j++){
 3952:       fprintf(ficres," %.5e",matcov[i][j]);
 3953:       if(mle==1)
 3954: 	printf(" %.5e",matcov[i][j]);
 3955:       fprintf(ficlog," %.5e",matcov[i][j]);
 3956:     }
 3957:     fprintf(ficres,"\n");
 3958:     if(mle==1)
 3959:       printf("\n");
 3960:     fprintf(ficlog,"\n");
 3961:     k++;
 3962:   }
 3963:    
 3964:   while((c=getc(ficpar))=='#' && c!= EOF){
 3965:     ungetc(c,ficpar);
 3966:     fgets(line, MAXLINE, ficpar);
 3967:     puts(line);
 3968:     fputs(line,ficparo);
 3969:   }
 3970:   ungetc(c,ficpar);
 3971: 
 3972:   estepm=0;
 3973:   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf estepm=%d\n",&ageminpar,&agemaxpar, &bage, &fage, &estepm);
 3974:   if (estepm==0 || estepm < stepm) estepm=stepm;
 3975:   if (fage <= 2) {
 3976:     bage = ageminpar;
 3977:     fage = agemaxpar;
 3978:   }
 3979:    
 3980:   fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
 3981:   fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
 3982:   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
 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,"begin-prev-date=%lf/%lf/%lf end-prev-date=%lf/%lf/%lf mov_average=%d\n",&jprev1, &mprev1,&anprev1,&jprev2, &mprev2,&anprev2,&mobilav);
 3993:   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);
 3994:   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);
 3995:   printf("begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
 3996:   fprintf(ficlog,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
 3997:    
 3998:   while((c=getc(ficpar))=='#' && c!= EOF){
 3999:     ungetc(c,ficpar);
 4000:     fgets(line, MAXLINE, ficpar);
 4001:     puts(line);
 4002:     fputs(line,ficparo);
 4003:   }
 4004:   ungetc(c,ficpar);
 4005:  
 4006: 
 4007:   dateprev1=anprev1+(mprev1-1)/12.+(jprev1-1)/365.;
 4008:   dateprev2=anprev2+(mprev2-1)/12.+(jprev2-1)/365.;
 4009: 
 4010:   fscanf(ficpar,"pop_based=%d\n",&popbased);
 4011:   fprintf(ficparo,"pop_based=%d\n",popbased);   
 4012:   fprintf(ficres,"pop_based=%d\n",popbased);   
 4013:   
 4014:   while((c=getc(ficpar))=='#' && c!= EOF){
 4015:     ungetc(c,ficpar);
 4016:     fgets(line, MAXLINE, ficpar);
 4017:     puts(line);
 4018:     fputs(line,ficparo);
 4019:   }
 4020:   ungetc(c,ficpar);
 4021: 
 4022:   fscanf(ficpar,"prevforecast=%d starting-proj-date=%lf/%lf/%lf final-proj-date=%lf/%lf/%lf mobil_average=%d\n",&prevfcast,&jproj1,&mproj1,&anproj1,&jproj2,&mproj2,&anproj2,&mobilavproj);
 4023:   fprintf(ficparo,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
 4024:   printf("prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
 4025:   fprintf(ficlog,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
 4026:   fprintf(ficres,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
 4027:   /* day and month of proj2 are not used but only year anproj2.*/
 4028: 
 4029:   while((c=getc(ficpar))=='#' && c!= EOF){
 4030:     ungetc(c,ficpar);
 4031:     fgets(line, MAXLINE, ficpar);
 4032:     puts(line);
 4033:     fputs(line,ficparo);
 4034:   }
 4035:   ungetc(c,ficpar);
 4036: 
 4037:   fscanf(ficpar,"popforecast=%d popfile=%s popfiledate=%lf/%lf/%lf last-popfiledate=%lf/%lf/%lf\n",&popforecast,popfile,&jpyram,&mpyram,&anpyram,&jpyram1,&mpyram1,&anpyram1);
 4038:   fprintf(ficparo,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
 4039:   fprintf(ficres,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
 4040: 
 4041:   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint,dateprev1,dateprev2,jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);
 4042: 
 4043:   /*------------ gnuplot -------------*/
 4044:   strcpy(optionfilegnuplot,optionfilefiname);
 4045:   strcat(optionfilegnuplot,".gp");
 4046:   if((ficgp=fopen(optionfilegnuplot,"w"))==NULL) {
 4047:     printf("Problem with file %s",optionfilegnuplot);
 4048:   }
 4049:   else{
 4050:     fprintf(ficgp,"\n# %s\n", version); 
 4051:     fprintf(ficgp,"# %s\n", optionfilegnuplot); 
 4052:     fprintf(ficgp,"set missing 'NaNq'\n");
 4053:   }
 4054:   fclose(ficgp);
 4055:   printinggnuplot(fileres, ageminpar,agemaxpar,fage, pathc,p);
 4056:   /*--------- index.htm --------*/
 4057: 
 4058:   strcpy(optionfilehtm,optionfile);
 4059:   strcat(optionfilehtm,".htm");
 4060:   if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
 4061:     printf("Problem with %s \n",optionfilehtm), exit(0);
 4062:   }
 4063: 
 4064:   fprintf(fichtm,"<body> <font size=\"2\">%s </font> <hr size=\"2\" color=\"#EC5E5E\"> \n
 4065: Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n
 4066: \n
 4067: Total number of observations=%d <br>\n
 4068: Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>\n
 4069: <hr  size=\"2\" color=\"#EC5E5E\">
 4070:  <ul><li><h4>Parameter files</h4>\n
 4071:  - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>\n
 4072:  - Log file of the run: <a href=\"%s\">%s</a><br>\n
 4073:  - 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);
 4074:   fclose(fichtm);
 4075: 
 4076:   printinghtml(fileres,title,datafile, firstpass, lastpass, stepm, weightopt,model,imx,jmin,jmax,jmean,rfileres,popforecast,estepm,jprev1,mprev1,anprev1,jprev2,mprev2,anprev2);
 4077:  
 4078:   /*------------ free_vector  -------------*/
 4079:   chdir(path);
 4080:  
 4081:   free_ivector(wav,1,imx);
 4082:   free_imatrix(dh,1,lastpass-firstpass+1,1,imx);
 4083:   free_imatrix(bh,1,lastpass-firstpass+1,1,imx);
 4084:   free_imatrix(mw,1,lastpass-firstpass+1,1,imx);   
 4085:   free_ivector(num,1,n);
 4086:   free_vector(agedc,1,n);
 4087:   /*free_matrix(covar,0,NCOVMAX,1,n);*/
 4088:   /*free_matrix(covar,1,NCOVMAX,1,n);*/
 4089:   fclose(ficparo);
 4090:   fclose(ficres);
 4091: 
 4092: 
 4093:   /*--------------- Prevalence limit  (stable prevalence) --------------*/
 4094:   
 4095:   strcpy(filerespl,"pl");
 4096:   strcat(filerespl,fileres);
 4097:   if((ficrespl=fopen(filerespl,"w"))==NULL) {
 4098:     printf("Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
 4099:     fprintf(ficlog,"Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
 4100:   }
 4101:   printf("Computing stable prevalence: result on file '%s' \n", filerespl);
 4102:   fprintf(ficlog,"Computing stable prevalence: result on file '%s' \n", filerespl);
 4103:   fprintf(ficrespl,"#Stable prevalence \n");
 4104:   fprintf(ficrespl,"#Age ");
 4105:   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);
 4106:   fprintf(ficrespl,"\n");
 4107:   
 4108:   prlim=matrix(1,nlstate,1,nlstate);
 4109: 
 4110:   agebase=ageminpar;
 4111:   agelim=agemaxpar;
 4112:   ftolpl=1.e-10;
 4113:   i1=cptcoveff;
 4114:   if (cptcovn < 1){i1=1;}
 4115: 
 4116:   for(cptcov=1,k=0;cptcov<=i1;cptcov++){
 4117:     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
 4118:       k=k+1;
 4119:       /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/
 4120:       fprintf(ficrespl,"\n#******");
 4121:       printf("\n#******");
 4122:       fprintf(ficlog,"\n#******");
 4123:       for(j=1;j<=cptcoveff;j++) {
 4124: 	fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 4125: 	printf(" V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 4126: 	fprintf(ficlog," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 4127:       }
 4128:       fprintf(ficrespl,"******\n");
 4129:       printf("******\n");
 4130:       fprintf(ficlog,"******\n");
 4131: 	
 4132:       for (age=agebase; age<=agelim; age++){
 4133: 	prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
 4134: 	fprintf(ficrespl,"%.0f ",age );
 4135:         for(j=1;j<=cptcoveff;j++)
 4136:  	  fprintf(ficrespl,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 4137: 	for(i=1; i<=nlstate;i++)
 4138: 	  fprintf(ficrespl," %.5f", prlim[i][i]);
 4139: 	fprintf(ficrespl,"\n");
 4140:       }
 4141:     }
 4142:   }
 4143:   fclose(ficrespl);
 4144: 
 4145:   /*------------- h Pij x at various ages ------------*/
 4146:   
 4147:   strcpy(filerespij,"pij");  strcat(filerespij,fileres);
 4148:   if((ficrespij=fopen(filerespij,"w"))==NULL) {
 4149:     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;
 4150:     fprintf(ficlog,"Problem with Pij resultfile: %s\n", filerespij);goto end;
 4151:   }
 4152:   printf("Computing pij: result on file '%s' \n", filerespij);
 4153:   fprintf(ficlog,"Computing pij: result on file '%s' \n", filerespij);
 4154:   
 4155:   stepsize=(int) (stepm+YEARM-1)/YEARM;
 4156:   /*if (stepm<=24) stepsize=2;*/
 4157: 
 4158:   agelim=AGESUP;
 4159:   hstepm=stepsize*YEARM; /* Every year of age */
 4160:   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */ 
 4161: 
 4162:   /* hstepm=1;   aff par mois*/
 4163: 
 4164:   fprintf(ficrespij,"#****** h Pij x Probability to be in state j at age x+h being in i at x ");
 4165:   for(cptcov=1,k=0;cptcov<=i1;cptcov++){
 4166:     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
 4167:       k=k+1;
 4168:       fprintf(ficrespij,"\n#****** ");
 4169:       for(j=1;j<=cptcoveff;j++) 
 4170: 	fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 4171:       fprintf(ficrespij,"******\n");
 4172: 	
 4173:       for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */
 4174: 	nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
 4175: 	nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
 4176: 
 4177: 	/*	  nhstepm=nhstepm*YEARM; aff par mois*/
 4178: 
 4179: 	p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 4180: 	oldm=oldms;savm=savms;
 4181: 	hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
 4182: 	fprintf(ficrespij,"# Cov Agex agex+h hpijx with i,j=");
 4183: 	for(i=1; i<=nlstate;i++)
 4184: 	  for(j=1; j<=nlstate+ndeath;j++)
 4185: 	    fprintf(ficrespij," %1d-%1d",i,j);
 4186: 	fprintf(ficrespij,"\n");
 4187: 	for (h=0; h<=nhstepm; h++){
 4188: 	  fprintf(ficrespij,"%d %3.f %3.f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );
 4189: 	  for(i=1; i<=nlstate;i++)
 4190: 	    for(j=1; j<=nlstate+ndeath;j++)
 4191: 	      fprintf(ficrespij," %.5f", p3mat[i][j][h]);
 4192: 	  fprintf(ficrespij,"\n");
 4193: 	}
 4194: 	free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 4195: 	fprintf(ficrespij,"\n");
 4196:       }
 4197:     }
 4198:   }
 4199: 
 4200:   varprob(optionfilefiname, matcov, p, delti, nlstate, (int) bage, (int) fage,k,Tvar,nbcode, ncodemax);
 4201: 
 4202:   fclose(ficrespij);
 4203: 
 4204: 
 4205:   /*---------- Forecasting ------------------*/
 4206:   /*if((stepm == 1) && (strcmp(model,".")==0)){*/
 4207:   if(prevfcast==1){
 4208:     if(stepm ==1){
 4209:       prevforecast(fileres, anproj1, mproj1, jproj1, agemin, agemax, dateprev1, dateprev2, mobilavproj, bage, fage, firstpass, lastpass, anproj2, p, cptcoveff);
 4210:       if (popforecast==1) populforecast(fileres, anpyram,mpyram,jpyram, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anpyram1,p, i1);
 4211:     } 
 4212:     else{
 4213:       erreur=108;
 4214:       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);
 4215:       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);
 4216:     }
 4217:   }
 4218:   
 4219: 
 4220:   /*---------- Health expectancies and variances ------------*/
 4221: 
 4222:   strcpy(filerest,"t");
 4223:   strcat(filerest,fileres);
 4224:   if((ficrest=fopen(filerest,"w"))==NULL) {
 4225:     printf("Problem with total LE resultfile: %s\n", filerest);goto end;
 4226:     fprintf(ficlog,"Problem with total LE resultfile: %s\n", filerest);goto end;
 4227:   }
 4228:   printf("Computing Total LEs with variances: file '%s' \n", filerest); 
 4229:   fprintf(ficlog,"Computing Total LEs with variances: file '%s' \n", filerest); 
 4230: 
 4231: 
 4232:   strcpy(filerese,"e");
 4233:   strcat(filerese,fileres);
 4234:   if((ficreseij=fopen(filerese,"w"))==NULL) {
 4235:     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
 4236:     fprintf(ficlog,"Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
 4237:   }
 4238:   printf("Computing Health Expectancies: result on file '%s' \n", filerese);
 4239:   fprintf(ficlog,"Computing Health Expectancies: result on file '%s' \n", filerese);
 4240: 
 4241:   strcpy(fileresv,"v");
 4242:   strcat(fileresv,fileres);
 4243:   if((ficresvij=fopen(fileresv,"w"))==NULL) {
 4244:     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);
 4245:     fprintf(ficlog,"Problem with variance resultfile: %s\n", fileresv);exit(0);
 4246:   }
 4247:   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
 4248:   fprintf(ficlog,"Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
 4249: 
 4250:   prevalence(ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
 4251: 
 4252:   if (mobilav!=0) {
 4253:     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 4254:     if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
 4255:       fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
 4256:       printf(" Error in movingaverage mobilav=%d\n",mobilav);
 4257:     }
 4258:   }
 4259: 
 4260:   for(cptcov=1,k=0;cptcov<=i1;cptcov++){
 4261:     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
 4262:       k=k+1; 
 4263:       fprintf(ficrest,"\n#****** ");
 4264:       for(j=1;j<=cptcoveff;j++) 
 4265: 	fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 4266:       fprintf(ficrest,"******\n");
 4267: 
 4268:       fprintf(ficreseij,"\n#****** ");
 4269:       for(j=1;j<=cptcoveff;j++) 
 4270: 	fprintf(ficreseij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 4271:       fprintf(ficreseij,"******\n");
 4272: 
 4273:       fprintf(ficresvij,"\n#****** ");
 4274:       for(j=1;j<=cptcoveff;j++) 
 4275: 	fprintf(ficresvij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 4276:       fprintf(ficresvij,"******\n");
 4277: 
 4278:       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
 4279:       oldm=oldms;savm=savms;
 4280:       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm, delti, matcov);  
 4281:  
 4282:       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
 4283:       oldm=oldms;savm=savms;
 4284:       varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,0, mobilav);
 4285:       if(popbased==1){
 4286: 	varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,popbased,mobilav);
 4287:       }
 4288: 
 4289:  
 4290:       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");
 4291:       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);
 4292:       fprintf(ficrest,"\n");
 4293: 
 4294:       epj=vector(1,nlstate+1);
 4295:       for(age=bage; age <=fage ;age++){
 4296: 	prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
 4297: 	if (popbased==1) {
 4298: 	  if(mobilav ==0){
 4299: 	    for(i=1; i<=nlstate;i++)
 4300: 	      prlim[i][i]=probs[(int)age][i][k];
 4301: 	  }else{ /* mobilav */ 
 4302: 	    for(i=1; i<=nlstate;i++)
 4303: 	      prlim[i][i]=mobaverage[(int)age][i][k];
 4304: 	  }
 4305: 	}
 4306: 	
 4307: 	fprintf(ficrest," %4.0f",age);
 4308: 	for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){
 4309: 	  for(i=1, epj[j]=0.;i <=nlstate;i++) {
 4310: 	    epj[j] += prlim[i][i]*eij[i][j][(int)age];
 4311: 	    /*  printf("%lf %lf ", prlim[i][i] ,eij[i][j][(int)age]);*/
 4312: 	  }
 4313: 	  epj[nlstate+1] +=epj[j];
 4314: 	}
 4315: 
 4316: 	for(i=1, vepp=0.;i <=nlstate;i++)
 4317: 	  for(j=1;j <=nlstate;j++)
 4318: 	    vepp += vareij[i][j][(int)age];
 4319: 	fprintf(ficrest," %7.3f (%7.3f)", epj[nlstate+1],sqrt(vepp));
 4320: 	for(j=1;j <=nlstate;j++){
 4321: 	  fprintf(ficrest," %7.3f (%7.3f)", epj[j],sqrt(vareij[j][j][(int)age]));
 4322: 	}
 4323: 	fprintf(ficrest,"\n");
 4324:       }
 4325:       free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
 4326:       free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);
 4327:       free_vector(epj,1,nlstate+1);
 4328:     }
 4329:   }
 4330:   free_vector(weight,1,n);
 4331:   free_imatrix(Tvard,1,15,1,2);
 4332:   free_imatrix(s,1,maxwav+1,1,n);
 4333:   free_matrix(anint,1,maxwav,1,n); 
 4334:   free_matrix(mint,1,maxwav,1,n);
 4335:   free_ivector(cod,1,n);
 4336:   free_ivector(tab,1,NCOVMAX);
 4337:   fclose(ficreseij);
 4338:   fclose(ficresvij);
 4339:   fclose(ficrest);
 4340:   fclose(ficpar);
 4341:   
 4342:   /*------- Variance of stable prevalence------*/   
 4343: 
 4344:   strcpy(fileresvpl,"vpl");
 4345:   strcat(fileresvpl,fileres);
 4346:   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
 4347:     printf("Problem with variance of stable prevalence  resultfile: %s\n", fileresvpl);
 4348:     exit(0);
 4349:   }
 4350:   printf("Computing Variance-covariance of stable prevalence: file '%s' \n", fileresvpl);
 4351: 
 4352:   for(cptcov=1,k=0;cptcov<=i1;cptcov++){
 4353:     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
 4354:       k=k+1;
 4355:       fprintf(ficresvpl,"\n#****** ");
 4356:       for(j=1;j<=cptcoveff;j++) 
 4357: 	fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 4358:       fprintf(ficresvpl,"******\n");
 4359:       
 4360:       varpl=matrix(1,nlstate,(int) bage, (int) fage);
 4361:       oldm=oldms;savm=savms;
 4362:       varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);
 4363:       free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
 4364:     }
 4365:   }
 4366: 
 4367:   fclose(ficresvpl);
 4368: 
 4369:   /*---------- End : free ----------------*/
 4370:   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);
 4371:   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);
 4372:   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);
 4373:   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);
 4374:   
 4375:   free_matrix(covar,0,NCOVMAX,1,n);
 4376:   free_matrix(matcov,1,npar,1,npar);
 4377:   free_vector(delti,1,npar);
 4378:   free_matrix(agev,1,maxwav,1,imx);
 4379:   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);
 4380:   if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 4381:   free_ivector(ncodemax,1,8);
 4382:   free_ivector(Tvar,1,15);
 4383:   free_ivector(Tprod,1,15);
 4384:   free_ivector(Tvaraff,1,15);
 4385:   free_ivector(Tage,1,15);
 4386:   free_ivector(Tcode,1,100);
 4387: 
 4388:   fprintf(fichtm,"\n</body>");
 4389:   fclose(fichtm);
 4390:   fclose(ficgp);
 4391:   
 4392: 
 4393:   if(erreur >0){
 4394:     printf("End of Imach with error or warning %d\n",erreur);
 4395:     fprintf(ficlog,"End of Imach with error or warning %d\n",erreur);
 4396:   }else{
 4397:    printf("End of Imach\n");
 4398:    fprintf(ficlog,"End of Imach\n");
 4399:   }
 4400:   printf("See log file on %s\n",filelog);
 4401:   fclose(ficlog);
 4402:   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
 4403:   
 4404:   /* 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);*/
 4405:   /*printf("Total time was %d uSec.\n", total_usecs);*/
 4406:   /*------ End -----------*/
 4407: 
 4408:   end:
 4409: #ifdef windows
 4410:   /* chdir(pathcd);*/
 4411: #endif 
 4412:  /*system("wgnuplot graph.plt");*/
 4413:  /*system("../gp37mgw/wgnuplot graph.plt");*/
 4414:  /*system("cd ../gp37mgw");*/
 4415:  /* system("..\\gp37mgw\\wgnuplot graph.plt");*/
 4416:   strcpy(plotcmd,GNUPLOTPROGRAM);
 4417:   strcat(plotcmd," ");
 4418:   strcat(plotcmd,optionfilegnuplot);
 4419:   printf("Starting: %s\n",plotcmd);fflush(stdout);
 4420:   system(plotcmd);
 4421: 
 4422:  /*#ifdef windows*/
 4423:   while (z[0] != 'q') {
 4424:     /* chdir(path); */
 4425:     printf("\nType e to edit output files, g to graph again, c to start again, and q for exiting: ");
 4426:     scanf("%s",z);
 4427:     if (z[0] == 'c') system("./imach");
 4428:     else if (z[0] == 'e') system(optionfilehtm);
 4429:     else if (z[0] == 'g') system(plotcmd);
 4430:     else if (z[0] == 'q') exit(0);
 4431:   }
 4432:   /*#endif */
 4433: }
 4434: 
 4435: 

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