File:  [Local Repository] / imach / src / imach.c
Revision 1.90: download - view: text, annotated - select for diffs
Tue Jun 24 12:34:15 2003 UTC (20 years, 11 months ago) by brouard
Branches: MAIN
CVS tags: HEAD
(Module): Some bugs corrected for windows. Also, when
mle=-1 a template is output in file "or"mypar.txt with the design
of the covariance matrix to be input.

    1: /* $Id: imach.c,v 1.90 2003/06/24 12:34:15 brouard Exp $
    2:   $State: Exp $
    3:   $Log: imach.c,v $
    4:   Revision 1.90  2003/06/24 12:34:15  brouard
    5:   (Module): Some bugs corrected for windows. Also, when
    6:   mle=-1 a template is output in file "or"mypar.txt with the design
    7:   of the covariance matrix to be input.
    8: 
    9:   Revision 1.89  2003/06/24 12:30:52  brouard
   10:   (Module): Some bugs corrected for windows. Also, when
   11:   mle=-1 a template is output in file "or"mypar.txt with the design
   12:   of the covariance matrix to be input.
   13: 
   14:   Revision 1.88  2003/06/23 17:54:56  brouard
   15:   * imach.c (Repository): Create a sub-directory where all the secondary files are. Only imach, htm, gp and r(imach) are on the main directory. Correct time and other things.
   16: 
   17:   Revision 1.87  2003/06/18 12:26:01  brouard
   18:   Version 0.96
   19: 
   20:   Revision 1.86  2003/06/17 20:04:08  brouard
   21:   (Module): Change position of html and gnuplot routines and added
   22:   routine fileappend.
   23: 
   24:   Revision 1.85  2003/06/17 13:12:43  brouard
   25:   * imach.c (Repository): Check when date of death was earlier that
   26:   current date of interview. It may happen when the death was just
   27:   prior to the death. In this case, dh was negative and likelihood
   28:   was wrong (infinity). We still send an "Error" but patch by
   29:   assuming that the date of death was just one stepm after the
   30:   interview.
   31:   (Repository): Because some people have very long ID (first column)
   32:   we changed int to long in num[] and we added a new lvector for
   33:   memory allocation. But we also truncated to 8 characters (left
   34:   truncation)
   35:   (Repository): No more line truncation errors.
   36: 
   37:   Revision 1.84  2003/06/13 21:44:43  brouard
   38:   * imach.c (Repository): Replace "freqsummary" at a correct
   39:   place. It differs from routine "prevalence" which may be called
   40:   many times. Probs is memory consuming and must be used with
   41:   parcimony.
   42:   Version 0.95a3 (should output exactly the same maximization than 0.8a2)
   43: 
   44:   Revision 1.83  2003/06/10 13:39:11  lievre
   45:   *** empty log message ***
   46: 
   47:   Revision 1.82  2003/06/05 15:57:20  brouard
   48:   Add log in  imach.c and  fullversion number is now printed.
   49: 
   50: */
   51: /*
   52:    Interpolated Markov Chain
   53: 
   54:   Short summary of the programme:
   55:   
   56:   This program computes Healthy Life Expectancies from
   57:   cross-longitudinal data. Cross-longitudinal data consist in: -1- a
   58:   first survey ("cross") where individuals from different ages are
   59:   interviewed on their health status or degree of disability (in the
   60:   case of a health survey which is our main interest) -2- at least a
   61:   second wave of interviews ("longitudinal") which measure each change
   62:   (if any) in individual health status.  Health expectancies are
   63:   computed from the time spent in each health state according to a
   64:   model. More health states you consider, more time is necessary to reach the
   65:   Maximum Likelihood of the parameters involved in the model.  The
   66:   simplest model is the multinomial logistic model where pij is the
   67:   probability to be observed in state j at the second wave
   68:   conditional to be observed in state i at the first wave. Therefore
   69:   the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
   70:   'age' is age and 'sex' is a covariate. If you want to have a more
   71:   complex model than "constant and age", you should modify the program
   72:   where the markup *Covariates have to be included here again* invites
   73:   you to do it.  More covariates you add, slower the
   74:   convergence.
   75: 
   76:   The advantage of this computer programme, compared to a simple
   77:   multinomial logistic model, is clear when the delay between waves is not
   78:   identical for each individual. Also, if a individual missed an
   79:   intermediate interview, the information is lost, but taken into
   80:   account using an interpolation or extrapolation.  
   81: 
   82:   hPijx is the probability to be observed in state i at age x+h
   83:   conditional to the observed state i at age x. The delay 'h' can be
   84:   split into an exact number (nh*stepm) of unobserved intermediate
   85:   states. This elementary transition (by month, quarter,
   86:   semester or year) is modelled as a multinomial logistic.  The hPx
   87:   matrix is simply the matrix product of nh*stepm elementary matrices
   88:   and the contribution of each individual to the likelihood is simply
   89:   hPijx.
   90: 
   91:   Also this programme outputs the covariance matrix of the parameters but also
   92:   of the life expectancies. It also computes the stable prevalence. 
   93:   
   94:   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
   95:            Institut national d'études démographiques, Paris.
   96:   This software have been partly granted by Euro-REVES, a concerted action
   97:   from the European Union.
   98:   It is copyrighted identically to a GNU software product, ie programme and
   99:   software can be distributed freely for non commercial use. Latest version
  100:   can be accessed at http://euroreves.ined.fr/imach .
  101: 
  102:   Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
  103:   or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
  104:   
  105:   **********************************************************************/
  106: /*
  107:   main
  108:   read parameterfile
  109:   read datafile
  110:   concatwav
  111:   freqsummary
  112:   if (mle >= 1)
  113:     mlikeli
  114:   print results files
  115:   if mle==1 
  116:      computes hessian
  117:   read end of parameter file: agemin, agemax, bage, fage, estepm
  118:       begin-prev-date,...
  119:   open gnuplot file
  120:   open html file
  121:   stable prevalence
  122:    for age prevalim()
  123:   h Pij x
  124:   variance of p varprob
  125:   forecasting if prevfcast==1 prevforecast call prevalence()
  126:   health expectancies
  127:   Variance-covariance of DFLE
  128:   prevalence()
  129:    movingaverage()
  130:   varevsij() 
  131:   if popbased==1 varevsij(,popbased)
  132:   total life expectancies
  133:   Variance of stable prevalence
  134:  end
  135: */
  136: 
  137: 
  138: 
  139:  
  140: #include <math.h>
  141: #include <stdio.h>
  142: #include <stdlib.h>
  143: #include <unistd.h>
  144: 
  145: #include <sys/time.h>
  146: #include <time.h>
  147: #include "timeval.h"
  148: 
  149: #define MAXLINE 256
  150: #define GNUPLOTPROGRAM "gnuplot"
  151: /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
  152: #define FILENAMELENGTH 132
  153: /*#define DEBUG*/
  154: /*#define windows*/
  155: #define	GLOCK_ERROR_NOPATH		-1	/* empty path */
  156: #define	GLOCK_ERROR_GETCWD		-2	/* cannot get cwd */
  157: 
  158: #define MAXPARM 30 /* Maximum number of parameters for the optimization */
  159: #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
  160: 
  161: #define NINTERVMAX 8
  162: #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
  163: #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
  164: #define NCOVMAX 8 /* Maximum number of covariates */
  165: #define MAXN 20000
  166: #define YEARM 12. /* Number of months per year */
  167: #define AGESUP 130
  168: #define AGEBASE 40
  169: #ifdef unix
  170: #define DIRSEPARATOR '/'
  171: #define ODIRSEPARATOR '\\'
  172: #else
  173: #define DIRSEPARATOR '\\'
  174: #define ODIRSEPARATOR '/'
  175: #endif
  176: 
  177: /* $Id: imach.c,v 1.90 2003/06/24 12:34:15 brouard Exp $ */
  178: /* $State: Exp $ */
  179: 
  180: char version[]="Imach version 0.96a, June 2003, INED-EUROREVES ";
  181: char fullversion[]="$Revision: 1.90 $ $Date: 2003/06/24 12:34:15 $"; 
  182: int erreur; /* Error number */
  183: int nvar;
  184: int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
  185: int npar=NPARMAX;
  186: int nlstate=2; /* Number of live states */
  187: int ndeath=1; /* Number of dead states */
  188: int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
  189: int popbased=0;
  190: 
  191: int *wav; /* Number of waves for this individuual 0 is possible */
  192: int maxwav; /* Maxim number of waves */
  193: int jmin, jmax; /* min, max spacing between 2 waves */
  194: int gipmx, gsw; /* Global variables on the number of contributions 
  195: 		   to the likelihood and the sum of weights (done by funcone)*/
  196: int mle, weightopt;
  197: int **mw; /* mw[mi][i] is number of the mi wave for this individual */
  198: int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
  199: int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
  200: 	   * wave mi and wave mi+1 is not an exact multiple of stepm. */
  201: double jmean; /* Mean space between 2 waves */
  202: double **oldm, **newm, **savm; /* Working pointers to matrices */
  203: double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
  204: FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
  205: FILE *ficlog, *ficrespow;
  206: int globpr; /* Global variable for printing or not */
  207: double fretone; /* Only one call to likelihood */
  208: long ipmx; /* Number of contributions */
  209: double sw; /* Sum of weights */
  210: char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */
  211: FILE *ficresilk;
  212: FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
  213: FILE *ficresprobmorprev;
  214: FILE *fichtm; /* Html File */
  215: FILE *ficreseij;
  216: char filerese[FILENAMELENGTH];
  217: FILE  *ficresvij;
  218: char fileresv[FILENAMELENGTH];
  219: FILE  *ficresvpl;
  220: char fileresvpl[FILENAMELENGTH];
  221: char title[MAXLINE];
  222: char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
  223: char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
  224: char tmpout[FILENAMELENGTH]; 
  225: char command[FILENAMELENGTH];
  226: int  outcmd=0;
  227: 
  228: char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
  229: char lfileres[FILENAMELENGTH];
  230: char filelog[FILENAMELENGTH]; /* Log file */
  231: char filerest[FILENAMELENGTH];
  232: char fileregp[FILENAMELENGTH];
  233: char popfile[FILENAMELENGTH];
  234: 
  235: char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];
  236: 
  237: #define NR_END 1
  238: #define FREE_ARG char*
  239: #define FTOL 1.0e-10
  240: 
  241: #define NRANSI 
  242: #define ITMAX 200 
  243: 
  244: #define TOL 2.0e-4 
  245: 
  246: #define CGOLD 0.3819660 
  247: #define ZEPS 1.0e-10 
  248: #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
  249: 
  250: #define GOLD 1.618034 
  251: #define GLIMIT 100.0 
  252: #define TINY 1.0e-20 
  253: 
  254: static double maxarg1,maxarg2;
  255: #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
  256: #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
  257:   
  258: #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
  259: #define rint(a) floor(a+0.5)
  260: 
  261: static double sqrarg;
  262: #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
  263: #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
  264: 
  265: int imx; 
  266: int stepm;
  267: /* Stepm, step in month: minimum step interpolation*/
  268: 
  269: int estepm;
  270: /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
  271: 
  272: int m,nb;
  273: long *num;
  274: int firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;
  275: double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
  276: double **pmmij, ***probs;
  277: double dateintmean=0;
  278: 
  279: double *weight;
  280: int **s; /* Status */
  281: double *agedc, **covar, idx;
  282: int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
  283: 
  284: double ftol=FTOL; /* Tolerance for computing Max Likelihood */
  285: double ftolhess; /* Tolerance for computing hessian */
  286: 
  287: /**************** split *************************/
  288: static	int split( char *path, char *dirc, char *name, char *ext, char *finame )
  289: {
  290:   char	*ss;				/* pointer */
  291:   int	l1, l2;				/* length counters */
  292: 
  293:   l1 = strlen(path );			/* length of path */
  294:   if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
  295:   ss= strrchr( path, DIRSEPARATOR );		/* find last / */
  296:   if ( ss == NULL ) {			/* no directory, so use current */
  297:     /*if(strrchr(path, ODIRSEPARATOR )==NULL)
  298:       printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
  299:     /* get current working directory */
  300:     /*    extern  char* getcwd ( char *buf , int len);*/
  301:     if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
  302:       return( GLOCK_ERROR_GETCWD );
  303:     }
  304:     strcpy( name, path );		/* we've got it */
  305:   } else {				/* strip direcotry from path */
  306:     ss++;				/* after this, the filename */
  307:     l2 = strlen( ss );			/* length of filename */
  308:     if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
  309:     strcpy( name, ss );		/* save file name */
  310:     strncpy( dirc, path, l1 - l2 );	/* now the directory */
  311:     dirc[l1-l2] = 0;			/* add zero */
  312:   }
  313:   l1 = strlen( dirc );			/* length of directory */
  314:   /*#ifdef windows
  315:   if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
  316: #else
  317:   if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
  318: #endif
  319:   */
  320:   ss = strrchr( name, '.' );		/* find last / */
  321:   ss++;
  322:   strcpy(ext,ss);			/* save extension */
  323:   l1= strlen( name);
  324:   l2= strlen(ss)+1;
  325:   strncpy( finame, name, l1-l2);
  326:   finame[l1-l2]= 0;
  327:   return( 0 );				/* we're done */
  328: }
  329: 
  330: 
  331: /******************************************/
  332: 
  333: void replace_back_to_slash(char *s, char*t)
  334: {
  335:   int i;
  336:   int lg=0;
  337:   i=0;
  338:   lg=strlen(t);
  339:   for(i=0; i<= lg; i++) {
  340:     (s[i] = t[i]);
  341:     if (t[i]== '\\') s[i]='/';
  342:   }
  343: }
  344: 
  345: int nbocc(char *s, char occ)
  346: {
  347:   int i,j=0;
  348:   int lg=20;
  349:   i=0;
  350:   lg=strlen(s);
  351:   for(i=0; i<= lg; i++) {
  352:   if  (s[i] == occ ) j++;
  353:   }
  354:   return j;
  355: }
  356: 
  357: void cutv(char *u,char *v, char*t, char occ)
  358: {
  359:   /* cuts string t into u and v where u is ended by char occ excluding it
  360:      and v is after occ excluding it too : ex cutv(u,v,"abcdef2ghi2j",2)
  361:      gives u="abcedf" and v="ghi2j" */
  362:   int i,lg,j,p=0;
  363:   i=0;
  364:   for(j=0; j<=strlen(t)-1; j++) {
  365:     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
  366:   }
  367: 
  368:   lg=strlen(t);
  369:   for(j=0; j<p; j++) {
  370:     (u[j] = t[j]);
  371:   }
  372:      u[p]='\0';
  373: 
  374:    for(j=0; j<= lg; j++) {
  375:     if (j>=(p+1))(v[j-p-1] = t[j]);
  376:   }
  377: }
  378: 
  379: /********************** nrerror ********************/
  380: 
  381: void nrerror(char error_text[])
  382: {
  383:   fprintf(stderr,"ERREUR ...\n");
  384:   fprintf(stderr,"%s\n",error_text);
  385:   exit(EXIT_FAILURE);
  386: }
  387: /*********************** vector *******************/
  388: double *vector(int nl, int nh)
  389: {
  390:   double *v;
  391:   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
  392:   if (!v) nrerror("allocation failure in vector");
  393:   return v-nl+NR_END;
  394: }
  395: 
  396: /************************ free vector ******************/
  397: void free_vector(double*v, int nl, int nh)
  398: {
  399:   free((FREE_ARG)(v+nl-NR_END));
  400: }
  401: 
  402: /************************ivector *******************************/
  403: int *ivector(long nl,long nh)
  404: {
  405:   int *v;
  406:   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
  407:   if (!v) nrerror("allocation failure in ivector");
  408:   return v-nl+NR_END;
  409: }
  410: 
  411: /******************free ivector **************************/
  412: void free_ivector(int *v, long nl, long nh)
  413: {
  414:   free((FREE_ARG)(v+nl-NR_END));
  415: }
  416: 
  417: /************************lvector *******************************/
  418: long *lvector(long nl,long nh)
  419: {
  420:   long *v;
  421:   v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long)));
  422:   if (!v) nrerror("allocation failure in ivector");
  423:   return v-nl+NR_END;
  424: }
  425: 
  426: /******************free lvector **************************/
  427: void free_lvector(long *v, long nl, long nh)
  428: {
  429:   free((FREE_ARG)(v+nl-NR_END));
  430: }
  431: 
  432: /******************* imatrix *******************************/
  433: int **imatrix(long nrl, long nrh, long ncl, long nch) 
  434:      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
  435: { 
  436:   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
  437:   int **m; 
  438:   
  439:   /* allocate pointers to rows */ 
  440:   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
  441:   if (!m) nrerror("allocation failure 1 in matrix()"); 
  442:   m += NR_END; 
  443:   m -= nrl; 
  444:   
  445:   
  446:   /* allocate rows and set pointers to them */ 
  447:   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
  448:   if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
  449:   m[nrl] += NR_END; 
  450:   m[nrl] -= ncl; 
  451:   
  452:   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
  453:   
  454:   /* return pointer to array of pointers to rows */ 
  455:   return m; 
  456: } 
  457: 
  458: /****************** free_imatrix *************************/
  459: void free_imatrix(m,nrl,nrh,ncl,nch)
  460:       int **m;
  461:       long nch,ncl,nrh,nrl; 
  462:      /* free an int matrix allocated by imatrix() */ 
  463: { 
  464:   free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
  465:   free((FREE_ARG) (m+nrl-NR_END)); 
  466: } 
  467: 
  468: /******************* matrix *******************************/
  469: double **matrix(long nrl, long nrh, long ncl, long nch)
  470: {
  471:   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
  472:   double **m;
  473: 
  474:   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
  475:   if (!m) nrerror("allocation failure 1 in matrix()");
  476:   m += NR_END;
  477:   m -= nrl;
  478: 
  479:   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
  480:   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
  481:   m[nrl] += NR_END;
  482:   m[nrl] -= ncl;
  483: 
  484:   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
  485:   return m;
  486:   /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) 
  487:    */
  488: }
  489: 
  490: /*************************free matrix ************************/
  491: void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
  492: {
  493:   free((FREE_ARG)(m[nrl]+ncl-NR_END));
  494:   free((FREE_ARG)(m+nrl-NR_END));
  495: }
  496: 
  497: /******************* ma3x *******************************/
  498: double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
  499: {
  500:   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
  501:   double ***m;
  502: 
  503:   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
  504:   if (!m) nrerror("allocation failure 1 in matrix()");
  505:   m += NR_END;
  506:   m -= nrl;
  507: 
  508:   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
  509:   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
  510:   m[nrl] += NR_END;
  511:   m[nrl] -= ncl;
  512: 
  513:   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
  514: 
  515:   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
  516:   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
  517:   m[nrl][ncl] += NR_END;
  518:   m[nrl][ncl] -= nll;
  519:   for (j=ncl+1; j<=nch; j++) 
  520:     m[nrl][j]=m[nrl][j-1]+nlay;
  521:   
  522:   for (i=nrl+1; i<=nrh; i++) {
  523:     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
  524:     for (j=ncl+1; j<=nch; j++) 
  525:       m[i][j]=m[i][j-1]+nlay;
  526:   }
  527:   return m; 
  528:   /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
  529:            &(m[i][j][k]) <=> *((*(m+i) + j)+k)
  530:   */
  531: }
  532: 
  533: /*************************free ma3x ************************/
  534: void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
  535: {
  536:   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
  537:   free((FREE_ARG)(m[nrl]+ncl-NR_END));
  538:   free((FREE_ARG)(m+nrl-NR_END));
  539: }
  540: 
  541: /***************** f1dim *************************/
  542: extern int ncom; 
  543: extern double *pcom,*xicom;
  544: extern double (*nrfunc)(double []); 
  545:  
  546: double f1dim(double x) 
  547: { 
  548:   int j; 
  549:   double f;
  550:   double *xt; 
  551:  
  552:   xt=vector(1,ncom); 
  553:   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
  554:   f=(*nrfunc)(xt); 
  555:   free_vector(xt,1,ncom); 
  556:   return f; 
  557: } 
  558: 
  559: /*****************brent *************************/
  560: double brent(double ax, double bx, double cx, double (*f)(double), double tol, 	double *xmin) 
  561: { 
  562:   int iter; 
  563:   double a,b,d,etemp;
  564:   double fu,fv,fw,fx;
  565:   double ftemp;
  566:   double p,q,r,tol1,tol2,u,v,w,x,xm; 
  567:   double e=0.0; 
  568:  
  569:   a=(ax < cx ? ax : cx); 
  570:   b=(ax > cx ? ax : cx); 
  571:   x=w=v=bx; 
  572:   fw=fv=fx=(*f)(x); 
  573:   for (iter=1;iter<=ITMAX;iter++) { 
  574:     xm=0.5*(a+b); 
  575:     tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
  576:     /*		if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
  577:     printf(".");fflush(stdout);
  578:     fprintf(ficlog,".");fflush(ficlog);
  579: #ifdef DEBUG
  580:     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);
  581:     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);
  582:     /*		if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
  583: #endif
  584:     if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
  585:       *xmin=x; 
  586:       return fx; 
  587:     } 
  588:     ftemp=fu;
  589:     if (fabs(e) > tol1) { 
  590:       r=(x-w)*(fx-fv); 
  591:       q=(x-v)*(fx-fw); 
  592:       p=(x-v)*q-(x-w)*r; 
  593:       q=2.0*(q-r); 
  594:       if (q > 0.0) p = -p; 
  595:       q=fabs(q); 
  596:       etemp=e; 
  597:       e=d; 
  598:       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
  599: 	d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
  600:       else { 
  601: 	d=p/q; 
  602: 	u=x+d; 
  603: 	if (u-a < tol2 || b-u < tol2) 
  604: 	  d=SIGN(tol1,xm-x); 
  605:       } 
  606:     } else { 
  607:       d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
  608:     } 
  609:     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
  610:     fu=(*f)(u); 
  611:     if (fu <= fx) { 
  612:       if (u >= x) a=x; else b=x; 
  613:       SHFT(v,w,x,u) 
  614: 	SHFT(fv,fw,fx,fu) 
  615: 	} else { 
  616: 	  if (u < x) a=u; else b=u; 
  617: 	  if (fu <= fw || w == x) { 
  618: 	    v=w; 
  619: 	    w=u; 
  620: 	    fv=fw; 
  621: 	    fw=fu; 
  622: 	  } else if (fu <= fv || v == x || v == w) { 
  623: 	    v=u; 
  624: 	    fv=fu; 
  625: 	  } 
  626: 	} 
  627:   } 
  628:   nrerror("Too many iterations in brent"); 
  629:   *xmin=x; 
  630:   return fx; 
  631: } 
  632: 
  633: /****************** mnbrak ***********************/
  634: 
  635: void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
  636: 	    double (*func)(double)) 
  637: { 
  638:   double ulim,u,r,q, dum;
  639:   double fu; 
  640:  
  641:   *fa=(*func)(*ax); 
  642:   *fb=(*func)(*bx); 
  643:   if (*fb > *fa) { 
  644:     SHFT(dum,*ax,*bx,dum) 
  645:       SHFT(dum,*fb,*fa,dum) 
  646:       } 
  647:   *cx=(*bx)+GOLD*(*bx-*ax); 
  648:   *fc=(*func)(*cx); 
  649:   while (*fb > *fc) { 
  650:     r=(*bx-*ax)*(*fb-*fc); 
  651:     q=(*bx-*cx)*(*fb-*fa); 
  652:     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
  653:       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
  654:     ulim=(*bx)+GLIMIT*(*cx-*bx); 
  655:     if ((*bx-u)*(u-*cx) > 0.0) { 
  656:       fu=(*func)(u); 
  657:     } else if ((*cx-u)*(u-ulim) > 0.0) { 
  658:       fu=(*func)(u); 
  659:       if (fu < *fc) { 
  660: 	SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
  661: 	  SHFT(*fb,*fc,fu,(*func)(u)) 
  662: 	  } 
  663:     } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
  664:       u=ulim; 
  665:       fu=(*func)(u); 
  666:     } else { 
  667:       u=(*cx)+GOLD*(*cx-*bx); 
  668:       fu=(*func)(u); 
  669:     } 
  670:     SHFT(*ax,*bx,*cx,u) 
  671:       SHFT(*fa,*fb,*fc,fu) 
  672:       } 
  673: } 
  674: 
  675: /*************** linmin ************************/
  676: 
  677: int ncom; 
  678: double *pcom,*xicom;
  679: double (*nrfunc)(double []); 
  680:  
  681: void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
  682: { 
  683:   double brent(double ax, double bx, double cx, 
  684: 	       double (*f)(double), double tol, double *xmin); 
  685:   double f1dim(double x); 
  686:   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
  687: 	      double *fc, double (*func)(double)); 
  688:   int j; 
  689:   double xx,xmin,bx,ax; 
  690:   double fx,fb,fa;
  691:  
  692:   ncom=n; 
  693:   pcom=vector(1,n); 
  694:   xicom=vector(1,n); 
  695:   nrfunc=func; 
  696:   for (j=1;j<=n;j++) { 
  697:     pcom[j]=p[j]; 
  698:     xicom[j]=xi[j]; 
  699:   } 
  700:   ax=0.0; 
  701:   xx=1.0; 
  702:   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
  703:   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
  704: #ifdef DEBUG
  705:   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
  706:   fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
  707: #endif
  708:   for (j=1;j<=n;j++) { 
  709:     xi[j] *= xmin; 
  710:     p[j] += xi[j]; 
  711:   } 
  712:   free_vector(xicom,1,n); 
  713:   free_vector(pcom,1,n); 
  714: } 
  715: 
  716: /*************** powell ************************/
  717: void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
  718: 	    double (*func)(double [])) 
  719: { 
  720:   void linmin(double p[], double xi[], int n, double *fret, 
  721: 	      double (*func)(double [])); 
  722:   int i,ibig,j; 
  723:   double del,t,*pt,*ptt,*xit;
  724:   double fp,fptt;
  725:   double *xits;
  726:   pt=vector(1,n); 
  727:   ptt=vector(1,n); 
  728:   xit=vector(1,n); 
  729:   xits=vector(1,n); 
  730:   *fret=(*func)(p); 
  731:   for (j=1;j<=n;j++) pt[j]=p[j]; 
  732:   for (*iter=1;;++(*iter)) { 
  733:     fp=(*fret); 
  734:     ibig=0; 
  735:     del=0.0; 
  736:     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
  737:     fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
  738:     fprintf(ficrespow,"%d %.12f",*iter,*fret);
  739:     for (i=1;i<=n;i++) {
  740:       printf(" %d %.12f",i, p[i]);
  741:       fprintf(ficlog," %d %.12lf",i, p[i]);
  742:       fprintf(ficrespow," %.12lf", p[i]);
  743:     }
  744:     printf("\n");
  745:     fprintf(ficlog,"\n");
  746:     fprintf(ficrespow,"\n");
  747:     for (i=1;i<=n;i++) { 
  748:       for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
  749:       fptt=(*fret); 
  750: #ifdef DEBUG
  751:       printf("fret=%lf \n",*fret);
  752:       fprintf(ficlog,"fret=%lf \n",*fret);
  753: #endif
  754:       printf("%d",i);fflush(stdout);
  755:       fprintf(ficlog,"%d",i);fflush(ficlog);
  756:       linmin(p,xit,n,fret,func); 
  757:       if (fabs(fptt-(*fret)) > del) { 
  758: 	del=fabs(fptt-(*fret)); 
  759: 	ibig=i; 
  760:       } 
  761: #ifdef DEBUG
  762:       printf("%d %.12e",i,(*fret));
  763:       fprintf(ficlog,"%d %.12e",i,(*fret));
  764:       for (j=1;j<=n;j++) {
  765: 	xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
  766: 	printf(" x(%d)=%.12e",j,xit[j]);
  767: 	fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
  768:       }
  769:       for(j=1;j<=n;j++) {
  770: 	printf(" p=%.12e",p[j]);
  771: 	fprintf(ficlog," p=%.12e",p[j]);
  772:       }
  773:       printf("\n");
  774:       fprintf(ficlog,"\n");
  775: #endif
  776:     } 
  777:     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
  778: #ifdef DEBUG
  779:       int k[2],l;
  780:       k[0]=1;
  781:       k[1]=-1;
  782:       printf("Max: %.12e",(*func)(p));
  783:       fprintf(ficlog,"Max: %.12e",(*func)(p));
  784:       for (j=1;j<=n;j++) {
  785: 	printf(" %.12e",p[j]);
  786: 	fprintf(ficlog," %.12e",p[j]);
  787:       }
  788:       printf("\n");
  789:       fprintf(ficlog,"\n");
  790:       for(l=0;l<=1;l++) {
  791: 	for (j=1;j<=n;j++) {
  792: 	  ptt[j]=p[j]+(p[j]-pt[j])*k[l];
  793: 	  printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
  794: 	  fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
  795: 	}
  796: 	printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
  797: 	fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
  798:       }
  799: #endif
  800: 
  801: 
  802:       free_vector(xit,1,n); 
  803:       free_vector(xits,1,n); 
  804:       free_vector(ptt,1,n); 
  805:       free_vector(pt,1,n); 
  806:       return; 
  807:     } 
  808:     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
  809:     for (j=1;j<=n;j++) { 
  810:       ptt[j]=2.0*p[j]-pt[j]; 
  811:       xit[j]=p[j]-pt[j]; 
  812:       pt[j]=p[j]; 
  813:     } 
  814:     fptt=(*func)(ptt); 
  815:     if (fptt < fp) { 
  816:       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
  817:       if (t < 0.0) { 
  818: 	linmin(p,xit,n,fret,func); 
  819: 	for (j=1;j<=n;j++) { 
  820: 	  xi[j][ibig]=xi[j][n]; 
  821: 	  xi[j][n]=xit[j]; 
  822: 	}
  823: #ifdef DEBUG
  824: 	printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
  825: 	fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
  826: 	for(j=1;j<=n;j++){
  827: 	  printf(" %.12e",xit[j]);
  828: 	  fprintf(ficlog," %.12e",xit[j]);
  829: 	}
  830: 	printf("\n");
  831: 	fprintf(ficlog,"\n");
  832: #endif
  833:       }
  834:     } 
  835:   } 
  836: } 
  837: 
  838: /**** Prevalence limit (stable prevalence)  ****************/
  839: 
  840: double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
  841: {
  842:   /* Computes the prevalence limit in each live state at age x by left multiplying the unit
  843:      matrix by transitions matrix until convergence is reached */
  844: 
  845:   int i, ii,j,k;
  846:   double min, max, maxmin, maxmax,sumnew=0.;
  847:   double **matprod2();
  848:   double **out, cov[NCOVMAX], **pmij();
  849:   double **newm;
  850:   double agefin, delaymax=50 ; /* Max number of years to converge */
  851: 
  852:   for (ii=1;ii<=nlstate+ndeath;ii++)
  853:     for (j=1;j<=nlstate+ndeath;j++){
  854:       oldm[ii][j]=(ii==j ? 1.0 : 0.0);
  855:     }
  856: 
  857:    cov[1]=1.;
  858:  
  859:  /* Even if hstepm = 1, at least one multiplication by the unit matrix */
  860:   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
  861:     newm=savm;
  862:     /* Covariates have to be included here again */
  863:      cov[2]=agefin;
  864:   
  865:       for (k=1; k<=cptcovn;k++) {
  866: 	cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
  867: 	/*	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]]);*/
  868:       }
  869:       for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
  870:       for (k=1; k<=cptcovprod;k++)
  871: 	cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
  872: 
  873:       /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
  874:       /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
  875:       /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
  876:     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
  877: 
  878:     savm=oldm;
  879:     oldm=newm;
  880:     maxmax=0.;
  881:     for(j=1;j<=nlstate;j++){
  882:       min=1.;
  883:       max=0.;
  884:       for(i=1; i<=nlstate; i++) {
  885: 	sumnew=0;
  886: 	for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
  887: 	prlim[i][j]= newm[i][j]/(1-sumnew);
  888: 	max=FMAX(max,prlim[i][j]);
  889: 	min=FMIN(min,prlim[i][j]);
  890:       }
  891:       maxmin=max-min;
  892:       maxmax=FMAX(maxmax,maxmin);
  893:     }
  894:     if(maxmax < ftolpl){
  895:       return prlim;
  896:     }
  897:   }
  898: }
  899: 
  900: /*************** transition probabilities ***************/ 
  901: 
  902: double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
  903: {
  904:   double s1, s2;
  905:   /*double t34;*/
  906:   int i,j,j1, nc, ii, jj;
  907: 
  908:     for(i=1; i<= nlstate; i++){
  909:     for(j=1; j<i;j++){
  910:       for (nc=1, s2=0.;nc <=ncovmodel; nc++){
  911: 	/*s2 += param[i][j][nc]*cov[nc];*/
  912: 	s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
  913: 	/*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/
  914:       }
  915:       ps[i][j]=s2;
  916:       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
  917:     }
  918:     for(j=i+1; j<=nlstate+ndeath;j++){
  919:       for (nc=1, s2=0.;nc <=ncovmodel; nc++){
  920: 	s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
  921: 	/*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
  922:       }
  923:       ps[i][j]=s2;
  924:     }
  925:   }
  926:     /*ps[3][2]=1;*/
  927: 
  928:   for(i=1; i<= nlstate; i++){
  929:      s1=0;
  930:     for(j=1; j<i; j++)
  931:       s1+=exp(ps[i][j]);
  932:     for(j=i+1; j<=nlstate+ndeath; j++)
  933:       s1+=exp(ps[i][j]);
  934:     ps[i][i]=1./(s1+1.);
  935:     for(j=1; j<i; j++)
  936:       ps[i][j]= exp(ps[i][j])*ps[i][i];
  937:     for(j=i+1; j<=nlstate+ndeath; j++)
  938:       ps[i][j]= exp(ps[i][j])*ps[i][i];
  939:     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
  940:   } /* end i */
  941: 
  942:   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
  943:     for(jj=1; jj<= nlstate+ndeath; jj++){
  944:       ps[ii][jj]=0;
  945:       ps[ii][ii]=1;
  946:     }
  947:   }
  948: 
  949: 
  950:   /*   for(ii=1; ii<= nlstate+ndeath; ii++){
  951:     for(jj=1; jj<= nlstate+ndeath; jj++){
  952:      printf("%lf ",ps[ii][jj]);
  953:    }
  954:     printf("\n ");
  955:     }
  956:     printf("\n ");printf("%lf ",cov[2]);*/
  957: /*
  958:   for(i=1; i<= npar; i++) printf("%f ",x[i]);
  959:   goto end;*/
  960:     return ps;
  961: }
  962: 
  963: /**************** Product of 2 matrices ******************/
  964: 
  965: double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
  966: {
  967:   /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
  968:      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
  969:   /* in, b, out are matrice of pointers which should have been initialized 
  970:      before: only the contents of out is modified. The function returns
  971:      a pointer to pointers identical to out */
  972:   long i, j, k;
  973:   for(i=nrl; i<= nrh; i++)
  974:     for(k=ncolol; k<=ncoloh; k++)
  975:       for(j=ncl,out[i][k]=0.; j<=nch; j++)
  976: 	out[i][k] +=in[i][j]*b[j][k];
  977: 
  978:   return out;
  979: }
  980: 
  981: 
  982: /************* Higher Matrix Product ***************/
  983: 
  984: double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
  985: {
  986:   /* Computes the transition matrix starting at age 'age' over 
  987:      'nhstepm*hstepm*stepm' months (i.e. until
  988:      age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
  989:      nhstepm*hstepm matrices. 
  990:      Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
  991:      (typically every 2 years instead of every month which is too big 
  992:      for the memory).
  993:      Model is determined by parameters x and covariates have to be 
  994:      included manually here. 
  995: 
  996:      */
  997: 
  998:   int i, j, d, h, k;
  999:   double **out, cov[NCOVMAX];
 1000:   double **newm;
 1001: 
 1002:   /* Hstepm could be zero and should return the unit matrix */
 1003:   for (i=1;i<=nlstate+ndeath;i++)
 1004:     for (j=1;j<=nlstate+ndeath;j++){
 1005:       oldm[i][j]=(i==j ? 1.0 : 0.0);
 1006:       po[i][j][0]=(i==j ? 1.0 : 0.0);
 1007:     }
 1008:   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
 1009:   for(h=1; h <=nhstepm; h++){
 1010:     for(d=1; d <=hstepm; d++){
 1011:       newm=savm;
 1012:       /* Covariates have to be included here again */
 1013:       cov[1]=1.;
 1014:       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
 1015:       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
 1016:       for (k=1; k<=cptcovage;k++)
 1017: 	cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
 1018:       for (k=1; k<=cptcovprod;k++)
 1019: 	cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
 1020: 
 1021: 
 1022:       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
 1023:       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
 1024:       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
 1025: 		   pmij(pmmij,cov,ncovmodel,x,nlstate));
 1026:       savm=oldm;
 1027:       oldm=newm;
 1028:     }
 1029:     for(i=1; i<=nlstate+ndeath; i++)
 1030:       for(j=1;j<=nlstate+ndeath;j++) {
 1031: 	po[i][j][h]=newm[i][j];
 1032: 	/*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
 1033: 	 */
 1034:       }
 1035:   } /* end h */
 1036:   return po;
 1037: }
 1038: 
 1039: 
 1040: /*************** log-likelihood *************/
 1041: double func( double *x)
 1042: {
 1043:   int i, ii, j, k, mi, d, kk;
 1044:   double l, ll[NLSTATEMAX], cov[NCOVMAX];
 1045:   double **out;
 1046:   double sw; /* Sum of weights */
 1047:   double lli; /* Individual log likelihood */
 1048:   int s1, s2;
 1049:   double bbh, survp;
 1050:   long ipmx;
 1051:   /*extern weight */
 1052:   /* We are differentiating ll according to initial status */
 1053:   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
 1054:   /*for(i=1;i<imx;i++) 
 1055:     printf(" %d\n",s[4][i]);
 1056:   */
 1057:   cov[1]=1.;
 1058: 
 1059:   for(k=1; k<=nlstate; k++) ll[k]=0.;
 1060: 
 1061:   if(mle==1){
 1062:     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1063:       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 1064:       for(mi=1; mi<= wav[i]-1; mi++){
 1065: 	for (ii=1;ii<=nlstate+ndeath;ii++)
 1066: 	  for (j=1;j<=nlstate+ndeath;j++){
 1067: 	    oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1068: 	    savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1069: 	  }
 1070: 	for(d=0; d<dh[mi][i]; d++){
 1071: 	  newm=savm;
 1072: 	  cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1073: 	  for (kk=1; kk<=cptcovage;kk++) {
 1074: 	    cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 1075: 	  }
 1076: 	  out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1077: 		       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1078: 	  savm=oldm;
 1079: 	  oldm=newm;
 1080: 	} /* end mult */
 1081:       
 1082: 	/*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
 1083: 	/* But now since version 0.9 we anticipate for bias and large stepm.
 1084: 	 * If stepm is larger than one month (smallest stepm) and if the exact delay 
 1085: 	 * (in months) between two waves is not a multiple of stepm, we rounded to 
 1086: 	 * the nearest (and in case of equal distance, to the lowest) interval but now
 1087: 	 * we keep into memory the bias bh[mi][i] and also the previous matrix product
 1088: 	 * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
 1089: 	 * probability in order to take into account the bias as a fraction of the way
 1090: 	 * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
 1091: 	 * -stepm/2 to stepm/2 .
 1092: 	 * For stepm=1 the results are the same as for previous versions of Imach.
 1093: 	 * For stepm > 1 the results are less biased than in previous versions. 
 1094: 	 */
 1095: 	s1=s[mw[mi][i]][i];
 1096: 	s2=s[mw[mi+1][i]][i];
 1097: 	bbh=(double)bh[mi][i]/(double)stepm; 
 1098: 	/* bias is positive if real duration
 1099: 	 * is higher than the multiple of stepm and negative otherwise.
 1100: 	 */
 1101: 	/* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
 1102: 	if( s2 > nlstate){ 
 1103: 	  /* i.e. if s2 is a death state and if the date of death is known then the contribution
 1104: 	     to the likelihood is the probability to die between last step unit time and current 
 1105: 	     step unit time, which is also the differences between probability to die before dh 
 1106: 	     and probability to die before dh-stepm . 
 1107: 	     In version up to 0.92 likelihood was computed
 1108: 	as if date of death was unknown. Death was treated as any other
 1109: 	health state: the date of the interview describes the actual state
 1110: 	and not the date of a change in health state. The former idea was
 1111: 	to consider that at each interview the state was recorded
 1112: 	(healthy, disable or death) and IMaCh was corrected; but when we
 1113: 	introduced the exact date of death then we should have modified
 1114: 	the contribution of an exact death to the likelihood. This new
 1115: 	contribution is smaller and very dependent of the step unit
 1116: 	stepm. It is no more the probability to die between last interview
 1117: 	and month of death but the probability to survive from last
 1118: 	interview up to one month before death multiplied by the
 1119: 	probability to die within a month. Thanks to Chris
 1120: 	Jackson for correcting this bug.  Former versions increased
 1121: 	mortality artificially. The bad side is that we add another loop
 1122: 	which slows down the processing. The difference can be up to 10%
 1123: 	lower mortality.
 1124: 	  */
 1125: 	  lli=log(out[s1][s2] - savm[s1][s2]);
 1126: 	}else{
 1127: 	  lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
 1128: 	  /*  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 */
 1129: 	} 
 1130: 	/*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
 1131: 	/*if(lli ==000.0)*/
 1132: 	/*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); */
 1133:   	ipmx +=1;
 1134: 	sw += weight[i];
 1135: 	ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1136:       } /* end of wave */
 1137:     } /* end of individual */
 1138:   }  else if(mle==2){
 1139:     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1140:       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 1141:       for(mi=1; mi<= wav[i]-1; mi++){
 1142: 	for (ii=1;ii<=nlstate+ndeath;ii++)
 1143: 	  for (j=1;j<=nlstate+ndeath;j++){
 1144: 	    oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1145: 	    savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1146: 	  }
 1147: 	for(d=0; d<=dh[mi][i]; d++){
 1148: 	  newm=savm;
 1149: 	  cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1150: 	  for (kk=1; kk<=cptcovage;kk++) {
 1151: 	    cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 1152: 	  }
 1153: 	  out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1154: 		       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1155: 	  savm=oldm;
 1156: 	  oldm=newm;
 1157: 	} /* end mult */
 1158:       
 1159: 	/*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
 1160: 	/* But now since version 0.9 we anticipate for bias and large stepm.
 1161: 	 * If stepm is larger than one month (smallest stepm) and if the exact delay 
 1162: 	 * (in months) between two waves is not a multiple of stepm, we rounded to 
 1163: 	 * the nearest (and in case of equal distance, to the lowest) interval but now
 1164: 	 * we keep into memory the bias bh[mi][i] and also the previous matrix product
 1165: 	 * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
 1166: 	 * probability in order to take into account the bias as a fraction of the way
 1167: 	 * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
 1168: 	 * -stepm/2 to stepm/2 .
 1169: 	 * For stepm=1 the results are the same as for previous versions of Imach.
 1170: 	 * For stepm > 1 the results are less biased than in previous versions. 
 1171: 	 */
 1172: 	s1=s[mw[mi][i]][i];
 1173: 	s2=s[mw[mi+1][i]][i];
 1174: 	bbh=(double)bh[mi][i]/(double)stepm; 
 1175: 	/* bias is positive if real duration
 1176: 	 * is higher than the multiple of stepm and negative otherwise.
 1177: 	 */
 1178: 	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 */
 1179: 	/* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
 1180: 	/*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 */
 1181: 	/*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
 1182: 	/*if(lli ==000.0)*/
 1183: 	/*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); */
 1184: 	ipmx +=1;
 1185: 	sw += weight[i];
 1186: 	ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1187:       } /* end of wave */
 1188:     } /* end of individual */
 1189:   }  else if(mle==3){  /* exponential inter-extrapolation */
 1190:     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1191:       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 1192:       for(mi=1; mi<= wav[i]-1; mi++){
 1193: 	for (ii=1;ii<=nlstate+ndeath;ii++)
 1194: 	  for (j=1;j<=nlstate+ndeath;j++){
 1195: 	    oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1196: 	    savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1197: 	  }
 1198: 	for(d=0; d<dh[mi][i]; d++){
 1199: 	  newm=savm;
 1200: 	  cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1201: 	  for (kk=1; kk<=cptcovage;kk++) {
 1202: 	    cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 1203: 	  }
 1204: 	  out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1205: 		       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1206: 	  savm=oldm;
 1207: 	  oldm=newm;
 1208: 	} /* end mult */
 1209:       
 1210: 	/*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
 1211: 	/* But now since version 0.9 we anticipate for bias and large stepm.
 1212: 	 * If stepm is larger than one month (smallest stepm) and if the exact delay 
 1213: 	 * (in months) between two waves is not a multiple of stepm, we rounded to 
 1214: 	 * the nearest (and in case of equal distance, to the lowest) interval but now
 1215: 	 * we keep into memory the bias bh[mi][i] and also the previous matrix product
 1216: 	 * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
 1217: 	 * probability in order to take into account the bias as a fraction of the way
 1218: 	 * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
 1219: 	 * -stepm/2 to stepm/2 .
 1220: 	 * For stepm=1 the results are the same as for previous versions of Imach.
 1221: 	 * For stepm > 1 the results are less biased than in previous versions. 
 1222: 	 */
 1223: 	s1=s[mw[mi][i]][i];
 1224: 	s2=s[mw[mi+1][i]][i];
 1225: 	bbh=(double)bh[mi][i]/(double)stepm; 
 1226: 	/* bias is positive if real duration
 1227: 	 * is higher than the multiple of stepm and negative otherwise.
 1228: 	 */
 1229: 	/* 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 */
 1230: 	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 */
 1231: 	/*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
 1232: 	/*if(lli ==000.0)*/
 1233: 	/*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); */
 1234: 	ipmx +=1;
 1235: 	sw += weight[i];
 1236: 	ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1237:       } /* end of wave */
 1238:     } /* end of individual */
 1239:   }else if (mle==4){  /* ml=4 no inter-extrapolation */
 1240:     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1241:       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 1242:       for(mi=1; mi<= wav[i]-1; mi++){
 1243: 	for (ii=1;ii<=nlstate+ndeath;ii++)
 1244: 	  for (j=1;j<=nlstate+ndeath;j++){
 1245: 	    oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1246: 	    savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1247: 	  }
 1248: 	for(d=0; d<dh[mi][i]; d++){
 1249: 	  newm=savm;
 1250: 	  cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1251: 	  for (kk=1; kk<=cptcovage;kk++) {
 1252: 	    cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 1253: 	  }
 1254: 	
 1255: 	  out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1256: 		       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1257: 	  savm=oldm;
 1258: 	  oldm=newm;
 1259: 	} /* end mult */
 1260:       
 1261: 	s1=s[mw[mi][i]][i];
 1262: 	s2=s[mw[mi+1][i]][i];
 1263: 	if( s2 > nlstate){ 
 1264: 	  lli=log(out[s1][s2] - savm[s1][s2]);
 1265: 	}else{
 1266: 	  lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
 1267: 	}
 1268: 	ipmx +=1;
 1269: 	sw += weight[i];
 1270: 	ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1271: /* 	printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */
 1272:       } /* end of wave */
 1273:     } /* end of individual */
 1274:   }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
 1275:     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1276:       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 1277:       for(mi=1; mi<= wav[i]-1; mi++){
 1278: 	for (ii=1;ii<=nlstate+ndeath;ii++)
 1279: 	  for (j=1;j<=nlstate+ndeath;j++){
 1280: 	    oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1281: 	    savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1282: 	  }
 1283: 	for(d=0; d<dh[mi][i]; d++){
 1284: 	  newm=savm;
 1285: 	  cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1286: 	  for (kk=1; kk<=cptcovage;kk++) {
 1287: 	    cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 1288: 	  }
 1289: 	
 1290: 	  out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1291: 		       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1292: 	  savm=oldm;
 1293: 	  oldm=newm;
 1294: 	} /* end mult */
 1295:       
 1296: 	s1=s[mw[mi][i]][i];
 1297: 	s2=s[mw[mi+1][i]][i];
 1298: 	lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
 1299: 	ipmx +=1;
 1300: 	sw += weight[i];
 1301: 	ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1302: 	/*printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]);*/
 1303:       } /* end of wave */
 1304:     } /* end of individual */
 1305:   } /* End of if */
 1306:   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
 1307:   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
 1308:   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
 1309:   return -l;
 1310: }
 1311: 
 1312: /*************** log-likelihood *************/
 1313: double funcone( double *x)
 1314: {
 1315:   /* Same as likeli but slower because of a lot of printf and if */
 1316:   int i, ii, j, k, mi, d, kk;
 1317:   double l, ll[NLSTATEMAX], cov[NCOVMAX];
 1318:   double **out;
 1319:   double lli; /* Individual log likelihood */
 1320:   double llt;
 1321:   int s1, s2;
 1322:   double bbh, survp;
 1323:   /*extern weight */
 1324:   /* We are differentiating ll according to initial status */
 1325:   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
 1326:   /*for(i=1;i<imx;i++) 
 1327:     printf(" %d\n",s[4][i]);
 1328:   */
 1329:   cov[1]=1.;
 1330: 
 1331:   for(k=1; k<=nlstate; k++) ll[k]=0.;
 1332: 
 1333:   for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 1334:     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 1335:     for(mi=1; mi<= wav[i]-1; mi++){
 1336:       for (ii=1;ii<=nlstate+ndeath;ii++)
 1337: 	for (j=1;j<=nlstate+ndeath;j++){
 1338: 	  oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 1339: 	  savm[ii][j]=(ii==j ? 1.0 : 0.0);
 1340: 	}
 1341:       for(d=0; d<dh[mi][i]; d++){
 1342: 	newm=savm;
 1343: 	cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
 1344: 	for (kk=1; kk<=cptcovage;kk++) {
 1345: 	  cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
 1346: 	}
 1347: 	out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 1348: 		     1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 1349: 	savm=oldm;
 1350: 	oldm=newm;
 1351:       } /* end mult */
 1352:       
 1353:       s1=s[mw[mi][i]][i];
 1354:       s2=s[mw[mi+1][i]][i];
 1355:       bbh=(double)bh[mi][i]/(double)stepm; 
 1356:       /* bias is positive if real duration
 1357:        * is higher than the multiple of stepm and negative otherwise.
 1358:        */
 1359:       if( s2 > nlstate && (mle <5) ){  /* Jackson */
 1360: 	lli=log(out[s1][s2] - savm[s1][s2]);
 1361:       } else if (mle==1){
 1362: 	lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
 1363:       } else if(mle==2){
 1364: 	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 */
 1365:       } else if(mle==3){  /* exponential inter-extrapolation */
 1366: 	lli= (savm[s1][s2]>(double)1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* exponential inter-extrapolation */
 1367:       } else if (mle==4){  /* mle=4 no inter-extrapolation */
 1368: 	lli=log(out[s1][s2]); /* Original formula */
 1369:       } else{  /* ml>=5 no inter-extrapolation no jackson =0.8a */
 1370: 	lli=log(out[s1][s2]); /* Original formula */
 1371:       } /* End of if */
 1372:       ipmx +=1;
 1373:       sw += weight[i];
 1374:       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 1375: /*       printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */
 1376:       if(globpr){
 1377: 	fprintf(ficresilk,"%9d %6d %1d %1d %1d %1d %3d %10.6f %6.4f\
 1378:  %10.6f %10.6f %10.6f ", \
 1379: 		num[i],i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],
 1380: 		2*weight[i]*lli,out[s1][s2],savm[s1][s2]);
 1381: 	for(k=1,llt=0.,l=0.; k<=nlstate; k++){
 1382: 	  llt +=ll[k]*gipmx/gsw;
 1383: 	  fprintf(ficresilk," %10.6f",-ll[k]*gipmx/gsw);
 1384: 	}
 1385: 	fprintf(ficresilk," %10.6f\n", -llt);
 1386:       }
 1387:     } /* end of wave */
 1388:   } /* end of individual */
 1389:   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
 1390:   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
 1391:   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
 1392:   if(globpr==0){ /* First time we count the contributions and weights */
 1393:     gipmx=ipmx;
 1394:     gsw=sw;
 1395:   }
 1396:   return -l;
 1397: }
 1398: 
 1399: char *subdirf(char fileres[])
 1400: {
 1401:   
 1402:   strcpy(tmpout,optionfilefiname);
 1403:   strcat(tmpout,"/"); /* Add to the right */
 1404:   strcat(tmpout,fileres);
 1405:   return tmpout;
 1406: }
 1407: 
 1408: char *subdirf2(char fileres[], char *preop)
 1409: {
 1410:   
 1411:   strcpy(tmpout,optionfilefiname);
 1412:   strcat(tmpout,"/");
 1413:   strcat(tmpout,preop);
 1414:   strcat(tmpout,fileres);
 1415:   return tmpout;
 1416: }
 1417: char *subdirf3(char fileres[], char *preop, char *preop2)
 1418: {
 1419:   
 1420:   strcpy(tmpout,optionfilefiname);
 1421:   strcat(tmpout,"/");
 1422:   strcat(tmpout,preop);
 1423:   strcat(tmpout,preop2);
 1424:   strcat(tmpout,fileres);
 1425:   return tmpout;
 1426: }
 1427: 
 1428: void likelione(FILE *ficres,double p[], int npar, int nlstate, int *globpri, long *ipmx, double *sw, double *fretone, double (*funcone)(double []))
 1429: {
 1430:   /* This routine should help understanding what is done with 
 1431:      the selection of individuals/waves and
 1432:      to check the exact contribution to the likelihood.
 1433:      Plotting could be done.
 1434:    */
 1435:   int k;
 1436: 
 1437:   if(*globpri !=0){ /* Just counts and sums, no printings */
 1438:     strcpy(fileresilk,"ilk"); 
 1439:     strcat(fileresilk,fileres);
 1440:     if((ficresilk=fopen(fileresilk,"w"))==NULL) {
 1441:       printf("Problem with resultfile: %s\n", fileresilk);
 1442:       fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
 1443:     }
 1444:     fprintf(ficresilk, "#individual(line's_record) s1 s2 wave# effective_wave# number_of_matrices_product pij weight -2ln(pij)*weight 0pij_x 0pij_(x-stepm) cumulating_loglikeli_by_health_state(reweighted=-2ll*weightXnumber_of_contribs/sum_of_weights) and_total\n");
 1445:     fprintf(ficresilk, "#num_i i s1 s2 mi mw dh likeli weight 2wlli out sav ");
 1446:     /* 	i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],2*weight[i]*lli,out[s1][s2],savm[s1][s2]); */
 1447:     for(k=1; k<=nlstate; k++) 
 1448:       fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k);
 1449:     fprintf(ficresilk," -2*gipw/gsw*weight*ll(total)\n");
 1450:   }
 1451: 
 1452:   *fretone=(*funcone)(p);
 1453:   if(*globpri !=0){
 1454:     fclose(ficresilk);
 1455:     fprintf(fichtm,"\n<br>File of contributions to the likelihood: <a href=\"%s\">%s</a><br>\n",subdirf(fileresilk),subdirf(fileresilk));
 1456:     fflush(fichtm); 
 1457:   } 
 1458:   return;
 1459: }
 1460: 
 1461: 
 1462: /*********** Maximum Likelihood Estimation ***************/
 1463: 
 1464: void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
 1465: {
 1466:   int i,j, iter;
 1467:   double **xi;
 1468:   double fret;
 1469:   double fretone; /* Only one call to likelihood */
 1470:   char filerespow[FILENAMELENGTH];
 1471:   xi=matrix(1,npar,1,npar);
 1472:   for (i=1;i<=npar;i++)
 1473:     for (j=1;j<=npar;j++)
 1474:       xi[i][j]=(i==j ? 1.0 : 0.0);
 1475:   printf("Powell\n");  fprintf(ficlog,"Powell\n");
 1476:   strcpy(filerespow,"pow"); 
 1477:   strcat(filerespow,fileres);
 1478:   if((ficrespow=fopen(filerespow,"w"))==NULL) {
 1479:     printf("Problem with resultfile: %s\n", filerespow);
 1480:     fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
 1481:   }
 1482:   fprintf(ficrespow,"# Powell\n# iter -2*LL");
 1483:   for (i=1;i<=nlstate;i++)
 1484:     for(j=1;j<=nlstate+ndeath;j++)
 1485:       if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
 1486:   fprintf(ficrespow,"\n");
 1487: 
 1488:   powell(p,xi,npar,ftol,&iter,&fret,func);
 1489: 
 1490:   fclose(ficrespow);
 1491:   printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
 1492:   fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
 1493:   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
 1494: 
 1495: }
 1496: 
 1497: /**** Computes Hessian and covariance matrix ***/
 1498: void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
 1499: {
 1500:   double  **a,**y,*x,pd;
 1501:   double **hess;
 1502:   int i, j,jk;
 1503:   int *indx;
 1504: 
 1505:   double hessii(double p[], double delta, int theta, double delti[]);
 1506:   double hessij(double p[], double delti[], int i, int j);
 1507:   void lubksb(double **a, int npar, int *indx, double b[]) ;
 1508:   void ludcmp(double **a, int npar, int *indx, double *d) ;
 1509: 
 1510:   hess=matrix(1,npar,1,npar);
 1511: 
 1512:   printf("\nCalculation of the hessian matrix. Wait...\n");
 1513:   fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
 1514:   for (i=1;i<=npar;i++){
 1515:     printf("%d",i);fflush(stdout);
 1516:     fprintf(ficlog,"%d",i);fflush(ficlog);
 1517:     hess[i][i]=hessii(p,ftolhess,i,delti);
 1518:     /*printf(" %f ",p[i]);*/
 1519:     /*printf(" %lf ",hess[i][i]);*/
 1520:   }
 1521:   
 1522:   for (i=1;i<=npar;i++) {
 1523:     for (j=1;j<=npar;j++)  {
 1524:       if (j>i) { 
 1525: 	printf(".%d%d",i,j);fflush(stdout);
 1526: 	fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
 1527: 	hess[i][j]=hessij(p,delti,i,j);
 1528: 	hess[j][i]=hess[i][j];    
 1529: 	/*printf(" %lf ",hess[i][j]);*/
 1530:       }
 1531:     }
 1532:   }
 1533:   printf("\n");
 1534:   fprintf(ficlog,"\n");
 1535: 
 1536:   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
 1537:   fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
 1538:   
 1539:   a=matrix(1,npar,1,npar);
 1540:   y=matrix(1,npar,1,npar);
 1541:   x=vector(1,npar);
 1542:   indx=ivector(1,npar);
 1543:   for (i=1;i<=npar;i++)
 1544:     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
 1545:   ludcmp(a,npar,indx,&pd);
 1546: 
 1547:   for (j=1;j<=npar;j++) {
 1548:     for (i=1;i<=npar;i++) x[i]=0;
 1549:     x[j]=1;
 1550:     lubksb(a,npar,indx,x);
 1551:     for (i=1;i<=npar;i++){ 
 1552:       matcov[i][j]=x[i];
 1553:     }
 1554:   }
 1555: 
 1556:   printf("\n#Hessian matrix#\n");
 1557:   fprintf(ficlog,"\n#Hessian matrix#\n");
 1558:   for (i=1;i<=npar;i++) { 
 1559:     for (j=1;j<=npar;j++) { 
 1560:       printf("%.3e ",hess[i][j]);
 1561:       fprintf(ficlog,"%.3e ",hess[i][j]);
 1562:     }
 1563:     printf("\n");
 1564:     fprintf(ficlog,"\n");
 1565:   }
 1566: 
 1567:   /* Recompute Inverse */
 1568:   for (i=1;i<=npar;i++)
 1569:     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
 1570:   ludcmp(a,npar,indx,&pd);
 1571: 
 1572:   /*  printf("\n#Hessian matrix recomputed#\n");
 1573: 
 1574:   for (j=1;j<=npar;j++) {
 1575:     for (i=1;i<=npar;i++) x[i]=0;
 1576:     x[j]=1;
 1577:     lubksb(a,npar,indx,x);
 1578:     for (i=1;i<=npar;i++){ 
 1579:       y[i][j]=x[i];
 1580:       printf("%.3e ",y[i][j]);
 1581:       fprintf(ficlog,"%.3e ",y[i][j]);
 1582:     }
 1583:     printf("\n");
 1584:     fprintf(ficlog,"\n");
 1585:   }
 1586:   */
 1587: 
 1588:   free_matrix(a,1,npar,1,npar);
 1589:   free_matrix(y,1,npar,1,npar);
 1590:   free_vector(x,1,npar);
 1591:   free_ivector(indx,1,npar);
 1592:   free_matrix(hess,1,npar,1,npar);
 1593: 
 1594: 
 1595: }
 1596: 
 1597: /*************** hessian matrix ****************/
 1598: double hessii( double x[], double delta, int theta, double delti[])
 1599: {
 1600:   int i;
 1601:   int l=1, lmax=20;
 1602:   double k1,k2;
 1603:   double p2[NPARMAX+1];
 1604:   double res;
 1605:   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
 1606:   double fx;
 1607:   int k=0,kmax=10;
 1608:   double l1;
 1609: 
 1610:   fx=func(x);
 1611:   for (i=1;i<=npar;i++) p2[i]=x[i];
 1612:   for(l=0 ; l <=lmax; l++){
 1613:     l1=pow(10,l);
 1614:     delts=delt;
 1615:     for(k=1 ; k <kmax; k=k+1){
 1616:       delt = delta*(l1*k);
 1617:       p2[theta]=x[theta] +delt;
 1618:       k1=func(p2)-fx;
 1619:       p2[theta]=x[theta]-delt;
 1620:       k2=func(p2)-fx;
 1621:       /*res= (k1-2.0*fx+k2)/delt/delt; */
 1622:       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
 1623:       
 1624: #ifdef DEBUG
 1625:       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);
 1626:       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);
 1627: #endif
 1628:       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
 1629:       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
 1630: 	k=kmax;
 1631:       }
 1632:       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
 1633: 	k=kmax; l=lmax*10.;
 1634:       }
 1635:       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
 1636: 	delts=delt;
 1637:       }
 1638:     }
 1639:   }
 1640:   delti[theta]=delts;
 1641:   return res; 
 1642:   
 1643: }
 1644: 
 1645: double hessij( double x[], double delti[], int thetai,int thetaj)
 1646: {
 1647:   int i;
 1648:   int l=1, l1, lmax=20;
 1649:   double k1,k2,k3,k4,res,fx;
 1650:   double p2[NPARMAX+1];
 1651:   int k;
 1652: 
 1653:   fx=func(x);
 1654:   for (k=1; k<=2; k++) {
 1655:     for (i=1;i<=npar;i++) p2[i]=x[i];
 1656:     p2[thetai]=x[thetai]+delti[thetai]/k;
 1657:     p2[thetaj]=x[thetaj]+delti[thetaj]/k;
 1658:     k1=func(p2)-fx;
 1659:   
 1660:     p2[thetai]=x[thetai]+delti[thetai]/k;
 1661:     p2[thetaj]=x[thetaj]-delti[thetaj]/k;
 1662:     k2=func(p2)-fx;
 1663:   
 1664:     p2[thetai]=x[thetai]-delti[thetai]/k;
 1665:     p2[thetaj]=x[thetaj]+delti[thetaj]/k;
 1666:     k3=func(p2)-fx;
 1667:   
 1668:     p2[thetai]=x[thetai]-delti[thetai]/k;
 1669:     p2[thetaj]=x[thetaj]-delti[thetaj]/k;
 1670:     k4=func(p2)-fx;
 1671:     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
 1672: #ifdef DEBUG
 1673:     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);
 1674:     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);
 1675: #endif
 1676:   }
 1677:   return res;
 1678: }
 1679: 
 1680: /************** Inverse of matrix **************/
 1681: void ludcmp(double **a, int n, int *indx, double *d) 
 1682: { 
 1683:   int i,imax,j,k; 
 1684:   double big,dum,sum,temp; 
 1685:   double *vv; 
 1686:  
 1687:   vv=vector(1,n); 
 1688:   *d=1.0; 
 1689:   for (i=1;i<=n;i++) { 
 1690:     big=0.0; 
 1691:     for (j=1;j<=n;j++) 
 1692:       if ((temp=fabs(a[i][j])) > big) big=temp; 
 1693:     if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
 1694:     vv[i]=1.0/big; 
 1695:   } 
 1696:   for (j=1;j<=n;j++) { 
 1697:     for (i=1;i<j;i++) { 
 1698:       sum=a[i][j]; 
 1699:       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
 1700:       a[i][j]=sum; 
 1701:     } 
 1702:     big=0.0; 
 1703:     for (i=j;i<=n;i++) { 
 1704:       sum=a[i][j]; 
 1705:       for (k=1;k<j;k++) 
 1706: 	sum -= a[i][k]*a[k][j]; 
 1707:       a[i][j]=sum; 
 1708:       if ( (dum=vv[i]*fabs(sum)) >= big) { 
 1709: 	big=dum; 
 1710: 	imax=i; 
 1711:       } 
 1712:     } 
 1713:     if (j != imax) { 
 1714:       for (k=1;k<=n;k++) { 
 1715: 	dum=a[imax][k]; 
 1716: 	a[imax][k]=a[j][k]; 
 1717: 	a[j][k]=dum; 
 1718:       } 
 1719:       *d = -(*d); 
 1720:       vv[imax]=vv[j]; 
 1721:     } 
 1722:     indx[j]=imax; 
 1723:     if (a[j][j] == 0.0) a[j][j]=TINY; 
 1724:     if (j != n) { 
 1725:       dum=1.0/(a[j][j]); 
 1726:       for (i=j+1;i<=n;i++) a[i][j] *= dum; 
 1727:     } 
 1728:   } 
 1729:   free_vector(vv,1,n);  /* Doesn't work */
 1730: ;
 1731: } 
 1732: 
 1733: void lubksb(double **a, int n, int *indx, double b[]) 
 1734: { 
 1735:   int i,ii=0,ip,j; 
 1736:   double sum; 
 1737:  
 1738:   for (i=1;i<=n;i++) { 
 1739:     ip=indx[i]; 
 1740:     sum=b[ip]; 
 1741:     b[ip]=b[i]; 
 1742:     if (ii) 
 1743:       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
 1744:     else if (sum) ii=i; 
 1745:     b[i]=sum; 
 1746:   } 
 1747:   for (i=n;i>=1;i--) { 
 1748:     sum=b[i]; 
 1749:     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
 1750:     b[i]=sum/a[i][i]; 
 1751:   } 
 1752: } 
 1753: 
 1754: /************ Frequencies ********************/
 1755: void  freqsummary(char fileres[], int iagemin, int iagemax, int **s, double **agev, int nlstate, int imx, int *Tvaraff, int **nbcode, int *ncodemax,double **mint,double **anint)
 1756: {  /* Some frequencies */
 1757:   
 1758:   int i, m, jk, k1,i1, j1, bool, z1,z2,j;
 1759:   int first;
 1760:   double ***freq; /* Frequencies */
 1761:   double *pp, **prop;
 1762:   double pos,posprop, k2, dateintsum=0,k2cpt=0;
 1763:   FILE *ficresp;
 1764:   char fileresp[FILENAMELENGTH];
 1765:   
 1766:   pp=vector(1,nlstate);
 1767:   prop=matrix(1,nlstate,iagemin,iagemax+3);
 1768:   strcpy(fileresp,"p");
 1769:   strcat(fileresp,fileres);
 1770:   if((ficresp=fopen(fileresp,"w"))==NULL) {
 1771:     printf("Problem with prevalence resultfile: %s\n", fileresp);
 1772:     fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
 1773:     exit(0);
 1774:   }
 1775:   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);
 1776:   j1=0;
 1777:   
 1778:   j=cptcoveff;
 1779:   if (cptcovn<1) {j=1;ncodemax[1]=1;}
 1780: 
 1781:   first=1;
 1782: 
 1783:   for(k1=1; k1<=j;k1++){
 1784:     for(i1=1; i1<=ncodemax[k1];i1++){
 1785:       j1++;
 1786:       /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
 1787: 	scanf("%d", i);*/
 1788:       for (i=-1; i<=nlstate+ndeath; i++)  
 1789: 	for (jk=-1; jk<=nlstate+ndeath; jk++)  
 1790: 	  for(m=iagemin; m <= iagemax+3; m++)
 1791: 	    freq[i][jk][m]=0;
 1792: 
 1793:     for (i=1; i<=nlstate; i++)  
 1794:       for(m=iagemin; m <= iagemax+3; m++)
 1795: 	prop[i][m]=0;
 1796:       
 1797:       dateintsum=0;
 1798:       k2cpt=0;
 1799:       for (i=1; i<=imx; i++) {
 1800: 	bool=1;
 1801: 	if  (cptcovn>0) {
 1802: 	  for (z1=1; z1<=cptcoveff; z1++) 
 1803: 	    if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
 1804: 	      bool=0;
 1805: 	}
 1806: 	if (bool==1){
 1807: 	  for(m=firstpass; m<=lastpass; m++){
 1808: 	    k2=anint[m][i]+(mint[m][i]/12.);
 1809: 	    /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
 1810: 	      if(agev[m][i]==0) agev[m][i]=iagemax+1;
 1811: 	      if(agev[m][i]==1) agev[m][i]=iagemax+2;
 1812: 	      if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
 1813: 	      if (m<lastpass) {
 1814: 		freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
 1815: 		freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
 1816: 	      }
 1817: 	      
 1818: 	      if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
 1819: 		dateintsum=dateintsum+k2;
 1820: 		k2cpt++;
 1821: 	      }
 1822: 	      /*}*/
 1823: 	  }
 1824: 	}
 1825:       }
 1826:        
 1827:       /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
 1828: 
 1829:       if  (cptcovn>0) {
 1830: 	fprintf(ficresp, "\n#********** Variable "); 
 1831: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 1832: 	fprintf(ficresp, "**********\n#");
 1833:       }
 1834:       for(i=1; i<=nlstate;i++) 
 1835: 	fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
 1836:       fprintf(ficresp, "\n");
 1837:       
 1838:       for(i=iagemin; i <= iagemax+3; i++){
 1839: 	if(i==iagemax+3){
 1840: 	  fprintf(ficlog,"Total");
 1841: 	}else{
 1842: 	  if(first==1){
 1843: 	    first=0;
 1844: 	    printf("See log file for details...\n");
 1845: 	  }
 1846: 	  fprintf(ficlog,"Age %d", i);
 1847: 	}
 1848: 	for(jk=1; jk <=nlstate ; jk++){
 1849: 	  for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
 1850: 	    pp[jk] += freq[jk][m][i]; 
 1851: 	}
 1852: 	for(jk=1; jk <=nlstate ; jk++){
 1853: 	  for(m=-1, pos=0; m <=0 ; m++)
 1854: 	    pos += freq[jk][m][i];
 1855: 	  if(pp[jk]>=1.e-10){
 1856: 	    if(first==1){
 1857: 	    printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
 1858: 	    }
 1859: 	    fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
 1860: 	  }else{
 1861: 	    if(first==1)
 1862: 	      printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
 1863: 	    fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
 1864: 	  }
 1865: 	}
 1866: 
 1867: 	for(jk=1; jk <=nlstate ; jk++){
 1868: 	  for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
 1869: 	    pp[jk] += freq[jk][m][i];
 1870: 	}	
 1871: 	for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
 1872: 	  pos += pp[jk];
 1873: 	  posprop += prop[jk][i];
 1874: 	}
 1875: 	for(jk=1; jk <=nlstate ; jk++){
 1876: 	  if(pos>=1.e-5){
 1877: 	    if(first==1)
 1878: 	      printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
 1879: 	    fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
 1880: 	  }else{
 1881: 	    if(first==1)
 1882: 	      printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
 1883: 	    fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
 1884: 	  }
 1885: 	  if( i <= iagemax){
 1886: 	    if(pos>=1.e-5){
 1887: 	      fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
 1888: 	      /*probs[i][jk][j1]= pp[jk]/pos;*/
 1889: 	      /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
 1890: 	    }
 1891: 	    else
 1892: 	      fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
 1893: 	  }
 1894: 	}
 1895: 	
 1896: 	for(jk=-1; jk <=nlstate+ndeath; jk++)
 1897: 	  for(m=-1; m <=nlstate+ndeath; m++)
 1898: 	    if(freq[jk][m][i] !=0 ) {
 1899: 	    if(first==1)
 1900: 	      printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
 1901: 	      fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
 1902: 	    }
 1903: 	if(i <= iagemax)
 1904: 	  fprintf(ficresp,"\n");
 1905: 	if(first==1)
 1906: 	  printf("Others in log...\n");
 1907: 	fprintf(ficlog,"\n");
 1908:       }
 1909:     }
 1910:   }
 1911:   dateintmean=dateintsum/k2cpt; 
 1912:  
 1913:   fclose(ficresp);
 1914:   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);
 1915:   free_vector(pp,1,nlstate);
 1916:   free_matrix(prop,1,nlstate,iagemin, iagemax+3);
 1917:   /* End of Freq */
 1918: }
 1919: 
 1920: /************ Prevalence ********************/
 1921: void prevalence(double ***probs, double agemin, double agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2, int firstpass, int lastpass)
 1922: {  
 1923:   /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
 1924:      in each health status at the date of interview (if between dateprev1 and dateprev2).
 1925:      We still use firstpass and lastpass as another selection.
 1926:   */
 1927:  
 1928:   int i, m, jk, k1, i1, j1, bool, z1,z2,j;
 1929:   double ***freq; /* Frequencies */
 1930:   double *pp, **prop;
 1931:   double pos,posprop; 
 1932:   double  y2; /* in fractional years */
 1933:   int iagemin, iagemax;
 1934: 
 1935:   iagemin= (int) agemin;
 1936:   iagemax= (int) agemax;
 1937:   /*pp=vector(1,nlstate);*/
 1938:   prop=matrix(1,nlstate,iagemin,iagemax+3); 
 1939:   /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
 1940:   j1=0;
 1941:   
 1942:   j=cptcoveff;
 1943:   if (cptcovn<1) {j=1;ncodemax[1]=1;}
 1944:   
 1945:   for(k1=1; k1<=j;k1++){
 1946:     for(i1=1; i1<=ncodemax[k1];i1++){
 1947:       j1++;
 1948:       
 1949:       for (i=1; i<=nlstate; i++)  
 1950: 	for(m=iagemin; m <= iagemax+3; m++)
 1951: 	  prop[i][m]=0.0;
 1952:      
 1953:       for (i=1; i<=imx; i++) { /* Each individual */
 1954: 	bool=1;
 1955: 	if  (cptcovn>0) {
 1956: 	  for (z1=1; z1<=cptcoveff; z1++) 
 1957: 	    if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
 1958: 	      bool=0;
 1959: 	} 
 1960: 	if (bool==1) { 
 1961: 	  for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
 1962: 	    y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
 1963: 	    if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
 1964: 	      if(agev[m][i]==0) agev[m][i]=iagemax+1;
 1965: 	      if(agev[m][i]==1) agev[m][i]=iagemax+2;
 1966: 	      if((int)agev[m][i] <iagemin || (int)agev[m][i] >iagemax+3) printf("Error on individual =%d agev[m][i]=%f m=%d\n",i, agev[m][i],m); 
 1967:  	      if (s[m][i]>0 && s[m][i]<=nlstate) { 
 1968: 		/*if(i>4620) printf(" i=%d m=%d s[m][i]=%d (int)agev[m][i]=%d weight[i]=%f prop=%f\n",i,m,s[m][i],(int)agev[m][m],weight[i],prop[s[m][i]][(int)agev[m][i]]);*/
 1969:  		prop[s[m][i]][(int)agev[m][i]] += weight[i];
 1970:  		prop[s[m][i]][iagemax+3] += weight[i]; 
 1971:  	      } 
 1972: 	    }
 1973: 	  } /* end selection of waves */
 1974: 	}
 1975:       }
 1976:       for(i=iagemin; i <= iagemax+3; i++){  
 1977: 	
 1978:  	for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
 1979:  	  posprop += prop[jk][i]; 
 1980:  	} 
 1981: 
 1982:  	for(jk=1; jk <=nlstate ; jk++){	    
 1983:  	  if( i <=  iagemax){ 
 1984:  	    if(posprop>=1.e-5){ 
 1985:  	      probs[i][jk][j1]= prop[jk][i]/posprop;
 1986:  	    } 
 1987:  	  } 
 1988:  	}/* end jk */ 
 1989:       }/* end i */ 
 1990:     } /* end i1 */
 1991:   } /* end k1 */
 1992:   
 1993:   /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
 1994:   /*free_vector(pp,1,nlstate);*/
 1995:   free_matrix(prop,1,nlstate, iagemin,iagemax+3);
 1996: }  /* End of prevalence */
 1997: 
 1998: /************* Waves Concatenation ***************/
 1999: 
 2000: 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)
 2001: {
 2002:   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
 2003:      Death is a valid wave (if date is known).
 2004:      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
 2005:      dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
 2006:      and mw[mi+1][i]. dh depends on stepm.
 2007:      */
 2008: 
 2009:   int i, mi, m;
 2010:   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
 2011:      double sum=0., jmean=0.;*/
 2012:   int first;
 2013:   int j, k=0,jk, ju, jl;
 2014:   double sum=0.;
 2015:   first=0;
 2016:   jmin=1e+5;
 2017:   jmax=-1;
 2018:   jmean=0.;
 2019:   for(i=1; i<=imx; i++){
 2020:     mi=0;
 2021:     m=firstpass;
 2022:     while(s[m][i] <= nlstate){
 2023:       if(s[m][i]>=1)
 2024: 	mw[++mi][i]=m;
 2025:       if(m >=lastpass)
 2026: 	break;
 2027:       else
 2028: 	m++;
 2029:     }/* end while */
 2030:     if (s[m][i] > nlstate){
 2031:       mi++;	/* Death is another wave */
 2032:       /* if(mi==0)  never been interviewed correctly before death */
 2033: 	 /* Only death is a correct wave */
 2034:       mw[mi][i]=m;
 2035:     }
 2036: 
 2037:     wav[i]=mi;
 2038:     if(mi==0){
 2039:       if(first==0){
 2040: 	printf("Warning! None valid information for:%ld line=%d (skipped) and may be others, see log file\n",num[i],i);
 2041: 	first=1;
 2042:       }
 2043:       if(first==1){
 2044: 	fprintf(ficlog,"Warning! None valid information for:%ld line=%d (skipped)\n",num[i],i);
 2045:       }
 2046:     } /* end mi==0 */
 2047:   } /* End individuals */
 2048: 
 2049:   for(i=1; i<=imx; i++){
 2050:     for(mi=1; mi<wav[i];mi++){
 2051:       if (stepm <=0)
 2052: 	dh[mi][i]=1;
 2053:       else{
 2054: 	if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
 2055: 	  if (agedc[i] < 2*AGESUP) {
 2056: 	    j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
 2057: 	    if(j==0) j=1;  /* Survives at least one month after exam */
 2058: 	    else if(j<0){
 2059: 	      printf("Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
 2060: 	      j=1; /* Careful Patch */
 2061: 	      printf("   We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview.\n  You MUST fix the contradiction between dates.\n",stepm);
 2062: 	      printf("Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
 2063: 	      fprintf(ficlog,"   We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview.\n  You MUST fix the contradiction between dates.\n",stepm);
 2064: 	    }
 2065: 	    k=k+1;
 2066: 	    if (j >= jmax) jmax=j;
 2067: 	    if (j <= jmin) jmin=j;
 2068: 	    sum=sum+j;
 2069: 	    /*if (j<0) printf("j=%d num=%d \n",j,i);*/
 2070: 	    /*	  printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
 2071: 	  }
 2072: 	}
 2073: 	else{
 2074: 	  j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
 2075: 	  /*	  printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
 2076: 	  k=k+1;
 2077: 	  if (j >= jmax) jmax=j;
 2078: 	  else if (j <= jmin)jmin=j;
 2079: 	  /*	    if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
 2080: 	  /*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]);*/
 2081: 	  if(j<0){
 2082: 	    printf("Error! Negative delay (%d) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
 2083: 	    fprintf(ficlog,"Error! Negative delay (%d) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
 2084: 	  }
 2085: 	  sum=sum+j;
 2086: 	}
 2087: 	jk= j/stepm;
 2088: 	jl= j -jk*stepm;
 2089: 	ju= j -(jk+1)*stepm;
 2090: 	if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */
 2091: 	  if(jl==0){
 2092: 	    dh[mi][i]=jk;
 2093: 	    bh[mi][i]=0;
 2094: 	  }else{ /* We want a negative bias in order to only have interpolation ie
 2095: 		  * at the price of an extra matrix product in likelihood */
 2096: 	    dh[mi][i]=jk+1;
 2097: 	    bh[mi][i]=ju;
 2098: 	  }
 2099: 	}else{
 2100: 	  if(jl <= -ju){
 2101: 	    dh[mi][i]=jk;
 2102: 	    bh[mi][i]=jl;	/* bias is positive if real duration
 2103: 				 * is higher than the multiple of stepm and negative otherwise.
 2104: 				 */
 2105: 	  }
 2106: 	  else{
 2107: 	    dh[mi][i]=jk+1;
 2108: 	    bh[mi][i]=ju;
 2109: 	  }
 2110: 	  if(dh[mi][i]==0){
 2111: 	    dh[mi][i]=1; /* At least one step */
 2112: 	    bh[mi][i]=ju; /* At least one step */
 2113: 	    /*  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);*/
 2114: 	  }
 2115: 	} /* end if mle */
 2116:       }
 2117:     } /* end wave */
 2118:   }
 2119:   jmean=sum/k;
 2120:   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
 2121:   fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
 2122:  }
 2123: 
 2124: /*********** Tricode ****************************/
 2125: void tricode(int *Tvar, int **nbcode, int imx)
 2126: {
 2127:   
 2128:   int Ndum[20],ij=1, k, j, i, maxncov=19;
 2129:   int cptcode=0;
 2130:   cptcoveff=0; 
 2131:  
 2132:   for (k=0; k<maxncov; k++) Ndum[k]=0;
 2133:   for (k=1; k<=7; k++) ncodemax[k]=0;
 2134: 
 2135:   for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
 2136:     for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
 2137: 			       modality*/ 
 2138:       ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
 2139:       Ndum[ij]++; /*store the modality */
 2140:       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
 2141:       if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
 2142: 				       Tvar[j]. If V=sex and male is 0 and 
 2143: 				       female is 1, then  cptcode=1.*/
 2144:     }
 2145: 
 2146:     for (i=0; i<=cptcode; i++) {
 2147:       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 */
 2148:     }
 2149: 
 2150:     ij=1; 
 2151:     for (i=1; i<=ncodemax[j]; i++) {
 2152:       for (k=0; k<= maxncov; k++) {
 2153: 	if (Ndum[k] != 0) {
 2154: 	  nbcode[Tvar[j]][ij]=k; 
 2155: 	  /* 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; */
 2156: 	  
 2157: 	  ij++;
 2158: 	}
 2159: 	if (ij > ncodemax[j]) break; 
 2160:       }  
 2161:     } 
 2162:   }  
 2163: 
 2164:  for (k=0; k< maxncov; k++) Ndum[k]=0;
 2165: 
 2166:  for (i=1; i<=ncovmodel-2; i++) { 
 2167:    /* Listing of all covariables in staement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
 2168:    ij=Tvar[i];
 2169:    Ndum[ij]++;
 2170:  }
 2171: 
 2172:  ij=1;
 2173:  for (i=1; i<= maxncov; i++) {
 2174:    if((Ndum[i]!=0) && (i<=ncovcol)){
 2175:      Tvaraff[ij]=i; /*For printing */
 2176:      ij++;
 2177:    }
 2178:  }
 2179:  
 2180:  cptcoveff=ij-1; /*Number of simple covariates*/
 2181: }
 2182: 
 2183: /*********** Health Expectancies ****************/
 2184: 
 2185: 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 )
 2186: 
 2187: {
 2188:   /* Health expectancies */
 2189:   int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
 2190:   double age, agelim, hf;
 2191:   double ***p3mat,***varhe;
 2192:   double **dnewm,**doldm;
 2193:   double *xp;
 2194:   double **gp, **gm;
 2195:   double ***gradg, ***trgradg;
 2196:   int theta;
 2197: 
 2198:   varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
 2199:   xp=vector(1,npar);
 2200:   dnewm=matrix(1,nlstate*nlstate,1,npar);
 2201:   doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
 2202:   
 2203:   fprintf(ficreseij,"# Health expectancies\n");
 2204:   fprintf(ficreseij,"# Age");
 2205:   for(i=1; i<=nlstate;i++)
 2206:     for(j=1; j<=nlstate;j++)
 2207:       fprintf(ficreseij," %1d-%1d (SE)",i,j);
 2208:   fprintf(ficreseij,"\n");
 2209: 
 2210:   if(estepm < stepm){
 2211:     printf ("Problem %d lower than %d\n",estepm, stepm);
 2212:   }
 2213:   else  hstepm=estepm;   
 2214:   /* We compute the life expectancy from trapezoids spaced every estepm months
 2215:    * This is mainly to measure the difference between two models: for example
 2216:    * if stepm=24 months pijx are given only every 2 years and by summing them
 2217:    * we are calculating an estimate of the Life Expectancy assuming a linear 
 2218:    * progression in between and thus overestimating or underestimating according
 2219:    * to the curvature of the survival function. If, for the same date, we 
 2220:    * estimate the model with stepm=1 month, we can keep estepm to 24 months
 2221:    * to compare the new estimate of Life expectancy with the same linear 
 2222:    * hypothesis. A more precise result, taking into account a more precise
 2223:    * curvature will be obtained if estepm is as small as stepm. */
 2224: 
 2225:   /* For example we decided to compute the life expectancy with the smallest unit */
 2226:   /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
 2227:      nhstepm is the number of hstepm from age to agelim 
 2228:      nstepm is the number of stepm from age to agelin. 
 2229:      Look at hpijx to understand the reason of that which relies in memory size
 2230:      and note for a fixed period like estepm months */
 2231:   /* We decided (b) to get a life expectancy respecting the most precise curvature of the
 2232:      survival function given by stepm (the optimization length). Unfortunately it
 2233:      means that if the survival funtion is printed only each two years of age and if
 2234:      you sum them up and add 1 year (area under the trapezoids) you won't get the same 
 2235:      results. So we changed our mind and took the option of the best precision.
 2236:   */
 2237:   hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
 2238: 
 2239:   agelim=AGESUP;
 2240:   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
 2241:     /* nhstepm age range expressed in number of stepm */
 2242:     nstepm=(int) rint((agelim-age)*YEARM/stepm); 
 2243:     /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
 2244:     /* if (stepm >= YEARM) hstepm=1;*/
 2245:     nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
 2246:     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2247:     gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
 2248:     gp=matrix(0,nhstepm,1,nlstate*nlstate);
 2249:     gm=matrix(0,nhstepm,1,nlstate*nlstate);
 2250: 
 2251:     /* Computed by stepm unit matrices, product of hstepm matrices, stored
 2252:        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
 2253:     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
 2254:  
 2255: 
 2256:     hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
 2257: 
 2258:     /* Computing Variances of health expectancies */
 2259: 
 2260:      for(theta=1; theta <=npar; theta++){
 2261:       for(i=1; i<=npar; i++){ 
 2262: 	xp[i] = x[i] + (i==theta ?delti[theta]:0);
 2263:       }
 2264:       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
 2265:   
 2266:       cptj=0;
 2267:       for(j=1; j<= nlstate; j++){
 2268: 	for(i=1; i<=nlstate; i++){
 2269: 	  cptj=cptj+1;
 2270: 	  for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
 2271: 	    gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
 2272: 	  }
 2273: 	}
 2274:       }
 2275:      
 2276:      
 2277:       for(i=1; i<=npar; i++) 
 2278: 	xp[i] = x[i] - (i==theta ?delti[theta]:0);
 2279:       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
 2280:       
 2281:       cptj=0;
 2282:       for(j=1; j<= nlstate; j++){
 2283: 	for(i=1;i<=nlstate;i++){
 2284: 	  cptj=cptj+1;
 2285: 	  for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
 2286: 
 2287: 	    gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
 2288: 	  }
 2289: 	}
 2290:       }
 2291:       for(j=1; j<= nlstate*nlstate; j++)
 2292: 	for(h=0; h<=nhstepm-1; h++){
 2293: 	  gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
 2294: 	}
 2295:      } 
 2296:    
 2297: /* End theta */
 2298: 
 2299:      trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
 2300: 
 2301:      for(h=0; h<=nhstepm-1; h++)
 2302:       for(j=1; j<=nlstate*nlstate;j++)
 2303: 	for(theta=1; theta <=npar; theta++)
 2304: 	  trgradg[h][j][theta]=gradg[h][theta][j];
 2305:      
 2306: 
 2307:      for(i=1;i<=nlstate*nlstate;i++)
 2308:       for(j=1;j<=nlstate*nlstate;j++)
 2309: 	varhe[i][j][(int)age] =0.;
 2310: 
 2311:      printf("%d|",(int)age);fflush(stdout);
 2312:      fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
 2313:      for(h=0;h<=nhstepm-1;h++){
 2314:       for(k=0;k<=nhstepm-1;k++){
 2315: 	matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
 2316: 	matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
 2317: 	for(i=1;i<=nlstate*nlstate;i++)
 2318: 	  for(j=1;j<=nlstate*nlstate;j++)
 2319: 	    varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
 2320:       }
 2321:     }
 2322:     /* Computing expectancies */
 2323:     for(i=1; i<=nlstate;i++)
 2324:       for(j=1; j<=nlstate;j++)
 2325: 	for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
 2326: 	  eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
 2327: 	  
 2328: /* 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]);*/
 2329: 
 2330: 	}
 2331: 
 2332:     fprintf(ficreseij,"%3.0f",age );
 2333:     cptj=0;
 2334:     for(i=1; i<=nlstate;i++)
 2335:       for(j=1; j<=nlstate;j++){
 2336: 	cptj++;
 2337: 	fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
 2338:       }
 2339:     fprintf(ficreseij,"\n");
 2340:    
 2341:     free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
 2342:     free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
 2343:     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
 2344:     free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
 2345:     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2346:   }
 2347:   printf("\n");
 2348:   fprintf(ficlog,"\n");
 2349: 
 2350:   free_vector(xp,1,npar);
 2351:   free_matrix(dnewm,1,nlstate*nlstate,1,npar);
 2352:   free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
 2353:   free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
 2354: }
 2355: 
 2356: /************ Variance ******************/
 2357: 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)
 2358: {
 2359:   /* Variance of health expectancies */
 2360:   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
 2361:   /* double **newm;*/
 2362:   double **dnewm,**doldm;
 2363:   double **dnewmp,**doldmp;
 2364:   int i, j, nhstepm, hstepm, h, nstepm ;
 2365:   int k, cptcode;
 2366:   double *xp;
 2367:   double **gp, **gm;  /* for var eij */
 2368:   double ***gradg, ***trgradg; /*for var eij */
 2369:   double **gradgp, **trgradgp; /* for var p point j */
 2370:   double *gpp, *gmp; /* for var p point j */
 2371:   double **varppt; /* for var p point j nlstate to nlstate+ndeath */
 2372:   double ***p3mat;
 2373:   double age,agelim, hf;
 2374:   double ***mobaverage;
 2375:   int theta;
 2376:   char digit[4];
 2377:   char digitp[25];
 2378: 
 2379:   char fileresprobmorprev[FILENAMELENGTH];
 2380: 
 2381:   if(popbased==1){
 2382:     if(mobilav!=0)
 2383:       strcpy(digitp,"-populbased-mobilav-");
 2384:     else strcpy(digitp,"-populbased-nomobil-");
 2385:   }
 2386:   else 
 2387:     strcpy(digitp,"-stablbased-");
 2388: 
 2389:   if (mobilav!=0) {
 2390:     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 2391:     if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
 2392:       fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
 2393:       printf(" Error in movingaverage mobilav=%d\n",mobilav);
 2394:     }
 2395:   }
 2396: 
 2397:   strcpy(fileresprobmorprev,"prmorprev"); 
 2398:   sprintf(digit,"%-d",ij);
 2399:   /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
 2400:   strcat(fileresprobmorprev,digit); /* Tvar to be done */
 2401:   strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
 2402:   strcat(fileresprobmorprev,fileres);
 2403:   if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
 2404:     printf("Problem with resultfile: %s\n", fileresprobmorprev);
 2405:     fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
 2406:   }
 2407:   printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
 2408:   fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
 2409:   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);
 2410:   fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
 2411:   for(j=nlstate+1; j<=(nlstate+ndeath);j++){
 2412:     fprintf(ficresprobmorprev," p.%-d SE",j);
 2413:     for(i=1; i<=nlstate;i++)
 2414:       fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
 2415:   }  
 2416:   fprintf(ficresprobmorprev,"\n");
 2417:   fprintf(ficgp,"\n# Routine varevsij");
 2418:   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");
 2419:   fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
 2420: /*   } */
 2421:   varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 2422: 
 2423:   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");
 2424:   fprintf(ficresvij,"# Age");
 2425:   for(i=1; i<=nlstate;i++)
 2426:     for(j=1; j<=nlstate;j++)
 2427:       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
 2428:   fprintf(ficresvij,"\n");
 2429: 
 2430:   xp=vector(1,npar);
 2431:   dnewm=matrix(1,nlstate,1,npar);
 2432:   doldm=matrix(1,nlstate,1,nlstate);
 2433:   dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
 2434:   doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 2435: 
 2436:   gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
 2437:   gpp=vector(nlstate+1,nlstate+ndeath);
 2438:   gmp=vector(nlstate+1,nlstate+ndeath);
 2439:   trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
 2440:   
 2441:   if(estepm < stepm){
 2442:     printf ("Problem %d lower than %d\n",estepm, stepm);
 2443:   }
 2444:   else  hstepm=estepm;   
 2445:   /* For example we decided to compute the life expectancy with the smallest unit */
 2446:   /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
 2447:      nhstepm is the number of hstepm from age to agelim 
 2448:      nstepm is the number of stepm from age to agelin. 
 2449:      Look at hpijx to understand the reason of that which relies in memory size
 2450:      and note for a fixed period like k years */
 2451:   /* We decided (b) to get a life expectancy respecting the most precise curvature of the
 2452:      survival function given by stepm (the optimization length). Unfortunately it
 2453:      means that if the survival funtion is printed every two years of age and if
 2454:      you sum them up and add 1 year (area under the trapezoids) you won't get the same 
 2455:      results. So we changed our mind and took the option of the best precision.
 2456:   */
 2457:   hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
 2458:   agelim = AGESUP;
 2459:   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
 2460:     nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
 2461:     nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
 2462:     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2463:     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
 2464:     gp=matrix(0,nhstepm,1,nlstate);
 2465:     gm=matrix(0,nhstepm,1,nlstate);
 2466: 
 2467: 
 2468:     for(theta=1; theta <=npar; theta++){
 2469:       for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
 2470: 	xp[i] = x[i] + (i==theta ?delti[theta]:0);
 2471:       }
 2472:       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
 2473:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 2474: 
 2475:       if (popbased==1) {
 2476: 	if(mobilav ==0){
 2477: 	  for(i=1; i<=nlstate;i++)
 2478: 	    prlim[i][i]=probs[(int)age][i][ij];
 2479: 	}else{ /* mobilav */ 
 2480: 	  for(i=1; i<=nlstate;i++)
 2481: 	    prlim[i][i]=mobaverage[(int)age][i][ij];
 2482: 	}
 2483:       }
 2484:   
 2485:       for(j=1; j<= nlstate; j++){
 2486: 	for(h=0; h<=nhstepm; h++){
 2487: 	  for(i=1, gp[h][j]=0.;i<=nlstate;i++)
 2488: 	    gp[h][j] += prlim[i][i]*p3mat[i][j][h];
 2489: 	}
 2490:       }
 2491:       /* This for computing probability of death (h=1 means
 2492:          computed over hstepm matrices product = hstepm*stepm months) 
 2493:          as a weighted average of prlim.
 2494:       */
 2495:       for(j=nlstate+1;j<=nlstate+ndeath;j++){
 2496: 	for(i=1,gpp[j]=0.; i<= nlstate; i++)
 2497: 	  gpp[j] += prlim[i][i]*p3mat[i][j][1];
 2498:       }    
 2499:       /* end probability of death */
 2500: 
 2501:       for(i=1; i<=npar; i++) /* Computes gradient x - delta */
 2502: 	xp[i] = x[i] - (i==theta ?delti[theta]:0);
 2503:       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
 2504:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 2505:  
 2506:       if (popbased==1) {
 2507: 	if(mobilav ==0){
 2508: 	  for(i=1; i<=nlstate;i++)
 2509: 	    prlim[i][i]=probs[(int)age][i][ij];
 2510: 	}else{ /* mobilav */ 
 2511: 	  for(i=1; i<=nlstate;i++)
 2512: 	    prlim[i][i]=mobaverage[(int)age][i][ij];
 2513: 	}
 2514:       }
 2515: 
 2516:       for(j=1; j<= nlstate; j++){
 2517: 	for(h=0; h<=nhstepm; h++){
 2518: 	  for(i=1, gm[h][j]=0.;i<=nlstate;i++)
 2519: 	    gm[h][j] += prlim[i][i]*p3mat[i][j][h];
 2520: 	}
 2521:       }
 2522:       /* This for computing probability of death (h=1 means
 2523:          computed over hstepm matrices product = hstepm*stepm months) 
 2524:          as a weighted average of prlim.
 2525:       */
 2526:       for(j=nlstate+1;j<=nlstate+ndeath;j++){
 2527: 	for(i=1,gmp[j]=0.; i<= nlstate; i++)
 2528:          gmp[j] += prlim[i][i]*p3mat[i][j][1];
 2529:       }    
 2530:       /* end probability of death */
 2531: 
 2532:       for(j=1; j<= nlstate; j++) /* vareij */
 2533: 	for(h=0; h<=nhstepm; h++){
 2534: 	  gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
 2535: 	}
 2536: 
 2537:       for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
 2538: 	gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
 2539:       }
 2540: 
 2541:     } /* End theta */
 2542: 
 2543:     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
 2544: 
 2545:     for(h=0; h<=nhstepm; h++) /* veij */
 2546:       for(j=1; j<=nlstate;j++)
 2547: 	for(theta=1; theta <=npar; theta++)
 2548: 	  trgradg[h][j][theta]=gradg[h][theta][j];
 2549: 
 2550:     for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
 2551:       for(theta=1; theta <=npar; theta++)
 2552: 	trgradgp[j][theta]=gradgp[theta][j];
 2553:   
 2554: 
 2555:     hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
 2556:     for(i=1;i<=nlstate;i++)
 2557:       for(j=1;j<=nlstate;j++)
 2558: 	vareij[i][j][(int)age] =0.;
 2559: 
 2560:     for(h=0;h<=nhstepm;h++){
 2561:       for(k=0;k<=nhstepm;k++){
 2562: 	matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
 2563: 	matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
 2564: 	for(i=1;i<=nlstate;i++)
 2565: 	  for(j=1;j<=nlstate;j++)
 2566: 	    vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
 2567:       }
 2568:     }
 2569:   
 2570:     /* pptj */
 2571:     matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
 2572:     matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
 2573:     for(j=nlstate+1;j<=nlstate+ndeath;j++)
 2574:       for(i=nlstate+1;i<=nlstate+ndeath;i++)
 2575: 	varppt[j][i]=doldmp[j][i];
 2576:     /* end ppptj */
 2577:     /*  x centered again */
 2578:     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
 2579:     prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
 2580:  
 2581:     if (popbased==1) {
 2582:       if(mobilav ==0){
 2583: 	for(i=1; i<=nlstate;i++)
 2584: 	  prlim[i][i]=probs[(int)age][i][ij];
 2585:       }else{ /* mobilav */ 
 2586: 	for(i=1; i<=nlstate;i++)
 2587: 	  prlim[i][i]=mobaverage[(int)age][i][ij];
 2588:       }
 2589:     }
 2590:              
 2591:     /* This for computing probability of death (h=1 means
 2592:        computed over hstepm (estepm) matrices product = hstepm*stepm months) 
 2593:        as a weighted average of prlim.
 2594:     */
 2595:     for(j=nlstate+1;j<=nlstate+ndeath;j++){
 2596:       for(i=1,gmp[j]=0.;i<= nlstate; i++) 
 2597: 	gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
 2598:     }    
 2599:     /* end probability of death */
 2600: 
 2601:     fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
 2602:     for(j=nlstate+1; j<=(nlstate+ndeath);j++){
 2603:       fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
 2604:       for(i=1; i<=nlstate;i++){
 2605: 	fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
 2606:       }
 2607:     } 
 2608:     fprintf(ficresprobmorprev,"\n");
 2609: 
 2610:     fprintf(ficresvij,"%.0f ",age );
 2611:     for(i=1; i<=nlstate;i++)
 2612:       for(j=1; j<=nlstate;j++){
 2613: 	fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
 2614:       }
 2615:     fprintf(ficresvij,"\n");
 2616:     free_matrix(gp,0,nhstepm,1,nlstate);
 2617:     free_matrix(gm,0,nhstepm,1,nlstate);
 2618:     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
 2619:     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
 2620:     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 2621:   } /* End age */
 2622:   free_vector(gpp,nlstate+1,nlstate+ndeath);
 2623:   free_vector(gmp,nlstate+1,nlstate+ndeath);
 2624:   free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
 2625:   free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
 2626:   fprintf(ficgp,"\nset noparametric;set nolabel; set ter png small;set size 0.65, 0.65");
 2627:   /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
 2628:   fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
 2629: /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
 2630: /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
 2631: /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
 2632:   fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",subdirf(fileresprobmorprev));
 2633:   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",subdirf(fileresprobmorprev));
 2634:   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",subdirf(fileresprobmorprev));
 2635:   fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",subdirf(fileresprobmorprev),subdirf(fileresprobmorprev));
 2636:   fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months. <br> <img src=\"%s%s.png\"> <br>\n", estepm,subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
 2637:   /*  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);
 2638: */
 2639: /*   fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit); */
 2640:   fprintf(ficgp,"\nset out \"%s%s.png\";replot;\n",subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
 2641: 
 2642:   free_vector(xp,1,npar);
 2643:   free_matrix(doldm,1,nlstate,1,nlstate);
 2644:   free_matrix(dnewm,1,nlstate,1,npar);
 2645:   free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 2646:   free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
 2647:   free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 2648:   if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 2649:   fclose(ficresprobmorprev);
 2650:   fflush(ficgp);
 2651:   fflush(fichtm); 
 2652: }  /* end varevsij */
 2653: 
 2654: /************ Variance of prevlim ******************/
 2655: 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)
 2656: {
 2657:   /* Variance of prevalence limit */
 2658:   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
 2659:   double **newm;
 2660:   double **dnewm,**doldm;
 2661:   int i, j, nhstepm, hstepm;
 2662:   int k, cptcode;
 2663:   double *xp;
 2664:   double *gp, *gm;
 2665:   double **gradg, **trgradg;
 2666:   double age,agelim;
 2667:   int theta;
 2668:    
 2669:   fprintf(ficresvpl,"# Standard deviation of stable prevalences \n");
 2670:   fprintf(ficresvpl,"# Age");
 2671:   for(i=1; i<=nlstate;i++)
 2672:       fprintf(ficresvpl," %1d-%1d",i,i);
 2673:   fprintf(ficresvpl,"\n");
 2674: 
 2675:   xp=vector(1,npar);
 2676:   dnewm=matrix(1,nlstate,1,npar);
 2677:   doldm=matrix(1,nlstate,1,nlstate);
 2678:   
 2679:   hstepm=1*YEARM; /* Every year of age */
 2680:   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
 2681:   agelim = AGESUP;
 2682:   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
 2683:     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
 2684:     if (stepm >= YEARM) hstepm=1;
 2685:     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
 2686:     gradg=matrix(1,npar,1,nlstate);
 2687:     gp=vector(1,nlstate);
 2688:     gm=vector(1,nlstate);
 2689: 
 2690:     for(theta=1; theta <=npar; theta++){
 2691:       for(i=1; i<=npar; i++){ /* Computes gradient */
 2692: 	xp[i] = x[i] + (i==theta ?delti[theta]:0);
 2693:       }
 2694:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 2695:       for(i=1;i<=nlstate;i++)
 2696: 	gp[i] = prlim[i][i];
 2697:     
 2698:       for(i=1; i<=npar; i++) /* Computes gradient */
 2699: 	xp[i] = x[i] - (i==theta ?delti[theta]:0);
 2700:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 2701:       for(i=1;i<=nlstate;i++)
 2702: 	gm[i] = prlim[i][i];
 2703: 
 2704:       for(i=1;i<=nlstate;i++)
 2705: 	gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
 2706:     } /* End theta */
 2707: 
 2708:     trgradg =matrix(1,nlstate,1,npar);
 2709: 
 2710:     for(j=1; j<=nlstate;j++)
 2711:       for(theta=1; theta <=npar; theta++)
 2712: 	trgradg[j][theta]=gradg[theta][j];
 2713: 
 2714:     for(i=1;i<=nlstate;i++)
 2715:       varpl[i][(int)age] =0.;
 2716:     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
 2717:     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
 2718:     for(i=1;i<=nlstate;i++)
 2719:       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
 2720: 
 2721:     fprintf(ficresvpl,"%.0f ",age );
 2722:     for(i=1; i<=nlstate;i++)
 2723:       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
 2724:     fprintf(ficresvpl,"\n");
 2725:     free_vector(gp,1,nlstate);
 2726:     free_vector(gm,1,nlstate);
 2727:     free_matrix(gradg,1,npar,1,nlstate);
 2728:     free_matrix(trgradg,1,nlstate,1,npar);
 2729:   } /* End age */
 2730: 
 2731:   free_vector(xp,1,npar);
 2732:   free_matrix(doldm,1,nlstate,1,npar);
 2733:   free_matrix(dnewm,1,nlstate,1,nlstate);
 2734: 
 2735: }
 2736: 
 2737: /************ Variance of one-step probabilities  ******************/
 2738: void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax)
 2739: {
 2740:   int i, j=0,  i1, k1, l1, t, tj;
 2741:   int k2, l2, j1,  z1;
 2742:   int k=0,l, cptcode;
 2743:   int first=1, first1;
 2744:   double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
 2745:   double **dnewm,**doldm;
 2746:   double *xp;
 2747:   double *gp, *gm;
 2748:   double **gradg, **trgradg;
 2749:   double **mu;
 2750:   double age,agelim, cov[NCOVMAX];
 2751:   double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
 2752:   int theta;
 2753:   char fileresprob[FILENAMELENGTH];
 2754:   char fileresprobcov[FILENAMELENGTH];
 2755:   char fileresprobcor[FILENAMELENGTH];
 2756: 
 2757:   double ***varpij;
 2758: 
 2759:   strcpy(fileresprob,"prob"); 
 2760:   strcat(fileresprob,fileres);
 2761:   if((ficresprob=fopen(fileresprob,"w"))==NULL) {
 2762:     printf("Problem with resultfile: %s\n", fileresprob);
 2763:     fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
 2764:   }
 2765:   strcpy(fileresprobcov,"probcov"); 
 2766:   strcat(fileresprobcov,fileres);
 2767:   if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
 2768:     printf("Problem with resultfile: %s\n", fileresprobcov);
 2769:     fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
 2770:   }
 2771:   strcpy(fileresprobcor,"probcor"); 
 2772:   strcat(fileresprobcor,fileres);
 2773:   if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
 2774:     printf("Problem with resultfile: %s\n", fileresprobcor);
 2775:     fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
 2776:   }
 2777:   printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
 2778:   fprintf(ficlog,"Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
 2779:   printf("Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
 2780:   fprintf(ficlog,"Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
 2781:   printf("and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
 2782:   fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
 2783:   
 2784:   fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
 2785:   fprintf(ficresprob,"# Age");
 2786:   fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
 2787:   fprintf(ficresprobcov,"# Age");
 2788:   fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
 2789:   fprintf(ficresprobcov,"# Age");
 2790: 
 2791: 
 2792:   for(i=1; i<=nlstate;i++)
 2793:     for(j=1; j<=(nlstate+ndeath);j++){
 2794:       fprintf(ficresprob," p%1d-%1d (SE)",i,j);
 2795:       fprintf(ficresprobcov," p%1d-%1d ",i,j);
 2796:       fprintf(ficresprobcor," p%1d-%1d ",i,j);
 2797:     }  
 2798:  /* fprintf(ficresprob,"\n");
 2799:   fprintf(ficresprobcov,"\n");
 2800:   fprintf(ficresprobcor,"\n");
 2801:  */
 2802:  xp=vector(1,npar);
 2803:   dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
 2804:   doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
 2805:   mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
 2806:   varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
 2807:   first=1;
 2808:   fprintf(ficgp,"\n# Routine varprob");
 2809:   fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
 2810:   fprintf(fichtm,"\n");
 2811: 
 2812:   fprintf(fichtm,"\n<li><h4> Computing matrix of variance-covariance of step probabilities</h4></li>\n");
 2813:   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");
 2814:   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");
 2815: 
 2816:   cov[1]=1;
 2817:   tj=cptcoveff;
 2818:   if (cptcovn<1) {tj=1;ncodemax[1]=1;}
 2819:   j1=0;
 2820:   for(t=1; t<=tj;t++){
 2821:     for(i1=1; i1<=ncodemax[t];i1++){ 
 2822:       j1++;
 2823:       if  (cptcovn>0) {
 2824: 	fprintf(ficresprob, "\n#********** Variable "); 
 2825: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 2826: 	fprintf(ficresprob, "**********\n#\n");
 2827: 	fprintf(ficresprobcov, "\n#********** Variable "); 
 2828: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 2829: 	fprintf(ficresprobcov, "**********\n#\n");
 2830: 	
 2831: 	fprintf(ficgp, "\n#********** Variable "); 
 2832: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 2833: 	fprintf(ficgp, "**********\n#\n");
 2834: 	
 2835: 	
 2836: 	fprintf(fichtm, "\n<hr  size=\"2\" color=\"#EC5E5E\">********** Variable "); 
 2837: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 2838: 	fprintf(fichtm, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
 2839: 	
 2840: 	fprintf(ficresprobcor, "\n#********** Variable ");    
 2841: 	for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
 2842: 	fprintf(ficresprobcor, "**********\n#");    
 2843:       }
 2844:       
 2845:       for (age=bage; age<=fage; age ++){ 
 2846: 	cov[2]=age;
 2847: 	for (k=1; k<=cptcovn;k++) {
 2848: 	  cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
 2849: 	}
 2850: 	for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
 2851: 	for (k=1; k<=cptcovprod;k++)
 2852: 	  cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
 2853: 	
 2854: 	gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
 2855: 	trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
 2856: 	gp=vector(1,(nlstate)*(nlstate+ndeath));
 2857: 	gm=vector(1,(nlstate)*(nlstate+ndeath));
 2858:     
 2859: 	for(theta=1; theta <=npar; theta++){
 2860: 	  for(i=1; i<=npar; i++)
 2861: 	    xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
 2862: 	  
 2863: 	  pmij(pmmij,cov,ncovmodel,xp,nlstate);
 2864: 	  
 2865: 	  k=0;
 2866: 	  for(i=1; i<= (nlstate); i++){
 2867: 	    for(j=1; j<=(nlstate+ndeath);j++){
 2868: 	      k=k+1;
 2869: 	      gp[k]=pmmij[i][j];
 2870: 	    }
 2871: 	  }
 2872: 	  
 2873: 	  for(i=1; i<=npar; i++)
 2874: 	    xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
 2875:     
 2876: 	  pmij(pmmij,cov,ncovmodel,xp,nlstate);
 2877: 	  k=0;
 2878: 	  for(i=1; i<=(nlstate); i++){
 2879: 	    for(j=1; j<=(nlstate+ndeath);j++){
 2880: 	      k=k+1;
 2881: 	      gm[k]=pmmij[i][j];
 2882: 	    }
 2883: 	  }
 2884:      
 2885: 	  for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
 2886: 	    gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
 2887: 	}
 2888: 
 2889: 	for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
 2890: 	  for(theta=1; theta <=npar; theta++)
 2891: 	    trgradg[j][theta]=gradg[theta][j];
 2892: 	
 2893: 	matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
 2894: 	matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
 2895: 	free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
 2896: 	free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
 2897: 	free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
 2898: 	free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
 2899: 
 2900: 	pmij(pmmij,cov,ncovmodel,x,nlstate);
 2901: 	
 2902: 	k=0;
 2903: 	for(i=1; i<=(nlstate); i++){
 2904: 	  for(j=1; j<=(nlstate+ndeath);j++){
 2905: 	    k=k+1;
 2906: 	    mu[k][(int) age]=pmmij[i][j];
 2907: 	  }
 2908: 	}
 2909:      	for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
 2910: 	  for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
 2911: 	    varpij[i][j][(int)age] = doldm[i][j];
 2912: 
 2913: 	/*printf("\n%d ",(int)age);
 2914: 	  for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
 2915: 	  printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
 2916: 	  fprintf(ficlog,"%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
 2917: 	  }*/
 2918: 
 2919: 	fprintf(ficresprob,"\n%d ",(int)age);
 2920: 	fprintf(ficresprobcov,"\n%d ",(int)age);
 2921: 	fprintf(ficresprobcor,"\n%d ",(int)age);
 2922: 
 2923: 	for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
 2924: 	  fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
 2925: 	for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
 2926: 	  fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
 2927: 	  fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
 2928: 	}
 2929: 	i=0;
 2930: 	for (k=1; k<=(nlstate);k++){
 2931:  	  for (l=1; l<=(nlstate+ndeath);l++){ 
 2932:  	    i=i++;
 2933: 	    fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l);
 2934: 	    fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l);
 2935: 	    for (j=1; j<=i;j++){
 2936: 	      fprintf(ficresprobcov," %11.3e",varpij[i][j][(int)age]);
 2937: 	      fprintf(ficresprobcor," %11.3e",varpij[i][j][(int) age]/sqrt(varpij[i][i][(int) age])/sqrt(varpij[j][j][(int)age]));
 2938: 	    }
 2939: 	  }
 2940: 	}/* end of loop for state */
 2941:       } /* end of loop for age */
 2942: 
 2943:       /* Confidence intervalle of pij  */
 2944:       /*
 2945: 	fprintf(ficgp,"\nset noparametric;unset label");
 2946: 	fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
 2947: 	fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
 2948: 	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);
 2949: 	fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
 2950: 	fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
 2951: 	fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
 2952:       */
 2953: 
 2954:       /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
 2955:       first1=1;
 2956:       for (k2=1; k2<=(nlstate);k2++){
 2957: 	for (l2=1; l2<=(nlstate+ndeath);l2++){ 
 2958: 	  if(l2==k2) continue;
 2959: 	  j=(k2-1)*(nlstate+ndeath)+l2;
 2960: 	  for (k1=1; k1<=(nlstate);k1++){
 2961: 	    for (l1=1; l1<=(nlstate+ndeath);l1++){ 
 2962: 	      if(l1==k1) continue;
 2963: 	      i=(k1-1)*(nlstate+ndeath)+l1;
 2964: 	      if(i<=j) continue;
 2965: 	      for (age=bage; age<=fage; age ++){ 
 2966: 		if ((int)age %5==0){
 2967: 		  v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
 2968: 		  v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
 2969: 		  cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
 2970: 		  mu1=mu[i][(int) age]/stepm*YEARM ;
 2971: 		  mu2=mu[j][(int) age]/stepm*YEARM;
 2972: 		  c12=cv12/sqrt(v1*v2);
 2973: 		  /* Computing eigen value of matrix of covariance */
 2974: 		  lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
 2975: 		  lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
 2976: 		  /* Eigen vectors */
 2977: 		  v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
 2978: 		  /*v21=sqrt(1.-v11*v11); *//* error */
 2979: 		  v21=(lc1-v1)/cv12*v11;
 2980: 		  v12=-v21;
 2981: 		  v22=v11;
 2982: 		  tnalp=v21/v11;
 2983: 		  if(first1==1){
 2984: 		    first1=0;
 2985: 		    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);
 2986: 		  }
 2987: 		  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);
 2988: 		  /*printf(fignu*/
 2989: 		  /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
 2990: 		  /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
 2991: 		  if(first==1){
 2992: 		    first=0;
 2993:  		    fprintf(ficgp,"\nset parametric;unset label");
 2994: 		    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);
 2995: 		    fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
 2996: 		    fprintf(fichtm,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup>\
 2997:  :<a href=\"%s%d%1d%1d-%1d%1d.png\">\
 2998: %s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,\
 2999: 			    subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2,\
 3000: 			    subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
 3001: 		    fprintf(fichtm,"\n<br><img src=\"%s%d%1d%1d-%1d%1d.png\"> ",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
 3002: 		    fprintf(fichtm,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
 3003: 		    fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\"",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
 3004: 		    fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
 3005: 		    fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
 3006: 		    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",\
 3007: 			    mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
 3008: 			    mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
 3009: 		  }else{
 3010: 		    first=0;
 3011: 		    fprintf(fichtm," %d (%.3f),",(int) age, c12);
 3012: 		    fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
 3013: 		    fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
 3014: 		    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",\
 3015: 			    mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
 3016: 			    mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
 3017: 		  }/* if first */
 3018: 		} /* age mod 5 */
 3019: 	      } /* end loop age */
 3020: 	      fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\";replot;",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
 3021: 	      first=1;
 3022: 	    } /*l12 */
 3023: 	  } /* k12 */
 3024: 	} /*l1 */
 3025:       }/* k1 */
 3026:     } /* loop covariates */
 3027:   }
 3028:   free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
 3029:   free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
 3030:   free_vector(xp,1,npar);
 3031:   fclose(ficresprob);
 3032:   fclose(ficresprobcov);
 3033:   fclose(ficresprobcor);
 3034:   /*  fclose(ficgp);*/
 3035: }
 3036: 
 3037: 
 3038: /******************* Printing html file ***********/
 3039: void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
 3040: 		  int lastpass, int stepm, int weightopt, char model[],\
 3041: 		  int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
 3042: 		  int popforecast, int estepm ,\
 3043: 		  double jprev1, double mprev1,double anprev1, \
 3044: 		  double jprev2, double mprev2,double anprev2){
 3045:   int jj1, k1, i1, cpt;
 3046:   /*char optionfilehtm[FILENAMELENGTH];*/
 3047: /*   if((fichtm=fopen(optionfilehtm,"a"))==NULL)    { */
 3048: /*     printf("Problem with %s \n",optionfilehtm), exit(0); */
 3049: /*     fprintf(ficlog,"Problem with %s \n",optionfilehtm), exit(0); */
 3050: /*   } */
 3051: 
 3052:    fprintf(fichtm,"<ul><li><h4>Result files (first order: no variance)</h4>\n \
 3053:  - Observed prevalence in each state (during the period defined between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf): <a href=\"%s\">%s</a> <br>\n \
 3054:  - Estimated transition probabilities over %d (stepm) months: <a href=\"%s\">%s</a><br>\n \
 3055:  - Stable prevalence in each health state: <a href=\"%s\">%s</a> <br>\n \
 3056:  - Life expectancies by age and initial health status (estepm=%2d months): \
 3057:    <a href=\"%s\">%s</a> <br>\n</li>", \
 3058: 	   jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,subdirf2(fileres,"p"),subdirf2(fileres,"p"),\
 3059: 	   stepm,subdirf2(fileres,"pij"),subdirf2(fileres,"pij"),\
 3060: 	   subdirf2(fileres,"pl"),subdirf2(fileres,"pl"),\
 3061: 	   estepm,subdirf2(fileres,"e"),subdirf2(fileres,"e"));
 3062: 
 3063: fprintf(fichtm," \n<ul><li><b>Graphs</b></li><p>");
 3064: 
 3065:  m=cptcoveff;
 3066:  if (cptcovn < 1) {m=1;ncodemax[1]=1;}
 3067: 
 3068:  jj1=0;
 3069:  for(k1=1; k1<=m;k1++){
 3070:    for(i1=1; i1<=ncodemax[k1];i1++){
 3071:      jj1++;
 3072:      if (cptcovn > 0) {
 3073:        fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
 3074:        for (cpt=1; cpt<=cptcoveff;cpt++) 
 3075: 	 fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
 3076:        fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
 3077:      }
 3078:      /* Pij */
 3079:      fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i, %d (stepm) months before: %s%d1.png<br> \
 3080: <img src=\"%s%d1.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1);     
 3081:      /* Quasi-incidences */
 3082:      fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i %d (stepm) months\
 3083:  before but expressed in per year i.e. quasi incidences if stepm is small and probabilities too: %s%d2.png<br> \
 3084: <img src=\"%s%d2.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1); 
 3085:        /* Stable prevalence in each health state */
 3086:        for(cpt=1; cpt<nlstate;cpt++){
 3087: 	 fprintf(fichtm,"<br>- Stable prevalence in each health state : p%s%d%d.png<br> \
 3088: <img src=\"%s%d%d.png\">",subdirf2(optionfilefiname,"p"),cpt,jj1,subdirf2(optionfilefiname,"p"),cpt,jj1);
 3089:        }
 3090:      for(cpt=1; cpt<=nlstate;cpt++) {
 3091:         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): %s%d%d.png <br> \
 3092: <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"exp"),cpt,jj1,subdirf2(optionfilefiname,"exp"),cpt,jj1);
 3093:      }
 3094:      fprintf(fichtm,"\n<br>- Total life expectancy by age and \
 3095: health expectancies in states (1) and (2): %s%d.png<br>\
 3096: <img src=\"%s%d.png\">",subdirf2(optionfilefiname,"e"),jj1,subdirf2(optionfilefiname,"e"),jj1);
 3097:    } /* end i1 */
 3098:  }/* End k1 */
 3099:  fprintf(fichtm,"</ul>");
 3100: 
 3101: 
 3102:  fprintf(fichtm,"\n<br><li><h4> Result files (second order: variances)</h4>\n\
 3103:  - Parameter file with estimated parameters and covariance matrix: <a href=\"%s\">%s</a> <br>\n\
 3104:  - Variance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n\
 3105:  - Variance-covariance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n\
 3106:  - Correlation matrix of one-step probabilities: <a href=\"%s\">%s</a> <br>\n\
 3107:  - Variances and covariances of life expectancies by age and initial health status (estepm=%d months): <a href=\"%s\">%s</a><br>\n\
 3108:  - Health expectancies with their variances (no covariance): <a href=\"%s\">%s</a> <br>\n\
 3109:  - Standard deviation of stable prevalences: <a href=\"%s\">%s</a> <br>\n",\
 3110: 	 rfileres,rfileres,\
 3111: 	 subdirf2(fileres,"prob"),subdirf2(fileres,"prob"),\
 3112: 	 subdirf2(fileres,"probcov"),subdirf2(fileres,"probcov"),\
 3113: 	 subdirf2(fileres,"probcor"),subdirf2(fileres,"probcor"),\
 3114: 	 estepm, subdirf2(fileres,"v"),subdirf2(fileres,"v"),\
 3115: 	 subdirf2(fileres,"t"),subdirf2(fileres,"t"),\
 3116: 	 subdirf2(fileres,"vpl"),subdirf2(fileres,"vpl"));
 3117: 
 3118: /*  if(popforecast==1) fprintf(fichtm,"\n */
 3119: /*  - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>\n */
 3120: /*  - Population forecasting (if popforecast=1): <a href=\"pop%s\">pop%s</a> <br>\n */
 3121: /* 	<br>",fileres,fileres,fileres,fileres); */
 3122: /*  else  */
 3123: /*    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); */
 3124: fprintf(fichtm," <ul><li><b>Graphs</b></li><p>");
 3125: 
 3126:  m=cptcoveff;
 3127:  if (cptcovn < 1) {m=1;ncodemax[1]=1;}
 3128: 
 3129:  jj1=0;
 3130:  for(k1=1; k1<=m;k1++){
 3131:    for(i1=1; i1<=ncodemax[k1];i1++){
 3132:      jj1++;
 3133:      if (cptcovn > 0) {
 3134:        fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
 3135:        for (cpt=1; cpt<=cptcoveff;cpt++) 
 3136: 	 fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
 3137:        fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
 3138:      }
 3139:      for(cpt=1; cpt<=nlstate;cpt++) {
 3140:        fprintf(fichtm,"<br>- Observed and period prevalence (with confident\
 3141: interval) in state (%d): %s%d%d.png <br>\
 3142: <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"v"),cpt,jj1,subdirf2(optionfilefiname,"v"),cpt,jj1);  
 3143:      }
 3144:    } /* end i1 */
 3145:  }/* End k1 */
 3146:  fprintf(fichtm,"</ul>");
 3147:  fflush(fichtm);
 3148: }
 3149: 
 3150: /******************* Gnuplot file **************/
 3151: void printinggnuplot(char fileres[], char optionfilefiname[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
 3152: 
 3153:   char dirfileres[132],optfileres[132];
 3154:   int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;
 3155:   int ng;
 3156: /*   if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) { */
 3157: /*     printf("Problem with file %s",optionfilegnuplot); */
 3158: /*     fprintf(ficlog,"Problem with file %s",optionfilegnuplot); */
 3159: /*   } */
 3160: 
 3161:   /*#ifdef windows */
 3162:   fprintf(ficgp,"cd \"%s\" \n",pathc);
 3163:     /*#endif */
 3164:   m=pow(2,cptcoveff);
 3165: 
 3166:   strcpy(dirfileres,optionfilefiname);
 3167:   strcpy(optfileres,"vpl");
 3168:  /* 1eme*/
 3169:   for (cpt=1; cpt<= nlstate ; cpt ++) {
 3170:    for (k1=1; k1<= m ; k1 ++) {
 3171:      fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"v"),cpt,k1);
 3172:      fprintf(ficgp,"\n#set out \"v%s%d%d.png\" \n",optionfilefiname,cpt,k1);
 3173:      fprintf(ficgp,"set xlabel \"Age\" \n\
 3174: set ylabel \"Probability\" \n\
 3175: set ter png small\n\
 3176: set size 0.65,0.65\n\
 3177: plot [%.f:%.f] \"%s\" every :::%d::%d u 1:2 \"\%%lf",ageminpar,fage,subdirf2(fileres,"vpl"),k1-1,k1-1);
 3178: 
 3179:      for (i=1; i<= nlstate ; i ++) {
 3180:        if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
 3181:        else fprintf(ficgp," \%%*lf (\%%*lf)");
 3182:      }
 3183:      fprintf(ficgp,"\" t\"Stable prevalence\" w l 0,\"%s\" every :::%d::%d u 1:($2+1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1);
 3184:      for (i=1; i<= nlstate ; i ++) {
 3185:        if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
 3186:        else fprintf(ficgp," \%%*lf (\%%*lf)");
 3187:      } 
 3188:      fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"%s\" every :::%d::%d u 1:($2-1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1); 
 3189:      for (i=1; i<= nlstate ; i ++) {
 3190:        if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
 3191:        else fprintf(ficgp," \%%*lf (\%%*lf)");
 3192:      }  
 3193:      fprintf(ficgp,"\" t\"\" w l 1,\"%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",subdirf2(fileres,"p"),k1-1,k1-1,2+4*(cpt-1));
 3194:    }
 3195:   }
 3196:   /*2 eme*/
 3197:   
 3198:   for (k1=1; k1<= m ; k1 ++) { 
 3199:     fprintf(ficgp,"\nset out \"%s%d.png\" \n",subdirf2(optionfilefiname,"e"),k1);
 3200:     fprintf(ficgp,"set ylabel \"Years\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] ",ageminpar,fage);
 3201:     
 3202:     for (i=1; i<= nlstate+1 ; i ++) {
 3203:       k=2*i;
 3204:       fprintf(ficgp,"\"%s\" every :::%d::%d u 1:2 \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
 3205:       for (j=1; j<= nlstate+1 ; j ++) {
 3206: 	if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
 3207: 	else fprintf(ficgp," \%%*lf (\%%*lf)");
 3208:       }   
 3209:       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
 3210:       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);
 3211:       fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
 3212:       for (j=1; j<= nlstate+1 ; j ++) {
 3213: 	if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
 3214: 	else fprintf(ficgp," \%%*lf (\%%*lf)");
 3215:       }   
 3216:       fprintf(ficgp,"\" t\"\" w l 0,");
 3217:       fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
 3218:       for (j=1; j<= nlstate+1 ; j ++) {
 3219: 	if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
 3220: 	else fprintf(ficgp," \%%*lf (\%%*lf)");
 3221:       }   
 3222:       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
 3223:       else fprintf(ficgp,"\" t\"\" w l 0,");
 3224:     }
 3225:   }
 3226:   
 3227:   /*3eme*/
 3228:   
 3229:   for (k1=1; k1<= m ; k1 ++) { 
 3230:     for (cpt=1; cpt<= nlstate ; cpt ++) {
 3231:       k=2+nlstate*(2*cpt-2);
 3232:       fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"exp"),cpt,k1);
 3233:       fprintf(ficgp,"set ter png small\n\
 3234: set size 0.65,0.65\n\
 3235: plot [%.f:%.f] \"%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",ageminpar,fage,subdirf2(fileres,"e"),k1-1,k1-1,k,cpt);
 3236:       /*fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d-2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
 3237: 	for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
 3238: 	fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
 3239: 	fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d+2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
 3240: 	for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
 3241: 	fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
 3242: 	
 3243:       */
 3244:       for (i=1; i< nlstate ; i ++) {
 3245: 	fprintf(ficgp," ,\"%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",subdirf2(fileres,"e"),k1-1,k1-1,k+2*i,cpt,i+1);
 3246: 	
 3247:       } 
 3248:     }
 3249:   }
 3250:   
 3251:   /* CV preval stable (period) */
 3252:   for (k1=1; k1<= m ; k1 ++) { 
 3253:     for (cpt=1; cpt<=nlstate ; cpt ++) {
 3254:       k=3;
 3255:       fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"p"),cpt,k1);
 3256:       fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \n\
 3257: set ter png small\nset size 0.65,0.65\n\
 3258: unset log y\n\
 3259: plot [%.f:%.f] \"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",ageminpar,agemaxpar,subdirf2(fileres,"pij"),k1,k+cpt+1,k+1);
 3260:       
 3261:       for (i=1; i< nlstate ; i ++)
 3262: 	fprintf(ficgp,"+$%d",k+i+1);
 3263:       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
 3264:       
 3265:       l=3+(nlstate+ndeath)*cpt;
 3266:       fprintf(ficgp,",\"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",subdirf2(fileres,"pij"),k1,l+cpt+1,l+1);
 3267:       for (i=1; i< nlstate ; i ++) {
 3268: 	l=3+(nlstate+ndeath)*cpt;
 3269: 	fprintf(ficgp,"+$%d",l+i+1);
 3270:       }
 3271:       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);   
 3272:     } 
 3273:   }  
 3274:   
 3275:   /* proba elementaires */
 3276:   for(i=1,jk=1; i <=nlstate; i++){
 3277:     for(k=1; k <=(nlstate+ndeath); k++){
 3278:       if (k != i) {
 3279: 	for(j=1; j <=ncovmodel; j++){
 3280: 	  fprintf(ficgp,"p%d=%f ",jk,p[jk]);
 3281: 	  jk++; 
 3282: 	  fprintf(ficgp,"\n");
 3283: 	}
 3284:       }
 3285:     }
 3286:    }
 3287: 
 3288:    for(ng=1; ng<=2;ng++){ /* Number of graphics: first is probabilities second is incidence per year*/
 3289:      for(jk=1; jk <=m; jk++) {
 3290:        fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"pe"),jk,ng); 
 3291:        if (ng==2)
 3292: 	 fprintf(ficgp,"\nset ylabel \"Quasi-incidence per year\"\n");
 3293:        else
 3294: 	 fprintf(ficgp,"\nset title \"Probability\"\n");
 3295:        fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65\nset log y\nplot  [%.f:%.f] ",ageminpar,agemaxpar);
 3296:        i=1;
 3297:        for(k2=1; k2<=nlstate; k2++) {
 3298: 	 k3=i;
 3299: 	 for(k=1; k<=(nlstate+ndeath); k++) {
 3300: 	   if (k != k2){
 3301: 	     if(ng==2)
 3302: 	       fprintf(ficgp," %f*exp(p%d+p%d*x",YEARM/stepm,i,i+1);
 3303: 	     else
 3304: 	       fprintf(ficgp," exp(p%d+p%d*x",i,i+1);
 3305: 	     ij=1;
 3306: 	     for(j=3; j <=ncovmodel; j++) {
 3307: 	       if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
 3308: 		 fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
 3309: 		 ij++;
 3310: 	       }
 3311: 	       else
 3312: 		 fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
 3313: 	     }
 3314: 	     fprintf(ficgp,")/(1");
 3315: 	     
 3316: 	     for(k1=1; k1 <=nlstate; k1++){   
 3317: 	       fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);
 3318: 	       ij=1;
 3319: 	       for(j=3; j <=ncovmodel; j++){
 3320: 		 if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
 3321: 		   fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
 3322: 		   ij++;
 3323: 		 }
 3324: 		 else
 3325: 		   fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
 3326: 	       }
 3327: 	       fprintf(ficgp,")");
 3328: 	     }
 3329: 	     fprintf(ficgp,") t \"p%d%d\" ", k2,k);
 3330: 	     if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");
 3331: 	     i=i+ncovmodel;
 3332: 	   }
 3333: 	 } /* end k */
 3334:        } /* end k2 */
 3335:      } /* end jk */
 3336:    } /* end ng */
 3337:    fflush(ficgp); 
 3338: }  /* end gnuplot */
 3339: 
 3340: 
 3341: /*************** Moving average **************/
 3342: int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav){
 3343: 
 3344:   int i, cpt, cptcod;
 3345:   int modcovmax =1;
 3346:   int mobilavrange, mob;
 3347:   double age;
 3348: 
 3349:   modcovmax=2*cptcoveff;/* Max number of modalities. We suppose 
 3350: 			   a covariate has 2 modalities */
 3351:   if (cptcovn<1) modcovmax=1; /* At least 1 pass */
 3352: 
 3353:   if(mobilav==1||mobilav ==3 ||mobilav==5 ||mobilav== 7){
 3354:     if(mobilav==1) mobilavrange=5; /* default */
 3355:     else mobilavrange=mobilav;
 3356:     for (age=bage; age<=fage; age++)
 3357:       for (i=1; i<=nlstate;i++)
 3358: 	for (cptcod=1;cptcod<=modcovmax;cptcod++)
 3359: 	  mobaverage[(int)age][i][cptcod]=probs[(int)age][i][cptcod];
 3360:     /* We keep the original values on the extreme ages bage, fage and for 
 3361:        fage+1 and bage-1 we use a 3 terms moving average; for fage+2 bage+2
 3362:        we use a 5 terms etc. until the borders are no more concerned. 
 3363:     */ 
 3364:     for (mob=3;mob <=mobilavrange;mob=mob+2){
 3365:       for (age=bage+(mob-1)/2; age<=fage-(mob-1)/2; age++){
 3366: 	for (i=1; i<=nlstate;i++){
 3367: 	  for (cptcod=1;cptcod<=modcovmax;cptcod++){
 3368: 	    mobaverage[(int)age][i][cptcod] =probs[(int)age][i][cptcod];
 3369: 	      for (cpt=1;cpt<=(mob-1)/2;cpt++){
 3370: 		mobaverage[(int)age][i][cptcod] +=probs[(int)age-cpt][i][cptcod];
 3371: 		mobaverage[(int)age][i][cptcod] +=probs[(int)age+cpt][i][cptcod];
 3372: 	      }
 3373: 	    mobaverage[(int)age][i][cptcod]=mobaverage[(int)age][i][cptcod]/mob;
 3374: 	  }
 3375: 	}
 3376:       }/* end age */
 3377:     }/* end mob */
 3378:   }else return -1;
 3379:   return 0;
 3380: }/* End movingaverage */
 3381: 
 3382: 
 3383: /************** Forecasting ******************/
 3384: 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){
 3385:   /* proj1, year, month, day of starting projection 
 3386:      agemin, agemax range of age
 3387:      dateprev1 dateprev2 range of dates during which prevalence is computed
 3388:      anproj2 year of en of projection (same day and month as proj1).
 3389:   */
 3390:   int yearp, stepsize, hstepm, nhstepm, j, k, c, cptcod, i, h, i1;
 3391:   int *popage;
 3392:   double agec; /* generic age */
 3393:   double agelim, ppij, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;
 3394:   double *popeffectif,*popcount;
 3395:   double ***p3mat;
 3396:   double ***mobaverage;
 3397:   char fileresf[FILENAMELENGTH];
 3398: 
 3399:   agelim=AGESUP;
 3400:   prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
 3401:  
 3402:   strcpy(fileresf,"f"); 
 3403:   strcat(fileresf,fileres);
 3404:   if((ficresf=fopen(fileresf,"w"))==NULL) {
 3405:     printf("Problem with forecast resultfile: %s\n", fileresf);
 3406:     fprintf(ficlog,"Problem with forecast resultfile: %s\n", fileresf);
 3407:   }
 3408:   printf("Computing forecasting: result on file '%s' \n", fileresf);
 3409:   fprintf(ficlog,"Computing forecasting: result on file '%s' \n", fileresf);
 3410: 
 3411:   if (cptcoveff==0) ncodemax[cptcoveff]=1;
 3412: 
 3413:   if (mobilav!=0) {
 3414:     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3415:     if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
 3416:       fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
 3417:       printf(" Error in movingaverage mobilav=%d\n",mobilav);
 3418:     }
 3419:   }
 3420: 
 3421:   stepsize=(int) (stepm+YEARM-1)/YEARM;
 3422:   if (stepm<=12) stepsize=1;
 3423:   if(estepm < stepm){
 3424:     printf ("Problem %d lower than %d\n",estepm, stepm);
 3425:   }
 3426:   else  hstepm=estepm;   
 3427: 
 3428:   hstepm=hstepm/stepm; 
 3429:   yp1=modf(dateintmean,&yp);/* extracts integral of datemean in yp  and
 3430:                                fractional in yp1 */
 3431:   anprojmean=yp;
 3432:   yp2=modf((yp1*12),&yp);
 3433:   mprojmean=yp;
 3434:   yp1=modf((yp2*30.5),&yp);
 3435:   jprojmean=yp;
 3436:   if(jprojmean==0) jprojmean=1;
 3437:   if(mprojmean==0) jprojmean=1;
 3438: 
 3439:   i1=cptcoveff;
 3440:   if (cptcovn < 1){i1=1;}
 3441:   
 3442:   fprintf(ficresf,"# Mean day of interviews %.lf/%.lf/%.lf (%.2f) between %.2f and %.2f \n",jprojmean,mprojmean,anprojmean,dateintmean,dateprev1,dateprev2); 
 3443:   
 3444:   fprintf(ficresf,"#****** Routine prevforecast **\n");
 3445: 
 3446: /* 	      if (h==(int)(YEARM*yearp)){ */
 3447:   for(cptcov=1, k=0;cptcov<=i1;cptcov++){
 3448:     for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
 3449:       k=k+1;
 3450:       fprintf(ficresf,"\n#******");
 3451:       for(j=1;j<=cptcoveff;j++) {
 3452: 	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]]);
 3453:       }
 3454:       fprintf(ficresf,"******\n");
 3455:       fprintf(ficresf,"# Covariate valuofcovar yearproj age");
 3456:       for(j=1; j<=nlstate+ndeath;j++){ 
 3457: 	for(i=1; i<=nlstate;i++) 	      
 3458:           fprintf(ficresf," p%d%d",i,j);
 3459: 	fprintf(ficresf," p.%d",j);
 3460:       }
 3461:       for (yearp=0; yearp<=(anproj2-anproj1);yearp +=stepsize) { 
 3462: 	fprintf(ficresf,"\n");
 3463: 	fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+yearp);   
 3464: 
 3465:      	for (agec=fage; agec>=(ageminpar-1); agec--){ 
 3466: 	  nhstepm=(int) rint((agelim-agec)*YEARM/stepm); 
 3467: 	  nhstepm = nhstepm/hstepm; 
 3468: 	  p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 3469: 	  oldm=oldms;savm=savms;
 3470: 	  hpxij(p3mat,nhstepm,agec,hstepm,p,nlstate,stepm,oldm,savm, k);  
 3471: 	
 3472: 	  for (h=0; h<=nhstepm; h++){
 3473: 	    if (h*hstepm/YEARM*stepm ==yearp) {
 3474:               fprintf(ficresf,"\n");
 3475:               for(j=1;j<=cptcoveff;j++) 
 3476:                 fprintf(ficresf,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 3477: 	      fprintf(ficresf,"%.f %.f ",anproj1+yearp,agec+h*hstepm/YEARM*stepm);
 3478: 	    } 
 3479: 	    for(j=1; j<=nlstate+ndeath;j++) {
 3480: 	      ppij=0.;
 3481: 	      for(i=1; i<=nlstate;i++) {
 3482: 		if (mobilav==1) 
 3483: 		  ppij=ppij+p3mat[i][j][h]*mobaverage[(int)agec][i][cptcod];
 3484: 		else {
 3485: 		  ppij=ppij+p3mat[i][j][h]*probs[(int)(agec)][i][cptcod];
 3486: 		}
 3487: 		if (h*hstepm/YEARM*stepm== yearp) {
 3488: 		  fprintf(ficresf," %.3f", p3mat[i][j][h]);
 3489: 		}
 3490: 	      } /* end i */
 3491: 	      if (h*hstepm/YEARM*stepm==yearp) {
 3492: 		fprintf(ficresf," %.3f", ppij);
 3493: 	      }
 3494: 	    }/* end j */
 3495: 	  } /* end h */
 3496: 	  free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 3497: 	} /* end agec */
 3498:       } /* end yearp */
 3499:     } /* end cptcod */
 3500:   } /* end  cptcov */
 3501:        
 3502:   if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3503: 
 3504:   fclose(ficresf);
 3505: }
 3506: 
 3507: /************** Forecasting *****not tested NB*************/
 3508: 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){
 3509:   
 3510:   int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;
 3511:   int *popage;
 3512:   double calagedatem, agelim, kk1, kk2;
 3513:   double *popeffectif,*popcount;
 3514:   double ***p3mat,***tabpop,***tabpopprev;
 3515:   double ***mobaverage;
 3516:   char filerespop[FILENAMELENGTH];
 3517: 
 3518:   tabpop= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3519:   tabpopprev= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3520:   agelim=AGESUP;
 3521:   calagedatem=(anpyram+mpyram/12.+jpyram/365.-dateintmean)*YEARM;
 3522:   
 3523:   prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
 3524:   
 3525:   
 3526:   strcpy(filerespop,"pop"); 
 3527:   strcat(filerespop,fileres);
 3528:   if((ficrespop=fopen(filerespop,"w"))==NULL) {
 3529:     printf("Problem with forecast resultfile: %s\n", filerespop);
 3530:     fprintf(ficlog,"Problem with forecast resultfile: %s\n", filerespop);
 3531:   }
 3532:   printf("Computing forecasting: result on file '%s' \n", filerespop);
 3533:   fprintf(ficlog,"Computing forecasting: result on file '%s' \n", filerespop);
 3534: 
 3535:   if (cptcoveff==0) ncodemax[cptcoveff]=1;
 3536: 
 3537:   if (mobilav!=0) {
 3538:     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3539:     if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
 3540:       fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
 3541:       printf(" Error in movingaverage mobilav=%d\n",mobilav);
 3542:     }
 3543:   }
 3544: 
 3545:   stepsize=(int) (stepm+YEARM-1)/YEARM;
 3546:   if (stepm<=12) stepsize=1;
 3547:   
 3548:   agelim=AGESUP;
 3549:   
 3550:   hstepm=1;
 3551:   hstepm=hstepm/stepm; 
 3552:   
 3553:   if (popforecast==1) {
 3554:     if((ficpop=fopen(popfile,"r"))==NULL) {
 3555:       printf("Problem with population file : %s\n",popfile);exit(0);
 3556:       fprintf(ficlog,"Problem with population file : %s\n",popfile);exit(0);
 3557:     } 
 3558:     popage=ivector(0,AGESUP);
 3559:     popeffectif=vector(0,AGESUP);
 3560:     popcount=vector(0,AGESUP);
 3561:     
 3562:     i=1;   
 3563:     while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF) i=i+1;
 3564:    
 3565:     imx=i;
 3566:     for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];
 3567:   }
 3568: 
 3569:   for(cptcov=1,k=0;cptcov<=i2;cptcov++){
 3570:    for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
 3571:       k=k+1;
 3572:       fprintf(ficrespop,"\n#******");
 3573:       for(j=1;j<=cptcoveff;j++) {
 3574: 	fprintf(ficrespop," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 3575:       }
 3576:       fprintf(ficrespop,"******\n");
 3577:       fprintf(ficrespop,"# Age");
 3578:       for(j=1; j<=nlstate+ndeath;j++) fprintf(ficrespop," P.%d",j);
 3579:       if (popforecast==1)  fprintf(ficrespop," [Population]");
 3580:       
 3581:       for (cpt=0; cpt<=0;cpt++) { 
 3582: 	fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
 3583: 	
 3584:      	for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
 3585: 	  nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
 3586: 	  nhstepm = nhstepm/hstepm; 
 3587: 	  
 3588: 	  p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 3589: 	  oldm=oldms;savm=savms;
 3590: 	  hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
 3591: 	
 3592: 	  for (h=0; h<=nhstepm; h++){
 3593: 	    if (h==(int) (calagedatem+YEARM*cpt)) {
 3594: 	      fprintf(ficrespop,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
 3595: 	    } 
 3596: 	    for(j=1; j<=nlstate+ndeath;j++) {
 3597: 	      kk1=0.;kk2=0;
 3598: 	      for(i=1; i<=nlstate;i++) {	      
 3599: 		if (mobilav==1) 
 3600: 		  kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];
 3601: 		else {
 3602: 		  kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];
 3603: 		}
 3604: 	      }
 3605: 	      if (h==(int)(calagedatem+12*cpt)){
 3606: 		tabpop[(int)(agedeb)][j][cptcod]=kk1;
 3607: 		  /*fprintf(ficrespop," %.3f", kk1);
 3608: 		    if (popforecast==1) fprintf(ficrespop," [%.f]", kk1*popeffectif[(int)agedeb+1]);*/
 3609: 	      }
 3610: 	    }
 3611: 	    for(i=1; i<=nlstate;i++){
 3612: 	      kk1=0.;
 3613: 		for(j=1; j<=nlstate;j++){
 3614: 		  kk1= kk1+tabpop[(int)(agedeb)][j][cptcod]; 
 3615: 		}
 3616: 		  tabpopprev[(int)(agedeb)][i][cptcod]=tabpop[(int)(agedeb)][i][cptcod]/kk1*popeffectif[(int)(agedeb+(calagedatem+12*cpt)*hstepm/YEARM*stepm-1)];
 3617: 	    }
 3618: 
 3619: 	    if (h==(int)(calagedatem+12*cpt)) for(j=1; j<=nlstate;j++) 
 3620: 	      fprintf(ficrespop," %15.2f",tabpopprev[(int)(agedeb+1)][j][cptcod]);
 3621: 	  }
 3622: 	  free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 3623: 	}
 3624:       }
 3625:  
 3626:   /******/
 3627: 
 3628:       for (cpt=1; cpt<=(anpyram1-anpyram);cpt++) { 
 3629: 	fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
 3630: 	for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
 3631: 	  nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
 3632: 	  nhstepm = nhstepm/hstepm; 
 3633: 	  
 3634: 	  p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 3635: 	  oldm=oldms;savm=savms;
 3636: 	  hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
 3637: 	  for (h=0; h<=nhstepm; h++){
 3638: 	    if (h==(int) (calagedatem+YEARM*cpt)) {
 3639: 	      fprintf(ficresf,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
 3640: 	    } 
 3641: 	    for(j=1; j<=nlstate+ndeath;j++) {
 3642: 	      kk1=0.;kk2=0;
 3643: 	      for(i=1; i<=nlstate;i++) {	      
 3644: 		kk1=kk1+p3mat[i][j][h]*tabpopprev[(int)agedeb+1][i][cptcod];	
 3645: 	      }
 3646: 	      if (h==(int)(calagedatem+12*cpt)) fprintf(ficresf," %15.2f", kk1);	
 3647: 	    }
 3648: 	  }
 3649: 	  free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 3650: 	}
 3651:       }
 3652:    } 
 3653:   }
 3654:  
 3655:   if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3656: 
 3657:   if (popforecast==1) {
 3658:     free_ivector(popage,0,AGESUP);
 3659:     free_vector(popeffectif,0,AGESUP);
 3660:     free_vector(popcount,0,AGESUP);
 3661:   }
 3662:   free_ma3x(tabpop,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3663:   free_ma3x(tabpopprev,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 3664:   fclose(ficrespop);
 3665: } /* End of popforecast */
 3666: 
 3667: int fileappend(FILE *fichier, char *optionfich)
 3668: {
 3669:   if((fichier=fopen(optionfich,"a"))==NULL) {
 3670:     printf("Problem with file: %s\n", optionfich);
 3671:     fprintf(ficlog,"Problem with file: %s\n", optionfich);
 3672:     return (0);
 3673:   }
 3674:   fflush(fichier);
 3675:   return (1);
 3676: }
 3677: void prwizard(int ncovmodel, int nlstate, int ndeath,  char model[], FILE *ficparo)
 3678: {
 3679: 
 3680:   char ca[32], cb[32], cc[32];
 3681:   int i,j, k, l, li, lj, lk, ll, jj, npar, itimes;
 3682:   int numlinepar;
 3683: 
 3684:   printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
 3685:   fprintf(ficparo,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
 3686:   for(i=1; i <=nlstate; i++){
 3687:     jj=0;
 3688:     for(j=1; j <=nlstate+ndeath; j++){
 3689:       if(j==i) continue;
 3690:       jj++;
 3691:       /*ca[0]= k+'a'-1;ca[1]='\0';*/
 3692:       printf("%1d%1d",i,j);
 3693:       fprintf(ficparo,"%1d%1d",i,j);
 3694:       for(k=1; k<=ncovmodel;k++){
 3695: 	/* 	  printf(" %lf",param[i][j][k]); */
 3696: 	/* 	  fprintf(ficparo," %lf",param[i][j][k]); */
 3697: 	printf(" 0.");
 3698: 	fprintf(ficparo," 0.");
 3699:       }
 3700:       printf("\n");
 3701:       fprintf(ficparo,"\n");
 3702:     }
 3703:   }
 3704:   printf("# Scales (for hessian or gradient estimation)\n");
 3705:   fprintf(ficparo,"# Scales (for hessian or gradient estimation)\n");
 3706:   npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/ 
 3707:   for(i=1; i <=nlstate; i++){
 3708:     jj=0;
 3709:     for(j=1; j <=nlstate+ndeath; j++){
 3710:       if(j==i) continue;
 3711:       jj++;
 3712:       fprintf(ficparo,"%1d%1d",i,j);
 3713:       printf("%1d%1d",i,j);
 3714:       fflush(stdout);
 3715:       for(k=1; k<=ncovmodel;k++){
 3716: 	/* 	printf(" %le",delti3[i][j][k]); */
 3717: 	/* 	fprintf(ficparo," %le",delti3[i][j][k]); */
 3718: 	printf(" 0.");
 3719: 	fprintf(ficparo," 0.");
 3720:       }
 3721:       numlinepar++;
 3722:       printf("\n");
 3723:       fprintf(ficparo,"\n");
 3724:     }
 3725:   }
 3726:   printf("# Covariance matrix\n");
 3727: /* # 121 Var(a12)\n\ */
 3728: /* # 122 Cov(b12,a12) Var(b12)\n\ */
 3729: /* # 131 Cov(a13,a12) Cov(a13,b12, Var(a13)\n\ */
 3730: /* # 132 Cov(b13,a12) Cov(b13,b12, Cov(b13,a13) Var(b13)\n\ */
 3731: /* # 212 Cov(a21,a12) Cov(a21,b12, Cov(a21,a13) Cov(a21,b13) Var(a21)\n\ */
 3732: /* # 212 Cov(b21,a12) Cov(b21,b12, Cov(b21,a13) Cov(b21,b13) Cov(b21,a21) Var(b21)\n\ */
 3733: /* # 232 Cov(a23,a12) Cov(a23,b12, Cov(a23,a13) Cov(a23,b13) Cov(a23,a21) Cov(a23,b21) Var(a23)\n\ */
 3734: /* # 232 Cov(b23,a12) Cov(b23,b12) ... Var (b23)\n" */
 3735:   fflush(stdout);
 3736:   fprintf(ficparo,"# Covariance matrix\n");
 3737:   /* # 121 Var(a12)\n\ */
 3738:   /* # 122 Cov(b12,a12) Var(b12)\n\ */
 3739:   /* #   ...\n\ */
 3740:   /* # 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n" */
 3741:   
 3742:   for(itimes=1;itimes<=2;itimes++){
 3743:     jj=0;
 3744:     for(i=1; i <=nlstate; i++){
 3745:       for(j=1; j <=nlstate+ndeath; j++){
 3746: 	if(j==i) continue;
 3747: 	for(k=1; k<=ncovmodel;k++){
 3748: 	  jj++;
 3749: 	  ca[0]= k+'a'-1;ca[1]='\0';
 3750: 	  if(itimes==1){
 3751: 	    printf("#%1d%1d%d",i,j,k);
 3752: 	    fprintf(ficparo,"#%1d%1d%d",i,j,k);
 3753: 	  }else{
 3754: 	    printf("%1d%1d%d",i,j,k);
 3755: 	    fprintf(ficparo,"%1d%1d%d",i,j,k);
 3756: 	    /* 	printf(" %.5le",matcov[i][j]); */
 3757: 	  }
 3758: 	  ll=0;
 3759: 	  for(li=1;li <=nlstate; li++){
 3760: 	    for(lj=1;lj <=nlstate+ndeath; lj++){
 3761: 	      if(lj==li) continue;
 3762: 	      for(lk=1;lk<=ncovmodel;lk++){
 3763: 		ll++;
 3764: 		if(ll<=jj){
 3765: 		  cb[0]= lk +'a'-1;cb[1]='\0';
 3766: 		  if(ll<jj){
 3767: 		    if(itimes==1){
 3768: 		      printf(" Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
 3769: 		      fprintf(ficparo," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
 3770: 		    }else{
 3771: 		      printf(" 0.");
 3772: 		      fprintf(ficparo," 0.");
 3773: 		    }
 3774: 		  }else{
 3775: 		    if(itimes==1){
 3776: 		      printf(" Var(%s%1d%1d)",ca,i,j);
 3777: 		      fprintf(ficparo," Var(%s%1d%1d)",ca,i,j);
 3778: 		    }else{
 3779: 		      printf(" 0.");
 3780: 		      fprintf(ficparo," 0.");
 3781: 		    }
 3782: 		  }
 3783: 		}
 3784: 	      } /* end lk */
 3785: 	    } /* end lj */
 3786: 	  } /* end li */
 3787: 	  printf("\n");
 3788: 	  fprintf(ficparo,"\n");
 3789: 	  numlinepar++;
 3790: 	} /* end k*/
 3791:       } /*end j */
 3792:     } /* end i */
 3793:   }
 3794: 
 3795: } /* end of prwizard */
 3796: 
 3797: /***********************************************/
 3798: /**************** Main Program *****************/
 3799: /***********************************************/
 3800: 
 3801: int main(int argc, char *argv[])
 3802: {
 3803:   int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav);
 3804:   int i,j, k, n=MAXN,iter,m,size=100,cptcode, cptcod;
 3805:   int jj, imk;
 3806:   int numlinepar=0; /* Current linenumber of parameter file */
 3807:   /*  FILE *fichtm; *//* Html File */
 3808:   /* FILE *ficgp;*/ /*Gnuplot File */
 3809:   double agedeb, agefin,hf;
 3810:   double ageminpar=1.e20,agemin=1.e20, agemaxpar=-1.e20, agemax=-1.e20;
 3811: 
 3812:   double fret;
 3813:   double **xi,tmp,delta;
 3814: 
 3815:   double dum; /* Dummy variable */
 3816:   double ***p3mat;
 3817:   double ***mobaverage;
 3818:   int *indx;
 3819:   char line[MAXLINE], linepar[MAXLINE];
 3820:   char path[MAXLINE],pathc[MAXLINE],pathcd[MAXLINE],pathtot[MAXLINE],model[MAXLINE];
 3821:   char pathr[MAXLINE]; 
 3822:   int firstobs=1, lastobs=10;
 3823:   int sdeb, sfin; /* Status at beginning and end */
 3824:   int c,  h , cpt,l;
 3825:   int ju,jl, mi;
 3826:   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;
 3827:   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,*tab; 
 3828:   int mobilavproj=0 , prevfcast=0 ; /* moving average of prev, If prevfcast=1 prevalence projection */
 3829:   int mobilav=0,popforecast=0;
 3830:   int hstepm, nhstepm;
 3831:   double jprev1=1, mprev1=1,anprev1=2000,jprev2=1, mprev2=1,anprev2=2000;
 3832:   double jpyram=1, mpyram=1,anpyram=2000,jpyram1=1, mpyram1=1,anpyram1=2000;
 3833: 
 3834:   double bage, fage, age, agelim, agebase;
 3835:   double ftolpl=FTOL;
 3836:   double **prlim;
 3837:   double *severity;
 3838:   double ***param; /* Matrix of parameters */
 3839:   double  *p;
 3840:   double **matcov; /* Matrix of covariance */
 3841:   double ***delti3; /* Scale */
 3842:   double *delti; /* Scale */
 3843:   double ***eij, ***vareij;
 3844:   double **varpl; /* Variances of prevalence limits by age */
 3845:   double *epj, vepp;
 3846:   double kk1, kk2;
 3847:   double dateprev1, dateprev2,jproj1=1,mproj1=1,anproj1=2000,jproj2=1,mproj2=1,anproj2=2000;
 3848: 
 3849:   char *alph[]={"a","a","b","c","d","e"}, str[4];
 3850: 
 3851: 
 3852:   char z[1]="c", occ;
 3853: 
 3854:   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
 3855:   char strstart[80], *strt, strtend[80];
 3856:   char *stratrunc;
 3857:   int lstra;
 3858: 
 3859:   long total_usecs;
 3860:   struct timeval start_time, end_time, curr_time;
 3861:   struct timezone tzp;
 3862:   extern int gettimeofday();
 3863:   struct tm tmg, tm, *gmtime(), *localtime();
 3864:   long time_value;
 3865:   extern long time();
 3866:  
 3867:   /*   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
 3868:   (void) gettimeofday(&start_time,&tzp);
 3869:   tm = *localtime(&start_time.tv_sec);
 3870:   tmg = *gmtime(&start_time.tv_sec);
 3871:   strcpy(strstart,asctime(&tm));
 3872: 
 3873: /*  printf("Localtime (at start)=%s",strstart); */
 3874: /*  tp.tv_sec = tp.tv_sec +86400; */
 3875: /*  tm = *localtime(&start_time.tv_sec); */
 3876: /*   tmg.tm_year=tmg.tm_year +dsign*dyear; */
 3877: /*   tmg.tm_mon=tmg.tm_mon +dsign*dmonth; */
 3878: /*   tmg.tm_hour=tmg.tm_hour + 1; */
 3879: /*   tp.tv_sec = mktime(&tmg); */
 3880: /*   strt=asctime(&tmg); */
 3881: /*   printf("Time(after) =%s",strstart);  */
 3882: /*  (void) time (&time_value);
 3883: *  printf("time=%d,t-=%d\n",time_value,time_value-86400);
 3884: *  tm = *localtime(&time_value);
 3885: *  strstart=asctime(&tm);
 3886: *  printf("tim_value=%d,asctime=%s\n",time_value,strstart); 
 3887: */
 3888: 
 3889:   getcwd(pathcd, size);
 3890: 
 3891:   printf("\n%s\n%s",version,fullversion);
 3892:   if(argc <=1){
 3893:     printf("\nEnter the parameter file name: ");
 3894:     scanf("%s",pathtot);
 3895:   }
 3896:   else{
 3897:     strcpy(pathtot,argv[1]);
 3898:   }
 3899:   /*if(getcwd(pathcd, MAXLINE)!= NULL)printf ("Error pathcd\n");*/
 3900:   /*cygwin_split_path(pathtot,path,optionfile);
 3901:     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/
 3902:   /* cutv(path,optionfile,pathtot,'\\');*/
 3903: 
 3904:   split(pathtot,path,optionfile,optionfilext,optionfilefiname);
 3905:   printf("pathtot=%s,\npath=%s,\noptionfile=%s \noptionfilext=%s \noptionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
 3906:   chdir(path);
 3907:   strcpy(command,"mkdir ");
 3908:   strcat(command,optionfilefiname);
 3909:   if((outcmd=system(command)) != 0){
 3910:     printf("Problem creating directory or it already exists %s%s, err=%d\n",path,optionfilefiname,outcmd);
 3911:     /* fprintf(ficlog,"Problem creating directory %s%s\n",path,optionfilefiname); */
 3912:     /* fclose(ficlog); */
 3913: /*     exit(1); */
 3914:   }
 3915: /*   if((imk=mkdir(optionfilefiname))<0){ */
 3916: /*     perror("mkdir"); */
 3917: /*   } */
 3918: 
 3919:   /*-------- arguments in the command line --------*/
 3920: 
 3921:   /* Log file */
 3922:   strcat(filelog, optionfilefiname);
 3923:   strcat(filelog,".log");    /* */
 3924:   if((ficlog=fopen(filelog,"w"))==NULL)    {
 3925:     printf("Problem with logfile %s\n",filelog);
 3926:     goto end;
 3927:   }
 3928:   fprintf(ficlog,"Log filename:%s\n",filelog);
 3929:   fprintf(ficlog,"\n%s\n%s",version,fullversion);
 3930:   fprintf(ficlog,"\nEnter the parameter file name: ");
 3931:   fprintf(ficlog,"pathtot=%s\n\
 3932:  path=%s \n\
 3933:  optionfile=%s\n\
 3934:  optionfilext=%s\n\
 3935:  optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
 3936: 
 3937:   printf("Localtime (at start):%s",strstart);
 3938:   fprintf(ficlog,"Localtime (at start): %s",strstart);
 3939:   fflush(ficlog);
 3940: 
 3941:   /* */
 3942:   strcpy(fileres,"r");
 3943:   strcat(fileres, optionfilefiname);
 3944:   strcat(fileres,".txt");    /* Other files have txt extension */
 3945: 
 3946:   /*---------arguments file --------*/
 3947: 
 3948:   if((ficpar=fopen(optionfile,"r"))==NULL)    {
 3949:     printf("Problem with optionfile %s\n",optionfile);
 3950:     fprintf(ficlog,"Problem with optionfile %s\n",optionfile);
 3951:     fflush(ficlog);
 3952:     goto end;
 3953:   }
 3954: 
 3955: 
 3956: 
 3957:   strcpy(filereso,"o");
 3958:   strcat(filereso,fileres);
 3959:   if((ficparo=fopen(filereso,"w"))==NULL) { /* opened on subdirectory */
 3960:     printf("Problem with Output resultfile: %s\n", filereso);
 3961:     fprintf(ficlog,"Problem with Output resultfile: %s\n", filereso);
 3962:     fflush(ficlog);
 3963:     goto end;
 3964:   }
 3965: 
 3966:   /* Reads comments: lines beginning with '#' */
 3967:   numlinepar=0;
 3968:   while((c=getc(ficpar))=='#' && c!= EOF){
 3969:     ungetc(c,ficpar);
 3970:     fgets(line, MAXLINE, ficpar);
 3971:     numlinepar++;
 3972:     puts(line);
 3973:     fputs(line,ficparo);
 3974:     fputs(line,ficlog);
 3975:   }
 3976:   ungetc(c,ficpar);
 3977: 
 3978:   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);
 3979:   numlinepar++;
 3980:   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);
 3981:   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);
 3982:   fprintf(ficlog,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
 3983:   fflush(ficlog);
 3984:   while((c=getc(ficpar))=='#' && c!= EOF){
 3985:     ungetc(c,ficpar);
 3986:     fgets(line, MAXLINE, ficpar);
 3987:     numlinepar++;
 3988:     puts(line);
 3989:     fputs(line,ficparo);
 3990:     fputs(line,ficlog);
 3991:   }
 3992:   ungetc(c,ficpar);
 3993: 
 3994:    
 3995:   covar=matrix(0,NCOVMAX,1,n); 
 3996:   cptcovn=0; /*Number of covariates, i.e. number of '+' in model statement*/
 3997:   if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;
 3998: 
 3999:   ncovmodel=2+cptcovn; /*Number of variables = cptcovn + intercept + age */
 4000:   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
 4001:  
 4002:   if(mle==-1){ /* Print a wizard for help writing covariance matrix */
 4003:     prwizard(ncovmodel, nlstate, ndeath, model, ficparo);
 4004:     printf(" You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
 4005:     fprintf(ficlog," You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
 4006:     fclose (ficparo);
 4007:     fclose (ficlog);
 4008:     exit(0);
 4009:   }
 4010:   /* Read guess parameters */
 4011:   /* Reads comments: lines beginning with '#' */
 4012:   while((c=getc(ficpar))=='#' && c!= EOF){
 4013:     ungetc(c,ficpar);
 4014:     fgets(line, MAXLINE, ficpar);
 4015:     numlinepar++;
 4016:     puts(line);
 4017:     fputs(line,ficparo);
 4018:     fputs(line,ficlog);
 4019:   }
 4020:   ungetc(c,ficpar);
 4021: 
 4022:   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
 4023:   for(i=1; i <=nlstate; i++){
 4024:     j=0;
 4025:     for(jj=1; jj <=nlstate+ndeath; jj++){
 4026:       if(jj==i) continue;
 4027:       j++;
 4028:       fscanf(ficpar,"%1d%1d",&i1,&j1);
 4029:       if ((i1 != i) && (j1 != j)){
 4030: 	printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
 4031: 	exit(1);
 4032:       }
 4033:       fprintf(ficparo,"%1d%1d",i1,j1);
 4034:       if(mle==1)
 4035: 	printf("%1d%1d",i,j);
 4036:       fprintf(ficlog,"%1d%1d",i,j);
 4037:       for(k=1; k<=ncovmodel;k++){
 4038: 	fscanf(ficpar," %lf",&param[i][j][k]);
 4039: 	if(mle==1){
 4040: 	  printf(" %lf",param[i][j][k]);
 4041: 	  fprintf(ficlog," %lf",param[i][j][k]);
 4042: 	}
 4043: 	else
 4044: 	  fprintf(ficlog," %lf",param[i][j][k]);
 4045: 	fprintf(ficparo," %lf",param[i][j][k]);
 4046:       }
 4047:       fscanf(ficpar,"\n");
 4048:       numlinepar++;
 4049:       if(mle==1)
 4050: 	printf("\n");
 4051:       fprintf(ficlog,"\n");
 4052:       fprintf(ficparo,"\n");
 4053:     }
 4054:   }  
 4055:   fflush(ficlog);
 4056: 
 4057:   npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/
 4058: 
 4059:   p=param[1][1];
 4060:   
 4061:   /* Reads comments: lines beginning with '#' */
 4062:   while((c=getc(ficpar))=='#' && c!= EOF){
 4063:     ungetc(c,ficpar);
 4064:     fgets(line, MAXLINE, ficpar);
 4065:     numlinepar++;
 4066:     puts(line);
 4067:     fputs(line,ficparo);
 4068:     fputs(line,ficlog);
 4069:   }
 4070:   ungetc(c,ficpar);
 4071: 
 4072:   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
 4073:   /* delti=vector(1,npar); *//* Scale of each paramater (output from hesscov) */
 4074:   for(i=1; i <=nlstate; i++){
 4075:     for(j=1; j <=nlstate+ndeath-1; j++){
 4076:       fscanf(ficpar,"%1d%1d",&i1,&j1);
 4077:       if ((i1-i)*(j1-j)!=0){
 4078: 	printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
 4079: 	exit(1);
 4080:       }
 4081:       printf("%1d%1d",i,j);
 4082:       fprintf(ficparo,"%1d%1d",i1,j1);
 4083:       fprintf(ficlog,"%1d%1d",i1,j1);
 4084:       for(k=1; k<=ncovmodel;k++){
 4085: 	fscanf(ficpar,"%le",&delti3[i][j][k]);
 4086: 	printf(" %le",delti3[i][j][k]);
 4087: 	fprintf(ficparo," %le",delti3[i][j][k]);
 4088: 	fprintf(ficlog," %le",delti3[i][j][k]);
 4089:       }
 4090:       fscanf(ficpar,"\n");
 4091:       numlinepar++;
 4092:       printf("\n");
 4093:       fprintf(ficparo,"\n");
 4094:       fprintf(ficlog,"\n");
 4095:     }
 4096:   }
 4097:   fflush(ficlog);
 4098: 
 4099:   delti=delti3[1][1];
 4100: 
 4101: 
 4102:   /* free_ma3x(delti3,1,nlstate,1,nlstate+ndeath-1,1,ncovmodel); */ /* Hasn't to to freed here otherwise delti is no more allocated */
 4103:   
 4104:   /* Reads comments: lines beginning with '#' */
 4105:   while((c=getc(ficpar))=='#' && c!= EOF){
 4106:     ungetc(c,ficpar);
 4107:     fgets(line, MAXLINE, ficpar);
 4108:     numlinepar++;
 4109:     puts(line);
 4110:     fputs(line,ficparo);
 4111:     fputs(line,ficlog);
 4112:   }
 4113:   ungetc(c,ficpar);
 4114:   
 4115:   matcov=matrix(1,npar,1,npar);
 4116:   for(i=1; i <=npar; i++){
 4117:     fscanf(ficpar,"%s",&str);
 4118:     if(mle==1)
 4119:       printf("%s",str);
 4120:     fprintf(ficlog,"%s",str);
 4121:     fprintf(ficparo,"%s",str);
 4122:     for(j=1; j <=i; j++){
 4123:       fscanf(ficpar," %le",&matcov[i][j]);
 4124:       if(mle==1){
 4125: 	printf(" %.5le",matcov[i][j]);
 4126:       }
 4127:       fprintf(ficlog," %.5le",matcov[i][j]);
 4128:       fprintf(ficparo," %.5le",matcov[i][j]);
 4129:     }
 4130:     fscanf(ficpar,"\n");
 4131:     numlinepar++;
 4132:     if(mle==1)
 4133:       printf("\n");
 4134:     fprintf(ficlog,"\n");
 4135:     fprintf(ficparo,"\n");
 4136:   }
 4137:   for(i=1; i <=npar; i++)
 4138:     for(j=i+1;j<=npar;j++)
 4139:       matcov[i][j]=matcov[j][i];
 4140:    
 4141:   if(mle==1)
 4142:     printf("\n");
 4143:   fprintf(ficlog,"\n");
 4144: 
 4145:   fflush(ficlog);
 4146: 
 4147:   /*-------- Rewriting paramater file ----------*/
 4148:   strcpy(rfileres,"r");    /* "Rparameterfile */
 4149:   strcat(rfileres,optionfilefiname);    /* Parameter file first name*/
 4150:   strcat(rfileres,".");    /* */
 4151:   strcat(rfileres,optionfilext);    /* Other files have txt extension */
 4152:   if((ficres =fopen(rfileres,"w"))==NULL) {
 4153:     printf("Problem writing new parameter file: %s\n", fileres);goto end;
 4154:     fprintf(ficlog,"Problem writing new parameter file: %s\n", fileres);goto end;
 4155:   }
 4156:   fprintf(ficres,"#%s\n",version);
 4157:     
 4158:   /*-------- data file ----------*/
 4159:   if((fic=fopen(datafile,"r"))==NULL)    {
 4160:     printf("Problem with datafile: %s\n", datafile);goto end;
 4161:     fprintf(ficlog,"Problem with datafile: %s\n", datafile);goto end;
 4162:   }
 4163: 
 4164:   n= lastobs;
 4165:   severity = vector(1,maxwav);
 4166:   outcome=imatrix(1,maxwav+1,1,n);
 4167:   num=lvector(1,n);
 4168:   moisnais=vector(1,n);
 4169:   annais=vector(1,n);
 4170:   moisdc=vector(1,n);
 4171:   andc=vector(1,n);
 4172:   agedc=vector(1,n);
 4173:   cod=ivector(1,n);
 4174:   weight=vector(1,n);
 4175:   for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
 4176:   mint=matrix(1,maxwav,1,n);
 4177:   anint=matrix(1,maxwav,1,n);
 4178:   s=imatrix(1,maxwav+1,1,n);
 4179:   tab=ivector(1,NCOVMAX);
 4180:   ncodemax=ivector(1,8);
 4181: 
 4182:   i=1;
 4183:   while (fgets(line, MAXLINE, fic) != NULL)    {
 4184:     if ((i >= firstobs) && (i <=lastobs)) {
 4185: 	
 4186:       for (j=maxwav;j>=1;j--){
 4187: 	cutv(stra, strb,line,' '); s[j][i]=atoi(strb); 
 4188: 	strcpy(line,stra);
 4189: 	cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
 4190: 	cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
 4191:       }
 4192: 	
 4193:       cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);
 4194:       cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);
 4195: 
 4196:       cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);
 4197:       cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);
 4198: 
 4199:       cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);
 4200:       for (j=ncovcol;j>=1;j--){
 4201: 	cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);
 4202:       } 
 4203:       lstra=strlen(stra);
 4204:       if(lstra > 9){ /* More than 2**32 or max of what printf can write with %ld */
 4205: 	stratrunc = &(stra[lstra-9]);
 4206: 	num[i]=atol(stratrunc);
 4207:       }
 4208:       else
 4209: 	num[i]=atol(stra);
 4210: 	
 4211:       /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){
 4212: 	printf("%ld %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),weight[i], (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i])); ij=ij+1;}*/
 4213: 
 4214:       i=i+1;
 4215:     }
 4216:   }
 4217:   /* printf("ii=%d", ij);
 4218:      scanf("%d",i);*/
 4219:   imx=i-1; /* Number of individuals */
 4220: 
 4221:   /* for (i=1; i<=imx; i++){
 4222:     if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;
 4223:     if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;
 4224:     if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;
 4225:     }*/
 4226:    /*  for (i=1; i<=imx; i++){
 4227:      if (s[4][i]==9)  s[4][i]=-1; 
 4228:      printf("%ld %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));}*/
 4229:   
 4230:  for (i=1; i<=imx; i++)
 4231:  
 4232:    /*if ((s[3][i]==3) ||  (s[4][i]==3)) weight[i]=0.08;
 4233:      else weight[i]=1;*/
 4234: 
 4235:   /* Calculation of the number of parameter from char model*/
 4236:   Tvar=ivector(1,15); /* stores the number n of the covariates in Vm+Vn at 1 and m at 2 */
 4237:   Tprod=ivector(1,15); 
 4238:   Tvaraff=ivector(1,15); 
 4239:   Tvard=imatrix(1,15,1,2);
 4240:   Tage=ivector(1,15);      
 4241:    
 4242:   if (strlen(model) >1){ /* If there is at least 1 covariate */
 4243:     j=0, j1=0, k1=1, k2=1;
 4244:     j=nbocc(model,'+'); /* j=Number of '+' */
 4245:     j1=nbocc(model,'*'); /* j1=Number of '*' */
 4246:     cptcovn=j+1; 
 4247:     cptcovprod=j1; /*Number of products */
 4248:     
 4249:     strcpy(modelsav,model); 
 4250:     if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){
 4251:       printf("Error. Non available option model=%s ",model);
 4252:       fprintf(ficlog,"Error. Non available option model=%s ",model);
 4253:       goto end;
 4254:     }
 4255:     
 4256:     /* This loop fills the array Tvar from the string 'model'.*/
 4257: 
 4258:     for(i=(j+1); i>=1;i--){
 4259:       cutv(stra,strb,modelsav,'+'); /* keeps in strb after the last + */ 
 4260:       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav); /* and analyzes it */
 4261:       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/
 4262:       /*scanf("%d",i);*/
 4263:       if (strchr(strb,'*')) {  /* Model includes a product */
 4264: 	cutv(strd,strc,strb,'*'); /* strd*strc  Vm*Vn (if not *age)*/
 4265: 	if (strcmp(strc,"age")==0) { /* Vn*age */
 4266: 	  cptcovprod--;
 4267: 	  cutv(strb,stre,strd,'V');
 4268: 	  Tvar[i]=atoi(stre); /* computes n in Vn and stores in Tvar*/
 4269: 	  cptcovage++;
 4270: 	    Tage[cptcovage]=i;
 4271: 	    /*printf("stre=%s ", stre);*/
 4272: 	}
 4273: 	else if (strcmp(strd,"age")==0) { /* or age*Vn */
 4274: 	  cptcovprod--;
 4275: 	  cutv(strb,stre,strc,'V');
 4276: 	  Tvar[i]=atoi(stre);
 4277: 	  cptcovage++;
 4278: 	  Tage[cptcovage]=i;
 4279: 	}
 4280: 	else {  /* Age is not in the model */
 4281: 	  cutv(strb,stre,strc,'V'); /* strc= Vn, stre is n*/
 4282: 	  Tvar[i]=ncovcol+k1;
 4283: 	  cutv(strb,strc,strd,'V'); /* strd was Vm, strc is m */
 4284: 	  Tprod[k1]=i;
 4285: 	  Tvard[k1][1]=atoi(strc); /* m*/
 4286: 	  Tvard[k1][2]=atoi(stre); /* n */
 4287: 	  Tvar[cptcovn+k2]=Tvard[k1][1];
 4288: 	  Tvar[cptcovn+k2+1]=Tvard[k1][2]; 
 4289: 	  for (k=1; k<=lastobs;k++) 
 4290: 	    covar[ncovcol+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];
 4291: 	  k1++;
 4292: 	  k2=k2+2;
 4293: 	}
 4294:       }
 4295:       else { /* no more sum */
 4296: 	/*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/
 4297:        /*  scanf("%d",i);*/
 4298:       cutv(strd,strc,strb,'V');
 4299:       Tvar[i]=atoi(strc);
 4300:       }
 4301:       strcpy(modelsav,stra);  
 4302:       /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);
 4303: 	scanf("%d",i);*/
 4304:     } /* end of loop + */
 4305:   } /* end model */
 4306:   
 4307:   /*The number n of Vn is stored in Tvar. cptcovage =number of age covariate. Tage gives the position of age. cptcovprod= number of products.
 4308:     If model=V1+V1*age then Tvar[1]=1 Tvar[2]=1 cptcovage=1 Tage[1]=2 cptcovprod=0*/
 4309: 
 4310:   /* printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);
 4311:   printf("cptcovprod=%d ", cptcovprod);
 4312:   fprintf(ficlog,"cptcovprod=%d ", cptcovprod);
 4313: 
 4314:   scanf("%d ",i);
 4315:   fclose(fic);*/
 4316: 
 4317:     /*  if(mle==1){*/
 4318:   if (weightopt != 1) { /* Maximisation without weights*/
 4319:     for(i=1;i<=n;i++) weight[i]=1.0;
 4320:   }
 4321:     /*-calculation of age at interview from date of interview and age at death -*/
 4322:   agev=matrix(1,maxwav,1,imx);
 4323: 
 4324:   for (i=1; i<=imx; i++) {
 4325:     for(m=2; (m<= maxwav); m++) {
 4326:       if (((int)mint[m][i]== 99) && (s[m][i] <= nlstate)){
 4327: 	anint[m][i]=9999;
 4328: 	s[m][i]=-1;
 4329:       }
 4330:       if((int)moisdc[i]==99 && (int)andc[i]==9999 && s[m][i]>nlstate){
 4331: 	printf("Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
 4332: 	fprintf(ficlog,"Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
 4333: 	s[m][i]=-1;
 4334:       }
 4335:       if((int)moisdc[i]==99 && (int)andc[i]!=9999 && s[m][i]>nlstate){
 4336: 	printf("Error! Month of death of individual %ld on line %d was unknown %2d, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,(int)moisdc[i]); 
 4337: 	fprintf(ficlog,"Error! Month of death of individual %ld on line %d was unknown %f, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,moisdc[i]); 
 4338: 	s[m][i]=-1; /* We prefer to skip it (and to skip it in version 0.8a1 too */
 4339:       }
 4340:     }
 4341:   }
 4342: 
 4343:   for (i=1; i<=imx; i++)  {
 4344:     agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
 4345:     for(m=firstpass; (m<= lastpass); m++){
 4346:       if(s[m][i] >0){
 4347: 	if (s[m][i] >= nlstate+1) {
 4348: 	  if(agedc[i]>0)
 4349: 	    if((int)moisdc[i]!=99 && (int)andc[i]!=9999)
 4350: 	      agev[m][i]=agedc[i];
 4351: 	  /*if(moisdc[i]==99 && andc[i]==9999) s[m][i]=-1;*/
 4352: 	    else {
 4353: 	      if ((int)andc[i]!=9999){
 4354: 		printf("Warning negative age at death: %ld line:%d\n",num[i],i);
 4355: 		fprintf(ficlog,"Warning negative age at death: %ld line:%d\n",num[i],i);
 4356: 		agev[m][i]=-1;
 4357: 	      }
 4358: 	    }
 4359: 	}
 4360: 	else if(s[m][i] !=9){ /* Standard case, age in fractional
 4361: 				 years but with the precision of a
 4362: 				 month */
 4363: 	  agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
 4364: 	  if((int)mint[m][i]==99 || (int)anint[m][i]==9999)
 4365: 	    agev[m][i]=1;
 4366: 	  else if(agev[m][i] <agemin){ 
 4367: 	    agemin=agev[m][i];
 4368: 	    /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
 4369: 	  }
 4370: 	  else if(agev[m][i] >agemax){
 4371: 	    agemax=agev[m][i];
 4372: 	    /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
 4373: 	  }
 4374: 	  /*agev[m][i]=anint[m][i]-annais[i];*/
 4375: 	  /*	 agev[m][i] = age[i]+2*m;*/
 4376: 	}
 4377: 	else { /* =9 */
 4378: 	  agev[m][i]=1;
 4379: 	  s[m][i]=-1;
 4380: 	}
 4381:       }
 4382:       else /*= 0 Unknown */
 4383: 	agev[m][i]=1;
 4384:     }
 4385:     
 4386:   }
 4387:   for (i=1; i<=imx; i++)  {
 4388:     for(m=firstpass; (m<=lastpass); m++){
 4389:       if (s[m][i] > (nlstate+ndeath)) {
 4390: 	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);	
 4391: 	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);	
 4392: 	goto end;
 4393:       }
 4394:     }
 4395:   }
 4396: 
 4397:   /*for (i=1; i<=imx; i++){
 4398:   for (m=firstpass; (m<lastpass); m++){
 4399:      printf("%ld %d %.lf %d %d\n", num[i],(covar[1][i]),agev[m][i],s[m][i],s[m+1][i]);
 4400: }
 4401: 
 4402: }*/
 4403: 
 4404:   printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
 4405:   fprintf(ficlog,"Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax); 
 4406: 
 4407:   free_vector(severity,1,maxwav);
 4408:   free_imatrix(outcome,1,maxwav+1,1,n);
 4409:   free_vector(moisnais,1,n);
 4410:   free_vector(annais,1,n);
 4411:   /* free_matrix(mint,1,maxwav,1,n);
 4412:      free_matrix(anint,1,maxwav,1,n);*/
 4413:   free_vector(moisdc,1,n);
 4414:   free_vector(andc,1,n);
 4415: 
 4416:    
 4417:   wav=ivector(1,imx);
 4418:   dh=imatrix(1,lastpass-firstpass+1,1,imx);
 4419:   bh=imatrix(1,lastpass-firstpass+1,1,imx);
 4420:   mw=imatrix(1,lastpass-firstpass+1,1,imx);
 4421:    
 4422:   /* Concatenates waves */
 4423:   concatwav(wav, dh, bh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);
 4424: 
 4425:   /* Routine tricode is to calculate cptcoveff (real number of unique covariates) and to associate covariable number and modality */
 4426: 
 4427:   Tcode=ivector(1,100);
 4428:   nbcode=imatrix(0,NCOVMAX,0,NCOVMAX); 
 4429:   ncodemax[1]=1;
 4430:   if (cptcovn > 0) tricode(Tvar,nbcode,imx);
 4431:       
 4432:   codtab=imatrix(1,100,1,10); /* Cross tabulation to get the order of 
 4433: 				 the estimations*/
 4434:   h=0;
 4435:   m=pow(2,cptcoveff);
 4436:  
 4437:   for(k=1;k<=cptcoveff; k++){
 4438:     for(i=1; i <=(m/pow(2,k));i++){
 4439:       for(j=1; j <= ncodemax[k]; j++){
 4440: 	for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){
 4441: 	  h++;
 4442: 	  if (h>m) h=1;codtab[h][k]=j;codtab[h][Tvar[k]]=j;
 4443: 	  /*  printf("h=%d k=%d j=%d codtab[h][k]=%d tvar[k]=%d \n",h, k,j,codtab[h][k],Tvar[k]);*/
 4444: 	} 
 4445:       }
 4446:     }
 4447:   } 
 4448:   /* printf("codtab[1][2]=%d codtab[2][2]=%d",codtab[1][2],codtab[2][2]); 
 4449:      codtab[1][2]=1;codtab[2][2]=2; */
 4450:   /* for(i=1; i <=m ;i++){ 
 4451:      for(k=1; k <=cptcovn; k++){
 4452:      printf("i=%d k=%d %d %d ",i,k,codtab[i][k], cptcoveff);
 4453:      }
 4454:      printf("\n");
 4455:      }
 4456:      scanf("%d",i);*/
 4457:     
 4458:   /*------------ gnuplot -------------*/
 4459:   strcpy(optionfilegnuplot,optionfilefiname);
 4460:   strcat(optionfilegnuplot,".gp");
 4461:   if((ficgp=fopen(optionfilegnuplot,"w"))==NULL) {
 4462:     printf("Problem with file %s",optionfilegnuplot);
 4463:   }
 4464:   else{
 4465:     fprintf(ficgp,"\n# %s\n", version); 
 4466:     fprintf(ficgp,"# %s\n", optionfilegnuplot); 
 4467:     fprintf(ficgp,"set missing 'NaNq'\n");
 4468:   }
 4469:   /*  fclose(ficgp);*/
 4470:   /*--------- index.htm --------*/
 4471: 
 4472:   strcpy(optionfilehtm,optionfilefiname);
 4473:   strcat(optionfilehtm,".htm");
 4474:   if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
 4475:     printf("Problem with %s \n",optionfilehtm), exit(0);
 4476:   }
 4477: 
 4478:   fprintf(fichtm,"<body>\n<title>IMaCh %s</title>\n <font size=\"2\">%s <br> %s</font> \
 4479: <hr size=\"2\" color=\"#EC5E5E\"> \n\
 4480: Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n\
 4481: \n\
 4482: <hr  size=\"2\" color=\"#EC5E5E\">\
 4483:  <ul><li><h4>Parameter files</h4>\n\
 4484:  - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>\n\
 4485:  - Log file of the run: <a href=\"%s\">%s</a><br>\n\
 4486:  - Gnuplot file name: <a href=\"%s\">%s</a><br>\n\
 4487:  - Date and time at start: %s</ul>\n",\
 4488: 	  fileres,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt,\
 4489: 	  model,fileres,fileres,\
 4490: 	  filelog,filelog,optionfilegnuplot,optionfilegnuplot,strstart);
 4491:   /*fclose(fichtm);*/
 4492:   fflush(fichtm);
 4493: 
 4494:   strcpy(pathr,path);
 4495:   strcat(pathr,optionfilefiname);
 4496:   chdir(optionfilefiname); /* Move to directory named optionfile */
 4497:   strcpy(lfileres,fileres);
 4498:   strcat(lfileres,"/");
 4499:   strcat(lfileres,optionfilefiname);
 4500:   
 4501:   /* Calculates basic frequencies. Computes observed prevalence at single age
 4502:      and prints on file fileres'p'. */
 4503:   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);
 4504: 
 4505:   fprintf(fichtm,"\n");
 4506:   fprintf(fichtm,"<br>Total number of observations=%d <br>\n\
 4507: Youngest age at first (selected) pass %.2f, oldest age %.2f<br>\n\
 4508: Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>\n",\
 4509: 	  imx,agemin,agemax,jmin,jmax,jmean);
 4510:   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 4511:     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 4512:     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 4513:     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
 4514:     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
 4515:     
 4516:    
 4517:   /* For Powell, parameters are in a vector p[] starting at p[1]
 4518:      so we point p on param[1][1] so that p[1] maps on param[1][1][1] */
 4519:   p=param[1][1]; /* *(*(*(param +1)+1)+0) */
 4520: 
 4521:   globpr=0; /* To get the number ipmx of contributions and the sum of weights*/
 4522:   likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
 4523:   printf("First Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
 4524:   for (k=1; k<=npar;k++)
 4525:     printf(" %d %8.5f",k,p[k]);
 4526:   printf("\n");
 4527:   globpr=1; /* to print the contributions */
 4528:   likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
 4529:   printf("Second Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
 4530:   for (k=1; k<=npar;k++)
 4531:     printf(" %d %8.5f",k,p[k]);
 4532:   printf("\n");
 4533:   if(mle>=1){ /* Could be 1 or 2 */
 4534:     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);
 4535:   }
 4536:     
 4537:   /*--------- results files --------------*/
 4538:   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);
 4539:   
 4540: 
 4541:   jk=1;
 4542:   fprintf(ficres,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
 4543:   printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
 4544:   fprintf(ficlog,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
 4545:   for(i=1,jk=1; i <=nlstate; i++){
 4546:     for(k=1; k <=(nlstate+ndeath); k++){
 4547:       if (k != i) 
 4548: 	{
 4549: 	  printf("%d%d ",i,k);
 4550: 	  fprintf(ficlog,"%d%d ",i,k);
 4551: 	  fprintf(ficres,"%1d%1d ",i,k);
 4552: 	  for(j=1; j <=ncovmodel; j++){
 4553: 	    printf("%f ",p[jk]);
 4554: 	    fprintf(ficlog,"%f ",p[jk]);
 4555: 	    fprintf(ficres,"%f ",p[jk]);
 4556: 	    jk++; 
 4557: 	  }
 4558: 	  printf("\n");
 4559: 	  fprintf(ficlog,"\n");
 4560: 	  fprintf(ficres,"\n");
 4561: 	}
 4562:     }
 4563:   }
 4564:   if(mle!=0){
 4565:     /* Computing hessian and covariance matrix */
 4566:     ftolhess=ftol; /* Usually correct */
 4567:     hesscov(matcov, p, npar, delti, ftolhess, func);
 4568:   }
 4569:   fprintf(ficres,"# Scales (for hessian or gradient estimation)\n");
 4570:   printf("# Scales (for hessian or gradient estimation)\n");
 4571:   fprintf(ficlog,"# Scales (for hessian or gradient estimation)\n");
 4572:   for(i=1,jk=1; i <=nlstate; i++){
 4573:     for(j=1; j <=nlstate+ndeath; j++){
 4574:       if (j!=i) {
 4575: 	fprintf(ficres,"%1d%1d",i,j);
 4576: 	printf("%1d%1d",i,j);
 4577: 	fprintf(ficlog,"%1d%1d",i,j);
 4578: 	for(k=1; k<=ncovmodel;k++){
 4579: 	  printf(" %.5e",delti[jk]);
 4580: 	  fprintf(ficlog," %.5e",delti[jk]);
 4581: 	  fprintf(ficres," %.5e",delti[jk]);
 4582: 	  jk++;
 4583: 	}
 4584: 	printf("\n");
 4585: 	fprintf(ficlog,"\n");
 4586: 	fprintf(ficres,"\n");
 4587:       }
 4588:     }
 4589:   }
 4590:    
 4591:   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");
 4592:   if(mle==1)
 4593:     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");
 4594:   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");
 4595:   for(i=1,k=1;i<=npar;i++){
 4596:     /*  if (k>nlstate) k=1;
 4597: 	i1=(i-1)/(ncovmodel*nlstate)+1; 
 4598: 	fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);
 4599: 	printf("%s%d%d",alph[k],i1,tab[i]);
 4600:     */
 4601:     fprintf(ficres,"%3d",i);
 4602:     if(mle==1)
 4603:       printf("%3d",i);
 4604:     fprintf(ficlog,"%3d",i);
 4605:     for(j=1; j<=i;j++){
 4606:       fprintf(ficres," %.5e",matcov[i][j]);
 4607:       if(mle==1)
 4608: 	printf(" %.5e",matcov[i][j]);
 4609:       fprintf(ficlog," %.5e",matcov[i][j]);
 4610:     }
 4611:     fprintf(ficres,"\n");
 4612:     if(mle==1)
 4613:       printf("\n");
 4614:     fprintf(ficlog,"\n");
 4615:     k++;
 4616:   }
 4617:    
 4618:   while((c=getc(ficpar))=='#' && c!= EOF){
 4619:     ungetc(c,ficpar);
 4620:     fgets(line, MAXLINE, ficpar);
 4621:     puts(line);
 4622:     fputs(line,ficparo);
 4623:   }
 4624:   ungetc(c,ficpar);
 4625: 
 4626:   estepm=0;
 4627:   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf estepm=%d\n",&ageminpar,&agemaxpar, &bage, &fage, &estepm);
 4628:   if (estepm==0 || estepm < stepm) estepm=stepm;
 4629:   if (fage <= 2) {
 4630:     bage = ageminpar;
 4631:     fage = agemaxpar;
 4632:   }
 4633:    
 4634:   fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
 4635:   fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
 4636:   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
 4637:    
 4638:   while((c=getc(ficpar))=='#' && c!= EOF){
 4639:     ungetc(c,ficpar);
 4640:     fgets(line, MAXLINE, ficpar);
 4641:     puts(line);
 4642:     fputs(line,ficparo);
 4643:   }
 4644:   ungetc(c,ficpar);
 4645:   
 4646:   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);
 4647:   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);
 4648:   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);
 4649:   printf("begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
 4650:   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);
 4651:    
 4652:   while((c=getc(ficpar))=='#' && c!= EOF){
 4653:     ungetc(c,ficpar);
 4654:     fgets(line, MAXLINE, ficpar);
 4655:     puts(line);
 4656:     fputs(line,ficparo);
 4657:   }
 4658:   ungetc(c,ficpar);
 4659:  
 4660: 
 4661:   dateprev1=anprev1+(mprev1-1)/12.+(jprev1-1)/365.;
 4662:   dateprev2=anprev2+(mprev2-1)/12.+(jprev2-1)/365.;
 4663: 
 4664:   fscanf(ficpar,"pop_based=%d\n",&popbased);
 4665:   fprintf(ficparo,"pop_based=%d\n",popbased);   
 4666:   fprintf(ficres,"pop_based=%d\n",popbased);   
 4667:   
 4668:   while((c=getc(ficpar))=='#' && c!= EOF){
 4669:     ungetc(c,ficpar);
 4670:     fgets(line, MAXLINE, ficpar);
 4671:     puts(line);
 4672:     fputs(line,ficparo);
 4673:   }
 4674:   ungetc(c,ficpar);
 4675: 
 4676:   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);
 4677:   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);
 4678:   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);
 4679:   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);
 4680:   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);
 4681:   /* day and month of proj2 are not used but only year anproj2.*/
 4682: 
 4683:   while((c=getc(ficpar))=='#' && c!= EOF){
 4684:     ungetc(c,ficpar);
 4685:     fgets(line, MAXLINE, ficpar);
 4686:     puts(line);
 4687:     fputs(line,ficparo);
 4688:   }
 4689:   ungetc(c,ficpar);
 4690: 
 4691:   fscanf(ficpar,"popforecast=%d popfile=%s popfiledate=%lf/%lf/%lf last-popfiledate=%lf/%lf/%lf\n",&popforecast,popfile,&jpyram,&mpyram,&anpyram,&jpyram1,&mpyram1,&anpyram1);
 4692:   fprintf(ficparo,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
 4693:   fprintf(ficres,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
 4694: 
 4695:   /*  freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);*/
 4696:   /*,dateprev1,dateprev2,jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
 4697: 
 4698:   replace_back_to_slash(pathc,path); /* Even gnuplot wants a / */
 4699:   printinggnuplot(fileres, optionfilefiname,ageminpar,agemaxpar,fage, pathc,p);
 4700: 
 4701:   printinghtml(fileres,title,datafile, firstpass, lastpass, stepm, weightopt,\
 4702: 	       model,imx,jmin,jmax,jmean,rfileres,popforecast,estepm,\
 4703: 	       jprev1,mprev1,anprev1,jprev2,mprev2,anprev2);
 4704:  
 4705:   /*------------ free_vector  -------------*/
 4706:   /*  chdir(path); */
 4707:  
 4708:   free_ivector(wav,1,imx);
 4709:   free_imatrix(dh,1,lastpass-firstpass+1,1,imx);
 4710:   free_imatrix(bh,1,lastpass-firstpass+1,1,imx);
 4711:   free_imatrix(mw,1,lastpass-firstpass+1,1,imx);   
 4712:   free_lvector(num,1,n);
 4713:   free_vector(agedc,1,n);
 4714:   /*free_matrix(covar,0,NCOVMAX,1,n);*/
 4715:   /*free_matrix(covar,1,NCOVMAX,1,n);*/
 4716:   fclose(ficparo);
 4717:   fclose(ficres);
 4718: 
 4719: 
 4720:   /*--------------- Prevalence limit  (stable prevalence) --------------*/
 4721:   
 4722:   strcpy(filerespl,"pl");
 4723:   strcat(filerespl,fileres);
 4724:   if((ficrespl=fopen(filerespl,"w"))==NULL) {
 4725:     printf("Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
 4726:     fprintf(ficlog,"Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
 4727:   }
 4728:   printf("Computing stable prevalence: result on file '%s' \n", filerespl);
 4729:   fprintf(ficlog,"Computing stable prevalence: result on file '%s' \n", filerespl);
 4730:   fprintf(ficrespl,"#Stable prevalence \n");
 4731:   fprintf(ficrespl,"#Age ");
 4732:   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);
 4733:   fprintf(ficrespl,"\n");
 4734:   
 4735:   prlim=matrix(1,nlstate,1,nlstate);
 4736: 
 4737:   agebase=ageminpar;
 4738:   agelim=agemaxpar;
 4739:   ftolpl=1.e-10;
 4740:   i1=cptcoveff;
 4741:   if (cptcovn < 1){i1=1;}
 4742: 
 4743:   for(cptcov=1,k=0;cptcov<=i1;cptcov++){
 4744:     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
 4745:       k=k+1;
 4746:       /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/
 4747:       fprintf(ficrespl,"\n#******");
 4748:       printf("\n#******");
 4749:       fprintf(ficlog,"\n#******");
 4750:       for(j=1;j<=cptcoveff;j++) {
 4751: 	fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 4752: 	printf(" V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 4753: 	fprintf(ficlog," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 4754:       }
 4755:       fprintf(ficrespl,"******\n");
 4756:       printf("******\n");
 4757:       fprintf(ficlog,"******\n");
 4758: 	
 4759:       for (age=agebase; age<=agelim; age++){
 4760: 	prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
 4761: 	fprintf(ficrespl,"%.0f ",age );
 4762:         for(j=1;j<=cptcoveff;j++)
 4763:  	  fprintf(ficrespl,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 4764: 	for(i=1; i<=nlstate;i++)
 4765: 	  fprintf(ficrespl," %.5f", prlim[i][i]);
 4766: 	fprintf(ficrespl,"\n");
 4767:       }
 4768:     }
 4769:   }
 4770:   fclose(ficrespl);
 4771: 
 4772:   /*------------- h Pij x at various ages ------------*/
 4773:   
 4774:   strcpy(filerespij,"pij");  strcat(filerespij,fileres);
 4775:   if((ficrespij=fopen(filerespij,"w"))==NULL) {
 4776:     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;
 4777:     fprintf(ficlog,"Problem with Pij resultfile: %s\n", filerespij);goto end;
 4778:   }
 4779:   printf("Computing pij: result on file '%s' \n", filerespij);
 4780:   fprintf(ficlog,"Computing pij: result on file '%s' \n", filerespij);
 4781:   
 4782:   stepsize=(int) (stepm+YEARM-1)/YEARM;
 4783:   /*if (stepm<=24) stepsize=2;*/
 4784: 
 4785:   agelim=AGESUP;
 4786:   hstepm=stepsize*YEARM; /* Every year of age */
 4787:   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */ 
 4788: 
 4789:   /* hstepm=1;   aff par mois*/
 4790: 
 4791:   fprintf(ficrespij,"#****** h Pij x Probability to be in state j at age x+h being in i at x ");
 4792:   for(cptcov=1,k=0;cptcov<=i1;cptcov++){
 4793:     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
 4794:       k=k+1;
 4795:       fprintf(ficrespij,"\n#****** ");
 4796:       for(j=1;j<=cptcoveff;j++) 
 4797: 	fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 4798:       fprintf(ficrespij,"******\n");
 4799: 	
 4800:       for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */
 4801: 	nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
 4802: 	nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
 4803: 
 4804: 	/*	  nhstepm=nhstepm*YEARM; aff par mois*/
 4805: 
 4806: 	p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 4807: 	oldm=oldms;savm=savms;
 4808: 	hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
 4809: 	fprintf(ficrespij,"# Cov Agex agex+h hpijx with i,j=");
 4810: 	for(i=1; i<=nlstate;i++)
 4811: 	  for(j=1; j<=nlstate+ndeath;j++)
 4812: 	    fprintf(ficrespij," %1d-%1d",i,j);
 4813: 	fprintf(ficrespij,"\n");
 4814: 	for (h=0; h<=nhstepm; h++){
 4815: 	  fprintf(ficrespij,"%d %3.f %3.f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );
 4816: 	  for(i=1; i<=nlstate;i++)
 4817: 	    for(j=1; j<=nlstate+ndeath;j++)
 4818: 	      fprintf(ficrespij," %.5f", p3mat[i][j][h]);
 4819: 	  fprintf(ficrespij,"\n");
 4820: 	}
 4821: 	free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 4822: 	fprintf(ficrespij,"\n");
 4823:       }
 4824:     }
 4825:   }
 4826: 
 4827:   varprob(optionfilefiname, matcov, p, delti, nlstate, bage, fage,k,Tvar,nbcode, ncodemax);
 4828: 
 4829:   fclose(ficrespij);
 4830: 
 4831:   probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
 4832: 
 4833:   /*---------- Forecasting ------------------*/
 4834:   /*if((stepm == 1) && (strcmp(model,".")==0)){*/
 4835:   if(prevfcast==1){
 4836:     /*    if(stepm ==1){*/
 4837:       prevforecast(fileres, anproj1, mproj1, jproj1, agemin, agemax, dateprev1, dateprev2, mobilavproj, bage, fage, firstpass, lastpass, anproj2, p, cptcoveff);
 4838:       /* (popforecast==1) populforecast(fileres, anpyram,mpyram,jpyram, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anpyram1,p, i1);*/
 4839: /*      }  */
 4840: /*      else{ */
 4841: /*        erreur=108; */
 4842: /*        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); */
 4843: /*        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); */
 4844: /*      } */
 4845:   }
 4846:   
 4847: 
 4848:   /*---------- Health expectancies and variances ------------*/
 4849: 
 4850:   strcpy(filerest,"t");
 4851:   strcat(filerest,fileres);
 4852:   if((ficrest=fopen(filerest,"w"))==NULL) {
 4853:     printf("Problem with total LE resultfile: %s\n", filerest);goto end;
 4854:     fprintf(ficlog,"Problem with total LE resultfile: %s\n", filerest);goto end;
 4855:   }
 4856:   printf("Computing Total LEs with variances: file '%s' \n", filerest); 
 4857:   fprintf(ficlog,"Computing Total LEs with variances: file '%s' \n", filerest); 
 4858: 
 4859: 
 4860:   strcpy(filerese,"e");
 4861:   strcat(filerese,fileres);
 4862:   if((ficreseij=fopen(filerese,"w"))==NULL) {
 4863:     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
 4864:     fprintf(ficlog,"Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
 4865:   }
 4866:   printf("Computing Health Expectancies: result on file '%s' \n", filerese);
 4867:   fprintf(ficlog,"Computing Health Expectancies: result on file '%s' \n", filerese);
 4868: 
 4869:   strcpy(fileresv,"v");
 4870:   strcat(fileresv,fileres);
 4871:   if((ficresvij=fopen(fileresv,"w"))==NULL) {
 4872:     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);
 4873:     fprintf(ficlog,"Problem with variance resultfile: %s\n", fileresv);exit(0);
 4874:   }
 4875:   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
 4876:   fprintf(ficlog,"Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
 4877: 
 4878:   /* Computes prevalence between agemin (i.e minimal age computed) and no more ageminpar */
 4879:   prevalence(probs, agemin, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
 4880:   /*  printf("ageminpar=%f, agemax=%f, s[lastpass][imx]=%d, agev[lastpass][imx]=%f, nlstate=%d, imx=%d,  mint[lastpass][imx]=%f, anint[lastpass][imx]=%f,dateprev1=%f, dateprev2=%f, firstpass=%d, lastpass=%d\n",\
 4881: ageminpar, agemax, s[lastpass][imx], agev[lastpass][imx], nlstate, imx, mint[lastpass][imx],anint[lastpass][imx], dateprev1, dateprev2, firstpass, lastpass);
 4882:   */
 4883: 
 4884:   if (mobilav!=0) {
 4885:     mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 4886:     if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
 4887:       fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
 4888:       printf(" Error in movingaverage mobilav=%d\n",mobilav);
 4889:     }
 4890:   }
 4891: 
 4892:   for(cptcov=1,k=0;cptcov<=i1;cptcov++){
 4893:     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
 4894:       k=k+1; 
 4895:       fprintf(ficrest,"\n#****** ");
 4896:       for(j=1;j<=cptcoveff;j++) 
 4897: 	fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 4898:       fprintf(ficrest,"******\n");
 4899: 
 4900:       fprintf(ficreseij,"\n#****** ");
 4901:       for(j=1;j<=cptcoveff;j++) 
 4902: 	fprintf(ficreseij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 4903:       fprintf(ficreseij,"******\n");
 4904: 
 4905:       fprintf(ficresvij,"\n#****** ");
 4906:       for(j=1;j<=cptcoveff;j++) 
 4907: 	fprintf(ficresvij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 4908:       fprintf(ficresvij,"******\n");
 4909: 
 4910:       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
 4911:       oldm=oldms;savm=savms;
 4912:       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm, delti, matcov);  
 4913:  
 4914:       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
 4915:       oldm=oldms;savm=savms;
 4916:       varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,0, mobilav);
 4917:       if(popbased==1){
 4918: 	varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,popbased,mobilav);
 4919:       }
 4920: 
 4921:  
 4922:       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");
 4923:       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);
 4924:       fprintf(ficrest,"\n");
 4925: 
 4926:       epj=vector(1,nlstate+1);
 4927:       for(age=bage; age <=fage ;age++){
 4928: 	prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
 4929: 	if (popbased==1) {
 4930: 	  if(mobilav ==0){
 4931: 	    for(i=1; i<=nlstate;i++)
 4932: 	      prlim[i][i]=probs[(int)age][i][k];
 4933: 	  }else{ /* mobilav */ 
 4934: 	    for(i=1; i<=nlstate;i++)
 4935: 	      prlim[i][i]=mobaverage[(int)age][i][k];
 4936: 	  }
 4937: 	}
 4938: 	
 4939: 	fprintf(ficrest," %4.0f",age);
 4940: 	for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){
 4941: 	  for(i=1, epj[j]=0.;i <=nlstate;i++) {
 4942: 	    epj[j] += prlim[i][i]*eij[i][j][(int)age];
 4943: 	    /*  printf("%lf %lf ", prlim[i][i] ,eij[i][j][(int)age]);*/
 4944: 	  }
 4945: 	  epj[nlstate+1] +=epj[j];
 4946: 	}
 4947: 
 4948: 	for(i=1, vepp=0.;i <=nlstate;i++)
 4949: 	  for(j=1;j <=nlstate;j++)
 4950: 	    vepp += vareij[i][j][(int)age];
 4951: 	fprintf(ficrest," %7.3f (%7.3f)", epj[nlstate+1],sqrt(vepp));
 4952: 	for(j=1;j <=nlstate;j++){
 4953: 	  fprintf(ficrest," %7.3f (%7.3f)", epj[j],sqrt(vareij[j][j][(int)age]));
 4954: 	}
 4955: 	fprintf(ficrest,"\n");
 4956:       }
 4957:       free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
 4958:       free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);
 4959:       free_vector(epj,1,nlstate+1);
 4960:     }
 4961:   }
 4962:   free_vector(weight,1,n);
 4963:   free_imatrix(Tvard,1,15,1,2);
 4964:   free_imatrix(s,1,maxwav+1,1,n);
 4965:   free_matrix(anint,1,maxwav,1,n); 
 4966:   free_matrix(mint,1,maxwav,1,n);
 4967:   free_ivector(cod,1,n);
 4968:   free_ivector(tab,1,NCOVMAX);
 4969:   fclose(ficreseij);
 4970:   fclose(ficresvij);
 4971:   fclose(ficrest);
 4972:   fclose(ficpar);
 4973:   
 4974:   /*------- Variance of stable prevalence------*/   
 4975: 
 4976:   strcpy(fileresvpl,"vpl");
 4977:   strcat(fileresvpl,fileres);
 4978:   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
 4979:     printf("Problem with variance of stable prevalence  resultfile: %s\n", fileresvpl);
 4980:     exit(0);
 4981:   }
 4982:   printf("Computing Variance-covariance of stable prevalence: file '%s' \n", fileresvpl);
 4983: 
 4984:   for(cptcov=1,k=0;cptcov<=i1;cptcov++){
 4985:     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
 4986:       k=k+1;
 4987:       fprintf(ficresvpl,"\n#****** ");
 4988:       for(j=1;j<=cptcoveff;j++) 
 4989: 	fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
 4990:       fprintf(ficresvpl,"******\n");
 4991:       
 4992:       varpl=matrix(1,nlstate,(int) bage, (int) fage);
 4993:       oldm=oldms;savm=savms;
 4994:       varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);
 4995:       free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
 4996:     }
 4997:   }
 4998: 
 4999:   fclose(ficresvpl);
 5000: 
 5001:   /*---------- End : free ----------------*/
 5002:   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);
 5003:   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);
 5004:   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);
 5005:   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);
 5006:   
 5007:   free_matrix(covar,0,NCOVMAX,1,n);
 5008:   free_matrix(matcov,1,npar,1,npar);
 5009:   /*free_vector(delti,1,npar);*/
 5010:   free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
 5011:   free_matrix(agev,1,maxwav,1,imx);
 5012:   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);
 5013:   if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
 5014:   free_ma3x(probs,1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
 5015: 
 5016:   free_ivector(ncodemax,1,8);
 5017:   free_ivector(Tvar,1,15);
 5018:   free_ivector(Tprod,1,15);
 5019:   free_ivector(Tvaraff,1,15);
 5020:   free_ivector(Tage,1,15);
 5021:   free_ivector(Tcode,1,100);
 5022: 
 5023:   fflush(fichtm);
 5024:   fflush(ficgp);
 5025:   
 5026: 
 5027:   if(erreur >0){
 5028:     printf("End of Imach with error or warning %d\n",erreur);
 5029:     fprintf(ficlog,"End of Imach with error or warning %d\n",erreur);
 5030:   }else{
 5031:    printf("End of Imach\n");
 5032:    fprintf(ficlog,"End of Imach\n");
 5033:   }
 5034:   printf("See log file on %s\n",filelog);
 5035:   fclose(ficlog);
 5036:   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
 5037:   (void) gettimeofday(&end_time,&tzp);
 5038:   tm = *localtime(&end_time.tv_sec);
 5039:   tmg = *gmtime(&end_time.tv_sec);
 5040:   strcpy(strtend,asctime(&tm));
 5041:   printf("Localtime at start %s\nLocaltime at end   %s",strstart, strtend); 
 5042:   fprintf(ficlog,"Localtime at start %s\nLocal time at end   %s",strstart, strtend); 
 5043:   /*  printf("Total time used %d Sec\n", asc_time(end_time.tv_sec -start_time.tv_sec);*/
 5044: 
 5045:   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);
 5046:   fprintf(ficlog,"Total time was %d Sec. %d uSec.\n", end_time.tv_sec -start_time.tv_sec, end_time.tv_usec -start_time.tv_usec);
 5047:   /*  printf("Total time was %d uSec.\n", total_usecs);*/
 5048: /*   if(fileappend(fichtm,optionfilehtm)){ */
 5049:   fprintf(fichtm,"<br>Local time at start %s<br>Local time at end   %s<br>",strstart, strtend);
 5050:   fclose(fichtm);
 5051:   fclose(ficgp);
 5052:   /*------ End -----------*/
 5053: 
 5054:   end:
 5055: #ifdef windows
 5056:   /* chdir(pathcd);*/
 5057: #endif 
 5058:   chdir(path);
 5059:  /*system("wgnuplot graph.plt");*/
 5060:  /*system("../gp37mgw/wgnuplot graph.plt");*/
 5061:  /*system("cd ../gp37mgw");*/
 5062:  /* system("..\\gp37mgw\\wgnuplot graph.plt");*/
 5063:   strcpy(plotcmd,GNUPLOTPROGRAM);
 5064:   strcat(plotcmd," ");
 5065:   strcat(plotcmd,optionfilegnuplot);
 5066:   printf("Starting graphs with: %s",plotcmd);fflush(stdout);
 5067:   system(plotcmd);
 5068:   printf(" Wait...");
 5069: 
 5070:  /*#ifdef windows*/
 5071:   while (z[0] != 'q') {
 5072:     /* chdir(path); */
 5073:     printf("\nType e to edit output files, g to graph again, c to start again, and q for exiting: ");
 5074:     scanf("%s",z);
 5075:     if (z[0] == 'c') system("./imach");
 5076:     else if (z[0] == 'e') system(optionfilehtm);
 5077:     else if (z[0] == 'g') system(plotcmd);
 5078:     else if (z[0] == 'q') exit(0);
 5079:   }
 5080:   /*#endif */
 5081: }
 5082: 
 5083: 
 5084: 

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