-
-/*********************** Imach **************************************
- This program computes Healthy Life Expectancies from cross-longitudinal
- data. Cross-longitudinal consist in a first survey ("cross") where
- individuals from different ages are interviewed on their health status
- or degree of disability. At least a second wave of interviews
- ("longitudinal") should measure each new individual health status.
- Health expectancies are computed from the transistions observed between
- waves and are computed for each degree of severity of disability (number
- of life states). More degrees you consider, more time is necessary to
- reach the Maximum Likekilhood of the parameters involved in the model.
- The simplest model is the multinomial logistic model where pij is
- the probabibility to be observed in state j at the second wave conditional
- to be observed in state i at the first wave. Therefore the model is:
- log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex'
- is a covariate. If you want to have a more complex model than "constant and
- age", you should modify the program where the markup
- *Covariates have to be included here again* invites you to do it.
- More covariates you add, less is the speed of the convergence.
-
- The advantage that this computer programme claims, comes from that if the
- delay between waves is not identical for each individual, or if some
- individual missed an interview, the information is not rounded or lost, but
- taken into account using an interpolation or extrapolation.
- hPijx is the probability to be
- observed in state i at age x+h conditional to the observed state i at age
- x. The delay 'h' can be split into an exact number (nh*stepm) of
- unobserved intermediate states. This elementary transition (by month or
- quarter trimester, semester or year) is model as a multinomial logistic.
- The hPx matrix is simply the matrix product of nh*stepm elementary matrices
- and the contribution of each individual to the likelihood is simply hPijx.
-
- Also this programme outputs the covariance matrix of the parameters but also
- of the life expectancies. It also computes the prevalence limits.
-
- Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
- Institut national d'études démographiques, Paris.
- This software have been partly granted by Euro-REVES, a concerted action
- from the European Union.
- It is copyrighted identically to a GNU software product, ie programme and
- software can be distributed freely for non commercial use. Latest version
- can be accessed at http://euroreves.ined.fr/imach .
- **********************************************************************/
-
-#include <math.h>
-#include <stdio.h>
-#include <stdlib.h>
-#include <unistd.h>
-
-#define MAXLINE 256
-#define FILENAMELENGTH 80
-/*#define DEBUG*/
-/*#define win*/
-
-#define MAXPARM 30 /* Maximum number of parameters for the optimization */
-#define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncov */
-
-#define NINTERVMAX 8
-#define NLSTATEMAX 8 /* Maximum number of live states (for func) */
-#define NDEATHMAX 8 /* Maximum number of dead states (for func) */
-#define NCOVMAX 8 /* Maximum number of covariates */
-#define MAXN 20000
-#define YEARM 12. /* Number of months per year */
-#define AGESUP 130
-#define AGEBASE 40
-
-
-int nvar;
-
-int npar=NPARMAX;
-int nlstate=2; /* Number of live states */
-int ndeath=1; /* Number of dead states */
-int ncov; /* Total number of covariables including constant a12*1 +b12*x ncov=2 */
-
-int *wav; /* Number of waves for this individuual 0 is possible */
-int maxwav; /* Maxim number of waves */
-int mle, weightopt;
-int **mw; /* mw[mi][i] is number of the mi wave for this individual */
-int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
-double **oldm, **newm, **savm; /* Working pointers to matrices */
-double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
-FILE *fic,*ficpar, *ficparo,*ficres, *ficrespl, *ficrespij, *ficrest;
-FILE *ficgp, *fichtm;
-
-#define NR_END 1
-#define FREE_ARG char*
-#define FTOL 1.0e-10
-
-#define NRANSI
-#define ITMAX 200
-
-#define TOL 2.0e-4
-
-#define CGOLD 0.3819660
-#define ZEPS 1.0e-10
-#define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);
-
-#define GOLD 1.618034
-#define GLIMIT 100.0
-#define TINY 1.0e-20
-
-static double maxarg1,maxarg2;
-#define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
-#define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
-
-#define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
-#define rint(a) floor(a+0.5)
-
-static double sqrarg;
-#define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
-#define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}
-
-int imx;
-int stepm;
-/* Stepm, step in month: minimum step interpolation*/
-
-int m,nb;
-int *num, firstpass=0, lastpass=2,*cod;
-double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
-double **pmmij;
-
-double *weight;
-int **s; /* Status */
-double *agedc, **covar, idx;
-
-
-double ftol=FTOL; /* Tolerance for computing Max Likelihood */
-double ftolhess; /* Tolerance for computing hessian */
-
-
-/******************************************/
-
-void replace(char *s, char*t)
-{
- int i;
- int lg=20;
- i=0;
- lg=strlen(t);
- for(i=0; i<= lg; i++) {
- (s[i] = t[i]);
- if (t[i]== '\\') s[i]='/';
- }
-}
-void cut(char *u,char *v, char*t)
-{
- int i,lg,j,p;
- i=0;
- for(j=0; j<=strlen(t); j++) {
- if(t[j]=='\\') p=j;
- }
-
- lg=strlen(t);
- for(j=0; j<p; j++) {
- (u[j] = t[j]);
- u[p]='\0';
- }
-
- for(j=0; j<= lg; j++) {
- if (j>=(p+1))(v[j-p-1] = t[j]);
- }
-}
-
-/********************** nrerror ********************/
-
-void nrerror(char error_text[])
-{
- fprintf(stderr,"ERREUR ...\n");
- fprintf(stderr,"%s\n",error_text);
- exit(1);
-}
-/*********************** vector *******************/
-double *vector(int nl, int nh)
-{
- double *v;
- v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
- if (!v) nrerror("allocation failure in vector");
- return v-nl+NR_END;
-}
-
-/************************ free vector ******************/
-void free_vector(double*v, int nl, int nh)
-{
- free((FREE_ARG)(v+nl-NR_END));
-}
-
-/************************ivector *******************************/
-int *ivector(long nl,long nh)
-{
- int *v;
- v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
- if (!v) nrerror("allocation failure in ivector");
- return v-nl+NR_END;
-}
-
-/******************free ivector **************************/
-void free_ivector(int *v, long nl, long nh)
-{
- free((FREE_ARG)(v+nl-NR_END));
-}
-
-/******************* imatrix *******************************/
-int **imatrix(long nrl, long nrh, long ncl, long nch)
- /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */
-{
- long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;
- int **m;
-
- /* allocate pointers to rows */
- m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));
- if (!m) nrerror("allocation failure 1 in matrix()");
- m += NR_END;
- m -= nrl;
-
-
- /* allocate rows and set pointers to them */
- m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));
- if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
- m[nrl] += NR_END;
- m[nrl] -= ncl;
-
- for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;
-
- /* return pointer to array of pointers to rows */
- return m;
-}
-
-/****************** free_imatrix *************************/
-void free_imatrix(m,nrl,nrh,ncl,nch)
- int **m;
- long nch,ncl,nrh,nrl;
- /* free an int matrix allocated by imatrix() */
-{
- free((FREE_ARG) (m[nrl]+ncl-NR_END));
- free((FREE_ARG) (m+nrl-NR_END));
-}
-
-/******************* matrix *******************************/
-double **matrix(long nrl, long nrh, long ncl, long nch)
-{
- long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
- double **m;
-
- m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
- if (!m) nrerror("allocation failure 1 in matrix()");
- m += NR_END;
- m -= nrl;
-
- m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
- if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
- m[nrl] += NR_END;
- m[nrl] -= ncl;
-
- for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
- return m;
-}
-
-/*************************free matrix ************************/
-void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
-{
- free((FREE_ARG)(m[nrl]+ncl-NR_END));
- free((FREE_ARG)(m+nrl-NR_END));
-}
-
-/******************* ma3x *******************************/
-double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
-{
- long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
- double ***m;
-
- m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
- if (!m) nrerror("allocation failure 1 in matrix()");
- m += NR_END;
- m -= nrl;
-
- m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
- if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
- m[nrl] += NR_END;
- m[nrl] -= ncl;
-
- for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
-
- m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
- if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
- m[nrl][ncl] += NR_END;
- m[nrl][ncl] -= nll;
- for (j=ncl+1; j<=nch; j++)
- m[nrl][j]=m[nrl][j-1]+nlay;
-
- for (i=nrl+1; i<=nrh; i++) {
- m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
- for (j=ncl+1; j<=nch; j++)
- m[i][j]=m[i][j-1]+nlay;
- }
- return m;
-}
-
-/*************************free ma3x ************************/
-void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
-{
- free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
- free((FREE_ARG)(m[nrl]+ncl-NR_END));
- free((FREE_ARG)(m+nrl-NR_END));
-}
-
-/***************** f1dim *************************/
-extern int ncom;
-extern double *pcom,*xicom;
-extern double (*nrfunc)(double []);
-
-double f1dim(double x)
-{
- int j;
- double f;
- double *xt;
-
- xt=vector(1,ncom);
- for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];
- f=(*nrfunc)(xt);
- free_vector(xt,1,ncom);
- return f;
-}
-
-/*****************brent *************************/
-double brent(double ax, double bx, double cx, double (*f)(double), double tol, double *xmin)
-{
- int iter;
- double a,b,d,etemp;
- double fu,fv,fw,fx;
- double ftemp;
- double p,q,r,tol1,tol2,u,v,w,x,xm;
- double e=0.0;
-
- a=(ax < cx ? ax : cx);
- b=(ax > cx ? ax : cx);
- x=w=v=bx;
- fw=fv=fx=(*f)(x);
- for (iter=1;iter<=ITMAX;iter++) {
- xm=0.5*(a+b);
- tol2=2.0*(tol1=tol*fabs(x)+ZEPS);
- /* if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
- printf(".");fflush(stdout);
-#ifdef DEBUG
- 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);
- /* if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
-#endif
- if (fabs(x-xm) <= (tol2-0.5*(b-a))){
- *xmin=x;
- return fx;
- }
- ftemp=fu;
- if (fabs(e) > tol1) {
- r=(x-w)*(fx-fv);
- q=(x-v)*(fx-fw);
- p=(x-v)*q-(x-w)*r;
- q=2.0*(q-r);
- if (q > 0.0) p = -p;
- q=fabs(q);
- etemp=e;
- e=d;
- if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))
- d=CGOLD*(e=(x >= xm ? a-x : b-x));
- else {
- d=p/q;
- u=x+d;
- if (u-a < tol2 || b-u < tol2)
- d=SIGN(tol1,xm-x);
- }
- } else {
- d=CGOLD*(e=(x >= xm ? a-x : b-x));
- }
- u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));
- fu=(*f)(u);
- if (fu <= fx) {
- if (u >= x) a=x; else b=x;
- SHFT(v,w,x,u)
- SHFT(fv,fw,fx,fu)
- } else {
- if (u < x) a=u; else b=u;
- if (fu <= fw || w == x) {
- v=w;
- w=u;
- fv=fw;
- fw=fu;
- } else if (fu <= fv || v == x || v == w) {
- v=u;
- fv=fu;
- }
- }
- }
- nrerror("Too many iterations in brent");
- *xmin=x;
- return fx;
-}
-
-/****************** mnbrak ***********************/
-
-void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,
- double (*func)(double))
-{
- double ulim,u,r,q, dum;
- double fu;
-
- *fa=(*func)(*ax);
- *fb=(*func)(*bx);
- if (*fb > *fa) {
- SHFT(dum,*ax,*bx,dum)
- SHFT(dum,*fb,*fa,dum)
- }
- *cx=(*bx)+GOLD*(*bx-*ax);
- *fc=(*func)(*cx);
- while (*fb > *fc) {
- r=(*bx-*ax)*(*fb-*fc);
- q=(*bx-*cx)*(*fb-*fa);
- u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/
- (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));
- ulim=(*bx)+GLIMIT*(*cx-*bx);
- if ((*bx-u)*(u-*cx) > 0.0) {
- fu=(*func)(u);
- } else if ((*cx-u)*(u-ulim) > 0.0) {
- fu=(*func)(u);
- if (fu < *fc) {
- SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))
- SHFT(*fb,*fc,fu,(*func)(u))
- }
- } else if ((u-ulim)*(ulim-*cx) >= 0.0) {
- u=ulim;
- fu=(*func)(u);
- } else {
- u=(*cx)+GOLD*(*cx-*bx);
- fu=(*func)(u);
- }
- SHFT(*ax,*bx,*cx,u)
- SHFT(*fa,*fb,*fc,fu)
- }
-}
-
-/*************** linmin ************************/
-
-int ncom;
-double *pcom,*xicom;
-double (*nrfunc)(double []);
-
-void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))
-{
- double brent(double ax, double bx, double cx,
- double (*f)(double), double tol, double *xmin);
- double f1dim(double x);
- void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,
- double *fc, double (*func)(double));
- int j;
- double xx,xmin,bx,ax;
- double fx,fb,fa;
-
- ncom=n;
- pcom=vector(1,n);
- xicom=vector(1,n);
- nrfunc=func;
- for (j=1;j<=n;j++) {
- pcom[j]=p[j];
- xicom[j]=xi[j];
- }
- ax=0.0;
- xx=1.0;
- mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);
- *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);
-#ifdef DEBUG
- printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
-#endif
- for (j=1;j<=n;j++) {
- xi[j] *= xmin;
- p[j] += xi[j];
- }
- free_vector(xicom,1,n);
- free_vector(pcom,1,n);
-}
-
-/*************** powell ************************/
-void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,
- double (*func)(double []))
-
-{
-
-
- void linmin(double p[], double xi[], int n, double *fret,
- double (*func)(double []));
- int i,ibig,j;
- double del,t,*pt,*ptt,*xit;
- double fp,fptt;
- double *xits;
- pt=vector(1,n);
- ptt=vector(1,n);
- xit=vector(1,n);
- xits=vector(1,n);
- *fret=(*func)(p);
- for (j=1;j<=n;j++) pt[j]=p[j];
- for (*iter=1;;++(*iter)) {
- fp=(*fret);
- ibig=0;
- del=0.0;
- printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
- for (i=1;i<=n;i++)
- printf(" %d %.12f",i, p[i]);
- printf("\n");
- for (i=1;i<=n;i++) {
- for (j=1;j<=n;j++) xit[j]=xi[j][i];
- fptt=(*fret);
-#ifdef DEBUG
- printf("fret=%lf \n",*fret);
-#endif
- printf("%d",i);fflush(stdout);
- linmin(p,xit,n,fret,func);
- if (fabs(fptt-(*fret)) > del) {
- del=fabs(fptt-(*fret));
- ibig=i;
- }
-#ifdef DEBUG
- printf("%d %.12e",i,(*fret));
- for (j=1;j<=n;j++) {
- xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
- printf(" x(%d)=%.12e",j,xit[j]);
- }
- for(j=1;j<=n;j++)
- printf(" p=%.12e",p[j]);
- printf("\n");
-#endif
- }
- if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
-#ifdef DEBUG
- int k[2],l;
- k[0]=1;
- k[1]=-1;
- printf("Max: %.12e",(*func)(p));
- for (j=1;j<=n;j++)
- printf(" %.12e",p[j]);
- printf("\n");
- for(l=0;l<=1;l++) {
- for (j=1;j<=n;j++) {
- ptt[j]=p[j]+(p[j]-pt[j])*k[l];
- printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
- }
- printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
- }
-#endif
-
-
- free_vector(xit,1,n);
- free_vector(xits,1,n);
- free_vector(ptt,1,n);
- free_vector(pt,1,n);
- return;
- }
- if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");
- for (j=1;j<=n;j++) {
- ptt[j]=2.0*p[j]-pt[j];
- xit[j]=p[j]-pt[j];
- pt[j]=p[j];
- }
- fptt=(*func)(ptt);
- if (fptt < fp) {
- t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);
- if (t < 0.0) {
- linmin(p,xit,n,fret,func);
- for (j=1;j<=n;j++) {
- xi[j][ibig]=xi[j][n];
- xi[j][n]=xit[j];
- }
-#ifdef DEBUG
- printf("Direction changed last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
- for(j=1;j<=n;j++)
- printf(" %.12e",xit[j]);
- printf("\n");
-#endif
- }
- }
- }
-}
-
-/**** Prevalence limit ****************/
-
-double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl)
-{
- /* Computes the prevalence limit in each live state at age x by left multiplying the unit
- matrix by transitions matrix until convergence is reached */
-
- int i, ii,j,k;
- double min, max, maxmin, maxmax,sumnew=0.;
- double **matprod2();
- double **out, cov[NCOVMAX], **pmij();
- double **newm;
- double agefin, delaymax=50 ; /* Max number of years to converge */
-
- for (ii=1;ii<=nlstate+ndeath;ii++)
- for (j=1;j<=nlstate+ndeath;j++){
- oldm[ii][j]=(ii==j ? 1.0 : 0.0);
- }
- /* Even if hstepm = 1, at least one multiplication by the unit matrix */
- for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
- newm=savm;
- /* Covariates have to be included here again */
- cov[1]=1.;
- cov[2]=agefin;
- out=matprod2(newm, pmij(pmmij,cov,ncov,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
-/* printf("age=%f agefin=%f po=%f pn=%f\n",age,agefin,oldm[1][1],newm[1][1]);*/
-
- savm=oldm;
- oldm=newm;
- maxmax=0.;
- for(j=1;j<=nlstate;j++){
- min=1.;
- max=0.;
- for(i=1; i<=nlstate; i++) {
- sumnew=0;
- for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
- prlim[i][j]= newm[i][j]/(1-sumnew);
- max=FMAX(max,prlim[i][j]);
- min=FMIN(min,prlim[i][j]);
- }
- maxmin=max-min;
- maxmax=FMAX(maxmax,maxmin);
- }
- if(maxmax < ftolpl){
- return prlim;
- }
- }
-}
-
-/*************** transition probabilities **********/
-
-double **pmij(double **ps, double *cov, int ncov, double *x, int nlstate )
-{
- double s1, s2;
- /*double t34;*/
- int i,j,j1, nc, ii, jj;
-
- for(i=1; i<= nlstate; i++){
- for(j=1; j<i;j++){
- for (nc=1, s2=0.;nc <=ncov; nc++){
- /*s2 += param[i][j][nc]*cov[nc];*/
- s2 += x[(i-1)*nlstate*ncov+(j-1)*ncov+nc+(i-1)*(ndeath-1)*ncov]*cov[nc];
- /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/
- }
- ps[i][j]=s2;
- /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
- }
- for(j=i+1; j<=nlstate+ndeath;j++){
- for (nc=1, s2=0.;nc <=ncov; nc++){
- s2 += x[(i-1)*nlstate*ncov+(j-2)*ncov+nc+(i-1)*(ndeath-1)*ncov]*cov[nc];
- /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
- }
- ps[i][j]=s2;
- }
- }
- for(i=1; i<= nlstate; i++){
- s1=0;
- for(j=1; j<i; j++)
- s1+=exp(ps[i][j]);
- for(j=i+1; j<=nlstate+ndeath; j++)
- s1+=exp(ps[i][j]);
- ps[i][i]=1./(s1+1.);
- for(j=1; j<i; j++)
- ps[i][j]= exp(ps[i][j])*ps[i][i];
- for(j=i+1; j<=nlstate+ndeath; j++)
- ps[i][j]= exp(ps[i][j])*ps[i][i];
- /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
- } /* end i */
-
- for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
- for(jj=1; jj<= nlstate+ndeath; jj++){
- ps[ii][jj]=0;
- ps[ii][ii]=1;
- }
- }
-
- /* for(ii=1; ii<= nlstate+ndeath; ii++){
- for(jj=1; jj<= nlstate+ndeath; jj++){
- printf("%lf ",ps[ii][jj]);
- }
- printf("\n ");
- }
- printf("\n ");printf("%lf ",cov[2]);*/
-/*
- for(i=1; i<= npar; i++) printf("%f ",x[i]);
- goto end;*/
- return ps;
-}
-
-/**************** Product of 2 matrices ******************/
-
-double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
-{
- /* Computes the matric product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
- b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
- /* in, b, out are matrice of pointers which should have been initialized
- before: only the contents of out is modified. The function returns
- a pointer to pointers identical to out */
- long i, j, k;
- for(i=nrl; i<= nrh; i++)
- for(k=ncolol; k<=ncoloh; k++)
- for(j=ncl,out[i][k]=0.; j<=nch; j++)
- out[i][k] +=in[i][j]*b[j][k];
-
- return out;
-}
-
-
-/************* Higher Matrix Product ***************/
-
-double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm )
-{
- /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month
- duration (i.e. until
- age (in years) age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.
- Output is stored in matrix po[i][j][h] for h every 'hstepm' step
- (typically every 2 years instead of every month which is too big).
- Model is determined by parameters x and covariates have to be
- included manually here.
-
- */
-
- int i, j, d, h;
- double **out, cov[NCOVMAX];
- double **newm;
-
- /* Hstepm could be zero and should return the unit matrix */
- for (i=1;i<=nlstate+ndeath;i++)
- for (j=1;j<=nlstate+ndeath;j++){
- oldm[i][j]=(i==j ? 1.0 : 0.0);
- po[i][j][0]=(i==j ? 1.0 : 0.0);
- }
- /* Even if hstepm = 1, at least one multiplication by the unit matrix */
- for(h=1; h <=nhstepm; h++){
- for(d=1; d <=hstepm; d++){
- newm=savm;
- /* Covariates have to be included here again */
- cov[1]=1.;
- cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
- /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
- out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,
- pmij(pmmij,cov,ncov,x,nlstate));
- savm=oldm;
- oldm=newm;
- }
- for(i=1; i<=nlstate+ndeath; i++)
- for(j=1;j<=nlstate+ndeath;j++) {
- po[i][j][h]=newm[i][j];
- /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
- */
- }
- } /* end h */
- return po;
-}
-
-
-/*************** log-likelihood *************/
-double func( double *x)
-{
- int i, ii, j, k, mi, d;
- double l, ll[NLSTATEMAX], cov[NCOVMAX];
- double **out;
- double sw; /* Sum of weights */
- double lli; /* Individual log likelihood */
- long ipmx;
- /*extern weight */
- /* We are differentiating ll according to initial status */
- /* for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
- /*for(i=1;i<imx;i++)
-printf(" %d\n",s[4][i]);
- */
-
- for(k=1; k<=nlstate; k++) ll[k]=0.;
- for (i=1,ipmx=0, sw=0.; i<=imx; i++){
- for(mi=1; mi<= wav[i]-1; mi++){
- for (ii=1;ii<=nlstate+ndeath;ii++)
- for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);
- for(d=0; d<dh[mi][i]; d++){
- newm=savm;
- cov[1]=1.;
- cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
- out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
- 1,nlstate+ndeath,pmij(pmmij,cov,ncov,x,nlstate));
- savm=oldm;
- oldm=newm;
-
-
- } /* end mult */
-
- lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);
- /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/
- ipmx +=1;
- sw += weight[i];
- ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
- } /* end of wave */
- } /* end of individual */
-
- for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
- /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
- l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
- return -l;
-}
-
-
-/*********** Maximum Likelihood Estimation ***************/
-
-void mlikeli(FILE *ficres,double p[], int npar, int ncov, int nlstate, double ftol, double (*func)(double []))
-{
- int i,j, iter;
- double **xi,*delti;
- double fret;
- xi=matrix(1,npar,1,npar);
- for (i=1;i<=npar;i++)
- for (j=1;j<=npar;j++)
- xi[i][j]=(i==j ? 1.0 : 0.0);
- printf("Powell\n");
- powell(p,xi,npar,ftol,&iter,&fret,func);
-
- printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
- fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));
-
-}
-
-/**** Computes Hessian and covariance matrix ***/
-void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
-{
- double **a,**y,*x,pd;
- double **hess;
- int i, j,jk;
- int *indx;
-
- double hessii(double p[], double delta, int theta, double delti[]);
- double hessij(double p[], double delti[], int i, int j);
- void lubksb(double **a, int npar, int *indx, double b[]) ;
- void ludcmp(double **a, int npar, int *indx, double *d) ;
-
-
- hess=matrix(1,npar,1,npar);
-
- printf("\nCalculation of the hessian matrix. Wait...\n");
- for (i=1;i<=npar;i++){
- printf("%d",i);fflush(stdout);
- hess[i][i]=hessii(p,ftolhess,i,delti);
- /*printf(" %f ",p[i]);*/
- }
-
- for (i=1;i<=npar;i++) {
- for (j=1;j<=npar;j++) {
- if (j>i) {
- printf(".%d%d",i,j);fflush(stdout);
- hess[i][j]=hessij(p,delti,i,j);
- hess[j][i]=hess[i][j];
- }
- }
- }
- printf("\n");
-
- printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
-
- a=matrix(1,npar,1,npar);
- y=matrix(1,npar,1,npar);
- x=vector(1,npar);
- indx=ivector(1,npar);
- for (i=1;i<=npar;i++)
- for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
- ludcmp(a,npar,indx,&pd);
-
- for (j=1;j<=npar;j++) {
- for (i=1;i<=npar;i++) x[i]=0;
- x[j]=1;
- lubksb(a,npar,indx,x);
- for (i=1;i<=npar;i++){
- matcov[i][j]=x[i];
- }
- }
-
- printf("\n#Hessian matrix#\n");
- for (i=1;i<=npar;i++) {
- for (j=1;j<=npar;j++) {
- printf("%.3e ",hess[i][j]);
- }
- printf("\n");
- }
-
- /* Recompute Inverse */
- for (i=1;i<=npar;i++)
- for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
- ludcmp(a,npar,indx,&pd);
-
- /* printf("\n#Hessian matrix recomputed#\n");
-
- for (j=1;j<=npar;j++) {
- for (i=1;i<=npar;i++) x[i]=0;
- x[j]=1;
- lubksb(a,npar,indx,x);
- for (i=1;i<=npar;i++){
- y[i][j]=x[i];
- printf("%.3e ",y[i][j]);
- }
- printf("\n");
- }
- */
-
- free_matrix(a,1,npar,1,npar);
- free_matrix(y,1,npar,1,npar);
- free_vector(x,1,npar);
- free_ivector(indx,1,npar);
- free_matrix(hess,1,npar,1,npar);
-
-
-}
-
-/*************** hessian matrix ****************/
-double hessii( double x[], double delta, int theta, double delti[])
-{
- int i;
- int l=1, lmax=20;
- double k1,k2;
- double p2[NPARMAX+1];
- double res;
- double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
- double fx;
- int k=0,kmax=10;
- double l1;
-
- fx=func(x);
- for (i=1;i<=npar;i++) p2[i]=x[i];
- for(l=0 ; l <=lmax; l++){
- l1=pow(10,l);
- delts=delt;
- for(k=1 ; k <kmax; k=k+1){
- delt = delta*(l1*k);
- p2[theta]=x[theta] +delt;
- k1=func(p2)-fx;
- p2[theta]=x[theta]-delt;
- k2=func(p2)-fx;
- /*res= (k1-2.0*fx+k2)/delt/delt; */
- res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
-
-#ifdef DEBUG
- 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);
-#endif
- /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
- if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
- k=kmax;
- }
- else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
- k=kmax; l=lmax*10.;
- }
- else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){
- delts=delt;
- }
- }
- }
- delti[theta]=delts;
- return res;
-
-}
-
-double hessij( double x[], double delti[], int thetai,int thetaj)
-{
- int i;
- int l=1, l1, lmax=20;
- double k1,k2,k3,k4,res,fx;
- double p2[NPARMAX+1];
- int k;
-
- fx=func(x);
- for (k=1; k<=2; k++) {
- for (i=1;i<=npar;i++) p2[i]=x[i];
- p2[thetai]=x[thetai]+delti[thetai]/k;
- p2[thetaj]=x[thetaj]+delti[thetaj]/k;
- k1=func(p2)-fx;
-
- p2[thetai]=x[thetai]+delti[thetai]/k;
- p2[thetaj]=x[thetaj]-delti[thetaj]/k;
- k2=func(p2)-fx;
-
- p2[thetai]=x[thetai]-delti[thetai]/k;
- p2[thetaj]=x[thetaj]+delti[thetaj]/k;
- k3=func(p2)-fx;
-
- p2[thetai]=x[thetai]-delti[thetai]/k;
- p2[thetaj]=x[thetaj]-delti[thetaj]/k;
- k4=func(p2)-fx;
- res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
-#ifdef DEBUG
- 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);
-#endif
- }
- return res;
-}
-
-/************** Inverse of matrix **************/
-void ludcmp(double **a, int n, int *indx, double *d)
-{
- int i,imax,j,k;
- double big,dum,sum,temp;
- double *vv;
-
- vv=vector(1,n);
- *d=1.0;
- for (i=1;i<=n;i++) {
- big=0.0;
- for (j=1;j<=n;j++)
- if ((temp=fabs(a[i][j])) > big) big=temp;
- if (big == 0.0) nrerror("Singular matrix in routine ludcmp");
- vv[i]=1.0/big;
- }
- for (j=1;j<=n;j++) {
- for (i=1;i<j;i++) {
- sum=a[i][j];
- for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];
- a[i][j]=sum;
- }
- big=0.0;
- for (i=j;i<=n;i++) {
- sum=a[i][j];
- for (k=1;k<j;k++)
- sum -= a[i][k]*a[k][j];
- a[i][j]=sum;
- if ( (dum=vv[i]*fabs(sum)) >= big) {
- big=dum;
- imax=i;
- }
- }
- if (j != imax) {
- for (k=1;k<=n;k++) {
- dum=a[imax][k];
- a[imax][k]=a[j][k];
- a[j][k]=dum;
- }
- *d = -(*d);
- vv[imax]=vv[j];
- }
- indx[j]=imax;
- if (a[j][j] == 0.0) a[j][j]=TINY;
- if (j != n) {
- dum=1.0/(a[j][j]);
- for (i=j+1;i<=n;i++) a[i][j] *= dum;
- }
- }
- free_vector(vv,1,n); /* Doesn't work */
-;
-}
-
-void lubksb(double **a, int n, int *indx, double b[])
-{
- int i,ii=0,ip,j;
- double sum;
-
- for (i=1;i<=n;i++) {
- ip=indx[i];
- sum=b[ip];
- b[ip]=b[i];
- if (ii)
- for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];
- else if (sum) ii=i;
- b[i]=sum;
- }
- for (i=n;i>=1;i--) {
- sum=b[i];
- for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];
- b[i]=sum/a[i][i];
- }
-}
-
-/************ Frequencies ********************/
-void freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx)
-{ /* Some frequencies */
-
- int i, m, jk;
- double ***freq; /* Frequencies */
- double *pp;
- double pos;
- FILE *ficresp;
- char fileresp[FILENAMELENGTH];
-
- pp=vector(1,nlstate);
-
- strcpy(fileresp,"p");
- strcat(fileresp,fileres);
- if((ficresp=fopen(fileresp,"w"))==NULL) {
- printf("Problem with prevalence resultfile: %s\n", fileresp);
- exit(0);
- }
-
- freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);
- for (i=-1; i<=nlstate+ndeath; i++)
- for (jk=-1; jk<=nlstate+ndeath; jk++)
- for(m=agemin; m <= agemax+3; m++)
- freq[i][jk][m]=0;
-
- for (i=1; i<=imx; i++) {
- for(m=firstpass; m<= lastpass-1; m++){
- if(agev[m][i]==0) agev[m][i]=agemax+1;
- if(agev[m][i]==1) agev[m][i]=agemax+2;
- freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
- freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];
- }
- }
-
- fprintf(ficresp, "#");
- for(i=1; i<=nlstate;i++)
- fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
-fprintf(ficresp, "\n");
-
- for(i=(int)agemin; i <= (int)agemax+3; i++){
- if(i==(int)agemax+3)
- printf("Total");
- else
- printf("Age %d", i);
- for(jk=1; jk <=nlstate ; jk++){
- for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
- pp[jk] += freq[jk][m][i];
- }
- for(jk=1; jk <=nlstate ; jk++){
- for(m=-1, pos=0; m <=0 ; m++)
- pos += freq[jk][m][i];
- if(pp[jk]>=1.e-10)
- printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
- else
- printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
- }
- for(jk=1; jk <=nlstate ; jk++){
- for(m=1, pp[jk]=0; m <=nlstate+ndeath; m++)
- pp[jk] += freq[jk][m][i];
- }
- for(jk=1,pos=0; jk <=nlstate ; jk++)
- pos += pp[jk];
- for(jk=1; jk <=nlstate ; jk++){
- if(pos>=1.e-5)
- printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
- else
- printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
- if( i <= (int) agemax){
- if(pos>=1.e-5)
- fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);
- else
- fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);
- }
- }
- for(jk=-1; jk <=nlstate+ndeath; jk++)
- for(m=-1; m <=nlstate+ndeath; m++)
- if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
- if(i <= (int) agemax)
- fprintf(ficresp,"\n");
- printf("\n");
- }
-
- fclose(ficresp);
- free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);
- free_vector(pp,1,nlstate);
-
-} /* End of Freq */
-
-/************* Waves Concatenation ***************/
-
-void concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int firstpass, int lastpass, int imx, int nlstate, int stepm)
-{
- /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
- Death is a valid wave (if date is known).
- mw[mi][i] is the mi (mi=1 to wav[i]) effective wave of individual i
- dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]
- and mw[mi+1][i]. dh depends on stepm.
- */
-
- int i, mi, m;
- int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
-float sum=0.;
-
- for(i=1; i<=imx; i++){
- mi=0;
- m=firstpass;
- while(s[m][i] <= nlstate){
- if(s[m][i]>=1)
- mw[++mi][i]=m;
- if(m >=lastpass)
- break;
- else
- m++;
- }/* end while */
- if (s[m][i] > nlstate){
- mi++; /* Death is another wave */
- /* if(mi==0) never been interviewed correctly before death */
- /* Only death is a correct wave */
- mw[mi][i]=m;
- }
-
- wav[i]=mi;
- if(mi==0)
- printf("Warning, no any valid information for:%d line=%d\n",num[i],i);
- }
-
- for(i=1; i<=imx; i++){
- for(mi=1; mi<wav[i];mi++){
- if (stepm <=0)
- dh[mi][i]=1;
- else{
- if (s[mw[mi+1][i]][i] > nlstate) {
- j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);
- if(j=0) j=1; /* Survives at least one month after exam */
- }
- else{
- j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
- k=k+1;
- if (j >= jmax) jmax=j;
- else if (j <= jmin)jmin=j;
- sum=sum+j;
- }
- jk= j/stepm;
- jl= j -jk*stepm;
- ju= j -(jk+1)*stepm;
- if(jl <= -ju)
- dh[mi][i]=jk;
- else
- dh[mi][i]=jk+1;
- if(dh[mi][i]==0)
- dh[mi][i]=1; /* At least one step */
- }
- }
- }
- printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,sum/k);
-}
-
-/*********** Health Expectancies ****************/
-
-void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm)
-{
- /* Health expectancies */
- int i, j, nhstepm, hstepm, h;
- double age, agelim,hf;
- double ***p3mat;
-
- FILE *ficreseij;
- char filerese[FILENAMELENGTH];
-
- strcpy(filerese,"e");
- strcat(filerese,fileres);
- if((ficreseij=fopen(filerese,"w"))==NULL) {
- printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
- }
- printf("Computing Health Expectancies: result on file '%s' \n", filerese);
-
- fprintf(ficreseij,"# Health expectancies\n");
- fprintf(ficreseij,"# Age");
- for(i=1; i<=nlstate;i++)
- for(j=1; j<=nlstate;j++)
- fprintf(ficreseij," %1d-%1d",i,j);
- fprintf(ficreseij,"\n");
-
- hstepm=1*YEARM; /* Every j years of age (in month) */
- hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */
-
- agelim=AGESUP;
- for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
- /* nhstepm age range expressed in number of stepm */
- nhstepm=(int) rint((agelim-age)*YEARM/stepm);
- /* Typically if 20 years = 20*12/6=40 stepm */
- if (stepm >= YEARM) hstepm=1;
- nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */
- p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
- /* Computed by stepm unit matrices, product of hstepm matrices, stored
- in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
- hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm);
-
-
- for(i=1; i<=nlstate;i++)
- for(j=1; j<=nlstate;j++)
- for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){
- eij[i][j][(int)age] +=p3mat[i][j][h];
- }
-
- hf=1;
- if (stepm >= YEARM) hf=stepm/YEARM;
- fprintf(ficreseij,"%.0f",age );
- for(i=1; i<=nlstate;i++)
- for(j=1; j<=nlstate;j++){
- fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);
- }
- fprintf(ficreseij,"\n");
- free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
- }
- fclose(ficreseij);
-}
-
-/************ Variance ******************/
-void varevsij(char fileres[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl)
-{
- /* Variance of health expectancies */
- /* double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
- double **newm;
- double **dnewm,**doldm;
- int i, j, nhstepm, hstepm, h;
- int k;
- FILE *ficresvij;
- char fileresv[FILENAMELENGTH];
- double *xp;
- double **gp, **gm;
- double ***gradg, ***trgradg;
- double ***p3mat;
- double age,agelim;
- int theta;
-
- strcpy(fileresv,"v");
- strcat(fileresv,fileres);
- if((ficresvij=fopen(fileresv,"w"))==NULL) {
- printf("Problem with variance resultfile: %s\n", fileresv);exit(0);
- }
- printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
-
-
- fprintf(ficresvij,"# Covariances of life expectancies\n");
- fprintf(ficresvij,"# Age");
- for(i=1; i<=nlstate;i++)
- for(j=1; j<=nlstate;j++)
- fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
- fprintf(ficresvij,"\n");
-
- xp=vector(1,npar);
- dnewm=matrix(1,nlstate,1,npar);
- doldm=matrix(1,nlstate,1,nlstate);
-
- hstepm=1*YEARM; /* Every year of age */
- hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */
- agelim = AGESUP;
- for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
- nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */
- if (stepm >= YEARM) hstepm=1;
- nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
- p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
- gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
- gp=matrix(0,nhstepm,1,nlstate);
- gm=matrix(0,nhstepm,1,nlstate);
-
- for(theta=1; theta <=npar; theta++){
- for(i=1; i<=npar; i++){ /* Computes gradient */
- xp[i] = x[i] + (i==theta ?delti[theta]:0);
- }
- hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm);
- prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl);
- for(j=1; j<= nlstate; j++){
- for(h=0; h<=nhstepm; h++){
- for(i=1, gp[h][j]=0.;i<=nlstate;i++)
- gp[h][j] += prlim[i][i]*p3mat[i][j][h];
- }
- }
-
- for(i=1; i<=npar; i++) /* Computes gradient */
- xp[i] = x[i] - (i==theta ?delti[theta]:0);
- hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm);
- prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl);
- for(j=1; j<= nlstate; j++){
- for(h=0; h<=nhstepm; h++){
- for(i=1, gm[h][j]=0.;i<=nlstate;i++)
- gm[h][j] += prlim[i][i]*p3mat[i][j][h];
- }
- }
- for(j=1; j<= nlstate; j++)
- for(h=0; h<=nhstepm; h++){
- gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
- }
- } /* End theta */
-
- trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);
-
- for(h=0; h<=nhstepm; h++)
- for(j=1; j<=nlstate;j++)
- for(theta=1; theta <=npar; theta++)
- trgradg[h][j][theta]=gradg[h][theta][j];
-
- for(i=1;i<=nlstate;i++)
- for(j=1;j<=nlstate;j++)
- vareij[i][j][(int)age] =0.;
- for(h=0;h<=nhstepm;h++){
- for(k=0;k<=nhstepm;k++){
- matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
- matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
- for(i=1;i<=nlstate;i++)
- for(j=1;j<=nlstate;j++)
- vareij[i][j][(int)age] += doldm[i][j];
- }
- }
- h=1;
- if (stepm >= YEARM) h=stepm/YEARM;
- fprintf(ficresvij,"%.0f ",age );
- for(i=1; i<=nlstate;i++)
- for(j=1; j<=nlstate;j++){
- fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);
- }
- fprintf(ficresvij,"\n");
- free_matrix(gp,0,nhstepm,1,nlstate);
- free_matrix(gm,0,nhstepm,1,nlstate);
- free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
- free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
- free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
- } /* End age */
- fclose(ficresvij);
- free_vector(xp,1,npar);
- free_matrix(doldm,1,nlstate,1,npar);
- free_matrix(dnewm,1,nlstate,1,nlstate);
-
-}
-
-/************ Variance of prevlim ******************/
-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)
-{
- /* Variance of health expectancies */
- /* double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
- double **newm;
- double **dnewm,**doldm;
- int i, j, nhstepm, hstepm;
- int k;
- FILE *ficresvpl;
- char fileresvpl[FILENAMELENGTH];
- double *xp;
- double *gp, *gm;
- double **gradg, **trgradg;
- double age,agelim;
- int theta;
-
- strcpy(fileresvpl,"vpl");
- strcat(fileresvpl,fileres);
- if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
- printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);
- exit(0);
- }
- printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);
-
-
- fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");
- fprintf(ficresvpl,"# Age");
- for(i=1; i<=nlstate;i++)
- fprintf(ficresvpl," %1d-%1d",i,i);
- fprintf(ficresvpl,"\n");
-
- xp=vector(1,npar);
- dnewm=matrix(1,nlstate,1,npar);
- doldm=matrix(1,nlstate,1,nlstate);
-
- hstepm=1*YEARM; /* Every year of age */
- hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */
- agelim = AGESUP;
- for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
- nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */
- if (stepm >= YEARM) hstepm=1;
- nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
- gradg=matrix(1,npar,1,nlstate);
- gp=vector(1,nlstate);
- gm=vector(1,nlstate);
-
- for(theta=1; theta <=npar; theta++){
- for(i=1; i<=npar; i++){ /* Computes gradient */
- xp[i] = x[i] + (i==theta ?delti[theta]:0);
- }
- prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl);
- for(i=1;i<=nlstate;i++)
- gp[i] = prlim[i][i];
-
- for(i=1; i<=npar; i++) /* Computes gradient */
- xp[i] = x[i] - (i==theta ?delti[theta]:0);
- prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl);
- for(i=1;i<=nlstate;i++)
- gm[i] = prlim[i][i];
-
- for(i=1;i<=nlstate;i++)
- gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
- } /* End theta */
-
- trgradg =matrix(1,nlstate,1,npar);
-
- for(j=1; j<=nlstate;j++)
- for(theta=1; theta <=npar; theta++)
- trgradg[j][theta]=gradg[theta][j];
-
- for(i=1;i<=nlstate;i++)
- varpl[i][(int)age] =0.;
- matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
- matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
- for(i=1;i<=nlstate;i++)
- varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
-
- fprintf(ficresvpl,"%.0f ",age );
- for(i=1; i<=nlstate;i++)
- fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
- fprintf(ficresvpl,"\n");
- free_vector(gp,1,nlstate);
- free_vector(gm,1,nlstate);
- free_matrix(gradg,1,npar,1,nlstate);
- free_matrix(trgradg,1,nlstate,1,npar);
- } /* End age */
- fclose(ficresvpl);
- free_vector(xp,1,npar);
- free_matrix(doldm,1,nlstate,1,npar);
- free_matrix(dnewm,1,nlstate,1,nlstate);
-
-}
-
-
-
-/***********************************************/
-/**************** Main Program *****************/
-/***********************************************/
-
-/*int main(int argc, char *argv[])*/
-int main()
-{
-
- int i,j, k, n=MAXN,iter,m,size;
- double agedeb, agefin,hf;
- double agemin=1.e20, agemax=-1.e20;
-
- double fret;
- double **xi,tmp,delta;
-
- double dum; /* Dummy variable */
- double ***p3mat;
- int *indx;
- char line[MAXLINE], linepar[MAXLINE];
- char title[MAXLINE];
- char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH], filerespl[FILENAMELENGTH];
- char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH];
- char filerest[FILENAMELENGTH];
- char fileregp[FILENAMELENGTH];
- char path[80],pathc[80],pathcd[80],pathtot[80];
- int firstobs=1, lastobs=10;
- int sdeb, sfin; /* Status at beginning and end */
- int c, h , cpt,l;
- int ju,jl, mi;
- int i1,j1, k1,jk,aa,bb, stepsize;
- int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;
-
- int hstepm, nhstepm;
- double bage, fage, age, agelim, agebase;
- double ftolpl=FTOL;
- double **prlim;
- double *severity;
- double ***param; /* Matrix of parameters */
- double *p;
- double **matcov; /* Matrix of covariance */
- double ***delti3; /* Scale */
- double *delti; /* Scale */
- double ***eij, ***vareij;
- double **varpl; /* Variances of prevalence limits by age */
- double *epj, vepp;
- char version[80]="Imach version 0.64, May 2000, INED-EUROREVES ";
- char *alph[]={"a","a","b","c","d","e"}, str[4];
- char z[1]="c";
-#include <sys/time.h>
-#include <time.h>
-
- /* long total_usecs;
- struct timeval start_time, end_time;
-
- gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
-
-
- printf("\nIMACH, Version 0.64");
- printf("\nEnter the parameter file name: ");
-#define windows 1
-#ifdef windows
- scanf("%s",pathtot);
- getcwd(pathcd, size);
- cut(path,optionfile,pathtot);
- chdir(path);
- replace(pathc,path);
-#endif
-#ifdef unix
- scanf("%s",optionfile);
-#endif
-
-/*-------- arguments in the command line --------*/
-
- strcpy(fileres,"r");
- strcat(fileres, optionfile);
-
- /*---------arguments file --------*/
-
- if((ficpar=fopen(optionfile,"r"))==NULL) {
- printf("Problem with optionfile %s\n",optionfile);
- goto end;
- }
-
- strcpy(filereso,"o");
- strcat(filereso,fileres);
- if((ficparo=fopen(filereso,"w"))==NULL) {
- printf("Problem with Output resultfile: %s\n", filereso);goto end;
- }
-
-/*--------- index.htm --------*/
-
- if((fichtm=fopen("index.htm","w"))==NULL) {
- printf("Problem with index.htm \n");goto end;
- }
-
- fprintf(fichtm,"<body><ul><li>Outputs files<br><br>\n
- - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n
-- Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>
- - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>
- - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>
- - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>
- - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>
- - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>
- - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>
- - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%s</a> <br><br>",fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres);
-
- fprintf(fichtm," <li>Graphs<br> <br>");
-
-for(cpt=1; cpt<nlstate;cpt++)
- fprintf(fichtm,"- Prevalence of disability: p%s1.gif<br>
-<img src=\"p%s1.gif\"><br>",strtok(optionfile, "."),strtok(optionfile, "."),cpt);
- for(cpt=1; cpt<=nlstate;cpt++)
- fprintf(fichtm,"- Observed and stationary prevalence (with confident
-interval) in state (%d): v%s%d.gif <br>
-<img src=\"v%s%d.gif\"><br>",cpt,strtok(optionfile, "."),cpt,strtok(optionfile, "."),cpt);
-
- for(cpt=1; cpt<=nlstate;cpt++)
- fprintf(fichtm,"- Health life expectancies by age and initial health state (%d): exp%s%d.gif <br>
-<img src=\"ex%s%d.gif\"><br>",cpt,strtok(optionfile, "."),cpt,strtok(optionfile, "."),cpt);
-
- fprintf(fichtm,"- Total life expectancy by age and
- health expectancies in states (1) and (2): e%s.gif<br>
- <img src=\"e%s.gif\"></li> </ul></body>",strtok(optionfile, "."),strtok(optionfile, "."));
-
-
-fclose(fichtm);
-
- /* Reads comments: lines beginning with '#' */
- while((c=getc(ficpar))=='#' && c!= EOF){
- ungetc(c,ficpar);
- fgets(line, MAXLINE, ficpar);
- puts(line);
- fputs(line,ficparo);
- }
- ungetc(c,ficpar);
-
- fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncov, &nlstate,&ndeath, &maxwav, &mle, &weightopt);
- printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate,ndeath, maxwav, mle, weightopt);
- fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncov,nlstate,ndeath,maxwav, mle, weightopt);
-
- nvar=ncov-1; /* Suppressing age as a basic covariate */
-
- /* Read guess parameters */
- /* Reads comments: lines beginning with '#' */
- while((c=getc(ficpar))=='#' && c!= EOF){
- ungetc(c,ficpar);
- fgets(line, MAXLINE, ficpar);
- puts(line);
- fputs(line,ficparo);
- }
- ungetc(c,ficpar);
-
- param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncov);
- for(i=1; i <=nlstate; i++)
- for(j=1; j <=nlstate+ndeath-1; j++){
- fscanf(ficpar,"%1d%1d",&i1,&j1);
- fprintf(ficparo,"%1d%1d",i1,j1);
- printf("%1d%1d",i,j);
- for(k=1; k<=ncov;k++){
- fscanf(ficpar," %lf",¶m[i][j][k]);
- printf(" %lf",param[i][j][k]);
- fprintf(ficparo," %lf",param[i][j][k]);
- }
- fscanf(ficpar,"\n");
- printf("\n");
- fprintf(ficparo,"\n");
- }
-
- npar= (nlstate+ndeath-1)*nlstate*ncov;
- p=param[1][1];
-
- /* Reads comments: lines beginning with '#' */
- while((c=getc(ficpar))=='#' && c!= EOF){
- ungetc(c,ficpar);
- fgets(line, MAXLINE, ficpar);
- puts(line);
- fputs(line,ficparo);
- }
- ungetc(c,ficpar);
-
- delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncov);
- delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */
- for(i=1; i <=nlstate; i++){
- for(j=1; j <=nlstate+ndeath-1; j++){
- fscanf(ficpar,"%1d%1d",&i1,&j1);
- printf("%1d%1d",i,j);
- fprintf(ficparo,"%1d%1d",i1,j1);
- for(k=1; k<=ncov;k++){
- fscanf(ficpar,"%le",&delti3[i][j][k]);
- printf(" %le",delti3[i][j][k]);
- fprintf(ficparo," %le",delti3[i][j][k]);
- }
- fscanf(ficpar,"\n");
- printf("\n");
- fprintf(ficparo,"\n");
- }
- }
- delti=delti3[1][1];
-
- /* Reads comments: lines beginning with '#' */
- while((c=getc(ficpar))=='#' && c!= EOF){
- ungetc(c,ficpar);
- fgets(line, MAXLINE, ficpar);
- puts(line);
- fputs(line,ficparo);
- }
- ungetc(c,ficpar);
-
- matcov=matrix(1,npar,1,npar);
- for(i=1; i <=npar; i++){
- fscanf(ficpar,"%s",&str);
- printf("%s",str);
- fprintf(ficparo,"%s",str);
- for(j=1; j <=i; j++){
- fscanf(ficpar," %le",&matcov[i][j]);
- printf(" %.5le",matcov[i][j]);
- fprintf(ficparo," %.5le",matcov[i][j]);
- }
- fscanf(ficpar,"\n");
- printf("\n");
- fprintf(ficparo,"\n");
- }
- for(i=1; i <=npar; i++)
- for(j=i+1;j<=npar;j++)
- matcov[i][j]=matcov[j][i];
-
- printf("\n");
-
-
- if(mle==1){
- /*-------- data file ----------*/
- if((ficres =fopen(fileres,"w"))==NULL) {
- printf("Problem with resultfile: %s\n", fileres);goto end;
- }
- fprintf(ficres,"#%s\n",version);
-
- if((fic=fopen(datafile,"r"))==NULL) {
- printf("Problem with datafile: %s\n", datafile);goto end;
- }
-
- n= lastobs;
- severity = vector(1,maxwav);
- outcome=imatrix(1,maxwav+1,1,n);
- num=ivector(1,n);
- moisnais=vector(1,n);
- annais=vector(1,n);
- moisdc=vector(1,n);
- andc=vector(1,n);
- agedc=vector(1,n);
- cod=ivector(1,n);
- weight=vector(1,n);
- for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
- mint=matrix(1,maxwav,1,n);
- anint=matrix(1,maxwav,1,n);
- covar=matrix(1,NCOVMAX,1,n);
- s=imatrix(1,maxwav+1,1,n);
- adl=imatrix(1,maxwav+1,1,n);
- tab=ivector(1,NCOVMAX);
- i=1;
- while (fgets(line, MAXLINE, fic) != NULL) {
- if ((i >= firstobs) && (i <lastobs)) {
-sscanf(line,"%d %lf %lf %lf %lf/%lf %lf/%lf %lf/%lf %d %lf/%lf %d %lf/%lf %d %lf/%lf %d", &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]);
- i=i+1;
- }
- }
- imx=i-1; /* Number of individuals */
-
- fclose(fic);
-
- if (weightopt != 1) { /* Maximisation without weights*/
- for(i=1;i<=n;i++) weight[i]=1.0;
- }
- /*-calculation of age at interview from date of interview and age at death -*/
- agev=matrix(1,maxwav,1,imx);
-
- for (i=1; i<=imx; i++) {
- agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
- for(m=1; (m<= maxwav); m++){
- if(s[m][i] >0){
- if (s[m][i] == nlstate+1) {
- if(agedc[i]>0)
- agev[m][i]=agedc[i];
- else{
- printf("Warning negative age at death: %d line:%d\n",num[i],i);
- agev[m][i]=-1;
- }
- }
- else if(s[m][i] !=9){ /* Should no more exist */
- agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
- if(mint[m][i]==99 || anint[m][i]==9999)
- agev[m][i]=1;
- else if(agev[m][i] <agemin){
- agemin=agev[m][i];
- /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
- }
- else if(agev[m][i] >agemax){
- agemax=agev[m][i];
- /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
- }
- /*agev[m][i]=anint[m][i]-annais[i];*/
- /* agev[m][i] = age[i]+2*m;*/
- }
- else { /* =9 */
- agev[m][i]=1;
- s[m][i]=-1;
- }
- }
- else /*= 0 Unknown */
- agev[m][i]=1;
- }
-
- }
- for (i=1; i<=imx; i++) {
- for(m=1; (m<= maxwav); m++){
- if (s[m][i] > (nlstate+ndeath)) {
- printf("Error: Wrong value in nlstate or ndeath\n");
- goto end;
- }
- }
- }
-
-printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
-
- free_vector(severity,1,maxwav);
- free_imatrix(outcome,1,maxwav+1,1,n);
- free_vector(moisnais,1,n);
- free_vector(annais,1,n);
- free_matrix(mint,1,maxwav,1,n);
- free_matrix(anint,1,maxwav,1,n);
- free_vector(moisdc,1,n);
- free_vector(andc,1,n);
-
-
- wav=ivector(1,imx);
- dh=imatrix(1,lastpass-firstpass+1,1,imx);
- mw=imatrix(1,lastpass-firstpass+1,1,imx);
-
- /* Concatenates waves */
- concatwav(wav, dh, mw, s, agedc, agev, firstpass, lastpass, imx, nlstate, stepm);
-
- /* Calculates basic frequencies. Computes observed prevalence at single age
- and prints on file fileres'p'. */
- freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx);
-
- pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
- oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
- newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
- savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
- oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
-
- /* For Powell, parameters are in a vector p[] starting at p[1]
- so we point p on param[1][1] so that p[1] maps on param[1][1][1] */
- p=param[1][1]; /* *(*(*(param +1)+1)+0) */
-
- mlikeli(ficres,p, npar, ncov, nlstate, ftol, func);
-
-
- /*--------- results files --------------*/
- fprintf(ficres,"\ntitle=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate, ndeath, maxwav, mle,weightopt);
-
- jk=1;
- fprintf(ficres,"# Parameters\n");
- printf("# Parameters\n");
- for(i=1,jk=1; i <=nlstate; i++){
- for(k=1; k <=(nlstate+ndeath); k++){
- if (k != i)
- {
- printf("%d%d ",i,k);
- fprintf(ficres,"%1d%1d ",i,k);
- for(j=1; j <=ncov; j++){
- printf("%f ",p[jk]);
- fprintf(ficres,"%f ",p[jk]);
- jk++;
- }
- printf("\n");
- fprintf(ficres,"\n");
- }
- }
- }
-
- /* Computing hessian and covariance matrix */
- ftolhess=ftol; /* Usually correct */
- hesscov(matcov, p, npar, delti, ftolhess, func);
- fprintf(ficres,"# Scales\n");
- printf("# Scales\n");
- for(i=1,jk=1; i <=nlstate; i++){
- for(j=1; j <=nlstate+ndeath; j++){
- if (j!=i) {
- fprintf(ficres,"%1d%1d",i,j);
- printf("%1d%1d",i,j);
- for(k=1; k<=ncov;k++){
- printf(" %.5e",delti[jk]);
- fprintf(ficres," %.5e",delti[jk]);
- jk++;
- }
- printf("\n");
- fprintf(ficres,"\n");
- }
- }
- }
-
- k=1;
- fprintf(ficres,"# Covariance\n");
- printf("# Covariance\n");
- for(i=1;i<=npar;i++){
- /* if (k>nlstate) k=1;
- i1=(i-1)/(ncov*nlstate)+1;
- fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);
- printf("%s%d%d",alph[k],i1,tab[i]);*/
- fprintf(ficres,"%3d",i);
- printf("%3d",i);
- for(j=1; j<=i;j++){
- fprintf(ficres," %.5e",matcov[i][j]);
- printf(" %.5e",matcov[i][j]);
- }
- fprintf(ficres,"\n");
- printf("\n");
- k++;
- }
-
- while((c=getc(ficpar))=='#' && c!= EOF){
- ungetc(c,ficpar);
- fgets(line, MAXLINE, ficpar);
- puts(line);
- fputs(line,ficparo);
- }
- ungetc(c,ficpar);
-
- fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);
-
- if (fage <= 2) {
- bage = agemin;
- fage = agemax;
- }
-
- fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
- fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);
-/*------------ gnuplot -------------*/
-chdir(pathcd);
- if((ficgp=fopen("graph.gp","w"))==NULL) {
- printf("Problem with file graph.gp");goto end;
- }
-#ifdef windows
- fprintf(ficgp,"cd \"%s\" \n",pathc);
-#endif
- /* 1eme*/
-
- for (cpt=1; cpt<= nlstate ; cpt ++) {
-#ifdef windows
- fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"vpl%s\" u 1:%d \"\%%lf",agemin,fage,fileres,cpt*2);
-#endif
-#ifdef unix
-fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:%d \"\%%lf",agemin,fage,fileres,cpt*2);
-#endif
- for (i=1; i<= nlstate ; i ++) fprintf(ficgp," \%%lf (\%%lf)");
- fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" u 1:($%d+2*$%d) \"\%%lf",fileres,2*cpt,cpt*2+1);
- for (i=1; i<= nlstate ; i ++) fprintf(ficgp," \%%lf (\%%lf)");
- fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" u 1:($%d-2*$%d) \"\%%lf",fileres,2*cpt,2*cpt+1);
- for (i=1; i<= nlstate ; i ++) fprintf(ficgp," \%%lf (\%%lf)");
- fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" u 1:($%d) t\"Observed prevalence \" w l 2",fileres,2+4*(cpt-1));
-#ifdef unix
-fprintf(ficgp,"\nset ter gif small size 400,300");
-#endif
-fprintf(ficgp,"\nset out \"v%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt);
-
- }
- /*2 eme*/
-
- fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);
- for (i=1; i<= nlstate+1 ; i ++) {
-k=2*i;
- fprintf(ficgp,"\"t%s\" u 1:%d \"\%%lf \%%lf (\%%lf) \%%lf (\%%lf)",fileres,k);
- for (j=1; j< nlstate ; j ++) fprintf(ficgp," \%%lf (\%%lf)");
- if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
- else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);
- fprintf(ficgp,"\"t%s\" u 1:($%d-2*$%d) \"\%%lf \%%lf (\%%lf) \%%lf (\%%lf)",fileres,k,k+1);
- for (j=1; j< nlstate ; j ++) fprintf(ficgp," \%%lf (\%%lf)");
- fprintf(ficgp,"\" t\"\" w l 0,");
-fprintf(ficgp,"\"t%s\" u 1:($%d+2*$%d) \"\%%lf \%%lf (\%%lf) \%%lf (\%%lf)",fileres,k,k+1);
- for (j=1; j< nlstate ; j ++) fprintf(ficgp," \%%lf (\%%lf)");
- if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
-else fprintf(ficgp,"\" t\"\" w l 0,");
- }
- fprintf(ficgp,"\nset out \"e%s.gif\" \nreplot\n\n",strtok(optionfile, "."));
-
- /*3eme*/
-for (cpt=1; cpt<= nlstate ; cpt ++) {
- k=2+nlstate*(cpt-1);
- fprintf(ficgp,"set ter gif small size 400,300\nplot [%.f:%.f] \"e%s\" u 1:%d t \"e%d1\" w l",agemin,fage,fileres,k,cpt);
-for (i=1; i< nlstate ; i ++) {
-fprintf(ficgp,",\"e%s\" u 1:%d t \"e%d%d\" w l",fileres,k+1,cpt,i+1);
-}
-fprintf(ficgp,"\nset out \"ex%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt);
-}
-
-/* CV preval stat */
-for (cpt=1; cpt<nlstate ; cpt ++) {
- k=3;
- fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"pij%s\" u 2:($%d/($%d",agemin,agemax,fileres,k+cpt,k);
- for (i=1; i< nlstate ; i ++)
- fprintf(ficgp,"+$%d",k+i);
- fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
-
- l=3+(nlstate+ndeath)*cpt;
- fprintf(ficgp,",\"pij%s\" u 2:($%d/($%d",fileres,l+cpt,l);
-
- for (i=1; i< nlstate ; i ++) {
- l=3+(nlstate+ndeath)*cpt;
- fprintf(ficgp,"+$%d",l+i);
- }
- fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);
-
-
- fprintf(ficgp,"set out \"p%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt);
- }
-
-
- fclose(ficgp);
-
-chdir(path);
- free_matrix(agev,1,maxwav,1,imx);
- free_ivector(wav,1,imx);
- free_imatrix(dh,1,lastpass-firstpass+1,1,imx);
- free_imatrix(mw,1,lastpass-firstpass+1,1,imx);
-
- free_imatrix(s,1,maxwav+1,1,n);
-
-
- free_ivector(num,1,n);
- free_vector(agedc,1,n);
- free_vector(weight,1,n);
- free_matrix(covar,1,NCOVMAX,1,n);
- fclose(ficparo);
- fclose(ficres);
- }
-
- /*________fin mle=1_________*/
-
-
-
- /* No more information from the sample is required now */
- /* Reads comments: lines beginning with '#' */
- while((c=getc(ficpar))=='#' && c!= EOF){
- ungetc(c,ficpar);
- fgets(line, MAXLINE, ficpar);
- puts(line);
- fputs(line,ficparo);
- }
- ungetc(c,ficpar);
-
- fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);
- printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);
- fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);
-
- /*--------------- Prevalence limit --------------*/
-
- strcpy(filerespl,"pl");
- strcat(filerespl,fileres);
- if((ficrespl=fopen(filerespl,"w"))==NULL) {
- printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;
- }
- printf("Computing prevalence limit: result on file '%s' \n", filerespl);
- fprintf(ficrespl,"#Prevalence limit\n");
- fprintf(ficrespl,"#Age ");
- for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);
- fprintf(ficrespl,"\n");
-
- prlim=matrix(1,nlstate,1,nlstate);
- pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
- oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
- newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
- savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
- oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
-
- agebase=agemin;
- agelim=agemax;
- ftolpl=1.e-10;
- for (age=agebase; age<=agelim; age++){
- prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl);
- fprintf(ficrespl,"%.0f",age );
- for(i=1; i<=nlstate;i++)
- fprintf(ficrespl," %.5f", prlim[i][i]);
- fprintf(ficrespl,"\n");
- }
- fclose(ficrespl);
-
- /*------------- h Pij x at various ages ------------*/
-
- strcpy(filerespij,"pij"); strcat(filerespij,fileres);
- if((ficrespij=fopen(filerespij,"w"))==NULL) {
- printf("Problem with Pij resultfile: %s\n", filerespij);goto end;
- }
- printf("Computing pij: result on file '%s' \n", filerespij);
- stepsize=(int) (stepm+YEARM-1)/YEARM;
- if (stepm<=24) stepsize=2;
-
- agelim=AGESUP;
- hstepm=stepsize*YEARM; /* Every year of age */
- hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */
- for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */
- nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */
- nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
- p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
- oldm=oldms;savm=savms;
- hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm);
- fprintf(ficrespij,"# Age");
- for(i=1; i<=nlstate;i++)
- for(j=1; j<=nlstate+ndeath;j++)
- fprintf(ficrespij," %1d-%1d",i,j);
- fprintf(ficrespij,"\n");
- for (h=0; h<=nhstepm; h++){
- fprintf(ficrespij,"%.0f %.0f",agedeb, agedeb+ h*hstepm/YEARM*stepm );
- for(i=1; i<=nlstate;i++)
- for(j=1; j<=nlstate+ndeath;j++)
- fprintf(ficrespij," %.5f", p3mat[i][j][h]);
- fprintf(ficrespij,"\n");
- }
- free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
- fprintf(ficrespij,"\n");
- }
- fclose(ficrespij);
-
- /*---------- Health expectancies and variances ------------*/
-
- eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
- oldm=oldms;savm=savms;
- evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm);
-
- vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
- oldm=oldms;savm=savms;
- varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl);
-
- strcpy(filerest,"t");
- strcat(filerest,fileres);
- if((ficrest=fopen(filerest,"w"))==NULL) {
- printf("Problem with total LE resultfile: %s\n", filerest);goto end;
- }
- printf("Computing Total LEs with variances: file '%s' \n", filerest);
- fprintf(ficrest,"#Total LEs with variances: e.. (std) ");
- for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);
- fprintf(ficrest,"\n");
-
- hf=1;
- if (stepm >= YEARM) hf=stepm/YEARM;
- epj=vector(1,nlstate+1);
- for(age=bage; age <=fage ;age++){
- prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl);
- fprintf(ficrest," %.0f",age);
- for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){
- for(i=1, epj[j]=0.;i <=nlstate;i++) {
- epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];
- }
- epj[nlstate+1] +=epj[j];
- }
- for(i=1, vepp=0.;i <=nlstate;i++)
- for(j=1;j <=nlstate;j++)
- vepp += vareij[i][j][(int)age];
- fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));
- for(j=1;j <=nlstate;j++){
- fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));
- }
- fprintf(ficrest,"\n");
- }
- fclose(ficrest);
- fclose(ficpar);
- free_vector(epj,1,nlstate+1);
-
- /*------- Variance limit prevalence------*/
-
- varpl=matrix(1,nlstate,(int) bage, (int) fage);
- oldm=oldms;savm=savms;
- varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl);
-
-
- free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
-
- free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);
- free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
-
-
- free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);
- free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);
- free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);
- free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);
-
- free_matrix(matcov,1,npar,1,npar);
- free_vector(delti,1,npar);
-
- free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncov);
-
- printf("End of Imach\n");
- /* gettimeofday(&end_time, (struct timezone*)0);*/ /* after time */
-
- /* 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);*/
- /*printf("Total time was %d uSec.\n", total_usecs);*/
- /*------ End -----------*/
-
- end:
-#ifdef windows
- chdir(pathcd);
-#endif
- system("gnuplot graph.gp");
-
-#ifdef windows
- while (z[0] != 'q') {
- chdir(pathcd);
- printf("\nType e to edit output files, c to start again, and q for exiting: ");
- scanf("%s",z);
- if (z[0] == 'c') system("./imach");
- else if (z[0] == 'e') {
- chdir(path);
- system("index.htm");
- }
- else if (z[0] == 'q') exit(0);
- }
-#endif
-}
-
+ \r
+/*********************** Imach ************************************** \r
+ This program computes Healthy Life Expectancies from cross-longitudinal \r
+ data. Cross-longitudinal consist in a first survey ("cross") where \r
+ individuals from different ages are interviewed on their health status\r
+ or degree of disability. At least a second wave of interviews \r
+ ("longitudinal") should measure each new individual health status. \r
+ Health expectancies are computed from the transistions observed between \r
+ waves and are computed for each degree of severity of disability (number\r
+ of life states). More degrees you consider, more time is necessary to\r
+ reach the Maximum Likelihood of the parameters involved in the model.\r
+ The simplest model is the multinomial logistic model where pij is\r
+ the probabibility to be observed in state j at the second wave conditional\r
+ to be observed in state i at the first wave. Therefore the model is:\r
+ log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex' \r
+ is a covariate. If you want to have a more complex model than "constant and\r
+ age", you should modify the program where the markup \r
+ *Covariates have to be included here again* invites you to do it.\r
+ More covariates you add, less is the speed of the convergence.\r
+\r
+ The advantage that this computer programme claims, comes from that if the \r
+ delay between waves is not identical for each individual, or if some \r
+ individual missed an interview, the information is not rounded or lost, but\r
+ taken into account using an interpolation or extrapolation.\r
+ hPijx is the probability to be\r
+ observed in state i at age x+h conditional to the observed state i at age \r
+ x. The delay 'h' can be split into an exact number (nh*stepm) of \r
+ unobserved intermediate states. This elementary transition (by month or \r
+ quarter trimester, semester or year) is model as a multinomial logistic. \r
+ The hPx matrix is simply the matrix product of nh*stepm elementary matrices\r
+ and the contribution of each individual to the likelihood is simply hPijx.\r
+\r
+ Also this programme outputs the covariance matrix of the parameters but also\r
+ of the life expectancies. It also computes the prevalence limits. \r
+ \r
+ Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).\r
+ Institut national d'études démographiques, Paris.\r
+ This software have been partly granted by Euro-REVES, a concerted action\r
+ from the European Union.\r
+ It is copyrighted identically to a GNU software product, ie programme and\r
+ software can be distributed freely for non commercial use. Latest version\r
+ can be accessed at http://euroreves.ined.fr/imach .\r
+ **********************************************************************/\r
+ \r
+#include <math.h>\r
+#include <stdio.h>\r
+#include <stdlib.h>\r
+#include <unistd.h>\r
+\r
+#define MAXLINE 256\r
+#define FILENAMELENGTH 80\r
+/*#define DEBUG*/\r
+#define windows\r
+\r
+#define MAXPARM 30 /* Maximum number of parameters for the optimization */\r
+#define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */\r
+\r
+#define NINTERVMAX 8\r
+#define NLSTATEMAX 8 /* Maximum number of live states (for func) */\r
+#define NDEATHMAX 8 /* Maximum number of dead states (for func) */\r
+#define NCOVMAX 8 /* Maximum number of covariates */\r
+#define MAXN 80000\r
+#define YEARM 12. /* Number of months per year */\r
+#define AGESUP 130\r
+#define AGEBASE 40\r
+\r
+\r
+int nvar;\r
+static int cptcov;\r
+int cptcovn;\r
+int npar=NPARMAX;\r
+int nlstate=2; /* Number of live states */\r
+int ndeath=1; /* Number of dead states */\r
+int ncovmodel, ncov; /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */\r
+\r
+int *wav; /* Number of waves for this individuual 0 is possible */\r
+int maxwav; /* Maxim number of waves */\r
+int mle, weightopt;\r
+int **mw; /* mw[mi][i] is number of the mi wave for this individual */\r
+int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */\r
+double **oldm, **newm, **savm; /* Working pointers to matrices */\r
+double **oldms, **newms, **savms; /* Fixed working pointers to matrices */\r
+FILE *fic,*ficpar, *ficparo,*ficres, *ficrespl, *ficrespij, *ficrest;\r
+FILE *ficgp, *fichtm;\r
+FILE *ficreseij;\r
+ char filerese[FILENAMELENGTH];\r
+ FILE *ficresvij;\r
+ char fileresv[FILENAMELENGTH];\r
+ FILE *ficresvpl;\r
+ char fileresvpl[FILENAMELENGTH];\r
+\r
+\r
+\r
+\r
+#define NR_END 1\r
+#define FREE_ARG char*\r
+#define FTOL 1.0e-10\r
+\r
+#define NRANSI \r
+#define ITMAX 200 \r
+\r
+#define TOL 2.0e-4 \r
+\r
+#define CGOLD 0.3819660 \r
+#define ZEPS 1.0e-10 \r
+#define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); \r
+\r
+#define GOLD 1.618034 \r
+#define GLIMIT 100.0 \r
+#define TINY 1.0e-20 \r
+\r
+static double maxarg1,maxarg2;\r
+#define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))\r
+#define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))\r
+ \r
+#define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))\r
+#define rint(a) floor(a+0.5)\r
+\r
+static double sqrarg;\r
+#define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)\r
+#define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} \r
+\r
+int imx; \r
+int stepm;\r
+/* Stepm, step in month: minimum step interpolation*/\r
+\r
+int m,nb;\r
+int *num, firstpass=0, lastpass=4,*cod, *ncodemax;\r
+double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;\r
+double **pmmij;\r
+\r
+double *weight;\r
+int **s; /* Status */\r
+double *agedc, **covar, idx;\r
+int **nbcode, *Tcode, *Tvar, **codtab;\r
+\r
+double ftol=FTOL; /* Tolerance for computing Max Likelihood */\r
+double ftolhess; /* Tolerance for computing hessian */\r
+\r
+\r
+/******************************************/\r
+\r
+void replace(char *s, char*t)\r
+{\r
+ int i;\r
+ int lg=20;\r
+ i=0;\r
+ lg=strlen(t);\r
+ for(i=0; i<= lg; i++) {\r
+ (s[i] = t[i]);\r
+ if (t[i]== '\\') s[i]='/';\r
+ }\r
+}\r
+\r
+int nbocc(char *s, char occ)\r
+{\r
+ int i,j=0;\r
+ int lg=20;\r
+ i=0;\r
+ lg=strlen(s);\r
+ for(i=0; i<= lg; i++) {\r
+ if (s[i] == occ ) j++;\r
+ }\r
+ return j;\r
+}\r
+\r
+void cutv(char *u,char *v, char*t, char occ)\r
+{\r
+ int i,lg,j,p;\r
+ i=0;\r
+ if (t[0]== occ) p=0;\r
+ for(j=0; j<=strlen(t)-1; j++) {\r
+ if((t[j]!= occ) && (t[j+1]==occ)) p=j+1;\r
+ }\r
+\r
+ lg=strlen(t);\r
+ for(j=0; j<p; j++) {\r
+ (u[j] = t[j]);\r
+ u[p]='\0';\r
+ }\r
+\r
+ for(j=0; j<= lg; j++) {\r
+ if (j>=(p+1))(v[j-p-1] = t[j]);\r
+ }\r
+}\r
+\r
+\r
+/********************** nrerror ********************/\r
+\r
+void nrerror(char error_text[])\r
+{\r
+ fprintf(stderr,"ERREUR ...\n");\r
+ fprintf(stderr,"%s\n",error_text);\r
+ exit(1);\r
+}\r
+/*********************** vector *******************/\r
+double *vector(int nl, int nh)\r
+{\r
+ double *v;\r
+ v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));\r
+ if (!v) nrerror("allocation failure in vector");\r
+ return v-nl+NR_END;\r
+}\r
+\r
+/************************ free vector ******************/\r
+void free_vector(double*v, int nl, int nh)\r
+{\r
+ free((FREE_ARG)(v+nl-NR_END));\r
+}\r
+\r
+/************************ivector *******************************/\r
+int *ivector(long nl,long nh)\r
+{\r
+ int *v;\r
+ v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));\r
+ if (!v) nrerror("allocation failure in ivector");\r
+ return v-nl+NR_END;\r
+}\r
+\r
+/******************free ivector **************************/\r
+void free_ivector(int *v, long nl, long nh)\r
+{\r
+ free((FREE_ARG)(v+nl-NR_END));\r
+}\r
+\r
+/******************* imatrix *******************************/\r
+int **imatrix(long nrl, long nrh, long ncl, long nch) \r
+ /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ \r
+{ \r
+ long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; \r
+ int **m; \r
+ \r
+ /* allocate pointers to rows */ \r
+ m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); \r
+ if (!m) nrerror("allocation failure 1 in matrix()"); \r
+ m += NR_END; \r
+ m -= nrl; \r
+ \r
+ \r
+ /* allocate rows and set pointers to them */ \r
+ m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); \r
+ if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); \r
+ m[nrl] += NR_END; \r
+ m[nrl] -= ncl; \r
+ \r
+ for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; \r
+ \r
+ /* return pointer to array of pointers to rows */ \r
+ return m; \r
+} \r
+\r
+/****************** free_imatrix *************************/\r
+void free_imatrix(m,nrl,nrh,ncl,nch)\r
+ int **m;\r
+ long nch,ncl,nrh,nrl; \r
+ /* free an int matrix allocated by imatrix() */ \r
+{ \r
+ free((FREE_ARG) (m[nrl]+ncl-NR_END)); \r
+ free((FREE_ARG) (m+nrl-NR_END)); \r
+} \r
+\r
+/******************* matrix *******************************/\r
+double **matrix(long nrl, long nrh, long ncl, long nch)\r
+{\r
+ long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;\r
+ double **m;\r
+\r
+ m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));\r
+ if (!m) nrerror("allocation failure 1 in matrix()");\r
+ m += NR_END;\r
+ m -= nrl;\r
+\r
+ m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));\r
+ if (!m[nrl]) nrerror("allocation failure 2 in matrix()");\r
+ m[nrl] += NR_END;\r
+ m[nrl] -= ncl;\r
+\r
+ for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;\r
+ return m;\r
+}\r
+\r
+/*************************free matrix ************************/\r
+void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)\r
+{\r
+ free((FREE_ARG)(m[nrl]+ncl-NR_END));\r
+ free((FREE_ARG)(m+nrl-NR_END));\r
+}\r
+\r
+/******************* ma3x *******************************/\r
+double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)\r
+{\r
+ long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;\r
+ double ***m;\r
+\r
+ m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));\r
+ if (!m) nrerror("allocation failure 1 in matrix()");\r
+ m += NR_END;\r
+ m -= nrl;\r
+\r
+ m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));\r
+ if (!m[nrl]) nrerror("allocation failure 2 in matrix()");\r
+ m[nrl] += NR_END;\r
+ m[nrl] -= ncl;\r
+\r
+ for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;\r
+\r
+ m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));\r
+ if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");\r
+ m[nrl][ncl] += NR_END;\r
+ m[nrl][ncl] -= nll;\r
+ for (j=ncl+1; j<=nch; j++) \r
+ m[nrl][j]=m[nrl][j-1]+nlay;\r
+ \r
+ for (i=nrl+1; i<=nrh; i++) {\r
+ m[i][ncl]=m[i-1l][ncl]+ncol*nlay;\r
+ for (j=ncl+1; j<=nch; j++) \r
+ m[i][j]=m[i][j-1]+nlay;\r
+ }\r
+ return m;\r
+}\r
+\r
+/*************************free ma3x ************************/\r
+void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)\r
+{\r
+ free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));\r
+ free((FREE_ARG)(m[nrl]+ncl-NR_END));\r
+ free((FREE_ARG)(m+nrl-NR_END));\r
+}\r
+\r
+/***************** f1dim *************************/\r
+extern int ncom; \r
+extern double *pcom,*xicom;\r
+extern double (*nrfunc)(double []); \r
+ \r
+double f1dim(double x) \r
+{ \r
+ int j; \r
+ double f;\r
+ double *xt; \r
+ \r
+ xt=vector(1,ncom); \r
+ for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; \r
+ f=(*nrfunc)(xt); \r
+ free_vector(xt,1,ncom); \r
+ return f; \r
+} \r
+\r
+/*****************brent *************************/\r
+double brent(double ax, double bx, double cx, double (*f)(double), double tol, double *xmin) \r
+{ \r
+ int iter; \r
+ double a,b,d,etemp;\r
+ double fu,fv,fw,fx;\r
+ double ftemp;\r
+ double p,q,r,tol1,tol2,u,v,w,x,xm; \r
+ double e=0.0; \r
+ \r
+ a=(ax < cx ? ax : cx); \r
+ b=(ax > cx ? ax : cx); \r
+ x=w=v=bx; \r
+ fw=fv=fx=(*f)(x); \r
+ for (iter=1;iter<=ITMAX;iter++) { \r
+ xm=0.5*(a+b); \r
+ tol2=2.0*(tol1=tol*fabs(x)+ZEPS); \r
+ /* if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/\r
+ printf(".");fflush(stdout);\r
+#ifdef DEBUG\r
+ 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);\r
+ /* if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */\r
+#endif\r
+ if (fabs(x-xm) <= (tol2-0.5*(b-a))){ \r
+ *xmin=x; \r
+ return fx; \r
+ } \r
+ ftemp=fu;\r
+ if (fabs(e) > tol1) { \r
+ r=(x-w)*(fx-fv); \r
+ q=(x-v)*(fx-fw); \r
+ p=(x-v)*q-(x-w)*r; \r
+ q=2.0*(q-r); \r
+ if (q > 0.0) p = -p; \r
+ q=fabs(q); \r
+ etemp=e; \r
+ e=d; \r
+ if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) \r
+ d=CGOLD*(e=(x >= xm ? a-x : b-x)); \r
+ else { \r
+ d=p/q; \r
+ u=x+d; \r
+ if (u-a < tol2 || b-u < tol2) \r
+ d=SIGN(tol1,xm-x); \r
+ } \r
+ } else { \r
+ d=CGOLD*(e=(x >= xm ? a-x : b-x)); \r
+ } \r
+ u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); \r
+ fu=(*f)(u); \r
+ if (fu <= fx) { \r
+ if (u >= x) a=x; else b=x; \r
+ SHFT(v,w,x,u) \r
+ SHFT(fv,fw,fx,fu) \r
+ } else { \r
+ if (u < x) a=u; else b=u; \r
+ if (fu <= fw || w == x) { \r
+ v=w; \r
+ w=u; \r
+ fv=fw; \r
+ fw=fu; \r
+ } else if (fu <= fv || v == x || v == w) { \r
+ v=u; \r
+ fv=fu; \r
+ } \r
+ } \r
+ } \r
+ nrerror("Too many iterations in brent"); \r
+ *xmin=x; \r
+ return fx; \r
+} \r
+\r
+/****************** mnbrak ***********************/\r
+\r
+void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, \r
+ double (*func)(double)) \r
+{ \r
+ double ulim,u,r,q, dum;\r
+ double fu; \r
+ \r
+ *fa=(*func)(*ax); \r
+ *fb=(*func)(*bx); \r
+ if (*fb > *fa) { \r
+ SHFT(dum,*ax,*bx,dum) \r
+ SHFT(dum,*fb,*fa,dum) \r
+ } \r
+ *cx=(*bx)+GOLD*(*bx-*ax); \r
+ *fc=(*func)(*cx); \r
+ while (*fb > *fc) { \r
+ r=(*bx-*ax)*(*fb-*fc); \r
+ q=(*bx-*cx)*(*fb-*fa); \r
+ u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ \r
+ (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); \r
+ ulim=(*bx)+GLIMIT*(*cx-*bx); \r
+ if ((*bx-u)*(u-*cx) > 0.0) { \r
+ fu=(*func)(u); \r
+ } else if ((*cx-u)*(u-ulim) > 0.0) { \r
+ fu=(*func)(u); \r
+ if (fu < *fc) { \r
+ SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) \r
+ SHFT(*fb,*fc,fu,(*func)(u)) \r
+ } \r
+ } else if ((u-ulim)*(ulim-*cx) >= 0.0) { \r
+ u=ulim; \r
+ fu=(*func)(u); \r
+ } else { \r
+ u=(*cx)+GOLD*(*cx-*bx); \r
+ fu=(*func)(u); \r
+ } \r
+ SHFT(*ax,*bx,*cx,u) \r
+ SHFT(*fa,*fb,*fc,fu) \r
+ } \r
+} \r
+\r
+/*************** linmin ************************/\r
+\r
+int ncom; \r
+double *pcom,*xicom;\r
+double (*nrfunc)(double []); \r
+ \r
+void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) \r
+{ \r
+ double brent(double ax, double bx, double cx, \r
+ double (*f)(double), double tol, double *xmin); \r
+ double f1dim(double x); \r
+ void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, \r
+ double *fc, double (*func)(double)); \r
+ int j; \r
+ double xx,xmin,bx,ax; \r
+ double fx,fb,fa;\r
+ \r
+ ncom=n; \r
+ pcom=vector(1,n); \r
+ xicom=vector(1,n); \r
+ nrfunc=func; \r
+ for (j=1;j<=n;j++) { \r
+ pcom[j]=p[j]; \r
+ xicom[j]=xi[j]; \r
+ } \r
+ ax=0.0; \r
+ xx=1.0; \r
+ mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); \r
+ *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); \r
+#ifdef DEBUG\r
+ printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);\r
+#endif\r
+ for (j=1;j<=n;j++) { \r
+ xi[j] *= xmin; \r
+ p[j] += xi[j]; \r
+ } \r
+ free_vector(xicom,1,n); \r
+ free_vector(pcom,1,n); \r
+} \r
+\r
+/*************** powell ************************/\r
+void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, \r
+ double (*func)(double [])) \r
+{ \r
+ void linmin(double p[], double xi[], int n, double *fret, \r
+ double (*func)(double [])); \r
+ int i,ibig,j; \r
+ double del,t,*pt,*ptt,*xit;\r
+ double fp,fptt;\r
+ double *xits;\r
+ pt=vector(1,n); \r
+ ptt=vector(1,n); \r
+ xit=vector(1,n); \r
+ xits=vector(1,n); \r
+ *fret=(*func)(p); \r
+ for (j=1;j<=n;j++) pt[j]=p[j]; \r
+ for (*iter=1;;++(*iter)) { \r
+ fp=(*fret); \r
+ ibig=0; \r
+ del=0.0; \r
+ printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);\r
+ for (i=1;i<=n;i++) \r
+ printf(" %d %.12f",i, p[i]);\r
+ printf("\n");\r
+ for (i=1;i<=n;i++) { \r
+ for (j=1;j<=n;j++) xit[j]=xi[j][i]; \r
+ fptt=(*fret); \r
+#ifdef DEBUG\r
+ printf("fret=%lf \n",*fret);\r
+#endif\r
+ printf("%d",i);fflush(stdout);\r
+ linmin(p,xit,n,fret,func); \r
+ if (fabs(fptt-(*fret)) > del) { \r
+ del=fabs(fptt-(*fret)); \r
+ ibig=i; \r
+ } \r
+#ifdef DEBUG\r
+ printf("%d %.12e",i,(*fret));\r
+ for (j=1;j<=n;j++) {\r
+ xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);\r
+ printf(" x(%d)=%.12e",j,xit[j]);\r
+ }\r
+ for(j=1;j<=n;j++) \r
+ printf(" p=%.12e",p[j]);\r
+ printf("\n");\r
+#endif\r
+ } \r
+ if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {\r
+#ifdef DEBUG\r
+ int k[2],l;\r
+ k[0]=1;\r
+ k[1]=-1;\r
+ printf("Max: %.12e",(*func)(p));\r
+ for (j=1;j<=n;j++) \r
+ printf(" %.12e",p[j]);\r
+ printf("\n");\r
+ for(l=0;l<=1;l++) {\r
+ for (j=1;j<=n;j++) {\r
+ ptt[j]=p[j]+(p[j]-pt[j])*k[l];\r
+ printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);\r
+ }\r
+ printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));\r
+ }\r
+#endif\r
+\r
+\r
+ free_vector(xit,1,n); \r
+ free_vector(xits,1,n); \r
+ free_vector(ptt,1,n); \r
+ free_vector(pt,1,n); \r
+ return; \r
+ } \r
+ if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); \r
+ for (j=1;j<=n;j++) { \r
+ ptt[j]=2.0*p[j]-pt[j]; \r
+ xit[j]=p[j]-pt[j]; \r
+ pt[j]=p[j]; \r
+ } \r
+ fptt=(*func)(ptt); \r
+ if (fptt < fp) { \r
+ t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); \r
+ if (t < 0.0) { \r
+ linmin(p,xit,n,fret,func); \r
+ for (j=1;j<=n;j++) { \r
+ xi[j][ibig]=xi[j][n]; \r
+ xi[j][n]=xit[j]; \r
+ }\r
+#ifdef DEBUG\r
+ printf("Direction changed last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);\r
+ for(j=1;j<=n;j++)\r
+ printf(" %.12e",xit[j]);\r
+ printf("\n");\r
+#endif\r
+ } \r
+ } \r
+ } \r
+} \r
+\r
+/**** Prevalence limit ****************/\r
+\r
+double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)\r
+{\r
+ /* Computes the prevalence limit in each live state at age x by left multiplying the unit\r
+ matrix by transitions matrix until convergence is reached */\r
+\r
+ int i, ii,j,k;\r
+ double min, max, maxmin, maxmax,sumnew=0.;\r
+ double **matprod2();\r
+ double **out, cov[NCOVMAX], **pmij();\r
+ double **newm;\r
+ double agefin, delaymax=50 ; /* Max number of years to converge */\r
+\r
+ for (ii=1;ii<=nlstate+ndeath;ii++)\r
+ for (j=1;j<=nlstate+ndeath;j++){\r
+ oldm[ii][j]=(ii==j ? 1.0 : 0.0);\r
+ }\r
+ /* Even if hstepm = 1, at least one multiplication by the unit matrix */\r
+ for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){\r
+ newm=savm;\r
+ /* Covariates have to be included here again */\r
+ cov[1]=1.;\r
+ cov[2]=agefin;\r
+ if (cptcovn>0){\r
+ for (k=1; k<=cptcovn;k++) {cov[2+k]=nbcode[Tvar[k]][codtab[ij][k]];/*printf("Tcode[ij]=%d nbcode=%d\n",Tcode[ij],nbcode[k][Tcode[ij]]);*/}\r
+ }\r
+ out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);\r
+\r
+ savm=oldm;\r
+ oldm=newm;\r
+ maxmax=0.;\r
+ for(j=1;j<=nlstate;j++){\r
+ min=1.;\r
+ max=0.;\r
+ for(i=1; i<=nlstate; i++) {\r
+ sumnew=0;\r
+ for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];\r
+ prlim[i][j]= newm[i][j]/(1-sumnew);\r
+ max=FMAX(max,prlim[i][j]);\r
+ min=FMIN(min,prlim[i][j]);\r
+ }\r
+ maxmin=max-min;\r
+ maxmax=FMAX(maxmax,maxmin);\r
+ }\r
+ if(maxmax < ftolpl){\r
+ return prlim;\r
+ }\r
+ }\r
+}\r
+\r
+/*************** transition probabilities **********/ \r
+\r
+double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )\r
+{\r
+ double s1, s2;\r
+ /*double t34;*/\r
+ int i,j,j1, nc, ii, jj;\r
+\r
+ for(i=1; i<= nlstate; i++){\r
+ for(j=1; j<i;j++){\r
+ for (nc=1, s2=0.;nc <=ncovmodel; nc++){\r
+ /*s2 += param[i][j][nc]*cov[nc];*/\r
+ s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];\r
+ /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/\r
+ }\r
+ ps[i][j]=s2;\r
+ /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/\r
+ }\r
+ for(j=i+1; j<=nlstate+ndeath;j++){\r
+ for (nc=1, s2=0.;nc <=ncovmodel; nc++){\r
+ s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];\r
+ /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/\r
+ }\r
+ ps[i][j]=s2;\r
+ }\r
+ }\r
+ for(i=1; i<= nlstate; i++){\r
+ s1=0;\r
+ for(j=1; j<i; j++)\r
+ s1+=exp(ps[i][j]);\r
+ for(j=i+1; j<=nlstate+ndeath; j++)\r
+ s1+=exp(ps[i][j]);\r
+ ps[i][i]=1./(s1+1.);\r
+ for(j=1; j<i; j++)\r
+ ps[i][j]= exp(ps[i][j])*ps[i][i];\r
+ for(j=i+1; j<=nlstate+ndeath; j++)\r
+ ps[i][j]= exp(ps[i][j])*ps[i][i];\r
+ /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */\r
+ } /* end i */\r
+\r
+ for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){\r
+ for(jj=1; jj<= nlstate+ndeath; jj++){\r
+ ps[ii][jj]=0;\r
+ ps[ii][ii]=1;\r
+ }\r
+ }\r
+\r
+ /* for(ii=1; ii<= nlstate+ndeath; ii++){\r
+ for(jj=1; jj<= nlstate+ndeath; jj++){\r
+ printf("%lf ",ps[ii][jj]);\r
+ }\r
+ printf("\n ");\r
+ }\r
+ printf("\n ");printf("%lf ",cov[2]);*/\r
+/*\r
+ for(i=1; i<= npar; i++) printf("%f ",x[i]);\r
+ goto end;*/\r
+ return ps;\r
+}\r
+\r
+/**************** Product of 2 matrices ******************/\r
+\r
+double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)\r
+{\r
+ /* Computes the matric product of in(1,nrh-nrl+1)(1,nch-ncl+1) times\r
+ b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */\r
+ /* in, b, out are matrice of pointers which should have been initialized \r
+ before: only the contents of out is modified. The function returns\r
+ a pointer to pointers identical to out */\r
+ long i, j, k;\r
+ for(i=nrl; i<= nrh; i++)\r
+ for(k=ncolol; k<=ncoloh; k++)\r
+ for(j=ncl,out[i][k]=0.; j<=nch; j++)\r
+ out[i][k] +=in[i][j]*b[j][k];\r
+\r
+ return out;\r
+}\r
+\r
+\r
+/************* Higher Matrix Product ***************/\r
+\r
+double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )\r
+{\r
+ /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month \r
+ duration (i.e. until\r
+ age (in years) age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices. \r
+ Output is stored in matrix po[i][j][h] for h every 'hstepm' step \r
+ (typically every 2 years instead of every month which is too big).\r
+ Model is determined by parameters x and covariates have to be \r
+ included manually here. \r
+\r
+ */\r
+\r
+ int i, j, d, h, k;\r
+ double **out, cov[NCOVMAX];\r
+ double **newm;\r
+\r
+ /* Hstepm could be zero and should return the unit matrix */\r
+ for (i=1;i<=nlstate+ndeath;i++)\r
+ for (j=1;j<=nlstate+ndeath;j++){\r
+ oldm[i][j]=(i==j ? 1.0 : 0.0);\r
+ po[i][j][0]=(i==j ? 1.0 : 0.0);\r
+ }\r
+ /* Even if hstepm = 1, at least one multiplication by the unit matrix */\r
+ for(h=1; h <=nhstepm; h++){\r
+ for(d=1; d <=hstepm; d++){\r
+ newm=savm;\r
+ /* Covariates have to be included here again */\r
+ cov[1]=1.;\r
+ cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;\r
+ if (cptcovn>0){\r
+ for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][k]];\r
+ }\r
+ /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/\r
+ /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/\r
+ out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, \r
+ pmij(pmmij,cov,ncovmodel,x,nlstate));\r
+ savm=oldm;\r
+ oldm=newm;\r
+ }\r
+ for(i=1; i<=nlstate+ndeath; i++)\r
+ for(j=1;j<=nlstate+ndeath;j++) {\r
+ po[i][j][h]=newm[i][j];\r
+ /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);\r
+ */\r
+ }\r
+ } /* end h */\r
+ return po;\r
+}\r
+\r
+\r
+/*************** log-likelihood *************/\r
+double func( double *x)\r
+{\r
+ int i, ii, j, k, mi, d;\r
+ double l, ll[NLSTATEMAX], cov[NCOVMAX];\r
+ double **out;\r
+ double sw; /* Sum of weights */\r
+ double lli; /* Individual log likelihood */\r
+ long ipmx;\r
+ /*extern weight */\r
+ /* We are differentiating ll according to initial status */\r
+ /* for (i=1;i<=npar;i++) printf("%f ", x[i]);*/\r
+ /*for(i=1;i<imx;i++) \r
+printf(" %d\n",s[4][i]);\r
+ */\r
+\r
+ for(k=1; k<=nlstate; k++) ll[k]=0.;\r
+ for (i=1,ipmx=0, sw=0.; i<=imx; i++){\r
+ for(mi=1; mi<= wav[i]-1; mi++){\r
+ for (ii=1;ii<=nlstate+ndeath;ii++)\r
+ for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);\r
+ for(d=0; d<dh[mi][i]; d++){\r
+ newm=savm;\r
+ cov[1]=1.;\r
+ cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;\r
+ if (cptcovn>0){\r
+ for (k=1; k<=cptcovn;k++) {\r
+ cov[2+k]=covar[Tvar[k]][i];\r
+ /* printf("k=%d cptcovn=%d %lf\n",k,cptcovn,covar[Tvar[k]][i]);*/\r
+ }\r
+ }\r
+ out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,\r
+ 1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));\r
+ savm=oldm;\r
+ oldm=newm;\r
+ } /* end mult */\r
+ \r
+ lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);\r
+ /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/\r
+ ipmx +=1;\r
+ sw += weight[i];\r
+ ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;\r
+ } /* end of wave */\r
+ } /* end of individual */\r
+\r
+ for(k=1,l=0.; k<=nlstate; k++) l += ll[k];\r
+ /* printf("l1=%f l2=%f ",ll[1],ll[2]); */\r
+ l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */\r
+\r
+ return -l;\r
+}\r
+\r
+\r
+/*********** Maximum Likelihood Estimation ***************/\r
+\r
+void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))\r
+{\r
+ int i,j, iter;\r
+ double **xi,*delti;\r
+ double fret;\r
+ xi=matrix(1,npar,1,npar);\r
+ for (i=1;i<=npar;i++)\r
+ for (j=1;j<=npar;j++)\r
+ xi[i][j]=(i==j ? 1.0 : 0.0);\r
+ printf("Powell\n");\r
+ powell(p,xi,npar,ftol,&iter,&fret,func);\r
+\r
+ printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));\r
+ fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));\r
+\r
+}\r
+\r
+/**** Computes Hessian and covariance matrix ***/\r
+void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))\r
+{\r
+ double **a,**y,*x,pd;\r
+ double **hess;\r
+ int i, j,jk;\r
+ int *indx;\r
+\r
+ double hessii(double p[], double delta, int theta, double delti[]);\r
+ double hessij(double p[], double delti[], int i, int j);\r
+ void lubksb(double **a, int npar, int *indx, double b[]) ;\r
+ void ludcmp(double **a, int npar, int *indx, double *d) ;\r
+\r
+\r
+ hess=matrix(1,npar,1,npar);\r
+\r
+ printf("\nCalculation of the hessian matrix. Wait...\n");\r
+ for (i=1;i<=npar;i++){\r
+ printf("%d",i);fflush(stdout);\r
+ hess[i][i]=hessii(p,ftolhess,i,delti);\r
+ /*printf(" %f ",p[i]);*/\r
+ }\r
+\r
+ for (i=1;i<=npar;i++) {\r
+ for (j=1;j<=npar;j++) {\r
+ if (j>i) { \r
+ printf(".%d%d",i,j);fflush(stdout);\r
+ hess[i][j]=hessij(p,delti,i,j);\r
+ hess[j][i]=hess[i][j];\r
+ }\r
+ }\r
+ }\r
+ printf("\n");\r
+\r
+ printf("\nInverting the hessian to get the covariance matrix. Wait...\n");\r
+ \r
+ a=matrix(1,npar,1,npar);\r
+ y=matrix(1,npar,1,npar);\r
+ x=vector(1,npar);\r
+ indx=ivector(1,npar);\r
+ for (i=1;i<=npar;i++)\r
+ for (j=1;j<=npar;j++) a[i][j]=hess[i][j];\r
+ ludcmp(a,npar,indx,&pd);\r
+\r
+ for (j=1;j<=npar;j++) {\r
+ for (i=1;i<=npar;i++) x[i]=0;\r
+ x[j]=1;\r
+ lubksb(a,npar,indx,x);\r
+ for (i=1;i<=npar;i++){ \r
+ matcov[i][j]=x[i];\r
+ }\r
+ }\r
+\r
+ printf("\n#Hessian matrix#\n");\r
+ for (i=1;i<=npar;i++) { \r
+ for (j=1;j<=npar;j++) { \r
+ printf("%.3e ",hess[i][j]);\r
+ }\r
+ printf("\n");\r
+ }\r
+\r
+ /* Recompute Inverse */\r
+ for (i=1;i<=npar;i++)\r
+ for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];\r
+ ludcmp(a,npar,indx,&pd);\r
+\r
+ /* printf("\n#Hessian matrix recomputed#\n");\r
+\r
+ for (j=1;j<=npar;j++) {\r
+ for (i=1;i<=npar;i++) x[i]=0;\r
+ x[j]=1;\r
+ lubksb(a,npar,indx,x);\r
+ for (i=1;i<=npar;i++){ \r
+ y[i][j]=x[i];\r
+ printf("%.3e ",y[i][j]);\r
+ }\r
+ printf("\n");\r
+ }\r
+ */\r
+\r
+ free_matrix(a,1,npar,1,npar);\r
+ free_matrix(y,1,npar,1,npar);\r
+ free_vector(x,1,npar);\r
+ free_ivector(indx,1,npar);\r
+ free_matrix(hess,1,npar,1,npar);\r
+\r
+\r
+}\r
+\r
+/*************** hessian matrix ****************/\r
+double hessii( double x[], double delta, int theta, double delti[])\r
+{\r
+ int i;\r
+ int l=1, lmax=20;\r
+ double k1,k2;\r
+ double p2[NPARMAX+1];\r
+ double res;\r
+ double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;\r
+ double fx;\r
+ int k=0,kmax=10;\r
+ double l1;\r
+\r
+ fx=func(x);\r
+ for (i=1;i<=npar;i++) p2[i]=x[i];\r
+ for(l=0 ; l <=lmax; l++){\r
+ l1=pow(10,l);\r
+ delts=delt;\r
+ for(k=1 ; k <kmax; k=k+1){\r
+ delt = delta*(l1*k);\r
+ p2[theta]=x[theta] +delt;\r
+ k1=func(p2)-fx;\r
+ p2[theta]=x[theta]-delt;\r
+ k2=func(p2)-fx;\r
+ /*res= (k1-2.0*fx+k2)/delt/delt; */\r
+ res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */\r
+ \r
+#ifdef DEBUG\r
+ 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);\r
+#endif\r
+ /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */\r
+ if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){\r
+ k=kmax;\r
+ }\r
+ else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */\r
+ k=kmax; l=lmax*10.;\r
+ }\r
+ else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ \r
+ delts=delt;\r
+ }\r
+ }\r
+ }\r
+ delti[theta]=delts;\r
+ return res; \r
+}\r
+\r
+double hessij( double x[], double delti[], int thetai,int thetaj)\r
+{\r
+ int i;\r
+ int l=1, l1, lmax=20;\r
+ double k1,k2,k3,k4,res,fx;\r
+ double p2[NPARMAX+1];\r
+ int k;\r
+\r
+ fx=func(x);\r
+ for (k=1; k<=2; k++) {\r
+ for (i=1;i<=npar;i++) p2[i]=x[i];\r
+ p2[thetai]=x[thetai]+delti[thetai]/k;\r
+ p2[thetaj]=x[thetaj]+delti[thetaj]/k;\r
+ k1=func(p2)-fx;\r
+ \r
+ p2[thetai]=x[thetai]+delti[thetai]/k;\r
+ p2[thetaj]=x[thetaj]-delti[thetaj]/k;\r
+ k2=func(p2)-fx;\r
+ \r
+ p2[thetai]=x[thetai]-delti[thetai]/k;\r
+ p2[thetaj]=x[thetaj]+delti[thetaj]/k;\r
+ k3=func(p2)-fx;\r
+ \r
+ p2[thetai]=x[thetai]-delti[thetai]/k;\r
+ p2[thetaj]=x[thetaj]-delti[thetaj]/k;\r
+ k4=func(p2)-fx;\r
+ res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */\r
+#ifdef DEBUG\r
+ 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);\r
+#endif\r
+ }\r
+ return res;\r
+}\r
+\r
+/************** Inverse of matrix **************/\r
+void ludcmp(double **a, int n, int *indx, double *d) \r
+{ \r
+ int i,imax,j,k; \r
+ double big,dum,sum,temp; \r
+ double *vv; \r
+ \r
+ vv=vector(1,n); \r
+ *d=1.0; \r
+ for (i=1;i<=n;i++) { \r
+ big=0.0; \r
+ for (j=1;j<=n;j++) \r
+ if ((temp=fabs(a[i][j])) > big) big=temp; \r
+ if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); \r
+ vv[i]=1.0/big; \r
+ } \r
+ for (j=1;j<=n;j++) { \r
+ for (i=1;i<j;i++) { \r
+ sum=a[i][j]; \r
+ for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; \r
+ a[i][j]=sum; \r
+ } \r
+ big=0.0; \r
+ for (i=j;i<=n;i++) { \r
+ sum=a[i][j]; \r
+ for (k=1;k<j;k++) \r
+ sum -= a[i][k]*a[k][j]; \r
+ a[i][j]=sum; \r
+ if ( (dum=vv[i]*fabs(sum)) >= big) { \r
+ big=dum; \r
+ imax=i; \r
+ } \r
+ } \r
+ if (j != imax) { \r
+ for (k=1;k<=n;k++) { \r
+ dum=a[imax][k]; \r
+ a[imax][k]=a[j][k]; \r
+ a[j][k]=dum; \r
+ } \r
+ *d = -(*d); \r
+ vv[imax]=vv[j]; \r
+ } \r
+ indx[j]=imax; \r
+ if (a[j][j] == 0.0) a[j][j]=TINY; \r
+ if (j != n) { \r
+ dum=1.0/(a[j][j]); \r
+ for (i=j+1;i<=n;i++) a[i][j] *= dum; \r
+ } \r
+ } \r
+ free_vector(vv,1,n); /* Doesn't work */\r
+;\r
+} \r
+\r
+void lubksb(double **a, int n, int *indx, double b[]) \r
+{ \r
+ int i,ii=0,ip,j; \r
+ double sum; \r
+ \r
+ for (i=1;i<=n;i++) { \r
+ ip=indx[i]; \r
+ sum=b[ip]; \r
+ b[ip]=b[i]; \r
+ if (ii) \r
+ for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; \r
+ else if (sum) ii=i; \r
+ b[i]=sum; \r
+ } \r
+ for (i=n;i>=1;i--) { \r
+ sum=b[i]; \r
+ for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; \r
+ b[i]=sum/a[i][i]; \r
+ } \r
+} \r
+\r
+/************ Frequencies ********************/\r
+void freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax)\r
+{ /* Some frequencies */\r
+ \r
+ int i, m, jk, k1, i1, j1, bool, z1,z2,j;\r
+ double ***freq; /* Frequencies */\r
+ double *pp;\r
+ double pos;\r
+ FILE *ficresp;\r
+ char fileresp[FILENAMELENGTH];\r
+\r
+ pp=vector(1,nlstate);\r
+\r
+ strcpy(fileresp,"p");\r
+ strcat(fileresp,fileres);\r
+ if((ficresp=fopen(fileresp,"w"))==NULL) {\r
+ printf("Problem with prevalence resultfile: %s\n", fileresp);\r
+ exit(0);\r
+ }\r
+ freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);\r
+ j1=0;\r
+\r
+ j=cptcovn;\r
+ if (cptcovn<1) {j=1;ncodemax[1]=1;}\r
+\r
+ for(k1=1; k1<=j;k1++){\r
+ for(i1=1; i1<=ncodemax[k1];i1++){\r
+ j1++;\r
+\r
+ for (i=-1; i<=nlstate+ndeath; i++) \r
+ for (jk=-1; jk<=nlstate+ndeath; jk++) \r
+ for(m=agemin; m <= agemax+3; m++)\r
+ freq[i][jk][m]=0;\r
+ \r
+ for (i=1; i<=imx; i++) {\r
+ bool=1;\r
+ if (cptcovn>0) {\r
+ for (z1=1; z1<=cptcovn; z1++) \r
+ if (covar[Tvar[z1]][i]!= nbcode[Tvar[z1]][codtab[j1][z1]]) bool=0;\r
+ }\r
+ if (bool==1) {\r
+ for(m=firstpass; m<=lastpass-1; m++){\r
+ if(agev[m][i]==0) agev[m][i]=agemax+1;\r
+ if(agev[m][i]==1) agev[m][i]=agemax+2;\r
+ freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];\r
+ freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];\r
+ }\r
+ }\r
+ }\r
+ if (cptcovn>0) {\r
+ fprintf(ficresp, "\n#Variable"); \r
+ for (z1=1; z1<=cptcovn; z1++) fprintf(ficresp, " V%d=%d",Tvar[z1],nbcode[Tvar[z1]][codtab[j1][z1]]);\r
+ }\r
+ fprintf(ficresp, "\n#");\r
+ for(i=1; i<=nlstate;i++) \r
+ fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);\r
+ fprintf(ficresp, "\n");\r
+ \r
+ for(i=(int)agemin; i <= (int)agemax+3; i++){\r
+ if(i==(int)agemax+3)\r
+ printf("Total");\r
+ else\r
+ printf("Age %d", i);\r
+ for(jk=1; jk <=nlstate ; jk++){\r
+ for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)\r
+ pp[jk] += freq[jk][m][i];\r
+ }\r
+ for(jk=1; jk <=nlstate ; jk++){\r
+ for(m=-1, pos=0; m <=0 ; m++)\r
+ pos += freq[jk][m][i];\r
+ if(pp[jk]>=1.e-10)\r
+ printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);\r
+ else\r
+ printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);\r
+ }\r
+ for(jk=1; jk <=nlstate ; jk++){\r
+ for(m=1, pp[jk]=0; m <=nlstate+ndeath; m++)\r
+ pp[jk] += freq[jk][m][i];\r
+ }\r
+ for(jk=1,pos=0; jk <=nlstate ; jk++)\r
+ pos += pp[jk];\r
+ for(jk=1; jk <=nlstate ; jk++){\r
+ if(pos>=1.e-5)\r
+ printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);\r
+ else\r
+ printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);\r
+ if( i <= (int) agemax){\r
+ if(pos>=1.e-5)\r
+ fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);\r
+ else\r
+ fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);\r
+ }\r
+ }\r
+ for(jk=-1; jk <=nlstate+ndeath; jk++)\r
+ for(m=-1; m <=nlstate+ndeath; m++)\r
+ if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);\r
+ if(i <= (int) agemax)\r
+ fprintf(ficresp,"\n");\r
+ printf("\n");\r
+ }\r
+ }\r
+ }\r
+ \r
+ fclose(ficresp);\r
+ free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);\r
+ free_vector(pp,1,nlstate);\r
+\r
+} /* End of Freq */\r
+\r
+/************* Waves Concatenation ***************/\r
+\r
+void concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int firstpass, int lastpass, int imx, int nlstate, int stepm)\r
+{\r
+ /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.\r
+ Death is a valid wave (if date is known).\r
+ mw[mi][i] is the mi (mi=1 to wav[i]) effective wave of individual i\r
+ dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]\r
+ and mw[mi+1][i]. dh depends on stepm.\r
+ */\r
+\r
+ int i, mi, m;\r
+ int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;\r
+float sum=0.;\r
+\r
+ for(i=1; i<=imx; i++){\r
+ mi=0;\r
+ m=firstpass;\r
+ while(s[m][i] <= nlstate){\r
+ if(s[m][i]>=1)\r
+ mw[++mi][i]=m;\r
+ if(m >=lastpass)\r
+ break;\r
+ else\r
+ m++;\r
+ }/* end while */\r
+ if (s[m][i] > nlstate){\r
+ mi++; /* Death is another wave */\r
+ /* if(mi==0) never been interviewed correctly before death */\r
+ /* Only death is a correct wave */\r
+ mw[mi][i]=m;\r
+ }\r
+\r
+ wav[i]=mi;\r
+ if(mi==0)\r
+ printf("Warning, no any valid information for:%d line=%d\n",num[i],i);\r
+ }\r
+\r
+ for(i=1; i<=imx; i++){\r
+ for(mi=1; mi<wav[i];mi++){\r
+ if (stepm <=0)\r
+ dh[mi][i]=1;\r
+ else{\r
+ if (s[mw[mi+1][i]][i] > nlstate) {\r
+ j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); \r
+ if(j=0) j=1; /* Survives at least one month after exam */\r
+ }\r
+ else{\r
+ j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));\r
+ /*printf("i=%d agevi+1=%lf agevi=%lf j=%d\n", i,agev[mw[mi+1][i]][i],agev[mw[mi][i]][i],j);*/\r
+\r
+ k=k+1;\r
+ if (j >= jmax) jmax=j;\r
+ else if (j <= jmin)jmin=j;\r
+ sum=sum+j;\r
+ }\r
+ jk= j/stepm;\r
+ jl= j -jk*stepm;\r
+ ju= j -(jk+1)*stepm;\r
+ if(jl <= -ju)\r
+ dh[mi][i]=jk;\r
+ else\r
+ dh[mi][i]=jk+1;\r
+ if(dh[mi][i]==0)\r
+ dh[mi][i]=1; /* At least one step */\r
+ }\r
+ }\r
+ }\r
+ printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,sum/k);\r
+}\r
+/*********** Tricode ****************************/\r
+void tricode(int *Tvar, int **nbcode, int imx)\r
+{\r
+ int Ndum[80],ij, k, j, i;\r
+ int cptcode=0;\r
+ for (k=0; k<79; k++) Ndum[k]=0;\r
+ for (k=1; k<=7; k++) ncodemax[k]=0;\r
+ \r
+ for (j=1; j<=cptcovn; j++) {\r
+ for (i=1; i<=imx; i++) {\r
+ ij=(int)(covar[Tvar[j]][i]);\r
+ Ndum[ij]++; \r
+ if (ij > cptcode) cptcode=ij; \r
+ }\r
+ /*printf("cptcode=%d cptcovn=%d ",cptcode,cptcovn);*/\r
+ for (i=0; i<=cptcode; i++) {\r
+ if(Ndum[i]!=0) ncodemax[j]++;\r
+ }\r
+ \r
+ ij=1; \r
+ for (i=1; i<=ncodemax[j]; i++) {\r
+ for (k=0; k<=79; k++) {\r
+ if (Ndum[k] != 0) {\r
+ nbcode[Tvar[j]][ij]=k; \r
+ ij++;\r
+ }\r
+ if (ij > ncodemax[j]) break; \r
+ } \r
+ } \r
+ } \r
+\r
+ }\r
+\r
+/*********** Health Expectancies ****************/\r
+\r
+void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)\r
+{\r
+ /* Health expectancies */\r
+ int i, j, nhstepm, hstepm, h;\r
+ double age, agelim,hf;\r
+ double ***p3mat;\r
+ \r
+ fprintf(ficreseij,"# Health expectancies\n");\r
+ fprintf(ficreseij,"# Age");\r
+ for(i=1; i<=nlstate;i++)\r
+ for(j=1; j<=nlstate;j++)\r
+ fprintf(ficreseij," %1d-%1d",i,j);\r
+ fprintf(ficreseij,"\n");\r
+\r
+ hstepm=1*YEARM; /* Every j years of age (in month) */\r
+ hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ \r
+\r
+ agelim=AGESUP;\r
+ for (age=bage; age<=fage; age ++){ /* If stepm=6 months */\r
+ /* nhstepm age range expressed in number of stepm */\r
+ nhstepm=(int) rint((agelim-age)*YEARM/stepm); \r
+ /* Typically if 20 years = 20*12/6=40 stepm */ \r
+ if (stepm >= YEARM) hstepm=1;\r
+ nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */\r
+ p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);\r
+ /* Computed by stepm unit matrices, product of hstepm matrices, stored\r
+ in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */\r
+ hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij); \r
+\r
+\r
+ for(i=1; i<=nlstate;i++)\r
+ for(j=1; j<=nlstate;j++)\r
+ for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){\r
+ eij[i][j][(int)age] +=p3mat[i][j][h];\r
+ }\r
+ \r
+ hf=1;\r
+ if (stepm >= YEARM) hf=stepm/YEARM;\r
+ fprintf(ficreseij,"%.0f",age );\r
+ for(i=1; i<=nlstate;i++)\r
+ for(j=1; j<=nlstate;j++){\r
+ fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);\r
+ }\r
+ fprintf(ficreseij,"\n");\r
+ free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);\r
+ }\r
+}\r
+\r
+/************ Variance ******************/\r
+void varevsij(char fileres[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)\r
+{\r
+ /* Variance of health expectancies */\r
+ /* double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/\r
+ double **newm;\r
+ double **dnewm,**doldm;\r
+ int i, j, nhstepm, hstepm, h;\r
+ int k, cptcode;\r
+ double *xp;\r
+ double **gp, **gm;\r
+ double ***gradg, ***trgradg;\r
+ double ***p3mat;\r
+ double age,agelim;\r
+ int theta;\r
+\r
+ fprintf(ficresvij,"# Covariances of life expectancies\n");\r
+ fprintf(ficresvij,"# Age");\r
+ for(i=1; i<=nlstate;i++)\r
+ for(j=1; j<=nlstate;j++)\r
+ fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);\r
+ fprintf(ficresvij,"\n");\r
+\r
+ xp=vector(1,npar);\r
+ dnewm=matrix(1,nlstate,1,npar);\r
+ doldm=matrix(1,nlstate,1,nlstate);\r
+ \r
+ hstepm=1*YEARM; /* Every year of age */\r
+ hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ \r
+ agelim = AGESUP;\r
+ for (age=bage; age<=fage; age ++){ /* If stepm=6 months */\r
+ nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ \r
+ if (stepm >= YEARM) hstepm=1;\r
+ nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */\r
+ p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);\r
+ gradg=ma3x(0,nhstepm,1,npar,1,nlstate);\r
+ gp=matrix(0,nhstepm,1,nlstate);\r
+ gm=matrix(0,nhstepm,1,nlstate);\r
+\r
+ for(theta=1; theta <=npar; theta++){\r
+ for(i=1; i<=npar; i++){ /* Computes gradient */\r
+ xp[i] = x[i] + (i==theta ?delti[theta]:0);\r
+ }\r
+ hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij); \r
+ prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);\r
+ for(j=1; j<= nlstate; j++){\r
+ for(h=0; h<=nhstepm; h++){\r
+ for(i=1, gp[h][j]=0.;i<=nlstate;i++)\r
+ gp[h][j] += prlim[i][i]*p3mat[i][j][h];\r
+ }\r
+ }\r
+ \r
+ for(i=1; i<=npar; i++) /* Computes gradient */\r
+ xp[i] = x[i] - (i==theta ?delti[theta]:0);\r
+ hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij); \r
+ prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);\r
+ for(j=1; j<= nlstate; j++){\r
+ for(h=0; h<=nhstepm; h++){\r
+ for(i=1, gm[h][j]=0.;i<=nlstate;i++)\r
+ gm[h][j] += prlim[i][i]*p3mat[i][j][h];\r
+ }\r
+ }\r
+ for(j=1; j<= nlstate; j++)\r
+ for(h=0; h<=nhstepm; h++){\r
+ gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];\r
+ }\r
+ } /* End theta */\r
+\r
+ trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);\r
+\r
+ for(h=0; h<=nhstepm; h++)\r
+ for(j=1; j<=nlstate;j++)\r
+ for(theta=1; theta <=npar; theta++)\r
+ trgradg[h][j][theta]=gradg[h][theta][j];\r
+\r
+ for(i=1;i<=nlstate;i++)\r
+ for(j=1;j<=nlstate;j++)\r
+ vareij[i][j][(int)age] =0.;\r
+ for(h=0;h<=nhstepm;h++){\r
+ for(k=0;k<=nhstepm;k++){\r
+ matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);\r
+ matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);\r
+ for(i=1;i<=nlstate;i++)\r
+ for(j=1;j<=nlstate;j++)\r
+ vareij[i][j][(int)age] += doldm[i][j];\r
+ }\r
+ }\r
+ h=1;\r
+ if (stepm >= YEARM) h=stepm/YEARM;\r
+ fprintf(ficresvij,"%.0f ",age );\r
+ for(i=1; i<=nlstate;i++)\r
+ for(j=1; j<=nlstate;j++){\r
+ fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);\r
+ }\r
+ fprintf(ficresvij,"\n");\r
+ free_matrix(gp,0,nhstepm,1,nlstate);\r
+ free_matrix(gm,0,nhstepm,1,nlstate);\r
+ free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);\r
+ free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);\r
+ free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);\r
+ } /* End age */\r
+ \r
+ free_vector(xp,1,npar);\r
+ free_matrix(doldm,1,nlstate,1,npar);\r
+ free_matrix(dnewm,1,nlstate,1,nlstate);\r
+\r
+}\r
+\r
+/************ Variance of prevlim ******************/\r
+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)\r
+{\r
+ /* Variance of prevalence limit */\r
+ /* double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/\r
+ double **newm;\r
+ double **dnewm,**doldm;\r
+ int i, j, nhstepm, hstepm;\r
+ int k, cptcode;\r
+ double *xp;\r
+ double *gp, *gm;\r
+ double **gradg, **trgradg;\r
+ double age,agelim;\r
+ int theta;\r
+ \r
+ fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");\r
+ fprintf(ficresvpl,"# Age");\r
+ for(i=1; i<=nlstate;i++)\r
+ fprintf(ficresvpl," %1d-%1d",i,i);\r
+ fprintf(ficresvpl,"\n");\r
+\r
+ xp=vector(1,npar);\r
+ dnewm=matrix(1,nlstate,1,npar);\r
+ doldm=matrix(1,nlstate,1,nlstate);\r
+ \r
+ hstepm=1*YEARM; /* Every year of age */\r
+ hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ \r
+ agelim = AGESUP;\r
+ for (age=bage; age<=fage; age ++){ /* If stepm=6 months */\r
+ nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ \r
+ if (stepm >= YEARM) hstepm=1;\r
+ nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */\r
+ gradg=matrix(1,npar,1,nlstate);\r
+ gp=vector(1,nlstate);\r
+ gm=vector(1,nlstate);\r
+\r
+ for(theta=1; theta <=npar; theta++){\r
+ for(i=1; i<=npar; i++){ /* Computes gradient */\r
+ xp[i] = x[i] + (i==theta ?delti[theta]:0);\r
+ }\r
+ prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);\r
+ for(i=1;i<=nlstate;i++)\r
+ gp[i] = prlim[i][i];\r
+ \r
+ for(i=1; i<=npar; i++) /* Computes gradient */\r
+ xp[i] = x[i] - (i==theta ?delti[theta]:0);\r
+ prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);\r
+ for(i=1;i<=nlstate;i++)\r
+ gm[i] = prlim[i][i];\r
+\r
+ for(i=1;i<=nlstate;i++)\r
+ gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];\r
+ } /* End theta */\r
+\r
+ trgradg =matrix(1,nlstate,1,npar);\r
+\r
+ for(j=1; j<=nlstate;j++)\r
+ for(theta=1; theta <=npar; theta++)\r
+ trgradg[j][theta]=gradg[theta][j];\r
+\r
+ for(i=1;i<=nlstate;i++)\r
+ varpl[i][(int)age] =0.;\r
+ matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);\r
+ matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);\r
+ for(i=1;i<=nlstate;i++)\r
+ varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */\r
+\r
+ fprintf(ficresvpl,"%.0f ",age );\r
+ for(i=1; i<=nlstate;i++)\r
+ fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));\r
+ fprintf(ficresvpl,"\n");\r
+ free_vector(gp,1,nlstate);\r
+ free_vector(gm,1,nlstate);\r
+ free_matrix(gradg,1,npar,1,nlstate);\r
+ free_matrix(trgradg,1,nlstate,1,npar);\r
+ } /* End age */\r
+\r
+ free_vector(xp,1,npar);\r
+ free_matrix(doldm,1,nlstate,1,npar);\r
+ free_matrix(dnewm,1,nlstate,1,nlstate);\r
+\r
+}\r
+\r
+\r
+\r
+/***********************************************/\r
+/**************** Main Program *****************/\r
+/***********************************************/\r
+\r
+/*int main(int argc, char *argv[])*/\r
+int main()\r
+{\r
+\r
+ int i,j, k, n=MAXN,iter,m,size,cptcode, aaa, cptcod;\r
+ double agedeb, agefin,hf;\r
+ double agemin=1.e20, agemax=-1.e20;\r
+\r
+ double fret;\r
+ double **xi,tmp,delta;\r
+\r
+ double dum; /* Dummy variable */\r
+ double ***p3mat;\r
+ int *indx;\r
+ char line[MAXLINE], linepar[MAXLINE];\r
+ char title[MAXLINE];\r
+ char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH], filerespl[FILENAMELENGTH];\r
+ char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH];\r
+ char filerest[FILENAMELENGTH];\r
+ char fileregp[FILENAMELENGTH];\r
+ char path[80],pathc[80],pathcd[80],pathtot[80],model[20];\r
+ int firstobs=1, lastobs=10;\r
+ int sdeb, sfin; /* Status at beginning and end */\r
+ int c, h , cpt,l;\r
+ int ju,jl, mi;\r
+ int i1,j1, k1,jk,aa,bb, stepsize;\r
+ int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;\r
+ \r
+ int hstepm, nhstepm;\r
+ double bage, fage, age, agelim, agebase;\r
+ double ftolpl=FTOL;\r
+ double **prlim;\r
+ double *severity;\r
+ double ***param; /* Matrix of parameters */\r
+ double *p;\r
+ double **matcov; /* Matrix of covariance */\r
+ double ***delti3; /* Scale */\r
+ double *delti; /* Scale */\r
+ double ***eij, ***vareij;\r
+ double **varpl; /* Variances of prevalence limits by age */\r
+ double *epj, vepp;\r
+ char version[80]="Imach version 62c, May 1999, INED-EUROREVES ";\r
+ char *alph[]={"a","a","b","c","d","e"}, str[4];\r
+ char z[1]="c", occ;\r
+#include <sys/time.h>\r
+#include <time.h>\r
+ char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];\r
+ /* long total_usecs;\r
+ struct timeval start_time, end_time;\r
+ \r
+ gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */\r
+\r
+\r
+ printf("\nIMACH, Version 0.63");\r
+ printf("\nEnter the parameter file name: ");\r
+\r
+#ifdef windows\r
+ scanf("%s",pathtot);\r
+ getcwd(pathcd, size);\r
+ cutv(path,optionfile,pathtot,'\\');\r
+ chdir(path);\r
+ replace(pathc,path);\r
+#endif\r
+#ifdef unix\r
+ scanf("%s",optionfile);\r
+#endif\r
+\r
+/*-------- arguments in the command line --------*/\r
+\r
+ strcpy(fileres,"r");\r
+ strcat(fileres, optionfile);\r
+\r
+ /*---------arguments file --------*/\r
+\r
+ if((ficpar=fopen(optionfile,"r"))==NULL) {\r
+ printf("Problem with optionfile %s\n",optionfile);\r
+ goto end;\r
+ }\r
+\r
+ strcpy(filereso,"o");\r
+ strcat(filereso,fileres);\r
+ if((ficparo=fopen(filereso,"w"))==NULL) {\r
+ printf("Problem with Output resultfile: %s\n", filereso);goto end;\r
+ }\r
+\r
+ /* Reads comments: lines beginning with '#' */\r
+ while((c=getc(ficpar))=='#' && c!= EOF){\r
+ ungetc(c,ficpar);\r
+ fgets(line, MAXLINE, ficpar);\r
+ puts(line);\r
+ fputs(line,ficparo);\r
+ }\r
+ ungetc(c,ficpar);\r
+\r
+ fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncov, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);\r
+ printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate,ndeath, maxwav, mle, weightopt,model);\r
+ fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncov,nlstate,ndeath,maxwav, mle, weightopt,model);\r
+\r
+ covar=matrix(1,NCOVMAX,1,n); \r
+ if (strlen(model)<=1) cptcovn=0;\r
+ else {\r
+ j=0;\r
+ j=nbocc(model,'+');\r
+ cptcovn=j+1;\r
+ }\r
+\r
+ ncovmodel=2+cptcovn;\r
+ nvar=ncovmodel-1; /* Suppressing age as a basic covariate */\r
+ \r
+ /* Read guess parameters */\r
+ /* Reads comments: lines beginning with '#' */\r
+ while((c=getc(ficpar))=='#' && c!= EOF){\r
+ ungetc(c,ficpar);\r
+ fgets(line, MAXLINE, ficpar);\r
+ puts(line);\r
+ fputs(line,ficparo);\r
+ }\r
+ ungetc(c,ficpar);\r
+ \r
+ param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);\r
+ for(i=1; i <=nlstate; i++)\r
+ for(j=1; j <=nlstate+ndeath-1; j++){\r
+ fscanf(ficpar,"%1d%1d",&i1,&j1);\r
+ fprintf(ficparo,"%1d%1d",i1,j1);\r
+ printf("%1d%1d",i,j);\r
+ for(k=1; k<=ncovmodel;k++){\r
+ fscanf(ficpar," %lf",¶m[i][j][k]);\r
+ printf(" %lf",param[i][j][k]);\r
+ fprintf(ficparo," %lf",param[i][j][k]);\r
+ }\r
+ fscanf(ficpar,"\n");\r
+ printf("\n");\r
+ fprintf(ficparo,"\n");\r
+ }\r
+ \r
+ npar= (nlstate+ndeath-1)*nlstate*ncovmodel;\r
+ p=param[1][1];\r
+ \r
+ /* Reads comments: lines beginning with '#' */\r
+ while((c=getc(ficpar))=='#' && c!= EOF){\r
+ ungetc(c,ficpar);\r
+ fgets(line, MAXLINE, ficpar);\r
+ puts(line);\r
+ fputs(line,ficparo);\r
+ }\r
+ ungetc(c,ficpar);\r
+\r
+ delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);\r
+ delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */\r
+ for(i=1; i <=nlstate; i++){\r
+ for(j=1; j <=nlstate+ndeath-1; j++){\r
+ fscanf(ficpar,"%1d%1d",&i1,&j1);\r
+ printf("%1d%1d",i,j);\r
+ fprintf(ficparo,"%1d%1d",i1,j1);\r
+ for(k=1; k<=ncovmodel;k++){\r
+ fscanf(ficpar,"%le",&delti3[i][j][k]);\r
+ printf(" %le",delti3[i][j][k]);\r
+ fprintf(ficparo," %le",delti3[i][j][k]);\r
+ }\r
+ fscanf(ficpar,"\n");\r
+ printf("\n");\r
+ fprintf(ficparo,"\n");\r
+ }\r
+ }\r
+ delti=delti3[1][1];\r
+ \r
+ /* Reads comments: lines beginning with '#' */\r
+ while((c=getc(ficpar))=='#' && c!= EOF){\r
+ ungetc(c,ficpar);\r
+ fgets(line, MAXLINE, ficpar);\r
+ puts(line);\r
+ fputs(line,ficparo);\r
+ }\r
+ ungetc(c,ficpar);\r
+ \r
+ matcov=matrix(1,npar,1,npar);\r
+ for(i=1; i <=npar; i++){\r
+ fscanf(ficpar,"%s",&str);\r
+ printf("%s",str);\r
+ fprintf(ficparo,"%s",str);\r
+ for(j=1; j <=i; j++){\r
+ fscanf(ficpar," %le",&matcov[i][j]);\r
+ printf(" %.5le",matcov[i][j]);\r
+ fprintf(ficparo," %.5le",matcov[i][j]);\r
+ }\r
+ fscanf(ficpar,"\n");\r
+ printf("\n");\r
+ fprintf(ficparo,"\n");\r
+ }\r
+ for(i=1; i <=npar; i++)\r
+ for(j=i+1;j<=npar;j++)\r
+ matcov[i][j]=matcov[j][i];\r
+ \r
+ printf("\n");\r
+\r
+\r
+ if(mle==1){\r
+ /*-------- data file ----------*/\r
+ if((ficres =fopen(fileres,"w"))==NULL) {\r
+ printf("Problem with resultfile: %s\n", fileres);goto end;\r
+ }\r
+ fprintf(ficres,"#%s\n",version);\r
+ \r
+ if((fic=fopen(datafile,"r"))==NULL) {\r
+ printf("Problem with datafile: %s\n", datafile);goto end;\r
+ }\r
+\r
+ n= lastobs;\r
+ severity = vector(1,maxwav);\r
+ outcome=imatrix(1,maxwav+1,1,n);\r
+ num=ivector(1,n);\r
+ moisnais=vector(1,n);\r
+ annais=vector(1,n);\r
+ moisdc=vector(1,n);\r
+ andc=vector(1,n);\r
+ agedc=vector(1,n);\r
+ cod=ivector(1,n);\r
+ weight=vector(1,n);\r
+ for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */\r
+ mint=matrix(1,maxwav,1,n);\r
+ anint=matrix(1,maxwav,1,n);\r
+ s=imatrix(1,maxwav+1,1,n);\r
+ adl=imatrix(1,maxwav+1,1,n); \r
+ tab=ivector(1,NCOVMAX);\r
+ ncodemax=ivector(1,NCOVMAX);\r
+\r
+ i=1; \r
+ while (fgets(line, MAXLINE, fic) != NULL) {\r
+ if ((i >= firstobs) && (i <=lastobs)) {\r
+ \r
+ for (j=maxwav;j>=1;j--){\r
+ cutv(stra, strb,line,' '); s[j][i]=atoi(strb); \r
+ strcpy(line,stra);\r
+ cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);\r
+ cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);\r
+ }\r
+ \r
+ cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);\r
+ cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);\r
+\r
+ cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);\r
+ cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);\r
+\r
+ cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);\r
+ for (j=ncov;j>=1;j--){\r
+ cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);\r
+ } \r
+ num[i]=atol(stra);\r
+\r
+ /* printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]), (mint[2][i]), (anint[2][i]), (s[2][i]), (mint[3][i]), (anint[3][i]), (s[3][i]), (mint[4][i]), (anint[4][i]), (s[4][i]));*/\r
+\r
+ /*printf("%d %.lf %.lf %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),(covar[3][i]), (covar[4][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]));*/\r
+\r
+ i=i+1;\r
+ }\r
+ } \r
+ /*scanf("%d",i);*/\r
+\r
+ imx=i-1; /* Number of individuals */\r
+ \r
+ /* Calculation of the number of parameter from char model*/\r
+ Tvar=ivector(1,8); \r
+ \r
+ if (strlen(model) >1){\r
+ j=0;\r
+ j=nbocc(model,'+');\r
+ cptcovn=j+1;\r
+ \r
+ strcpy(modelsav,model); \r
+ if (j==0) {\r
+ cutv(stra,strb,modelsav,'V'); Tvar[1]=atoi(strb);\r
+ }\r
+ else {\r
+ for(i=j; i>=1;i--){\r
+ cutv(stra,strb,modelsav,'+');\r
+ if (strchr(strb,'*')) {\r
+ cutv(strd,strc,strb,'*');\r
+ cutv(strb,stre,strc,'V');Tvar[i+1]=ncov+1;\r
+ cutv(strb,strc,strd,'V'); \r
+ for (k=1; k<=lastobs;k++) \r
+ covar[ncov+1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];\r
+ }\r
+ else {\r
+ cutv(strd,strc,strb,'V');\r
+ Tvar[i+1]=atoi(strc);\r
+ }\r
+ strcpy(modelsav,stra); \r
+ }\r
+ /*cutv(strd,strc,stra,'V');*/\r
+ Tvar[1]=atoi(strc);\r
+ }\r
+ }\r
+ /*printf("tvar=%d ",Tvar[1]);*/\r
+ /*scanf("%d ",i);*/\r
+ fclose(fic);\r
+\r
+ if (weightopt != 1) { /* Maximisation without weights*/\r
+ for(i=1;i<=n;i++) weight[i]=1.0;\r
+ }\r
+ /*-calculation of age at interview from date of interview and age at death -*/\r
+ agev=matrix(1,maxwav,1,imx);\r
+ \r
+ for (i=1; i<=imx; i++) {\r
+ agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);\r
+ for(m=1; (m<= maxwav); m++){\r
+ if (mint[m][i]==99 || anint[m][i]==9999) s[m][i]=-1; \r
+ if(s[m][i] >0){\r
+ if (s[m][i] == nlstate+1) {\r
+ if(agedc[i]>0)\r
+ if(moisdc[i]!=99 && andc[i]!=9999)\r
+ agev[m][i]=agedc[i];\r
+ else{\r
+ printf("Warning negative age at death: %d line:%d\n",num[i],i);\r
+ agev[m][i]=-1;\r
+ }\r
+ }\r
+ else if(s[m][i] !=9){ /* Should no more exist */\r
+ agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);\r
+ if(mint[m][i]==99 || anint[m][i]==9999){\r
+ agev[m][i]=1;\r
+ /* printf("i=%d m=%d agev=%lf \n",i,m, agev[m][i]); */ \r
+ }\r
+ else if(agev[m][i] <agemin){ \r
+ agemin=agev[m][i];\r
+ /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/\r
+ }\r
+ else if(agev[m][i] >agemax){\r
+ agemax=agev[m][i];\r
+ /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/\r
+ }\r
+ /*agev[m][i]=anint[m][i]-annais[i];*/\r
+ /* agev[m][i] = age[i]+2*m;*/\r
+ }\r
+ else { /* =9 */\r
+ agev[m][i]=1;\r
+ s[m][i]=-1;\r
+ }\r
+ }\r
+ else /*= 0 Unknown */\r
+ agev[m][i]=1;\r
+ }\r
+ \r
+ }\r
+ for (i=1; i<=imx; i++) {\r
+ for(m=1; (m<= maxwav); m++){\r
+ if (s[m][i] > (nlstate+ndeath)) {\r
+ printf("Error: Wrong value in nlstate or ndeath\n"); \r
+ goto end;\r
+ }\r
+ }\r
+ }\r
+\r
+printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);\r
+\r
+ free_vector(severity,1,maxwav);\r
+ free_imatrix(outcome,1,maxwav+1,1,n);\r
+ free_vector(moisnais,1,n);\r
+ free_vector(annais,1,n);\r
+ free_matrix(mint,1,maxwav,1,n);\r
+ free_matrix(anint,1,maxwav,1,n);\r
+ free_vector(moisdc,1,n);\r
+ free_vector(andc,1,n);\r
+\r
+ \r
+ wav=ivector(1,imx);\r
+ dh=imatrix(1,lastpass-firstpass+1,1,imx);\r
+ mw=imatrix(1,lastpass-firstpass+1,1,imx);\r
+ \r
+ /* Concatenates waves */\r
+ concatwav(wav, dh, mw, s, agedc, agev, firstpass, lastpass, imx, nlstate, stepm);\r
+\r
+\r
+Tcode=ivector(1,100);\r
+ nbcode=imatrix(1,nvar,1,8); \r
+ ncodemax[1]=1;\r
+ if (cptcovn > 0) tricode(Tvar,nbcode,imx);\r
+ \r
+ codtab=imatrix(1,100,1,10);\r
+ h=0;\r
+ m=pow(2,cptcovn);\r
+ \r
+ for(k=1;k<=cptcovn; k++){\r
+ for(i=1; i <=(m/pow(2,k));i++){\r
+ for(j=1; j <= ncodemax[k]; j++){\r
+ for(cpt=1; cpt <=(m/pow(2,cptcovn+1-k)); cpt++){\r
+ h++;\r
+ if (h>m) h=1;codtab[h][k]=j;\r
+ } \r
+ }\r
+ }\r
+ } \r
+\r
+ /*for(i=1; i <=m ;i++){ \r
+ for(k=1; k <=cptcovn; k++){\r
+ printf("i=%d k=%d %d ",i,k,codtab[i][k]);\r
+ }\r
+ printf("\n");\r
+ }\r
+ scanf("%d",i);*/\r
+ \r
+ /* Calculates basic frequencies. Computes observed prevalence at single age\r
+ and prints on file fileres'p'. */\r
+ freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax);\r
+\r
+ pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */\r
+ oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */\r
+ newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */\r
+ savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */\r
+ oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */\r
+ \r
+ /* For Powell, parameters are in a vector p[] starting at p[1]\r
+ so we point p on param[1][1] so that p[1] maps on param[1][1][1] */\r
+ p=param[1][1]; /* *(*(*(param +1)+1)+0) */\r
+ /*scanf("%d",i);*/\r
+ mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);\r
+\r
+ \r
+ /*--------- results files --------------*/\r
+ fprintf(ficres,"\ntitle=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate, ndeath, maxwav, mle,weightopt,model);\r
+ \r
+ jk=1;\r
+ fprintf(ficres,"# Parameters\n");\r
+ printf("# Parameters\n");\r
+ for(i=1,jk=1; i <=nlstate; i++){\r
+ for(k=1; k <=(nlstate+ndeath); k++){\r
+ if (k != i) \r
+ {\r
+ printf("%d%d ",i,k);\r
+ fprintf(ficres,"%1d%1d ",i,k);\r
+ for(j=1; j <=ncovmodel; j++){\r
+ printf("%f ",p[jk]);\r
+ fprintf(ficres,"%f ",p[jk]);\r
+ jk++; \r
+ }\r
+ printf("\n");\r
+ fprintf(ficres,"\n");\r
+ }\r
+ }\r
+ }\r
+\r
+ /* Computing hessian and covariance matrix */\r
+ ftolhess=ftol; /* Usually correct */\r
+ hesscov(matcov, p, npar, delti, ftolhess, func);\r
+ fprintf(ficres,"# Scales\n");\r
+ printf("# Scales\n");\r
+ for(i=1,jk=1; i <=nlstate; i++){\r
+ for(j=1; j <=nlstate+ndeath; j++){\r
+ if (j!=i) {\r
+ fprintf(ficres,"%1d%1d",i,j);\r
+ printf("%1d%1d",i,j);\r
+ for(k=1; k<=ncovmodel;k++){\r
+ printf(" %.5e",delti[jk]);\r
+ fprintf(ficres," %.5e",delti[jk]);\r
+ jk++;\r
+ }\r
+ printf("\n");\r
+ fprintf(ficres,"\n");\r
+ }\r
+ }\r
+ }\r
+ \r
+ k=1;\r
+ fprintf(ficres,"# Covariance\n");\r
+ printf("# Covariance\n");\r
+ for(i=1;i<=npar;i++){\r
+ /* if (k>nlstate) k=1;\r
+ i1=(i-1)/(ncovmodel*nlstate)+1; \r
+ fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);\r
+ printf("%s%d%d",alph[k],i1,tab[i]);*/\r
+ fprintf(ficres,"%3d",i);\r
+ printf("%3d",i);\r
+ for(j=1; j<=i;j++){\r
+ fprintf(ficres," %.5e",matcov[i][j]);\r
+ printf(" %.5e",matcov[i][j]);\r
+ }\r
+ fprintf(ficres,"\n");\r
+ printf("\n");\r
+ k++;\r
+ }\r
+ \r
+ while((c=getc(ficpar))=='#' && c!= EOF){\r
+ ungetc(c,ficpar);\r
+ fgets(line, MAXLINE, ficpar);\r
+ puts(line);\r
+ fputs(line,ficparo);\r
+ }\r
+ ungetc(c,ficpar);\r
+ \r
+ fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);\r
+ \r
+ if (fage <= 2) {\r
+ bage = agemin;\r
+ fage = agemax;\r
+ }\r
+\r
+ fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");\r
+ fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);\r
+/*------------ gnuplot -------------*/\r
+chdir(pathcd);\r
+ if((ficgp=fopen("graph.plt","w"))==NULL) {\r
+ printf("Problem with file graph.gp");goto end;\r
+ }\r
+#ifdef windows\r
+ fprintf(ficgp,"cd \"%s\" \n",pathc);\r
+#endif\r
+m=pow(2,cptcovn);\r
+ \r
+ /* 1eme*/\r
+ for (cpt=1; cpt<= nlstate ; cpt ++) {\r
+ for (k1=1; k1<= m ; k1 ++) {\r
+\r
+#ifdef windows\r
+ fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"vpl%s\" every :::%d::%d u 1:2 \"\%%lf",agemin,fage,fileres,k1-1,k1-1);\r
+#endif\r
+#ifdef unix\r
+fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);\r
+#endif\r
+\r
+for (i=1; i<= nlstate ; i ++) {\r
+ if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");\r
+ else fprintf(ficgp," \%%*lf (\%%*lf)");\r
+}\r
+ fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);\r
+ for (i=1; i<= nlstate ; i ++) {\r
+ if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");\r
+ else fprintf(ficgp," \%%*lf (\%%*lf)");\r
+} \r
+ fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1); \r
+ for (i=1; i<= nlstate ; i ++) {\r
+ if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");\r
+ else fprintf(ficgp," \%%*lf (\%%*lf)");\r
+} \r
+ fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));\r
+#ifdef unix\r
+fprintf(ficgp,"\nset ter gif small size 400,300");\r
+#endif\r
+fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);\r
+ }\r
+ }\r
+ /*2 eme*/\r
+\r
+ for (k1=1; k1<= m ; k1 ++) { \r
+ fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);\r
+ \r
+ for (i=1; i<= nlstate+1 ; i ++) {\r
+ k=2*i;\r
+ fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);\r
+ for (j=1; j<= nlstate+1 ; j ++) {\r
+ if (j==i) fprintf(ficgp," \%%lf (\%%lf)");\r
+ else fprintf(ficgp," \%%*lf (\%%*lf)");\r
+} \r
+ if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");\r
+ else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);\r
+ fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);\r
+ for (j=1; j<= nlstate+1 ; j ++) {\r
+ if (j==i) fprintf(ficgp," \%%lf (\%%lf)");\r
+ else fprintf(ficgp," \%%*lf (\%%*lf)");\r
+} \r
+ fprintf(ficgp,"\" t\"\" w l 0,");\r
+ fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);\r
+ for (j=1; j<= nlstate+1 ; j ++) {\r
+ if (j==i) fprintf(ficgp," \%%lf (\%%lf)");\r
+ else fprintf(ficgp," \%%*lf (\%%*lf)");\r
+} \r
+ if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");\r
+ else fprintf(ficgp,"\" t\"\" w l 0,");\r
+ }\r
+ fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);\r
+ }\r
+ \r
+ /*3eme*/\r
+\r
+ for (k1=1; k1<= m ; k1 ++) { \r
+ for (cpt=1; cpt<= nlstate ; cpt ++) {\r
+ k=2+nlstate*(cpt-1);\r
+ fprintf(ficgp,"set ter gif small size 400,300\nplot [%.f:%.f] \"e%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",agemin,fage,fileres,k1-1,k1-1,k,cpt);\r
+ for (i=1; i< nlstate ; i ++) {\r
+ fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",fileres,k1-1,k1-1,k+i,cpt,i+1);\r
+ } \r
+ fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);\r
+ }\r
+ }\r
+ \r
+ /* CV preval stat */\r
+ for (k1=1; k1<= m ; k1 ++) { \r
+ for (cpt=1; cpt<nlstate ; cpt ++) {\r
+ k=3;\r
+ fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);\r
+ for (i=1; i< nlstate ; i ++)\r
+ fprintf(ficgp,"+$%d",k+i+1);\r
+ fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);\r
+ \r
+ l=3+(nlstate+ndeath)*cpt;\r
+ fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);\r
+ for (i=1; i< nlstate ; i ++) {\r
+ l=3+(nlstate+ndeath)*cpt;\r
+ fprintf(ficgp,"+$%d",l+i+1);\r
+ }\r
+ fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1); \r
+ fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);\r
+ } \r
+ }\r
+\r
+ /* proba elementaires */\r
+ for(i=1,jk=1; i <=nlstate; i++){\r
+ for(k=1; k <=(nlstate+ndeath); k++){\r
+ if (k != i) {\r
+ /* fprintf(ficgp,"%1d%1d ",i,k);*/\r
+ for(j=1; j <=ncovmodel; j++){\r
+ fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);\r
+ jk++; \r
+ fprintf(ficgp,"\n");\r
+ }\r
+ }\r
+ }\r
+ }\r
+ for(jk=1; jk <=m; jk++) {\r
+ fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot [%.f:%.f] ",agemin,agemax);\r
+ for(i=1; i <=nlstate; i++) {\r
+ for(k=1; k <=(nlstate+ndeath); k++){\r
+ if (k != i) {\r
+ fprintf(ficgp," exp(a%d%d+b%d%d*x",i,k,i,k);\r
+ for(j=3; j <=ncovmodel; j++) \r
+ fprintf(ficgp,"+%s%d%d*%d",alph[j],i,k,nbcode[Tvar[j-2]][codtab[jk][j-2]]);\r
+ fprintf(ficgp,")/(1");\r
+ for(k1=1; k1 <=(nlstate+ndeath); k1++) \r
+ if (k1 != i) {\r
+ fprintf(ficgp,"+exp(a%d%d+b%d%d*x",i,k1,i,k1);\r
+ for(j=3; j <=ncovmodel; j++)\r
+ fprintf(ficgp,"+%s%d%d*%d",alph[j],i,k,nbcode[Tvar[j-2]][codtab[jk][j-2]]);\r
+ fprintf(ficgp,")");\r
+ }\r
+ fprintf(ficgp,") t \"p%d%d\" ", i,k);\r
+ if ((i+k)!= (nlstate*2+ndeath)) fprintf(ficgp,",");\r
+ }\r
+ }\r
+ }\r
+fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk); \r
+ }\r
+ fclose(ficgp);\r
+ \r
+chdir(path);\r
+ free_matrix(agev,1,maxwav,1,imx);\r
+ free_ivector(wav,1,imx);\r
+ free_imatrix(dh,1,lastpass-firstpass+1,1,imx);\r
+ free_imatrix(mw,1,lastpass-firstpass+1,1,imx);\r
+ \r
+ free_imatrix(s,1,maxwav+1,1,n);\r
+ \r
+ \r
+ free_ivector(num,1,n);\r
+ free_vector(agedc,1,n);\r
+ free_vector(weight,1,n);\r
+ /*free_matrix(covar,1,NCOVMAX,1,n);*/\r
+ fclose(ficparo);\r
+ fclose(ficres);\r
+ }\r
+ \r
+ /*________fin mle=1_________*/\r
+ \r
+\r
+ \r
+ /* No more information from the sample is required now */\r
+ /* Reads comments: lines beginning with '#' */\r
+ while((c=getc(ficpar))=='#' && c!= EOF){\r
+ ungetc(c,ficpar);\r
+ fgets(line, MAXLINE, ficpar);\r
+ puts(line);\r
+ fputs(line,ficparo);\r
+ }\r
+ ungetc(c,ficpar);\r
+ \r
+ fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);\r
+ printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);\r
+ fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);\r
+/*--------- index.htm --------*/\r
+\r
+ if((fichtm=fopen("index.htm","w"))==NULL) {\r
+ printf("Problem with index.htm \n");goto end;\r
+ }\r
+\r
+ fprintf(fichtm,"<body><ul> Imach, Version 0.63<hr> <li>Outputs files<br><br>\n\r
+ - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n\r
+- Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>\r
+ - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>\r
+ - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>\r
+ - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>\r
+ - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>\r
+ - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>\r
+ - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>\r
+ - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%s</a> <br><br>",fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres);\r
+\r
+ fprintf(fichtm," <li>Graphs</li>\n<p>");\r
+\r
+ m=cptcovn;\r
+ if (cptcovn < 1) {m=1;ncodemax[1]=1;}\r
+\r
+ j1=0;\r
+ for(k1=1; k1<=m;k1++){\r
+ for(i1=1; i1<=ncodemax[k1];i1++){\r
+ j1++;\r
+ if (cptcovn > 0) {\r
+ fprintf(fichtm,"<hr>************ Results for covariates");\r
+ for (cpt=1; cpt<=cptcovn;cpt++) \r
+ fprintf(fichtm," V%d=%d ",Tvar[cpt],nbcode[Tvar[cpt]][codtab[j1][cpt]]);\r
+ fprintf(fichtm," ************\n<hr>");\r
+ }\r
+ fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>\r
+<img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1); \r
+ for(cpt=1; cpt<nlstate;cpt++){\r
+ fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>\r
+<img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);\r
+ }\r
+ for(cpt=1; cpt<=nlstate;cpt++) {\r
+ fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident\r
+interval) in state (%d): v%s%d%d.gif <br>\r
+<img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1); \r
+ }\r
+ for(cpt=1; cpt<=nlstate;cpt++) {\r
+ fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>\r
+<img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);\r
+ }\r
+ fprintf(fichtm,"\n<br>- Total life expectancy by age and\r
+health expectancies in states (1) and (2): e%s%d.gif<br>\r
+<img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);\r
+fprintf(fichtm,"\n</body>");\r
+ }\r
+ }\r
+fclose(fichtm);\r
+\r
+ /*--------------- Prevalence limit --------------*/\r
+ \r
+ strcpy(filerespl,"pl");\r
+ strcat(filerespl,fileres);\r
+ if((ficrespl=fopen(filerespl,"w"))==NULL) {\r
+ printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;\r
+ }\r
+ printf("Computing prevalence limit: result on file '%s' \n", filerespl);\r
+ fprintf(ficrespl,"#Prevalence limit\n");\r
+ fprintf(ficrespl,"#Age ");\r
+ for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);\r
+ fprintf(ficrespl,"\n");\r
+ \r
+ prlim=matrix(1,nlstate,1,nlstate);\r
+ pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */\r
+ oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */\r
+ newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */\r
+ savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */\r
+ oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */\r
+ k=0;\r
+ agebase=agemin;\r
+ agelim=agemax;\r
+ ftolpl=1.e-10;\r
+ i1=cptcovn;\r
+ if (cptcovn < 1){i1=1;}\r
+\r
+ for(cptcov=1;cptcov<=i1;cptcov++){\r
+ for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){\r
+ k=k+1;\r
+ /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/\r
+ fprintf(ficrespl,"\n#****** ");\r
+ for(j=1;j<=cptcovn;j++) \r
+ fprintf(ficrespl,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);\r
+ fprintf(ficrespl,"******\n");\r
+ \r
+ for (age=agebase; age<=agelim; age++){\r
+ prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);\r
+ fprintf(ficrespl,"%.0f",age );\r
+ for(i=1; i<=nlstate;i++)\r
+ fprintf(ficrespl," %.5f", prlim[i][i]);\r
+ fprintf(ficrespl,"\n");\r
+ }\r
+ }\r
+ }\r
+ fclose(ficrespl);\r
+ /*------------- h Pij x at various ages ------------*/\r
+ \r
+ strcpy(filerespij,"pij"); strcat(filerespij,fileres);\r
+ if((ficrespij=fopen(filerespij,"w"))==NULL) {\r
+ printf("Problem with Pij resultfile: %s\n", filerespij);goto end;\r
+ }\r
+ printf("Computing pij: result on file '%s' \n", filerespij);\r
+ \r
+ stepsize=(int) (stepm+YEARM-1)/YEARM;\r
+ if (stepm<=24) stepsize=2;\r
+\r
+ agelim=AGESUP;\r
+ hstepm=stepsize*YEARM; /* Every year of age */\r
+ hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */ \r
+ \r
+ k=0;\r
+ for(cptcov=1;cptcov<=i1;cptcov++){\r
+ for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){\r
+ k=k+1;\r
+ fprintf(ficrespij,"\n#****** ");\r
+ for(j=1;j<=cptcovn;j++) \r
+ fprintf(ficrespij,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);\r
+ fprintf(ficrespij,"******\n");\r
+ \r
+ for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */\r
+ nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ \r
+ nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */\r
+ p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);\r
+ oldm=oldms;savm=savms;\r
+ hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k); \r
+ fprintf(ficrespij,"# Age");\r
+ for(i=1; i<=nlstate;i++)\r
+ for(j=1; j<=nlstate+ndeath;j++)\r
+ fprintf(ficrespij," %1d-%1d",i,j);\r
+ fprintf(ficrespij,"\n");\r
+ for (h=0; h<=nhstepm; h++){\r
+ fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );\r
+ for(i=1; i<=nlstate;i++)\r
+ for(j=1; j<=nlstate+ndeath;j++)\r
+ fprintf(ficrespij," %.5f", p3mat[i][j][h]);\r
+ fprintf(ficrespij,"\n");\r
+ }\r
+ free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);\r
+ fprintf(ficrespij,"\n");\r
+ }\r
+ }\r
+ }\r
+\r
+ fclose(ficrespij);\r
+\r
+ /*---------- Health expectancies and variances ------------*/\r
+\r
+ strcpy(filerest,"t");\r
+ strcat(filerest,fileres);\r
+ if((ficrest=fopen(filerest,"w"))==NULL) {\r
+ printf("Problem with total LE resultfile: %s\n", filerest);goto end;\r
+ }\r
+ printf("Computing Total LEs with variances: file '%s' \n", filerest); \r
+\r
+\r
+ strcpy(filerese,"e");\r
+ strcat(filerese,fileres);\r
+ if((ficreseij=fopen(filerese,"w"))==NULL) {\r
+ printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);\r
+ }\r
+ printf("Computing Health Expectancies: result on file '%s' \n", filerese);\r
+\r
+ strcpy(fileresv,"v");\r
+ strcat(fileresv,fileres);\r
+ if((ficresvij=fopen(fileresv,"w"))==NULL) {\r
+ printf("Problem with variance resultfile: %s\n", fileresv);exit(0);\r
+ }\r
+ printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);\r
+\r
+ k=0;\r
+ for(cptcov=1;cptcov<=i1;cptcov++){\r
+ for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){\r
+ k=k+1;\r
+ fprintf(ficrest,"\n#****** ");\r
+ for(j=1;j<=cptcovn;j++) \r
+ fprintf(ficrest,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);\r
+ fprintf(ficrest,"******\n");\r
+\r
+ fprintf(ficreseij,"\n#****** ");\r
+ for(j=1;j<=cptcovn;j++) \r
+ fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);\r
+ fprintf(ficreseij,"******\n");\r
+\r
+ fprintf(ficresvij,"\n#****** ");\r
+ for(j=1;j<=cptcovn;j++) \r
+ fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);\r
+ fprintf(ficresvij,"******\n");\r
+\r
+ eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);\r
+ oldm=oldms;savm=savms;\r
+ evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k); \r
+ vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);\r
+ oldm=oldms;savm=savms;\r
+ varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);\r
+ \r
+ fprintf(ficrest,"#Total LEs with variances: e.. (std) ");\r
+ for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);\r
+ fprintf(ficrest,"\n");\r
+ \r
+ hf=1;\r
+ if (stepm >= YEARM) hf=stepm/YEARM;\r
+ epj=vector(1,nlstate+1);\r
+ for(age=bage; age <=fage ;age++){\r
+ prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);\r
+ fprintf(ficrest," %.0f",age);\r
+ for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){\r
+ for(i=1, epj[j]=0.;i <=nlstate;i++) {\r
+ epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];\r
+ }\r
+ epj[nlstate+1] +=epj[j];\r
+ }\r
+ for(i=1, vepp=0.;i <=nlstate;i++)\r
+ for(j=1;j <=nlstate;j++)\r
+ vepp += vareij[i][j][(int)age];\r
+ fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));\r
+ for(j=1;j <=nlstate;j++){\r
+ fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));\r
+ }\r
+ fprintf(ficrest,"\n");\r
+ }\r
+ }\r
+ }\r
+ \r
+ fclose(ficreseij);\r
+ fclose(ficresvij);\r
+ fclose(ficrest);\r
+ fclose(ficpar);\r
+ free_vector(epj,1,nlstate+1);\r
+ /* scanf("%d ",i); */\r
+\r
+ /*------- Variance limit prevalence------*/ \r
+\r
+strcpy(fileresvpl,"vpl");\r
+ strcat(fileresvpl,fileres);\r
+ if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {\r
+ printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);\r
+ exit(0);\r
+ }\r
+ printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);\r
+\r
+ k=0;\r
+ for(cptcov=1;cptcov<=i1;cptcov++){\r
+ for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){\r
+ k=k+1;\r
+ fprintf(ficresvpl,"\n#****** ");\r
+ for(j=1;j<=cptcovn;j++) \r
+ fprintf(ficresvpl,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);\r
+ fprintf(ficresvpl,"******\n");\r
+ \r
+ varpl=matrix(1,nlstate,(int) bage, (int) fage);\r
+ oldm=oldms;savm=savms;\r
+ varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);\r
+ }\r
+ }\r
+\r
+ fclose(ficresvpl);\r
+\r
+ /*---------- End : free ----------------*/\r
+ free_matrix(varpl,1,nlstate,(int) bage, (int)fage);\r
+ \r
+ free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);\r
+ free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);\r
+ \r
+ \r
+ free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);\r
+ free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);\r
+ free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);\r
+ free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);\r
+ \r
+ free_matrix(matcov,1,npar,1,npar);\r
+ free_vector(delti,1,npar);\r
+ \r
+ free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);\r
+\r
+ printf("End of Imach\n");\r
+ /* gettimeofday(&end_time, (struct timezone*)0);*/ /* after time */\r
+ \r
+ /* 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);*/\r
+ /*printf("Total time was %d uSec.\n", total_usecs);*/\r
+ /*------ End -----------*/\r
+\r
+ end:\r
+#ifdef windows\r
+ chdir(pathcd);\r
+#endif \r
+ system("wgnuplot ../gp37mgw/graph.plt");\r
+\r
+#ifdef windows\r
+ while (z[0] != 'q') {\r
+ chdir(pathcd); \r
+ printf("\nType e to edit output files, c to start again, and q for exiting: ");\r
+ scanf("%s",z);\r
+ if (z[0] == 'c') system("./imach");\r
+ else if (z[0] == 'e') {\r
+ chdir(path);\r
+ system("index.htm");\r
+ }\r
+ else if (z[0] == 'q') exit(0);\r
+ }\r
+#endif \r
+}\r
+\r
+\r
git://henry.ined.fr / .git / commitdiff