--- imach/src/imach.c 2006/01/24 19:37:15 1.109
+++ imach/src/imach.c 2006/03/20 09:45:41 1.122
@@ -1,6 +1,71 @@
-/* $Id: imach.c,v 1.109 2006/01/24 19:37:15 brouard Exp $
+/* $Id: imach.c,v 1.122 2006/03/20 09:45:41 brouard Exp $
$State: Exp $
$Log: imach.c,v $
+ Revision 1.122 2006/03/20 09:45:41 brouard
+ (Module): Weights can have a decimal point as for
+ English (a comma might work with a correct LC_NUMERIC environment,
+ otherwise the weight is truncated).
+ Modification of warning when the covariates values are not 0 or
+ 1.
+ Version 0.98g
+
+ Revision 1.121 2006/03/16 17:45:01 lievre
+ * imach.c (Module): Comments concerning covariates added
+
+ * imach.c (Module): refinements in the computation of lli if
+ status=-2 in order to have more reliable computation if stepm is
+ not 1 month. Version 0.98f
+
+ Revision 1.120 2006/03/16 15:10:38 lievre
+ (Module): refinements in the computation of lli if
+ status=-2 in order to have more reliable computation if stepm is
+ not 1 month. Version 0.98f
+
+ Revision 1.119 2006/03/15 17:42:26 brouard
+ (Module): Bug if status = -2, the loglikelihood was
+ computed as likelihood omitting the logarithm. Version O.98e
+
+ Revision 1.118 2006/03/14 18:20:07 brouard
+ (Module): varevsij Comments added explaining the second
+ table of variances if popbased=1 .
+ (Module): Covariances of eij, ekl added, graphs fixed, new html link.
+ (Module): Function pstamp added
+ (Module): Version 0.98d
+
+ Revision 1.117 2006/03/14 17:16:22 brouard
+ (Module): varevsij Comments added explaining the second
+ table of variances if popbased=1 .
+ (Module): Covariances of eij, ekl added, graphs fixed, new html link.
+ (Module): Function pstamp added
+ (Module): Version 0.98d
+
+ Revision 1.116 2006/03/06 10:29:27 brouard
+ (Module): Variance-covariance wrong links and
+ varian-covariance of ej. is needed (Saito).
+
+ Revision 1.115 2006/02/27 12:17:45 brouard
+ (Module): One freematrix added in mlikeli! 0.98c
+
+ Revision 1.114 2006/02/26 12:57:58 brouard
+ (Module): Some improvements in processing parameter
+ filename with strsep.
+
+ Revision 1.113 2006/02/24 14:20:24 brouard
+ (Module): Memory leaks checks with valgrind and:
+ datafile was not closed, some imatrix were not freed and on matrix
+ allocation too.
+
+ Revision 1.112 2006/01/30 09:55:26 brouard
+ (Module): Back to gnuplot.exe instead of wgnuplot.exe
+
+ Revision 1.111 2006/01/25 20:38:18 brouard
+ (Module): Lots of cleaning and bugs added (Gompertz)
+ (Module): Comments can be added in data file. Missing date values
+ can be a simple dot '.'.
+
+ Revision 1.110 2006/01/25 00:51:50 brouard
+ (Module): Lots of cleaning and bugs added (Gompertz)
+
Revision 1.109 2006/01/24 19:37:15 brouard
(Module): Comments (lines starting with a #) are allowed in data.
@@ -183,7 +248,7 @@
hPijx.
Also this programme outputs the covariance matrix of the parameters but also
- of the life expectancies. It also computes the stable prevalence.
+ of the life expectancies. It also computes the period (stable) prevalence.
Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
Institut national d'études démographiques, Paris.
@@ -212,7 +277,7 @@
begin-prev-date,...
open gnuplot file
open html file
- stable prevalence
+ period (stable) prevalence
for age prevalim()
h Pij x
variance of p varprob
@@ -224,7 +289,7 @@
varevsij()
if popbased==1 varevsij(,popbased)
total life expectancies
- Variance of stable prevalence
+ Variance of period (stable) prevalence
end
*/
@@ -281,11 +346,13 @@ extern int errno;
#define ODIRSEPARATOR '/'
#endif
-/* $Id: imach.c,v 1.109 2006/01/24 19:37:15 brouard Exp $ */
+/* $Id: imach.c,v 1.122 2006/03/20 09:45:41 brouard Exp $ */
/* $State: Exp $ */
-char version[]="Imach version 0.98a, January 2006, INED-EUROREVES ";
-char fullversion[]="$Revision: 1.109 $ $Date: 2006/01/24 19:37:15 $";
+char version[]="Imach version 0.98g, March 2006, INED-EUROREVES-Institut de longevite ";
+char fullversion[]="$Revision: 1.122 $ $Date: 2006/03/20 09:45:41 $";
+char strstart[80];
+char optionfilext[10], optionfilefiname[FILENAMELENGTH];
int erreur, nberr=0, nbwarn=0; /* Error number, number of errors number of warnings */
int nvar;
int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
@@ -298,6 +365,7 @@ int popbased=0;
int *wav; /* Number of waves for this individuual 0 is possible */
int maxwav; /* Maxim number of waves */
int jmin, jmax; /* min, max spacing between 2 waves */
+int ijmin, ijmax; /* Individuals having jmin and jmax */
int gipmx, gsw; /* Global variables on the number of contributions
to the likelihood and the sum of weights (done by funcone)*/
int mle, weightopt;
@@ -308,7 +376,7 @@ int **bh; /* bh[mi][i] is the bias (+ or
double jmean; /* Mean space between 2 waves */
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,*ficresf,*ficrespop;
+FILE *fic,*ficpar, *ficparo,*ficres, *ficresp, *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
FILE *ficlog, *ficrespow;
int globpr; /* Global variable for printing or not */
double fretone; /* Only one call to likelihood */
@@ -322,13 +390,17 @@ FILE *ficresprobmorprev;
FILE *fichtm, *fichtmcov; /* Html File */
FILE *ficreseij;
char filerese[FILENAMELENGTH];
+FILE *ficresstdeij;
+char fileresstde[FILENAMELENGTH];
+FILE *ficrescveij;
+char filerescve[FILENAMELENGTH];
FILE *ficresvij;
char fileresv[FILENAMELENGTH];
FILE *ficresvpl;
char fileresvpl[FILENAMELENGTH];
char title[MAXLINE];
char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH], filerespl[FILENAMELENGTH];
-char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
+char plotcmd[FILENAMELENGTH], pplotcmd[FILENAMELENGTH];
char tmpout[FILENAMELENGTH], tmpout2[FILENAMELENGTH];
char command[FILENAMELENGTH];
int outcmd=0;
@@ -352,6 +424,7 @@ char strcurr[80], strfor[80];
char *endptr;
long lval;
+double dval;
#define NR_END 1
#define FREE_ARG char*
@@ -1041,7 +1114,7 @@ void powell(double p[], double **xi, int
}
}
-/**** Prevalence limit (stable prevalence) ****************/
+/**** Prevalence limit (stable or period prevalence) ****************/
double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
{
@@ -1334,23 +1407,23 @@ double func( double *x)
} else if (s2==-2) {
for (j=1,survp=0. ; j<=nlstate; j++)
- survp += out[s1][j];
- lli= survp;
- }
-
- else if (s2==-4) {
- for (j=3,survp=0. ; j<=nlstate; j++)
- survp += out[s1][j];
- lli= survp;
+ survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j];
+ /*survp += out[s1][j]; */
+ lli= log(survp);
}
- else if (s2==-5) {
- for (j=1,survp=0. ; j<=2; j++)
- survp += out[s1][j];
- lli= survp;
- }
-
+ else if (s2==-4) {
+ for (j=3,survp=0. ; j<=nlstate; j++)
+ survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j];
+ lli= log(survp);
+ }
+ else if (s2==-5) {
+ for (j=1,survp=0. ; j<=2; j++)
+ survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j];
+ lli= log(survp);
+ }
+
else{
lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
/* lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2]));*/ /* linear interpolation */
@@ -1545,7 +1618,11 @@ double funcone( double *x)
*/
if( s2 > nlstate && (mle <5) ){ /* Jackson */
lli=log(out[s1][s2] - savm[s1][s2]);
- } else if (mle==1){
+ } else if (s2==-2) {
+ for (j=1,survp=0. ; j<=nlstate; j++)
+ survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j];
+ lli= log(survp);
+ }else if (mle==1){
lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
} else if(mle==2){
lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* linear interpolation */
@@ -1561,8 +1638,8 @@ double funcone( double *x)
ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
/* printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */
if(globpr){
- fprintf(ficresilk,"%9d %6d %1d %1d %1d %1d %3d %10.6f %6.4f\
- %10.6f %10.6f %10.6f ", \
+ fprintf(ficresilk,"%9d %6d %2d %2d %1d %1d %3d %11.6f %8.4f\
+ %11.6f %11.6f %11.6f ", \
num[i],i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],
2*weight[i]*lli,out[s1][s2],savm[s1][s2]);
for(k=1,llt=0.,l=0.; k<=nlstate; k++){
@@ -1647,6 +1724,7 @@ void mlikeli(FILE *ficres,double p[], in
powell(p,xi,npar,ftol,&iter,&fret,func);
+ free_matrix(xi,1,npar,1,npar);
fclose(ficrespow);
printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
@@ -1914,6 +1992,11 @@ void lubksb(double **a, int n, int *indx
}
}
+void pstamp(FILE *fichier)
+{
+ fprintf(fichier,"# %s.%s\n#%s\n#%s\n# %s", optionfilefiname,optionfilext,version,fullversion,strstart);
+}
+
/************ Frequencies ********************/
void freqsummary(char fileres[], int iagemin, int iagemax, int **s, double **agev, int nlstate, int imx, int *Tvaraff, int **nbcode, int *ncodemax,double **mint,double **anint, char strstart[])
{ /* Some frequencies */
@@ -1923,7 +2006,6 @@ void freqsummary(char fileres[], int ia
double ***freq; /* Frequencies */
double *pp, **prop;
double pos,posprop, k2, dateintsum=0,k2cpt=0;
- FILE *ficresp;
char fileresp[FILENAMELENGTH];
pp=vector(1,nlstate);
@@ -1988,7 +2070,7 @@ void freqsummary(char fileres[], int ia
}
/* fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
-fprintf(ficresp, "#Local time at start: %s", strstart);
+ pstamp(ficresp);
if (cptcovn>0) {
fprintf(ficresp, "\n#********** Variable ");
for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
@@ -2201,11 +2283,11 @@ void concatwav(int wav[], int **dh, int
if(mi==0){
nbwarn++;
if(first==0){
- printf("Warning! None valid information for:%ld line=%d (skipped) and may be others, see log file\n",num[i],i);
+ printf("Warning! No valid information for individual %ld line=%d (skipped) and may be others, see log file\n",num[i],i);
first=1;
}
if(first==1){
- fprintf(ficlog,"Warning! None valid information for:%ld line=%d (skipped)\n",num[i],i);
+ fprintf(ficlog,"Warning! No valid information for individual %ld line=%d (skipped)\n",num[i],i);
}
} /* end mi==0 */
} /* End individuals */
@@ -2228,8 +2310,14 @@ void concatwav(int wav[], int **dh, int
fprintf(ficlog," We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview. You MUST fix the contradiction between dates.\n",stepm);
}
k=k+1;
- if (j >= jmax) jmax=j;
- if (j <= jmin) jmin=j;
+ if (j >= jmax){
+ jmax=j;
+ ijmax=i;
+ }
+ if (j <= jmin){
+ jmin=j;
+ ijmin=i;
+ }
sum=sum+j;
/*if (j<0) printf("j=%d num=%d \n",j,i);*/
/* printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
@@ -2240,8 +2328,14 @@ void concatwav(int wav[], int **dh, int
/* if (j<0) printf("%d %lf %lf %d %d %d\n", i,agev[mw[mi+1][i]][i], agev[mw[mi][i]][i],j,s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]); */
k=k+1;
- if (j >= jmax) jmax=j;
- else if (j <= jmin)jmin=j;
+ if (j >= jmax) {
+ jmax=j;
+ ijmax=i;
+ }
+ else if (j <= jmin){
+ jmin=j;
+ ijmin=i;
+ }
/* if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
/*printf("%d %lf %d %d %d\n", i,agev[mw[mi][i]][i],j,s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);*/
if(j<0){
@@ -2284,8 +2378,8 @@ void concatwav(int wav[], int **dh, int
} /* end wave */
}
jmean=sum/k;
- printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
- fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
+ printf("Delay (in months) between two waves Min=%d (for indiviudal %ld) Max=%d (%ld) Mean=%f\n\n ",jmin, num[ijmin], jmax, num[ijmax], jmean);
+ fprintf(ficlog,"Delay (in months) between two waves Min=%d (for indiviudal %ld) Max=%d (%ld) Mean=%f\n\n ",jmin, ijmin, jmax, ijmax, jmean);
}
/*********** Tricode ****************************/
@@ -2349,32 +2443,151 @@ void tricode(int *Tvar, int **nbcode, in
/*********** Health Expectancies ****************/
-void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij, int estepm,double delti[],double **matcov,char strstart[] )
+void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int cij, int estepm,char strstart[] )
{
- /* Health expectancies */
- int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
+ /* Health expectancies, no variances */
+ int i, j, nhstepm, hstepm, h, nstepm, k, cptj, cptj2, i2, j2;
double age, agelim, hf;
- double ***p3mat,***varhe;
+ double ***p3mat;
+ double eip;
+
+ pstamp(ficreseij);
+ fprintf(ficreseij,"# (a) Life expectancies by health status at initial age and (b) health expectancies by health status at initial age\n");
+ fprintf(ficreseij,"# Age");
+ for(i=1; i<=nlstate;i++){
+ for(j=1; j<=nlstate;j++){
+ fprintf(ficreseij," e%1d%1d ",i,j);
+ }
+ fprintf(ficreseij," e%1d. ",i);
+ }
+ fprintf(ficreseij,"\n");
+
+
+ if(estepm < stepm){
+ printf ("Problem %d lower than %d\n",estepm, stepm);
+ }
+ else hstepm=estepm;
+ /* We compute the life expectancy from trapezoids spaced every estepm months
+ * This is mainly to measure the difference between two models: for example
+ * if stepm=24 months pijx are given only every 2 years and by summing them
+ * we are calculating an estimate of the Life Expectancy assuming a linear
+ * progression in between and thus overestimating or underestimating according
+ * to the curvature of the survival function. If, for the same date, we
+ * estimate the model with stepm=1 month, we can keep estepm to 24 months
+ * to compare the new estimate of Life expectancy with the same linear
+ * hypothesis. A more precise result, taking into account a more precise
+ * curvature will be obtained if estepm is as small as stepm. */
+
+ /* For example we decided to compute the life expectancy with the smallest unit */
+ /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm.
+ nhstepm is the number of hstepm from age to agelim
+ nstepm is the number of stepm from age to agelin.
+ Look at hpijx to understand the reason of that which relies in memory size
+ and note for a fixed period like estepm months */
+ /* We decided (b) to get a life expectancy respecting the most precise curvature of the
+ survival function given by stepm (the optimization length). Unfortunately it
+ means that if the survival funtion is printed only each two years of age and if
+ you sum them up and add 1 year (area under the trapezoids) you won't get the same
+ results. So we changed our mind and took the option of the best precision.
+ */
+ hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */
+
+ agelim=AGESUP;
+ /* nhstepm age range expressed in number of stepm */
+ nstepm=(int) rint((agelim-age)*YEARM/stepm);
+ /* Typically if 20 years nstepm = 20*12/6=40 stepm */
+ /* if (stepm >= YEARM) hstepm=1;*/
+ nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
+ p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
+
+ for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
+ /* 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, cij);
+
+ hf=hstepm*stepm/YEARM; /* Duration of hstepm expressed in year unit. */
+
+ printf("%d|",(int)age);fflush(stdout);
+ fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
+
+ /* Computing expectancies */
+ for(i=1; i<=nlstate;i++)
+ for(j=1; j<=nlstate;j++)
+ for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
+ eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
+
+ /* if((int)age==70)printf("i=%2d,j=%2d,h=%2d,age=%3d,%9.4f,%9.4f,%9.4f\n",i,j,h,(int)age,p3mat[i][j][h],hf,eij[i][j][(int)age]);*/
+
+ }
+
+ fprintf(ficreseij,"%3.0f",age );
+ for(i=1; i<=nlstate;i++){
+ eip=0;
+ for(j=1; j<=nlstate;j++){
+ eip +=eij[i][j][(int)age];
+ fprintf(ficreseij,"%9.4f", eij[i][j][(int)age] );
+ }
+ fprintf(ficreseij,"%9.4f", eip );
+ }
+ fprintf(ficreseij,"\n");
+
+ }
+ free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
+ printf("\n");
+ fprintf(ficlog,"\n");
+
+}
+
+void cvevsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int cij, int estepm,double delti[],double **matcov,char strstart[] )
+
+{
+ /* Covariances of health expectancies eij and of total life expectancies according
+ to initial status i, ei. .
+ */
+ int i, j, nhstepm, hstepm, h, nstepm, k, cptj, cptj2, i2, j2, ij, ji;
+ double age, agelim, hf;
+ double ***p3matp, ***p3matm, ***varhe;
double **dnewm,**doldm;
- double *xp;
+ double *xp, *xm;
double **gp, **gm;
double ***gradg, ***trgradg;
int theta;
+ double eip, vip;
+
varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
xp=vector(1,npar);
+ xm=vector(1,npar);
dnewm=matrix(1,nlstate*nlstate,1,npar);
doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
- fprintf(ficreseij,"# Local time at start: %s", strstart);
- fprintf(ficreseij,"# Health expectancies\n");
- fprintf(ficreseij,"# Age");
- for(i=1; i<=nlstate;i++)
+ pstamp(ficresstdeij);
+ fprintf(ficresstdeij,"# Health expectancies with standard errors\n");
+ fprintf(ficresstdeij,"# Age");
+ for(i=1; i<=nlstate;i++){
for(j=1; j<=nlstate;j++)
- fprintf(ficreseij," %1d-%1d (SE)",i,j);
- fprintf(ficreseij,"\n");
+ fprintf(ficresstdeij," e%1d%1d (SE)",i,j);
+ fprintf(ficresstdeij," e%1d. ",i);
+ }
+ fprintf(ficresstdeij,"\n");
+ pstamp(ficrescveij);
+ fprintf(ficrescveij,"# Subdiagonal matrix of covariances of health expectancies by age: cov(eij,ekl)\n");
+ fprintf(ficrescveij,"# Age");
+ for(i=1; i<=nlstate;i++)
+ for(j=1; j<=nlstate;j++){
+ cptj= (j-1)*nlstate+i;
+ for(i2=1; i2<=nlstate;i2++)
+ for(j2=1; j2<=nlstate;j2++){
+ cptj2= (j2-1)*nlstate+i2;
+ if(cptj2 <= cptj)
+ fprintf(ficrescveij," %1d%1d,%1d%1d",i,j,i2,j2);
+ }
+ }
+ fprintf(ficrescveij,"\n");
+
if(estepm < stepm){
printf ("Problem %d lower than %d\n",estepm, stepm);
}
@@ -2404,77 +2617,64 @@ void evsij(char fileres[], double ***eij
*/
hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */
+ /* If stepm=6 months */
+ /* nhstepm age range expressed in number of stepm */
agelim=AGESUP;
- for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
- /* nhstepm age range expressed in number of stepm */
- nstepm=(int) rint((agelim-age)*YEARM/stepm);
- /* Typically if 20 years nstepm = 20*12/6=40 stepm */
- /* if (stepm >= YEARM) hstepm=1;*/
- nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
- p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
- gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
- gp=matrix(0,nhstepm,1,nlstate*nlstate);
- gm=matrix(0,nhstepm,1,nlstate*nlstate);
+ nstepm=(int) rint((agelim-age)*YEARM/stepm);
+ /* Typically if 20 years nstepm = 20*12/6=40 stepm */
+ /* if (stepm >= YEARM) hstepm=1;*/
+ nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
+
+ p3matp=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
+ p3matm=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
+ gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
+ trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
+ gp=matrix(0,nhstepm,1,nlstate*nlstate);
+ gm=matrix(0,nhstepm,1,nlstate*nlstate);
+
+ for (age=bage; age<=fage; age ++){
/* 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, ij);
-
hf=hstepm*stepm/YEARM; /* Duration of hstepm expressed in year unit. */
/* Computing Variances of health expectancies */
-
- for(theta=1; theta <=npar; theta++){
+ /* Gradient is computed with plus gp and minus gm. Code is duplicated in order to
+ decrease memory allocation */
+ for(theta=1; theta <=npar; theta++){
for(i=1; i<=npar; i++){
xp[i] = x[i] + (i==theta ?delti[theta]:0);
+ xm[i] = x[i] - (i==theta ?delti[theta]:0);
}
- hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);
+ hpxij(p3matp,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, cij);
+ hpxij(p3matm,nhstepm,age,hstepm,xm,nlstate,stepm,oldm,savm, cij);
- cptj=0;
for(j=1; j<= nlstate; j++){
for(i=1; i<=nlstate; i++){
- cptj=cptj+1;
- for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
- gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
+ for(h=0; h<=nhstepm-1; h++){
+ gp[h][(j-1)*nlstate + i] = (p3matp[i][j][h]+p3matp[i][j][h+1])/2.;
+ gm[h][(j-1)*nlstate + i] = (p3matm[i][j][h]+p3matm[i][j][h+1])/2.;
}
}
}
-
- for(i=1; i<=npar; i++)
- xp[i] = x[i] - (i==theta ?delti[theta]:0);
- hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);
-
- cptj=0;
- for(j=1; j<= nlstate; j++){
- for(i=1;i<=nlstate;i++){
- cptj=cptj+1;
- for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
-
- gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
- }
- }
- }
- for(j=1; j<= nlstate*nlstate; j++)
+ for(ij=1; ij<= nlstate*nlstate; ij++)
for(h=0; h<=nhstepm-1; h++){
- gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
+ gradg[h][theta][ij]= (gp[h][ij]-gm[h][ij])/2./delti[theta];
}
- }
-
-/* End theta */
-
- trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
-
- for(h=0; h<=nhstepm-1; h++)
+ }/* End theta */
+
+
+ for(h=0; h<=nhstepm-1; h++)
for(j=1; j<=nlstate*nlstate;j++)
for(theta=1; theta <=npar; theta++)
trgradg[h][j][theta]=gradg[h][theta][j];
-
+
- for(i=1;i<=nlstate*nlstate;i++)
- for(j=1;j<=nlstate*nlstate;j++)
- varhe[i][j][(int)age] =0.;
+ for(ij=1;ij<=nlstate*nlstate;ij++)
+ for(ji=1;ji<=nlstate*nlstate;ji++)
+ varhe[ij][ji][(int)age] =0.;
printf("%d|",(int)age);fflush(stdout);
fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
@@ -2482,39 +2682,60 @@ void evsij(char fileres[], double ***eij
for(k=0;k<=nhstepm-1;k++){
matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
- for(i=1;i<=nlstate*nlstate;i++)
- for(j=1;j<=nlstate*nlstate;j++)
- varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
+ for(ij=1;ij<=nlstate*nlstate;ij++)
+ for(ji=1;ji<=nlstate*nlstate;ji++)
+ varhe[ij][ji][(int)age] += doldm[ij][ji]*hf*hf;
}
}
/* Computing expectancies */
+ hpxij(p3matm,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, cij);
for(i=1; i<=nlstate;i++)
for(j=1; j<=nlstate;j++)
for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
- eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
+ eij[i][j][(int)age] += (p3matm[i][j][h]+p3matm[i][j][h+1])/2.0*hf;
-/* if((int)age==70)printf("i=%2d,j=%2d,h=%2d,age=%3d,%9.4f,%9.4f,%9.4f\n",i,j,h,(int)age,p3mat[i][j][h],hf,eij[i][j][(int)age]);*/
+ /* if((int)age==70)printf("i=%2d,j=%2d,h=%2d,age=%3d,%9.4f,%9.4f,%9.4f\n",i,j,h,(int)age,p3mat[i][j][h],hf,eij[i][j][(int)age]);*/
}
- fprintf(ficreseij,"%3.0f",age );
- cptj=0;
+ fprintf(ficresstdeij,"%3.0f",age );
+ for(i=1; i<=nlstate;i++){
+ eip=0.;
+ vip=0.;
+ for(j=1; j<=nlstate;j++){
+ eip += eij[i][j][(int)age];
+ for(k=1; k<=nlstate;k++) /* Sum on j and k of cov(eij,eik) */
+ vip += varhe[(j-1)*nlstate+i][(k-1)*nlstate+i][(int)age];
+ fprintf(ficresstdeij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[(j-1)*nlstate+i][(j-1)*nlstate+i][(int)age]) );
+ }
+ fprintf(ficresstdeij," %9.4f (%.4f)", eip, sqrt(vip));
+ }
+ fprintf(ficresstdeij,"\n");
+
+ fprintf(ficrescveij,"%3.0f",age );
for(i=1; i<=nlstate;i++)
for(j=1; j<=nlstate;j++){
- cptj++;
- fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
+ cptj= (j-1)*nlstate+i;
+ for(i2=1; i2<=nlstate;i2++)
+ for(j2=1; j2<=nlstate;j2++){
+ cptj2= (j2-1)*nlstate+i2;
+ if(cptj2 <= cptj)
+ fprintf(ficrescveij," %.4f", varhe[cptj][cptj2][(int)age]);
+ }
}
- fprintf(ficreseij,"\n");
+ fprintf(ficrescveij,"\n");
- free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
- free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
- free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
- free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
- free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
}
+ free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
+ free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
+ free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
+ free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
+ free_ma3x(p3matm,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
+ free_ma3x(p3matp,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
printf("\n");
fprintf(ficlog,"\n");
+ free_vector(xm,1,npar);
free_vector(xp,1,npar);
free_matrix(dnewm,1,nlstate*nlstate,1,npar);
free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
@@ -2575,7 +2796,7 @@ void varevsij(char optionfilefiname[], d
printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
- fprintf(ficresprobmorprev, "#Local time at start: %s", strstart);
+ pstamp(ficresprobmorprev);
fprintf(ficresprobmorprev,"# probabilities of dying before estepm=%d months for people of exact age and weighted probabilities w1*p1j+w2*p2j+... stand dev in()\n",estepm);
fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
for(j=nlstate+1; j<=(nlstate+ndeath);j++){
@@ -2590,12 +2811,16 @@ void varevsij(char optionfilefiname[], d
fprintf(fichtm,"\n
%s
\n",digitp);
/* } */
varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
- fprintf(ficresvij, "#Local time at start: %s", strstart);
- fprintf(ficresvij,"# Variance and covariance of health expectancies e.j \n# (weighted average of eij where weights are the stable prevalence in health states i\n");
+ pstamp(ficresvij);
+ fprintf(ficresvij,"# Variance and covariance of health expectancies e.j \n# (weighted average of eij where weights are ");
+ if(popbased==1)
+ fprintf(ficresvij,"the age specific prevalence observed in the population i.e cross-sectionally\n in each health state (popbased=1)");
+ else
+ fprintf(ficresvij,"the age specific period (stable) prevalences in each health state \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," Cov(e.%1d, e.%1d)",i,j);
fprintf(ficresvij,"\n");
xp=vector(1,npar);
@@ -2836,8 +3061,9 @@ void varprevlim(char fileres[], double *
double **gradg, **trgradg;
double age,agelim;
int theta;
- fprintf(ficresvpl, "#Local time at start: %s", strstart);
- fprintf(ficresvpl,"# Standard deviation of stable prevalences \n");
+
+ pstamp(ficresvpl);
+ fprintf(ficresvpl,"# Standard deviation of period (stable) prevalences \n");
fprintf(ficresvpl,"# Age");
for(i=1; i<=nlstate;i++)
fprintf(ficresvpl," %1d-%1d",i,i);
@@ -2951,15 +3177,15 @@ void varprob(char optionfilefiname[], do
fprintf(ficlog,"Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
printf("and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
- fprintf(ficresprob, "#Local time at start: %s", strstart);
+ pstamp(ficresprob);
fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
fprintf(ficresprob,"# Age");
- fprintf(ficresprobcov, "#Local time at start: %s", strstart);
+ pstamp(ficresprobcov);
fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
fprintf(ficresprobcov,"# Age");
- fprintf(ficresprobcor, "#Local time at start: %s", strstart);
+ pstamp(ficresprobcor);
fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
- fprintf(ficresprobcov,"# Age");
+ fprintf(ficresprobcor,"# Age");
for(i=1; i<=nlstate;i++)
@@ -3210,6 +3436,8 @@ To be simple, these graphs help to under
}
free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
+ free_matrix(doldm,1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
+ free_matrix(dnewm,1,(nlstate)*(nlstate+ndeath),1,npar);
free_vector(xp,1,npar);
fclose(ficresprob);
fclose(ficresprobcov);
@@ -3238,13 +3466,14 @@ void printinghtml(char fileres[], char t
- Estimated transition probabilities over %d (stepm) months: %s
\n ",
stepm,subdirf2(fileres,"pij"),subdirf2(fileres,"pij"));
fprintf(fichtm,"\
- - Stable prevalence in each health state: %s
\n",
+ - Period (stable) prevalence in each health state: %s
\n",
subdirf2(fileres,"pl"),subdirf2(fileres,"pl"));
fprintf(fichtm,"\
- - Life expectancies by age and initial health status (estepm=%2d months): \
+ - (a) Life expectancies by health status at initial age, (b) health expectancies by health status at initial age: ei., eij . If one or more covariate are included, specific tables for each value of the covariate are output in sequences within the same file (estepm=%2d months): \
%s
\n",
estepm,subdirf2(fileres,"e"),subdirf2(fileres,"e"));
+
fprintf(fichtm," \n
"); m=cptcoveff; @@ -3261,20 +3490,20 @@ fprintf(fichtm," \n