--- imach/src/imach.c 2002/11/20 07:56:21 1.62
+++ imach/src/imach.c 2006/03/22 17:13:53 1.124
@@ -1,4 +1,228 @@
-/* $Id: imach.c,v 1.62 2002/11/20 07:56:21 brouard Exp $
+/* $Id: imach.c,v 1.124 2006/03/22 17:13:53 lievre Exp $
+ $State: Exp $
+ $Log: imach.c,v $
+ Revision 1.124 2006/03/22 17:13:53 lievre
+ Parameters are printed with %lf instead of %f (more numbers after the comma).
+ The log-likelihood is printed in the log file
+
+ Revision 1.123 2006/03/20 10:52:43 brouard
+ * imach.c (Module):
changed, corresponds to .htm file
+ name. headers where missing.
+
+ * imach.c (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 1.122 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.
+
+ Revision 1.108 2006/01/19 18:05:42 lievre
+ Gnuplot problem appeared...
+ To be fixed
+
+ Revision 1.107 2006/01/19 16:20:37 brouard
+ Test existence of gnuplot in imach path
+
+ Revision 1.106 2006/01/19 13:24:36 brouard
+ Some cleaning and links added in html output
+
+ Revision 1.105 2006/01/05 20:23:19 lievre
+ *** empty log message ***
+
+ Revision 1.104 2005/09/30 16:11:43 lievre
+ (Module): sump fixed, loop imx fixed, and simplifications.
+ (Module): If the status is missing at the last wave but we know
+ that the person is alive, then we can code his/her status as -2
+ (instead of missing=-1 in earlier versions) and his/her
+ contributions to the likelihood is 1 - Prob of dying from last
+ health status (= 1-p13= p11+p12 in the easiest case of somebody in
+ the healthy state at last known wave). Version is 0.98
+
+ Revision 1.103 2005/09/30 15:54:49 lievre
+ (Module): sump fixed, loop imx fixed, and simplifications.
+
+ Revision 1.102 2004/09/15 17:31:30 brouard
+ Add the possibility to read data file including tab characters.
+
+ Revision 1.101 2004/09/15 10:38:38 brouard
+ Fix on curr_time
+
+ Revision 1.100 2004/07/12 18:29:06 brouard
+ Add version for Mac OS X. Just define UNIX in Makefile
+
+ Revision 1.99 2004/06/05 08:57:40 brouard
+ *** empty log message ***
+
+ Revision 1.98 2004/05/16 15:05:56 brouard
+ New version 0.97 . First attempt to estimate force of mortality
+ directly from the data i.e. without the need of knowing the health
+ state at each age, but using a Gompertz model: log u =a + b*age .
+ This is the basic analysis of mortality and should be done before any
+ other analysis, in order to test if the mortality estimated from the
+ cross-longitudinal survey is different from the mortality estimated
+ from other sources like vital statistic data.
+
+ The same imach parameter file can be used but the option for mle should be -3.
+
+ Agnès, who wrote this part of the code, tried to keep most of the
+ former routines in order to include the new code within the former code.
+
+ The output is very simple: only an estimate of the intercept and of
+ the slope with 95% confident intervals.
+
+ Current limitations:
+ A) Even if you enter covariates, i.e. with the
+ model= V1+V2 equation for example, the programm does only estimate a unique global model without covariates.
+ B) There is no computation of Life Expectancy nor Life Table.
+
+ Revision 1.97 2004/02/20 13:25:42 lievre
+ Version 0.96d. Population forecasting command line is (temporarily)
+ suppressed.
+
+ Revision 1.96 2003/07/15 15:38:55 brouard
+ * imach.c (Repository): Errors in subdirf, 2, 3 while printing tmpout is
+ rewritten within the same printf. Workaround: many printfs.
+
+ Revision 1.95 2003/07/08 07:54:34 brouard
+ * imach.c (Repository):
+ (Repository): Using imachwizard code to output a more meaningful covariance
+ matrix (cov(a12,c31) instead of numbers.
+
+ Revision 1.94 2003/06/27 13:00:02 brouard
+ Just cleaning
+
+ Revision 1.93 2003/06/25 16:33:55 brouard
+ (Module): On windows (cygwin) function asctime_r doesn't
+ exist so I changed back to asctime which exists.
+ (Module): Version 0.96b
+
+ Revision 1.92 2003/06/25 16:30:45 brouard
+ (Module): On windows (cygwin) function asctime_r doesn't
+ exist so I changed back to asctime which exists.
+
+ Revision 1.91 2003/06/25 15:30:29 brouard
+ * imach.c (Repository): Duplicated warning errors corrected.
+ (Repository): Elapsed time after each iteration is now output. It
+ helps to forecast when convergence will be reached. Elapsed time
+ is stamped in powell. We created a new html file for the graphs
+ concerning matrix of covariance. It has extension -cov.htm.
+
+ Revision 1.90 2003/06/24 12:34:15 brouard
+ (Module): Some bugs corrected for windows. Also, when
+ mle=-1 a template is output in file "or"mypar.txt with the design
+ of the covariance matrix to be input.
+
+ Revision 1.89 2003/06/24 12:30:52 brouard
+ (Module): Some bugs corrected for windows. Also, when
+ mle=-1 a template is output in file "or"mypar.txt with the design
+ of the covariance matrix to be input.
+
+ Revision 1.88 2003/06/23 17:54:56 brouard
+ * imach.c (Repository): Create a sub-directory where all the secondary files are. Only imach, htm, gp and r(imach) are on the main directory. Correct time and other things.
+
+ Revision 1.87 2003/06/18 12:26:01 brouard
+ Version 0.96
+
+ Revision 1.86 2003/06/17 20:04:08 brouard
+ (Module): Change position of html and gnuplot routines and added
+ routine fileappend.
+
+ Revision 1.85 2003/06/17 13:12:43 brouard
+ * imach.c (Repository): Check when date of death was earlier that
+ current date of interview. It may happen when the death was just
+ prior to the death. In this case, dh was negative and likelihood
+ was wrong (infinity). We still send an "Error" but patch by
+ assuming that the date of death was just one stepm after the
+ interview.
+ (Repository): Because some people have very long ID (first column)
+ we changed int to long in num[] and we added a new lvector for
+ memory allocation. But we also truncated to 8 characters (left
+ truncation)
+ (Repository): No more line truncation errors.
+
+ Revision 1.84 2003/06/13 21:44:43 brouard
+ * imach.c (Repository): Replace "freqsummary" at a correct
+ place. It differs from routine "prevalence" which may be called
+ many times. Probs is memory consuming and must be used with
+ parcimony.
+ Version 0.95a3 (should output exactly the same maximization than 0.8a2)
+
+ Revision 1.83 2003/06/10 13:39:11 lievre
+ *** empty log message ***
+
+ Revision 1.82 2003/06/05 15:57:20 brouard
+ Add log in imach.c and fullversion number is now printed.
+
+*/
+/*
Interpolated Markov Chain
Short summary of the programme:
@@ -32,14 +256,14 @@
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
+ states. This elementary transition (by month, quarter,
+ semester or year) is modelled 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 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.
@@ -48,19 +272,70 @@
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 .
+
+ Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
+ or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
+
**********************************************************************/
+/*
+ main
+ read parameterfile
+ read datafile
+ concatwav
+ freqsummary
+ if (mle >= 1)
+ mlikeli
+ print results files
+ if mle==1
+ computes hessian
+ read end of parameter file: agemin, agemax, bage, fage, estepm
+ begin-prev-date,...
+ open gnuplot file
+ open html file
+ period (stable) prevalence
+ for age prevalim()
+ h Pij x
+ variance of p varprob
+ forecasting if prevfcast==1 prevforecast call prevalence()
+ health expectancies
+ Variance-covariance of DFLE
+ prevalence()
+ movingaverage()
+ varevsij()
+ if popbased==1 varevsij(,popbased)
+ total life expectancies
+ Variance of period (stable) prevalence
+ end
+*/
+
+
+
#include
#include
#include
+#include
#include
+#include
+#include
+#include
+#include
+extern int errno;
+
+/* #include */
+#include
+#include "timeval.h"
+
+/* #include */
+/* #define _(String) gettext (String) */
+
#define MAXLINE 256
+
#define GNUPLOTPROGRAM "gnuplot"
/*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
-#define FILENAMELENGTH 80
-/*#define DEBUG*/
-#define windows
+#define FILENAMELENGTH 132
+
#define GLOCK_ERROR_NOPATH -1 /* empty path */
#define GLOCK_ERROR_GETCWD -2 /* cannot get cwd */
@@ -75,16 +350,25 @@
#define YEARM 12. /* Number of months per year */
#define AGESUP 130
#define AGEBASE 40
-#ifdef windows
-#define DIRSEPARATOR '\\'
-#define ODIRSEPARATOR '/'
-#else
+#define AGEGOMP 10. /* Minimal age for Gompertz adjustment */
+#ifdef UNIX
#define DIRSEPARATOR '/'
+#define CHARSEPARATOR "/"
#define ODIRSEPARATOR '\\'
+#else
+#define DIRSEPARATOR '\\'
+#define CHARSEPARATOR "\\"
+#define ODIRSEPARATOR '/'
#endif
-char version[80]="Imach version 0.9, November 2002, INED-EUROREVES ";
-int erreur; /* Error number */
+/* $Id: imach.c,v 1.124 2006/03/22 17:13:53 lievre Exp $ */
+/* $State: Exp $ */
+
+char version[]="Imach version 0.98g, March 2006, INED-EUROREVES-Institut de longevite ";
+char fullversion[]="$Revision: 1.124 $ $Date: 2006/03/22 17:13:53 $";
+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;
int npar=NPARMAX;
@@ -96,6 +380,9 @@ 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;
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 */
@@ -104,28 +391,55 @@ 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 *ficlog;
+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 */
+long ipmx; /* Number of contributions */
+double sw; /* Sum of weights */
+char filerespow[FILENAMELENGTH];
+char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */
+FILE *ficresilk;
FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
FILE *ficresprobmorprev;
-FILE *fichtm; /* Html File */
+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;
char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
+
char filelog[FILENAMELENGTH]; /* Log file */
char filerest[FILENAMELENGTH];
char fileregp[FILENAMELENGTH];
char popfile[FILENAMELENGTH];
-char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];
+char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH], optionfilehtmcov[FILENAMELENGTH] ;
+
+struct timeval start_time, end_time, curr_time, last_time, forecast_time;
+struct timezone tzp;
+extern int gettimeofday();
+struct tm tmg, tm, tmf, *gmtime(), *localtime();
+long time_value;
+extern long time();
+char strcurr[80], strfor[80];
+
+char *endptr;
+long lval;
+double dval;
#define NR_END 1
#define FREE_ARG char*
@@ -154,24 +468,28 @@ static double maxarg1,maxarg2;
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 agegomp= AGEGOMP;
int imx;
-int stepm;
+int stepm=1;
/* Stepm, step in month: minimum step interpolation*/
int estepm;
/* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
int m,nb;
-int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;
+long *num;
+int firstpass=0, lastpass=4,*cod, *ncodemax, *Tage,*cens;
double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
double **pmmij, ***probs;
+double *ageexmed,*agecens;
double dateintmean=0;
double *weight;
int **s; /* Status */
double *agedc, **covar, idx;
int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
+double *lsurv, *lpop, *tpop;
double ftol=FTOL; /* Tolerance for computing Max Likelihood */
double ftolhess; /* Tolerance for computing hessian */
@@ -179,27 +497,26 @@ double ftolhess; /* Tolerance for comput
/**************** split *************************/
static int split( char *path, char *dirc, char *name, char *ext, char *finame )
{
+ /* From a file name with (full) path (either Unix or Windows) we extract the directory (dirc)
+ the name of the file (name), its extension only (ext) and its first part of the name (finame)
+ */
char *ss; /* pointer */
int l1, l2; /* length counters */
l1 = strlen(path ); /* length of path */
if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
ss= strrchr( path, DIRSEPARATOR ); /* find last / */
- if ( ss == NULL ) { /* no directory, so use current */
+ if ( ss == NULL ) { /* no directory, so determine current directory */
+ strcpy( name, path ); /* we got the fullname name because no directory */
/*if(strrchr(path, ODIRSEPARATOR )==NULL)
printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
-#if defined(__bsd__) /* get current working directory */
- extern char *getwd( );
-
- if ( getwd( dirc ) == NULL ) {
-#else
- extern char *getcwd( );
-
+ /* get current working directory */
+ /* extern char* getcwd ( char *buf , int len);*/
if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
-#endif
return( GLOCK_ERROR_GETCWD );
}
- strcpy( name, path ); /* we've got it */
+ /* got dirc from getcwd*/
+ printf(" DIRC = %s \n",dirc);
} else { /* strip direcotry from path */
ss++; /* after this, the filename */
l2 = strlen( ss ); /* length of filename */
@@ -207,30 +524,35 @@ static int split( char *path, char *dirc
strcpy( name, ss ); /* save file name */
strncpy( dirc, path, l1 - l2 ); /* now the directory */
dirc[l1-l2] = 0; /* add zero */
+ printf(" DIRC2 = %s \n",dirc);
}
+ /* We add a separator at the end of dirc if not exists */
l1 = strlen( dirc ); /* length of directory */
-#ifdef windows
- if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
-#else
- if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
-#endif
+ if( dirc[l1-1] != DIRSEPARATOR ){
+ dirc[l1] = DIRSEPARATOR;
+ dirc[l1+1] = 0;
+ printf(" DIRC3 = %s \n",dirc);
+ }
ss = strrchr( name, '.' ); /* find last / */
- ss++;
- strcpy(ext,ss); /* save extension */
- l1= strlen( name);
- l2= strlen(ss)+1;
- strncpy( finame, name, l1-l2);
- finame[l1-l2]= 0;
+ if (ss >0){
+ ss++;
+ strcpy(ext,ss); /* save extension */
+ l1= strlen( name);
+ l2= strlen(ss)+1;
+ strncpy( finame, name, l1-l2);
+ finame[l1-l2]= 0;
+ }
+
return( 0 ); /* we're done */
}
/******************************************/
-void replace(char *s, char*t)
+void replace_back_to_slash(char *s, char*t)
{
int i;
- int lg=20;
+ int lg=0;
i=0;
lg=strlen(t);
for(i=0; i<= lg; i++) {
@@ -253,8 +575,8 @@ int nbocc(char *s, char occ)
void cutv(char *u,char *v, char*t, char occ)
{
- /* cuts string t into u and v where u is ended by char occ excluding it
- and v is after occ excluding it too : ex cutv(u,v,"abcdef2ghi2j",2)
+ /* cuts string t into u and v where u ends before first occurence of char 'occ'
+ and v starts after first occurence of char 'occ' : ex cutv(u,v,"abcdef2ghi2j",'2')
gives u="abcedf" and v="ghi2j" */
int i,lg,j,p=0;
i=0;
@@ -311,6 +633,21 @@ void free_ivector(int *v, long nl, long
free((FREE_ARG)(v+nl-NR_END));
}
+/************************lvector *******************************/
+long *lvector(long nl,long nh)
+{
+ long *v;
+ v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long)));
+ if (!v) nrerror("allocation failure in ivector");
+ return v-nl+NR_END;
+}
+
+/******************free lvector **************************/
+void free_lvector(long *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] */
@@ -365,6 +702,8 @@ double **matrix(long nrl, long nrh, long
for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
return m;
+ /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1])
+ */
}
/*************************free matrix ************************/
@@ -404,7 +743,10 @@ double ***ma3x(long nrl, long nrh, long
for (j=ncl+1; j<=nch; j++)
m[i][j]=m[i][j-1]+nlay;
}
- return m;
+ return m;
+ /* gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
+ &(m[i][j][k]) <=> *((*(m+i) + j)+k)
+ */
}
/*************************free ma3x ************************/
@@ -415,6 +757,41 @@ void free_ma3x(double ***m, long nrl, lo
free((FREE_ARG)(m+nrl-NR_END));
}
+/*************** function subdirf ***********/
+char *subdirf(char fileres[])
+{
+ /* Caution optionfilefiname is hidden */
+ strcpy(tmpout,optionfilefiname);
+ strcat(tmpout,"/"); /* Add to the right */
+ strcat(tmpout,fileres);
+ return tmpout;
+}
+
+/*************** function subdirf2 ***********/
+char *subdirf2(char fileres[], char *preop)
+{
+
+ /* Caution optionfilefiname is hidden */
+ strcpy(tmpout,optionfilefiname);
+ strcat(tmpout,"/");
+ strcat(tmpout,preop);
+ strcat(tmpout,fileres);
+ return tmpout;
+}
+
+/*************** function subdirf3 ***********/
+char *subdirf3(char fileres[], char *preop, char *preop2)
+{
+
+ /* Caution optionfilefiname is hidden */
+ strcpy(tmpout,optionfilefiname);
+ strcat(tmpout,"/");
+ strcat(tmpout,preop);
+ strcat(tmpout,preop2);
+ strcat(tmpout,fileres);
+ return tmpout;
+}
+
/***************** f1dim *************************/
extern int ncom;
extern double *pcom,*xicom;
@@ -590,6 +967,19 @@ void linmin(double p[], double xi[], int
free_vector(pcom,1,n);
}
+char *asc_diff_time(long time_sec, char ascdiff[])
+{
+ long sec_left, days, hours, minutes;
+ days = (time_sec) / (60*60*24);
+ sec_left = (time_sec) % (60*60*24);
+ hours = (sec_left) / (60*60) ;
+ sec_left = (sec_left) %(60*60);
+ minutes = (sec_left) /60;
+ sec_left = (sec_left) % (60);
+ sprintf(ascdiff,"%d day(s) %d hour(s) %d minute(s) %d second(s)",days, hours, minutes, sec_left);
+ return ascdiff;
+}
+
/*************** powell ************************/
void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,
double (*func)(double []))
@@ -600,6 +990,8 @@ void powell(double p[], double **xi, int
double del,t,*pt,*ptt,*xit;
double fp,fptt;
double *xits;
+ int niterf, itmp;
+
pt=vector(1,n);
ptt=vector(1,n);
xit=vector(1,n);
@@ -610,13 +1002,41 @@ void powell(double p[], double **xi, int
fp=(*fret);
ibig=0;
del=0.0;
- printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
- fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
- for (i=1;i<=n;i++)
+ last_time=curr_time;
+ (void) gettimeofday(&curr_time,&tzp);
+ printf("\nPowell iter=%d -2*LL=%.12f %ld sec. %ld sec.",*iter,*fret, curr_time.tv_sec-last_time.tv_sec, curr_time.tv_sec-start_time.tv_sec);fflush(stdout);
+ fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f %ld sec. %ld sec.",*iter,*fret, curr_time.tv_sec-last_time.tv_sec, curr_time.tv_sec-start_time.tv_sec); fflush(ficlog);
+/* fprintf(ficrespow,"%d %.12f %ld",*iter,*fret,curr_time.tv_sec-start_time.tv_sec); */
+ for (i=1;i<=n;i++) {
printf(" %d %.12f",i, p[i]);
- fprintf(ficlog," %d %.12f",i, p[i]);
+ fprintf(ficlog," %d %.12lf",i, p[i]);
+ fprintf(ficrespow," %.12lf", p[i]);
+ }
printf("\n");
fprintf(ficlog,"\n");
+ fprintf(ficrespow,"\n");fflush(ficrespow);
+ if(*iter <=3){
+ tm = *localtime(&curr_time.tv_sec);
+ strcpy(strcurr,asctime(&tm));
+/* asctime_r(&tm,strcurr); */
+ forecast_time=curr_time;
+ itmp = strlen(strcurr);
+ if(strcurr[itmp-1]=='\n') /* Windows outputs with a new line */
+ strcurr[itmp-1]='\0';
+ printf("\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
+ fprintf(ficlog,"\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
+ for(niterf=10;niterf<=30;niterf+=10){
+ forecast_time.tv_sec=curr_time.tv_sec+(niterf-*iter)*(curr_time.tv_sec-last_time.tv_sec);
+ tmf = *localtime(&forecast_time.tv_sec);
+/* asctime_r(&tmf,strfor); */
+ strcpy(strfor,asctime(&tmf));
+ itmp = strlen(strfor);
+ if(strfor[itmp-1]=='\n')
+ strfor[itmp-1]='\0';
+ printf(" - if your program needs %d iterations to converge, convergence will be \n reached in %s i.e.\n on %s (current time is %s);\n",niterf, asc_diff_time(forecast_time.tv_sec-curr_time.tv_sec,tmpout),strfor,strcurr);
+ fprintf(ficlog," - if your program needs %d iterations to converge, convergence will be \n reached in %s i.e.\n on %s (current time is %s);\n",niterf, asc_diff_time(forecast_time.tv_sec-curr_time.tv_sec,tmpout),strfor,strcurr);
+ }
+ }
for (i=1;i<=n;i++) {
for (j=1;j<=n;j++) xit[j]=xi[j][i];
fptt=(*fret);
@@ -708,7 +1128,7 @@ 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)
{
@@ -779,57 +1199,57 @@ double **pmij(double **ps, double *cov,
int i,j,j1, nc, ii, jj;
for(i=1; i<= nlstate; i++){
- for(j=1; ji s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
+ for(j=1; ji s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2); */
+ }
+ ps[i][j]=s2;
}
- ps[i][j]=s2;
}
- }
/*ps[3][2]=1;*/
-
- for(i=1; i<= nlstate; i++){
- s1=0;
- for(j=1; j 1 the results are less biased than in previous versions.
*/
s1=s[mw[mi][i]][i];
s2=s[mw[mi+1][i]][i];
- bbh=(double)bh[mi][i]/(double)stepm;
- lli= (savm[s1][s2]>(double)1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));
- /*lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.-bbh)*out[s1][s2]));*/
+ bbh=(double)bh[mi][i]/(double)stepm;
+ /* bias bh is positive if real duration
+ * is higher than the multiple of stepm and negative otherwise.
+ */
+ /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
+ if( s2 > nlstate){
+ /* i.e. if s2 is a death state and if the date of death is known
+ then the contribution to the likelihood is the probability to
+ die between last step unit time and current step unit time,
+ which is also equal to probability to die before dh
+ minus probability to die before dh-stepm .
+ In version up to 0.92 likelihood was computed
+ as if date of death was unknown. Death was treated as any other
+ health state: the date of the interview describes the actual state
+ and not the date of a change in health state. The former idea was
+ to consider that at each interview the state was recorded
+ (healthy, disable or death) and IMaCh was corrected; but when we
+ introduced the exact date of death then we should have modified
+ the contribution of an exact death to the likelihood. This new
+ contribution is smaller and very dependent of the step unit
+ stepm. It is no more the probability to die between last interview
+ and month of death but the probability to survive from last
+ interview up to one month before death multiplied by the
+ probability to die within a month. Thanks to Chris
+ Jackson for correcting this bug. Former versions increased
+ mortality artificially. The bad side is that we add another loop
+ which slows down the processing. The difference can be up to 10%
+ lower mortality.
+ */
+ lli=log(out[s1][s2] - savm[s1][s2]);
+
+
+ } else if (s2==-2) {
+ for (j=1,survp=0. ; j<=nlstate; j++)
+ survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j];
+ /*survp += out[s1][j]; */
+ lli= log(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 */
+ }
/*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
/*if(lli ==000.0)*/
/*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
+ ipmx +=1;
+ sw += weight[i];
+ ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
+ } /* end of wave */
+ } /* end of individual */
+ } else if(mle==2){
+ for (i=1,ipmx=0, sw=0.; i<=imx; i++){
+ for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][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);
+ savm[ii][j]=(ii==j ? 1.0 : 0.0);
+ }
+ for(d=0; d<=dh[mi][i]; d++){
+ newm=savm;
+ cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
+ for (kk=1; kk<=cptcovage;kk++) {
+ cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
+ }
+ out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
+ 1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
+ savm=oldm;
+ oldm=newm;
+ } /* end mult */
+
+ s1=s[mw[mi][i]][i];
+ s2=s[mw[mi+1][i]][i];
+ bbh=(double)bh[mi][i]/(double)stepm;
+ 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 */
+ ipmx +=1;
+ sw += weight[i];
+ ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
+ } /* end of wave */
+ } /* end of individual */
+ } else if(mle==3){ /* exponential inter-extrapolation */
+ for (i=1,ipmx=0, sw=0.; i<=imx; i++){
+ for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][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);
+ savm[ii][j]=(ii==j ? 1.0 : 0.0);
+ }
+ for(d=0; d1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* exponential inter-extrapolation */
+ ipmx +=1;
+ sw += weight[i];
+ ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
+ } /* end of wave */
+ } /* end of individual */
+ }else if (mle==4){ /* ml=4 no inter-extrapolation */
+ for (i=1,ipmx=0, sw=0.; i<=imx; i++){
+ for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][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);
+ savm[ii][j]=(ii==j ? 1.0 : 0.0);
+ }
+ for(d=0; d nlstate){
+ lli=log(out[s1][s2] - savm[s1][s2]);
+ }else{
+ lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
+ }
ipmx +=1;
sw += weight[i];
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]); */
} /* end of wave */
} /* end of individual */
- } else{
+ }else{ /* ml=5 no inter-extrapolation no jackson =0.8a */
for (i=1,ipmx=0, sw=0.; i<=imx; i++){
for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
for(mi=1; mi<= wav[i]-1; mi++){
@@ -1001,10 +1567,13 @@ double func( double *x)
oldm=newm;
} /* end mult */
+ s1=s[mw[mi][i]][i];
+ s2=s[mw[mi+1][i]][i];
lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
ipmx +=1;
sw += weight[i];
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]);*/
} /* end of wave */
} /* end of individual */
} /* End of if */
@@ -1014,23 +1583,165 @@ double func( double *x)
return -l;
}
+/*************** log-likelihood *************/
+double funcone( double *x)
+{
+ /* Same as likeli but slower because of a lot of printf and if */
+ int i, ii, j, k, mi, d, kk;
+ double l, ll[NLSTATEMAX], cov[NCOVMAX];
+ double **out;
+ double lli; /* Individual log likelihood */
+ double llt;
+ int s1, s2;
+ double bbh, survp;
+ /*extern weight */
+ /* We are differentiating ll according to initial status */
+ /* for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
+ /*for(i=1;i nlstate && (mle <5) ){ /* Jackson */
+ lli=log(out[s1][s2] - savm[s1][s2]);
+ } 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 */
+ } else if(mle==3){ /* exponential inter-extrapolation */
+ lli= (savm[s1][s2]>(double)1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* exponential inter-extrapolation */
+ } else if (mle==4){ /* mle=4 no inter-extrapolation */
+ lli=log(out[s1][s2]); /* Original formula */
+ } else{ /* ml>=5 no inter-extrapolation no jackson =0.8a */
+ lli=log(out[s1][s2]); /* Original formula */
+ } /* End of if */
+ ipmx +=1;
+ sw += weight[i];
+ 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 %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++){
+ llt +=ll[k]*gipmx/gsw;
+ fprintf(ficresilk," %10.6f",-ll[k]*gipmx/gsw);
+ }
+ fprintf(ficresilk," %10.6f\n", -llt);
+ }
+ } /* 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 */
+ if(globpr==0){ /* First time we count the contributions and weights */
+ gipmx=ipmx;
+ gsw=sw;
+ }
+ return -l;
+}
+
+
+/*************** function likelione ***********/
+void likelione(FILE *ficres,double p[], int npar, int nlstate, int *globpri, long *ipmx, double *sw, double *fretone, double (*funcone)(double []))
+{
+ /* This routine should help understanding what is done with
+ the selection of individuals/waves and
+ to check the exact contribution to the likelihood.
+ Plotting could be done.
+ */
+ int k;
+
+ if(*globpri !=0){ /* Just counts and sums, no printings */
+ strcpy(fileresilk,"ilk");
+ strcat(fileresilk,fileres);
+ if((ficresilk=fopen(fileresilk,"w"))==NULL) {
+ printf("Problem with resultfile: %s\n", fileresilk);
+ fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
+ }
+ fprintf(ficresilk, "#individual(line's_record) s1 s2 wave# effective_wave# number_of_matrices_product pij weight -2ln(pij)*weight 0pij_x 0pij_(x-stepm) cumulating_loglikeli_by_health_state(reweighted=-2ll*weightXnumber_of_contribs/sum_of_weights) and_total\n");
+ fprintf(ficresilk, "#num_i i s1 s2 mi mw dh likeli weight 2wlli out sav ");
+ /* 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; k<=nlstate; k++)
+ fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k);
+ fprintf(ficresilk," -2*gipw/gsw*weight*ll(total)\n");
+ }
+
+ *fretone=(*funcone)(p);
+ if(*globpri !=0){
+ fclose(ficresilk);
+ fprintf(fichtm,"\n
File of contributions to the likelihood: %s
\n",subdirf(fileresilk),subdirf(fileresilk));
+ fflush(fichtm);
+ }
+ return;
+}
+
/*********** Maximum Likelihood Estimation ***************/
void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
{
int i,j, iter;
- double **xi,*delti;
+ double **xi;
double fret;
+ double fretone; /* Only one call to likelihood */
+ /* char filerespow[FILENAMELENGTH];*/
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"); fprintf(ficlog,"Powell\n");
+ strcpy(filerespow,"pow");
+ strcat(filerespow,fileres);
+ if((ficrespow=fopen(filerespow,"w"))==NULL) {
+ printf("Problem with resultfile: %s\n", filerespow);
+ fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
+ }
+ fprintf(ficrespow,"# Powell\n# iter -2*LL");
+ for (i=1;i<=nlstate;i++)
+ for(j=1;j<=nlstate+ndeath;j++)
+ if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
+ fprintf(ficrespow,"\n");
+
powell(p,xi,npar,ftol,&iter,&fret,func);
- printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
- fprintf(ficlog,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
+ 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));
fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
}
@@ -1043,11 +1754,11 @@ void hesscov(double **matcov, double p[]
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);
+ double hessii(double p[], double delta, int theta, double delti[],double (*func)(double []),int npar);
+ double hessij(double p[], double delti[], int i, int j,double (*func)(double []),int npar);
void lubksb(double **a, int npar, int *indx, double b[]) ;
void ludcmp(double **a, int npar, int *indx, double *d) ;
-
+ double gompertz(double p[]);
hess=matrix(1,npar,1,npar);
printf("\nCalculation of the hessian matrix. Wait...\n");
@@ -1055,9 +1766,11 @@ void hesscov(double **matcov, double p[]
for (i=1;i<=npar;i++){
printf("%d",i);fflush(stdout);
fprintf(ficlog,"%d",i);fflush(ficlog);
- hess[i][i]=hessii(p,ftolhess,i,delti);
- /*printf(" %f ",p[i]);*/
- /*printf(" %lf ",hess[i][i]);*/
+
+ hess[i][i]=hessii(p,ftolhess,i,delti,func,npar);
+
+ /* printf(" %f ",p[i]);
+ printf(" %lf %lf %lf",hess[i][i],ftolhess,delti[i]);*/
}
for (i=1;i<=npar;i++) {
@@ -1065,7 +1778,8 @@ void hesscov(double **matcov, double p[]
if (j>i) {
printf(".%d%d",i,j);fflush(stdout);
fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
- hess[i][j]=hessij(p,delti,i,j);
+ hess[i][j]=hessij(p,delti,i,j,func,npar);
+
hess[j][i]=hess[i][j];
/*printf(" %lf ",hess[i][j]);*/
}
@@ -1136,14 +1850,14 @@ void hesscov(double **matcov, double p[]
}
/*************** hessian matrix ****************/
-double hessii( double x[], double delta, int theta, double delti[])
+double hessii(double x[], double delta, int theta, double delti[], double (*func)(double []), int npar)
{
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 delt=0.0001, delts, nkhi=10.,nkhif=1., khi=1.e-4;
double fx;
int k=0,kmax=10;
double l1;
@@ -1183,7 +1897,7 @@ double hessii( double x[], double delta,
}
-double hessij( double x[], double delti[], int thetai,int thetaj)
+double hessij( double x[], double delti[], int thetai,int thetaj,double (*func)(double []),int npar)
{
int i;
int l=1, l1, lmax=20;
@@ -1292,20 +2006,24 @@ 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 agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvaraff, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2,double jprev1, double mprev1,double anprev1,double jprev2, double mprev2,double anprev2)
+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 */
int i, m, jk, k1,i1, j1, bool, z1,z2,j;
int first;
double ***freq; /* Frequencies */
- double *pp;
- double pos, k2, dateintsum=0,k2cpt=0;
- FILE *ficresp;
+ double *pp, **prop;
+ double pos,posprop, k2, dateintsum=0,k2cpt=0;
char fileresp[FILENAMELENGTH];
pp=vector(1,nlstate);
- probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
+ prop=matrix(1,nlstate,iagemin,iagemax+3);
strcpy(fileresp,"p");
strcat(fileresp,fileres);
if((ficresp=fopen(fileresp,"w"))==NULL) {
@@ -1313,7 +2031,7 @@ void freqsummary(char fileres[], int ag
fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
exit(0);
}
- freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);
+ freq= ma3x(-5,nlstate+ndeath,-5,nlstate+ndeath,iagemin,iagemax+3);
j1=0;
j=cptcoveff;
@@ -1326,10 +2044,14 @@ void freqsummary(char fileres[], int ag
j1++;
/*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
scanf("%d", i);*/
- for (i=-1; i<=nlstate+ndeath; i++)
- for (jk=-1; jk<=nlstate+ndeath; jk++)
- for(m=agemin; m <= agemax+3; m++)
+ for (i=-5; i<=nlstate+ndeath; i++)
+ for (jk=-5; jk<=nlstate+ndeath; jk++)
+ for(m=iagemin; m <= iagemax+3; m++)
freq[i][jk][m]=0;
+
+ for (i=1; i<=nlstate; i++)
+ for(m=iagemin; m <= iagemax+3; m++)
+ prop[i][m]=0;
dateintsum=0;
k2cpt=0;
@@ -1343,25 +2065,26 @@ void freqsummary(char fileres[], int ag
if (bool==1){
for(m=firstpass; m<=lastpass; m++){
k2=anint[m][i]+(mint[m][i]/12.);
- if ((k2>=dateprev1) && (k2<=dateprev2)) {
- if(agev[m][i]==0) agev[m][i]=agemax+1;
- if(agev[m][i]==1) agev[m][i]=agemax+2;
+ /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
+ if(agev[m][i]==0) agev[m][i]=iagemax+1;
+ if(agev[m][i]==1) agev[m][i]=iagemax+2;
+ if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
if (m1) && (agev[m][i]< (agemax+3))) {
+ if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
dateintsum=dateintsum+k2;
k2cpt++;
}
- }
+ /*}*/
}
}
}
- fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);
-
+ /* fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
+ 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]]);
@@ -1371,9 +2094,10 @@ void freqsummary(char fileres[], int ag
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){
+ for(i=iagemin; i <= iagemax+3; i++){
+ if(i==iagemax+3){
fprintf(ficlog,"Total");
+ fprintf(fichtm,"
Total
");
}else{
if(first==1){
first=0;
@@ -1403,10 +2127,11 @@ void freqsummary(char fileres[], int ag
for(jk=1; jk <=nlstate ; jk++){
for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
pp[jk] += freq[jk][m][i];
- }
-
- for(jk=1,pos=0; jk <=nlstate ; jk++)
+ }
+ for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
pos += pp[jk];
+ posprop += prop[jk][i];
+ }
for(jk=1; jk <=nlstate ; jk++){
if(pos>=1.e-5){
if(first==1)
@@ -1417,14 +2142,14 @@ void freqsummary(char fileres[], int ag
printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
}
- if( i <= (int) agemax){
+ if( i <= iagemax){
if(pos>=1.e-5){
- fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);
- probs[i][jk][j1]= pp[jk]/pos;
+ fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
+ /*probs[i][jk][j1]= pp[jk]/pos;*/
/*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
}
else
- fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);
+ fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
}
}
@@ -1435,7 +2160,7 @@ void freqsummary(char fileres[], int ag
printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
}
- if(i <= (int) agemax)
+ if(i <= iagemax)
fprintf(ficresp,"\n");
if(first==1)
printf("Others in log...\n");
@@ -1446,24 +2171,32 @@ void freqsummary(char fileres[], int ag
dateintmean=dateintsum/k2cpt;
fclose(ficresp);
- free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);
+ free_ma3x(freq,-5,nlstate+ndeath,-5,nlstate+ndeath, iagemin, iagemax+3);
free_vector(pp,1,nlstate);
-
+ free_matrix(prop,1,nlstate,iagemin, iagemax+3);
/* End of Freq */
}
/************ Prevalence ********************/
-void prevalence(int agemin, float agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2, double calagedate)
-{ /* Some frequencies */
+void prevalence(double ***probs, double agemin, double agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2, int firstpass, int lastpass)
+{
+ /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
+ in each health status at the date of interview (if between dateprev1 and dateprev2).
+ We still use firstpass and lastpass as another selection.
+ */
int i, m, jk, k1, i1, j1, bool, z1,z2,j;
double ***freq; /* Frequencies */
- double *pp;
- double pos, k2;
-
- pp=vector(1,nlstate);
-
- freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);
+ double *pp, **prop;
+ double pos,posprop;
+ double y2; /* in fractional years */
+ int iagemin, iagemax;
+
+ iagemin= (int) agemin;
+ iagemax= (int) agemax;
+ /*pp=vector(1,nlstate);*/
+ prop=matrix(1,nlstate,iagemin,iagemax+3);
+ /* freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
j1=0;
j=cptcoveff;
@@ -1473,12 +2206,11 @@ void prevalence(int agemin, float agemax
for(i1=1; i1<=ncodemax[k1];i1++){
j1++;
- 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<=nlstate; i++)
+ for(m=iagemin; m <= iagemax+3; m++)
+ prop[i][m]=0.0;
- for (i=1; i<=imx; i++) {
+ for (i=1; i<=imx; i++) { /* Each individual */
bool=1;
if (cptcovn>0) {
for (z1=1; z1<=cptcoveff; z1++)
@@ -1486,55 +2218,42 @@ void prevalence(int agemin, float agemax
bool=0;
}
if (bool==1) {
- for(m=firstpass; m<=lastpass; m++){
- k2=anint[m][i]+(mint[m][i]/12.);
- if ((k2>=dateprev1) && (k2<=dateprev2)) {
- if(agev[m][i]==0) agev[m][i]=agemax+1;
- if(agev[m][i]==1) agev[m][i]=agemax+2;
- if (m0)
- freq[s[m][i]][s[m+1][i]][(int)(agev[m][i]+1-((int)calagedate %12)/12.)] += weight[i];
- else
- 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];
- }
+ for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
+ y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
+ if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
+ if(agev[m][i]==0) agev[m][i]=iagemax+1;
+ if(agev[m][i]==1) agev[m][i]=iagemax+2;
+ if((int)agev[m][i] iagemax+3) printf("Error on individual =%d agev[m][i]=%f m=%d\n",i, agev[m][i],m);
+ if (s[m][i]>0 && s[m][i]<=nlstate) {
+ /*if(i>4620) printf(" i=%d m=%d s[m][i]=%d (int)agev[m][i]=%d weight[i]=%f prop=%f\n",i,m,s[m][i],(int)agev[m][m],weight[i],prop[s[m][i]][(int)agev[m][i]]);*/
+ prop[s[m][i]][(int)agev[m][i]] += weight[i];
+ prop[s[m][i]][iagemax+3] += weight[i];
+ }
}
- }
+ } /* end selection of waves */
}
}
- for(i=(int)agemin; i <= (int)agemax+3; 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];
- }
-
- for(jk=1; jk <=nlstate ; jk++){
- for(m=0, 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(i=iagemin; i <= iagemax+3; i++){
- for(jk=1; jk <=nlstate ; jk++){
- if( i <= (int) agemax){
- if(pos>=1.e-5){
- probs[i][jk][j1]= pp[jk]/pos;
- }
- }
- }/* end jk */
- }/* end i */
+ for(jk=1,posprop=0; jk <=nlstate ; jk++) {
+ posprop += prop[jk][i];
+ }
+
+ for(jk=1; jk <=nlstate ; jk++){
+ if( i <= iagemax){
+ if(posprop>=1.e-5){
+ probs[i][jk][j1]= prop[jk][i]/posprop;
+ }
+ }
+ }/* end jk */
+ }/* end i */
} /* end i1 */
} /* end k1 */
-
- free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);
- free_vector(pp,1,nlstate);
-
-} /* End of Freq */
+ /* free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
+ /*free_vector(pp,1,nlstate);*/
+ free_matrix(prop,1,nlstate, iagemin,iagemax+3);
+} /* End of prevalence */
/************* Waves Concatenation ***************/
@@ -1561,7 +2280,7 @@ void concatwav(int wav[], int **dh, int
mi=0;
m=firstpass;
while(s[m][i] <= nlstate){
- if(s[m][i]>=1)
+ if(s[m][i]>=1 || s[m][i]==-2 || s[m][i]==-4 || s[m][i]==-5)
mw[++mi][i]=m;
if(m >=lastpass)
break;
@@ -1577,63 +2296,105 @@ void concatwav(int wav[], int **dh, int
wav[i]=mi;
if(mi==0){
+ nbwarn++;
if(first==0){
- printf("Warning, no any valid information for:%d line=%d 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, no any valid information for:%d line=%d\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 */
for(i=1; i<=imx; i++){
for(mi=1; mi nlstate) {
+ if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
if (agedc[i] < 2*AGESUP) {
- j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);
- if(j==0) j=1; /* Survives at least one month after exam */
- k=k+1;
- if (j >= jmax) jmax=j;
- if (j <= jmin) jmin=j;
- sum=sum+j;
- /*if (j<0) printf("j=%d num=%d \n",j,i); */
+ j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);
+ if(j==0) j=1; /* Survives at least one month after exam */
+ else if(j<0){
+ nberr++;
+ printf("Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
+ j=1; /* Temporary Dangerous patch */
+ printf(" We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview. You MUST fix the contradiction between dates.\n",stepm);
+ fprintf(ficlog,"Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
+ 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;
+ 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);*/
}
}
else{
j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
+/* 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){
+ nberr++;
+ printf("Error! Negative delay (%d) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
+ fprintf(ficlog,"Error! Negative delay (%d) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
+ }
sum=sum+j;
}
jk= j/stepm;
jl= j -jk*stepm;
ju= j -(jk+1)*stepm;
- if(jl <= -ju){
- dh[mi][i]=jk;
- bh[mi][i]=jl;
- }
- else{
- dh[mi][i]=jk+1;
- bh[mi][i]=ju;
- }
- if(dh[mi][i]==0){
- dh[mi][i]=1; /* At least one step */
- bh[mi][i]=ju; /* At least one step */
- printf(" bh=%d ju=%d jl=%d dh=%d jk=%d stepm=%d %d\n",bh[mi][i],ju,jl,dh[mi][i],jk,stepm,i);
- }
- if(i==298 || i==287 || i==763 ||i==1061)printf(" bh=%d ju=%d jl=%d dh=%d jk=%d stepm=%d",bh[mi][i],ju,jl,dh[mi][i],jk,stepm);
+ if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */
+ if(jl==0){
+ dh[mi][i]=jk;
+ bh[mi][i]=0;
+ }else{ /* We want a negative bias in order to only have interpolation ie
+ * at the price of an extra matrix product in likelihood */
+ dh[mi][i]=jk+1;
+ bh[mi][i]=ju;
+ }
+ }else{
+ if(jl <= -ju){
+ dh[mi][i]=jk;
+ bh[mi][i]=jl; /* bias is positive if real duration
+ * is higher than the multiple of stepm and negative otherwise.
+ */
+ }
+ else{
+ dh[mi][i]=jk+1;
+ bh[mi][i]=ju;
+ }
+ if(dh[mi][i]==0){
+ dh[mi][i]=1; /* At least one step */
+ bh[mi][i]=ju; /* At least one step */
+ /* printf(" bh=%d ju=%d jl=%d dh=%d jk=%d stepm=%d %d\n",bh[mi][i],ju,jl,dh[mi][i],jk,stepm,i);*/
+ }
+ } /* end if mle */
}
- }
+ } /* 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 ****************************/
@@ -1679,7 +2440,7 @@ void tricode(int *Tvar, int **nbcode, in
for (k=0; k< maxncov; k++) Ndum[k]=0;
for (i=1; i<=ncovmodel-2; i++) {
- /* Listing of all covariables in staement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
+ /* Listing of all covariables in statement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
ij=Tvar[i];
Ndum[ij]++;
}
@@ -1697,31 +2458,151 @@ 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 )
+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, no variances */
+ int i, j, nhstepm, hstepm, h, nstepm, k, cptj, cptj2, i2, j2;
+ double age, agelim, hf;
+ 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[] )
{
- /* Health expectancies */
- int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
+ /* 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 ***p3mat,***varhe;
+ double ***p3matp, ***p3matm, ***varhe;
double **dnewm,**doldm;
- double *xp;
+ double *xp, *xm;
double **gp, **gm;
double ***gradg, ***trgradg;
int theta;
- varhe=ma3x(1,nlstate*2,1,nlstate*2,(int) bage, (int) fage);
+ double eip, vip;
+
+ varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
xp=vector(1,npar);
- dnewm=matrix(1,nlstate*2,1,npar);
- doldm=matrix(1,nlstate*2,1,nlstate*2);
-
- fprintf(ficreseij,"# Health expectancies\n");
- fprintf(ficreseij,"# Age");
- for(i=1; i<=nlstate;i++)
+ xm=vector(1,npar);
+ dnewm=matrix(1,nlstate*nlstate,1,npar);
+ doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
+
+ 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);
}
@@ -1730,7 +2611,7 @@ void evsij(char fileres[], double ***eij
* 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 inbetween and thus overestimating or underestimating according
+ * 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
@@ -1751,124 +2632,133 @@ 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*2);
- gp=matrix(0,nhstepm,1,nlstate*2);
- gm=matrix(0,nhstepm,1,nlstate*2);
+ 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++){
+ /* Computing Variances of health expectancies */
+ /* 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*2; 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*2,1,npar);
-
- for(h=0; h<=nhstepm-1; h++)
- for(j=1; j<=nlstate*2;j++)
+ }/* 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*2;i++)
- for(j=1;j<=nlstate*2;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);
for(h=0;h<=nhstepm-1;h++){
for(k=0;k<=nhstepm-1;k++){
- matprod2(dnewm,trgradg[h],1,nlstate*2,1,npar,1,npar,matcov);
- matprod2(doldm,dnewm,1,nlstate*2,1,npar,1,nlstate*2,gradg[k]);
- for(i=1;i<=nlstate*2;i++)
- for(j=1;j<=nlstate*2;j++)
- varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
+ 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(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*2);
- free_matrix(gp,0,nhstepm,1,nlstate*2);
- free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*2);
- free_ma3x(trgradg,0,nhstepm,1,nlstate*2,1,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*2,1,npar);
- free_matrix(doldm,1,nlstate*2,1,nlstate*2);
- free_ma3x(varhe,1,nlstate*2,1,nlstate*2,(int) bage, (int)fage);
+ free_matrix(dnewm,1,nlstate*nlstate,1,npar);
+ free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
+ free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
}
/************ Variance ******************/
-void varevsij(char optionfilefiname[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij, int estepm, int cptcov, int cptcod, int popbased, int mobilav)
+void varevsij(char optionfilefiname[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij, int estepm, int cptcov, int cptcod, int popbased, int mobilav, char strstart[])
{
/* Variance of health expectancies */
/* double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
@@ -1919,8 +2809,10 @@ void varevsij(char optionfilefiname[], d
fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
}
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,"# probabilities of dying during a year and weighted mean w1*p1j+w2*p2j+... stand dev in()\n");
+ 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++){
fprintf(ficresprobmorprev," p.%-d SE",j);
@@ -1928,30 +2820,22 @@ void varevsij(char optionfilefiname[], d
fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
}
fprintf(ficresprobmorprev,"\n");
- if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
- printf("Problem with gnuplot file: %s\n", optionfilegnuplot);
- fprintf(ficlog,"Problem with gnuplot file: %s\n", optionfilegnuplot);
- exit(0);
- }
- else{
- fprintf(ficgp,"\n# Routine varevsij");
- }
- if((fichtm=fopen(optionfilehtm,"a"))==NULL) {
- printf("Problem with html file: %s\n", optionfilehtm);
- fprintf(ficlog,"Problem with html file: %s\n", optionfilehtm);
- exit(0);
- }
- else{
- fprintf(fichtm,"\n Computing probabilities of dying as a weighted average (i.e global mortality independent of initial healh state)
\n");
- fprintf(fichtm,"\n
%s (à revoir)
\n",digitp);
- }
+ fprintf(ficgp,"\n# Routine varevsij");
+ /* fprintf(fichtm, "#Local time at start: %s", strstart);*/
+ fprintf(fichtm,"\n Computing probabilities of dying over estepm months as a weighted average (i.e global mortality independent of initial healh state)
\n");
+ fprintf(fichtm,"\n
%s
\n",digitp);
+/* } */
varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
-
- 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);
@@ -1977,7 +2861,7 @@ void varevsij(char optionfilefiname[], d
and note for a fixed period like k years */
/* 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
+ means that if the survival funtion is printed every 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.
*/
@@ -1993,7 +2877,7 @@ void varevsij(char optionfilefiname[], d
for(theta=1; theta <=npar; theta++){
- for(i=1; i<=npar; i++){ /* Computes gradient */
+ for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
xp[i] = x[i] + (i==theta ?delti[theta]:0);
}
hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);
@@ -2015,14 +2899,17 @@ void varevsij(char optionfilefiname[], d
gp[h][j] += prlim[i][i]*p3mat[i][j][h];
}
}
- /* This for computing forces of mortality (h=1)as a weighted average */
- for(j=nlstate+1,gpp[j]=0.;j<=nlstate+ndeath;j++){
- for(i=1; i<= nlstate; i++)
+ /* This for computing probability of death (h=1 means
+ computed over hstepm matrices product = hstepm*stepm months)
+ as a weighted average of prlim.
+ */
+ for(j=nlstate+1;j<=nlstate+ndeath;j++){
+ for(i=1,gpp[j]=0.; i<= nlstate; i++)
gpp[j] += prlim[i][i]*p3mat[i][j][1];
}
- /* end force of mortality */
+ /* end probability of death */
- for(i=1; i<=npar; i++) /* Computes gradient */
+ for(i=1; i<=npar; i++) /* Computes gradient x - delta */
xp[i] = x[i] - (i==theta ?delti[theta]:0);
hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);
prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
@@ -2043,17 +2930,21 @@ void varevsij(char optionfilefiname[], d
gm[h][j] += prlim[i][i]*p3mat[i][j][h];
}
}
- /* This for computing force of mortality (h=1)as a weighted average */
- for(j=nlstate+1,gmp[j]=0.;j<=nlstate+ndeath;j++){
- for(i=1; i<= nlstate; i++)
- gmp[j] += prlim[i][i]*p3mat[i][j][1];
+ /* This for computing probability of death (h=1 means
+ computed over hstepm matrices product = hstepm*stepm months)
+ as a weighted average of prlim.
+ */
+ for(j=nlstate+1;j<=nlstate+ndeath;j++){
+ for(i=1,gmp[j]=0.; i<= nlstate; i++)
+ gmp[j] += prlim[i][i]*p3mat[i][j][1];
}
- /* end force of mortality */
+ /* end probability of death */
for(j=1; j<= nlstate; j++) /* vareij */
for(h=0; h<=nhstepm; h++){
gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
}
+
for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
}
@@ -2070,6 +2961,7 @@ void varevsij(char optionfilefiname[], d
for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
for(theta=1; theta <=npar; theta++)
trgradgp[j][theta]=gradgp[theta][j];
+
hf=hstepm*stepm/YEARM; /* Duration of hstepm expressed in year unit. */
for(i=1;i<=nlstate;i++)
@@ -2085,7 +2977,7 @@ void varevsij(char optionfilefiname[], d
vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
}
}
-
+
/* pptj */
matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
@@ -2093,6 +2985,7 @@ void varevsij(char optionfilefiname[], d
for(i=nlstate+1;i<=nlstate+ndeath;i++)
varppt[j][i]=doldmp[j][i];
/* end ppptj */
+ /* x centered again */
hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);
prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
@@ -2105,13 +2998,16 @@ void varevsij(char optionfilefiname[], d
prlim[i][i]=mobaverage[(int)age][i][ij];
}
}
-
- /* This for computing force of mortality (h=1)as a weighted average */
- for(j=nlstate+1,gmp[j]=0.;j<=nlstate+ndeath;j++){
- for(i=1; i<= nlstate; i++)
+
+ /* This for computing probability of death (h=1 means
+ computed over hstepm (estepm) matrices product = hstepm*stepm months)
+ as a weighted average of prlim.
+ */
+ for(j=nlstate+1;j<=nlstate+ndeath;j++){
+ for(i=1,gmp[j]=0.;i<= nlstate; i++)
gmp[j] += prlim[i][i]*p3mat[i][j][1];
}
- /* end force of mortality */
+ /* end probability of death */
fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
for(j=nlstate+1; j<=(nlstate+ndeath);j++){
@@ -2141,14 +3037,18 @@ void varevsij(char optionfilefiname[], d
fprintf(ficgp,"\nset noparametric;set nolabel; set ter png small;set size 0.65, 0.65");
/* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
- fprintf(ficgp,"\n plot \"%s\" u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm);
- fprintf(ficgp,"\n replot \"%s\" u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm);
- fprintf(ficgp,"\n replot \"%s\" u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm);
- fprintf(fichtm,"\n
File (multiple files are possible if covariates are present): %s\n",fileresprobmorprev,fileresprobmorprev);
- fprintf(fichtm,"\n
Probability is computed over estepm=%d months.
\n", stepm,digitp,digit);
+/* fprintf(ficgp,"\n plot \"%s\" u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
+/* fprintf(ficgp,"\n replot \"%s\" u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
+/* fprintf(ficgp,"\n replot \"%s\" u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
+ fprintf(ficgp,"\n plot \"%s\" u 1:($3) not w l 1 ",subdirf(fileresprobmorprev));
+ fprintf(ficgp,"\n replot \"%s\" u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",subdirf(fileresprobmorprev));
+ fprintf(ficgp,"\n replot \"%s\" u 1:(($3-1.96*$4)) not w l 2 ",subdirf(fileresprobmorprev));
+ fprintf(fichtm,"\n
File (multiple files are possible if covariates are present): %s\n",subdirf(fileresprobmorprev),subdirf(fileresprobmorprev));
+ fprintf(fichtm,"\n
Probability is computed over estepm=%d months.
\n", estepm,subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
/* fprintf(fichtm,"\n
Probability is computed over estepm=%d months and then divided by estepm and multiplied by %.0f in order to have the probability to die over a year
\n", stepm,YEARM,digitp,digit);
*/
- fprintf(ficgp,"\nset out \"varmuptjgr%s%s.png\";replot;",digitp,digit);
+/* fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit); */
+ fprintf(ficgp,"\nset out \"%s%s.png\";replot;\n",subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
free_vector(xp,1,npar);
free_matrix(doldm,1,nlstate,1,nlstate);
@@ -2158,12 +3058,12 @@ void varevsij(char optionfilefiname[], d
free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
fclose(ficresprobmorprev);
- fclose(ficgp);
- fclose(fichtm);
-}
+ fflush(ficgp);
+ fflush(fichtm);
+} /* end varevsij */
/************ 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, int ij)
+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, char strstart[])
{
/* Variance of prevalence limit */
/* double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
@@ -2176,8 +3076,9 @@ void varprevlim(char fileres[], double *
double **gradg, **trgradg;
double age,agelim;
int theta;
-
- 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);
@@ -2246,7 +3147,7 @@ void varprevlim(char fileres[], double *
}
/************ Variance of one-step probabilities ******************/
-void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax)
+void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax, char strstart[])
{
int i, j=0, i1, k1, l1, t, tj;
int k2, l2, j1, z1;
@@ -2291,13 +3192,15 @@ 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);
-
+ pstamp(ficresprob);
fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
fprintf(ficresprob,"# Age");
+ pstamp(ficresprobcov);
fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
fprintf(ficresprobcov,"# Age");
+ pstamp(ficresprobcor);
fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
- fprintf(ficresprobcov,"# Age");
+ fprintf(ficresprobcor,"# Age");
for(i=1; i<=nlstate;i++)
@@ -2306,37 +3209,33 @@ void varprob(char optionfilefiname[], do
fprintf(ficresprobcov," p%1d-%1d ",i,j);
fprintf(ficresprobcor," p%1d-%1d ",i,j);
}
- fprintf(ficresprob,"\n");
+ /* fprintf(ficresprob,"\n");
fprintf(ficresprobcov,"\n");
fprintf(ficresprobcor,"\n");
- xp=vector(1,npar);
+ */
+ xp=vector(1,npar);
dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
first=1;
- if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
- printf("Problem with gnuplot file: %s\n", optionfilegnuplot);
- fprintf(ficlog,"Problem with gnuplot file: %s\n", optionfilegnuplot);
- exit(0);
- }
- else{
- fprintf(ficgp,"\n# Routine varprob");
- }
- if((fichtm=fopen(optionfilehtm,"a"))==NULL) {
- printf("Problem with html file: %s\n", optionfilehtm);
- fprintf(ficlog,"Problem with html file: %s\n", optionfilehtm);
- exit(0);
- }
- else{
- fprintf(fichtm,"\n Computing and drawing one step probabilities with their confidence intervals
\n");
- fprintf(fichtm,"\n");
-
- fprintf(fichtm,"\n Computing matrix of variance-covariance of step probabilities
\n");
- fprintf(fichtm,"\nWe have drawn ellipsoids of confidence around the pij, pkl to understand the covariance between two incidences. They are expressed in year-1 in order to be less dependent of stepm.
\n");
- fprintf(fichtm,"\n
We have drawn x'cov-1x = 4 where x is the column vector (pij,pkl). It means that if pij and pkl where uncorrelated the (2X2) matrix would have been (1/(var pij), 0 , 0, 1/(var pkl)), and the confidence interval would be 2 standard deviations wide on each axis.
When both incidences are correlated we diagonalised the inverse of the covariance matrix and made the appropriate rotation.
\n");
-
- }
+ fprintf(ficgp,"\n# Routine varprob");
+ fprintf(fichtm,"\n Computing and drawing one step probabilities with their confidence intervals
\n");
+ fprintf(fichtm,"\n");
+
+ fprintf(fichtm,"\n\n",optionfilehtmcov);
+ fprintf(fichtmcov,"\nMatrix of variance-covariance of pairs of step probabilities
\n\
+ file %s
\n",optionfilehtmcov);
+ fprintf(fichtmcov,"\nEllipsoids of confidence centered on point (pij, pkl) are estimated\
+and drawn. It helps understanding how is the covariance between two incidences.\
+ They are expressed in year-1 in order to be less dependent of stepm.
\n");
+ fprintf(fichtmcov,"\n
Contour plot corresponding to x'cov-1x = 4 (where x is the column vector (pij,pkl)) are drawn. \
+It can be understood this way: if pij and pkl where uncorrelated the (2x2) matrix of covariance \
+would have been (1/(var pij), 0 , 0, 1/(var pkl)), and the confidence interval would be 2 \
+standard deviations wide on each axis.
\
+ Now, if both incidences are correlated (usual case) we diagonalised the inverse of the covariance matrix\
+ and made the appropriate rotation to look at the uncorrelated principal directions.
\
+To be simple, these graphs help to understand the significativity of each parameter in relation to a second other one.
\n");
cov[1]=1;
tj=cptcoveff;
@@ -2348,23 +3247,23 @@ void varprob(char optionfilefiname[], do
if (cptcovn>0) {
fprintf(ficresprob, "\n#********** Variable ");
for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
- fprintf(ficresprob, "**********\n#");
+ fprintf(ficresprob, "**********\n#\n");
fprintf(ficresprobcov, "\n#********** Variable ");
for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
- fprintf(ficresprobcov, "**********\n#");
+ fprintf(ficresprobcov, "**********\n#\n");
fprintf(ficgp, "\n#********** Variable ");
- for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, "# V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
- fprintf(ficgp, "**********\n#");
+ for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
+ fprintf(ficgp, "**********\n#\n");
- fprintf(fichtm, "\n
********** Variable ");
+ fprintf(fichtmcov, "\n
********** Variable ");
for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
- fprintf(fichtm, "**********\n
");
+ fprintf(fichtmcov, "**********\n
");
fprintf(ficresprobcor, "\n#********** Variable ");
for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
- fprintf(ficgp, "**********\n#");
+ fprintf(ficresprobcor, "**********\n#");
}
for (age=bage; age<=fage; age ++){
@@ -2383,7 +3282,7 @@ void varprob(char optionfilefiname[], do
for(theta=1; theta <=npar; theta++){
for(i=1; i<=npar; i++)
- xp[i] = x[i] + (i==theta ?delti[theta]:0);
+ xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
pmij(pmmij,cov,ncovmodel,xp,nlstate);
@@ -2396,7 +3295,7 @@ void varprob(char optionfilefiname[], do
}
for(i=1; i<=npar; i++)
- xp[i] = x[i] - (i==theta ?delti[theta]:0);
+ xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
pmij(pmmij,cov,ncovmodel,xp,nlstate);
k=0;
@@ -2408,7 +3307,7 @@ void varprob(char optionfilefiname[], do
}
for(i=1; i<= (nlstate)*(nlstate+ndeath); i++)
- gradg[theta][i]=(gp[i]-gm[i])/2./delti[theta];
+ gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];
}
for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
@@ -2518,10 +3417,14 @@ void varprob(char optionfilefiname[], do
fprintf(ficgp,"\nset parametric;unset label");
fprintf(ficgp,"\nset log y;set log x; set xlabel \"p%1d%1d (year-1)\";set ylabel \"p%1d%1d (year-1)\"",k1,l1,k2,l2);
fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
- fprintf(fichtm,"\n
Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year-1 :varpijgr%s%d%1d%1d-%1d%1d.png, ",k1,l1,k2,l2,optionfilefiname, j1,k1,l1,k2,l2,optionfilefiname, j1,k1,l1,k2,l2);
- fprintf(fichtm,"\n
",optionfilefiname, j1,k1,l1,k2,l2);
- fprintf(fichtm,"\n
Correlation at age %d (%.3f),",(int) age, c12);
- fprintf(ficgp,"\nset out \"varpijgr%s%d%1d%1d-%1d%1d.png\"",optionfilefiname, j1,k1,l1,k2,l2);
+ fprintf(fichtmcov,"\n
Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year-1\
+ :\
+%s%d%1d%1d-%1d%1d.png, ",k1,l1,k2,l2,\
+ subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2,\
+ subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
+ fprintf(fichtmcov,"\n
",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
+ fprintf(fichtmcov,"\n
Correlation at age %d (%.3f),",(int) age, c12);
+ fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\"",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
fprintf(ficgp,"\nplot [-pi:pi] %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
@@ -2529,7 +3432,7 @@ void varprob(char optionfilefiname[], do
mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
}else{
first=0;
- fprintf(fichtm," %d (%.3f),",(int) age, c12);
+ fprintf(fichtmcov," %d (%.3f),",(int) age, c12);
fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
fprintf(ficgp,"\nreplot %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
@@ -2538,7 +3441,7 @@ void varprob(char optionfilefiname[], do
}/* if first */
} /* age mod 5 */
} /* end loop age */
- fprintf(ficgp,"\nset out \"varpijgr%s%d%1d%1d-%1d%1d.png\";replot;",optionfilefiname, j1,k1,l1,k2,l2);
+ fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\";replot;",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
first=1;
} /*l12 */
} /* k12 */
@@ -2548,12 +3451,14 @@ void varprob(char optionfilefiname[], do
}
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);
fclose(ficresprobcor);
- fclose(ficgp);
- fclose(fichtm);
+ fflush(ficgp);
+ fflush(fichtmcov);
}
@@ -2565,19 +3470,24 @@ void printinghtml(char fileres[], char t
double jprev1, double mprev1,double anprev1, \
double jprev2, double mprev2,double anprev2){
int jj1, k1, i1, cpt;
- /*char optionfilehtm[FILENAMELENGTH];*/
- if((fichtm=fopen(optionfilehtm,"a"))==NULL) {
- printf("Problem with %s \n",optionfilehtm), exit(0);
- fprintf(ficlog,"Problem with %s \n",optionfilehtm), exit(0);
- }
- fprintf(fichtm,"Result files (first order: no variance)
\n
- - Observed prevalence in each state (during the period defined between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf): p%s
\n
- - Estimated transition probabilities over %d (stepm) months: pij%s
\n
- - Stable prevalence in each health state: pl%s
\n
- - Life expectancies by age and initial health status (estepm=%2d months):
- e%s
\n ", \
- jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,fileres,fileres,stepm,fileres,fileres,fileres,fileres,estepm,fileres,fileres);
+ fprintf(fichtm,"");
+ fprintf(fichtm,"