--- imach/src/imach.c 2015/09/22 19:45:16 1.202 +++ imach/src/imach.c 2015/10/24 07:14:11 1.206 @@ -1,6 +1,22 @@ -/* $Id: imach.c,v 1.202 2015/09/22 19:45:16 brouard Exp $ +/* $Id: imach.c,v 1.206 2015/10/24 07:14:11 brouard Exp $ $State: Exp $ $Log: imach.c,v $ + Revision 1.206 2015/10/24 07:14:11 brouard + *** empty log message *** + + Revision 1.205 2015/10/23 15:50:53 brouard + Summary: 0.98r3 some clarification for graphs on likelihood contributions + + Revision 1.204 2015/10/01 16:20:26 brouard + Summary: Some new graphs of contribution to likelihood + + Revision 1.203 2015/09/30 17:45:14 brouard + Summary: looking at better estimation of the hessian + + Also a better criteria for convergence to the period prevalence And + therefore adding the number of years needed to converge. (The + prevalence in any alive state shold sum to one + Revision 1.202 2015/09/22 19:45:16 brouard Summary: Adding some overall graph on contribution to likelihood. Might change @@ -647,7 +663,10 @@ /* #define DEBUG */ /* #define DEBUGBRENT */ -#define DEBUGLINMIN +/* #define DEBUGLINMIN */ +/* #define DEBUGHESS */ +#define DEBUGHESSIJ +/* #define LINMINORIGINAL /\* Don't use loop on scale in linmin (accepting nan)*\/ */ #define POWELL /* Instead of NLOPT */ #define POWELLF1F3 /* Skip test */ /* #define POWELLORIGINAL /\* Don't use Directest to decide new direction but original Powell test *\/ */ @@ -735,12 +754,12 @@ typedef struct { #define ODIRSEPARATOR '\\' #endif -/* $Id: imach.c,v 1.202 2015/09/22 19:45:16 brouard Exp $ */ +/* $Id: imach.c,v 1.206 2015/10/24 07:14:11 brouard Exp $ */ /* $State: Exp $ */ #include "version.h" char version[]=__IMACH_VERSION__; -char copyright[]="September 2015,INED-EUROREVES-Institut de longevite-Japan Society for the Promotion of Science (Grant-in-Aid for Scientific Research 25293121), Intel Software 2015"; -char fullversion[]="$Revision: 1.202 $ $Date: 2015/09/22 19:45:16 $"; +char copyright[]="October 2015,INED-EUROREVES-Institut de longevite-Japan Society for the Promotion of Science (Grant-in-Aid for Scientific Research 25293121), Intel Software 2015"; +char fullversion[]="$Revision: 1.206 $ $Date: 2015/10/24 07:14:11 $"; char strstart[80]; char optionfilext[10], optionfilefiname[FILENAMELENGTH]; int erreur=0, nberr=0, nbwarn=0; /* Error number, number of errors number of warnings */ @@ -930,7 +949,7 @@ static int split( char *path, char *dirc } /* got dirc from getcwd*/ printf(" DIRC = %s \n",dirc); - } else { /* strip direcotry from path */ + } else { /* strip directory from path */ ss++; /* after this, the filename */ l2 = strlen( ss ); /* length of filename */ if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH ); @@ -1602,8 +1621,11 @@ void linmin(double p[], double xi[], int double xx,xmin,bx,ax; double fx,fb,fa; - double scale=10., axs, xxs, xxss; /* Scale added for infinity */ - +#ifdef LINMINORIGINAL +#else + double scale=10., axs, xxs; /* Scale added for infinity */ +#endif + ncom=n; pcom=vector(1,n); xicom=vector(1,n); @@ -1613,12 +1635,15 @@ void linmin(double p[], double xi[], int xicom[j]=xi[j]; /* Former scale xi[j] of currrent direction i */ } - /* axs=0.0; */ - /* xxss=1; /\* 1 and using scale *\/ */ - xxs=1; - /* do{ */ - ax=0.; +#ifdef LINMINORIGINAL + xx=1.; +#else + axs=0.0; + xxs=1.; + do{ xx= xxs; +#endif + ax=0.; mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); /* Outputs: xtx[j]=pcom[j]+(*xx)*xicom[j]; fx=f(xtx[j]) */ /* brackets with inputs ax=0 and xx=1, but points, pcom=p, and directions values, xicom=xi, are sent via f1dim(x) */ /* xt[x,j]=pcom[j]+x*xicom[j] f(ax) = f(xt(a,j=1,n)) = f(p(j) + 0 * xi(j)) and f(xx) = f(xt(x, j=1,n)) = f(p(j) + 1 * xi(j)) */ @@ -1626,12 +1651,19 @@ void linmin(double p[], double xi[], int /* Given input ax=axs and xx=xxs, xx might be too far from ax to get a finite f(xx) */ /* Searches on line, outputs (ax, xx, bx) such that fx < min(fa and fb) */ /* Find a bracket a,x,b in direction n=xi ie xicom, order may change. Scale is [0:xxs*xi[j]] et non plus [0:xi[j]]*/ - /* if (fx != fx){ */ - /* xxs=xxs/scale; /\* Trying a smaller xx, closer to initial ax=0 *\/ */ - /* printf("\nLinmin NAN : input [axs=%lf:xxs=%lf], mnbrak outputs fx=%lf <(fb=%lf and fa=%lf) with xx=%lf in [ax=%lf:bx=%lf] \n", axs, xxs, fx,fb, fa, xx, ax, bx); */ - /* } */ - /* }while(fx != fx); */ - +#ifdef LINMINORIGINAL +#else + if (fx != fx){ + xxs=xxs/scale; /* Trying a smaller xx, closer to initial ax=0 */ + printf("|"); + fprintf(ficlog,"|"); +#ifdef DEBUGLINMIN + printf("\nLinmin NAN : input [axs=%lf:xxs=%lf], mnbrak outputs fx=%lf <(fb=%lf and fa=%lf) with xx=%lf in [ax=%lf:bx=%lf] \n", axs, xxs, fx,fb, fa, xx, ax, bx); +#endif + } + }while(fx != fx); +#endif + #ifdef DEBUGLINMIN printf("\nLinmin after mnbrak: ax=%12.7f xx=%12.7f bx=%12.7f fa=%12.2f fx=%12.2f fb=%12.2f\n", ax,xx,bx,fa,fx,fb); fprintf(ficlog,"\nLinmin after mnbrak: ax=%12.7f xx=%12.7f bx=%12.7f fa=%12.2f fx=%12.2f fb=%12.2f\n", ax,xx,bx,fa,fx,fb); @@ -1650,14 +1682,23 @@ void linmin(double p[], double xi[], int fprintf(ficlog,"linmin end "); #endif for (j=1;j<=n;j++) { - /* printf(" before xi[%d]=%12.8f", j,xi[j]); */ - xi[j] *= xmin; /* xi rescaled by xmin: if xmin=-1.237 and xi=(1,0,...,0) xi=(-1.237,0,...,0) */ - /* if(xxs <1.0) */ - /* printf(" after xi[%d]=%12.8f, xmin=%12.8f, ax=%12.8f, xx=%12.8f, bx=%12.8f, xxs=%12.8f", j,xi[j], xmin, ax, xx, bx,xxs ); */ +#ifdef LINMINORIGINAL + xi[j] *= xmin; +#else +#ifdef DEBUGLINMIN + if(xxs <1.0) + printf(" before xi[%d]=%12.8f", j,xi[j]); +#endif + xi[j] *= xmin*xxs; /* xi rescaled by xmin and number of loops: if xmin=-1.237 and xi=(1,0,...,0) xi=(-1.237,0,...,0) */ +#ifdef DEBUGLINMIN + if(xxs <1.0) + printf(" after xi[%d]=%12.8f, xmin=%12.8f, ax=%12.8f, xx=%12.8f, bx=%12.8f, xxs=%12.8f", j,xi[j], xmin, ax, xx, bx,xxs ); +#endif +#endif p[j] += xi[j]; /* Parameters values are updated accordingly */ } - /* printf("\n"); */ #ifdef DEBUGLINMIN + printf("\n"); printf("Comparing last *frec(xmin=%12.8f)=%12.8f from Brent and frec(0.)=%12.8f \n", xmin, *fret, (*func)(p)); fprintf(ficlog,"Comparing last *frec(xmin=%12.8f)=%12.8f from Brent and frec(0.)=%12.8f \n", xmin, *fret, (*func)(p)); for (j=1;j<=n;j++) { @@ -1668,6 +1709,7 @@ void linmin(double p[], double xi[], int fprintf(ficlog,"\n"); } } +#else #endif free_vector(xicom,1,n); free_vector(pcom,1,n); @@ -1745,10 +1787,10 @@ void powell(double p[], double **xi, int for (j=1;j<=n;j++) xit[j]=xi[j][i]; /* Directions stored from previous iteration with previous scales */ fptt=(*fret); #ifdef DEBUG - printf("fret=%lf, %lf, %lf \n", *fret, *fret, *fret); - fprintf(ficlog, "fret=%lf, %lf, %lf \n", *fret, *fret, *fret); + printf("fret=%lf, %lf, %lf \n", *fret, *fret, *fret); + fprintf(ficlog, "fret=%lf, %lf, %lf \n", *fret, *fret, *fret); #endif - printf("%d",i);fflush(stdout); /* print direction (parameter) i */ + printf("%d",i);fflush(stdout); /* print direction (parameter) i */ fprintf(ficlog,"%d",i);fflush(ficlog); linmin(p,xit,n,fret,func); /* Point p[n]. xit[n] has been loaded for direction i as input.*/ /* Outputs are fret(new point p) p is updated and xit rescaled */ @@ -1917,18 +1959,35 @@ void powell(double p[], double **xi, int /**** Prevalence limit (stable or period prevalence) ****************/ -double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij) +double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int *ncvyear, int ij) { /* Computes the prevalence limit in each live state at age x by left multiplying the unit - matrix by transitions matrix until convergence is reached */ - + matrix by transitions matrix until convergence is reached with precision ftolpl */ + /* Wx= Wx-1 Px-1= Wx-2 Px-2 Px-1 = Wx-n Px-n ... Px-2 Px-1 I */ + /* Wx is row vector: population in state 1, population in state 2, population dead */ + /* or prevalence in state 1, prevalence in state 2, 0 */ + /* newm is the matrix after multiplications, its rows are identical at a factor */ + /* Initial matrix pimij */ + /* {0.85204250825084937, 0.13044499163996345, 0.017512500109187184, */ + /* 0.090851990222114765, 0.88271245433047185, 0.026435555447413338, */ + /* 0, 0 , 1} */ + /* + * and after some iteration: */ + /* {0.45504275246439968, 0.42731458730878791, 0.11764266022681241, */ + /* 0.45201005341706885, 0.42865420071559901, 0.11933574586733192, */ + /* 0, 0 , 1} */ + /* And prevalence by suppressing the deaths are close to identical rows in prlim: */ + /* {0.51571254859325999, 0.4842874514067399, */ + /* 0.51326036147820708, 0.48673963852179264} */ + /* If we start from prlim again, prlim tends to a constant matrix */ + int i, ii,j,k; double min, max, maxmin, maxmax,sumnew=0.; /* double **matprod2(); */ /* test */ double **out, cov[NCOVMAX+1], **pmij(); double **newm; double agefin, delaymax=100 ; /* Max number of years to converge */ - long int ncvyear=0, ncvloop=0; + int ncvloop=0; for (ii=1;ii<=nlstate+ndeath;ii++) for (j=1;j<=nlstate+ndeath;j++){ @@ -1977,19 +2036,21 @@ double **prevalim(double **prlim, int nl prlim[i][j]= newm[i][j]/(1-sumnew); max=FMAX(max,prlim[i][j]); min=FMIN(min,prlim[i][j]); - /* printf(" age= %d prevalim i=%d, j=%d, prmlim[%d][%d]=%f, agefin=%d max=%f min=%f\n", (int)age, i, j, i, j, prlim[i][j],(int)agefin, max, min); */ + printf(" age= %d prevalim i=%d, j=%d, prmlim[%d][%d]=%f, agefin=%d max=%f min=%f\n", (int)age, i, j, i, j, prlim[i][j],(int)agefin, max, min); } - maxmin=max-min; + maxmin=(max-min)/(max+min)*2; maxmax=FMAX(maxmax,maxmin); } /* j loop */ + *ncvyear= (int)age- (int)agefin; + printf("maxmax=%lf maxmin=%lf ncvloop=%ld, age=%d, agefin=%d ncvyear=%d \n", maxmax, maxmin, ncvloop, (int)age, (int)agefin, *ncvyear); if(maxmax < ftolpl){ - /* printf("maxmax=%lf maxmin=%lf ncvloop=%ld, ncvyear=%d \n", maxmax, maxmin, ncvloop, (int)age-(int)agefin); */ + /* printf("maxmax=%lf maxmin=%lf ncvloop=%ld, age=%d, agefin=%d ncvyear=%d \n", maxmax, maxmin, ncvloop, (int)age, (int)agefin, *ncvyear); */ return prlim; } } /* age loop */ - printf("Warning: the stable prevalence did not converge with the required precision ftolpl=6*10^5*ftol=%g. \n\ -Earliest age to start was %d-%d=%d, ncvloop=%ld, ncvyear=%d\n\ -Try to lower 'ftol', for example from 1.e-8 to 6.e-9.\n", ftolpl, (int)age, (int)delaymax, (int)agefin, ncvloop, (int)age-(int)agefin); + printf("Warning: the stable prevalence at age %d did not converge with the required precision %g > ftolpl=%g. \n\ +Earliest age to start was %d-%d=%d, ncvloop=%d, ncvyear=%d\n", (int)age, maxmax, ftolpl, (int)age, (int)delaymax, (int)agefin, ncvloop, *ncvyear); +/* Try to lower 'ftol', for example from 1.e-8 to 6.e-9.\n", ftolpl, (int)age, (int)delaymax, (int)agefin, ncvloop, (int)age-(int)agefin); */ return prlim; /* should not reach here */ } @@ -2565,9 +2626,9 @@ 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,"%9ld %6.1f %6d %2d %2d %2d %2d %3d %11.6f %8.4f\ + fprintf(ficresilk,"%9ld %6.1f %6d %2d %2d %2d %2d %3d %11.6f %8.4f %8.3f\ %11.6f %11.6f %11.6f ", \ - num[i], agexact, i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i], + num[i], agexact, i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],weight[i]*gipmx/gsw, 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; @@ -2605,8 +2666,8 @@ void likelione(FILE *ficres,double p[], 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 age i s1 s2 mi mw dh likeli weight 2wlli out sav "); + fprintf(ficresilk, "#individual(line's_record) count age s1 s2 wave# effective_wave# number_of_matrices_product pij weight weight/gpw -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 age i s1 s2 mi mw dh likeli weight %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); @@ -2616,11 +2677,23 @@ void likelione(FILE *ficres,double p[], *fretone=(*funcone)(p); if(*globpri !=0){ fclose(ficresilk); - fprintf(fichtm,"\n
File of contributions to the likelihood computed with initial parameters and mle >= 1. You should at least run with mle >= 1 and starting values corresponding to the optimized parameters in order to visualize the real contribution of each individual/wave: %s
\n",subdirf(fileresilk),subdirf(fileresilk)); - fprintf(fichtm,"
- The first 3 individuals are drawn with lines. The function drawn is -2Log(L) in log scale: %s.png
\ -",subdirf2(optionfilefiname,"ILK_"),subdirf2(optionfilefiname,"ILK_"),subdirf2(optionfilefiname,"ILK_")); - fflush(fichtm); - } + if (mle ==0) + fprintf(fichtm,"\n
File of contributions to the likelihood computed with initial parameters and mle = %d.",mle); + else if(mle >=1) + fprintf(fichtm,"\n
File of contributions to the likelihood computed with optimized parameters mle = %d.",mle); + fprintf(fichtm," You should at least run with mle >= 1 to get starting values corresponding to the optimized parameters in order to visualize the real contribution of each individual/wave: %s
\n",subdirf(fileresilk),subdirf(fileresilk)); + + fprintf(fichtm,"
- The function drawn is -2Log(L) in Log scale: by state of origin %s-ori.png
\ +",subdirf2(optionfilefiname,"ILK_"),subdirf2(optionfilefiname,"ILK_"),subdirf2(optionfilefiname,"ILK_")); + fprintf(fichtm,"
- and by state of destination %s-dest.png
\ +",subdirf2(optionfilefiname,"ILK_"),subdirf2(optionfilefiname,"ILK_"),subdirf2(optionfilefiname,"ILK_")); + fflush(fichtm); + + for (k=1; k<= nlstate ; k++) { + fprintf(fichtm,"
- Probability p%dj by origin %d and destination j %s-p%dj.png
\ +",k,k,subdirf2(optionfilefiname,"ILK_"),k,subdirf2(optionfilefiname,"ILK_"),k,subdirf2(optionfilefiname,"ILK_"),k); + } + } return; } @@ -2694,32 +2767,32 @@ void mlikeli(FILE *ficres,double p[], in #endif free_matrix(xi,1,npar,1,npar); fclose(ficrespow); - printf("#Number of iterations & function calls = %d & %d, -2 Log likelihood = %.12f\n",iter, countcallfunc,func(p)); - fprintf(ficlog,"#Number of iterations & function calls = %d & %d, -2 Log likelihood = %.12f\n",iter, countcallfunc,func(p)); + printf("\n#Number of iterations & function calls = %d & %d, -2 Log likelihood = %.12f\n",iter, countcallfunc,func(p)); + fprintf(ficlog,"\n#Number of iterations & function calls = %d & %d, -2 Log likelihood = %.12f\n",iter, countcallfunc,func(p)); fprintf(ficres,"#Number of iterations & function calls = %d & %d, -2 Log likelihood = %.12f\n",iter, countcallfunc,func(p)); } /**** Computes Hessian and covariance matrix ***/ -void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double [])) +void hesscov(double **matcov, double **hess, double p[], int npar, double delti[], double ftolhess, double (*func)(double [])) { double **a,**y,*x,pd; - double **hess; + /* double **hess; */ int i, j; int *indx; 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); + double hessij(double p[], double **hess, 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); + /* hess=matrix(1,npar,1,npar); */ printf("\nCalculation of the hessian matrix. Wait...\n"); fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n"); for (i=1;i<=npar;i++){ - printf("%d",i);fflush(stdout); - fprintf(ficlog,"%d",i);fflush(ficlog); + printf("%d-",i);fflush(stdout); + fprintf(ficlog,"%d-",i);fflush(ficlog); hess[i][i]=hessii(p,ftolhess,i,delti,func,npar); @@ -2730,9 +2803,9 @@ void hesscov(double **matcov, double p[] for (i=1;i<=npar;i++) { for (j=1;j<=npar;j++) { 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,func,npar); + printf(".%d-%d",i,j);fflush(stdout); + fprintf(ficlog,".%d-%d",i,j);fflush(ficlog); + hess[i][j]=hessij(p,hess, delti,i,j,func,npar); hess[j][i]=hess[i][j]; /*printf(" %lf ",hess[i][j]);*/ @@ -2766,53 +2839,78 @@ void hesscov(double **matcov, double p[] fprintf(ficlog,"\n#Hessian matrix#\n"); for (i=1;i<=npar;i++) { for (j=1;j<=npar;j++) { - printf("%.3e ",hess[i][j]); - fprintf(ficlog,"%.3e ",hess[i][j]); + printf("%.6e ",hess[i][j]); + fprintf(ficlog,"%.6e ",hess[i][j]); } printf("\n"); fprintf(ficlog,"\n"); } + /* printf("\n#Covariance matrix#\n"); */ + /* fprintf(ficlog,"\n#Covariance matrix#\n"); */ + /* for (i=1;i<=npar;i++) { */ + /* for (j=1;j<=npar;j++) { */ + /* printf("%.6e ",matcov[i][j]); */ + /* fprintf(ficlog,"%.6e ",matcov[i][j]); */ + /* } */ + /* printf("\n"); */ + /* fprintf(ficlog,"\n"); */ + /* } */ + /* Recompute Inverse */ - for (i=1;i<=npar;i++) - for (j=1;j<=npar;j++) a[i][j]=matcov[i][j]; - ludcmp(a,npar,indx,&pd); + /* for (i=1;i<=npar;i++) */ + /* for (j=1;j<=npar;j++) a[i][j]=matcov[i][j]; */ + /* ludcmp(a,npar,indx,&pd); */ + + /* printf("\n#Hessian matrix recomputed#\n"); */ + + /* for (j=1;j<=npar;j++) { */ + /* for (i=1;i<=npar;i++) x[i]=0; */ + /* x[j]=1; */ + /* lubksb(a,npar,indx,x); */ + /* for (i=1;i<=npar;i++){ */ + /* y[i][j]=x[i]; */ + /* printf("%.3e ",y[i][j]); */ + /* fprintf(ficlog,"%.3e ",y[i][j]); */ + /* } */ + /* printf("\n"); */ + /* fprintf(ficlog,"\n"); */ + /* } */ - /* printf("\n#Hessian matrix recomputed#\n"); + /* Verifying the inverse matrix */ +#ifdef DEBUGHESS + y=matprod2(y,hess,1,npar,1,npar,1,npar,matcov); + + printf("\n#Verification: multiplying the matrix of covariance by the Hessian matrix, should be unity:#\n"); + fprintf(ficlog,"\n#Verification: multiplying the matrix of covariance by the Hessian matrix. Should be unity:#\n"); for (j=1;j<=npar;j++) { - for (i=1;i<=npar;i++) x[i]=0; - x[j]=1; - lubksb(a,npar,indx,x); for (i=1;i<=npar;i++){ - y[i][j]=x[i]; - printf("%.3e ",y[i][j]); - fprintf(ficlog,"%.3e ",y[i][j]); + printf("%.2f ",y[i][j]); + fprintf(ficlog,"%.2f ",y[i][j]); } printf("\n"); fprintf(ficlog,"\n"); } - */ +#endif free_matrix(a,1,npar,1,npar); free_matrix(y,1,npar,1,npar); free_vector(x,1,npar); free_ivector(indx,1,npar); - free_matrix(hess,1,npar,1,npar); + /* free_matrix(hess,1,npar,1,npar); */ } /*************** hessian matrix ****************/ double hessii(double x[], double delta, int theta, double delti[], double (*func)(double []), int npar) -{ +{ /* Around values of x, computes the function func and returns the scales delti and hessian */ int i; int l=1, lmax=20; - double k1,k2; + double k1,k2, res, fx; double p2[MAXPARM+1]; /* identical to x */ - double res; double delt=0.0001, delts, nkhi=10.,nkhif=1., khi=1.e-4; - double fx; int k=0,kmax=10; double l1; @@ -2828,9 +2926,9 @@ double hessii(double x[], double delta, p2[theta]=x[theta]-delt; k2=func(p2)-fx; /*res= (k1-2.0*fx+k2)/delt/delt; */ - res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */ + res= (k1+k2)/delt/delt/2.; /* Divided by 2 because L and not 2*L */ -#ifdef DEBUGHESS +#ifdef DEBUGHESSII printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx); fprintf(ficlog,"%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx); #endif @@ -2844,48 +2942,122 @@ double hessii(double x[], double delta, else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ delts=delt; } - } + } /* End loop k */ } delti[theta]=delts; return res; } -double hessij( double x[], double delti[], int thetai,int thetaj,double (*func)(double []),int npar) +double hessij( double x[], double **hess, double delti[], int thetai,int thetaj,double (*func)(double []),int npar) { int i; int l=1, lmax=20; double k1,k2,k3,k4,res,fx; double p2[MAXPARM+1]; - int k; - + int k, kmax=1; + double v1, v2, cv12, lc1, lc2; + fx=func(x); - for (k=1; k<=2; k++) { + for (k=1; k<=kmax; k=k+10) { for (i=1;i<=npar;i++) p2[i]=x[i]; - p2[thetai]=x[thetai]+delti[thetai]/k; - p2[thetaj]=x[thetaj]+delti[thetaj]/k; + p2[thetai]=x[thetai]+delti[thetai]*k; + p2[thetaj]=x[thetaj]+delti[thetaj]*k; k1=func(p2)-fx; - p2[thetai]=x[thetai]+delti[thetai]/k; - p2[thetaj]=x[thetaj]-delti[thetaj]/k; + p2[thetai]=x[thetai]+delti[thetai]*k; + p2[thetaj]=x[thetaj]-delti[thetaj]*k; k2=func(p2)-fx; - p2[thetai]=x[thetai]-delti[thetai]/k; - p2[thetaj]=x[thetaj]+delti[thetaj]/k; + p2[thetai]=x[thetai]-delti[thetai]*k; + p2[thetaj]=x[thetaj]+delti[thetaj]*k; k3=func(p2)-fx; - p2[thetai]=x[thetai]-delti[thetai]/k; - p2[thetaj]=x[thetaj]-delti[thetaj]/k; + p2[thetai]=x[thetai]-delti[thetai]*k; + p2[thetaj]=x[thetaj]-delti[thetaj]*k; k4=func(p2)-fx; - res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */ -#ifdef DEBUG - printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4); - fprintf(ficlog,"%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4); + res=(k1-k2-k3+k4)/4.0/delti[thetai]/k/delti[thetaj]/k/2.; /* Because of L not 2*L */ + if(k1*k2*k3*k4 <0.){ + kmax=kmax+10; + if(kmax >=10){ + printf("Warning: directions %d-%d, you are not estimating the Hessian at the exact maximum likelihood; increase ftol=%.2e\n",thetai,thetaj, ftol); + fprintf(ficlog,"Warning: directions %d-%d, you are not estimating the Hessian at the exact maximum likelihood; increase ftol=%.2e\n",thetai,thetaj, ftol); + printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti*k=%.12e deltj*k=%.12e, xi-de*k=%.12e xj-de*k=%.12e res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4); + fprintf(ficlog,"%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti*k=%.12e deltj*k=%.12e, xi-de*k=%.12e xj-de*k=%.12e res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4); + } + } +#ifdef DEBUGHESSIJ + v1=hess[thetai][thetai]; + v2=hess[thetaj][thetaj]; + cv12=res; + /* Computing eigen value of Hessian matrix */ + lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.; + lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.; + if ((lc2 <0) || (lc1 <0) ){ + printf("Warning: sub Hessian matrix '%d%d' does not have positive eigen values \n",thetai,thetaj); + fprintf(ficlog, "Warning: sub Hessian matrix '%d%d' does not have positive eigen values \n",thetai,thetaj); + printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4); + fprintf(ficlog,"%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4); + } #endif } return res; } + /* Not done yet: Was supposed to fix if not exactly at the maximum */ +/* double hessij( double x[], double delti[], int thetai,int thetaj,double (*func)(double []),int npar) */ +/* { */ +/* int i; */ +/* int l=1, lmax=20; */ +/* double k1,k2,k3,k4,res,fx; */ +/* double p2[MAXPARM+1]; */ +/* double delt=0.0001, delts, nkhi=10.,nkhif=1., khi=1.e-4; */ +/* int k=0,kmax=10; */ +/* double l1; */ + +/* fx=func(x); */ +/* for(l=0 ; l <=lmax; l++){ /\* Enlarging the zone around the Maximum *\/ */ +/* l1=pow(10,l); */ +/* delts=delt; */ +/* for(k=1 ; k khi/nkhif) || (k2 >khi/nkhif) || (k4 >khi/nkhif) || (k4 >khi/nkhif)){ /\* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. *\/ */ +/* k=kmax; l=lmax*10; */ +/* } */ +/* else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ */ +/* delts=delt; */ +/* } */ +/* } /\* End loop k *\/ */ +/* } */ +/* delti[theta]=delts; */ +/* return res; */ +/* } */ + + /************** Inverse of matrix **************/ void ludcmp(double **a, int n, int *indx, double *d) { @@ -3818,7 +3990,7 @@ void cvevsij(double ***eij, double x[], } /************ 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, char strstart[]) + 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 *ncvyear, 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);*/ @@ -3944,7 +4116,7 @@ void varevsij(char optionfilefiname[], d 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); + prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ncvyear,ij); if (popbased==1) { if(mobilav ==0){ @@ -3975,7 +4147,7 @@ void varevsij(char optionfilefiname[], d 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); + prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ncvyear, ij); if (popbased==1) { if(mobilav ==0){ @@ -4050,7 +4222,7 @@ void varevsij(char optionfilefiname[], d /* 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); + prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ncvyear,ij); if (popbased==1) { if(mobilav ==0){ @@ -4128,9 +4300,9 @@ void varevsij(char optionfilefiname[], d } /* 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, char strstart[]) + 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 *ncvyear, int ij, char strstart[]) { - /* Variance of prevalence limit */ + /* Variance of prevalence limit for each state ij using current parameters x[] and estimates of neighbourhood give by delti*/ /* double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/ double **dnewm,**doldm; @@ -4167,13 +4339,13 @@ void varprevlim(char fileres[], double * for(i=1; i<=npar; i++){ /* Computes gradient */ xp[i] = x[i] + (i==theta ?delti[theta]:0); } - prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij); + prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ncvyear,ij); for(i=1;i<=nlstate;i++) gp[i] = prlim[i][i]; for(i=1; i<=npar; i++) /* Computes gradient */ xp[i] = x[i] - (i==theta ?delti[theta]:0); - prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij); + prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ncvyear,ij); for(i=1;i<=nlstate;i++) gm[i] = prlim[i][i]; @@ -4189,8 +4361,13 @@ void varprevlim(char fileres[], double * for(i=1;i<=nlstate;i++) varpl[i][(int)age] =0.; + if((int)age==67 ||(int)age== 66 ){ matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov); matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg); + }else{ + matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov); + matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg); + } for(i=1;i<=nlstate;i++) varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */ @@ -4621,7 +4798,7 @@ divided by h: hPij/h : ", cpt, cpt, nlstate, subdirf2(optionfilefiname,"P_"),cpt,jj1,subdirf2(optionfilefiname,"P_"),cpt,jj1,subdirf2(optionfilefiname,"P_"),cpt,jj1); } for(cpt=1; cpt<=nlstate;cpt++) { - fprintf(fichtm,"\n
- Life expectancy by health state (%d) at initial age and its decomposition into health expectancies in each alive state (1 to %d) (or area under each survival functions): %s%d%d.svg
\ + fprintf(fichtm,"\n
- Life expectancy by health state (%d) at initial age and its decomposition into health expectancies in each alive state (1 to %d) (or area under each survival functions): %s_%d%d.svg
\ ",cpt,nlstate,subdirf2(optionfilefiname,"EXP_"),cpt,jj1,subdirf2(optionfilefiname,"EXP_"),cpt,jj1,subdirf2(optionfilefiname,"EXP_"),cpt,jj1); } /* } /\* end i1 *\/ */ @@ -4631,7 +4808,7 @@ divided by h: hPij/h :

  • Result files (second order: variances)

    \n\ - Parameter file with estimated parameters and covariance matrix: %s
    \ - - 95%% confidence intervals and Wald tests of the estimated parameters are in the log file.
    \ + - 95%% confidence intervals and Wald tests of the estimated parameters are in the log file if optimization has been done (mle != 0).
    \ But because parameters are usually highly correlated (a higher incidence of disability \ and a higher incidence of recovery can give very close observed transition) it might \ be very useful to look not only at linear confidence intervals estimated from the \ @@ -4691,15 +4868,15 @@ See page 'Matrix of variance-covariance } for(cpt=1; cpt<=nlstate;cpt++) { fprintf(fichtm,"
    - Observed (cross-sectional) and period (incidence based) \ -prevalence (with 95%% confidence interval) in state (%d): %s%d_%d.svg
    \ -",cpt,subdirf2(optionfilefiname,"V_"),cpt,jj1,subdirf2(optionfilefiname,"V_"),cpt,jj1); +prevalence (with 95%% confidence interval) in state (%d): %s_%d-%d.svg
    \ +",cpt,subdirf2(optionfilefiname,"V_"),cpt,jj1,subdirf2(optionfilefiname,"V_"),cpt,jj1,subdirf2(optionfilefiname,"V_"),cpt,jj1); } fprintf(fichtm,"\n
    - Total life expectancy by age and \ health expectancies in states (1) and (2). If popbased=1 the smooth (due to the model) \ true period expectancies (those weighted with period prevalences are also\ drawn in addition to the population based expectancies computed using\ - observed and cahotic prevalences: %s_%d.svg
    \ -",subdirf2(optionfilefiname,"E_"),jj1,subdirf2(optionfilefiname,"E_"),jj1); + observed and cahotic prevalences:     %s_%d.svg
    \ +",subdirf2(optionfilefiname,"E_"),jj1,subdirf2(optionfilefiname,"E_"),jj1,subdirf2(optionfilefiname,"E_"),jj1); /* } /\* end i1 *\/ */ }/* End k1 */ fprintf(fichtm,""); @@ -4728,15 +4905,28 @@ void printinggnuplot(char fileresu[], ch fprintf(ficgp,"\n# Contributions to the Likelihood, mle >=1. For mle=4 no interpolation, pure matrix products.\n#\n"); fprintf(ficgp,"\n set log y; unset log x;set xlabel \"Age\"; set ylabel \"Likelihood (-2Log(L))\";"); /* fprintf(ficgp,"\nset ter svg size 640, 480"); */ /* Too big for svg */ - fprintf(ficgp,"\nset ter png size 640, 480"); -/* good for mle=4 plot by number of matrix products. + fprintf(ficgp,"\nset ter pngcairo size 640, 480"); +/* nice for mle=4 plot by number of matrix products. replot "rrtest1/toto.txt" u 2:($4 == 1 && $5==2 ? $9 : 1/0):5 t "p12" with point lc 1 */ /* replot exp(p1+p2*x)/(1+exp(p1+p2*x)+exp(p3+p4*x)+exp(p5+p6*x)) t "p12(x)" */ /* fprintf(ficgp,"\nset out \"%s.svg\";",subdirf2(optionfilefiname,"ILK_")); */ - fprintf(ficgp,"\nset out \"%s.png\";",subdirf2(optionfilefiname,"ILK_")); - fprintf(ficgp,"\nplot \"%s\" u 2:(-$11):3 t \"All sample, all transitions\" with dots lc variable",subdirf(fileresilk)); - fprintf(ficgp,"\nreplot \"%s\" u 2:($3 <= 3 ? -$11 : 1/0):3 t \"First 3 individuals\" with line lc variable", subdirf(fileresilk)); - fprintf(ficgp,"\nset out\n"); + fprintf(ficgp,"\nset out \"%s-dest.png\";",subdirf2(optionfilefiname,"ILK_")); + fprintf(ficgp,"\nset log y;plot \"%s\" u 2:(-$12):5 t \"All sample, transitions colored by destination\" with dots lc variable; set out;\n",subdirf(fileresilk)); + fprintf(ficgp,"\nset out \"%s-ori.png\";",subdirf2(optionfilefiname,"ILK_")); + fprintf(ficgp,"\nset log y;plot \"%s\" u 2:(-$12):4 t \"All sample, transitions colored by origin\" with dots lc variable; set out;\n\n",subdirf(fileresilk)); + for (i=1; i<= nlstate ; i ++) { + fprintf(ficgp,"\nset out \"%s-p%dj.png\";set ylabel \"Probability for each individual/wave\";",subdirf2(optionfilefiname,"ILK_"),i); + fprintf(ficgp,"unset log;\n# plot weighted, mean weight should have point size of 0.5\n plot \"%s\"",subdirf(fileresilk)); + fprintf(ficgp," u 2:($4 == %d && $5==%d ? $9 : 1/0):($11/4.):5 t \"p%d%d\" with points pointtype 7 ps variable lc variable \\\n",i,1,i,1); + for (j=2; j<= nlstate+ndeath ; j ++) { + fprintf(ficgp,",\\\n \"\" u 2:($4 == %d && $5==%d ? $9 : 1/0):($11/4.):5 t \"p%d%d\" with points pointtype 7 ps variable lc variable ",i,j,i,j); + } + fprintf(ficgp,";\nset out; unset ylabel;\n"); + } + /* unset log; plot "rrtest1_sorted_4/ILK_rrtest1_sorted_4.txt" u 2:($4 == 1 && $5==2 ? $9 : 1/0):5 t "p12" with points lc variable */ + /* fprintf(ficgp,"\nset log y;plot \"%s\" u 2:(-$11):3 t \"All sample, all transitions\" with dots lc variable",subdirf(fileresilk)); */ + /* fprintf(ficgp,"\nreplot \"%s\" u 2:($3 <= 3 ? -$11 : 1/0):3 t \"First 3 individuals\" with line lc variable", subdirf(fileresilk)); */ + fprintf(ficgp,"\nset out;unset log\n"); /* fprintf(ficgp,"\nset out \"%s.svg\"; replot; set out; # bug gnuplot",subdirf2(optionfilefiname,"ILK_")); */ strcpy(dirfileres,optionfilefiname); @@ -6317,11 +6507,12 @@ void syscompilerinfo(int logged) } - int prevalence_limit(double *p, double **prlim, double ageminpar, double agemaxpar, double ftolpl){ + int prevalence_limit(double *p, double **prlim, double ageminpar, double agemaxpar, double ftolpl, int *ncvyear){ /*--------------- Prevalence limit (period or stable prevalence) --------------*/ int i, j, k, i1 ; /* double ftolpl = 1.e-10; */ double age, agebase, agelim; + double tot; strcpy(filerespl,"PL_"); strcat(filerespl,fileresu); @@ -6332,7 +6523,7 @@ void syscompilerinfo(int logged) printf("Computing period (stable) prevalence: result on file '%s' \n", filerespl); fprintf(ficlog,"Computing period (stable) prevalence: result on file '%s' \n", filerespl); pstamp(ficrespl); - fprintf(ficrespl,"# Period (stable) prevalence \n"); + fprintf(ficrespl,"# Period (stable) prevalence. Precision given by ftolpl=%g \n", ftolpl); fprintf(ficrespl,"#Age "); for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i); fprintf(ficrespl,"\n"); @@ -6367,18 +6558,21 @@ void syscompilerinfo(int logged) for(j=1;j<=cptcoveff;j++) { fprintf(ficrespl,"V%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtabm(k,j)]); } - for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i); - fprintf(ficrespl,"\n"); + for(i=1; i<=nlstate;i++) fprintf(ficrespl," %d-%d ",i,i); + fprintf(ficrespl,"Total Years_to_converge\n"); for (age=agebase; age<=agelim; age++){ /* for (age=agebase; age<=agebase; age++){ */ - prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k); + prevalim(prlim, nlstate, p, age, oldm, savm, ftolpl, ncvyear, k); fprintf(ficrespl,"%.0f ",age ); for(j=1;j<=cptcoveff;j++) fprintf(ficrespl,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtabm(k,j)]); - for(i=1; i<=nlstate;i++) + tot=0.; + for(i=1; i<=nlstate;i++){ + tot += prlim[i][i]; fprintf(ficrespl," %.5f", prlim[i][i]); - fprintf(ficrespl,"\n"); + } + fprintf(ficrespl," %.3f %d\n", tot, *ncvyear); } /* Age */ /* was end of cptcod */ } /* cptcov */ @@ -6471,7 +6665,8 @@ int main(int argc, char *argv[]) #endif int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav); int i,j, k, n=MAXN,iter=0,m,size=100, cptcod; - + int ncvyearnp=0; + int *ncvyear=&ncvyearnp; /* Number of years needed for the period prevalence to converge */ int jj, ll, li, lj, lk; int numlinepar=0; /* Current linenumber of parameter file */ int num_filled; @@ -6519,6 +6714,7 @@ int main(int argc, char *argv[]) double ***param; /* Matrix of parameters */ double *p; double **matcov; /* Matrix of covariance */ + double **hess; /* Hessian matrix */ double ***delti3; /* Scale */ double *delti; /* Scale */ double ***eij, ***vareij; @@ -6578,14 +6774,23 @@ int main(int argc, char *argv[]) printf("\nIMaCh version %s, %s\n%s",version, copyright, fullversion); if(argc <=1){ printf("\nEnter the parameter file name: "); - fgets(pathr,FILENAMELENGTH,stdin); + if(!fgets(pathr,FILENAMELENGTH,stdin)){ + printf("ERROR Empty parameter file name\n"); + goto end; + } i=strlen(pathr); if(pathr[i-1]=='\n') pathr[i-1]='\0'; i=strlen(pathr); - if(pathr[i-1]==' ') /* This may happen when dragging on oS/X! */ + if(i >= 1 && pathr[i-1]==' ') {/* This may happen when dragging on oS/X! */ pathr[i-1]='\0'; - for (tok = pathr; tok != NULL; ){ + } + i=strlen(pathr); + if( i==0 ){ + printf("ERROR Empty parameter file name\n"); + goto end; + } + for (tok = pathr; tok != NULL; ){ printf("Pathr |%s|\n",pathr); while ((val = strsep(&tok, "\"" )) != NULL && *val == '\0'); printf("val= |%s| pathr=%s\n",val,pathr); @@ -6725,7 +6930,8 @@ int main(int argc, char *argv[]) } printf("ftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\n",ftol, stepm, ncovcol, nlstate,ndeath, maxwav, mle, weightopt); } - ftolpl=6*ftol*1.e5; /* 6.e-3 make convergences in less than 80 loops for the prevalence limit */ + /* ftolpl=6*ftol*1.e5; /\* 6.e-3 make convergences in less than 80 loops for the prevalence limit *\/ */ + ftolpl=6.e-3; /* 6.e-3 make convergences in less than 80 loops for the prevalence limit */ /* Third parameter line */ while(fgets(line, MAXLINE, ficpar)) { /* If line starts with a # it is a comment */ @@ -6755,14 +6961,13 @@ int main(int argc, char *argv[]) } } /* printf(" model=1+age%s modeltemp= %s, model=%s\n",model, modeltemp, model);fflush(stdout); */ + printf("model=1+age+%s\n",model);fflush(stdout); } /* fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d model=1+age+%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncovcol, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model); */ /* numlinepar=numlinepar+3; /\* In general *\/ */ /* printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=1+age+%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate,ndeath, maxwav, mle, weightopt,model); */ - if(model[strlen(model)-1]=='.') /* Suppressing leading dot in the model */ - model[strlen(model)-1]='\0'; - fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=1+age%s.\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model); - fprintf(ficlog,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=1+age%s.\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model); + fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=1+age+%s.\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model); + fprintf(ficlog,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=1+age+%s.\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model); fflush(ficlog); /* if(model[0]=='#'|| model[0]== '\0'){ */ if(model[0]=='#'){ @@ -6827,6 +7032,7 @@ int main(int argc, char *argv[]) fprintf(ficlog," You chose mle=-3, look at file %s for a template of covariance matrix \n",filereso); param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel); matcov=matrix(1,npar,1,npar); + hess=matrix(1,npar,1,npar); } else{ /* Read guessed parameters */ @@ -6935,6 +7141,7 @@ run imach with mle=-1 to get a correct t ungetc(c,ficpar); matcov=matrix(1,npar,1,npar); + hess=matrix(1,npar,1,npar); for(i=1; i <=npar; i++) for(j=1; j <=npar; j++) matcov[i][j]=0.; @@ -7177,7 +7384,7 @@ Please run with mle=-1 to get a correct printf("Problem with file %s",optionfilegnuplot); } else{ - fprintf(ficgp,"\n# %s\n", version); + fprintf(ficgp,"\n# IMaCh-%s\n", version); fprintf(ficgp,"# %s\n", optionfilegnuplot); //fprintf(ficgp,"set missing 'NaNq'\n"); fprintf(ficgp,"set datafile missing 'NaNq'\n"); @@ -7204,13 +7411,15 @@ Please run with mle=-1 to get a correct else{ fprintf(fichtmcov,"\nIMaCh Cov %s\n %s
    %s     \
    \n\ -Title=%s
    Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s
    \n",\ +Title=%s
    Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=1+age+%s
    \n",\ optionfilehtmcov,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model); } - fprintf(fichtm,"\nIMaCh %s\n %s
    %s     \ + fprintf(fichtm,"\n\n\nIMaCh %s\n     IMaCh for Interpolated Markov Chain
    \nSponsored by Copyright (C) 2002-2015 INED-EUROREVES-Institut de longévité-Japan Society for the Promotion of Sciences 日本学術振興会 (Grant-in-Aid for Scientific Research 25293121) - Intel Software 2015
    \ +
    \n\ +IMaCh-%s
    %s     \
    \n\ -Title=%s
    Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s
    \n\ +Title=%s
    Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=1+age+%s
    \n\ \n\
    \