Annotation of imach/src/imach.c, revision 1.4

1.2       lievre      1:     
                      2: /*********************** Imach **************************************        
                      3:   This program computes Healthy Life Expectancies from cross-longitudinal 
                      4:   data. Cross-longitudinal consist in a first survey ("cross") where 
                      5:   individuals from different ages are interviewed on their health status
                      6:   or degree of  disability. At least a second wave of interviews 
                      7:   ("longitudinal") should  measure each new individual health status. 
                      8:   Health expectancies are computed from the transistions observed between 
                      9:   waves and are computed for each degree of severity of disability (number
                     10:   of life states). More degrees you consider, more time is necessary to
                     11:   reach the Maximum Likelihood of the parameters involved in the model.
                     12:   The simplest model is the multinomial logistic model where pij is
                     13:   the probabibility to be observed in state j at the second wave conditional
                     14:   to be observed in state i at the first wave. Therefore the model is:
                     15:   log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex' 
                     16:   is a covariate. If you want to have a more complex model than "constant and
                     17:   age", you should modify the program where the markup 
                     18:     *Covariates have to be included here again* invites you to do it.
                     19:   More covariates you add, less is the speed of the convergence.
                     20: 
                     21:   The advantage that this computer programme claims, comes from that if the 
                     22:   delay between waves is not identical for each individual, or if some 
                     23:   individual missed an interview, the information is not rounded or lost, but
                     24:   taken into account using an interpolation or extrapolation.
                     25:   hPijx is the probability to be
                     26:   observed in state i at age x+h conditional to the observed state i at age 
                     27:   x. The delay 'h' can be split into an exact number (nh*stepm) of 
                     28:   unobserved intermediate  states. This elementary transition (by month or 
                     29:   quarter trimester, semester or year) is model as a multinomial logistic. 
                     30:   The hPx matrix is simply the matrix product of nh*stepm elementary matrices
                     31:   and the contribution of each individual to the likelihood is simply hPijx.
                     32: 
                     33:   Also this programme outputs the covariance matrix of the parameters but also
                     34:   of the life expectancies. It also computes the prevalence limits. 
                     35:   
                     36:   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
                     37:            Institut national d'études démographiques, Paris.
                     38:   This software have been partly granted by Euro-REVES, a concerted action
                     39:   from the European Union.
                     40:   It is copyrighted identically to a GNU software product, ie programme and
                     41:   software can be distributed freely for non commercial use. Latest version
                     42:   can be accessed at http://euroreves.ined.fr/imach .
                     43:   **********************************************************************/
                     44:  
                     45: #include <math.h>
                     46: #include <stdio.h>
                     47: #include <stdlib.h>
                     48: #include <unistd.h>
                     49: 
                     50: #define MAXLINE 256
                     51: #define FILENAMELENGTH 80
                     52: /*#define DEBUG*/
                     53: #define windows
                     54: 
                     55: #define MAXPARM 30 /* Maximum number of parameters for the optimization */
                     56: #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
                     57: 
                     58: #define NINTERVMAX 8
                     59: #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
                     60: #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
                     61: #define NCOVMAX 8 /* Maximum number of covariates */
1.3       lievre     62: #define MAXN 20000
1.2       lievre     63: #define YEARM 12. /* Number of months per year */
                     64: #define AGESUP 130
                     65: #define AGEBASE 40
                     66: 
                     67: 
                     68: int nvar;
                     69: static int cptcov;
                     70: int cptcovn;
                     71: int npar=NPARMAX;
                     72: int nlstate=2; /* Number of live states */
                     73: int ndeath=1; /* Number of dead states */
                     74: int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
                     75: 
                     76: int *wav; /* Number of waves for this individuual 0 is possible */
                     77: int maxwav; /* Maxim number of waves */
                     78: int mle, weightopt;
                     79: int **mw; /* mw[mi][i] is number of the mi wave for this individual */
                     80: int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
                     81: double **oldm, **newm, **savm; /* Working pointers to matrices */
                     82: double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
                     83: FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest;
                     84: FILE *ficgp, *fichtm;
                     85: FILE *ficreseij;
                     86:   char filerese[FILENAMELENGTH];
                     87:  FILE  *ficresvij;
                     88:   char fileresv[FILENAMELENGTH];
                     89:  FILE  *ficresvpl;
                     90:   char fileresvpl[FILENAMELENGTH];
                     91: 
                     92: 
                     93: 
                     94: 
                     95: #define NR_END 1
                     96: #define FREE_ARG char*
                     97: #define FTOL 1.0e-10
                     98: 
                     99: #define NRANSI 
                    100: #define ITMAX 200 
                    101: 
                    102: #define TOL 2.0e-4 
                    103: 
                    104: #define CGOLD 0.3819660 
                    105: #define ZEPS 1.0e-10 
                    106: #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
                    107: 
                    108: #define GOLD 1.618034 
                    109: #define GLIMIT 100.0 
                    110: #define TINY 1.0e-20 
                    111: 
                    112: static double maxarg1,maxarg2;
                    113: #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
                    114: #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
                    115:  
                    116: #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
                    117: #define rint(a) floor(a+0.5)
                    118: 
                    119: static double sqrarg;
                    120: #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
                    121: #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
                    122: 
                    123: int imx; 
                    124: int stepm;
                    125: /* Stepm, step in month: minimum step interpolation*/
                    126: 
                    127: int m,nb;
                    128: int *num, firstpass=0, lastpass=4,*cod, *ncodemax;
                    129: double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
                    130: double **pmmij;
                    131: 
                    132: double *weight;
                    133: int **s; /* Status */
                    134: double *agedc, **covar, idx;
                    135: int **nbcode, *Tcode, *Tvar, **codtab;
                    136: 
                    137: double ftol=FTOL; /* Tolerance for computing Max Likelihood */
                    138: double ftolhess; /* Tolerance for computing hessian */
                    139: 
                    140: 
                    141: /******************************************/
                    142: 
                    143: void replace(char *s, char*t)
                    144: {
                    145:   int i;
                    146:   int lg=20;
                    147:   i=0;
                    148:   lg=strlen(t);
                    149:   for(i=0; i<= lg; i++) {
                    150:     (s[i] = t[i]);
                    151:     if (t[i]== '\\') s[i]='/';
                    152:   }
                    153: }
                    154: 
                    155: int nbocc(char *s, char occ)
                    156: {
                    157:   int i,j=0;
                    158:   int lg=20;
                    159:   i=0;
                    160:   lg=strlen(s);
                    161:   for(i=0; i<= lg; i++) {
                    162:   if  (s[i] == occ ) j++;
                    163:   }
                    164:   return j;
                    165: }
                    166: 
                    167: void cutv(char *u,char *v, char*t, char occ)
                    168: {
                    169:   int i,lg,j,p;
                    170:   i=0;
                    171:   for(j=0; j<=strlen(t)-1; j++) {
1.3       lievre    172:     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
1.2       lievre    173:   }
                    174: 
                    175:   lg=strlen(t);
                    176:   for(j=0; j<p; j++) {
                    177:     (u[j] = t[j]);
                    178:     u[p]='\0';
                    179:   }
                    180: 
                    181:    for(j=0; j<= lg; j++) {
                    182:     if (j>=(p+1))(v[j-p-1] = t[j]);
                    183:   }
                    184: }
                    185: 
                    186: /********************** nrerror ********************/
                    187: 
                    188: void nrerror(char error_text[])
                    189: {
                    190:   fprintf(stderr,"ERREUR ...\n");
                    191:   fprintf(stderr,"%s\n",error_text);
                    192:   exit(1);
                    193: }
                    194: /*********************** vector *******************/
                    195: double *vector(int nl, int nh)
                    196: {
                    197:   double *v;
                    198:   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
                    199:   if (!v) nrerror("allocation failure in vector");
                    200:   return v-nl+NR_END;
                    201: }
                    202: 
                    203: /************************ free vector ******************/
                    204: void free_vector(double*v, int nl, int nh)
                    205: {
                    206:   free((FREE_ARG)(v+nl-NR_END));
                    207: }
                    208: 
                    209: /************************ivector *******************************/
                    210: int *ivector(long nl,long nh)
                    211: {
                    212:   int *v;
                    213:   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
                    214:   if (!v) nrerror("allocation failure in ivector");
                    215:   return v-nl+NR_END;
                    216: }
                    217: 
                    218: /******************free ivector **************************/
                    219: void free_ivector(int *v, long nl, long nh)
                    220: {
                    221:   free((FREE_ARG)(v+nl-NR_END));
                    222: }
                    223: 
                    224: /******************* imatrix *******************************/
                    225: int **imatrix(long nrl, long nrh, long ncl, long nch) 
                    226:      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
                    227: { 
                    228:   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
                    229:   int **m; 
                    230:   
                    231:   /* allocate pointers to rows */ 
                    232:   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
                    233:   if (!m) nrerror("allocation failure 1 in matrix()"); 
                    234:   m += NR_END; 
                    235:   m -= nrl; 
                    236:   
                    237:   
                    238:   /* allocate rows and set pointers to them */ 
                    239:   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
                    240:   if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
                    241:   m[nrl] += NR_END; 
                    242:   m[nrl] -= ncl; 
                    243:   
                    244:   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
                    245:   
                    246:   /* return pointer to array of pointers to rows */ 
                    247:   return m; 
                    248: } 
                    249: 
                    250: /****************** free_imatrix *************************/
                    251: void free_imatrix(m,nrl,nrh,ncl,nch)
                    252:       int **m;
                    253:       long nch,ncl,nrh,nrl; 
                    254:      /* free an int matrix allocated by imatrix() */ 
                    255: { 
                    256:   free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
                    257:   free((FREE_ARG) (m+nrl-NR_END)); 
                    258: } 
                    259: 
                    260: /******************* matrix *******************************/
                    261: double **matrix(long nrl, long nrh, long ncl, long nch)
                    262: {
                    263:   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
                    264:   double **m;
                    265: 
                    266:   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
                    267:   if (!m) nrerror("allocation failure 1 in matrix()");
                    268:   m += NR_END;
                    269:   m -= nrl;
                    270: 
                    271:   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
                    272:   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
                    273:   m[nrl] += NR_END;
                    274:   m[nrl] -= ncl;
                    275: 
                    276:   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
                    277:   return m;
                    278: }
                    279: 
                    280: /*************************free matrix ************************/
                    281: void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
                    282: {
                    283:   free((FREE_ARG)(m[nrl]+ncl-NR_END));
                    284:   free((FREE_ARG)(m+nrl-NR_END));
                    285: }
                    286: 
                    287: /******************* ma3x *******************************/
                    288: double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
                    289: {
                    290:   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
                    291:   double ***m;
                    292: 
                    293:   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
                    294:   if (!m) nrerror("allocation failure 1 in matrix()");
                    295:   m += NR_END;
                    296:   m -= nrl;
                    297: 
                    298:   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
                    299:   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
                    300:   m[nrl] += NR_END;
                    301:   m[nrl] -= ncl;
                    302: 
                    303:   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
                    304: 
                    305:   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
                    306:   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
                    307:   m[nrl][ncl] += NR_END;
                    308:   m[nrl][ncl] -= nll;
                    309:   for (j=ncl+1; j<=nch; j++) 
                    310:     m[nrl][j]=m[nrl][j-1]+nlay;
                    311:   
                    312:   for (i=nrl+1; i<=nrh; i++) {
                    313:     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
                    314:     for (j=ncl+1; j<=nch; j++) 
                    315:       m[i][j]=m[i][j-1]+nlay;
                    316:   }
                    317:   return m;
                    318: }
                    319: 
                    320: /*************************free ma3x ************************/
                    321: void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
                    322: {
                    323:   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
                    324:   free((FREE_ARG)(m[nrl]+ncl-NR_END));
                    325:   free((FREE_ARG)(m+nrl-NR_END));
                    326: }
                    327: 
                    328: /***************** f1dim *************************/
                    329: extern int ncom; 
                    330: extern double *pcom,*xicom;
                    331: extern double (*nrfunc)(double []); 
                    332:  
                    333: double f1dim(double x) 
                    334: { 
                    335:   int j; 
                    336:   double f;
                    337:   double *xt; 
                    338:  
                    339:   xt=vector(1,ncom); 
                    340:   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
                    341:   f=(*nrfunc)(xt); 
                    342:   free_vector(xt,1,ncom); 
                    343:   return f; 
                    344: } 
                    345: 
                    346: /*****************brent *************************/
                    347: double brent(double ax, double bx, double cx, double (*f)(double), double tol,         double *xmin) 
                    348: { 
                    349:   int iter; 
                    350:   double a,b,d,etemp;
                    351:   double fu,fv,fw,fx;
                    352:   double ftemp;
                    353:   double p,q,r,tol1,tol2,u,v,w,x,xm; 
                    354:   double e=0.0; 
                    355:  
                    356:   a=(ax < cx ? ax : cx); 
                    357:   b=(ax > cx ? ax : cx); 
                    358:   x=w=v=bx; 
                    359:   fw=fv=fx=(*f)(x); 
                    360:   for (iter=1;iter<=ITMAX;iter++) { 
                    361:     xm=0.5*(a+b); 
                    362:     tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
                    363:     /*         if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
                    364:     printf(".");fflush(stdout);
                    365: #ifdef DEBUG
                    366:     printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
                    367:     /*         if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
                    368: #endif
                    369:     if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
                    370:       *xmin=x; 
                    371:       return fx; 
                    372:     } 
                    373:     ftemp=fu;
                    374:     if (fabs(e) > tol1) { 
                    375:       r=(x-w)*(fx-fv); 
                    376:       q=(x-v)*(fx-fw); 
                    377:       p=(x-v)*q-(x-w)*r; 
                    378:       q=2.0*(q-r); 
                    379:       if (q > 0.0) p = -p; 
                    380:       q=fabs(q); 
                    381:       etemp=e; 
                    382:       e=d; 
                    383:       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
                    384:        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
                    385:       else { 
                    386:        d=p/q; 
                    387:        u=x+d; 
                    388:        if (u-a < tol2 || b-u < tol2) 
                    389:          d=SIGN(tol1,xm-x); 
                    390:       } 
                    391:     } else { 
                    392:       d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
                    393:     } 
                    394:     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
                    395:     fu=(*f)(u); 
                    396:     if (fu <= fx) { 
                    397:       if (u >= x) a=x; else b=x; 
                    398:       SHFT(v,w,x,u) 
                    399:        SHFT(fv,fw,fx,fu) 
                    400:        } else { 
                    401:          if (u < x) a=u; else b=u; 
                    402:          if (fu <= fw || w == x) { 
                    403:            v=w; 
                    404:            w=u; 
                    405:            fv=fw; 
                    406:            fw=fu; 
                    407:          } else if (fu <= fv || v == x || v == w) { 
                    408:            v=u; 
                    409:            fv=fu; 
                    410:          } 
                    411:        } 
                    412:   } 
                    413:   nrerror("Too many iterations in brent"); 
                    414:   *xmin=x; 
                    415:   return fx; 
                    416: } 
                    417: 
                    418: /****************** mnbrak ***********************/
                    419: 
                    420: void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
                    421:            double (*func)(double)) 
                    422: { 
                    423:   double ulim,u,r,q, dum;
                    424:   double fu; 
                    425:  
                    426:   *fa=(*func)(*ax); 
                    427:   *fb=(*func)(*bx); 
                    428:   if (*fb > *fa) { 
                    429:     SHFT(dum,*ax,*bx,dum) 
                    430:       SHFT(dum,*fb,*fa,dum) 
                    431:       } 
                    432:   *cx=(*bx)+GOLD*(*bx-*ax); 
                    433:   *fc=(*func)(*cx); 
                    434:   while (*fb > *fc) { 
                    435:     r=(*bx-*ax)*(*fb-*fc); 
                    436:     q=(*bx-*cx)*(*fb-*fa); 
                    437:     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
                    438:       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
                    439:     ulim=(*bx)+GLIMIT*(*cx-*bx); 
                    440:     if ((*bx-u)*(u-*cx) > 0.0) { 
                    441:       fu=(*func)(u); 
                    442:     } else if ((*cx-u)*(u-ulim) > 0.0) { 
                    443:       fu=(*func)(u); 
                    444:       if (fu < *fc) { 
                    445:        SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
                    446:          SHFT(*fb,*fc,fu,(*func)(u)) 
                    447:          } 
                    448:     } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
                    449:       u=ulim; 
                    450:       fu=(*func)(u); 
                    451:     } else { 
                    452:       u=(*cx)+GOLD*(*cx-*bx); 
                    453:       fu=(*func)(u); 
                    454:     } 
                    455:     SHFT(*ax,*bx,*cx,u) 
                    456:       SHFT(*fa,*fb,*fc,fu) 
                    457:       } 
                    458: } 
                    459: 
                    460: /*************** linmin ************************/
                    461: 
                    462: int ncom; 
                    463: double *pcom,*xicom;
                    464: double (*nrfunc)(double []); 
                    465:  
                    466: void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
                    467: { 
                    468:   double brent(double ax, double bx, double cx, 
                    469:               double (*f)(double), double tol, double *xmin); 
                    470:   double f1dim(double x); 
                    471:   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
                    472:              double *fc, double (*func)(double)); 
                    473:   int j; 
                    474:   double xx,xmin,bx,ax; 
                    475:   double fx,fb,fa;
                    476:  
                    477:   ncom=n; 
                    478:   pcom=vector(1,n); 
                    479:   xicom=vector(1,n); 
                    480:   nrfunc=func; 
                    481:   for (j=1;j<=n;j++) { 
                    482:     pcom[j]=p[j]; 
                    483:     xicom[j]=xi[j]; 
                    484:   } 
                    485:   ax=0.0; 
                    486:   xx=1.0; 
                    487:   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
                    488:   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
                    489: #ifdef DEBUG
                    490:   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
                    491: #endif
                    492:   for (j=1;j<=n;j++) { 
                    493:     xi[j] *= xmin; 
                    494:     p[j] += xi[j]; 
                    495:   } 
                    496:   free_vector(xicom,1,n); 
                    497:   free_vector(pcom,1,n); 
                    498: } 
                    499: 
                    500: /*************** powell ************************/
                    501: void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
                    502:            double (*func)(double [])) 
                    503: { 
                    504:   void linmin(double p[], double xi[], int n, double *fret, 
                    505:              double (*func)(double [])); 
                    506:   int i,ibig,j; 
                    507:   double del,t,*pt,*ptt,*xit;
                    508:   double fp,fptt;
                    509:   double *xits;
                    510:   pt=vector(1,n); 
                    511:   ptt=vector(1,n); 
                    512:   xit=vector(1,n); 
                    513:   xits=vector(1,n); 
                    514:   *fret=(*func)(p); 
                    515:   for (j=1;j<=n;j++) pt[j]=p[j]; 
                    516:   for (*iter=1;;++(*iter)) { 
                    517:     fp=(*fret); 
                    518:     ibig=0; 
                    519:     del=0.0; 
                    520:     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
                    521:     for (i=1;i<=n;i++) 
                    522:       printf(" %d %.12f",i, p[i]);
                    523:     printf("\n");
                    524:     for (i=1;i<=n;i++) { 
                    525:       for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
                    526:       fptt=(*fret); 
                    527: #ifdef DEBUG
                    528:       printf("fret=%lf \n",*fret);
                    529: #endif
                    530:       printf("%d",i);fflush(stdout);
                    531:       linmin(p,xit,n,fret,func); 
                    532:       if (fabs(fptt-(*fret)) > del) { 
                    533:        del=fabs(fptt-(*fret)); 
                    534:        ibig=i; 
                    535:       } 
                    536: #ifdef DEBUG
                    537:       printf("%d %.12e",i,(*fret));
                    538:       for (j=1;j<=n;j++) {
                    539:        xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
                    540:        printf(" x(%d)=%.12e",j,xit[j]);
                    541:       }
                    542:       for(j=1;j<=n;j++) 
                    543:        printf(" p=%.12e",p[j]);
                    544:       printf("\n");
                    545: #endif
                    546:     } 
                    547:     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
                    548: #ifdef DEBUG
                    549:       int k[2],l;
                    550:       k[0]=1;
                    551:       k[1]=-1;
                    552:       printf("Max: %.12e",(*func)(p));
                    553:       for (j=1;j<=n;j++) 
                    554:        printf(" %.12e",p[j]);
                    555:       printf("\n");
                    556:       for(l=0;l<=1;l++) {
                    557:        for (j=1;j<=n;j++) {
                    558:          ptt[j]=p[j]+(p[j]-pt[j])*k[l];
                    559:          printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
                    560:        }
                    561:        printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
                    562:       }
                    563: #endif
                    564: 
                    565: 
                    566:       free_vector(xit,1,n); 
                    567:       free_vector(xits,1,n); 
                    568:       free_vector(ptt,1,n); 
                    569:       free_vector(pt,1,n); 
                    570:       return; 
                    571:     } 
                    572:     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
                    573:     for (j=1;j<=n;j++) { 
                    574:       ptt[j]=2.0*p[j]-pt[j]; 
                    575:       xit[j]=p[j]-pt[j]; 
                    576:       pt[j]=p[j]; 
                    577:     } 
                    578:     fptt=(*func)(ptt); 
                    579:     if (fptt < fp) { 
                    580:       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
                    581:       if (t < 0.0) { 
                    582:        linmin(p,xit,n,fret,func); 
                    583:        for (j=1;j<=n;j++) { 
                    584:          xi[j][ibig]=xi[j][n]; 
                    585:          xi[j][n]=xit[j]; 
                    586:        }
                    587: #ifdef DEBUG
                    588:        printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
                    589:        for(j=1;j<=n;j++)
                    590:          printf(" %.12e",xit[j]);
                    591:        printf("\n");
                    592: #endif
                    593:       } 
                    594:     } 
                    595:   } 
                    596: } 
                    597: 
                    598: /**** Prevalence limit ****************/
                    599: 
                    600: double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
                    601: {
                    602:   /* Computes the prevalence limit in each live state at age x by left multiplying the unit
                    603:      matrix by transitions matrix until convergence is reached */
                    604: 
                    605:   int i, ii,j,k;
                    606:   double min, max, maxmin, maxmax,sumnew=0.;
                    607:   double **matprod2();
                    608:   double **out, cov[NCOVMAX], **pmij();
                    609:   double **newm;
                    610:   double agefin, delaymax=50 ; /* Max number of years to converge */
                    611: 
                    612:   for (ii=1;ii<=nlstate+ndeath;ii++)
                    613:     for (j=1;j<=nlstate+ndeath;j++){
                    614:       oldm[ii][j]=(ii==j ? 1.0 : 0.0);
                    615:     }
                    616:   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
                    617:   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
                    618:     newm=savm;
                    619:     /* Covariates have to be included here again */
                    620:     cov[1]=1.;
                    621:     cov[2]=agefin;
                    622:     if (cptcovn>0){
                    623:       for (k=1; k<=cptcovn;k++) {cov[2+k]=nbcode[Tvar[k]][codtab[ij][k]];/*printf("Tcode[ij]=%d nbcode=%d\n",Tcode[ij],nbcode[k][Tcode[ij]]);*/}
                    624:     }
                    625:     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
                    626: 
                    627:     savm=oldm;
                    628:     oldm=newm;
                    629:     maxmax=0.;
                    630:     for(j=1;j<=nlstate;j++){
                    631:       min=1.;
                    632:       max=0.;
                    633:       for(i=1; i<=nlstate; i++) {
                    634:        sumnew=0;
                    635:        for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
                    636:        prlim[i][j]= newm[i][j]/(1-sumnew);
                    637:        max=FMAX(max,prlim[i][j]);
                    638:        min=FMIN(min,prlim[i][j]);
                    639:       }
                    640:       maxmin=max-min;
                    641:       maxmax=FMAX(maxmax,maxmin);
                    642:     }
                    643:     if(maxmax < ftolpl){
                    644:       return prlim;
                    645:     }
                    646:   }
                    647: }
                    648: 
                    649: /*************** transition probabilities **********/ 
                    650: 
                    651: double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
                    652: {
                    653:   double s1, s2;
                    654:   /*double t34;*/
                    655:   int i,j,j1, nc, ii, jj;
                    656: 
                    657:     for(i=1; i<= nlstate; i++){
                    658:     for(j=1; j<i;j++){
                    659:       for (nc=1, s2=0.;nc <=ncovmodel; nc++){
                    660:        /*s2 += param[i][j][nc]*cov[nc];*/
                    661:        s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
                    662:        /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/
                    663:       }
                    664:       ps[i][j]=s2;
                    665:       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
                    666:     }
                    667:     for(j=i+1; j<=nlstate+ndeath;j++){
                    668:       for (nc=1, s2=0.;nc <=ncovmodel; nc++){
                    669:        s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
                    670:        /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
                    671:       }
                    672:       ps[i][j]=s2;
                    673:     }
                    674:   }
                    675:   for(i=1; i<= nlstate; i++){
                    676:      s1=0;
                    677:     for(j=1; j<i; j++)
                    678:       s1+=exp(ps[i][j]);
                    679:     for(j=i+1; j<=nlstate+ndeath; j++)
                    680:       s1+=exp(ps[i][j]);
                    681:     ps[i][i]=1./(s1+1.);
                    682:     for(j=1; j<i; j++)
                    683:       ps[i][j]= exp(ps[i][j])*ps[i][i];
                    684:     for(j=i+1; j<=nlstate+ndeath; j++)
                    685:       ps[i][j]= exp(ps[i][j])*ps[i][i];
                    686:     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
                    687:   } /* end i */
                    688: 
                    689:   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
                    690:     for(jj=1; jj<= nlstate+ndeath; jj++){
                    691:       ps[ii][jj]=0;
                    692:       ps[ii][ii]=1;
                    693:     }
                    694:   }
                    695: 
                    696:   /*   for(ii=1; ii<= nlstate+ndeath; ii++){
                    697:     for(jj=1; jj<= nlstate+ndeath; jj++){
                    698:      printf("%lf ",ps[ii][jj]);
                    699:    }
                    700:     printf("\n ");
                    701:     }
                    702:     printf("\n ");printf("%lf ",cov[2]);*/
                    703: /*
                    704:   for(i=1; i<= npar; i++) printf("%f ",x[i]);
                    705:   goto end;*/
                    706:     return ps;
                    707: }
                    708: 
                    709: /**************** Product of 2 matrices ******************/
                    710: 
                    711: double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
                    712: {
                    713:   /* Computes the matric product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
                    714:      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
                    715:   /* in, b, out are matrice of pointers which should have been initialized 
                    716:      before: only the contents of out is modified. The function returns
                    717:      a pointer to pointers identical to out */
                    718:   long i, j, k;
                    719:   for(i=nrl; i<= nrh; i++)
                    720:     for(k=ncolol; k<=ncoloh; k++)
                    721:       for(j=ncl,out[i][k]=0.; j<=nch; j++)
                    722:        out[i][k] +=in[i][j]*b[j][k];
                    723: 
                    724:   return out;
                    725: }
                    726: 
                    727: 
                    728: /************* Higher Matrix Product ***************/
                    729: 
                    730: double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
                    731: {
                    732:   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month 
                    733:      duration (i.e. until
                    734:      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices. 
                    735:      Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
                    736:      (typically every 2 years instead of every month which is too big).
                    737:      Model is determined by parameters x and covariates have to be 
                    738:      included manually here. 
                    739: 
                    740:      */
                    741: 
                    742:   int i, j, d, h, k;
                    743:   double **out, cov[NCOVMAX];
                    744:   double **newm;
                    745: 
                    746:   /* Hstepm could be zero and should return the unit matrix */
                    747:   for (i=1;i<=nlstate+ndeath;i++)
                    748:     for (j=1;j<=nlstate+ndeath;j++){
                    749:       oldm[i][j]=(i==j ? 1.0 : 0.0);
                    750:       po[i][j][0]=(i==j ? 1.0 : 0.0);
                    751:     }
                    752:   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
                    753:   for(h=1; h <=nhstepm; h++){
                    754:     for(d=1; d <=hstepm; d++){
                    755:       newm=savm;
                    756:       /* Covariates have to be included here again */
                    757:       cov[1]=1.;
                    758:       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
                    759:       if (cptcovn>0){
                    760:       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][k]];
                    761:     }
                    762:       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
                    763:       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
                    764:       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
                    765:                   pmij(pmmij,cov,ncovmodel,x,nlstate));
                    766:       savm=oldm;
                    767:       oldm=newm;
                    768:     }
                    769:     for(i=1; i<=nlstate+ndeath; i++)
                    770:       for(j=1;j<=nlstate+ndeath;j++) {
                    771:        po[i][j][h]=newm[i][j];
                    772:        /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
                    773:         */
                    774:       }
                    775:   } /* end h */
                    776:   return po;
                    777: }
                    778: 
                    779: 
                    780: /*************** log-likelihood *************/
                    781: double func( double *x)
                    782: {
                    783:   int i, ii, j, k, mi, d;
                    784:   double l, ll[NLSTATEMAX], cov[NCOVMAX];
                    785:   double **out;
                    786:   double sw; /* Sum of weights */
                    787:   double lli; /* Individual log likelihood */
                    788:   long ipmx;
                    789:   /*extern weight */
                    790:   /* We are differentiating ll according to initial status */
                    791:   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
                    792:   /*for(i=1;i<imx;i++) 
                    793: printf(" %d\n",s[4][i]);
                    794:   */
                    795: 
                    796:   for(k=1; k<=nlstate; k++) ll[k]=0.;
                    797:   for (i=1,ipmx=0, sw=0.; i<=imx; i++){
                    798:        for(mi=1; mi<= wav[i]-1; mi++){
                    799:       for (ii=1;ii<=nlstate+ndeath;ii++)
                    800:        for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);
                    801:             for(d=0; d<dh[mi][i]; d++){
                    802:        newm=savm;
                    803:          cov[1]=1.;
                    804:          cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
                    805:          if (cptcovn>0){
1.3       lievre    806:            for (k=1; k<=cptcovn;k++) cov[2+k]=covar[1+k-1][i];
1.2       lievre    807:            }
                    808:          out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
                    809:                       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
                    810:          savm=oldm;
                    811:          oldm=newm;
1.3       lievre    812: 
                    813: 
1.2       lievre    814:       } /* end mult */
                    815:    
                    816:       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);
                    817:       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/
                    818:       ipmx +=1;
                    819:       sw += weight[i];
                    820:       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
                    821:     } /* end of wave */
                    822:   } /* end of individual */
                    823: 
                    824:   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
                    825:   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
                    826:   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
                    827:   return -l;
                    828: }
                    829: 
                    830: 
                    831: /*********** Maximum Likelihood Estimation ***************/
                    832: 
                    833: void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
                    834: {
                    835:   int i,j, iter;
                    836:   double **xi,*delti;
                    837:   double fret;
                    838:   xi=matrix(1,npar,1,npar);
                    839:   for (i=1;i<=npar;i++)
                    840:     for (j=1;j<=npar;j++)
                    841:       xi[i][j]=(i==j ? 1.0 : 0.0);
                    842:   printf("Powell\n");
                    843:   powell(p,xi,npar,ftol,&iter,&fret,func);
                    844: 
                    845:    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
                    846:   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));
                    847: 
                    848: }
                    849: 
                    850: /**** Computes Hessian and covariance matrix ***/
                    851: void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
                    852: {
                    853:   double  **a,**y,*x,pd;
                    854:   double **hess;
                    855:   int i, j,jk;
                    856:   int *indx;
                    857: 
                    858:   double hessii(double p[], double delta, int theta, double delti[]);
                    859:   double hessij(double p[], double delti[], int i, int j);
                    860:   void lubksb(double **a, int npar, int *indx, double b[]) ;
                    861:   void ludcmp(double **a, int npar, int *indx, double *d) ;
                    862: 
                    863: 
                    864:   hess=matrix(1,npar,1,npar);
                    865: 
                    866:   printf("\nCalculation of the hessian matrix. Wait...\n");
                    867:   for (i=1;i<=npar;i++){
                    868:     printf("%d",i);fflush(stdout);
                    869:     hess[i][i]=hessii(p,ftolhess,i,delti);
                    870:     /*printf(" %f ",p[i]);*/
                    871:   }
                    872: 
                    873:   for (i=1;i<=npar;i++) {
                    874:     for (j=1;j<=npar;j++)  {
                    875:       if (j>i) { 
                    876:        printf(".%d%d",i,j);fflush(stdout);
                    877:        hess[i][j]=hessij(p,delti,i,j);
                    878:        hess[j][i]=hess[i][j];
                    879:       }
                    880:     }
                    881:   }
                    882:   printf("\n");
                    883: 
                    884:   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
                    885:   
                    886:   a=matrix(1,npar,1,npar);
                    887:   y=matrix(1,npar,1,npar);
                    888:   x=vector(1,npar);
                    889:   indx=ivector(1,npar);
                    890:   for (i=1;i<=npar;i++)
                    891:     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
                    892:   ludcmp(a,npar,indx,&pd);
                    893: 
                    894:   for (j=1;j<=npar;j++) {
                    895:     for (i=1;i<=npar;i++) x[i]=0;
                    896:     x[j]=1;
                    897:     lubksb(a,npar,indx,x);
                    898:     for (i=1;i<=npar;i++){ 
                    899:       matcov[i][j]=x[i];
                    900:     }
                    901:   }
                    902: 
                    903:   printf("\n#Hessian matrix#\n");
                    904:   for (i=1;i<=npar;i++) { 
                    905:     for (j=1;j<=npar;j++) { 
                    906:       printf("%.3e ",hess[i][j]);
                    907:     }
                    908:     printf("\n");
                    909:   }
                    910: 
                    911:   /* Recompute Inverse */
                    912:   for (i=1;i<=npar;i++)
                    913:     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
                    914:   ludcmp(a,npar,indx,&pd);
                    915: 
                    916:   /*  printf("\n#Hessian matrix recomputed#\n");
                    917: 
                    918:   for (j=1;j<=npar;j++) {
                    919:     for (i=1;i<=npar;i++) x[i]=0;
                    920:     x[j]=1;
                    921:     lubksb(a,npar,indx,x);
                    922:     for (i=1;i<=npar;i++){ 
                    923:       y[i][j]=x[i];
                    924:       printf("%.3e ",y[i][j]);
                    925:     }
                    926:     printf("\n");
                    927:   }
                    928:   */
                    929: 
                    930:   free_matrix(a,1,npar,1,npar);
                    931:   free_matrix(y,1,npar,1,npar);
                    932:   free_vector(x,1,npar);
                    933:   free_ivector(indx,1,npar);
                    934:   free_matrix(hess,1,npar,1,npar);
                    935: 
                    936: 
                    937: }
                    938: 
                    939: /*************** hessian matrix ****************/
                    940: double hessii( double x[], double delta, int theta, double delti[])
                    941: {
                    942:   int i;
                    943:   int l=1, lmax=20;
                    944:   double k1,k2;
                    945:   double p2[NPARMAX+1];
                    946:   double res;
                    947:   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
                    948:   double fx;
                    949:   int k=0,kmax=10;
                    950:   double l1;
                    951: 
                    952:   fx=func(x);
                    953:   for (i=1;i<=npar;i++) p2[i]=x[i];
                    954:   for(l=0 ; l <=lmax; l++){
                    955:     l1=pow(10,l);
                    956:     delts=delt;
                    957:     for(k=1 ; k <kmax; k=k+1){
                    958:       delt = delta*(l1*k);
                    959:       p2[theta]=x[theta] +delt;
                    960:       k1=func(p2)-fx;
                    961:       p2[theta]=x[theta]-delt;
                    962:       k2=func(p2)-fx;
                    963:       /*res= (k1-2.0*fx+k2)/delt/delt; */
                    964:       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
                    965:       
                    966: #ifdef DEBUG
                    967:       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);
                    968: #endif
                    969:       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
                    970:       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
                    971:        k=kmax;
                    972:       }
                    973:       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
                    974:        k=kmax; l=lmax*10.;
                    975:       }
                    976:       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
                    977:        delts=delt;
                    978:       }
                    979:     }
                    980:   }
                    981:   delti[theta]=delts;
1.3       lievre    982:   return res;
                    983:   
1.2       lievre    984: }
                    985: 
                    986: double hessij( double x[], double delti[], int thetai,int thetaj)
                    987: {
                    988:   int i;
                    989:   int l=1, l1, lmax=20;
                    990:   double k1,k2,k3,k4,res,fx;
                    991:   double p2[NPARMAX+1];
                    992:   int k;
                    993: 
                    994:   fx=func(x);
                    995:   for (k=1; k<=2; k++) {
                    996:     for (i=1;i<=npar;i++) p2[i]=x[i];
                    997:     p2[thetai]=x[thetai]+delti[thetai]/k;
                    998:     p2[thetaj]=x[thetaj]+delti[thetaj]/k;
                    999:     k1=func(p2)-fx;
                   1000:   
                   1001:     p2[thetai]=x[thetai]+delti[thetai]/k;
                   1002:     p2[thetaj]=x[thetaj]-delti[thetaj]/k;
                   1003:     k2=func(p2)-fx;
                   1004:   
                   1005:     p2[thetai]=x[thetai]-delti[thetai]/k;
                   1006:     p2[thetaj]=x[thetaj]+delti[thetaj]/k;
                   1007:     k3=func(p2)-fx;
                   1008:   
                   1009:     p2[thetai]=x[thetai]-delti[thetai]/k;
                   1010:     p2[thetaj]=x[thetaj]-delti[thetaj]/k;
                   1011:     k4=func(p2)-fx;
                   1012:     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
                   1013: #ifdef DEBUG
                   1014:     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);
                   1015: #endif
                   1016:   }
                   1017:   return res;
                   1018: }
                   1019: 
                   1020: /************** Inverse of matrix **************/
                   1021: void ludcmp(double **a, int n, int *indx, double *d) 
                   1022: { 
                   1023:   int i,imax,j,k; 
                   1024:   double big,dum,sum,temp; 
                   1025:   double *vv; 
                   1026:  
                   1027:   vv=vector(1,n); 
                   1028:   *d=1.0; 
                   1029:   for (i=1;i<=n;i++) { 
                   1030:     big=0.0; 
                   1031:     for (j=1;j<=n;j++) 
                   1032:       if ((temp=fabs(a[i][j])) > big) big=temp; 
                   1033:     if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
                   1034:     vv[i]=1.0/big; 
                   1035:   } 
                   1036:   for (j=1;j<=n;j++) { 
                   1037:     for (i=1;i<j;i++) { 
                   1038:       sum=a[i][j]; 
                   1039:       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
                   1040:       a[i][j]=sum; 
                   1041:     } 
                   1042:     big=0.0; 
                   1043:     for (i=j;i<=n;i++) { 
                   1044:       sum=a[i][j]; 
                   1045:       for (k=1;k<j;k++) 
                   1046:        sum -= a[i][k]*a[k][j]; 
                   1047:       a[i][j]=sum; 
                   1048:       if ( (dum=vv[i]*fabs(sum)) >= big) { 
                   1049:        big=dum; 
                   1050:        imax=i; 
                   1051:       } 
                   1052:     } 
                   1053:     if (j != imax) { 
                   1054:       for (k=1;k<=n;k++) { 
                   1055:        dum=a[imax][k]; 
                   1056:        a[imax][k]=a[j][k]; 
                   1057:        a[j][k]=dum; 
                   1058:       } 
                   1059:       *d = -(*d); 
                   1060:       vv[imax]=vv[j]; 
                   1061:     } 
                   1062:     indx[j]=imax; 
                   1063:     if (a[j][j] == 0.0) a[j][j]=TINY; 
                   1064:     if (j != n) { 
                   1065:       dum=1.0/(a[j][j]); 
                   1066:       for (i=j+1;i<=n;i++) a[i][j] *= dum; 
                   1067:     } 
                   1068:   } 
                   1069:   free_vector(vv,1,n);  /* Doesn't work */
                   1070: ;
                   1071: } 
                   1072: 
                   1073: void lubksb(double **a, int n, int *indx, double b[]) 
                   1074: { 
                   1075:   int i,ii=0,ip,j; 
                   1076:   double sum; 
                   1077:  
                   1078:   for (i=1;i<=n;i++) { 
                   1079:     ip=indx[i]; 
                   1080:     sum=b[ip]; 
                   1081:     b[ip]=b[i]; 
                   1082:     if (ii) 
                   1083:       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
                   1084:     else if (sum) ii=i; 
                   1085:     b[i]=sum; 
                   1086:   } 
                   1087:   for (i=n;i>=1;i--) { 
                   1088:     sum=b[i]; 
                   1089:     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
                   1090:     b[i]=sum/a[i][i]; 
                   1091:   } 
                   1092: } 
                   1093: 
                   1094: /************ Frequencies ********************/
                   1095: void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax)
                   1096: {  /* Some frequencies */
                   1097:  
                   1098:   int i, m, jk, k1, i1, j1, bool, z1,z2,j;
                   1099:   double ***freq; /* Frequencies */
                   1100:   double *pp;
                   1101:   double pos;
                   1102:   FILE *ficresp;
                   1103:   char fileresp[FILENAMELENGTH];
                   1104: 
                   1105:   pp=vector(1,nlstate);
                   1106: 
                   1107:   strcpy(fileresp,"p");
                   1108:   strcat(fileresp,fileres);
                   1109:   if((ficresp=fopen(fileresp,"w"))==NULL) {
                   1110:     printf("Problem with prevalence resultfile: %s\n", fileresp);
                   1111:     exit(0);
                   1112:   }
                   1113:   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);
                   1114:   j1=0;
                   1115: 
                   1116:   j=cptcovn;
                   1117:   if (cptcovn<1) {j=1;ncodemax[1]=1;}
                   1118: 
                   1119:   for(k1=1; k1<=j;k1++){
                   1120:    for(i1=1; i1<=ncodemax[k1];i1++){
                   1121:        j1++;
                   1122: 
                   1123:         for (i=-1; i<=nlstate+ndeath; i++)  
                   1124:         for (jk=-1; jk<=nlstate+ndeath; jk++)  
                   1125:           for(m=agemin; m <= agemax+3; m++)
                   1126:             freq[i][jk][m]=0;
                   1127:        
                   1128:        for (i=1; i<=imx; i++) {
                   1129:         bool=1;
                   1130:         if  (cptcovn>0) {
                   1131:           for (z1=1; z1<=cptcovn; z1++) 
                   1132:             if (covar[Tvar[z1]][i]!= nbcode[Tvar[z1]][codtab[j1][z1]]) bool=0;
                   1133:         }
                   1134:          if (bool==1) {
                   1135:           for(m=firstpass; m<=lastpass-1; m++){
                   1136:             if(agev[m][i]==0) agev[m][i]=agemax+1;
                   1137:             if(agev[m][i]==1) agev[m][i]=agemax+2;
                   1138:             freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
                   1139:             freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];
                   1140:           }
                   1141:         }
                   1142:        }
                   1143:         if  (cptcovn>0) {
                   1144:         fprintf(ficresp, "\n#Variable"); 
                   1145:         for (z1=1; z1<=cptcovn; z1++) fprintf(ficresp, " V%d=%d",Tvar[z1],nbcode[Tvar[z1]][codtab[j1][z1]]);
                   1146:        }
                   1147:        fprintf(ficresp, "\n#");
                   1148:        for(i=1; i<=nlstate;i++) 
                   1149:         fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
                   1150:        fprintf(ficresp, "\n");
                   1151:        
                   1152:   for(i=(int)agemin; i <= (int)agemax+3; i++){
                   1153:     if(i==(int)agemax+3)
                   1154:       printf("Total");
                   1155:     else
                   1156:       printf("Age %d", i);
                   1157:     for(jk=1; jk <=nlstate ; jk++){
                   1158:       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
                   1159:        pp[jk] += freq[jk][m][i];
                   1160:     }
                   1161:     for(jk=1; jk <=nlstate ; jk++){
                   1162:       for(m=-1, pos=0; m <=0 ; m++)
                   1163:        pos += freq[jk][m][i];
                   1164:       if(pp[jk]>=1.e-10)
                   1165:        printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
                   1166:       else
                   1167:         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
                   1168:     }
                   1169:     for(jk=1; jk <=nlstate ; jk++){
                   1170:       for(m=1, pp[jk]=0; m <=nlstate+ndeath; m++)
                   1171:        pp[jk] += freq[jk][m][i];
                   1172:     }
                   1173:     for(jk=1,pos=0; jk <=nlstate ; jk++)
                   1174:       pos += pp[jk];
                   1175:     for(jk=1; jk <=nlstate ; jk++){
                   1176:       if(pos>=1.e-5)
                   1177:        printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
                   1178:       else
                   1179:        printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
                   1180:       if( i <= (int) agemax){
                   1181:        if(pos>=1.e-5)
                   1182:          fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);
                   1183:       else
                   1184:          fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);
                   1185:       }
                   1186:     }
                   1187:     for(jk=-1; jk <=nlstate+ndeath; jk++)
                   1188:       for(m=-1; m <=nlstate+ndeath; m++)
                   1189:        if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
                   1190:     if(i <= (int) agemax)
                   1191:       fprintf(ficresp,"\n");
                   1192:     printf("\n");
                   1193:     }
                   1194:     }
                   1195:  }
                   1196:  
                   1197:   fclose(ficresp);
                   1198:   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);
                   1199:   free_vector(pp,1,nlstate);
                   1200: 
                   1201: }  /* End of Freq */
                   1202: 
                   1203: /************* Waves Concatenation ***************/
                   1204: 
                   1205: void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)
                   1206: {
                   1207:   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
                   1208:      Death is a valid wave (if date is known).
                   1209:      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
                   1210:      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]
                   1211:      and mw[mi+1][i]. dh depends on stepm.
                   1212:      */
                   1213: 
                   1214:   int i, mi, m;
                   1215:   int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
                   1216: float sum=0.;
                   1217: 
                   1218:   for(i=1; i<=imx; i++){
                   1219:     mi=0;
                   1220:     m=firstpass;
                   1221:     while(s[m][i] <= nlstate){
                   1222:       if(s[m][i]>=1)
                   1223:        mw[++mi][i]=m;
                   1224:       if(m >=lastpass)
                   1225:        break;
                   1226:       else
                   1227:        m++;
                   1228:     }/* end while */
                   1229:     if (s[m][i] > nlstate){
                   1230:       mi++;    /* Death is another wave */
                   1231:       /* if(mi==0)  never been interviewed correctly before death */
                   1232:         /* Only death is a correct wave */
                   1233:       mw[mi][i]=m;
                   1234:     }
                   1235: 
                   1236:     wav[i]=mi;
                   1237:     if(mi==0)
                   1238:       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);
                   1239:   }
                   1240: 
                   1241:   for(i=1; i<=imx; i++){
                   1242:     for(mi=1; mi<wav[i];mi++){
                   1243:       if (stepm <=0)
                   1244:        dh[mi][i]=1;
                   1245:       else{
                   1246:        if (s[mw[mi+1][i]][i] > nlstate) {
                   1247:          j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
                   1248:          if(j=0) j=1;  /* Survives at least one month after exam */
                   1249:        }
                   1250:        else{
                   1251:          j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
                   1252:          k=k+1;
                   1253:          if (j >= jmax) jmax=j;
                   1254:          else if (j <= jmin)jmin=j;
                   1255:          sum=sum+j;
                   1256:        }
                   1257:        jk= j/stepm;
                   1258:        jl= j -jk*stepm;
                   1259:        ju= j -(jk+1)*stepm;
                   1260:        if(jl <= -ju)
                   1261:          dh[mi][i]=jk;
                   1262:        else
                   1263:          dh[mi][i]=jk+1;
                   1264:        if(dh[mi][i]==0)
                   1265:          dh[mi][i]=1; /* At least one step */
                   1266:       }
                   1267:     }
                   1268:   }
                   1269:   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,sum/k);
                   1270: }
                   1271: /*********** Tricode ****************************/
                   1272: void tricode(int *Tvar, int **nbcode, int imx)
                   1273: {
                   1274:   int Ndum[80],ij, k, j, i;
                   1275:   int cptcode=0;
                   1276:   for (k=0; k<79; k++) Ndum[k]=0;
                   1277:   for (k=1; k<=7; k++) ncodemax[k]=0;
                   1278:   
                   1279:   for (j=1; j<=cptcovn; j++) {
                   1280:     for (i=1; i<=imx; i++) {
                   1281:       ij=(int)(covar[Tvar[j]][i]);
                   1282:       Ndum[ij]++; 
                   1283:       if (ij > cptcode) cptcode=ij; 
                   1284:     }
                   1285:     /*printf("cptcode=%d cptcovn=%d ",cptcode,cptcovn);*/
                   1286:     for (i=0; i<=cptcode; i++) {
                   1287:       if(Ndum[i]!=0) ncodemax[j]++;
                   1288:     }
                   1289:   
                   1290:     ij=1; 
                   1291:     for (i=1; i<=ncodemax[j]; i++) {
                   1292:       for (k=0; k<=79; k++) {
                   1293:        if (Ndum[k] != 0) {
                   1294:          nbcode[Tvar[j]][ij]=k; 
                   1295:          ij++;
                   1296:        }
                   1297:        if (ij > ncodemax[j]) break; 
                   1298:       }  
                   1299:     } 
                   1300:   }   
                   1301: 
                   1302:   }
                   1303: 
                   1304: /*********** Health Expectancies ****************/
                   1305: 
                   1306: void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)
                   1307: {
                   1308:   /* Health expectancies */
                   1309:   int i, j, nhstepm, hstepm, h;
                   1310:   double age, agelim,hf;
                   1311:   double ***p3mat;
                   1312:   
                   1313:   fprintf(ficreseij,"# Health expectancies\n");
                   1314:   fprintf(ficreseij,"# Age");
                   1315:   for(i=1; i<=nlstate;i++)
                   1316:     for(j=1; j<=nlstate;j++)
                   1317:       fprintf(ficreseij," %1d-%1d",i,j);
                   1318:   fprintf(ficreseij,"\n");
                   1319: 
                   1320:   hstepm=1*YEARM; /*  Every j years of age (in month) */
                   1321:   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
                   1322: 
                   1323:   agelim=AGESUP;
                   1324:   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
                   1325:     /* nhstepm age range expressed in number of stepm */
                   1326:     nhstepm=(int) rint((agelim-age)*YEARM/stepm); 
                   1327:     /* Typically if 20 years = 20*12/6=40 stepm */ 
                   1328:     if (stepm >= YEARM) hstepm=1;
                   1329:     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */
                   1330:     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
                   1331:     /* Computed by stepm unit matrices, product of hstepm matrices, stored
                   1332:        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
                   1333:     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
                   1334: 
                   1335: 
                   1336:     for(i=1; i<=nlstate;i++)
                   1337:       for(j=1; j<=nlstate;j++)
                   1338:        for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){
                   1339:          eij[i][j][(int)age] +=p3mat[i][j][h];
                   1340:        }
                   1341:     
                   1342:     hf=1;
                   1343:     if (stepm >= YEARM) hf=stepm/YEARM;
                   1344:     fprintf(ficreseij,"%.0f",age );
                   1345:     for(i=1; i<=nlstate;i++)
                   1346:       for(j=1; j<=nlstate;j++){
                   1347:        fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);
                   1348:       }
                   1349:     fprintf(ficreseij,"\n");
                   1350:     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
                   1351:   }
                   1352: }
                   1353: 
                   1354: /************ Variance ******************/
                   1355: void varevsij(char fileres[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)
                   1356: {
                   1357:   /* Variance of health expectancies */
                   1358:   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
                   1359:   double **newm;
                   1360:   double **dnewm,**doldm;
                   1361:   int i, j, nhstepm, hstepm, h;
                   1362:   int k, cptcode;
                   1363:    double *xp;
                   1364:   double **gp, **gm;
                   1365:   double ***gradg, ***trgradg;
                   1366:   double ***p3mat;
                   1367:   double age,agelim;
                   1368:   int theta;
                   1369: 
                   1370:    fprintf(ficresvij,"# Covariances of life expectancies\n");
                   1371:   fprintf(ficresvij,"# Age");
                   1372:   for(i=1; i<=nlstate;i++)
                   1373:     for(j=1; j<=nlstate;j++)
                   1374:       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
                   1375:   fprintf(ficresvij,"\n");
                   1376: 
                   1377:   xp=vector(1,npar);
                   1378:   dnewm=matrix(1,nlstate,1,npar);
                   1379:   doldm=matrix(1,nlstate,1,nlstate);
                   1380:   
                   1381:   hstepm=1*YEARM; /* Every year of age */
                   1382:   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
                   1383:   agelim = AGESUP;
                   1384:   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
                   1385:     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
                   1386:     if (stepm >= YEARM) hstepm=1;
                   1387:     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
                   1388:     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
                   1389:     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
                   1390:     gp=matrix(0,nhstepm,1,nlstate);
                   1391:     gm=matrix(0,nhstepm,1,nlstate);
                   1392: 
                   1393:     for(theta=1; theta <=npar; theta++){
                   1394:       for(i=1; i<=npar; i++){ /* Computes gradient */
                   1395:        xp[i] = x[i] + (i==theta ?delti[theta]:0);
                   1396:       }
                   1397:       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
                   1398:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
                   1399:       for(j=1; j<= nlstate; j++){
                   1400:        for(h=0; h<=nhstepm; h++){
                   1401:          for(i=1, gp[h][j]=0.;i<=nlstate;i++)
                   1402:            gp[h][j] += prlim[i][i]*p3mat[i][j][h];
                   1403:        }
                   1404:       }
                   1405:     
                   1406:       for(i=1; i<=npar; i++) /* Computes gradient */
                   1407:        xp[i] = x[i] - (i==theta ?delti[theta]:0);
                   1408:       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
                   1409:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
                   1410:       for(j=1; j<= nlstate; j++){
                   1411:        for(h=0; h<=nhstepm; h++){
                   1412:          for(i=1, gm[h][j]=0.;i<=nlstate;i++)
                   1413:            gm[h][j] += prlim[i][i]*p3mat[i][j][h];
                   1414:        }
                   1415:       }
                   1416:       for(j=1; j<= nlstate; j++)
                   1417:        for(h=0; h<=nhstepm; h++){
                   1418:          gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
                   1419:        }
                   1420:     } /* End theta */
                   1421: 
                   1422:     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);
                   1423: 
                   1424:     for(h=0; h<=nhstepm; h++)
                   1425:       for(j=1; j<=nlstate;j++)
                   1426:        for(theta=1; theta <=npar; theta++)
                   1427:          trgradg[h][j][theta]=gradg[h][theta][j];
                   1428: 
                   1429:     for(i=1;i<=nlstate;i++)
                   1430:       for(j=1;j<=nlstate;j++)
                   1431:        vareij[i][j][(int)age] =0.;
                   1432:     for(h=0;h<=nhstepm;h++){
                   1433:       for(k=0;k<=nhstepm;k++){
                   1434:        matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
                   1435:        matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
                   1436:        for(i=1;i<=nlstate;i++)
                   1437:          for(j=1;j<=nlstate;j++)
                   1438:            vareij[i][j][(int)age] += doldm[i][j];
                   1439:       }
                   1440:     }
                   1441:     h=1;
                   1442:     if (stepm >= YEARM) h=stepm/YEARM;
                   1443:     fprintf(ficresvij,"%.0f ",age );
                   1444:     for(i=1; i<=nlstate;i++)
                   1445:       for(j=1; j<=nlstate;j++){
                   1446:        fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);
                   1447:       }
                   1448:     fprintf(ficresvij,"\n");
                   1449:     free_matrix(gp,0,nhstepm,1,nlstate);
                   1450:     free_matrix(gm,0,nhstepm,1,nlstate);
                   1451:     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
                   1452:     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
                   1453:     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
                   1454:   } /* End age */
                   1455:  
                   1456:   free_vector(xp,1,npar);
                   1457:   free_matrix(doldm,1,nlstate,1,npar);
                   1458:   free_matrix(dnewm,1,nlstate,1,nlstate);
                   1459: 
                   1460: }
                   1461: 
                   1462: /************ Variance of prevlim ******************/
                   1463: 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)
                   1464: {
                   1465:   /* Variance of prevalence limit */
                   1466:   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
                   1467:   double **newm;
                   1468:   double **dnewm,**doldm;
                   1469:   int i, j, nhstepm, hstepm;
                   1470:   int k, cptcode;
                   1471:   double *xp;
                   1472:   double *gp, *gm;
                   1473:   double **gradg, **trgradg;
                   1474:   double age,agelim;
                   1475:   int theta;
                   1476:    
                   1477:   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");
                   1478:   fprintf(ficresvpl,"# Age");
                   1479:   for(i=1; i<=nlstate;i++)
                   1480:       fprintf(ficresvpl," %1d-%1d",i,i);
                   1481:   fprintf(ficresvpl,"\n");
                   1482: 
                   1483:   xp=vector(1,npar);
                   1484:   dnewm=matrix(1,nlstate,1,npar);
                   1485:   doldm=matrix(1,nlstate,1,nlstate);
                   1486:   
                   1487:   hstepm=1*YEARM; /* Every year of age */
                   1488:   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
                   1489:   agelim = AGESUP;
                   1490:   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
                   1491:     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
                   1492:     if (stepm >= YEARM) hstepm=1;
                   1493:     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
                   1494:     gradg=matrix(1,npar,1,nlstate);
                   1495:     gp=vector(1,nlstate);
                   1496:     gm=vector(1,nlstate);
                   1497: 
                   1498:     for(theta=1; theta <=npar; theta++){
                   1499:       for(i=1; i<=npar; i++){ /* Computes gradient */
                   1500:        xp[i] = x[i] + (i==theta ?delti[theta]:0);
                   1501:       }
                   1502:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
                   1503:       for(i=1;i<=nlstate;i++)
                   1504:        gp[i] = prlim[i][i];
                   1505:     
                   1506:       for(i=1; i<=npar; i++) /* Computes gradient */
                   1507:        xp[i] = x[i] - (i==theta ?delti[theta]:0);
                   1508:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
                   1509:       for(i=1;i<=nlstate;i++)
                   1510:        gm[i] = prlim[i][i];
                   1511: 
                   1512:       for(i=1;i<=nlstate;i++)
                   1513:        gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
                   1514:     } /* End theta */
                   1515: 
                   1516:     trgradg =matrix(1,nlstate,1,npar);
                   1517: 
                   1518:     for(j=1; j<=nlstate;j++)
                   1519:       for(theta=1; theta <=npar; theta++)
                   1520:        trgradg[j][theta]=gradg[theta][j];
                   1521: 
                   1522:     for(i=1;i<=nlstate;i++)
                   1523:       varpl[i][(int)age] =0.;
                   1524:     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
                   1525:     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
                   1526:     for(i=1;i<=nlstate;i++)
                   1527:       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
                   1528: 
                   1529:     fprintf(ficresvpl,"%.0f ",age );
                   1530:     for(i=1; i<=nlstate;i++)
                   1531:       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
                   1532:     fprintf(ficresvpl,"\n");
                   1533:     free_vector(gp,1,nlstate);
                   1534:     free_vector(gm,1,nlstate);
                   1535:     free_matrix(gradg,1,npar,1,nlstate);
                   1536:     free_matrix(trgradg,1,nlstate,1,npar);
                   1537:   } /* End age */
                   1538: 
                   1539:   free_vector(xp,1,npar);
                   1540:   free_matrix(doldm,1,nlstate,1,npar);
                   1541:   free_matrix(dnewm,1,nlstate,1,nlstate);
                   1542: 
                   1543: }
                   1544: 
                   1545: 
                   1546: 
                   1547: /***********************************************/
                   1548: /**************** Main Program *****************/
                   1549: /***********************************************/
                   1550: 
                   1551: /*int main(int argc, char *argv[])*/
                   1552: int main()
                   1553: {
                   1554: 
                   1555:   int i,j, k, n=MAXN,iter,m,size,cptcode, aaa, cptcod;
                   1556:   double agedeb, agefin,hf;
                   1557:   double agemin=1.e20, agemax=-1.e20;
                   1558: 
                   1559:   double fret;
                   1560:   double **xi,tmp,delta;
                   1561: 
                   1562:   double dum; /* Dummy variable */
                   1563:   double ***p3mat;
                   1564:   int *indx;
                   1565:   char line[MAXLINE], linepar[MAXLINE];
                   1566:   char title[MAXLINE];
                   1567:   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
                   1568:   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH];
                   1569:   char filerest[FILENAMELENGTH];
                   1570:   char fileregp[FILENAMELENGTH];
                   1571:   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];
                   1572:   int firstobs=1, lastobs=10;
                   1573:   int sdeb, sfin; /* Status at beginning and end */
                   1574:   int c,  h , cpt,l;
                   1575:   int ju,jl, mi;
                   1576:   int i1,j1, k1,jk,aa,bb, stepsize;
                   1577:   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;
                   1578:   
                   1579:   int hstepm, nhstepm;
                   1580:   double bage, fage, age, agelim, agebase;
                   1581:   double ftolpl=FTOL;
                   1582:   double **prlim;
                   1583:   double *severity;
                   1584:   double ***param; /* Matrix of parameters */
                   1585:   double  *p;
                   1586:   double **matcov; /* Matrix of covariance */
                   1587:   double ***delti3; /* Scale */
                   1588:   double *delti; /* Scale */
                   1589:   double ***eij, ***vareij;
                   1590:   double **varpl; /* Variances of prevalence limits by age */
                   1591:   double *epj, vepp;
1.4     ! lievre   1592:   char version[80]="Imach version 0.64, May 2000, INED-EUROREVES ";
1.2       lievre   1593:   char *alph[]={"a","a","b","c","d","e"}, str[4];
                   1594:   char z[1]="c", occ;
                   1595: #include <sys/time.h>
                   1596: #include <time.h>
                   1597:   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
                   1598:   /* long total_usecs;
                   1599:   struct timeval start_time, end_time;
                   1600:   
                   1601:   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
                   1602: 
                   1603: 
1.4     ! lievre   1604:   printf("\nIMACH, Version 0.64a");
1.2       lievre   1605:   printf("\nEnter the parameter file name: ");
                   1606: 
                   1607: #ifdef windows
                   1608:   scanf("%s",pathtot);
1.4     ! lievre   1609:   cygwin_split_path(pathtot,path,optionfile);
        !          1610:      printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);
        !          1611:      chdir(path);
        !          1612:  
        !          1613:   /*size=30;
        !          1614:   getcwd(pathcd, size);  
        !          1615:   printf("pathcd=%s, path=%s, optionfile=%s\n",pathcd,path,optionfile);
1.2       lievre   1616:   cutv(path,optionfile,pathtot,'\\');
                   1617:   chdir(path);
                   1618:   replace(pathc,path);
1.4     ! lievre   1619:   printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);
        !          1620:   */
1.2       lievre   1621: #endif
                   1622: #ifdef unix
                   1623:   scanf("%s",optionfile);
                   1624: #endif
                   1625: 
                   1626: /*-------- arguments in the command line --------*/
                   1627: 
                   1628:   strcpy(fileres,"r");
                   1629:   strcat(fileres, optionfile);
                   1630: 
                   1631:   /*---------arguments file --------*/
                   1632: 
                   1633:   if((ficpar=fopen(optionfile,"r"))==NULL)    {
                   1634:     printf("Problem with optionfile %s\n",optionfile);
                   1635:     goto end;
                   1636:   }
                   1637: 
                   1638:   strcpy(filereso,"o");
                   1639:   strcat(filereso,fileres);
                   1640:   if((ficparo=fopen(filereso,"w"))==NULL) {
                   1641:     printf("Problem with Output resultfile: %s\n", filereso);goto end;
                   1642:   }
                   1643: 
                   1644:   /* Reads comments: lines beginning with '#' */
                   1645:   while((c=getc(ficpar))=='#' && c!= EOF){
                   1646:     ungetc(c,ficpar);
                   1647:     fgets(line, MAXLINE, ficpar);
                   1648:     puts(line);
                   1649:     fputs(line,ficparo);
                   1650:   }
                   1651:   ungetc(c,ficpar);
                   1652: 
                   1653:   fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncov, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);
                   1654:   printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate,ndeath, maxwav, mle, weightopt,model);
                   1655:   fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncov,nlstate,ndeath,maxwav, mle, weightopt,model);
                   1656: 
                   1657:   covar=matrix(1,NCOVMAX,1,n);    
                   1658:   if (strlen(model)<=1) cptcovn=0;
                   1659:   else {
                   1660:     j=0;
                   1661:     j=nbocc(model,'+');
                   1662:     cptcovn=j+1;
                   1663:   }
                   1664: 
                   1665:   ncovmodel=2+cptcovn;
                   1666:   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
                   1667:   
                   1668:   /* Read guess parameters */
                   1669:   /* Reads comments: lines beginning with '#' */
                   1670:   while((c=getc(ficpar))=='#' && c!= EOF){
                   1671:     ungetc(c,ficpar);
                   1672:     fgets(line, MAXLINE, ficpar);
                   1673:     puts(line);
                   1674:     fputs(line,ficparo);
                   1675:   }
                   1676:   ungetc(c,ficpar);
                   1677:   
                   1678:   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
                   1679:     for(i=1; i <=nlstate; i++)
                   1680:     for(j=1; j <=nlstate+ndeath-1; j++){
                   1681:       fscanf(ficpar,"%1d%1d",&i1,&j1);
                   1682:       fprintf(ficparo,"%1d%1d",i1,j1);
                   1683:       printf("%1d%1d",i,j);
                   1684:       for(k=1; k<=ncovmodel;k++){
                   1685:        fscanf(ficpar," %lf",&param[i][j][k]);
                   1686:        printf(" %lf",param[i][j][k]);
                   1687:        fprintf(ficparo," %lf",param[i][j][k]);
                   1688:       }
                   1689:       fscanf(ficpar,"\n");
                   1690:       printf("\n");
                   1691:       fprintf(ficparo,"\n");
                   1692:     }
                   1693:   
                   1694:   npar= (nlstate+ndeath-1)*nlstate*ncovmodel;
                   1695:   p=param[1][1];
                   1696:   
                   1697:   /* Reads comments: lines beginning with '#' */
                   1698:   while((c=getc(ficpar))=='#' && c!= EOF){
                   1699:     ungetc(c,ficpar);
                   1700:     fgets(line, MAXLINE, ficpar);
                   1701:     puts(line);
                   1702:     fputs(line,ficparo);
                   1703:   }
                   1704:   ungetc(c,ficpar);
                   1705: 
                   1706:   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
                   1707:   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */
                   1708:   for(i=1; i <=nlstate; i++){
                   1709:     for(j=1; j <=nlstate+ndeath-1; j++){
                   1710:       fscanf(ficpar,"%1d%1d",&i1,&j1);
                   1711:       printf("%1d%1d",i,j);
                   1712:       fprintf(ficparo,"%1d%1d",i1,j1);
                   1713:       for(k=1; k<=ncovmodel;k++){
                   1714:        fscanf(ficpar,"%le",&delti3[i][j][k]);
                   1715:        printf(" %le",delti3[i][j][k]);
                   1716:        fprintf(ficparo," %le",delti3[i][j][k]);
                   1717:       }
                   1718:       fscanf(ficpar,"\n");
                   1719:       printf("\n");
                   1720:       fprintf(ficparo,"\n");
                   1721:     }
                   1722:   }
                   1723:   delti=delti3[1][1];
                   1724:   
                   1725:   /* Reads comments: lines beginning with '#' */
                   1726:   while((c=getc(ficpar))=='#' && c!= EOF){
                   1727:     ungetc(c,ficpar);
                   1728:     fgets(line, MAXLINE, ficpar);
                   1729:     puts(line);
                   1730:     fputs(line,ficparo);
                   1731:   }
                   1732:   ungetc(c,ficpar);
                   1733:   
                   1734:   matcov=matrix(1,npar,1,npar);
                   1735:   for(i=1; i <=npar; i++){
                   1736:     fscanf(ficpar,"%s",&str);
                   1737:     printf("%s",str);
                   1738:     fprintf(ficparo,"%s",str);
                   1739:     for(j=1; j <=i; j++){
                   1740:       fscanf(ficpar," %le",&matcov[i][j]);
                   1741:       printf(" %.5le",matcov[i][j]);
                   1742:       fprintf(ficparo," %.5le",matcov[i][j]);
                   1743:     }
                   1744:     fscanf(ficpar,"\n");
                   1745:     printf("\n");
                   1746:     fprintf(ficparo,"\n");
                   1747:   }
                   1748:   for(i=1; i <=npar; i++)
                   1749:     for(j=i+1;j<=npar;j++)
                   1750:       matcov[i][j]=matcov[j][i];
                   1751:    
                   1752:   printf("\n");
                   1753: 
                   1754: 
                   1755:    if(mle==1){
                   1756:     /*-------- data file ----------*/
                   1757:     if((ficres =fopen(fileres,"w"))==NULL) {
                   1758:       printf("Problem with resultfile: %s\n", fileres);goto end;
                   1759:     }
                   1760:     fprintf(ficres,"#%s\n",version);
                   1761:     
                   1762:     if((fic=fopen(datafile,"r"))==NULL)    {
                   1763:       printf("Problem with datafile: %s\n", datafile);goto end;
                   1764:     }
                   1765: 
                   1766:     n= lastobs;
                   1767:     severity = vector(1,maxwav);
                   1768:     outcome=imatrix(1,maxwav+1,1,n);
                   1769:     num=ivector(1,n);
                   1770:     moisnais=vector(1,n);
                   1771:     annais=vector(1,n);
                   1772:     moisdc=vector(1,n);
                   1773:     andc=vector(1,n);
                   1774:     agedc=vector(1,n);
                   1775:     cod=ivector(1,n);
                   1776:     weight=vector(1,n);
                   1777:     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
                   1778:     mint=matrix(1,maxwav,1,n);
                   1779:     anint=matrix(1,maxwav,1,n);
                   1780:     s=imatrix(1,maxwav+1,1,n);
                   1781:     adl=imatrix(1,maxwav+1,1,n);    
                   1782:     tab=ivector(1,NCOVMAX);
1.3       lievre   1783:     ncodemax=ivector(1,8);
1.2       lievre   1784: 
                   1785:     i=1; 
                   1786:     while (fgets(line, MAXLINE, fic) != NULL)    {
                   1787:       if ((i >= firstobs) && (i <=lastobs)) {
                   1788:        
                   1789:        for (j=maxwav;j>=1;j--){
                   1790:          cutv(stra, strb,line,' '); s[j][i]=atoi(strb); 
                   1791:          strcpy(line,stra);
                   1792:          cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
                   1793:          cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
                   1794:        }
                   1795:        
                   1796:        cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);
                   1797:        cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);
                   1798: 
                   1799:        cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);
                   1800:        cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);
                   1801: 
                   1802:        cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);
                   1803:        for (j=ncov;j>=1;j--){
                   1804:          cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);
                   1805:        } 
                   1806:        num[i]=atol(stra);
                   1807: 
1.3       lievre   1808:        /*printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]),  (mint[5][i]), (anint[5][i]), (s[5][i]),  (mint[6][i]), (anint[6][i]), (s[6][i]));*/
1.2       lievre   1809: 
                   1810:        i=i+1;
                   1811:       }
                   1812:     } 
1.3       lievre   1813: 
1.2       lievre   1814:     /*scanf("%d",i);*/
1.3       lievre   1815:   imx=i-1; /* Number of individuals */
1.2       lievre   1816: 
                   1817:   /* Calculation of the number of parameter from char model*/
                   1818:   Tvar=ivector(1,8);    
                   1819:    
                   1820:   if (strlen(model) >1){
                   1821:     j=0;
                   1822:     j=nbocc(model,'+');
                   1823:     cptcovn=j+1;
1.3       lievre   1824:     
1.2       lievre   1825:     strcpy(modelsav,model); 
                   1826:     if (j==0) {
                   1827:       cutv(stra,strb,modelsav,'V'); Tvar[1]=atoi(strb);
                   1828:     }
                   1829:     else {
                   1830:       for(i=j; i>=1;i--){
                   1831:        cutv(stra,strb,modelsav,'+');
                   1832:        if (strchr(strb,'*')) {
                   1833:          cutv(strd,strc,strb,'*');
                   1834:          cutv(strb,stre,strc,'V');Tvar[i+1]=ncov+1;
                   1835:          cutv(strb,strc,strd,'V'); 
                   1836:          for (k=1; k<=lastobs;k++) 
                   1837:            covar[ncov+1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];
                   1838:        }
1.3       lievre   1839:        else {cutv(strd,strc,strb,'V');
                   1840:        Tvar[i+1]=atoi(strc);
1.2       lievre   1841:        }
1.3       lievre   1842:        strcpy(modelsav,stra);   
1.2       lievre   1843:       }
1.3       lievre   1844:       cutv(strd,strc,stra,'V');
1.2       lievre   1845:       Tvar[1]=atoi(strc);
                   1846:     }
                   1847:   }
1.3       lievre   1848:   /*printf("tvar=%d ",Tvar[1]);
                   1849:   scanf("%d ",i);*/ 
1.2       lievre   1850:     fclose(fic);
                   1851: 
                   1852:     if (weightopt != 1) { /* Maximisation without weights*/
                   1853:       for(i=1;i<=n;i++) weight[i]=1.0;
                   1854:     }
                   1855:     /*-calculation of age at interview from date of interview and age at death -*/
                   1856:     agev=matrix(1,maxwav,1,imx);
                   1857:     
                   1858:     for (i=1; i<=imx; i++)  {
                   1859:       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
                   1860:       for(m=1; (m<= maxwav); m++){
                   1861:        if(s[m][i] >0){
                   1862:          if (s[m][i] == nlstate+1) {
                   1863:            if(agedc[i]>0)
                   1864:              if(moisdc[i]!=99 && andc[i]!=9999)
                   1865:              agev[m][i]=agedc[i];
                   1866:            else{
                   1867:              printf("Warning negative age at death: %d line:%d\n",num[i],i);
                   1868:              agev[m][i]=-1;
                   1869:            }
                   1870:          }
                   1871:          else if(s[m][i] !=9){ /* Should no more exist */
                   1872:            agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
1.3       lievre   1873:            if(mint[m][i]==99 || anint[m][i]==9999)
1.2       lievre   1874:              agev[m][i]=1;
                   1875:            else if(agev[m][i] <agemin){ 
                   1876:              agemin=agev[m][i];
                   1877:              /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
                   1878:            }
                   1879:            else if(agev[m][i] >agemax){
                   1880:              agemax=agev[m][i];
                   1881:             /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
                   1882:            }
                   1883:            /*agev[m][i]=anint[m][i]-annais[i];*/
                   1884:            /*   agev[m][i] = age[i]+2*m;*/
                   1885:          }
                   1886:          else { /* =9 */
                   1887:            agev[m][i]=1;
                   1888:            s[m][i]=-1;
                   1889:          }
                   1890:        }
                   1891:        else /*= 0 Unknown */
                   1892:          agev[m][i]=1;
                   1893:       }
                   1894:     
                   1895:     }
                   1896:     for (i=1; i<=imx; i++)  {
                   1897:       for(m=1; (m<= maxwav); m++){
                   1898:        if (s[m][i] > (nlstate+ndeath)) {
                   1899:          printf("Error: Wrong value in nlstate or ndeath\n");  
                   1900:          goto end;
                   1901:        }
                   1902:       }
                   1903:     }
                   1904: 
                   1905: printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
                   1906: 
                   1907:     free_vector(severity,1,maxwav);
                   1908:     free_imatrix(outcome,1,maxwav+1,1,n);
                   1909:     free_vector(moisnais,1,n);
                   1910:     free_vector(annais,1,n);
                   1911:     free_matrix(mint,1,maxwav,1,n);
                   1912:     free_matrix(anint,1,maxwav,1,n);
                   1913:     free_vector(moisdc,1,n);
                   1914:     free_vector(andc,1,n);
                   1915: 
                   1916:    
                   1917:     wav=ivector(1,imx);
                   1918:     dh=imatrix(1,lastpass-firstpass+1,1,imx);
                   1919:     mw=imatrix(1,lastpass-firstpass+1,1,imx);
                   1920:    
                   1921:     /* Concatenates waves */
                   1922:       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);
                   1923: 
                   1924: 
                   1925: Tcode=ivector(1,100);
                   1926:    nbcode=imatrix(1,nvar,1,8);  
                   1927:    ncodemax[1]=1;
                   1928:    if (cptcovn > 0) tricode(Tvar,nbcode,imx);
                   1929:  
                   1930:    codtab=imatrix(1,100,1,10);
                   1931:    h=0;
                   1932:    m=pow(2,cptcovn);
                   1933:  
                   1934:    for(k=1;k<=cptcovn; k++){
                   1935:      for(i=1; i <=(m/pow(2,k));i++){
                   1936:        for(j=1; j <= ncodemax[k]; j++){
                   1937:         for(cpt=1; cpt <=(m/pow(2,cptcovn+1-k)); cpt++){
                   1938:           h++;
                   1939:           if (h>m) h=1;codtab[h][k]=j;
                   1940:         } 
                   1941:        }
                   1942:      }
                   1943:    } 
                   1944: 
                   1945:    /*for(i=1; i <=m ;i++){ 
                   1946:      for(k=1; k <=cptcovn; k++){
                   1947:        printf("i=%d k=%d %d ",i,k,codtab[i][k]);
                   1948:      }
                   1949:      printf("\n");
1.3       lievre   1950:    }*/
                   1951:    /*scanf("%d",i);*/
1.2       lievre   1952:     
                   1953:    /* Calculates basic frequencies. Computes observed prevalence at single age
                   1954:        and prints on file fileres'p'. */
                   1955:   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax);
                   1956: 
1.3       lievre   1957: 
                   1958:   /*scanf("%d ",i);*/
                   1959: 
                   1960: 
1.2       lievre   1961:     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
                   1962:     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
                   1963:     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
                   1964:     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
                   1965:     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
                   1966:     
                   1967:     /* For Powell, parameters are in a vector p[] starting at p[1]
                   1968:        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */
                   1969:     p=param[1][1]; /* *(*(*(param +1)+1)+0) */
1.3       lievre   1970:     
1.2       lievre   1971:     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);
                   1972: 
                   1973:     
                   1974:     /*--------- results files --------------*/
                   1975:     fprintf(ficres,"\ntitle=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate, ndeath, maxwav, mle,weightopt,model);
                   1976:     
                   1977:    jk=1;
                   1978:    fprintf(ficres,"# Parameters\n");
                   1979:    printf("# Parameters\n");
                   1980:    for(i=1,jk=1; i <=nlstate; i++){
                   1981:      for(k=1; k <=(nlstate+ndeath); k++){
                   1982:        if (k != i) 
                   1983:         {
                   1984:           printf("%d%d ",i,k);
                   1985:           fprintf(ficres,"%1d%1d ",i,k);
                   1986:           for(j=1; j <=ncovmodel; j++){
                   1987:             printf("%f ",p[jk]);
                   1988:             fprintf(ficres,"%f ",p[jk]);
                   1989:             jk++; 
                   1990:           }
                   1991:           printf("\n");
                   1992:           fprintf(ficres,"\n");
                   1993:         }
                   1994:      }
                   1995:    }
                   1996: 
                   1997:     /* Computing hessian and covariance matrix */
                   1998:     ftolhess=ftol; /* Usually correct */
                   1999:     hesscov(matcov, p, npar, delti, ftolhess, func);
                   2000:     fprintf(ficres,"# Scales\n");
                   2001:     printf("# Scales\n");
                   2002:      for(i=1,jk=1; i <=nlstate; i++){
                   2003:       for(j=1; j <=nlstate+ndeath; j++){
                   2004:        if (j!=i) {
                   2005:          fprintf(ficres,"%1d%1d",i,j);
                   2006:          printf("%1d%1d",i,j);
                   2007:          for(k=1; k<=ncovmodel;k++){
                   2008:            printf(" %.5e",delti[jk]);
                   2009:            fprintf(ficres," %.5e",delti[jk]);
                   2010:            jk++;
                   2011:          }
                   2012:          printf("\n");
                   2013:          fprintf(ficres,"\n");
                   2014:        }
                   2015:       }
                   2016:       }
                   2017:     
                   2018:     k=1;
                   2019:     fprintf(ficres,"# Covariance\n");
                   2020:     printf("# Covariance\n");
                   2021:     for(i=1;i<=npar;i++){
                   2022:       /*  if (k>nlstate) k=1;
                   2023:       i1=(i-1)/(ncovmodel*nlstate)+1; 
                   2024:       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);
                   2025:       printf("%s%d%d",alph[k],i1,tab[i]);*/
                   2026:       fprintf(ficres,"%3d",i);
                   2027:       printf("%3d",i);
                   2028:       for(j=1; j<=i;j++){
                   2029:        fprintf(ficres," %.5e",matcov[i][j]);
                   2030:        printf(" %.5e",matcov[i][j]);
                   2031:       }
                   2032:       fprintf(ficres,"\n");
                   2033:       printf("\n");
                   2034:       k++;
                   2035:     }
                   2036:     
                   2037:     while((c=getc(ficpar))=='#' && c!= EOF){
                   2038:       ungetc(c,ficpar);
                   2039:       fgets(line, MAXLINE, ficpar);
                   2040:       puts(line);
                   2041:       fputs(line,ficparo);
                   2042:     }
                   2043:     ungetc(c,ficpar);
                   2044:   
                   2045:     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);
                   2046:     
                   2047:     if (fage <= 2) {
                   2048:       bage = agemin;
                   2049:       fage = agemax;
                   2050:     }
                   2051: 
                   2052:     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
                   2053:     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);
                   2054: /*------------ gnuplot -------------*/
                   2055: chdir(pathcd);
                   2056:   if((ficgp=fopen("graph.plt","w"))==NULL) {
1.4     ! lievre   2057:     printf("Problem with file graph.plt");goto end;
1.2       lievre   2058:   }
                   2059: #ifdef windows
                   2060:   fprintf(ficgp,"cd \"%s\" \n",pathc);
                   2061: #endif
                   2062: m=pow(2,cptcovn);
                   2063:   
                   2064:  /* 1eme*/
                   2065:   for (cpt=1; cpt<= nlstate ; cpt ++) {
                   2066:    for (k1=1; k1<= m ; k1 ++) {
                   2067: 
                   2068: #ifdef windows
                   2069:     fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"vpl%s\" every :::%d::%d u 1:2 \"\%%lf",agemin,fage,fileres,k1-1,k1-1);
                   2070: #endif
                   2071: #ifdef unix
                   2072: fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);
                   2073: #endif
                   2074: 
                   2075: for (i=1; i<= nlstate ; i ++) {
                   2076:   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
                   2077:   else fprintf(ficgp," \%%*lf (\%%*lf)");
                   2078: }
                   2079:     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);
                   2080:     for (i=1; i<= nlstate ; i ++) {
                   2081:   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
                   2082:   else fprintf(ficgp," \%%*lf (\%%*lf)");
                   2083: } 
                   2084:   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1); 
                   2085:      for (i=1; i<= nlstate ; i ++) {
                   2086:   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
                   2087:   else fprintf(ficgp," \%%*lf (\%%*lf)");
                   2088: }  
                   2089:      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));
                   2090: #ifdef unix
                   2091: fprintf(ficgp,"\nset ter gif small size 400,300");
                   2092: #endif
                   2093: fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);
                   2094:    }
                   2095:   }
                   2096:   /*2 eme*/
                   2097: 
                   2098:   for (k1=1; k1<= m ; k1 ++) { 
                   2099:     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);
                   2100:     
                   2101:     for (i=1; i<= nlstate+1 ; i ++) {
                   2102:       k=2*i;
                   2103:       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);
                   2104:       for (j=1; j<= nlstate+1 ; j ++) {
                   2105:   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
                   2106:   else fprintf(ficgp," \%%*lf (\%%*lf)");
                   2107: }   
                   2108:       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
                   2109:       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);
                   2110:     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);
                   2111:       for (j=1; j<= nlstate+1 ; j ++) {
                   2112:        if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
                   2113:        else fprintf(ficgp," \%%*lf (\%%*lf)");
                   2114: }   
                   2115:       fprintf(ficgp,"\" t\"\" w l 0,");
                   2116:      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);
                   2117:       for (j=1; j<= nlstate+1 ; j ++) {
                   2118:   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
                   2119:   else fprintf(ficgp," \%%*lf (\%%*lf)");
                   2120: }   
                   2121:       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
                   2122:       else fprintf(ficgp,"\" t\"\" w l 0,");
                   2123:     }
                   2124:     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);
                   2125:   }
                   2126:  
                   2127:   /*3eme*/
                   2128: 
1.3       lievre   2129:    for (k1=1; k1<= m ; k1 ++) { 
1.2       lievre   2130:     for (cpt=1; cpt<= nlstate ; cpt ++) {
                   2131:       k=2+nlstate*(cpt-1);
                   2132:       fprintf(ficgp,"set ter gif small size 400,300\nplot [%.f:%.f] \"e%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",agemin,fage,fileres,k1-1,k1-1,k,cpt);
                   2133:       for (i=1; i< nlstate ; i ++) {
                   2134:        fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",fileres,k1-1,k1-1,k+i,cpt,i+1);
                   2135:       } 
                   2136:       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);
                   2137:     }
1.3       lievre   2138:    }
1.2       lievre   2139:  
                   2140:   /* CV preval stat */
1.3       lievre   2141:     for (k1=1; k1<= m ; k1 ++) { 
1.2       lievre   2142:     for (cpt=1; cpt<nlstate ; cpt ++) {
                   2143:       k=3;
                   2144:       fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);
                   2145:       for (i=1; i< nlstate ; i ++)
                   2146:        fprintf(ficgp,"+$%d",k+i+1);
                   2147:       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
                   2148:       
                   2149:       l=3+(nlstate+ndeath)*cpt;
                   2150:       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);
                   2151:       for (i=1; i< nlstate ; i ++) {
                   2152:        l=3+(nlstate+ndeath)*cpt;
                   2153:        fprintf(ficgp,"+$%d",l+i+1);
                   2154:       }
                   2155:       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);   
                   2156:       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);
                   2157:     } 
                   2158:   }
1.3       lievre   2159:   
1.2       lievre   2160:   /* proba elementaires */
                   2161:   for(i=1,jk=1; i <=nlstate; i++){
                   2162:     for(k=1; k <=(nlstate+ndeath); k++){
                   2163:       if (k != i) {
                   2164:        /*  fprintf(ficgp,"%1d%1d ",i,k);*/
                   2165:        for(j=1; j <=ncovmodel; j++){
                   2166:          fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);
                   2167:          jk++; 
                   2168:          fprintf(ficgp,"\n");
                   2169:        }
                   2170:       }
                   2171:     }
                   2172:   }
                   2173:   for(jk=1; jk <=m; jk++) {
                   2174:   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);
                   2175:   for(i=1; i <=nlstate; i++) {
                   2176:     for(k=1; k <=(nlstate+ndeath); k++){
                   2177:       if (k != i) {
                   2178:        fprintf(ficgp," exp(a%d%d+b%d%d*x",i,k,i,k);
                   2179:        for(j=3; j <=ncovmodel; j++) 
                   2180:          fprintf(ficgp,"+%s%d%d*%d",alph[j],i,k,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                   2181:        fprintf(ficgp,")/(1");
                   2182:        for(k1=1; k1 <=(nlstate+ndeath); k1++) 
                   2183:          if (k1 != i) {
                   2184:            fprintf(ficgp,"+exp(a%d%d+b%d%d*x",i,k1,i,k1);
                   2185:            for(j=3; j <=ncovmodel; j++)
                   2186:              fprintf(ficgp,"+%s%d%d*%d",alph[j],i,k,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                   2187:            fprintf(ficgp,")");
                   2188:          }
                   2189:        fprintf(ficgp,") t \"p%d%d\" ", i,k);
                   2190:       if ((i+k)!= (nlstate*2+ndeath)) fprintf(ficgp,",");
                   2191:       }
                   2192:     }
                   2193:   }
                   2194: fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);  
                   2195:   }
1.3       lievre   2196:  
                   2197:  fclose(ficgp);
                   2198: 
                   2199:     chdir(path);
1.2       lievre   2200:     free_matrix(agev,1,maxwav,1,imx);
                   2201:     free_ivector(wav,1,imx);
                   2202:     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);
                   2203:     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);
                   2204:     
                   2205:     free_imatrix(s,1,maxwav+1,1,n);
                   2206:     
                   2207:     
                   2208:     free_ivector(num,1,n);
                   2209:     free_vector(agedc,1,n);
                   2210:     free_vector(weight,1,n);
                   2211:     /*free_matrix(covar,1,NCOVMAX,1,n);*/
                   2212:     fclose(ficparo);
                   2213:     fclose(ficres);
                   2214:    }
                   2215:    
                   2216:    /*________fin mle=1_________*/
                   2217:    
                   2218: 
                   2219:   
                   2220:     /* No more information from the sample is required now */
                   2221:   /* Reads comments: lines beginning with '#' */
                   2222:   while((c=getc(ficpar))=='#' && c!= EOF){
                   2223:     ungetc(c,ficpar);
                   2224:     fgets(line, MAXLINE, ficpar);
                   2225:     puts(line);
                   2226:     fputs(line,ficparo);
                   2227:   }
                   2228:   ungetc(c,ficpar);
                   2229:   
1.3       lievre   2230: 
1.2       lievre   2231:   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);
                   2232:   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);
                   2233:   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);
                   2234: /*--------- index.htm --------*/
                   2235: 
                   2236:   if((fichtm=fopen("index.htm","w"))==NULL)    {
                   2237:     printf("Problem with index.htm \n");goto end;
                   2238:   }
                   2239: 
                   2240:  fprintf(fichtm,"<body><ul> Imach, Version 0.63<hr> <li>Outputs files<br><br>\n
                   2241:         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n
                   2242: - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>
                   2243:         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>
                   2244:         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>
                   2245:         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>
                   2246:         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>
                   2247:         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>
                   2248:         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>
                   2249:         - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%s</a> <br><br>",fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres);
                   2250: 
                   2251:  fprintf(fichtm," <li>Graphs</li>\n<p>");
                   2252: 
                   2253:  m=cptcovn;
                   2254:  if (cptcovn < 1) {m=1;ncodemax[1]=1;}
                   2255: 
                   2256:  j1=0;
                   2257:  for(k1=1; k1<=m;k1++){
                   2258:    for(i1=1; i1<=ncodemax[k1];i1++){
                   2259:        j1++;
                   2260:        if (cptcovn > 0) {
                   2261:         fprintf(fichtm,"<hr>************ Results for covariates");
                   2262:         for (cpt=1; cpt<=cptcovn;cpt++) 
                   2263:           fprintf(fichtm," V%d=%d ",Tvar[cpt],nbcode[Tvar[cpt]][codtab[j1][cpt]]);
                   2264:         fprintf(fichtm," ************\n<hr>");
                   2265:        }
                   2266:        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>
                   2267: <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);     
                   2268:        for(cpt=1; cpt<nlstate;cpt++){
                   2269:         fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>
                   2270: <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);
                   2271:        }
                   2272:     for(cpt=1; cpt<=nlstate;cpt++) {
                   2273:        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident
                   2274: interval) in state (%d): v%s%d%d.gif <br>
                   2275: <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);  
                   2276:      }
                   2277:      for(cpt=1; cpt<=nlstate;cpt++) {
                   2278:         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>
1.3       lievre   2279: <img src=\"ex%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);
1.2       lievre   2280:      }
                   2281:      fprintf(fichtm,"\n<br>- Total life expectancy by age and
                   2282: health expectancies in states (1) and (2): e%s%d.gif<br>
                   2283: <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);
                   2284: fprintf(fichtm,"\n</body>");
                   2285:    }
                   2286:  }
                   2287: fclose(fichtm);
                   2288: 
                   2289:   /*--------------- Prevalence limit --------------*/
                   2290:   
                   2291:   strcpy(filerespl,"pl");
                   2292:   strcat(filerespl,fileres);
                   2293:   if((ficrespl=fopen(filerespl,"w"))==NULL) {
                   2294:     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;
                   2295:   }
                   2296:   printf("Computing prevalence limit: result on file '%s' \n", filerespl);
                   2297:   fprintf(ficrespl,"#Prevalence limit\n");
                   2298:   fprintf(ficrespl,"#Age ");
                   2299:   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);
                   2300:   fprintf(ficrespl,"\n");
                   2301:   
                   2302:   prlim=matrix(1,nlstate,1,nlstate);
                   2303:   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
                   2304:   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
                   2305:   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
                   2306:   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
                   2307:   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
                   2308:   k=0;
                   2309:   agebase=agemin;
                   2310:   agelim=agemax;
                   2311:   ftolpl=1.e-10;
                   2312:   i1=cptcovn;
                   2313:   if (cptcovn < 1){i1=1;}
                   2314: 
                   2315:   for(cptcov=1;cptcov<=i1;cptcov++){
                   2316:     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
                   2317:        k=k+1;
                   2318:        /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/
                   2319:        fprintf(ficrespl,"\n#****** ");
                   2320:        for(j=1;j<=cptcovn;j++) 
                   2321:          fprintf(ficrespl,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);
                   2322:        fprintf(ficrespl,"******\n");
                   2323:        
                   2324:        for (age=agebase; age<=agelim; age++){
                   2325:          prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
                   2326:          fprintf(ficrespl,"%.0f",age );
                   2327:          for(i=1; i<=nlstate;i++)
                   2328:          fprintf(ficrespl," %.5f", prlim[i][i]);
                   2329:          fprintf(ficrespl,"\n");
                   2330:        }
                   2331:       }
                   2332:     }
                   2333:   fclose(ficrespl);
                   2334:   /*------------- h Pij x at various ages ------------*/
                   2335:   
                   2336:   strcpy(filerespij,"pij");  strcat(filerespij,fileres);
                   2337:   if((ficrespij=fopen(filerespij,"w"))==NULL) {
                   2338:     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;
                   2339:   }
                   2340:   printf("Computing pij: result on file '%s' \n", filerespij);
                   2341:   
                   2342:   stepsize=(int) (stepm+YEARM-1)/YEARM;
                   2343:   if (stepm<=24) stepsize=2;
                   2344: 
                   2345:   agelim=AGESUP;
                   2346:   hstepm=stepsize*YEARM; /* Every year of age */
                   2347:   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */ 
                   2348:   
                   2349:   k=0;
                   2350:   for(cptcov=1;cptcov<=i1;cptcov++){
                   2351:     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
                   2352:       k=k+1;
                   2353:        fprintf(ficrespij,"\n#****** ");
                   2354:        for(j=1;j<=cptcovn;j++) 
                   2355:          fprintf(ficrespij,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);
                   2356:        fprintf(ficrespij,"******\n");
                   2357:        
                   2358:        for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */
                   2359:          nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
                   2360:          nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
                   2361:          p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
                   2362:          oldm=oldms;savm=savms;
                   2363:          hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
                   2364:          fprintf(ficrespij,"# Age");
                   2365:          for(i=1; i<=nlstate;i++)
                   2366:            for(j=1; j<=nlstate+ndeath;j++)
                   2367:              fprintf(ficrespij," %1d-%1d",i,j);
                   2368:          fprintf(ficrespij,"\n");
                   2369:          for (h=0; h<=nhstepm; h++){
                   2370:            fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );
                   2371:            for(i=1; i<=nlstate;i++)
                   2372:              for(j=1; j<=nlstate+ndeath;j++)
                   2373:                fprintf(ficrespij," %.5f", p3mat[i][j][h]);
                   2374:            fprintf(ficrespij,"\n");
                   2375:          }
                   2376:          free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
                   2377:          fprintf(ficrespij,"\n");
                   2378:        }
                   2379:     }
                   2380:   }
                   2381: 
                   2382:   fclose(ficrespij);
                   2383: 
                   2384:   /*---------- Health expectancies and variances ------------*/
                   2385: 
                   2386:   strcpy(filerest,"t");
                   2387:   strcat(filerest,fileres);
                   2388:   if((ficrest=fopen(filerest,"w"))==NULL) {
                   2389:     printf("Problem with total LE resultfile: %s\n", filerest);goto end;
                   2390:   }
                   2391:   printf("Computing Total LEs with variances: file '%s' \n", filerest); 
                   2392: 
                   2393: 
                   2394:   strcpy(filerese,"e");
                   2395:   strcat(filerese,fileres);
                   2396:   if((ficreseij=fopen(filerese,"w"))==NULL) {
                   2397:     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
                   2398:   }
                   2399:   printf("Computing Health Expectancies: result on file '%s' \n", filerese);
                   2400: 
                   2401:  strcpy(fileresv,"v");
                   2402:   strcat(fileresv,fileres);
                   2403:   if((ficresvij=fopen(fileresv,"w"))==NULL) {
                   2404:     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);
                   2405:   }
                   2406:   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
                   2407: 
                   2408:   k=0;
                   2409:   for(cptcov=1;cptcov<=i1;cptcov++){
                   2410:     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
                   2411:       k=k+1;
                   2412:       fprintf(ficrest,"\n#****** ");
                   2413:       for(j=1;j<=cptcovn;j++) 
                   2414:        fprintf(ficrest,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);
                   2415:       fprintf(ficrest,"******\n");
                   2416: 
                   2417:       fprintf(ficreseij,"\n#****** ");
                   2418:       for(j=1;j<=cptcovn;j++) 
                   2419:        fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);
                   2420:       fprintf(ficreseij,"******\n");
                   2421: 
                   2422:       fprintf(ficresvij,"\n#****** ");
                   2423:       for(j=1;j<=cptcovn;j++) 
                   2424:        fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);
                   2425:       fprintf(ficresvij,"******\n");
                   2426: 
                   2427:       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
                   2428:       oldm=oldms;savm=savms;
                   2429:       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);  
                   2430:       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
                   2431:       oldm=oldms;savm=savms;
                   2432:       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);
                   2433:       
                   2434:       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");
                   2435:       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);
                   2436:       fprintf(ficrest,"\n");
                   2437:        
                   2438:       hf=1;
                   2439:       if (stepm >= YEARM) hf=stepm/YEARM;
                   2440:       epj=vector(1,nlstate+1);
                   2441:       for(age=bage; age <=fage ;age++){
                   2442:        prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
                   2443:        fprintf(ficrest," %.0f",age);
                   2444:        for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){
                   2445:          for(i=1, epj[j]=0.;i <=nlstate;i++) {
                   2446:            epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];
                   2447:          }
                   2448:          epj[nlstate+1] +=epj[j];
                   2449:        }
                   2450:        for(i=1, vepp=0.;i <=nlstate;i++)
                   2451:          for(j=1;j <=nlstate;j++)
                   2452:            vepp += vareij[i][j][(int)age];
                   2453:        fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));
                   2454:        for(j=1;j <=nlstate;j++){
                   2455:          fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));
                   2456:        }
                   2457:        fprintf(ficrest,"\n");
                   2458:       }
                   2459:     }
                   2460:   }
                   2461:        
                   2462:  fclose(ficreseij);
                   2463:  fclose(ficresvij);
                   2464:   fclose(ficrest);
                   2465:   fclose(ficpar);
                   2466:   free_vector(epj,1,nlstate+1);
1.3       lievre   2467:   /*scanf("%d ",i); */
1.2       lievre   2468: 
                   2469:   /*------- Variance limit prevalence------*/   
                   2470: 
                   2471: strcpy(fileresvpl,"vpl");
                   2472:   strcat(fileresvpl,fileres);
                   2473:   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
                   2474:     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);
                   2475:     exit(0);
                   2476:   }
                   2477:   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);
                   2478: 
                   2479:  k=0;
                   2480:  for(cptcov=1;cptcov<=i1;cptcov++){
                   2481:    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
                   2482:      k=k+1;
                   2483:      fprintf(ficresvpl,"\n#****** ");
                   2484:      for(j=1;j<=cptcovn;j++) 
                   2485:        fprintf(ficresvpl,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);
                   2486:      fprintf(ficresvpl,"******\n");
                   2487:      
                   2488:      varpl=matrix(1,nlstate,(int) bage, (int) fage);
                   2489:      oldm=oldms;savm=savms;
                   2490:      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);
                   2491:    }
                   2492:  }
                   2493: 
                   2494:   fclose(ficresvpl);
                   2495: 
                   2496:   /*---------- End : free ----------------*/
                   2497:   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
                   2498:   
                   2499:   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);
                   2500:   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
                   2501:   
                   2502:   
                   2503:   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);
                   2504:   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);
                   2505:   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);
                   2506:   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);
                   2507:   
                   2508:   free_matrix(matcov,1,npar,1,npar);
                   2509:   free_vector(delti,1,npar);
                   2510:   
                   2511:   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);
                   2512: 
                   2513:   printf("End of Imach\n");
                   2514:   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
                   2515:   
                   2516:   /* printf("Total time was %d Sec. %d uSec.\n", end_time.tv_sec -start_time.tv_sec, end_time.tv_usec -start_time.tv_usec);*/
                   2517:   /*printf("Total time was %d uSec.\n", total_usecs);*/
                   2518:   /*------ End -----------*/
                   2519: 
                   2520:  end:
                   2521: #ifdef windows
                   2522:  chdir(pathcd);
                   2523: #endif 
1.3       lievre   2524:  system("wgnuplot graph.plt");
1.2       lievre   2525: 
                   2526: #ifdef windows
                   2527:   while (z[0] != 'q') {
                   2528:     chdir(pathcd); 
                   2529:     printf("\nType e to edit output files, c to start again, and q for exiting: ");
                   2530:     scanf("%s",z);
                   2531:     if (z[0] == 'c') system("./imach");
                   2532:     else if (z[0] == 'e') {
                   2533:       chdir(path);
                   2534:       system("index.htm");
                   2535:     }
                   2536:     else if (z[0] == 'q') exit(0);
                   2537:   }
                   2538: #endif 
                   2539: }
                   2540: 
                   2541: 

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