version 1.2, 2023/06/22 11:22:40
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version 1.5, 2023/10/09 09:10:01
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/* $Id$ |
/* $Id$ |
$State$ |
$State$ |
$Log$ |
$Log$ |
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Revision 1.5 2023/10/09 09:10:01 brouard |
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Summary: trying to reconsider |
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Revision 1.4 2023/06/22 12:50:51 brouard |
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Summary: stil on going |
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Revision 1.3 2023/06/22 11:28:07 brouard |
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*** empty log message *** |
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Revision 1.2 2023/06/22 11:22:40 brouard |
Revision 1.2 2023/06/22 11:22:40 brouard |
Summary: with svd but not working yet |
Summary: with svd but not working yet |
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Line 1281 Important routines
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Line 1290 Important routines
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/* #define POWELLORIGINAL /\* Don't use Directest to decide new direction but original Powell test *\/ */ |
/* #define POWELLORIGINAL /\* Don't use Directest to decide new direction but original Powell test *\/ */ |
/* #define MNBRAKORIGINAL /\* Don't use mnbrak fix *\/ */ |
/* #define MNBRAKORIGINAL /\* Don't use mnbrak fix *\/ */ |
/* #define FLATSUP *//* Suppresses directions where likelihood is flat */ |
/* #define FLATSUP *//* Suppresses directions where likelihood is flat */ |
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/* #define POWELLORIGINCONJUGATE /\* Don't use conjugate but biggest decrease if valuable *\/ */ |
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/* #define NOTMINFIT */ |
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#include <math.h> |
#include <math.h> |
#include <stdio.h> |
#include <stdio.h> |
Line 2613 void linmin(double p[], double xi[], int
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Line 2624 void linmin(double p[], double xi[], int
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} |
} |
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/**** praxis ****/ |
/**** praxis ****/ |
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# include <float.h> |
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void transpose_in_place ( int n, double **a ) |
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/******************************************************************************/ |
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/* |
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Purpose: |
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TRANSPOSE_IN_PLACE transposes a square matrix in place. |
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Licensing: |
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This code is distributed under the GNU LGPL license. |
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Input, int N, the number of rows and columns of the matrix A. |
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Input/output, double A[N*N], the matrix to be transposed. |
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*/ |
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{ |
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int i; |
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int j; |
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double t; |
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/* for ( j = 0; j < n; j++ ){ */ |
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/* for ( i = 0; i < j; i++ ) { */ |
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for ( j = 1; j <= n; j++ ){ |
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for ( i = 1; i < j; i++ ) { |
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/* t = a[i+j*n]; */ |
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/* a[i+j*n] = a[j+i*n]; */ |
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/* a[j+i*n] = t; */ |
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t = a[i][j]; |
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a[i][j] = a[j][i]; |
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a[j][i] = t; |
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} |
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} |
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return; |
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} |
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double pythag( double x, double y ) |
double pythag( double x, double y ) |
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/******************************************************************************/ |
/******************************************************************************/ |
Line 2652 double pythag( double x, double y )
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Line 2699 double pythag( double x, double y )
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return value; |
return value; |
} |
} |
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void svsort ( int n, double d[], double **v ) |
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/******************************************************************************/ |
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/* |
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Purpose: |
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SVSORT descending sorts D and adjusts the corresponding columns of V. |
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Discussion: |
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A simple bubble sort is used on D. |
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In our application, D contains singular values, and the columns of V are |
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the corresponding right singular vectors. |
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Author: |
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Original FORTRAN77 version by Richard Brent. |
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Richard Brent, |
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Algorithms for Minimization with Derivatives, |
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Prentice Hall, 1973, |
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Reprinted by Dover, 2002. |
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Parameters: |
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Input, int N, the length of D, and the order of V. |
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Input/output, double D[N], the vector to be sorted. |
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On output, the entries of D are in descending order. |
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Input/output, double V[N,N], an N by N array to be adjusted |
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as D is sorted. In particular, if the value that was in D(I) on input is |
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moved to D(J) on output, then the input column V(*,I) is moved to |
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the output column V(*,J). |
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*/ |
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{ |
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int i, j1, j2, j3; |
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double t; |
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for (j1 = 1; j1 < n; j1++) { |
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/* |
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* Find J3, the index of the largest entry in D[J1:N-1]. |
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* MAXLOC apparently requires its output to be an array. |
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*/ |
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j3 = j1; |
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for (j2 = j1+1; j2 < n; j2++) { |
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if (d[j3] < d[j2]) { |
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j3 = j2; |
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} |
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} |
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/* |
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* If J1 != J3, swap D[J1] and D[J3], and columns J1 and J3 of V. |
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*/ |
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if (j1 != j3) { |
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t = d[j1]; |
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d[j1] = d[j3]; |
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d[j3] = t; |
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for (i = 1; i <= n; i++) { |
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t = v[i][j1]; |
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v[i][j1] = v[i][j3]; |
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v[i][j3] = t; |
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} /* end i */ |
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} /* end j1 != j3 */ |
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} /* end j1 */ |
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return; |
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} |
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/* void svdcmp(double **a, int m, int n, double w[], double **v) */ |
/* void svdcmp(double **a, int m, int n, double w[], double **v) */ |
void svdcmp(double **a, int m, int n, double w[]) |
void svdminfit(double **a, int m, int n, double w[]) |
{ |
{ |
/* Golub 1970 Algol60 */ |
/* From numerical recipes */ |
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/* Given a matrix a[1..m][1..n], this routine computes its singular value */ |
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/* decomposition, A = U ·W ·V T . The matrix U replaces a on output. */ |
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/* The diagonal matrix of singular values W is out- put as a vector w[1..n]. */ |
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/* The matrix V (not the transpose V T ) is output as v[1..n][1..n]. */ |
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/* But in fact from Golub 1970 Algol60 */ |
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/* Computation of the singular values and complete orthogonal decom- */ |
/* Computation of the singular values and complete orthogonal decom- */ |
/* position of a real rectangular matrix A, */ |
/* position of a real rectangular matrix A, */ |
/* A = U diag (q) V^T, U^T U = V^T V =I , */ |
/* A = U diag (q) V^T, U^T U = V^T V =I , */ |
Line 2803 void svdcmp(double **a, int m, int n, do
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Line 2918 void svdcmp(double **a, int m, int n, do
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} |
} |
break; |
break; |
} |
} |
if (its == 30) nrerror("no convergence in 30 dsvdcmp iterations"); |
if (its == 30) nrerror("no convergence in 30 svdcmp iterations"); |
x=w[l]; /* shift from bottom 2 x 2 minor; */ |
x=w[l]; /* shift from bottom 2 x 2 minor; */ |
nm=k-1; |
nm=k-1; |
y=w[nm]; |
y=w[nm]; |
Line 2918 void powell(double p[], double **xi, int
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Line 3033 void powell(double p[], double **xi, int
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curr_time = *localtime(&rcurr_time); |
curr_time = *localtime(&rcurr_time); |
/* printf("\nPowell iter=%d -2*LL=%.12f gain=%.12f=%.3g %ld sec. %ld sec.",*iter,*fret, fp-*fret,fp-*fret, rcurr_time-rlast_time, rcurr_time-rstart_time);fflush(stdout); */ |
/* printf("\nPowell iter=%d -2*LL=%.12f gain=%.12f=%.3g %ld sec. %ld sec.",*iter,*fret, fp-*fret,fp-*fret, rcurr_time-rlast_time, rcurr_time-rstart_time);fflush(stdout); */ |
/* fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f gain=%.12f=%.3g %ld sec. %ld sec.",*iter,*fret, fp-*fret,fp-*fret,rcurr_time-rlast_time, rcurr_time-rstart_time); fflush(ficlog); */ |
/* fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f gain=%.12f=%.3g %ld sec. %ld sec.",*iter,*fret, fp-*fret,fp-*fret,rcurr_time-rlast_time, rcurr_time-rstart_time); fflush(ficlog); */ |
Bigter=(*iter - *iter % ncovmodel)/ncovmodel +1; /* Big iteration, i.e on ncovmodel cycle */ |
/* Bigter=(*iter - *iter % ncovmodel)/ncovmodel +1; /\* Big iteration, i.e on ncovmodel cycle *\/ */ |
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Bigter=(*iter - (*iter-1) % n)/n +1; /* Big iteration, i.e on ncovmodel cycle */ |
printf("\nPowell iter=%d Big Iter=%d -2*LL=%.12f gain=%.3lg %ld sec. %ld sec.",*iter,Bigter,*fret,fp-*fret, rcurr_time-rlast_time, rcurr_time-rstart_time);fflush(stdout); |
printf("\nPowell iter=%d Big Iter=%d -2*LL=%.12f gain=%.3lg %ld sec. %ld sec.",*iter,Bigter,*fret,fp-*fret, rcurr_time-rlast_time, rcurr_time-rstart_time);fflush(stdout); |
fprintf(ficlog,"\nPowell iter=%d Big Iter=%d -2*LL=%.12f gain=%.3lg %ld sec. %ld sec.",*iter,Bigter,*fret,fp-*fret,rcurr_time-rlast_time, rcurr_time-rstart_time); fflush(ficlog); |
fprintf(ficlog,"\nPowell iter=%d Big Iter=%d -2*LL=%.12f gain=%.3lg %ld sec. %ld sec.",*iter,Bigter,*fret,fp-*fret,rcurr_time-rlast_time, rcurr_time-rstart_time); fflush(ficlog); |
fprintf(ficrespow,"%d %d %.12f %d",*iter,Bigter, *fret,curr_time.tm_sec-start_time.tm_sec); |
fprintf(ficrespow,"%d %d %.12f %d",*iter,Bigter, *fret,curr_time.tm_sec-start_time.tm_sec); |
Line 2989 void powell(double p[], double **xi, int
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Line 3105 void powell(double p[], double **xi, int
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fprintf(ficlog," - if your program needs %d BIG iterations (%d iterations) to converge, convergence will be \n reached in %s i.e.\n on %s (current time is %s);\n",nBigterf, niterf, asc_diff_time(rforecast_time-rcurr_time,tmpout),strfor,strcurr); |
fprintf(ficlog," - if your program needs %d BIG iterations (%d iterations) to converge, convergence will be \n reached in %s i.e.\n on %s (current time is %s);\n",nBigterf, niterf, asc_diff_time(rforecast_time-rcurr_time,tmpout),strfor,strcurr); |
} |
} |
} |
} |
for (i=1;i<=n;i++) { /* For each direction i */ |
for (i=1;i<=n;i++) { /* For each direction i, maximisation after loading directions */ |
for (j=1;j<=n;j++) xit[j]=xi[j][i]; /* Directions stored from previous iteration with previous scales */ |
for (j=1;j<=n;j++) xit[j]=xi[j][i]; /* Directions stored from previous iteration with previous scales */ |
fptt=(*fret); |
fptt=(*fret); |
#ifdef DEBUG |
#ifdef DEBUG |
Line 2999 void powell(double p[], double **xi, int
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Line 3115 void powell(double p[], double **xi, int
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printf("%d",i);fflush(stdout); /* print direction (parameter) i */ |
printf("%d",i);fflush(stdout); /* print direction (parameter) i */ |
fprintf(ficlog,"%d",i);fflush(ficlog); |
fprintf(ficlog,"%d",i);fflush(ficlog); |
#ifdef LINMINORIGINAL |
#ifdef LINMINORIGINAL |
linmin(p,xit,n,fret,func); /* Point p[n]. xit[n] has been loaded for direction i as input.*/ |
linmin(p,xit,n,fret,func); /* New point i minimizing in direction xit i has coordinates p[j].*/ |
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/* xit[j] gives the n coordinates of direction i as input.*/ |
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/* *fret gives the maximum value on direction xit */ |
#else |
#else |
linmin(p,xit,n,fret,func,&flat); /* Point p[n]. xit[n] has been loaded for direction i as input.*/ |
linmin(p,xit,n,fret,func,&flat); /* Point p[n]. xit[n] has been loaded for direction i as input.*/ |
flatdir[i]=flat; /* Function is vanishing in that direction i */ |
flatdir[i]=flat; /* Function is vanishing in that direction i */ |
#endif |
#endif |
/* Outputs are fret(new point p) p is updated and xit rescaled */ |
/* Outputs are fret(new point p) p is updated and xit rescaled */ |
if (fabs(fptt-(*fret)) > del) { /* We are keeping the max gain on each of the n directions */ |
if (fabs(fptt-(*fret)) > del) { /* We are keeping the max gain on each of the n directions */ |
/* because that direction will be replaced unless the gain del is small */ |
/* because that direction will be replaced unless the gain del is small */ |
/* in comparison with the 'probable' gain, mu^2, with the last average direction. */ |
/* in comparison with the 'probable' gain, mu^2, with the last average direction. */ |
/* Unless the n directions are conjugate some gain in the determinant may be obtained */ |
/* Unless the n directions are conjugate some gain in the determinant may be obtained */ |
/* with the new direction. */ |
/* with the new direction. */ |
del=fabs(fptt-(*fret)); |
del=fabs(fptt-(*fret)); |
ibig=i; |
ibig=i; |
} |
} |
#ifdef DEBUG |
#ifdef DEBUG |
printf("%d %.12e",i,(*fret)); |
printf("%d %.12e",i,(*fret)); |
fprintf(ficlog,"%d %.12e",i,(*fret)); |
fprintf(ficlog,"%d %.12e",i,(*fret)); |
for (j=1;j<=n;j++) { |
for (j=1;j<=n;j++) { |
xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5); |
xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5); |
printf(" x(%d)=%.12e",j,xit[j]); |
printf(" x(%d)=%.12e",j,xit[j]); |
fprintf(ficlog," x(%d)=%.12e",j,xit[j]); |
fprintf(ficlog," x(%d)=%.12e",j,xit[j]); |
} |
} |
for(j=1;j<=n;j++) { |
for(j=1;j<=n;j++) { |
printf(" p(%d)=%.12e",j,p[j]); |
printf(" p(%d)=%.12e",j,p[j]); |
fprintf(ficlog," p(%d)=%.12e",j,p[j]); |
fprintf(ficlog," p(%d)=%.12e",j,p[j]); |
} |
} |
printf("\n"); |
printf("\n"); |
fprintf(ficlog,"\n"); |
fprintf(ficlog,"\n"); |
#endif |
#endif |
} /* end loop on each direction i */ |
} /* end loop on each direction i */ |
/* Convergence test will use last linmin estimation (fret) and compare former iteration (fp) */ |
/* Convergence test will use last linmin estimation (fret) and compare to former iteration (fp) */ |
/* But p and xit have been updated at the end of linmin, *fret corresponds to new p, xit */ |
/* But p and xit have been updated at the end of linmin, *fret corresponds to new p, xit */ |
/* New value of last point Pn is not computed, P(n-1) */ |
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for(j=1;j<=n;j++) { |
for(j=1;j<=n;j++) { |
if(flatdir[j] >0){ |
if(flatdir[j] >0){ |
printf(" p(%d)=%lf flat=%d ",j,p[j],flatdir[j]); |
printf(" p(%d)=%lf flat=%d ",j,p[j],flatdir[j]); |
Line 3054 void powell(double p[], double **xi, int
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Line 3171 void powell(double p[], double **xi, int
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/* the scales of the directions and the directions, because the are reset to canonical directions */ |
/* the scales of the directions and the directions, because the are reset to canonical directions */ |
/* Thus the first calls to linmin will give new points and better maximizations until fp-(*fret) is */ |
/* Thus the first calls to linmin will give new points and better maximizations until fp-(*fret) is */ |
/* under the tolerance value. If the tolerance is very small 1.e-9, it could last long. */ |
/* under the tolerance value. If the tolerance is very small 1.e-9, it could last long. */ |
#ifdef DEBUG |
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int k[2],l; |
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k[0]=1; |
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k[1]=-1; |
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printf("Max: %.12e",(*func)(p)); |
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fprintf(ficlog,"Max: %.12e",(*func)(p)); |
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for (j=1;j<=n;j++) { |
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printf(" %.12e",p[j]); |
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fprintf(ficlog," %.12e",p[j]); |
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} |
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printf("\n"); |
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fprintf(ficlog,"\n"); |
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for(l=0;l<=1;l++) { |
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for (j=1;j<=n;j++) { |
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ptt[j]=p[j]+(p[j]-pt[j])*k[l]; |
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printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]); |
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fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]); |
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} |
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printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p))); |
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fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p))); |
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} |
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#endif |
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free_vector(xit,1,n); |
free_vector(xit,1,n); |
free_vector(xits,1,n); |
free_vector(xits,1,n); |
Line 3084 void powell(double p[], double **xi, int
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Line 3179 void powell(double p[], double **xi, int
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return; |
return; |
} /* enough precision */ |
} /* enough precision */ |
if (*iter == ITMAX*n) nrerror("powell exceeding maximum iterations."); |
if (*iter == ITMAX*n) nrerror("powell exceeding maximum iterations."); |
for (j=1;j<=n;j++) { /* Computes the extrapolated point P_0 + 2 (P_n-P_0) */ |
for (j=1;j<=n;j++) { /* Computes the extrapolated point P_0 + 2 (P_n-P_0)=2Pn-P0 */ |
ptt[j]=2.0*p[j]-pt[j]; |
ptt[j]=2.0*p[j]-pt[j]; |
xit[j]=p[j]-pt[j]; |
xit[j]=p[j]-pt[j]; /* Coordinate j of last direction xi_n=P_n-_0 */ |
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printf("\n %d xit=%12.7g p=%12.7g pt=%12.7g ",j,xit[j],p[j],pt[j]); |
pt[j]=p[j]; |
pt[j]=p[j]; |
} |
} |
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printf("\n"); |
fptt=(*func)(ptt); /* f_3 */ |
fptt=(*func)(ptt); /* f_3 */ |
#ifdef NODIRECTIONCHANGEDUNTILNITER /* No change in drections until some iterations are done */ |
#ifdef NODIRECTIONCHANGEDUNTILNITER /* No change in drections until some iterations are done */ |
if (*iter <=4) { |
if (*iter <=4) { |
Line 3109 void powell(double p[], double **xi, int
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Line 3206 void powell(double p[], double **xi, int
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/* t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); */ |
/* t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); */ |
/* Even if f3 <f1, directest can be negative and t >0 */ |
/* Even if f3 <f1, directest can be negative and t >0 */ |
/* mu² and del² are equal when f3=f1 */ |
/* mu² and del² are equal when f3=f1 */ |
/* f3 < f1 : mu² < del <= lambda^2 both test are equivalent */ |
/* f3 < f1 : mu² < del <= lambda^2 both test are equivalent */ |
/* f3 < f1 : mu² < lambda^2 < del then directtest is negative and powell t is positive */ |
/* f3 < f1 : mu² < lambda^2 < del then directtest is negative and powell t is positive */ |
/* f3 > f1 : lambda² < mu^2 < del then t is negative and directest >0 */ |
/* f3 > f1 : lambda² < mu^2 < del then t is negative and directest >0 */ |
/* f3 > f1 : lambda² < del < mu^2 then t is positive and directest >0 */ |
/* f3 > f1 : lambda² < del < mu^2 then t is positive and directest >0 */ |
#ifdef NRCORIGINAL |
#ifdef NRCORIGINAL |
t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)- del*SQR(fp-fptt); /* Original Numerical Recipes in C*/ |
t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)- del*SQR(fp-fptt); /* Original Numerical Recipes in C*/ |
#else |
#else |
Line 3120 void powell(double p[], double **xi, int
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Line 3217 void powell(double p[], double **xi, int
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t= t- del*SQR(fp-fptt); |
t= t- del*SQR(fp-fptt); |
#endif |
#endif |
directest = fp-2.0*(*fret)+fptt - 2.0 * del; /* If delta was big enough we change it for a new direction */ |
directest = fp-2.0*(*fret)+fptt - 2.0 * del; /* If delta was big enough we change it for a new direction */ |
#ifdef DEBUG |
printf(" t=%g, directest=%g\n",t, directest); |
printf("t1= %.12lf, t2= %.12lf, t=%.12lf directest=%.12lf\n", 2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del),del*SQR(fp-fptt),t,directest); |
#ifdef POWELLNOTTRUECONJUGATE /* Searching for IBIG and testing for replacement */ |
fprintf(ficlog,"t1= %.12lf, t2= %.12lf, t=%.12lf directest=%.12lf\n", 2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del),del*SQR(fp-fptt),t,directest); |
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printf("t3= %.12lf, t4= %.12lf, t3*= %.12lf, t4*= %.12lf\n",SQR(fp-(*fret)-del),SQR(fp-fptt), |
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(fp-(*fret)-del)*(fp-(*fret)-del),(fp-fptt)*(fp-fptt)); |
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fprintf(ficlog,"t3= %.12lf, t4= %.12lf, t3*= %.12lf, t4*= %.12lf\n",SQR(fp-(*fret)-del),SQR(fp-fptt), |
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(fp-(*fret)-del)*(fp-(*fret)-del),(fp-fptt)*(fp-fptt)); |
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printf("tt= %.12lf, t=%.12lf\n",2.0*(fp-2.0*(*fret)+fptt)*(fp-(*fret)-del)*(fp-(*fret)-del)-del*(fp-fptt)*(fp-fptt),t); |
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fprintf(ficlog, "tt= %.12lf, t=%.12lf\n",2.0*(fp-2.0*(*fret)+fptt)*(fp-(*fret)-del)*(fp-(*fret)-del)-del*(fp-fptt)*(fp-fptt),t); |
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#endif |
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#ifdef POWELLORIGINAL |
#ifdef POWELLORIGINAL |
if (t < 0.0) { /* Then we use it for new direction */ |
if (t < 0.0) { /* Then we use it for new direction */ |
#else |
#else /* Not POWELLOriginal but Brouard's */ |
if (directest*t < 0.0) { /* Contradiction between both tests */ |
if (directest*t < 0.0) { /* Contradiction between both tests */ |
printf("directest= %.12lf (if <0 we include P0 Pn as new direction), t= %.12lf, f1= %.12lf,f2= %.12lf,f3= %.12lf, del= %.12lf\n",directest, t, fp,(*fret),fptt,del); |
printf("directest= %.12lf (if <0 we include P0 Pn as new direction), t= %.12lf, f1= %.12lf,f2= %.12lf,f3= %.12lf, del= %.12lf\n",directest, t, fp,(*fret),fptt,del); |
printf("f1-2f2+f3= %.12lf, f1-f2-del= %.12lf, f1-f3= %.12lf\n",fp-2.0*(*fret)+fptt, fp -(*fret) -del, fp-fptt); |
printf("f1-2f2+f3= %.12lf, f1-f2-del= %.12lf, f1-f3= %.12lf\n",fp-2.0*(*fret)+fptt, fp -(*fret) -del, fp-fptt); |
fprintf(ficlog,"directest= %.12lf (if directest<0 or t<0 we include P0 Pn as new direction), t= %.12lf, f1= %.12lf,f2= %.12lf,f3= %.12lf, del= %.12lf\n",directest, t, fp,(*fret),fptt, del); |
fprintf(ficlog,"directest= %.12lf (if directest<0 or t<0 we include P0 Pn as new direction), t= %.12lf, f1= %.12lf,f2= %.12lf,f3= %.12lf, del= %.12lf\n",directest, t, fp,(*fret),fptt, del); |
fprintf(ficlog,"f1-2f2+f3= %.12lf, f1-f2-del= %.12lf, f1-f3= %.12lf\n",fp-2.0*(*fret)+fptt, fp -(*fret) -del, fp-fptt); |
fprintf(ficlog,"f1-2f2+f3= %.12lf, f1-f2-del= %.12lf, f1-f3= %.12lf\n",fp-2.0*(*fret)+fptt, fp -(*fret) -del, fp-fptt); |
} |
} |
if (directest < 0.0) { /* Then we use it for new direction */ |
if (directest < 0.0) { /* Then we use (P0, Pn) for new direction Xi_n or Xi_iBig */ |
#endif |
#endif /* end POWELLOriginal */ |
#ifdef DEBUGLINMIN |
#endif /* POWELLNOTTRUECONJUGATE else means systematic replacement by new direction P_0P_n */ |
printf("Before linmin in direction P%d-P0\n",n); |
|
for (j=1;j<=n;j++) { |
|
printf(" Before xit[%d]= %12.7f p[%d]= %12.7f",j,xit[j],j,p[j]); |
|
fprintf(ficlog," Before xit[%d]= %12.7f p[%d]= %12.7f",j,xit[j],j,p[j]); |
|
if(j % ncovmodel == 0){ |
|
printf("\n"); |
|
fprintf(ficlog,"\n"); |
|
} |
|
} |
|
#endif |
|
#ifdef LINMINORIGINAL |
#ifdef LINMINORIGINAL |
linmin(p,xit,n,fret,func); /* computes minimum on the extrapolated direction: changes p and rescales xit.*/ |
/* xit[j]=p[j]-pt[j] */ |
#else |
printf("\n Computes min on P_0, P_n direction iter=%d Bigter=%d\n",*iter,Bigter); |
|
linmin(p,xit,n,fret,func); /* computes minimum on P_0,P_n direction: changes p and rescales xit.*/ |
|
#else /* NOT LINMINORIGINAL but with searching for flat directions */ |
|
printf("\n Flat Computes min on P_0, P_n direction iter=%d Bigter=%d\n",*iter,Bigter); |
linmin(p,xit,n,fret,func,&flat); /* computes minimum on the extrapolated direction: changes p and rescales xit.*/ |
linmin(p,xit,n,fret,func,&flat); /* computes minimum on the extrapolated direction: changes p and rescales xit.*/ |
flatdir[i]=flat; /* Function is vanishing in that direction i */ |
flatdir[i]=flat; /* Function is vanishing in that direction i */ |
#endif |
#endif |
|
|
#ifdef DEBUGLINMIN |
#ifdef POWELLNOTTRUECONJUGATE |
|
#else |
|
#ifdef POWELLORIGINCONJUGATE |
for (j=1;j<=n;j++) { |
for (j=1;j<=n;j++) { |
printf("After xit[%d]= %12.7f p[%d]= %12.7f",j,xit[j],j,p[j]); |
xi[j][ibig]=xi[j][n]; /* Replace direction with biggest decrease by last direction n */ |
fprintf(ficlog,"After xit[%d]= %12.7f p[%d]= %12.7f",j,xit[j],j,p[j]); |
xi[j][n]=xit[j]; /* and this nth direction by the by the average p_0 p_n */ |
if(j % ncovmodel == 0){ |
} |
printf("\n"); |
#else |
fprintf(ficlog,"\n"); |
for (i=1;i<=n-1;i++) { |
|
for (j=1;j<=n;j++) { |
|
xi[j][i]=xi[j][i+1]; /* Standard method of conjugate directions, not Powell who changes the nth direction by p0 pn . */ |
} |
} |
} |
} |
#endif |
|
for (j=1;j<=n;j++) { |
for (j=1;j<=n;j++) { |
xi[j][ibig]=xi[j][n]; /* Replace direction with biggest decrease by last direction n */ |
|
xi[j][n]=xit[j]; /* and this nth direction by the by the average p_0 p_n */ |
xi[j][n]=xit[j]; /* and this nth direction by the by the average p_0 p_n */ |
} |
} |
|
#endif /* POWELLORIGINCONJUGATE*/ |
|
#endif /*POWELLNOTTRUECONJUGATE*/ |
|
printf(" Standard method of conjugate directions\n"); |
|
printf("\n#A Before prax Bigter=%d model= 1 + age ", Bigter); |
|
for(j=1;j<=n;j++){ |
|
printf("%d \n",j); |
|
for(i=1;i<=n;i++){ |
|
printf(" %f",xi[j][i]); |
|
} |
|
} |
|
printf("\n"); |
|
|
|
#ifdef NOTMINFIT |
|
#else |
|
if(*iter >n){ |
|
/* if(Bigter >n){ */ |
|
printf("\n#Before prax Bigter=%d model= 1 + age ", Bigter); |
|
printf("\n"); |
|
for(j=1;j<=n;j++){ |
|
printf("%d \n",j); |
|
for(i=1;i<=n;i++){ |
|
printf(" %f",xi[j][i]); |
|
} |
|
} |
|
printf("\n"); |
|
/* |
|
* Calculate a new set of orthogonal directions before repeating |
|
* the main loop. |
|
* Transpose V for SVD (minfit) (because minfit returns the right V in ULV=A): |
|
*/ |
|
printf(" Bigter=%d Calculate a new set of orthogonal directions before repeating the main loop.\n Transpose V for MINFIT:...\n",Bigter); |
|
transpose_in_place ( n, xi ); |
|
/* |
|
SVD/MINFIT finds the singular value decomposition of V. |
|
|
|
This gives the principal values and principal directions of the |
|
approximating quadratic form without squaring the condition number. |
|
*/ |
|
printf(" SVDMINFIT finds the singular value decomposition of V. \n This gives the principal values and principal directions of the\n approximating quadratic form without squaring the condition number...\n"); |
|
double *d; /* eigenvalues of principal directions */ |
|
d=vector(1,n); |
|
|
|
|
|
svdminfit (xi, n, n, d ); /* In Brent's notation find d such that V=Q Diagonal(d) R, and Lambda=d^(-1/2) */ |
|
|
|
printf("\n#After prax model= 1 + age "); |
|
fprintf(ficlog,"\n#model= 1 + age "); |
|
|
|
if(nagesqr==1){ |
|
printf(" + age*age "); |
|
fprintf(ficlog," + age*age "); |
|
} |
|
for(j=1;j <=ncovmodel-2;j++){ |
|
if(Typevar[j]==0) { |
|
printf(" + V%d ",Tvar[j]); |
|
fprintf(ficlog," + V%d ",Tvar[j]); |
|
}else if(Typevar[j]==1) { |
|
printf(" + V%d*age ",Tvar[j]); |
|
fprintf(ficlog," + V%d*age ",Tvar[j]); |
|
}else if(Typevar[j]==2) { |
|
printf(" + V%d*V%d ",Tvard[Tposprod[j]][1],Tvard[Tposprod[j]][2]); |
|
fprintf(ficlog," + V%d*V%d ",Tvard[Tposprod[j]][1],Tvard[Tposprod[j]][2]); |
|
}else if(Typevar[j]==3) { |
|
printf(" + V%d*V%d*age ",Tvard[Tposprod[j]][1],Tvard[Tposprod[j]][2]); |
|
fprintf(ficlog," + V%d*V%d*age ",Tvard[Tposprod[j]][1],Tvard[Tposprod[j]][2]); |
|
} |
|
} |
|
printf("\n"); |
|
fprintf(ficlog,"\n"); |
|
for(i=1,jk=1; i <=nlstate; i++){ |
|
for(k=1; k <=(nlstate+ndeath); k++){ |
|
if (k != i) { |
|
printf("%d%d ",i,k); |
|
fprintf(ficlog,"%d%d ",i,k); |
|
for(j=1; j <=ncovmodel; j++){ |
|
printf("%12.7f ",p[jk]); |
|
fprintf(ficlog,"%12.7f ",p[jk]); |
|
jk++; |
|
} |
|
printf("\n"); |
|
fprintf(ficlog,"\n"); |
|
} |
|
} |
|
} |
|
/* minfit ( n, vsmall, v, d ); */ |
|
/* v is overwritten with R. */ |
|
/* |
|
Heuristic numbers: |
|
If the axes may be badly scaled (which is to be avoided if |
|
possible), then set SCBD = 10. Otherwise set SCBD = 1. |
|
|
|
If the problem is known to be ill-conditioned, initialize ILLC = true. |
|
KTM is the number of iterations without improvement before the |
|
algorithm terminates. KTM = 4 is very cautious; usually KTM = 1 |
|
is satisfactory. |
|
*/ |
|
double machep, small; |
|
double dmin; |
|
int illc=0; /* Local, int ILLC, is TRUE if the system is ill-conditioned. */ |
|
machep = DBL_EPSILON; |
|
small = machep * machep; |
|
/* m2 = dsqrt(machep); */ |
|
|
|
/* |
|
* Sort the eigenvalues and eigenvectors. |
|
*/ |
|
printf(" Sort the eigenvalues and eigenvectors....\n"); |
|
svsort ( n, d, xi ); |
|
printf("Sorted Eigenvalues:\n"); |
|
for(i=1; i<=n;i++){ |
|
printf(" d[%d]=%g",i,d[i]); |
|
} |
|
printf("\n"); |
|
/* |
|
* Determine the smallest eigenvalue. |
|
*/ |
|
printf(" Determine the smallest eigenvalue.\n"); |
|
dmin = fmax ( d[n], small ); |
|
/* |
|
* The ratio of the smallest to largest eigenvalue determines whether |
|
* the system is ill conditioned. |
|
*/ |
|
if ( dmin < sqrt(machep) * d[1] ) { /* m2*d[0] */ |
|
illc = 1; |
|
} else { |
|
illc = 0; |
|
} |
|
printf(" The ratio of the smallest to largest eigenvalue determines whether\n \ |
|
the system is ill conditioned=%d . dmin=%.12lf < m2=%.12lf * d[1]=%.12lf \n",illc, dmin,sqrt(machep), d[1]); |
|
/* if ( 1.0 < scbd ) { */ |
|
/* r8vec_print ( n, z, " The scale factors:" ); */ |
|
/* } */ |
|
/* r8vec_print ( n, d, " Principal values of the quadratic form:" ); */ |
|
/* } */ |
|
/* if ( 3 < prin ) { */ |
|
/* r8mat_print ( n, n, v, " The principal axes:" ); */ |
|
/* } */ |
|
free_vector(d,1,n); |
|
/* |
|
* The main loop ends here. |
|
*/ |
|
|
|
/* if ( 0 < prin ) */ |
|
/* { */ |
|
/* r8vec_print ( n, x, " X:" ); */ |
|
/* } */ |
|
} |
|
#endif /* NOTMINFIT */ |
#ifdef LINMINORIGINAL |
#ifdef LINMINORIGINAL |
#else |
#else |
for (j=1, flatd=0;j<=n;j++) { |
for (j=1, flatd=0;j<=n;j++) { |
Line 3197 void powell(double p[], double **xi, int
|
Line 3429 void powell(double p[], double **xi, int
|
free_vector(pt,1,n); |
free_vector(pt,1,n); |
return; |
return; |
#endif |
#endif |
} |
} /* endif(flatd >0) */ |
#endif |
#endif |
printf("Gaining to use new average direction of P0 P%d instead of biggest increase direction %d :\n",n,ibig); |
printf("Gaining to use new average direction of P0 P%d instead of biggest increase direction %d :\n",n,ibig); |
fprintf(ficlog,"Gaining to use new average direction of P0 P%d instead of biggest increase direction %d :\n",n,ibig); |
fprintf(ficlog,"Gaining to use new average direction of P0 P%d instead of biggest increase direction %d :\n",n,ibig); |
|
/* The minimization in direction $\xi_1$ gives $P_1$. From $P_1$ minimization in direction $\xi_2$ gives */ |
#ifdef DEBUG |
/* $P_2$. Minimization of line $P_2-P_1$ gives new starting point $P^{(1)}_0$ and direction $\xi_1$ is dropped and replaced by second */ |
printf("Direction changed last moved %d in place of ibig=%d, new last is the average:\n",n,ibig); |
/* direction $\xi_1^{(1)}=\xi_2$. Also second direction is replaced by new direction $\xi^{(1)}_2=P_2-P_0$. */ |
fprintf(ficlog,"Direction changed last moved %d in place of ibig=%d, new last is the average:\n",n,ibig); |
|
for(j=1;j<=n;j++){ |
/* At the second iteration, starting from $P_0^{(1)}$, minimization amongst $\xi^{(1)}_1$ gives point $P^{(1)}_1$. */ |
printf(" %lf",xit[j]); |
/* Minimization amongst $\xi^{(1)}_2=(P_2-P_0)$ gives point $P^{(1)}_2$. As $P^{(2)}_1$ and */ |
fprintf(ficlog," %lf",xit[j]); |
/* $P^{(1)}_0$ are minimizing in the same direction $P^{(1)}_2 - P^{(1)}_1= P_2-P_0$, directions $P^{(1)}_2-P^{(1)}_0$ */ |
} |
/* and $P_2-P_0$ (parallel to $\xi$ and $\xi^c$) are conjugate. } */ |
printf("\n"); |
#ifdef POWELLNOTTRUECONJUGATE |
fprintf(ficlog,"\n"); |
|
#endif |
|
} /* end of t or directest negative */ |
} /* end of t or directest negative */ |
|
#endif |
#ifdef POWELLNOF3INFF1TEST |
#ifdef POWELLNOF3INFF1TEST |
#else |
#else |
} /* end if (fptt < fp) */ |
} /* end if (fptt < fp) */ |
#endif |
#endif |
|
#ifdef POWELLORIGINCONJUGATE |
|
} /* if (t < 0.0) */ |
|
#endif |
#ifdef NODIRECTIONCHANGEDUNTILNITER /* No change in drections until some iterations are done */ |
#ifdef NODIRECTIONCHANGEDUNTILNITER /* No change in drections until some iterations are done */ |
} /*NODIRECTIONCHANGEDUNTILNITER No change in drections until some iterations are done */ |
} /*NODIRECTIONCHANGEDUNTILNITER No change in drections until some iterations are done */ |
#else |
#else |
Line 4811 double funcone( double *x)
|
Line 5045 double funcone( double *x)
|
* 3 ncovta=15 +age*V3*V2+age*V2+agev3+ageV4 +age*V6 + age*V7 + age*V6*V3 +age*V7*V3 + age*V6*V4 +age*V7*V4 |
* 3 ncovta=15 +age*V3*V2+age*V2+agev3+ageV4 +age*V6 + age*V7 + age*V6*V3 +age*V7*V3 + age*V6*V4 +age*V7*V4 |
* 3 TvarAVVA[1]@15= itva 3 2 2 3 4 6 7 6 3 7 3 6 4 7 4 |
* 3 TvarAVVA[1]@15= itva 3 2 2 3 4 6 7 6 3 7 3 6 4 7 4 |
* 3 ncovta 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 |
* 3 ncovta 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 |
* |
*?TvarAVVAind[1]@15= V3 is in k=2 1 1 2 3 4 5 4,2 5,2, 4,3 5 3}TvarVVAind[] |
* TvarAVVAind[1]@15= V3 is in k=6 6 12 13 14 15 16 18 18 19,19, 20,20 21,21}TvarVVAind[] |
* TvarAVVAind[1]@15= V3 is in k=6 6 12 13 14 15 16 18 18 19,19, 20,20 21,21}TvarVVAind[] |
* 3 ncovvta=10 +age*V6 + age*V7 + age*V6*V3 +age*V7*V3 + age*V6*V4 +age*V7*V4 |
* 3 ncovvta=10 +age*V6 + age*V7 + age*V6*V3 +age*V7*V3 + age*V6*V4 +age*V7*V4 |
* 3 we want to compute =cotvar[mw[mi][i]][TvarVVA[ncovva]][i] at position TvarVVAind[ncovva] |
* 3 we want to compute =cotvar[mw[mi][i]][TvarVVA[ncovva]][i] at position TvarVVAind[ncovva] |
Line 4825 double funcone( double *x)
|
Line 5059 double funcone( double *x)
|
* 2, 3, 4, 6, 7, |
* 2, 3, 4, 6, 7, |
* 6, 8, 9, 10, 11} |
* 6, 8, 9, 10, 11} |
* TvarFind[itv] 0 0 0 |
* TvarFind[itv] 0 0 0 |
* FixedV[itv] 1 1 1 0 1 0 1 0 1 0 1 0 1 0 |
* FixedV[itv] 1 1 1 0 1 0 1 0 1 0 0 |
|
*? FixedV[itv] 1 1 1 0 1 0 1 0 1 0 1 0 1 0 |
* Tvar[TvarFind[ncovf]]=[1]=2 [2]=3 [4]=4 |
* Tvar[TvarFind[ncovf]]=[1]=2 [2]=3 [4]=4 |
* Tvar[TvarFind[itv]] [0]=? ?ncovv 1 à ncovvt] |
* Tvar[TvarFind[itv]] [0]=? ?ncovv 1 à ncovvt] |
* Not a fixed cotvar[mw][itv][i] 6 7 6 2 7, 2, 6, 3, 7, 3, 6, 4, 7, 4} |
* Not a fixed cotvar[mw][itv][i] 6 7 6 2 7, 2, 6, 3, 7, 3, 6, 4, 7, 4} |
Line 5210 void mlikeli(FILE *ficres,double p[], in
|
Line 5445 void mlikeli(FILE *ficres,double p[], in
|
|
|
|
|
xi=matrix(1,npar,1,npar); |
xi=matrix(1,npar,1,npar); |
for (i=1;i<=npar;i++) |
for (i=1;i<=npar;i++) /* Starting with canonical directions j=1,n xi[i=1,n][j] */ |
for (j=1;j<=npar;j++) |
for (j=1;j<=npar;j++) |
xi[i][j]=(i==j ? 1.0 : 0.0); |
xi[i][j]=(i==j ? 1.0 : 0.0); |
printf("Powell\n"); fprintf(ficlog,"Powell\n"); |
printf("Powell-prax\n"); fprintf(ficlog,"Powell-prax\n"); |
strcpy(filerespow,"POW_"); |
strcpy(filerespow,"POW_"); |
strcat(filerespow,fileres); |
strcat(filerespow,fileres); |
if((ficrespow=fopen(filerespow,"w"))==NULL) { |
if((ficrespow=fopen(filerespow,"w"))==NULL) { |
Line 5277 void mlikeli(FILE *ficres,double p[], in
|
Line 5512 void mlikeli(FILE *ficres,double p[], in
|
} |
} |
powell(p,xi,npar,ftol,&iter,&fret,flatdir,func); |
powell(p,xi,npar,ftol,&iter,&fret,flatdir,func); |
#else /* FLATSUP */ |
#else /* FLATSUP */ |
/* powell(p,xi,npar,ftol,&iter,&fret,func);*/ |
powell(p,xi,npar,ftol,&iter,&fret,func); |
/* praxis ( t0, h0, n, prin, x, beale_f ); */ |
/* praxis ( t0, h0, n, prin, x, beale_f ); */ |
int prin=4; |
/* int prin=4; */ |
double h0=0.25; |
/* double h0=0.25; */ |
#include "praxis.h" |
/* #include "praxis.h" */ |
/* Be careful that praxis start at x[0] and powell start at p[1] */ |
/* Be careful that praxis start at x[0] and powell start at p[1] */ |
/* praxis ( ftol, h0, npar, prin, p, func ); */ |
/* praxis ( ftol, h0, npar, prin, p, func ); */ |
p1= (p+1); /* p *(p+1)@8 and p *(p1)@8 are equal p1[0]=p[1] */ |
/* p1= (p+1); /\* p *(p+1)@8 and p *(p1)@8 are equal p1[0]=p[1] *\/ */ |
printf("Praxis \n"); |
/* printf("Praxis \n"); */ |
fprintf(ficlog, "Praxis \n");fflush(ficlog); |
/* fprintf(ficlog, "Praxis \n");fflush(ficlog); */ |
praxis ( ftol, h0, npar, prin, p1, func ); |
/* praxis ( ftol, h0, npar, prin, p1, func ); */ |
printf("End Praxis\n"); |
/* printf("End Praxis\n"); */ |
#endif /* FLATSUP */ |
#endif /* FLATSUP */ |
|
|
#ifdef LINMINORIGINAL |
#ifdef LINMINORIGINAL |
Line 6658 void concatwav(int wav[], int **dh, int
|
Line 6893 void concatwav(int wav[], int **dh, int
|
if(j==0) j=1; /* Survives at least one month after exam */ |
if(j==0) j=1; /* Survives at least one month after exam */ |
else if(j<0){ |
else if(j<0){ |
nberr++; |
nberr++; |
printf("Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]); |
printf("Error! Negative delay (%d to death) between waves %d and %d of individual %ld (around line %d) who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]); |
j=1; /* Temporary Dangerous patch */ |
j=1; /* Temporary Dangerous patch */ |
printf(" We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview. You MUST fix the contradiction between dates.\n",stepm); |
printf(" We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview. You MUST fix the contradiction between dates.\n",stepm); |
fprintf(ficlog,"Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]); |
fprintf(ficlog,"Error! Negative delay (%d to death) between waves %d and %d of individual %ld (around line %d) who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]); |
fprintf(ficlog," We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview. You MUST fix the contradiction between dates.\n",stepm); |
fprintf(ficlog," We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview. You MUST fix the contradiction between dates.\n",stepm); |
} |
} |
k=k+1; |
k=k+1; |
Line 6695 void concatwav(int wav[], int **dh, int
|
Line 6930 void concatwav(int wav[], int **dh, int
|
/*printf("%d %lf %d %d %d\n", i,agev[mw[mi][i]][i],j,s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);*/ |
/*printf("%d %lf %d %d %d\n", i,agev[mw[mi][i]][i],j,s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);*/ |
if(j<0){ |
if(j<0){ |
nberr++; |
nberr++; |
printf("Error! Negative delay (%d) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]); |
printf("Error! Negative delay (%d) between waves %d and %d of individual %ld (around line %d) who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]); |
fprintf(ficlog,"Error! Negative delay (%d) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]); |
fprintf(ficlog,"Error! Negative delay (%d) between waves %d and %d of individual %ld (around line %d) who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]); |
} |
} |
sum=sum+j; |
sum=sum+j; |
} |
} |
Line 8443 divided by h: <sub>h</sub>P<sub>ij</sub>
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Line 8678 divided by h: <sub>h</sub>P<sub>ij</sub>
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<img src=\"%s_%d-3-%d.svg\">",stepm,subdirf2(optionfilefiname,"PE_"),k1,nres,subdirf2(optionfilefiname,"PE_"),k1,nres,subdirf2(optionfilefiname,"PE_"),k1,nres); |
<img src=\"%s_%d-3-%d.svg\">",stepm,subdirf2(optionfilefiname,"PE_"),k1,nres,subdirf2(optionfilefiname,"PE_"),k1,nres,subdirf2(optionfilefiname,"PE_"),k1,nres); |
/* Survival functions (period) in state j */ |
/* Survival functions (period) in state j */ |
for(cpt=1; cpt<=nlstate;cpt++){ |
for(cpt=1; cpt<=nlstate;cpt++){ |
fprintf(fichtm,"<br>\n- Survival functions in state %d. And probability to be observed in state %d being in state (1 to %d) at different ages. <a href=\"%s_%d-%d-%d.svg\">%s_%d-%d-%d.svg</a><br>", cpt, cpt, nlstate, subdirf2(optionfilefiname,"LIJ_"),cpt,k1,nres,subdirf2(optionfilefiname,"LIJ_"),cpt,k1,nres); |
fprintf(fichtm,"<br>\n- Survival functions in state %d. And probability to be observed in state %d being in state (1 to %d) at different ages. Mean times spent in state (or Life Expectancy or Health Expectancy etc.) are the areas under each curve. <a href=\"%s_%d-%d-%d.svg\">%s_%d-%d-%d.svg</a><br>", cpt, cpt, nlstate, subdirf2(optionfilefiname,"LIJ_"),cpt,k1,nres,subdirf2(optionfilefiname,"LIJ_"),cpt,k1,nres); |
fprintf(fichtm," (data from text file <a href=\"%s.txt\">%s.txt</a>)\n<br>",subdirf2(optionfilefiname,"PIJ_"),subdirf2(optionfilefiname,"PIJ_")); |
fprintf(fichtm," (data from text file <a href=\"%s.txt\">%s.txt</a>)\n<br>",subdirf2(optionfilefiname,"PIJ_"),subdirf2(optionfilefiname,"PIJ_")); |
fprintf(fichtm,"<img src=\"%s_%d-%d-%d.svg\">",subdirf2(optionfilefiname,"LIJ_"),cpt,k1,nres); |
fprintf(fichtm,"<img src=\"%s_%d-%d-%d.svg\">",subdirf2(optionfilefiname,"LIJ_"),cpt,k1,nres); |
} |
} |
/* State specific survival functions (period) */ |
/* State specific survival functions (period) */ |
for(cpt=1; cpt<=nlstate;cpt++){ |
for(cpt=1; cpt<=nlstate;cpt++){ |
fprintf(fichtm,"<br>\n- Survival functions in state %d and in any other live state (total).\ |
fprintf(fichtm,"<br>\n- Survival functions in state %d and in any other live state (total).\ |
And probability to be observed in various states (up to %d) being in state %d at different ages. \ |
And probability to be observed in various states (up to %d) being in state %d at different ages. Mean times spent in state (or Life Expectancy or Health Expectancy etc.) are the areas under each curve. \ |
<a href=\"%s_%d-%d-%d.svg\">%s_%d-%d-%d.svg</a><br> ", cpt, nlstate, cpt, subdirf2(optionfilefiname,"LIJT_"),cpt,k1,nres,subdirf2(optionfilefiname,"LIJT_"),cpt,k1,nres); |
<a href=\"%s_%d-%d-%d.svg\">%s_%d-%d-%d.svg</a><br> ", cpt, nlstate, cpt, subdirf2(optionfilefiname,"LIJT_"),cpt,k1,nres,subdirf2(optionfilefiname,"LIJT_"),cpt,k1,nres); |
fprintf(fichtm," (data from text file <a href=\"%s.txt\">%s.txt</a>)\n<br>",subdirf2(optionfilefiname,"PIJ_"),subdirf2(optionfilefiname,"PIJ_")); |
fprintf(fichtm," (data from text file <a href=\"%s.txt\">%s.txt</a>)\n<br>",subdirf2(optionfilefiname,"PIJ_"),subdirf2(optionfilefiname,"PIJ_")); |
fprintf(fichtm,"<img src=\"%s_%d-%d-%d.svg\">",subdirf2(optionfilefiname,"LIJT_"),cpt,k1,nres); |
fprintf(fichtm,"<img src=\"%s_%d-%d-%d.svg\">",subdirf2(optionfilefiname,"LIJT_"),cpt,k1,nres); |
} |
} |
/* Period (forward stable) prevalence in each health state */ |
/* Period (forward stable) prevalence in each health state */ |
for(cpt=1; cpt<=nlstate;cpt++){ |
for(cpt=1; cpt<=nlstate;cpt++){ |
fprintf(fichtm,"<br>\n- Convergence to period (stable) prevalence in state %d. Or probability for a person being in state (1 to %d) at different ages, to be in state %d some years after. <a href=\"%s_%d-%d-%d.svg\">%s_%d-%d-%d.svg</a><br>", cpt, nlstate, cpt, subdirf2(optionfilefiname,"P_"),cpt,k1,nres,subdirf2(optionfilefiname,"P_"),cpt,k1,nres); |
fprintf(fichtm,"<br>\n- Convergence to period (stable) prevalence in state %d. Or probability for a person being in state (1 to %d) at different ages, to be alive in state %d some years after. <a href=\"%s_%d-%d-%d.svg\">%s_%d-%d-%d.svg</a><br>", cpt, nlstate, cpt, subdirf2(optionfilefiname,"P_"),cpt,k1,nres,subdirf2(optionfilefiname,"P_"),cpt,k1,nres); |
fprintf(fichtm," (data from text file <a href=\"%s.txt\">%s.txt</a>)\n<br>",subdirf2(optionfilefiname,"PIJ_"),subdirf2(optionfilefiname,"PIJ_")); |
fprintf(fichtm," (data from text file <a href=\"%s.txt\">%s.txt</a>)\n<br>",subdirf2(optionfilefiname,"PIJ_"),subdirf2(optionfilefiname,"PIJ_")); |
fprintf(fichtm,"<img src=\"%s_%d-%d-%d.svg\">" ,subdirf2(optionfilefiname,"P_"),cpt,k1,nres); |
fprintf(fichtm,"<img src=\"%s_%d-%d-%d.svg\">" ,subdirf2(optionfilefiname,"P_"),cpt,k1,nres); |
} |
} |
Line 8482 divided by h: <sub>h</sub>P<sub>ij</sub>
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Line 8717 divided by h: <sub>h</sub>P<sub>ij</sub>
|
/* Back projection of prevalence up to stable (mixed) back-prevalence in each health state */ |
/* Back projection of prevalence up to stable (mixed) back-prevalence in each health state */ |
for(cpt=1; cpt<=nlstate;cpt++){ |
for(cpt=1; cpt<=nlstate;cpt++){ |
fprintf(fichtm,"<br>\n- Back projection of cross-sectional prevalence (estimated with cases observed from %.1f to %.1f and mobil_average=%d), \ |
fprintf(fichtm,"<br>\n- Back projection of cross-sectional prevalence (estimated with cases observed from %.1f to %.1f and mobil_average=%d), \ |
from year %.1f up to year %.1f (probably close to stable [mixed] back prevalence in state %d (randomness in cross-sectional prevalence is not taken into \ |
from year %.1f up to year %.1f (probably close to stable [mixed] back prevalence in state %d). Randomness in cross-sectional prevalence is not taken into \ |
account but can visually be appreciated). Or probability to have been in an state %d, knowing that the person was in either state (1 or %d) \ |
account but can visually be appreciated. Or probability to have been in an state %d, knowing that the person was in either state (1 or %d) \ |
with weights corresponding to observed prevalence at different ages. <a href=\"%s_%d-%d-%d.svg\">%s_%d-%d-%d.svg</a>", dateprev1, dateprev2, mobilavproj, dateback1, dateback2, cpt, cpt, nlstate, subdirf2(optionfilefiname,"PROJB_"),cpt,k1,nres,subdirf2(optionfilefiname,"PROJB_"),cpt,k1,nres); |
with weights corresponding to observed prevalence at different ages. <a href=\"%s_%d-%d-%d.svg\">%s_%d-%d-%d.svg</a>", dateprev1, dateprev2, mobilavproj, dateback1, dateback2, cpt, cpt, nlstate, subdirf2(optionfilefiname,"PROJB_"),cpt,k1,nres,subdirf2(optionfilefiname,"PROJB_"),cpt,k1,nres); |
fprintf(fichtm," (data from text file <a href=\"%s.txt\">%s.txt</a>)\n<br>",subdirf2(optionfilefiname,"FB_"),subdirf2(optionfilefiname,"FB_")); |
fprintf(fichtm," (data from text file <a href=\"%s.txt\">%s.txt</a>)\n<br>",subdirf2(optionfilefiname,"FB_"),subdirf2(optionfilefiname,"FB_")); |
fprintf(fichtm," <img src=\"%s_%d-%d-%d.svg\">", subdirf2(optionfilefiname,"PROJB_"),cpt,k1,nres); |
fprintf(fichtm," <img src=\"%s_%d-%d-%d.svg\">", subdirf2(optionfilefiname,"PROJB_"),cpt,k1,nres); |
Line 13388 int main(int argc, char *argv[])
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Line 13623 int main(int argc, char *argv[])
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getcwd(pathcd, size); |
getcwd(pathcd, size); |
#endif |
#endif |
syscompilerinfo(0); |
syscompilerinfo(0); |
printf("\nIMaCh prax version %s, %s\n%s",version, copyright, fullversion); |
printf("\nIMaCh prax version minfit %s, %s\n%s",version, copyright, fullversion); |
if(argc <=1){ |
if(argc <=1){ |
printf("\nEnter the parameter file name: "); |
printf("\nEnter the parameter file name: "); |
if(!fgets(pathr,FILENAMELENGTH,stdin)){ |
if(!fgets(pathr,FILENAMELENGTH,stdin)){ |
Line 14381 Interval (in months) between two waves:
|
Line 14616 Interval (in months) between two waves:
|
#ifdef GSL |
#ifdef GSL |
printf("GSL optimization\n"); fprintf(ficlog,"Powell\n"); |
printf("GSL optimization\n"); fprintf(ficlog,"Powell\n"); |
#else |
#else |
printf("Powell\n"); fprintf(ficlog,"Powell\n"); |
printf("Powell-mort\n"); fprintf(ficlog,"Powell-mort\n"); |
#endif |
#endif |
strcpy(filerespow,"POW-MORT_"); |
strcpy(filerespow,"POW-MORT_"); |
strcat(filerespow,fileresu); |
strcat(filerespow,fileresu); |
Line 14484 Interval (in months) between two waves:
|
Line 14719 Interval (in months) between two waves:
|
|
|
for(i=1; i <=NDIM; i++) |
for(i=1; i <=NDIM; i++) |
for(j=i+1;j<=NDIM;j++) |
for(j=i+1;j<=NDIM;j++) |
matcov[i][j]=matcov[j][i]; |
matcov[i][j]=matcov[j][i]; |
|
|
printf("\nCovariance matrix\n "); |
printf("\nCovariance matrix\n "); |
fprintf(ficlog,"\nCovariance matrix\n "); |
fprintf(ficlog,"\nCovariance matrix\n "); |
Line 14938 Please run with mle=-1 to get a correct
|
Line 15173 Please run with mle=-1 to get a correct
|
} |
} |
|
|
/* Results */ |
/* Results */ |
/* Value of covariate in each resultine will be compututed (if product) and sorted according to model rank */ |
/* Value of covariate in each resultine will be computed (if product) and sorted according to model rank */ |
/* It is precov[] because we need the varying age in order to compute the real cov[] of the model equation */ |
/* It is precov[] because we need the varying age in order to compute the real cov[] of the model equation */ |
precov=matrix(1,MAXRESULTLINESPONE,1,NCOVMAX+1); |
precov=matrix(1,MAXRESULTLINESPONE,1,NCOVMAX+1); |
endishere=0; |
endishere=0; |
Line 15341 Please run with mle=-1 to get a correct
|
Line 15576 Please run with mle=-1 to get a correct
|
/* */ |
/* */ |
if(i1 != 1 && TKresult[nres]!= k) /* TKresult[nres] is the combination of this nres resultline. All the i1 combinations are not output */ |
if(i1 != 1 && TKresult[nres]!= k) /* TKresult[nres] is the combination of this nres resultline. All the i1 combinations are not output */ |
continue; |
continue; |
printf("\n# model %s \n#****** Result for:", model); /* HERE model is empty */ |
printf("\n# model=1+age+%s \n#****** Result for:", model); /* HERE model is empty */ |
fprintf(ficrest,"\n# model %s \n#****** Result for:", model); |
fprintf(ficrest,"\n# model=1+age+%s \n#****** Result for:", model); |
fprintf(ficlog,"\n# model %s \n#****** Result for:", model); |
fprintf(ficlog,"\n# model=1+age+%s \n#****** Result for:", model); |
/* It might not be a good idea to mix dummies and quantitative */ |
/* It might not be a good idea to mix dummies and quantitative */ |
/* for(j=1;j<=cptcoveff;j++){ /\* j=resultpos. Could be a loop on cptcovs: number of single dummy covariate in the result line as well as in the model *\/ */ |
/* for(j=1;j<=cptcoveff;j++){ /\* j=resultpos. Could be a loop on cptcovs: number of single dummy covariate in the result line as well as in the model *\/ */ |
for(j=1;j<=cptcovs;j++){ /* j=resultpos. Could be a loop on cptcovs: number of single covariate (dummy or quantitative) in the result line as well as in the model */ |
for(j=1;j<=cptcovs;j++){ /* j=resultpos. Could be a loop on cptcovs: number of single covariate (dummy or quantitative) in the result line as well as in the model */ |
Line 15538 Please run with mle=-1 to get a correct
|
Line 15773 Please run with mle=-1 to get a correct
|
free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath); |
free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath); |
} /* mle==-3 arrives here for freeing */ |
} /* mle==-3 arrives here for freeing */ |
/* endfree:*/ |
/* endfree:*/ |
|
if(mle!=-3) free_matrix(precov, 1,MAXRESULTLINESPONE,1,NCOVMAX+1); /* Could be elsewhere ?*/ |
free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath); |
free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath); |
free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath); |
free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath); |
free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath); |
free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath); |