--- imach064/src/imach.c 2000/12/28 18:49:56 1.1.1.1 +++ imach064/src/imach.c 2001/05/02 17:50:24 1.7 @@ -1,2215 +1,2700 @@ - -/*********************** Imach ************************************** - This program computes Healthy Life Expectancies from cross-longitudinal - data. Cross-longitudinal consist in a first survey ("cross") where - individuals from different ages are interviewed on their health status - or degree of disability. At least a second wave of interviews - ("longitudinal") should measure each new individual health status. - Health expectancies are computed from the transistions observed between - waves and are computed for each degree of severity of disability (number - of life states). More degrees you consider, more time is necessary to - reach the Maximum Likekilhood of the parameters involved in the model. - The simplest model is the multinomial logistic model where pij is - the probabibility to be observed in state j at the second wave conditional - to be observed in state i at the first wave. Therefore the model is: - log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex' - is a covariate. If you want to have a more complex model than "constant and - age", you should modify the program where the markup - *Covariates have to be included here again* invites you to do it. - More covariates you add, less is the speed of the convergence. - - The advantage that this computer programme claims, comes from that if the - delay between waves is not identical for each individual, or if some - individual missed an interview, the information is not rounded or lost, but - taken into account using an interpolation or extrapolation. - hPijx is the probability to be - observed in state i at age x+h conditional to the observed state i at age - x. The delay 'h' can be split into an exact number (nh*stepm) of - unobserved intermediate states. This elementary transition (by month or - quarter trimester, semester or year) is model as a multinomial logistic. - The hPx matrix is simply the matrix product of nh*stepm elementary matrices - and the contribution of each individual to the likelihood is simply hPijx. - - Also this programme outputs the covariance matrix of the parameters but also - of the life expectancies. It also computes the prevalence limits. - - Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr). - Institut national d'études démographiques, Paris. - This software have been partly granted by Euro-REVES, a concerted action - from the European Union. - It is copyrighted identically to a GNU software product, ie programme and - software can be distributed freely for non commercial use. Latest version - can be accessed at http://euroreves.ined.fr/imach . - **********************************************************************/ - -#include -#include -#include -#include - -#define MAXLINE 256 -#define FILENAMELENGTH 80 -/*#define DEBUG*/ -/*#define win*/ - -#define MAXPARM 30 /* Maximum number of parameters for the optimization */ -#define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncov */ - -#define NINTERVMAX 8 -#define NLSTATEMAX 8 /* Maximum number of live states (for func) */ -#define NDEATHMAX 8 /* Maximum number of dead states (for func) */ -#define NCOVMAX 8 /* Maximum number of covariates */ -#define MAXN 20000 -#define YEARM 12. /* Number of months per year */ -#define AGESUP 130 -#define AGEBASE 40 - - -int nvar; - -int npar=NPARMAX; -int nlstate=2; /* Number of live states */ -int ndeath=1; /* Number of dead states */ -int ncov; /* Total number of covariables including constant a12*1 +b12*x ncov=2 */ - -int *wav; /* Number of waves for this individuual 0 is possible */ -int maxwav; /* Maxim number of waves */ -int mle, weightopt; -int **mw; /* mw[mi][i] is number of the mi wave for this individual */ -int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */ -double **oldm, **newm, **savm; /* Working pointers to matrices */ -double **oldms, **newms, **savms; /* Fixed working pointers to matrices */ -FILE *fic,*ficpar, *ficparo,*ficres, *ficrespl, *ficrespij, *ficrest; -FILE *ficgp, *fichtm; - -#define NR_END 1 -#define FREE_ARG char* -#define FTOL 1.0e-10 - -#define NRANSI -#define ITMAX 200 - -#define TOL 2.0e-4 - -#define CGOLD 0.3819660 -#define ZEPS 1.0e-10 -#define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); - -#define GOLD 1.618034 -#define GLIMIT 100.0 -#define TINY 1.0e-20 - -static double maxarg1,maxarg2; -#define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2)) -#define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2)) - -#define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a)) -#define rint(a) floor(a+0.5) - -static double sqrarg; -#define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg) -#define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} - -int imx; -int stepm; -/* Stepm, step in month: minimum step interpolation*/ - -int m,nb; -int *num, firstpass=0, lastpass=2,*cod; -double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint; -double **pmmij; - -double *weight; -int **s; /* Status */ -double *agedc, **covar, idx; - - -double ftol=FTOL; /* Tolerance for computing Max Likelihood */ -double ftolhess; /* Tolerance for computing hessian */ - - -/******************************************/ - -void replace(char *s, char*t) -{ - int i; - int lg=20; - i=0; - lg=strlen(t); - for(i=0; i<= lg; i++) { - (s[i] = t[i]); - if (t[i]== '\\') s[i]='/'; - } -} -void cut(char *u,char *v, char*t) -{ - int i,lg,j,p; - i=0; - for(j=0; j<=strlen(t); j++) { - if(t[j]=='\\') p=j; - } - - lg=strlen(t); - for(j=0; j=(p+1))(v[j-p-1] = t[j]); - } -} - -/********************** nrerror ********************/ - -void nrerror(char error_text[]) -{ - fprintf(stderr,"ERREUR ...\n"); - fprintf(stderr,"%s\n",error_text); - exit(1); -} -/*********************** vector *******************/ -double *vector(int nl, int nh) -{ - double *v; - v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double))); - if (!v) nrerror("allocation failure in vector"); - return v-nl+NR_END; -} - -/************************ free vector ******************/ -void free_vector(double*v, int nl, int nh) -{ - free((FREE_ARG)(v+nl-NR_END)); -} - -/************************ivector *******************************/ -int *ivector(long nl,long nh) -{ - int *v; - v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int))); - if (!v) nrerror("allocation failure in ivector"); - return v-nl+NR_END; -} - -/******************free ivector **************************/ -void free_ivector(int *v, long nl, long nh) -{ - free((FREE_ARG)(v+nl-NR_END)); -} - -/******************* imatrix *******************************/ -int **imatrix(long nrl, long nrh, long ncl, long nch) - /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ -{ - long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; - int **m; - - /* allocate pointers to rows */ - m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); - if (!m) nrerror("allocation failure 1 in matrix()"); - m += NR_END; - m -= nrl; - - - /* allocate rows and set pointers to them */ - m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); - if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); - m[nrl] += NR_END; - m[nrl] -= ncl; - - for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; - - /* return pointer to array of pointers to rows */ - return m; -} - -/****************** free_imatrix *************************/ -void free_imatrix(m,nrl,nrh,ncl,nch) - int **m; - long nch,ncl,nrh,nrl; - /* free an int matrix allocated by imatrix() */ -{ - free((FREE_ARG) (m[nrl]+ncl-NR_END)); - free((FREE_ARG) (m+nrl-NR_END)); -} - -/******************* matrix *******************************/ -double **matrix(long nrl, long nrh, long ncl, long nch) -{ - long i, nrow=nrh-nrl+1, ncol=nch-ncl+1; - double **m; - - m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*))); - if (!m) nrerror("allocation failure 1 in matrix()"); - m += NR_END; - m -= nrl; - - m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double))); - if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); - m[nrl] += NR_END; - m[nrl] -= ncl; - - for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol; - return m; -} - -/*************************free matrix ************************/ -void free_matrix(double **m, long nrl, long nrh, long ncl, long nch) -{ - free((FREE_ARG)(m[nrl]+ncl-NR_END)); - free((FREE_ARG)(m+nrl-NR_END)); -} - -/******************* ma3x *******************************/ -double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh) -{ - long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1; - double ***m; - - m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*))); - if (!m) nrerror("allocation failure 1 in matrix()"); - m += NR_END; - m -= nrl; - - m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double))); - if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); - m[nrl] += NR_END; - m[nrl] -= ncl; - - for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol; - - m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double))); - if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()"); - m[nrl][ncl] += NR_END; - m[nrl][ncl] -= nll; - for (j=ncl+1; j<=nch; j++) - m[nrl][j]=m[nrl][j-1]+nlay; - - for (i=nrl+1; i<=nrh; i++) { - m[i][ncl]=m[i-1l][ncl]+ncol*nlay; - for (j=ncl+1; j<=nch; j++) - m[i][j]=m[i][j-1]+nlay; - } - return m; -} - -/*************************free ma3x ************************/ -void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh) -{ - free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END)); - free((FREE_ARG)(m[nrl]+ncl-NR_END)); - free((FREE_ARG)(m+nrl-NR_END)); -} - -/***************** f1dim *************************/ -extern int ncom; -extern double *pcom,*xicom; -extern double (*nrfunc)(double []); - -double f1dim(double x) -{ - int j; - double f; - double *xt; - - xt=vector(1,ncom); - for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; - f=(*nrfunc)(xt); - free_vector(xt,1,ncom); - return f; -} - -/*****************brent *************************/ -double brent(double ax, double bx, double cx, double (*f)(double), double tol, double *xmin) -{ - int iter; - double a,b,d,etemp; - double fu,fv,fw,fx; - double ftemp; - double p,q,r,tol1,tol2,u,v,w,x,xm; - double e=0.0; - - a=(ax < cx ? ax : cx); - b=(ax > cx ? ax : cx); - x=w=v=bx; - fw=fv=fx=(*f)(x); - for (iter=1;iter<=ITMAX;iter++) { - xm=0.5*(a+b); - tol2=2.0*(tol1=tol*fabs(x)+ZEPS); - /* if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/ - printf(".");fflush(stdout); -#ifdef DEBUG - 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); - /* if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */ -#endif - if (fabs(x-xm) <= (tol2-0.5*(b-a))){ - *xmin=x; - return fx; - } - ftemp=fu; - if (fabs(e) > tol1) { - r=(x-w)*(fx-fv); - q=(x-v)*(fx-fw); - p=(x-v)*q-(x-w)*r; - q=2.0*(q-r); - if (q > 0.0) p = -p; - q=fabs(q); - etemp=e; - e=d; - if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) - d=CGOLD*(e=(x >= xm ? a-x : b-x)); - else { - d=p/q; - u=x+d; - if (u-a < tol2 || b-u < tol2) - d=SIGN(tol1,xm-x); - } - } else { - d=CGOLD*(e=(x >= xm ? a-x : b-x)); - } - u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); - fu=(*f)(u); - if (fu <= fx) { - if (u >= x) a=x; else b=x; - SHFT(v,w,x,u) - SHFT(fv,fw,fx,fu) - } else { - if (u < x) a=u; else b=u; - if (fu <= fw || w == x) { - v=w; - w=u; - fv=fw; - fw=fu; - } else if (fu <= fv || v == x || v == w) { - v=u; - fv=fu; - } - } - } - nrerror("Too many iterations in brent"); - *xmin=x; - return fx; -} - -/****************** mnbrak ***********************/ - -void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, - double (*func)(double)) -{ - double ulim,u,r,q, dum; - double fu; - - *fa=(*func)(*ax); - *fb=(*func)(*bx); - if (*fb > *fa) { - SHFT(dum,*ax,*bx,dum) - SHFT(dum,*fb,*fa,dum) - } - *cx=(*bx)+GOLD*(*bx-*ax); - *fc=(*func)(*cx); - while (*fb > *fc) { - r=(*bx-*ax)*(*fb-*fc); - q=(*bx-*cx)*(*fb-*fa); - u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ - (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); - ulim=(*bx)+GLIMIT*(*cx-*bx); - if ((*bx-u)*(u-*cx) > 0.0) { - fu=(*func)(u); - } else if ((*cx-u)*(u-ulim) > 0.0) { - fu=(*func)(u); - if (fu < *fc) { - SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) - SHFT(*fb,*fc,fu,(*func)(u)) - } - } else if ((u-ulim)*(ulim-*cx) >= 0.0) { - u=ulim; - fu=(*func)(u); - } else { - u=(*cx)+GOLD*(*cx-*bx); - fu=(*func)(u); - } - SHFT(*ax,*bx,*cx,u) - SHFT(*fa,*fb,*fc,fu) - } -} - -/*************** linmin ************************/ - -int ncom; -double *pcom,*xicom; -double (*nrfunc)(double []); - -void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) -{ - double brent(double ax, double bx, double cx, - double (*f)(double), double tol, double *xmin); - double f1dim(double x); - void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, - double *fc, double (*func)(double)); - int j; - double xx,xmin,bx,ax; - double fx,fb,fa; - - ncom=n; - pcom=vector(1,n); - xicom=vector(1,n); - nrfunc=func; - for (j=1;j<=n;j++) { - pcom[j]=p[j]; - xicom[j]=xi[j]; - } - ax=0.0; - xx=1.0; - mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); - *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); -#ifdef DEBUG - printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin); -#endif - for (j=1;j<=n;j++) { - xi[j] *= xmin; - p[j] += xi[j]; - } - free_vector(xicom,1,n); - free_vector(pcom,1,n); -} - -/*************** powell ************************/ -void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, - double (*func)(double [])) - -{ - - - void linmin(double p[], double xi[], int n, double *fret, - double (*func)(double [])); - int i,ibig,j; - double del,t,*pt,*ptt,*xit; - double fp,fptt; - double *xits; - pt=vector(1,n); - ptt=vector(1,n); - xit=vector(1,n); - xits=vector(1,n); - *fret=(*func)(p); - for (j=1;j<=n;j++) pt[j]=p[j]; - for (*iter=1;;++(*iter)) { - fp=(*fret); - ibig=0; - del=0.0; - printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret); - for (i=1;i<=n;i++) - printf(" %d %.12f",i, p[i]); - printf("\n"); - for (i=1;i<=n;i++) { - for (j=1;j<=n;j++) xit[j]=xi[j][i]; - fptt=(*fret); -#ifdef DEBUG - printf("fret=%lf \n",*fret); -#endif - printf("%d",i);fflush(stdout); - linmin(p,xit,n,fret,func); - if (fabs(fptt-(*fret)) > del) { - del=fabs(fptt-(*fret)); - ibig=i; - } -#ifdef DEBUG - printf("%d %.12e",i,(*fret)); - for (j=1;j<=n;j++) { - xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5); - printf(" x(%d)=%.12e",j,xit[j]); - } - for(j=1;j<=n;j++) - printf(" p=%.12e",p[j]); - printf("\n"); -#endif - } - if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) { -#ifdef DEBUG - int k[2],l; - k[0]=1; - k[1]=-1; - printf("Max: %.12e",(*func)(p)); - for (j=1;j<=n;j++) - printf(" %.12e",p[j]); - printf("\n"); - for(l=0;l<=1;l++) { - for (j=1;j<=n;j++) { - ptt[j]=p[j]+(p[j]-pt[j])*k[l]; - printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]); - } - printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p))); - } -#endif - - - free_vector(xit,1,n); - free_vector(xits,1,n); - free_vector(ptt,1,n); - free_vector(pt,1,n); - return; - } - if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); - for (j=1;j<=n;j++) { - ptt[j]=2.0*p[j]-pt[j]; - xit[j]=p[j]-pt[j]; - pt[j]=p[j]; - } - fptt=(*func)(ptt); - if (fptt < fp) { - t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); - if (t < 0.0) { - linmin(p,xit,n,fret,func); - for (j=1;j<=n;j++) { - xi[j][ibig]=xi[j][n]; - xi[j][n]=xit[j]; - } -#ifdef DEBUG - printf("Direction changed last moved %d in place of ibig=%d, new last is the average:\n",n,ibig); - for(j=1;j<=n;j++) - printf(" %.12e",xit[j]); - printf("\n"); -#endif - } - } - } -} - -/**** Prevalence limit ****************/ - -double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl) -{ - /* Computes the prevalence limit in each live state at age x by left multiplying the unit - matrix by transitions matrix until convergence is reached */ - - int i, ii,j,k; - double min, max, maxmin, maxmax,sumnew=0.; - double **matprod2(); - double **out, cov[NCOVMAX], **pmij(); - double **newm; - double agefin, delaymax=50 ; /* Max number of years to converge */ - - for (ii=1;ii<=nlstate+ndeath;ii++) - for (j=1;j<=nlstate+ndeath;j++){ - oldm[ii][j]=(ii==j ? 1.0 : 0.0); - } - /* Even if hstepm = 1, at least one multiplication by the unit matrix */ - for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){ - newm=savm; - /* Covariates have to be included here again */ - cov[1]=1.; - cov[2]=agefin; - out=matprod2(newm, pmij(pmmij,cov,ncov,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm); -/* printf("age=%f agefin=%f po=%f pn=%f\n",age,agefin,oldm[1][1],newm[1][1]);*/ - - savm=oldm; - oldm=newm; - maxmax=0.; - for(j=1;j<=nlstate;j++){ - min=1.; - max=0.; - for(i=1; i<=nlstate; i++) { - sumnew=0; - for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k]; - prlim[i][j]= newm[i][j]/(1-sumnew); - max=FMAX(max,prlim[i][j]); - min=FMIN(min,prlim[i][j]); - } - maxmin=max-min; - maxmax=FMAX(maxmax,maxmin); - } - if(maxmax < ftolpl){ - return prlim; - } - } -} - -/*************** transition probabilities **********/ - -double **pmij(double **ps, double *cov, int ncov, double *x, int nlstate ) -{ - double s1, s2; - /*double t34;*/ - int i,j,j1, nc, ii, jj; - - for(i=1; i<= nlstate; i++){ - for(j=1; ji s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/ - } - ps[i][j]=s2; - } - } - for(i=1; i<= nlstate; i++){ - s1=0; - for(j=1; ji) { - printf(".%d%d",i,j);fflush(stdout); - hess[i][j]=hessij(p,delti,i,j); - hess[j][i]=hess[i][j]; - } - } - } - printf("\n"); - - printf("\nInverting the hessian to get the covariance matrix. Wait...\n"); - - a=matrix(1,npar,1,npar); - y=matrix(1,npar,1,npar); - x=vector(1,npar); - indx=ivector(1,npar); - for (i=1;i<=npar;i++) - for (j=1;j<=npar;j++) a[i][j]=hess[i][j]; - ludcmp(a,npar,indx,&pd); - - for (j=1;j<=npar;j++) { - for (i=1;i<=npar;i++) x[i]=0; - x[j]=1; - lubksb(a,npar,indx,x); - for (i=1;i<=npar;i++){ - matcov[i][j]=x[i]; - } - } - - printf("\n#Hessian matrix#\n"); - for (i=1;i<=npar;i++) { - for (j=1;j<=npar;j++) { - printf("%.3e ",hess[i][j]); - } - printf("\n"); - } - - /* Recompute Inverse */ - for (i=1;i<=npar;i++) - for (j=1;j<=npar;j++) a[i][j]=matcov[i][j]; - ludcmp(a,npar,indx,&pd); - - /* printf("\n#Hessian matrix recomputed#\n"); - - for (j=1;j<=npar;j++) { - for (i=1;i<=npar;i++) x[i]=0; - x[j]=1; - lubksb(a,npar,indx,x); - for (i=1;i<=npar;i++){ - y[i][j]=x[i]; - printf("%.3e ",y[i][j]); - } - printf("\n"); - } - */ - - free_matrix(a,1,npar,1,npar); - free_matrix(y,1,npar,1,npar); - free_vector(x,1,npar); - free_ivector(indx,1,npar); - free_matrix(hess,1,npar,1,npar); - - -} - -/*************** hessian matrix ****************/ -double hessii( double x[], double delta, int theta, double delti[]) -{ - int i; - int l=1, lmax=20; - double k1,k2; - double p2[NPARMAX+1]; - double res; - double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4; - double fx; - int k=0,kmax=10; - double l1; - - fx=func(x); - for (i=1;i<=npar;i++) p2[i]=x[i]; - for(l=0 ; l <=lmax; l++){ - l1=pow(10,l); - delts=delt; - for(k=1 ; k khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */ - k=kmax; l=lmax*10.; - } - else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ - delts=delt; - } - } - } - delti[theta]=delts; - return res; - -} - -double hessij( double x[], double delti[], int thetai,int thetaj) -{ - int i; - int l=1, l1, lmax=20; - double k1,k2,k3,k4,res,fx; - double p2[NPARMAX+1]; - int k; - - fx=func(x); - for (k=1; k<=2; k++) { - for (i=1;i<=npar;i++) p2[i]=x[i]; - p2[thetai]=x[thetai]+delti[thetai]/k; - p2[thetaj]=x[thetaj]+delti[thetaj]/k; - k1=func(p2)-fx; - - p2[thetai]=x[thetai]+delti[thetai]/k; - p2[thetaj]=x[thetaj]-delti[thetaj]/k; - k2=func(p2)-fx; - - p2[thetai]=x[thetai]-delti[thetai]/k; - p2[thetaj]=x[thetaj]+delti[thetaj]/k; - k3=func(p2)-fx; - - p2[thetai]=x[thetai]-delti[thetai]/k; - p2[thetaj]=x[thetaj]-delti[thetaj]/k; - k4=func(p2)-fx; - res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */ -#ifdef DEBUG - printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4); -#endif - } - return res; -} - -/************** Inverse of matrix **************/ -void ludcmp(double **a, int n, int *indx, double *d) -{ - int i,imax,j,k; - double big,dum,sum,temp; - double *vv; - - vv=vector(1,n); - *d=1.0; - for (i=1;i<=n;i++) { - big=0.0; - for (j=1;j<=n;j++) - if ((temp=fabs(a[i][j])) > big) big=temp; - if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); - vv[i]=1.0/big; - } - for (j=1;j<=n;j++) { - for (i=1;i= big) { - big=dum; - imax=i; - } - } - if (j != imax) { - for (k=1;k<=n;k++) { - dum=a[imax][k]; - a[imax][k]=a[j][k]; - a[j][k]=dum; - } - *d = -(*d); - vv[imax]=vv[j]; - } - indx[j]=imax; - if (a[j][j] == 0.0) a[j][j]=TINY; - if (j != n) { - dum=1.0/(a[j][j]); - for (i=j+1;i<=n;i++) a[i][j] *= dum; - } - } - free_vector(vv,1,n); /* Doesn't work */ -; -} - -void lubksb(double **a, int n, int *indx, double b[]) -{ - int i,ii=0,ip,j; - double sum; - - for (i=1;i<=n;i++) { - ip=indx[i]; - sum=b[ip]; - b[ip]=b[i]; - if (ii) - for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; - else if (sum) ii=i; - b[i]=sum; - } - for (i=n;i>=1;i--) { - sum=b[i]; - for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; - b[i]=sum/a[i][i]; - } -} - -/************ Frequencies ********************/ -void freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx) -{ /* Some frequencies */ - - int i, m, jk; - double ***freq; /* Frequencies */ - double *pp; - double pos; - FILE *ficresp; - char fileresp[FILENAMELENGTH]; - - pp=vector(1,nlstate); - - strcpy(fileresp,"p"); - strcat(fileresp,fileres); - if((ficresp=fopen(fileresp,"w"))==NULL) { - printf("Problem with prevalence resultfile: %s\n", fileresp); - exit(0); - } - - freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3); - for (i=-1; i<=nlstate+ndeath; i++) - for (jk=-1; jk<=nlstate+ndeath; jk++) - for(m=agemin; m <= agemax+3; m++) - freq[i][jk][m]=0; - - for (i=1; i<=imx; i++) { - for(m=firstpass; m<= lastpass-1; m++){ - if(agev[m][i]==0) agev[m][i]=agemax+1; - if(agev[m][i]==1) agev[m][i]=agemax+2; - freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i]; - freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i]; - } - } - - fprintf(ficresp, "#"); - for(i=1; i<=nlstate;i++) - fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i); -fprintf(ficresp, "\n"); - - for(i=(int)agemin; i <= (int)agemax+3; i++){ - if(i==(int)agemax+3) - printf("Total"); - else - printf("Age %d", i); - for(jk=1; jk <=nlstate ; jk++){ - for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++) - pp[jk] += freq[jk][m][i]; - } - for(jk=1; jk <=nlstate ; jk++){ - for(m=-1, pos=0; m <=0 ; m++) - pos += freq[jk][m][i]; - if(pp[jk]>=1.e-10) - printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]); - else - printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk); - } - for(jk=1; jk <=nlstate ; jk++){ - for(m=1, pp[jk]=0; m <=nlstate+ndeath; m++) - pp[jk] += freq[jk][m][i]; - } - for(jk=1,pos=0; jk <=nlstate ; jk++) - pos += pp[jk]; - for(jk=1; jk <=nlstate ; jk++){ - if(pos>=1.e-5) - printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos); - else - printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk); - if( i <= (int) agemax){ - if(pos>=1.e-5) - fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos); - else - fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos); - } - } - for(jk=-1; jk <=nlstate+ndeath; jk++) - for(m=-1; m <=nlstate+ndeath; m++) - if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]); - if(i <= (int) agemax) - fprintf(ficresp,"\n"); - printf("\n"); - } - - fclose(ficresp); - free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3); - free_vector(pp,1,nlstate); - -} /* End of Freq */ - -/************* Waves Concatenation ***************/ - -void concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int firstpass, int lastpass, int imx, int nlstate, int stepm) -{ - /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i. - Death is a valid wave (if date is known). - mw[mi][i] is the mi (mi=1 to wav[i]) effective wave of individual i - dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i] - and mw[mi+1][i]. dh depends on stepm. - */ - - int i, mi, m; - int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1; -float sum=0.; - - for(i=1; i<=imx; i++){ - mi=0; - m=firstpass; - while(s[m][i] <= nlstate){ - if(s[m][i]>=1) - mw[++mi][i]=m; - if(m >=lastpass) - break; - else - m++; - }/* end while */ - if (s[m][i] > nlstate){ - mi++; /* Death is another wave */ - /* if(mi==0) never been interviewed correctly before death */ - /* Only death is a correct wave */ - mw[mi][i]=m; - } - - wav[i]=mi; - if(mi==0) - printf("Warning, no any valid information for:%d line=%d\n",num[i],i); - } - - for(i=1; i<=imx; i++){ - for(mi=1; mi nlstate) { - j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); - if(j=0) j=1; /* Survives at least one month after exam */ - } - else{ - j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12)); - k=k+1; - if (j >= jmax) jmax=j; - else if (j <= jmin)jmin=j; - sum=sum+j; - } - jk= j/stepm; - jl= j -jk*stepm; - ju= j -(jk+1)*stepm; - if(jl <= -ju) - dh[mi][i]=jk; - else - dh[mi][i]=jk+1; - if(dh[mi][i]==0) - dh[mi][i]=1; /* At least one step */ - } - } - } - printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,sum/k); -} - -/*********** Health Expectancies ****************/ - -void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm) -{ - /* Health expectancies */ - int i, j, nhstepm, hstepm, h; - double age, agelim,hf; - double ***p3mat; - - FILE *ficreseij; - char filerese[FILENAMELENGTH]; - - strcpy(filerese,"e"); - strcat(filerese,fileres); - if((ficreseij=fopen(filerese,"w"))==NULL) { - printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0); - } - printf("Computing Health Expectancies: result on file '%s' \n", filerese); - - fprintf(ficreseij,"# Health expectancies\n"); - fprintf(ficreseij,"# Age"); - for(i=1; i<=nlstate;i++) - for(j=1; j<=nlstate;j++) - fprintf(ficreseij," %1d-%1d",i,j); - fprintf(ficreseij,"\n"); - - hstepm=1*YEARM; /* Every j years of age (in month) */ - hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ - - agelim=AGESUP; - for (age=bage; age<=fage; age ++){ /* If stepm=6 months */ - /* nhstepm age range expressed in number of stepm */ - nhstepm=(int) rint((agelim-age)*YEARM/stepm); - /* Typically if 20 years = 20*12/6=40 stepm */ - if (stepm >= YEARM) hstepm=1; - nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */ - p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm); - /* Computed by stepm unit matrices, product of hstepm matrices, stored - in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */ - hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm); - - - for(i=1; i<=nlstate;i++) - for(j=1; j<=nlstate;j++) - for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){ - eij[i][j][(int)age] +=p3mat[i][j][h]; - } - - hf=1; - if (stepm >= YEARM) hf=stepm/YEARM; - fprintf(ficreseij,"%.0f",age ); - for(i=1; i<=nlstate;i++) - for(j=1; j<=nlstate;j++){ - fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]); - } - fprintf(ficreseij,"\n"); - free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm); - } - fclose(ficreseij); -} - -/************ Variance ******************/ -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) -{ - /* Variance of health expectancies */ - /* double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/ - double **newm; - double **dnewm,**doldm; - int i, j, nhstepm, hstepm, h; - int k; - FILE *ficresvij; - char fileresv[FILENAMELENGTH]; - double *xp; - double **gp, **gm; - double ***gradg, ***trgradg; - double ***p3mat; - double age,agelim; - int theta; - - strcpy(fileresv,"v"); - strcat(fileresv,fileres); - if((ficresvij=fopen(fileresv,"w"))==NULL) { - printf("Problem with variance resultfile: %s\n", fileresv);exit(0); - } - printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv); - - - fprintf(ficresvij,"# Covariances of life expectancies\n"); - fprintf(ficresvij,"# Age"); - for(i=1; i<=nlstate;i++) - for(j=1; j<=nlstate;j++) - fprintf(ficresvij," Cov(e%1d, e%1d)",i,j); - fprintf(ficresvij,"\n"); - - xp=vector(1,npar); - dnewm=matrix(1,nlstate,1,npar); - doldm=matrix(1,nlstate,1,nlstate); - - hstepm=1*YEARM; /* Every year of age */ - hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ - agelim = AGESUP; - for (age=bage; age<=fage; age ++){ /* If stepm=6 months */ - nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ - if (stepm >= YEARM) hstepm=1; - nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */ - p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm); - gradg=ma3x(0,nhstepm,1,npar,1,nlstate); - gp=matrix(0,nhstepm,1,nlstate); - gm=matrix(0,nhstepm,1,nlstate); - - for(theta=1; theta <=npar; theta++){ - for(i=1; i<=npar; i++){ /* Computes gradient */ - xp[i] = x[i] + (i==theta ?delti[theta]:0); - } - hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm); - prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl); - for(j=1; j<= nlstate; j++){ - for(h=0; h<=nhstepm; h++){ - for(i=1, gp[h][j]=0.;i<=nlstate;i++) - gp[h][j] += prlim[i][i]*p3mat[i][j][h]; - } - } - - for(i=1; i<=npar; i++) /* Computes gradient */ - xp[i] = x[i] - (i==theta ?delti[theta]:0); - hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm); - prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl); - for(j=1; j<= nlstate; j++){ - for(h=0; h<=nhstepm; h++){ - for(i=1, gm[h][j]=0.;i<=nlstate;i++) - gm[h][j] += prlim[i][i]*p3mat[i][j][h]; - } - } - for(j=1; j<= nlstate; j++) - for(h=0; h<=nhstepm; h++){ - gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta]; - } - } /* End theta */ - - trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); - - for(h=0; h<=nhstepm; h++) - for(j=1; j<=nlstate;j++) - for(theta=1; theta <=npar; theta++) - trgradg[h][j][theta]=gradg[h][theta][j]; - - for(i=1;i<=nlstate;i++) - for(j=1;j<=nlstate;j++) - vareij[i][j][(int)age] =0.; - for(h=0;h<=nhstepm;h++){ - for(k=0;k<=nhstepm;k++){ - matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov); - matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]); - for(i=1;i<=nlstate;i++) - for(j=1;j<=nlstate;j++) - vareij[i][j][(int)age] += doldm[i][j]; - } - } - h=1; - if (stepm >= YEARM) h=stepm/YEARM; - fprintf(ficresvij,"%.0f ",age ); - for(i=1; i<=nlstate;i++) - for(j=1; j<=nlstate;j++){ - fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]); - } - fprintf(ficresvij,"\n"); - free_matrix(gp,0,nhstepm,1,nlstate); - free_matrix(gm,0,nhstepm,1,nlstate); - free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate); - free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar); - free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm); - } /* End age */ - fclose(ficresvij); - free_vector(xp,1,npar); - free_matrix(doldm,1,nlstate,1,npar); - free_matrix(dnewm,1,nlstate,1,nlstate); - -} - -/************ Variance of prevlim ******************/ -void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl) -{ - /* Variance of health expectancies */ - /* double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/ - double **newm; - double **dnewm,**doldm; - int i, j, nhstepm, hstepm; - int k; - FILE *ficresvpl; - char fileresvpl[FILENAMELENGTH]; - double *xp; - double *gp, *gm; - double **gradg, **trgradg; - double age,agelim; - int theta; - - strcpy(fileresvpl,"vpl"); - strcat(fileresvpl,fileres); - if((ficresvpl=fopen(fileresvpl,"w"))==NULL) { - printf("Problem with variance prev lim resultfile: %s\n", fileresvpl); - exit(0); - } - printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl); - - - fprintf(ficresvpl,"# Standard deviation of prevalences limit\n"); - fprintf(ficresvpl,"# Age"); - for(i=1; i<=nlstate;i++) - fprintf(ficresvpl," %1d-%1d",i,i); - fprintf(ficresvpl,"\n"); - - xp=vector(1,npar); - dnewm=matrix(1,nlstate,1,npar); - doldm=matrix(1,nlstate,1,nlstate); - - hstepm=1*YEARM; /* Every year of age */ - hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ - agelim = AGESUP; - for (age=bage; age<=fage; age ++){ /* If stepm=6 months */ - nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ - if (stepm >= YEARM) hstepm=1; - nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */ - gradg=matrix(1,npar,1,nlstate); - gp=vector(1,nlstate); - gm=vector(1,nlstate); - - for(theta=1; theta <=npar; theta++){ - for(i=1; i<=npar; i++){ /* Computes gradient */ - xp[i] = x[i] + (i==theta ?delti[theta]:0); - } - prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl); - for(i=1;i<=nlstate;i++) - gp[i] = prlim[i][i]; - - for(i=1; i<=npar; i++) /* Computes gradient */ - xp[i] = x[i] - (i==theta ?delti[theta]:0); - prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl); - for(i=1;i<=nlstate;i++) - gm[i] = prlim[i][i]; - - for(i=1;i<=nlstate;i++) - gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta]; - } /* End theta */ - - trgradg =matrix(1,nlstate,1,npar); - - for(j=1; j<=nlstate;j++) - for(theta=1; theta <=npar; theta++) - trgradg[j][theta]=gradg[theta][j]; - - for(i=1;i<=nlstate;i++) - varpl[i][(int)age] =0.; - matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov); - matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg); - for(i=1;i<=nlstate;i++) - varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */ - - fprintf(ficresvpl,"%.0f ",age ); - for(i=1; i<=nlstate;i++) - fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age])); - fprintf(ficresvpl,"\n"); - free_vector(gp,1,nlstate); - free_vector(gm,1,nlstate); - free_matrix(gradg,1,npar,1,nlstate); - free_matrix(trgradg,1,nlstate,1,npar); - } /* End age */ - fclose(ficresvpl); - free_vector(xp,1,npar); - free_matrix(doldm,1,nlstate,1,npar); - free_matrix(dnewm,1,nlstate,1,nlstate); - -} - - - -/***********************************************/ -/**************** Main Program *****************/ -/***********************************************/ - -/*int main(int argc, char *argv[])*/ -int main() -{ - - int i,j, k, n=MAXN,iter,m,size; - double agedeb, agefin,hf; - double agemin=1.e20, agemax=-1.e20; - - double fret; - double **xi,tmp,delta; - - double dum; /* Dummy variable */ - double ***p3mat; - int *indx; - char line[MAXLINE], linepar[MAXLINE]; - char title[MAXLINE]; - char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH], filerespl[FILENAMELENGTH]; - char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH]; - char filerest[FILENAMELENGTH]; - char fileregp[FILENAMELENGTH]; - char path[80],pathc[80],pathcd[80],pathtot[80]; - int firstobs=1, lastobs=10; - int sdeb, sfin; /* Status at beginning and end */ - int c, h , cpt,l; - int ju,jl, mi; - int i1,j1, k1,jk,aa,bb, stepsize; - int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab; - - int hstepm, nhstepm; - double bage, fage, age, agelim, agebase; - double ftolpl=FTOL; - double **prlim; - double *severity; - double ***param; /* Matrix of parameters */ - double *p; - double **matcov; /* Matrix of covariance */ - double ***delti3; /* Scale */ - double *delti; /* Scale */ - double ***eij, ***vareij; - double **varpl; /* Variances of prevalence limits by age */ - double *epj, vepp; - char version[80]="Imach version 0.64, May 2000, INED-EUROREVES "; - char *alph[]={"a","a","b","c","d","e"}, str[4]; - char z[1]="c"; -#include -#include - - /* long total_usecs; - struct timeval start_time, end_time; - - gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */ - - - printf("\nIMACH, Version 0.64"); - printf("\nEnter the parameter file name: "); -#define windows 1 -#ifdef windows - scanf("%s",pathtot); - getcwd(pathcd, size); - cut(path,optionfile,pathtot); - chdir(path); - replace(pathc,path); -#endif -#ifdef unix - scanf("%s",optionfile); -#endif - -/*-------- arguments in the command line --------*/ - - strcpy(fileres,"r"); - strcat(fileres, optionfile); - - /*---------arguments file --------*/ - - if((ficpar=fopen(optionfile,"r"))==NULL) { - printf("Problem with optionfile %s\n",optionfile); - goto end; - } - - strcpy(filereso,"o"); - strcat(filereso,fileres); - if((ficparo=fopen(filereso,"w"))==NULL) { - printf("Problem with Output resultfile: %s\n", filereso);goto end; - } - -/*--------- index.htm --------*/ - - if((fichtm=fopen("index.htm","w"))==NULL) { - printf("Problem with index.htm \n");goto end; - } - - fprintf(fichtm,"
  • Outputs files

    \n - - Observed prevalence in each state: p%s
    \n -- Estimated parameters and the covariance matrix: %s
    - - Stationary prevalence in each state: pl%s
    - - Transition probabilities: pij%s
    - - Copy of the parameter file: o%s
    - - Life expectancies by age and initial health status: e%s
    - - Variances of life expectancies by age and initial health status: v%s
    - - Health expectancies with their variances: t%s
    - - Standard deviation of stationary prevalences: vpl%s

    ",fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres); - - fprintf(fichtm,"
  • Graphs

    "); - -for(cpt=1; cpt -
    ",strtok(optionfile, "."),strtok(optionfile, "."),cpt); - for(cpt=1; cpt<=nlstate;cpt++) - fprintf(fichtm,"- Observed and stationary prevalence (with confident -interval) in state (%d): v%s%d.gif
    -
    ",cpt,strtok(optionfile, "."),cpt,strtok(optionfile, "."),cpt); - - for(cpt=1; cpt<=nlstate;cpt++) - fprintf(fichtm,"- Health life expectancies by age and initial health state (%d): exp%s%d.gif
    -
    ",cpt,strtok(optionfile, "."),cpt,strtok(optionfile, "."),cpt); - - fprintf(fichtm,"- Total life expectancy by age and - health expectancies in states (1) and (2): e%s.gif
    -
",strtok(optionfile, "."),strtok(optionfile, ".")); - - -fclose(fichtm); - - /* Reads comments: lines beginning with '#' */ - while((c=getc(ficpar))=='#' && c!= EOF){ - ungetc(c,ficpar); - fgets(line, MAXLINE, ficpar); - puts(line); - fputs(line,ficparo); - } - ungetc(c,ficpar); - - 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\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncov, &nlstate,&ndeath, &maxwav, &mle, &weightopt); - 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\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate,ndeath, maxwav, mle, weightopt); - 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\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncov,nlstate,ndeath,maxwav, mle, weightopt); - - nvar=ncov-1; /* Suppressing age as a basic covariate */ - - /* Read guess parameters */ - /* Reads comments: lines beginning with '#' */ - while((c=getc(ficpar))=='#' && c!= EOF){ - ungetc(c,ficpar); - fgets(line, MAXLINE, ficpar); - puts(line); - fputs(line,ficparo); - } - ungetc(c,ficpar); - - param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncov); - for(i=1; i <=nlstate; i++) - for(j=1; j <=nlstate+ndeath-1; j++){ - fscanf(ficpar,"%1d%1d",&i1,&j1); - fprintf(ficparo,"%1d%1d",i1,j1); - printf("%1d%1d",i,j); - for(k=1; k<=ncov;k++){ - fscanf(ficpar," %lf",¶m[i][j][k]); - printf(" %lf",param[i][j][k]); - fprintf(ficparo," %lf",param[i][j][k]); - } - fscanf(ficpar,"\n"); - printf("\n"); - fprintf(ficparo,"\n"); - } - - npar= (nlstate+ndeath-1)*nlstate*ncov; - p=param[1][1]; - - /* Reads comments: lines beginning with '#' */ - while((c=getc(ficpar))=='#' && c!= EOF){ - ungetc(c,ficpar); - fgets(line, MAXLINE, ficpar); - puts(line); - fputs(line,ficparo); - } - ungetc(c,ficpar); - - delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncov); - delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */ - for(i=1; i <=nlstate; i++){ - for(j=1; j <=nlstate+ndeath-1; j++){ - fscanf(ficpar,"%1d%1d",&i1,&j1); - printf("%1d%1d",i,j); - fprintf(ficparo,"%1d%1d",i1,j1); - for(k=1; k<=ncov;k++){ - fscanf(ficpar,"%le",&delti3[i][j][k]); - printf(" %le",delti3[i][j][k]); - fprintf(ficparo," %le",delti3[i][j][k]); - } - fscanf(ficpar,"\n"); - printf("\n"); - fprintf(ficparo,"\n"); - } - } - delti=delti3[1][1]; - - /* Reads comments: lines beginning with '#' */ - while((c=getc(ficpar))=='#' && c!= EOF){ - ungetc(c,ficpar); - fgets(line, MAXLINE, ficpar); - puts(line); - fputs(line,ficparo); - } - ungetc(c,ficpar); - - matcov=matrix(1,npar,1,npar); - for(i=1; i <=npar; i++){ - fscanf(ficpar,"%s",&str); - printf("%s",str); - fprintf(ficparo,"%s",str); - for(j=1; j <=i; j++){ - fscanf(ficpar," %le",&matcov[i][j]); - printf(" %.5le",matcov[i][j]); - fprintf(ficparo," %.5le",matcov[i][j]); - } - fscanf(ficpar,"\n"); - printf("\n"); - fprintf(ficparo,"\n"); - } - for(i=1; i <=npar; i++) - for(j=i+1;j<=npar;j++) - matcov[i][j]=matcov[j][i]; - - printf("\n"); - - - if(mle==1){ - /*-------- data file ----------*/ - if((ficres =fopen(fileres,"w"))==NULL) { - printf("Problem with resultfile: %s\n", fileres);goto end; - } - fprintf(ficres,"#%s\n",version); - - if((fic=fopen(datafile,"r"))==NULL) { - printf("Problem with datafile: %s\n", datafile);goto end; - } - - n= lastobs; - severity = vector(1,maxwav); - outcome=imatrix(1,maxwav+1,1,n); - num=ivector(1,n); - moisnais=vector(1,n); - annais=vector(1,n); - moisdc=vector(1,n); - andc=vector(1,n); - agedc=vector(1,n); - cod=ivector(1,n); - weight=vector(1,n); - for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */ - mint=matrix(1,maxwav,1,n); - anint=matrix(1,maxwav,1,n); - covar=matrix(1,NCOVMAX,1,n); - s=imatrix(1,maxwav+1,1,n); - adl=imatrix(1,maxwav+1,1,n); - tab=ivector(1,NCOVMAX); - i=1; - while (fgets(line, MAXLINE, fic) != NULL) { - if ((i >= firstobs) && (i 0){ - if (s[m][i] == nlstate+1) { - if(agedc[i]>0) - agev[m][i]=agedc[i]; - else{ - printf("Warning negative age at death: %d line:%d\n",num[i],i); - agev[m][i]=-1; - } - } - else if(s[m][i] !=9){ /* Should no more exist */ - agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]); - if(mint[m][i]==99 || anint[m][i]==9999) - agev[m][i]=1; - else if(agev[m][i] agemax){ - agemax=agev[m][i]; - /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/ - } - /*agev[m][i]=anint[m][i]-annais[i];*/ - /* agev[m][i] = age[i]+2*m;*/ - } - else { /* =9 */ - agev[m][i]=1; - s[m][i]=-1; - } - } - else /*= 0 Unknown */ - agev[m][i]=1; - } - - } - for (i=1; i<=imx; i++) { - for(m=1; (m<= maxwav); m++){ - if (s[m][i] > (nlstate+ndeath)) { - printf("Error: Wrong value in nlstate or ndeath\n"); - goto end; - } - } - } - -printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax); - - free_vector(severity,1,maxwav); - free_imatrix(outcome,1,maxwav+1,1,n); - free_vector(moisnais,1,n); - free_vector(annais,1,n); - free_matrix(mint,1,maxwav,1,n); - free_matrix(anint,1,maxwav,1,n); - free_vector(moisdc,1,n); - free_vector(andc,1,n); - - - wav=ivector(1,imx); - dh=imatrix(1,lastpass-firstpass+1,1,imx); - mw=imatrix(1,lastpass-firstpass+1,1,imx); - - /* Concatenates waves */ - concatwav(wav, dh, mw, s, agedc, agev, firstpass, lastpass, imx, nlstate, stepm); - - /* Calculates basic frequencies. Computes observed prevalence at single age - and prints on file fileres'p'. */ - freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx); - - pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */ - oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */ - newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */ - savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */ - oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */ - - /* For Powell, parameters are in a vector p[] starting at p[1] - so we point p on param[1][1] so that p[1] maps on param[1][1][1] */ - p=param[1][1]; /* *(*(*(param +1)+1)+0) */ - - mlikeli(ficres,p, npar, ncov, nlstate, ftol, func); - - - /*--------- results files --------------*/ - 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\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate, ndeath, maxwav, mle,weightopt); - - jk=1; - fprintf(ficres,"# Parameters\n"); - printf("# Parameters\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(ficres,"%1d%1d ",i,k); - for(j=1; j <=ncov; j++){ - printf("%f ",p[jk]); - fprintf(ficres,"%f ",p[jk]); - jk++; - } - printf("\n"); - fprintf(ficres,"\n"); - } - } - } - - /* Computing hessian and covariance matrix */ - ftolhess=ftol; /* Usually correct */ - hesscov(matcov, p, npar, delti, ftolhess, func); - fprintf(ficres,"# Scales\n"); - printf("# Scales\n"); - for(i=1,jk=1; i <=nlstate; i++){ - for(j=1; j <=nlstate+ndeath; j++){ - if (j!=i) { - fprintf(ficres,"%1d%1d",i,j); - printf("%1d%1d",i,j); - for(k=1; k<=ncov;k++){ - printf(" %.5e",delti[jk]); - fprintf(ficres," %.5e",delti[jk]); - jk++; - } - printf("\n"); - fprintf(ficres,"\n"); - } - } - } - - k=1; - fprintf(ficres,"# Covariance\n"); - printf("# Covariance\n"); - for(i=1;i<=npar;i++){ - /* if (k>nlstate) k=1; - i1=(i-1)/(ncov*nlstate)+1; - fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]); - printf("%s%d%d",alph[k],i1,tab[i]);*/ - fprintf(ficres,"%3d",i); - printf("%3d",i); - for(j=1; j<=i;j++){ - fprintf(ficres," %.5e",matcov[i][j]); - printf(" %.5e",matcov[i][j]); - } - fprintf(ficres,"\n"); - printf("\n"); - k++; - } - - while((c=getc(ficpar))=='#' && c!= EOF){ - ungetc(c,ficpar); - fgets(line, MAXLINE, ficpar); - puts(line); - fputs(line,ficparo); - } - ungetc(c,ficpar); - - fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage); - - if (fage <= 2) { - bage = agemin; - fage = agemax; - } - - fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n"); - fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage); -/*------------ gnuplot -------------*/ -chdir(pathcd); - if((ficgp=fopen("graph.gp","w"))==NULL) { - printf("Problem with file graph.gp");goto end; - } -#ifdef windows - fprintf(ficgp,"cd \"%s\" \n",pathc); -#endif - /* 1eme*/ - - for (cpt=1; cpt<= nlstate ; cpt ++) { -#ifdef windows - fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"vpl%s\" u 1:%d \"\%%lf",agemin,fage,fileres,cpt*2); -#endif -#ifdef unix -fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:%d \"\%%lf",agemin,fage,fileres,cpt*2); -#endif - for (i=1; i<= nlstate ; i ++) fprintf(ficgp," \%%lf (\%%lf)"); - fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" u 1:($%d+2*$%d) \"\%%lf",fileres,2*cpt,cpt*2+1); - for (i=1; i<= nlstate ; i ++) fprintf(ficgp," \%%lf (\%%lf)"); - fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" u 1:($%d-2*$%d) \"\%%lf",fileres,2*cpt,2*cpt+1); - for (i=1; i<= nlstate ; i ++) fprintf(ficgp," \%%lf (\%%lf)"); - fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" u 1:($%d) t\"Observed prevalence \" w l 2",fileres,2+4*(cpt-1)); -#ifdef unix -fprintf(ficgp,"\nset ter gif small size 400,300"); -#endif -fprintf(ficgp,"\nset out \"v%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt); - - } - /*2 eme*/ - - fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage); - for (i=1; i<= nlstate+1 ; i ++) { -k=2*i; - fprintf(ficgp,"\"t%s\" u 1:%d \"\%%lf \%%lf (\%%lf) \%%lf (\%%lf)",fileres,k); - for (j=1; j< nlstate ; j ++) fprintf(ficgp," \%%lf (\%%lf)"); - if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,"); - else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1); - fprintf(ficgp,"\"t%s\" u 1:($%d-2*$%d) \"\%%lf \%%lf (\%%lf) \%%lf (\%%lf)",fileres,k,k+1); - for (j=1; j< nlstate ; j ++) fprintf(ficgp," \%%lf (\%%lf)"); - fprintf(ficgp,"\" t\"\" w l 0,"); -fprintf(ficgp,"\"t%s\" u 1:($%d+2*$%d) \"\%%lf \%%lf (\%%lf) \%%lf (\%%lf)",fileres,k,k+1); - for (j=1; j< nlstate ; j ++) fprintf(ficgp," \%%lf (\%%lf)"); - if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0"); -else fprintf(ficgp,"\" t\"\" w l 0,"); - } - fprintf(ficgp,"\nset out \"e%s.gif\" \nreplot\n\n",strtok(optionfile, ".")); - - /*3eme*/ -for (cpt=1; cpt<= nlstate ; cpt ++) { - k=2+nlstate*(cpt-1); - fprintf(ficgp,"set ter gif small size 400,300\nplot [%.f:%.f] \"e%s\" u 1:%d t \"e%d1\" w l",agemin,fage,fileres,k,cpt); -for (i=1; i< nlstate ; i ++) { -fprintf(ficgp,",\"e%s\" u 1:%d t \"e%d%d\" w l",fileres,k+1,cpt,i+1); -} -fprintf(ficgp,"\nset out \"ex%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt); -} - -/* CV preval stat */ -for (cpt=1; cpt=bage; agedeb--){ /* If stepm=6 months */ - nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ - nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */ - p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm); - oldm=oldms;savm=savms; - hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm); - fprintf(ficrespij,"# Age"); - for(i=1; i<=nlstate;i++) - for(j=1; j<=nlstate+ndeath;j++) - fprintf(ficrespij," %1d-%1d",i,j); - fprintf(ficrespij,"\n"); - for (h=0; h<=nhstepm; h++){ - fprintf(ficrespij,"%.0f %.0f",agedeb, agedeb+ h*hstepm/YEARM*stepm ); - for(i=1; i<=nlstate;i++) - for(j=1; j<=nlstate+ndeath;j++) - fprintf(ficrespij," %.5f", p3mat[i][j][h]); - fprintf(ficrespij,"\n"); - } - free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm); - fprintf(ficrespij,"\n"); - } - fclose(ficrespij); - - /*---------- Health expectancies and variances ------------*/ - - eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage); - oldm=oldms;savm=savms; - evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm); - - vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage); - oldm=oldms;savm=savms; - varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl); - - strcpy(filerest,"t"); - strcat(filerest,fileres); - if((ficrest=fopen(filerest,"w"))==NULL) { - printf("Problem with total LE resultfile: %s\n", filerest);goto end; - } - printf("Computing Total LEs with variances: file '%s' \n", filerest); - fprintf(ficrest,"#Total LEs with variances: e.. (std) "); - for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i); - fprintf(ficrest,"\n"); - - hf=1; - if (stepm >= YEARM) hf=stepm/YEARM; - epj=vector(1,nlstate+1); - for(age=bage; age <=fage ;age++){ - prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl); - fprintf(ficrest," %.0f",age); - for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){ - for(i=1, epj[j]=0.;i <=nlstate;i++) { - epj[j] += prlim[i][i]*hf*eij[i][j][(int)age]; - } - epj[nlstate+1] +=epj[j]; - } - for(i=1, vepp=0.;i <=nlstate;i++) - for(j=1;j <=nlstate;j++) - vepp += vareij[i][j][(int)age]; - fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp)); - for(j=1;j <=nlstate;j++){ - fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age])); - } - fprintf(ficrest,"\n"); - } - fclose(ficrest); - fclose(ficpar); - free_vector(epj,1,nlstate+1); - - /*------- Variance limit prevalence------*/ - - varpl=matrix(1,nlstate,(int) bage, (int) fage); - oldm=oldms;savm=savms; - varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl); - - - free_matrix(varpl,1,nlstate,(int) bage, (int)fage); - - free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage); - free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage); - - - free_matrix(pmmij,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(savms, 1,nlstate+ndeath,1,nlstate+ndeath); - - free_matrix(matcov,1,npar,1,npar); - free_vector(delti,1,npar); - - free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncov); - - printf("End of Imach\n"); - /* gettimeofday(&end_time, (struct timezone*)0);*/ /* after time */ - - /* 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);*/ - /*printf("Total time was %d uSec.\n", total_usecs);*/ - /*------ End -----------*/ - - end: -#ifdef windows - chdir(pathcd); -#endif - system("gnuplot graph.gp"); - -#ifdef windows - while (z[0] != 'q') { - chdir(pathcd); - printf("\nType e to edit output files, c to start again, and q for exiting: "); - scanf("%s",z); - if (z[0] == 'c') system("./imach"); - else if (z[0] == 'e') { - chdir(path); - system("index.htm"); - } - else if (z[0] == 'q') exit(0); - } -#endif -} - + +/*********************** Imach ************************************** + This program computes Healthy Life Expectancies from cross-longitudinal + data. Cross-longitudinal consist in a first survey ("cross") where + individuals from different ages are interviewed on their health status + or degree of disability. At least a second wave of interviews + ("longitudinal") should measure each new individual health status. + Health expectancies are computed from the transistions observed between + waves and are computed for each degree of severity of disability (number + of life states). More degrees you consider, more time is necessary to + reach the Maximum Likelihood of the parameters involved in the model. + The simplest model is the multinomial logistic model where pij is + the probabibility to be observed in state j at the second wave conditional + to be observed in state i at the first wave. Therefore the model is: + log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex' + is a covariate. If you want to have a more complex model than "constant and + age", you should modify the program where the markup + *Covariates have to be included here again* invites you to do it. + More covariates you add, less is the speed of the convergence. + + The advantage that this computer programme claims, comes from that if the + delay between waves is not identical for each individual, or if some + individual missed an interview, the information is not rounded or lost, but + taken into account using an interpolation or extrapolation. + hPijx is the probability to be + observed in state i at age x+h conditional to the observed state i at age + x. The delay 'h' can be split into an exact number (nh*stepm) of + unobserved intermediate states. This elementary transition (by month or + quarter trimester, semester or year) is model as a multinomial logistic. + The hPx matrix is simply the matrix product of nh*stepm elementary matrices + and the contribution of each individual to the likelihood is simply hPijx. + + Also this programme outputs the covariance matrix of the parameters but also + of the life expectancies. It also computes the prevalence limits. + + Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr). + Institut national d'études démographiques, Paris. + This software have been partly granted by Euro-REVES, a concerted action + from the European Union. + It is copyrighted identically to a GNU software product, ie programme and + software can be distributed freely for non commercial use. Latest version + can be accessed at http://euroreves.ined.fr/imach . + **********************************************************************/ + +#include +#include +#include +#include + +#define MAXLINE 256 +#define FILENAMELENGTH 80 +/*#define DEBUG*/ +#define windows +#define GLOCK_ERROR_NOPATH -1 /* empty path */ +#define GLOCK_ERROR_GETCWD -2 /* cannot get cwd */ + +#define MAXPARM 30 /* Maximum number of parameters for the optimization */ +#define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */ + +#define NINTERVMAX 8 +#define NLSTATEMAX 8 /* Maximum number of live states (for func) */ +#define NDEATHMAX 8 /* Maximum number of dead states (for func) */ +#define NCOVMAX 8 /* Maximum number of covariates */ +#define MAXN 20000 +#define YEARM 12. /* Number of months per year */ +#define AGESUP 130 +#define AGEBASE 40 + + +int nvar; +static int cptcov; +int cptcovn, cptcovage=0, cptcoveff=0; +int npar=NPARMAX; +int nlstate=2; /* Number of live states */ +int ndeath=1; /* Number of dead states */ +int ncovmodel, ncov; /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */ + +int *wav; /* Number of waves for this individuual 0 is possible */ +int maxwav; /* Maxim number of waves */ +int mle, weightopt; +int **mw; /* mw[mi][i] is number of the mi wave for this individual */ +int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */ +double **oldm, **newm, **savm; /* Working pointers to matrices */ +double **oldms, **newms, **savms; /* Fixed working pointers to matrices */ +FILE *fic,*ficpar, *ficparo,*ficres, *ficrespl, *ficrespij, *ficrest; +FILE *ficgp, *fichtm; +FILE *ficreseij; + char filerese[FILENAMELENGTH]; + FILE *ficresvij; + char fileresv[FILENAMELENGTH]; + FILE *ficresvpl; + char fileresvpl[FILENAMELENGTH]; + +#define NR_END 1 +#define FREE_ARG char* +#define FTOL 1.0e-10 + +#define NRANSI +#define ITMAX 200 + +#define TOL 2.0e-4 + +#define CGOLD 0.3819660 +#define ZEPS 1.0e-10 +#define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); + +#define GOLD 1.618034 +#define GLIMIT 100.0 +#define TINY 1.0e-20 + +static double maxarg1,maxarg2; +#define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2)) +#define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2)) + +#define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a)) +#define rint(a) floor(a+0.5) + +static double sqrarg; +#define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg) +#define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} + +int imx; +int stepm; +/* Stepm, step in month: minimum step interpolation*/ + +int m,nb; +int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage; +double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint; +double **pmmij; + +double *weight; +int **s; /* Status */ +double *agedc, **covar, idx; +int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff; + +double ftol=FTOL; /* Tolerance for computing Max Likelihood */ +double ftolhess; /* Tolerance for computing hessian */ + +/**************** split *************************/ +static int split( char *path, char *dirc, char *name ) +{ + char *s; /* pointer */ + int l1, l2; /* length counters */ + + l1 = strlen( path ); /* length of path */ + if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH ); + s = strrchr( path, '\\' ); /* find last / */ + if ( s == NULL ) { /* no directory, so use current */ +#if defined(__bsd__) /* get current working directory */ + extern char *getwd( ); + + if ( getwd( dirc ) == NULL ) { +#else + extern char *getcwd( ); + + if ( getcwd( dirc, FILENAME_MAX ) == NULL ) { +#endif + return( GLOCK_ERROR_GETCWD ); + } + strcpy( name, path ); /* we've got it */ + } else { /* strip direcotry from path */ + s++; /* after this, the filename */ + l2 = strlen( s ); /* length of filename */ + if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH ); + strcpy( name, s ); /* save file name */ + strncpy( dirc, path, l1 - l2 ); /* now the directory */ + dirc[l1-l2] = 0; /* add zero */ + } + l1 = strlen( dirc ); /* length of directory */ + if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; } + return( 0 ); /* we're done */ +} + + +/******************************************/ + +void replace(char *s, char*t) +{ + int i; + int lg=20; + i=0; + lg=strlen(t); + for(i=0; i<= lg; i++) { + (s[i] = t[i]); + if (t[i]== '\\') s[i]='/'; + } +} + +int nbocc(char *s, char occ) +{ + int i,j=0; + int lg=20; + i=0; + lg=strlen(s); + for(i=0; i<= lg; i++) { + if (s[i] == occ ) j++; + } + return j; +} + +void cutv(char *u,char *v, char*t, char occ) +{ + int i,lg,j,p=0; + i=0; + for(j=0; j<=strlen(t)-1; j++) { + if((t[j]!= occ) && (t[j+1]== occ)) p=j+1; + } + + lg=strlen(t); + for(j=0; j=(p+1))(v[j-p-1] = t[j]); + } +} + +/********************** nrerror ********************/ + +void nrerror(char error_text[]) +{ + fprintf(stderr,"ERREUR ...\n"); + fprintf(stderr,"%s\n",error_text); + exit(1); +} +/*********************** vector *******************/ +double *vector(int nl, int nh) +{ + double *v; + v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double))); + if (!v) nrerror("allocation failure in vector"); + return v-nl+NR_END; +} + +/************************ free vector ******************/ +void free_vector(double*v, int nl, int nh) +{ + free((FREE_ARG)(v+nl-NR_END)); +} + +/************************ivector *******************************/ +int *ivector(long nl,long nh) +{ + int *v; + v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int))); + if (!v) nrerror("allocation failure in ivector"); + return v-nl+NR_END; +} + +/******************free ivector **************************/ +void free_ivector(int *v, long nl, long nh) +{ + free((FREE_ARG)(v+nl-NR_END)); +} + +/******************* imatrix *******************************/ +int **imatrix(long nrl, long nrh, long ncl, long nch) + /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ +{ + long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; + int **m; + + /* allocate pointers to rows */ + m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); + if (!m) nrerror("allocation failure 1 in matrix()"); + m += NR_END; + m -= nrl; + + + /* allocate rows and set pointers to them */ + m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); + if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); + m[nrl] += NR_END; + m[nrl] -= ncl; + + for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; + + /* return pointer to array of pointers to rows */ + return m; +} + +/****************** free_imatrix *************************/ +void free_imatrix(m,nrl,nrh,ncl,nch) + int **m; + long nch,ncl,nrh,nrl; + /* free an int matrix allocated by imatrix() */ +{ + free((FREE_ARG) (m[nrl]+ncl-NR_END)); + free((FREE_ARG) (m+nrl-NR_END)); +} + +/******************* matrix *******************************/ +double **matrix(long nrl, long nrh, long ncl, long nch) +{ + long i, nrow=nrh-nrl+1, ncol=nch-ncl+1; + double **m; + + m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*))); + if (!m) nrerror("allocation failure 1 in matrix()"); + m += NR_END; + m -= nrl; + + m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double))); + if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); + m[nrl] += NR_END; + m[nrl] -= ncl; + + for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol; + return m; +} + +/*************************free matrix ************************/ +void free_matrix(double **m, long nrl, long nrh, long ncl, long nch) +{ + free((FREE_ARG)(m[nrl]+ncl-NR_END)); + free((FREE_ARG)(m+nrl-NR_END)); +} + +/******************* ma3x *******************************/ +double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh) +{ + long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1; + double ***m; + + m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*))); + if (!m) nrerror("allocation failure 1 in matrix()"); + m += NR_END; + m -= nrl; + + m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double))); + if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); + m[nrl] += NR_END; + m[nrl] -= ncl; + + for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol; + + m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double))); + if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()"); + m[nrl][ncl] += NR_END; + m[nrl][ncl] -= nll; + for (j=ncl+1; j<=nch; j++) + m[nrl][j]=m[nrl][j-1]+nlay; + + for (i=nrl+1; i<=nrh; i++) { + m[i][ncl]=m[i-1l][ncl]+ncol*nlay; + for (j=ncl+1; j<=nch; j++) + m[i][j]=m[i][j-1]+nlay; + } + return m; +} + +/*************************free ma3x ************************/ +void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh) +{ + free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END)); + free((FREE_ARG)(m[nrl]+ncl-NR_END)); + free((FREE_ARG)(m+nrl-NR_END)); +} + +/***************** f1dim *************************/ +extern int ncom; +extern double *pcom,*xicom; +extern double (*nrfunc)(double []); + +double f1dim(double x) +{ + int j; + double f; + double *xt; + + xt=vector(1,ncom); + for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; + f=(*nrfunc)(xt); + free_vector(xt,1,ncom); + return f; +} + +/*****************brent *************************/ +double brent(double ax, double bx, double cx, double (*f)(double), double tol, double *xmin) +{ + int iter; + double a,b,d,etemp; + double fu,fv,fw,fx; + double ftemp; + double p,q,r,tol1,tol2,u,v,w,x,xm; + double e=0.0; + + a=(ax < cx ? ax : cx); + b=(ax > cx ? ax : cx); + x=w=v=bx; + fw=fv=fx=(*f)(x); + for (iter=1;iter<=ITMAX;iter++) { + xm=0.5*(a+b); + tol2=2.0*(tol1=tol*fabs(x)+ZEPS); + /* if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/ + printf(".");fflush(stdout); +#ifdef DEBUG + 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); + /* if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */ +#endif + if (fabs(x-xm) <= (tol2-0.5*(b-a))){ + *xmin=x; + return fx; + } + ftemp=fu; + if (fabs(e) > tol1) { + r=(x-w)*(fx-fv); + q=(x-v)*(fx-fw); + p=(x-v)*q-(x-w)*r; + q=2.0*(q-r); + if (q > 0.0) p = -p; + q=fabs(q); + etemp=e; + e=d; + if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) + d=CGOLD*(e=(x >= xm ? a-x : b-x)); + else { + d=p/q; + u=x+d; + if (u-a < tol2 || b-u < tol2) + d=SIGN(tol1,xm-x); + } + } else { + d=CGOLD*(e=(x >= xm ? a-x : b-x)); + } + u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); + fu=(*f)(u); + if (fu <= fx) { + if (u >= x) a=x; else b=x; + SHFT(v,w,x,u) + SHFT(fv,fw,fx,fu) + } else { + if (u < x) a=u; else b=u; + if (fu <= fw || w == x) { + v=w; + w=u; + fv=fw; + fw=fu; + } else if (fu <= fv || v == x || v == w) { + v=u; + fv=fu; + } + } + } + nrerror("Too many iterations in brent"); + *xmin=x; + return fx; +} + +/****************** mnbrak ***********************/ + +void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, + double (*func)(double)) +{ + double ulim,u,r,q, dum; + double fu; + + *fa=(*func)(*ax); + *fb=(*func)(*bx); + if (*fb > *fa) { + SHFT(dum,*ax,*bx,dum) + SHFT(dum,*fb,*fa,dum) + } + *cx=(*bx)+GOLD*(*bx-*ax); + *fc=(*func)(*cx); + while (*fb > *fc) { + r=(*bx-*ax)*(*fb-*fc); + q=(*bx-*cx)*(*fb-*fa); + u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ + (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); + ulim=(*bx)+GLIMIT*(*cx-*bx); + if ((*bx-u)*(u-*cx) > 0.0) { + fu=(*func)(u); + } else if ((*cx-u)*(u-ulim) > 0.0) { + fu=(*func)(u); + if (fu < *fc) { + SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) + SHFT(*fb,*fc,fu,(*func)(u)) + } + } else if ((u-ulim)*(ulim-*cx) >= 0.0) { + u=ulim; + fu=(*func)(u); + } else { + u=(*cx)+GOLD*(*cx-*bx); + fu=(*func)(u); + } + SHFT(*ax,*bx,*cx,u) + SHFT(*fa,*fb,*fc,fu) + } +} + +/*************** linmin ************************/ + +int ncom; +double *pcom,*xicom; +double (*nrfunc)(double []); + +void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) +{ + double brent(double ax, double bx, double cx, + double (*f)(double), double tol, double *xmin); + double f1dim(double x); + void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, + double *fc, double (*func)(double)); + int j; + double xx,xmin,bx,ax; + double fx,fb,fa; + + ncom=n; + pcom=vector(1,n); + xicom=vector(1,n); + nrfunc=func; + for (j=1;j<=n;j++) { + pcom[j]=p[j]; + xicom[j]=xi[j]; + } + ax=0.0; + xx=1.0; + mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); + *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); +#ifdef DEBUG + printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin); +#endif + for (j=1;j<=n;j++) { + xi[j] *= xmin; + p[j] += xi[j]; + } + free_vector(xicom,1,n); + free_vector(pcom,1,n); +} + +/*************** powell ************************/ +void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, + double (*func)(double [])) +{ + void linmin(double p[], double xi[], int n, double *fret, + double (*func)(double [])); + int i,ibig,j; + double del,t,*pt,*ptt,*xit; + double fp,fptt; + double *xits; + pt=vector(1,n); + ptt=vector(1,n); + xit=vector(1,n); + xits=vector(1,n); + *fret=(*func)(p); + for (j=1;j<=n;j++) pt[j]=p[j]; + for (*iter=1;;++(*iter)) { + fp=(*fret); + ibig=0; + del=0.0; + printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret); + for (i=1;i<=n;i++) + printf(" %d %.12f",i, p[i]); + printf("\n"); + for (i=1;i<=n;i++) { + for (j=1;j<=n;j++) xit[j]=xi[j][i]; + fptt=(*fret); +#ifdef DEBUG + printf("fret=%lf \n",*fret); +#endif + printf("%d",i);fflush(stdout); + linmin(p,xit,n,fret,func); + if (fabs(fptt-(*fret)) > del) { + del=fabs(fptt-(*fret)); + ibig=i; + } +#ifdef DEBUG + printf("%d %.12e",i,(*fret)); + for (j=1;j<=n;j++) { + xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5); + printf(" x(%d)=%.12e",j,xit[j]); + } + for(j=1;j<=n;j++) + printf(" p=%.12e",p[j]); + printf("\n"); +#endif + } + if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) { +#ifdef DEBUG + int k[2],l; + k[0]=1; + k[1]=-1; + printf("Max: %.12e",(*func)(p)); + for (j=1;j<=n;j++) + printf(" %.12e",p[j]); + printf("\n"); + for(l=0;l<=1;l++) { + for (j=1;j<=n;j++) { + ptt[j]=p[j]+(p[j]-pt[j])*k[l]; + printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]); + } + printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p))); + } +#endif + + + free_vector(xit,1,n); + free_vector(xits,1,n); + free_vector(ptt,1,n); + free_vector(pt,1,n); + return; + } + if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); + for (j=1;j<=n;j++) { + ptt[j]=2.0*p[j]-pt[j]; + xit[j]=p[j]-pt[j]; + pt[j]=p[j]; + } + fptt=(*func)(ptt); + if (fptt < fp) { + t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); + if (t < 0.0) { + linmin(p,xit,n,fret,func); + for (j=1;j<=n;j++) { + xi[j][ibig]=xi[j][n]; + xi[j][n]=xit[j]; + } +#ifdef DEBUG + printf("Direction changed last moved %d in place of ibig=%d, new last is the average:\n",n,ibig); + for(j=1;j<=n;j++) + printf(" %.12e",xit[j]); + printf("\n"); +#endif + } + } + } +} + +/**** Prevalence limit ****************/ + +double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij) +{ + /* Computes the prevalence limit in each live state at age x by left multiplying the unit + matrix by transitions matrix until convergence is reached */ + + int i, ii,j,k; + double min, max, maxmin, maxmax,sumnew=0.; + double **matprod2(); + double **out, cov[NCOVMAX], **pmij(); + double **newm; + double agefin, delaymax=50 ; /* Max number of years to converge */ + + for (ii=1;ii<=nlstate+ndeath;ii++) + for (j=1;j<=nlstate+ndeath;j++){ + oldm[ii][j]=(ii==j ? 1.0 : 0.0); + } + + cov[1]=1.; + + /* Even if hstepm = 1, at least one multiplication by the unit matrix */ + for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){ + newm=savm; + /* Covariates have to be included here again */ + cov[2]=agefin; + + for (k=1; k<=cptcovn;k++) { + cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]]; + /*printf("ij=%d Tvar[k]=%d nbcode=%d cov=%lf\n",ij, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k]);*/ + } + for (k=1; k<=cptcovage;k++) + cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2]; + for (k=1; k<=cptcovprod;k++) + cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]]; + + /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/ + + /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/ + + out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm); + + savm=oldm; + oldm=newm; + maxmax=0.; + for(j=1;j<=nlstate;j++){ + min=1.; + max=0.; + for(i=1; i<=nlstate; i++) { + sumnew=0; + for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k]; + prlim[i][j]= newm[i][j]/(1-sumnew); + max=FMAX(max,prlim[i][j]); + min=FMIN(min,prlim[i][j]); + } + maxmin=max-min; + maxmax=FMAX(maxmax,maxmin); + } + if(maxmax < ftolpl){ + return prlim; + } + } +} + +/*************** transition probabilities **********/ + +double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate ) +{ + double s1, s2; + /*double t34;*/ + int i,j,j1, nc, ii, jj; + + for(i=1; i<= nlstate; i++){ + for(j=1; ji s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/ + } + ps[i][j]=s2; + } + } + for(i=1; i<= nlstate; i++){ + s1=0; + for(j=1; ji) { + printf(".%d%d",i,j);fflush(stdout); + hess[i][j]=hessij(p,delti,i,j); + hess[j][i]=hess[i][j]; + } + } + } + printf("\n"); + + printf("\nInverting the hessian to get the covariance matrix. Wait...\n"); + + a=matrix(1,npar,1,npar); + y=matrix(1,npar,1,npar); + x=vector(1,npar); + indx=ivector(1,npar); + for (i=1;i<=npar;i++) + for (j=1;j<=npar;j++) a[i][j]=hess[i][j]; + ludcmp(a,npar,indx,&pd); + + for (j=1;j<=npar;j++) { + for (i=1;i<=npar;i++) x[i]=0; + x[j]=1; + lubksb(a,npar,indx,x); + for (i=1;i<=npar;i++){ + matcov[i][j]=x[i]; + } + } + + printf("\n#Hessian matrix#\n"); + for (i=1;i<=npar;i++) { + for (j=1;j<=npar;j++) { + printf("%.3e ",hess[i][j]); + } + printf("\n"); + } + + /* Recompute Inverse */ + for (i=1;i<=npar;i++) + for (j=1;j<=npar;j++) a[i][j]=matcov[i][j]; + ludcmp(a,npar,indx,&pd); + + /* printf("\n#Hessian matrix recomputed#\n"); + + for (j=1;j<=npar;j++) { + for (i=1;i<=npar;i++) x[i]=0; + x[j]=1; + lubksb(a,npar,indx,x); + for (i=1;i<=npar;i++){ + y[i][j]=x[i]; + printf("%.3e ",y[i][j]); + } + printf("\n"); + } + */ + + free_matrix(a,1,npar,1,npar); + free_matrix(y,1,npar,1,npar); + free_vector(x,1,npar); + free_ivector(indx,1,npar); + free_matrix(hess,1,npar,1,npar); + + +} + +/*************** hessian matrix ****************/ +double hessii( double x[], double delta, int theta, double delti[]) +{ + int i; + int l=1, lmax=20; + double k1,k2; + double p2[NPARMAX+1]; + double res; + double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4; + double fx; + int k=0,kmax=10; + double l1; + + fx=func(x); + for (i=1;i<=npar;i++) p2[i]=x[i]; + for(l=0 ; l <=lmax; l++){ + l1=pow(10,l); + delts=delt; + for(k=1 ; k khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */ + k=kmax; l=lmax*10.; + } + else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ + delts=delt; + } + } + } + delti[theta]=delts; + return res; + +} + +double hessij( double x[], double delti[], int thetai,int thetaj) +{ + int i; + int l=1, l1, lmax=20; + double k1,k2,k3,k4,res,fx; + double p2[NPARMAX+1]; + int k; + + fx=func(x); + for (k=1; k<=2; k++) { + for (i=1;i<=npar;i++) p2[i]=x[i]; + p2[thetai]=x[thetai]+delti[thetai]/k; + p2[thetaj]=x[thetaj]+delti[thetaj]/k; + k1=func(p2)-fx; + + p2[thetai]=x[thetai]+delti[thetai]/k; + p2[thetaj]=x[thetaj]-delti[thetaj]/k; + k2=func(p2)-fx; + + p2[thetai]=x[thetai]-delti[thetai]/k; + p2[thetaj]=x[thetaj]+delti[thetaj]/k; + k3=func(p2)-fx; + + p2[thetai]=x[thetai]-delti[thetai]/k; + p2[thetaj]=x[thetaj]-delti[thetaj]/k; + k4=func(p2)-fx; + res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */ +#ifdef DEBUG + printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4); +#endif + } + return res; +} + +/************** Inverse of matrix **************/ +void ludcmp(double **a, int n, int *indx, double *d) +{ + int i,imax,j,k; + double big,dum,sum,temp; + double *vv; + + vv=vector(1,n); + *d=1.0; + for (i=1;i<=n;i++) { + big=0.0; + for (j=1;j<=n;j++) + if ((temp=fabs(a[i][j])) > big) big=temp; + if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); + vv[i]=1.0/big; + } + for (j=1;j<=n;j++) { + for (i=1;i= big) { + big=dum; + imax=i; + } + } + if (j != imax) { + for (k=1;k<=n;k++) { + dum=a[imax][k]; + a[imax][k]=a[j][k]; + a[j][k]=dum; + } + *d = -(*d); + vv[imax]=vv[j]; + } + indx[j]=imax; + if (a[j][j] == 0.0) a[j][j]=TINY; + if (j != n) { + dum=1.0/(a[j][j]); + for (i=j+1;i<=n;i++) a[i][j] *= dum; + } + } + free_vector(vv,1,n); /* Doesn't work */ +; +} + +void lubksb(double **a, int n, int *indx, double b[]) +{ + int i,ii=0,ip,j; + double sum; + + for (i=1;i<=n;i++) { + ip=indx[i]; + sum=b[ip]; + b[ip]=b[i]; + if (ii) + for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; + else if (sum) ii=i; + b[i]=sum; + } + for (i=n;i>=1;i--) { + sum=b[i]; + for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; + b[i]=sum/a[i][i]; + } +} + +/************ Frequencies ********************/ +void freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax) +{ /* Some frequencies */ + + int i, m, jk, k1, i1, j1, bool, z1,z2,j; + double ***freq; /* Frequencies */ + double *pp; + double pos; + FILE *ficresp; + char fileresp[FILENAMELENGTH]; + + pp=vector(1,nlstate); + + strcpy(fileresp,"p"); + strcat(fileresp,fileres); + if((ficresp=fopen(fileresp,"w"))==NULL) { + printf("Problem with prevalence resultfile: %s\n", fileresp); + exit(0); + } + freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3); + j1=0; + + j=cptcoveff; + if (cptcovn<1) {j=1;ncodemax[1]=1;} + + for(k1=1; k1<=j;k1++){ + for(i1=1; i1<=ncodemax[k1];i1++){ + j1++; + + for (i=-1; i<=nlstate+ndeath; i++) + for (jk=-1; jk<=nlstate+ndeath; jk++) + for(m=agemin; m <= agemax+3; m++) + freq[i][jk][m]=0; + + for (i=1; i<=imx; i++) { + bool=1; + if (cptcovn>0) { + for (z1=1; z1<=cptcoveff; z1++) + if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) bool=0; + } + if (bool==1) { + for(m=firstpass; m<=lastpass-1; m++){ + if(agev[m][i]==0) agev[m][i]=agemax+1; + if(agev[m][i]==1) agev[m][i]=agemax+2; + freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i]; + freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i]; + } + } + } + if (cptcovn>0) { + fprintf(ficresp, "\n#********** Variable "); + for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]); + } + fprintf(ficresp, "**********\n#"); + for(i=1; i<=nlstate;i++) + fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i); + fprintf(ficresp, "\n"); + + for(i=(int)agemin; i <= (int)agemax+3; i++){ + if(i==(int)agemax+3) + printf("Total"); + else + printf("Age %d", i); + for(jk=1; jk <=nlstate ; jk++){ + for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++) + pp[jk] += freq[jk][m][i]; + } + for(jk=1; jk <=nlstate ; jk++){ + for(m=-1, pos=0; m <=0 ; m++) + pos += freq[jk][m][i]; + if(pp[jk]>=1.e-10) + printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]); + else + printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk); + } + for(jk=1; jk <=nlstate ; jk++){ + for(m=1, pp[jk]=0; m <=nlstate+ndeath; m++) + pp[jk] += freq[jk][m][i]; + } + for(jk=1,pos=0; jk <=nlstate ; jk++) + pos += pp[jk]; + for(jk=1; jk <=nlstate ; jk++){ + if(pos>=1.e-5) + printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos); + else + printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk); + if( i <= (int) agemax){ + if(pos>=1.e-5) + fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos); + else + fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos); + } + } + for(jk=-1; jk <=nlstate+ndeath; jk++) + for(m=-1; m <=nlstate+ndeath; m++) + if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]); + if(i <= (int) agemax) + fprintf(ficresp,"\n"); + printf("\n"); + } + } + } + + fclose(ficresp); + free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3); + free_vector(pp,1,nlstate); + +} /* End of Freq */ + +/************* Waves Concatenation ***************/ + +void concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int firstpass, int lastpass, int imx, int nlstate, int stepm) +{ + /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i. + Death is a valid wave (if date is known). + mw[mi][i] is the mi (mi=1 to wav[i]) effective wave of individual i + dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i] + and mw[mi+1][i]. dh depends on stepm. + */ + + int i, mi, m; + int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1; +float sum=0.; + + for(i=1; i<=imx; i++){ + mi=0; + m=firstpass; + while(s[m][i] <= nlstate){ + if(s[m][i]>=1) + mw[++mi][i]=m; + if(m >=lastpass) + break; + else + m++; + }/* end while */ + if (s[m][i] > nlstate){ + mi++; /* Death is another wave */ + /* if(mi==0) never been interviewed correctly before death */ + /* Only death is a correct wave */ + mw[mi][i]=m; + } + + wav[i]=mi; + if(mi==0) + printf("Warning, no any valid information for:%d line=%d\n",num[i],i); + } + + for(i=1; i<=imx; i++){ + for(mi=1; mi nlstate) { + j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); + if(j=0) j=1; /* Survives at least one month after exam */ + } + else{ + j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12)); + k=k+1; + if (j >= jmax) jmax=j; + else if (j <= jmin)jmin=j; + sum=sum+j; + } + jk= j/stepm; + jl= j -jk*stepm; + ju= j -(jk+1)*stepm; + if(jl <= -ju) + dh[mi][i]=jk; + else + dh[mi][i]=jk+1; + if(dh[mi][i]==0) + dh[mi][i]=1; /* At least one step */ + } + } + } + printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,sum/k); +} +/*********** Tricode ****************************/ +void tricode(int *Tvar, int **nbcode, int imx) +{ + int Ndum[20],ij=1, k, j, i; + int cptcode=0; + cptcoveff=0; + + for (k=0; k<19; k++) Ndum[k]=0; + for (k=1; k<=7; k++) ncodemax[k]=0; + + for (j=1; j<=(cptcovn+2*cptcovprod); j++) { + for (i=1; i<=imx; i++) { + ij=(int)(covar[Tvar[j]][i]); + Ndum[ij]++; + if (ij > cptcode) cptcode=ij; + } + + /*printf("cptcode=%d cptcovn=%d ",cptcode,cptcovn);*/ + for (i=0; i<=cptcode; i++) { + if(Ndum[i]!=0) ncodemax[j]++; + } + ij=1; + + for (i=1; i<=ncodemax[j]; i++) { + for (k=0; k<=19; k++) { + if (Ndum[k] != 0) { + nbcode[Tvar[j]][ij]=k; + /* printf("ij=%d ",nbcode[Tvar[2]][1]);*/ + ij++; + } + if (ij > ncodemax[j]) break; + } + } + } + for (i=1; i<=10; i++) { + ij=Tvar[i]; + Ndum[ij]++; + } + ij=1; + for (i=1; i<=cptcovn; i++) { + if((Ndum[i]!=0) && (i<=ncov)){ + Tvaraff[i]=ij; + ij++; + } + } + + for (j=1; j<=(cptcovn+2*cptcovprod); j++) { + if ((Tvar[j]>= cptcoveff) && (Tvar[j] <=ncov)) cptcoveff=Tvar[j]; + /*printf("j=%d %d\n",j,Tvar[j]);*/ + } + + /* printf("cptcoveff=%d Tvaraff=%d %d\n",cptcoveff, Tvaraff[1],Tvaraff[2]); + scanf("%d",i);*/ +} + +/*********** Health Expectancies ****************/ + +void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij) +{ + /* Health expectancies */ + int i, j, nhstepm, hstepm, h; + double age, agelim,hf; + double ***p3mat; + + fprintf(ficreseij,"# Health expectancies\n"); + fprintf(ficreseij,"# Age"); + for(i=1; i<=nlstate;i++) + for(j=1; j<=nlstate;j++) + fprintf(ficreseij," %1d-%1d",i,j); + fprintf(ficreseij,"\n"); + + hstepm=1*YEARM; /* Every j years of age (in month) */ + hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ + + agelim=AGESUP; + for (age=bage; age<=fage; age ++){ /* If stepm=6 months */ + /* nhstepm age range expressed in number of stepm */ + nhstepm=(int) rint((agelim-age)*YEARM/stepm); + /* Typically if 20 years = 20*12/6=40 stepm */ + if (stepm >= YEARM) hstepm=1; + nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */ + p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm); + /* Computed by stepm unit matrices, product of hstepm matrices, stored + in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */ + hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij); + + + for(i=1; i<=nlstate;i++) + for(j=1; j<=nlstate;j++) + for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){ + eij[i][j][(int)age] +=p3mat[i][j][h]; + } + + hf=1; + if (stepm >= YEARM) hf=stepm/YEARM; + fprintf(ficreseij,"%.0f",age ); + for(i=1; i<=nlstate;i++) + for(j=1; j<=nlstate;j++){ + fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]); + } + fprintf(ficreseij,"\n"); + free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm); + } +} + +/************ Variance ******************/ +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) +{ + /* Variance of health expectancies */ + /* double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/ + double **newm; + double **dnewm,**doldm; + int i, j, nhstepm, hstepm, h; + int k, cptcode; + double *xp; + double **gp, **gm; + double ***gradg, ***trgradg; + double ***p3mat; + double age,agelim; + int theta; + + fprintf(ficresvij,"# Covariances of life expectancies\n"); + fprintf(ficresvij,"# Age"); + for(i=1; i<=nlstate;i++) + for(j=1; j<=nlstate;j++) + fprintf(ficresvij," Cov(e%1d, e%1d)",i,j); + fprintf(ficresvij,"\n"); + + xp=vector(1,npar); + dnewm=matrix(1,nlstate,1,npar); + doldm=matrix(1,nlstate,1,nlstate); + + hstepm=1*YEARM; /* Every year of age */ + hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ + agelim = AGESUP; + for (age=bage; age<=fage; age ++){ /* If stepm=6 months */ + nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ + if (stepm >= YEARM) hstepm=1; + nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */ + p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm); + gradg=ma3x(0,nhstepm,1,npar,1,nlstate); + gp=matrix(0,nhstepm,1,nlstate); + gm=matrix(0,nhstepm,1,nlstate); + + for(theta=1; theta <=npar; theta++){ + for(i=1; i<=npar; i++){ /* Computes gradient */ + xp[i] = x[i] + (i==theta ?delti[theta]:0); + } + hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij); + prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij); + for(j=1; j<= nlstate; j++){ + for(h=0; h<=nhstepm; h++){ + for(i=1, gp[h][j]=0.;i<=nlstate;i++) + gp[h][j] += prlim[i][i]*p3mat[i][j][h]; + } + } + + for(i=1; i<=npar; i++) /* Computes gradient */ + xp[i] = x[i] - (i==theta ?delti[theta]:0); + hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij); + prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij); + for(j=1; j<= nlstate; j++){ + for(h=0; h<=nhstepm; h++){ + for(i=1, gm[h][j]=0.;i<=nlstate;i++) + gm[h][j] += prlim[i][i]*p3mat[i][j][h]; + } + } + for(j=1; j<= nlstate; j++) + for(h=0; h<=nhstepm; h++){ + gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta]; + } + } /* End theta */ + + trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); + + for(h=0; h<=nhstepm; h++) + for(j=1; j<=nlstate;j++) + for(theta=1; theta <=npar; theta++) + trgradg[h][j][theta]=gradg[h][theta][j]; + + for(i=1;i<=nlstate;i++) + for(j=1;j<=nlstate;j++) + vareij[i][j][(int)age] =0.; + for(h=0;h<=nhstepm;h++){ + for(k=0;k<=nhstepm;k++){ + matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov); + matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]); + for(i=1;i<=nlstate;i++) + for(j=1;j<=nlstate;j++) + vareij[i][j][(int)age] += doldm[i][j]; + } + } + h=1; + if (stepm >= YEARM) h=stepm/YEARM; + fprintf(ficresvij,"%.0f ",age ); + for(i=1; i<=nlstate;i++) + for(j=1; j<=nlstate;j++){ + fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]); + } + fprintf(ficresvij,"\n"); + free_matrix(gp,0,nhstepm,1,nlstate); + free_matrix(gm,0,nhstepm,1,nlstate); + free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate); + free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar); + free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm); + } /* End age */ + + free_vector(xp,1,npar); + free_matrix(doldm,1,nlstate,1,npar); + free_matrix(dnewm,1,nlstate,1,nlstate); + +} + +/************ Variance of prevlim ******************/ +void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij) +{ + /* Variance of prevalence limit */ + /* double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/ + double **newm; + double **dnewm,**doldm; + int i, j, nhstepm, hstepm; + int k, cptcode; + double *xp; + double *gp, *gm; + double **gradg, **trgradg; + double age,agelim; + int theta; + + fprintf(ficresvpl,"# Standard deviation of prevalences limit\n"); + fprintf(ficresvpl,"# Age"); + for(i=1; i<=nlstate;i++) + fprintf(ficresvpl," %1d-%1d",i,i); + fprintf(ficresvpl,"\n"); + + xp=vector(1,npar); + dnewm=matrix(1,nlstate,1,npar); + doldm=matrix(1,nlstate,1,nlstate); + + hstepm=1*YEARM; /* Every year of age */ + hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ + agelim = AGESUP; + for (age=bage; age<=fage; age ++){ /* If stepm=6 months */ + nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ + if (stepm >= YEARM) hstepm=1; + nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */ + gradg=matrix(1,npar,1,nlstate); + gp=vector(1,nlstate); + gm=vector(1,nlstate); + + for(theta=1; theta <=npar; theta++){ + for(i=1; i<=npar; i++){ /* Computes gradient */ + xp[i] = x[i] + (i==theta ?delti[theta]:0); + } + prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij); + for(i=1;i<=nlstate;i++) + gp[i] = prlim[i][i]; + + for(i=1; i<=npar; i++) /* Computes gradient */ + xp[i] = x[i] - (i==theta ?delti[theta]:0); + prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij); + for(i=1;i<=nlstate;i++) + gm[i] = prlim[i][i]; + + for(i=1;i<=nlstate;i++) + gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta]; + } /* End theta */ + + trgradg =matrix(1,nlstate,1,npar); + + for(j=1; j<=nlstate;j++) + for(theta=1; theta <=npar; theta++) + trgradg[j][theta]=gradg[theta][j]; + + for(i=1;i<=nlstate;i++) + varpl[i][(int)age] =0.; + matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov); + matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg); + for(i=1;i<=nlstate;i++) + varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */ + + fprintf(ficresvpl,"%.0f ",age ); + for(i=1; i<=nlstate;i++) + fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age])); + fprintf(ficresvpl,"\n"); + free_vector(gp,1,nlstate); + free_vector(gm,1,nlstate); + free_matrix(gradg,1,npar,1,nlstate); + free_matrix(trgradg,1,nlstate,1,npar); + } /* End age */ + + free_vector(xp,1,npar); + free_matrix(doldm,1,nlstate,1,npar); + free_matrix(dnewm,1,nlstate,1,nlstate); + +} + + + +/***********************************************/ +/**************** Main Program *****************/ +/***********************************************/ + +/*int main(int argc, char *argv[])*/ +int main() +{ + + int i,j, k, n=MAXN,iter,m,size,cptcode, aaa, cptcod; + double agedeb, agefin,hf; + double agemin=1.e20, agemax=-1.e20; + + double fret; + double **xi,tmp,delta; + + double dum; /* Dummy variable */ + double ***p3mat; + int *indx; + char line[MAXLINE], linepar[MAXLINE]; + char title[MAXLINE]; + char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH], filerespl[FILENAMELENGTH]; + char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH]; + char filerest[FILENAMELENGTH]; + char fileregp[FILENAMELENGTH]; + char path[80],pathc[80],pathcd[80],pathtot[80],model[20]; + int firstobs=1, lastobs=10; + int sdeb, sfin; /* Status at beginning and end */ + int c, h , cpt,l; + int ju,jl, mi; + int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij; + int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab; + + int hstepm, nhstepm; + double bage, fage, age, agelim, agebase; + double ftolpl=FTOL; + double **prlim; + double *severity; + double ***param; /* Matrix of parameters */ + double *p; + double **matcov; /* Matrix of covariance */ + double ***delti3; /* Scale */ + double *delti; /* Scale */ + double ***eij, ***vareij; + double **varpl; /* Variances of prevalence limits by age */ + double *epj, vepp; + char version[80]="Imach version 62c, May 1999, INED-EUROREVES "; + char *alph[]={"a","a","b","c","d","e"}, str[4]; + + char z[1]="c", occ; +#include +#include + char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80]; + /* long total_usecs; + struct timeval start_time, end_time; + + gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */ + + + printf("\nIMACH, Version 0.64a"); + printf("\nEnter the parameter file name: "); + +#ifdef windows + scanf("%s",pathtot); + getcwd(pathcd, size); + /*cygwin_split_path(pathtot,path,optionfile); + printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/ + /* cutv(path,optionfile,pathtot,'\\');*/ + +split(pathtot, path,optionfile); + chdir(path); + replace(pathc,path); +#endif +#ifdef unix + scanf("%s",optionfile); +#endif + +/*-------- arguments in the command line --------*/ + + strcpy(fileres,"r"); + strcat(fileres, optionfile); + + /*---------arguments file --------*/ + + if((ficpar=fopen(optionfile,"r"))==NULL) { + printf("Problem with optionfile %s\n",optionfile); + goto end; + } + + strcpy(filereso,"o"); + strcat(filereso,fileres); + if((ficparo=fopen(filereso,"w"))==NULL) { + printf("Problem with Output resultfile: %s\n", filereso);goto end; + } + + /* Reads comments: lines beginning with '#' */ + while((c=getc(ficpar))=='#' && c!= EOF){ + ungetc(c,ficpar); + fgets(line, MAXLINE, ficpar); + puts(line); + fputs(line,ficparo); + } + ungetc(c,ficpar); + + 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); + 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); + 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); + + covar=matrix(0,NCOVMAX,1,n); + if (strlen(model)<=1) cptcovn=0; + else { + j=0; + j=nbocc(model,'+'); + cptcovn=j+1; + } + + ncovmodel=2+cptcovn; + nvar=ncovmodel-1; /* Suppressing age as a basic covariate */ + + /* Read guess parameters */ + /* Reads comments: lines beginning with '#' */ + while((c=getc(ficpar))=='#' && c!= EOF){ + ungetc(c,ficpar); + fgets(line, MAXLINE, ficpar); + puts(line); + fputs(line,ficparo); + } + ungetc(c,ficpar); + + param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel); + for(i=1; i <=nlstate; i++) + for(j=1; j <=nlstate+ndeath-1; j++){ + fscanf(ficpar,"%1d%1d",&i1,&j1); + fprintf(ficparo,"%1d%1d",i1,j1); + printf("%1d%1d",i,j); + for(k=1; k<=ncovmodel;k++){ + fscanf(ficpar," %lf",¶m[i][j][k]); + printf(" %lf",param[i][j][k]); + fprintf(ficparo," %lf",param[i][j][k]); + } + fscanf(ficpar,"\n"); + printf("\n"); + fprintf(ficparo,"\n"); + } + + npar= (nlstate+ndeath-1)*nlstate*ncovmodel; + p=param[1][1]; + + /* Reads comments: lines beginning with '#' */ + while((c=getc(ficpar))=='#' && c!= EOF){ + ungetc(c,ficpar); + fgets(line, MAXLINE, ficpar); + puts(line); + fputs(line,ficparo); + } + ungetc(c,ficpar); + + delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel); + delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */ + for(i=1; i <=nlstate; i++){ + for(j=1; j <=nlstate+ndeath-1; j++){ + fscanf(ficpar,"%1d%1d",&i1,&j1); + printf("%1d%1d",i,j); + fprintf(ficparo,"%1d%1d",i1,j1); + for(k=1; k<=ncovmodel;k++){ + fscanf(ficpar,"%le",&delti3[i][j][k]); + printf(" %le",delti3[i][j][k]); + fprintf(ficparo," %le",delti3[i][j][k]); + } + fscanf(ficpar,"\n"); + printf("\n"); + fprintf(ficparo,"\n"); + } + } + delti=delti3[1][1]; + + /* Reads comments: lines beginning with '#' */ + while((c=getc(ficpar))=='#' && c!= EOF){ + ungetc(c,ficpar); + fgets(line, MAXLINE, ficpar); + puts(line); + fputs(line,ficparo); + } + ungetc(c,ficpar); + + matcov=matrix(1,npar,1,npar); + for(i=1; i <=npar; i++){ + fscanf(ficpar,"%s",&str); + printf("%s",str); + fprintf(ficparo,"%s",str); + for(j=1; j <=i; j++){ + fscanf(ficpar," %le",&matcov[i][j]); + printf(" %.5le",matcov[i][j]); + fprintf(ficparo," %.5le",matcov[i][j]); + } + fscanf(ficpar,"\n"); + printf("\n"); + fprintf(ficparo,"\n"); + } + for(i=1; i <=npar; i++) + for(j=i+1;j<=npar;j++) + matcov[i][j]=matcov[j][i]; + + printf("\n"); + + + /*-------- data file ----------*/ + if((ficres =fopen(fileres,"w"))==NULL) { + printf("Problem with resultfile: %s\n", fileres);goto end; + } + fprintf(ficres,"#%s\n",version); + + if((fic=fopen(datafile,"r"))==NULL) { + printf("Problem with datafile: %s\n", datafile);goto end; + } + + n= lastobs; + severity = vector(1,maxwav); + outcome=imatrix(1,maxwav+1,1,n); + num=ivector(1,n); + moisnais=vector(1,n); + annais=vector(1,n); + moisdc=vector(1,n); + andc=vector(1,n); + agedc=vector(1,n); + cod=ivector(1,n); + weight=vector(1,n); + for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */ + mint=matrix(1,maxwav,1,n); + anint=matrix(1,maxwav,1,n); + s=imatrix(1,maxwav+1,1,n); + adl=imatrix(1,maxwav+1,1,n); + tab=ivector(1,NCOVMAX); + ncodemax=ivector(1,8); + + i=1; + while (fgets(line, MAXLINE, fic) != NULL) { + if ((i >= firstobs) && (i <=lastobs)) { + + for (j=maxwav;j>=1;j--){ + cutv(stra, strb,line,' '); s[j][i]=atoi(strb); + strcpy(line,stra); + cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra); + cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra); + } + + cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra); + cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra); + + cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra); + cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra); + + cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra); + for (j=ncov;j>=1;j--){ + cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra); + } + num[i]=atol(stra); + + /*printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.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]));*/ + + i=i+1; + } + } + + /*scanf("%d",i);*/ + imx=i-1; /* Number of individuals */ + + /* Calculation of the number of parameter from char model*/ + Tvar=ivector(1,15); + Tprod=ivector(1,15); + Tvaraff=ivector(1,15); + Tvard=imatrix(1,15,1,2); + Tage=ivector(1,15); + + if (strlen(model) >1){ + j=0, j1=0, k1=1, k2=1; + j=nbocc(model,'+'); + j1=nbocc(model,'*'); + cptcovn=j+1; + cptcovprod=j1; + + strcpy(modelsav,model); + if (j==0) { + if (j1==0){ + cutv(stra,strb,modelsav,'V'); + Tvar[1]=atoi(strb); + } + else if (j1==1) { + cutv(stra,strb,modelsav,'*'); + Tage[1]=1; cptcovage++; + if (strcmp(stra,"age")==0) { + cptcovprod--; + cutv(strd,strc,strb,'V'); + Tvar[1]=atoi(strc); + } + else if (strcmp(strb,"age")==0) { + cptcovprod--; + cutv(strd,strc,stra,'V'); + Tvar[1]=atoi(strc); + } + else { + cutv(strd,strc,strb,'V'); + cutv(stre,strd,stra,'V'); + Tvar[1]=ncov+1; + for (k=1; k<=lastobs;k++) + covar[ncov+1][k]=covar[atoi(strc)][k]*covar[atoi(strd)][k]; + } + /*printf("%s %s %s\n", stra,strb,modelsav); +printf("%d ",Tvar[1]); +scanf("%d",i);*/ + } + } + else { + for(i=j; i>=1;i--){ + cutv(stra,strb,modelsav,'+'); + /*printf("%s %s %s\n", stra,strb,modelsav); + scanf("%d",i);*/ + if (strchr(strb,'*')) { + cutv(strd,strc,strb,'*'); + if (strcmp(strc,"age")==0) { + cptcovprod--; + cutv(strb,stre,strd,'V'); + Tvar[i+1]=atoi(stre); + cptcovage++; + Tage[cptcovage]=i+1; + printf("stre=%s ", stre); + } + else if (strcmp(strd,"age")==0) { + cptcovprod--; + cutv(strb,stre,strc,'V'); + Tvar[i+1]=atoi(stre); + cptcovage++; + Tage[cptcovage]=i+1; + } + else { + cutv(strb,stre,strc,'V'); + Tvar[i+1]=ncov+k1; + cutv(strb,strc,strd,'V'); + Tprod[k1]=i+1; + Tvard[k1][1]=atoi(strc); + Tvard[k1][2]=atoi(stre); + Tvar[cptcovn+k2]=Tvard[k1][1]; + Tvar[cptcovn+k2+1]=Tvard[k1][2]; + for (k=1; k<=lastobs;k++) + covar[ncov+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k]; + k1++; + k2=k2+2; + } + } + else { + cutv(strd,strc,strb,'V'); + /* printf("%s %s %s", strd,strc,strb);*/ + Tvar[i+1]=atoi(strc); + } + strcpy(modelsav,stra); + } + cutv(strd,strc,stra,'V'); + Tvar[1]=atoi(strc); + } + } + /* for (i=1; i<=5; i++) + printf("i=%d %d ",i,Tvar[i]);*/ + /* printf("tvar=%d %d cptcovage=%d %d",Tvar[1],Tvar[2],cptcovage,Tage[1]);*/ + /*printf("cptcovprod=%d ", cptcovprod);*/ + /* scanf("%d ",i);*/ + fclose(fic); + + /* if(mle==1){*/ + if (weightopt != 1) { /* Maximisation without weights*/ + for(i=1;i<=n;i++) weight[i]=1.0; + } + /*-calculation of age at interview from date of interview and age at death -*/ + agev=matrix(1,maxwav,1,imx); + + for (i=1; i<=imx; i++) { + agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]); + for(m=1; (m<= maxwav); m++){ + if(s[m][i] >0){ + if (s[m][i] == nlstate+1) { + if(agedc[i]>0) + if(moisdc[i]!=99 && andc[i]!=9999) + agev[m][i]=agedc[i]; + else{ + printf("Warning negative age at death: %d line:%d\n",num[i],i); + agev[m][i]=-1; + } + } + else if(s[m][i] !=9){ /* Should no more exist */ + agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]); + if(mint[m][i]==99 || anint[m][i]==9999) + agev[m][i]=1; + else if(agev[m][i] agemax){ + agemax=agev[m][i]; + /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/ + } + /*agev[m][i]=anint[m][i]-annais[i];*/ + /* agev[m][i] = age[i]+2*m;*/ + } + else { /* =9 */ + agev[m][i]=1; + s[m][i]=-1; + } + } + else /*= 0 Unknown */ + agev[m][i]=1; + } + + } + for (i=1; i<=imx; i++) { + for(m=1; (m<= maxwav); m++){ + if (s[m][i] > (nlstate+ndeath)) { + printf("Error: Wrong value in nlstate or ndeath\n"); + goto end; + } + } + } + +printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax); + + free_vector(severity,1,maxwav); + free_imatrix(outcome,1,maxwav+1,1,n); + free_vector(moisnais,1,n); + free_vector(annais,1,n); + free_matrix(mint,1,maxwav,1,n); + free_matrix(anint,1,maxwav,1,n); + free_vector(moisdc,1,n); + free_vector(andc,1,n); + + + wav=ivector(1,imx); + dh=imatrix(1,lastpass-firstpass+1,1,imx); + mw=imatrix(1,lastpass-firstpass+1,1,imx); + + /* Concatenates waves */ + concatwav(wav, dh, mw, s, agedc, agev, firstpass, lastpass, imx, nlstate, stepm); + + + Tcode=ivector(1,100); + nbcode=imatrix(1,nvar,1,8); + ncodemax[1]=1; + if (cptcovn > 0) tricode(Tvar,nbcode,imx); + + codtab=imatrix(1,100,1,10); + h=0; + m=pow(2,cptcoveff); + + for(k=1;k<=cptcoveff; k++){ + for(i=1; i <=(m/pow(2,k));i++){ + for(j=1; j <= ncodemax[k]; j++){ + for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){ + h++; + if (h>m) h=1;codtab[h][k]=j; + } + } + } + } + + + /*for(i=1; i <=m ;i++){ + for(k=1; k <=cptcovn; k++){ + printf("i=%d k=%d %d %d",i,k,codtab[i][k], cptcoveff); + } + printf("\n"); + } + scanf("%d",i);*/ + + /* Calculates basic frequencies. Computes observed prevalence at single age + and prints on file fileres'p'. */ + freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax); + + pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */ + oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */ + newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */ + savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */ + oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */ + + /* For Powell, parameters are in a vector p[] starting at p[1] + so we point p on param[1][1] so that p[1] maps on param[1][1][1] */ + p=param[1][1]; /* *(*(*(param +1)+1)+0) */ + + if(mle==1){ + mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func); + } + + /*--------- results files --------------*/ + 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); + + jk=1; + fprintf(ficres,"# Parameters\n"); + printf("# Parameters\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(ficres,"%1d%1d ",i,k); + for(j=1; j <=ncovmodel; j++){ + printf("%f ",p[jk]); + fprintf(ficres,"%f ",p[jk]); + jk++; + } + printf("\n"); + fprintf(ficres,"\n"); + } + } + } + if(mle==1){ + /* Computing hessian and covariance matrix */ + ftolhess=ftol; /* Usually correct */ + hesscov(matcov, p, npar, delti, ftolhess, func); + } + fprintf(ficres,"# Scales\n"); + printf("# Scales\n"); + for(i=1,jk=1; i <=nlstate; i++){ + for(j=1; j <=nlstate+ndeath; j++){ + if (j!=i) { + fprintf(ficres,"%1d%1d",i,j); + printf("%1d%1d",i,j); + for(k=1; k<=ncovmodel;k++){ + printf(" %.5e",delti[jk]); + fprintf(ficres," %.5e",delti[jk]); + jk++; + } + printf("\n"); + fprintf(ficres,"\n"); + } + } + } + + k=1; + fprintf(ficres,"# Covariance\n"); + printf("# Covariance\n"); + for(i=1;i<=npar;i++){ + /* if (k>nlstate) k=1; + i1=(i-1)/(ncovmodel*nlstate)+1; + fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]); + printf("%s%d%d",alph[k],i1,tab[i]);*/ + fprintf(ficres,"%3d",i); + printf("%3d",i); + for(j=1; j<=i;j++){ + fprintf(ficres," %.5e",matcov[i][j]); + printf(" %.5e",matcov[i][j]); + } + fprintf(ficres,"\n"); + printf("\n"); + k++; + } + + while((c=getc(ficpar))=='#' && c!= EOF){ + ungetc(c,ficpar); + fgets(line, MAXLINE, ficpar); + puts(line); + fputs(line,ficparo); + } + ungetc(c,ficpar); + + fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage); + + if (fage <= 2) { + bage = agemin; + fage = agemax; + } + + fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n"); + fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage); + + +/*------------ gnuplot -------------*/ +chdir(pathcd); + if((ficgp=fopen("graph.plt","w"))==NULL) { + printf("Problem with file graph.gp");goto end; + } +#ifdef windows + fprintf(ficgp,"cd \"%s\" \n",pathc); +#endif +m=pow(2,cptcoveff); + + /* 1eme*/ + for (cpt=1; cpt<= nlstate ; cpt ++) { + for (k1=1; k1<= m ; k1 ++) { + +#ifdef windows + 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); +#endif +#ifdef unix +fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres); +#endif + +for (i=1; i<= nlstate ; i ++) { + if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)"); + else fprintf(ficgp," \%%*lf (\%%*lf)"); +} + fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1); + for (i=1; i<= nlstate ; i ++) { + if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)"); + else fprintf(ficgp," \%%*lf (\%%*lf)"); +} + fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1); + for (i=1; i<= nlstate ; i ++) { + if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)"); + else fprintf(ficgp," \%%*lf (\%%*lf)"); +} + fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1)); +#ifdef unix +fprintf(ficgp,"\nset ter gif small size 400,300"); +#endif +fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1); + } + } + /*2 eme*/ + + for (k1=1; k1<= m ; k1 ++) { + fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage); + + for (i=1; i<= nlstate+1 ; i ++) { + k=2*i; + fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1); + for (j=1; j<= nlstate+1 ; j ++) { + if (j==i) fprintf(ficgp," \%%lf (\%%lf)"); + else fprintf(ficgp," \%%*lf (\%%*lf)"); +} + if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,"); + else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1); + fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1); + for (j=1; j<= nlstate+1 ; j ++) { + if (j==i) fprintf(ficgp," \%%lf (\%%lf)"); + else fprintf(ficgp," \%%*lf (\%%*lf)"); +} + fprintf(ficgp,"\" t\"\" w l 0,"); + fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1); + for (j=1; j<= nlstate+1 ; j ++) { + if (j==i) fprintf(ficgp," \%%lf (\%%lf)"); + else fprintf(ficgp," \%%*lf (\%%*lf)"); +} + if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0"); + else fprintf(ficgp,"\" t\"\" w l 0,"); + } + fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1); + } + + /*3eme*/ + + for (k1=1; k1<= m ; k1 ++) { + for (cpt=1; cpt<= nlstate ; cpt ++) { + k=2+nlstate*(cpt-1); + 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); + for (i=1; i< nlstate ; i ++) { + 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); + } + fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1); + } + } + + /* CV preval stat */ + for (k1=1; k1<= m ; k1 ++) { + for (cpt=1; cpt
    Imach, Version 0.64a
  • Outputs files

    \n + - Observed prevalence in each state: p%s
    \n +- Estimated parameters and the covariance matrix: %s
    + - Stationary prevalence in each state: pl%s
    + - Transition probabilities: pij%s
    + - Copy of the parameter file: o%s
    + - Life expectancies by age and initial health status: e%s
    + - Variances of life expectancies by age and initial health status: v%s
    + - Health expectancies with their variances: t%s
    + - Standard deviation of stationary prevalences: vpl%s

    ",fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres); + + fprintf(fichtm,"
  • Graphs
  • \n

    "); + + m=cptcoveff; + if (cptcovn < 1) {m=1;ncodemax[1]=1;} + + j1=0; + for(k1=1; k1<=m;k1++){ + for(i1=1; i1<=ncodemax[k1];i1++){ + j1++; + if (cptcovn > 0) { + fprintf(fichtm,"


    ************ Results for covariates"); + for (cpt=1; cpt<=cptcoveff;cpt++) + fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[j1][cpt]]); + fprintf(fichtm," ************\n
    "); + } + fprintf(fichtm,"
    - Probabilities: pe%s%d.gif
    +",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1); + for(cpt=1; cpt- Prevalence of disability : p%s%d%d.gif
    +",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1); + } + for(cpt=1; cpt<=nlstate;cpt++) { + fprintf(fichtm,"
    - Observed and stationary prevalence (with confident +interval) in state (%d): v%s%d%d.gif
    +",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1); + } + for(cpt=1; cpt<=nlstate;cpt++) { + fprintf(fichtm,"\n
    - Health life expectancies by age and initial health state (%d): exp%s%d%d.gif
    +",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1); + } + fprintf(fichtm,"\n
    - Total life expectancy by age and +health expectancies in states (1) and (2): e%s%d.gif
    +",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1); +fprintf(fichtm,"\n"); + } + } +fclose(fichtm); + + /*--------------- Prevalence limit --------------*/ + + strcpy(filerespl,"pl"); + strcat(filerespl,fileres); + if((ficrespl=fopen(filerespl,"w"))==NULL) { + printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end; + } + printf("Computing prevalence limit: result on file '%s' \n", filerespl); + fprintf(ficrespl,"#Prevalence limit\n"); + fprintf(ficrespl,"#Age "); + for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i); + fprintf(ficrespl,"\n"); + + prlim=matrix(1,nlstate,1,nlstate); + pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */ + oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */ + newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */ + savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */ + oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */ + k=0; + agebase=agemin; + agelim=agemax; + ftolpl=1.e-10; + i1=cptcoveff; + if (cptcovn < 1){i1=1;} + + for(cptcov=1;cptcov<=i1;cptcov++){ + for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){ + k=k+1; + /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/ + fprintf(ficrespl,"\n#******"); + for(j=1;j<=cptcoveff;j++) + fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]); + fprintf(ficrespl,"******\n"); + + for (age=agebase; age<=agelim; age++){ + prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k); + fprintf(ficrespl,"%.0f",age ); + for(i=1; i<=nlstate;i++) + fprintf(ficrespl," %.5f", prlim[i][i]); + fprintf(ficrespl,"\n"); + } + } + } + fclose(ficrespl); + /*------------- h Pij x at various ages ------------*/ + + strcpy(filerespij,"pij"); strcat(filerespij,fileres); + if((ficrespij=fopen(filerespij,"w"))==NULL) { + printf("Problem with Pij resultfile: %s\n", filerespij);goto end; + } + printf("Computing pij: result on file '%s' \n", filerespij); + + stepsize=(int) (stepm+YEARM-1)/YEARM; + if (stepm<=24) stepsize=2; + + agelim=AGESUP; + hstepm=stepsize*YEARM; /* Every year of age */ + hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */ + + k=0; + for(cptcov=1;cptcov<=i1;cptcov++){ + for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){ + k=k+1; + fprintf(ficrespij,"\n#****** "); + for(j=1;j<=cptcoveff;j++) + fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]); + fprintf(ficrespij,"******\n"); + + for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */ + nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ + nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */ + p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm); + oldm=oldms;savm=savms; + hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k); + fprintf(ficrespij,"# Age"); + for(i=1; i<=nlstate;i++) + for(j=1; j<=nlstate+ndeath;j++) + fprintf(ficrespij," %1d-%1d",i,j); + fprintf(ficrespij,"\n"); + for (h=0; h<=nhstepm; h++){ + fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm ); + for(i=1; i<=nlstate;i++) + for(j=1; j<=nlstate+ndeath;j++) + fprintf(ficrespij," %.5f", p3mat[i][j][h]); + fprintf(ficrespij,"\n"); + } + free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm); + fprintf(ficrespij,"\n"); + } + } + } + + fclose(ficrespij); + + /*---------- Health expectancies and variances ------------*/ + + strcpy(filerest,"t"); + strcat(filerest,fileres); + if((ficrest=fopen(filerest,"w"))==NULL) { + printf("Problem with total LE resultfile: %s\n", filerest);goto end; + } + printf("Computing Total LEs with variances: file '%s' \n", filerest); + + + strcpy(filerese,"e"); + strcat(filerese,fileres); + if((ficreseij=fopen(filerese,"w"))==NULL) { + printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0); + } + printf("Computing Health Expectancies: result on file '%s' \n", filerese); + + strcpy(fileresv,"v"); + strcat(fileresv,fileres); + if((ficresvij=fopen(fileresv,"w"))==NULL) { + printf("Problem with variance resultfile: %s\n", fileresv);exit(0); + } + printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv); + + k=0; + for(cptcov=1;cptcov<=i1;cptcov++){ + for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){ + k=k+1; + fprintf(ficrest,"\n#****** "); + for(j=1;j<=cptcoveff;j++) + fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]); + fprintf(ficrest,"******\n"); + + fprintf(ficreseij,"\n#****** "); + for(j=1;j<=cptcoveff;j++) + fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]); + fprintf(ficreseij,"******\n"); + + fprintf(ficresvij,"\n#****** "); + for(j=1;j<=cptcoveff;j++) + fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]); + fprintf(ficresvij,"******\n"); + + eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage); + oldm=oldms;savm=savms; + evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k); + vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage); + oldm=oldms;savm=savms; + varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k); + + fprintf(ficrest,"#Total LEs with variances: e.. (std) "); + for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i); + fprintf(ficrest,"\n"); + + hf=1; + if (stepm >= YEARM) hf=stepm/YEARM; + epj=vector(1,nlstate+1); + for(age=bage; age <=fage ;age++){ + prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k); + fprintf(ficrest," %.0f",age); + for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){ + for(i=1, epj[j]=0.;i <=nlstate;i++) { + epj[j] += prlim[i][i]*hf*eij[i][j][(int)age]; + } + epj[nlstate+1] +=epj[j]; + } + for(i=1, vepp=0.;i <=nlstate;i++) + for(j=1;j <=nlstate;j++) + vepp += vareij[i][j][(int)age]; + fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp)); + for(j=1;j <=nlstate;j++){ + fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age])); + } + fprintf(ficrest,"\n"); + } + } + } + + fclose(ficreseij); + fclose(ficresvij); + fclose(ficrest); + fclose(ficpar); + free_vector(epj,1,nlstate+1); + /* scanf("%d ",i); */ + + /*------- Variance limit prevalence------*/ + +strcpy(fileresvpl,"vpl"); + strcat(fileresvpl,fileres); + if((ficresvpl=fopen(fileresvpl,"w"))==NULL) { + printf("Problem with variance prev lim resultfile: %s\n", fileresvpl); + exit(0); + } + printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl); + + k=0; + for(cptcov=1;cptcov<=i1;cptcov++){ + for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){ + k=k+1; + fprintf(ficresvpl,"\n#****** "); + for(j=1;j<=cptcoveff;j++) + fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]); + fprintf(ficresvpl,"******\n"); + + varpl=matrix(1,nlstate,(int) bage, (int) fage); + oldm=oldms;savm=savms; + varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k); + } + } + + fclose(ficresvpl); + + /*---------- End : free ----------------*/ + free_matrix(varpl,1,nlstate,(int) bage, (int)fage); + + free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage); + free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage); + + + free_matrix(pmmij,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(savms, 1,nlstate+ndeath,1,nlstate+ndeath); + + free_matrix(matcov,1,npar,1,npar); + free_vector(delti,1,npar); + + free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); + + printf("End of Imach\n"); + /* gettimeofday(&end_time, (struct timezone*)0);*/ /* after time */ + + /* 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);*/ + /*printf("Total time was %d uSec.\n", total_usecs);*/ + /*------ End -----------*/ + + end: +#ifdef windows + chdir(pathcd); +#endif + system("wgnuplot graph.plt"); + +#ifdef windows + while (z[0] != 'q') { + chdir(pathcd); + printf("\nType e to edit output files, c to start again, and q for exiting: "); + scanf("%s",z); + if (z[0] == 'c') system("./imach"); + else if (z[0] == 'e') { + chdir(path); + system("index.htm"); + } + else if (z[0] == 'q') exit(0); + } +#endif +} + +