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version 1.1, 2000/12/28 18:49:56 version 1.15, 2002/02/20 17:08:52
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 /*********************** Imach **************************************          /*********************** Imach **************************************        
   This program computes Healthy Life Expectancies from cross-longitudinal     This program computes Healthy Life Expectancies from cross-longitudinal
   data. Cross-longitudinal consist in a first survey ("cross") where     data. Cross-longitudinal consist in a first survey ("cross") where
   individuals from different ages are interviewed on their health status    individuals from different ages are interviewed on their health status
   or degree of  disability. At least a second wave of interviews     or degree of  disability. At least a second wave of interviews
   ("longitudinal") should  measure each new individual health status.     ("longitudinal") should  measure each new individual health status.
   Health expectancies are computed from the transistions observed between     Health expectancies are computed from the transistions observed between
   waves and are computed for each degree of severity of disability (number    waves and are computed for each degree of severity of disability (number
   of life states). More degrees you consider, more time is necessary to    of life states). More degrees you consider, more time is necessary to
   reach the Maximum Likekilhood of the parameters involved in the model.    reach the Maximum Likelihood of the parameters involved in the model.
   The simplest model is the multinomial logistic model where pij is    The simplest model is the multinomial logistic model where pij is
   the probabibility to be observed in state j at the second wave conditional    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:    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'     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    is a covariate. If you want to have a more complex model than "constant and
   age", you should modify the program where the markup     age", you should modify the program where the markup
     *Covariates have to be included here again* invites you to do it.      *Covariates have to be included here again* invites you to do it.
   More covariates you add, less is the speed of the convergence.    More covariates you add, less is the speed of the convergence.
   
   The advantage that this computer programme claims, comes from that if the     The advantage that this computer programme claims, comes from that if the
   delay between waves is not identical for each individual, or if some     delay between waves is not identical for each individual, or if some
   individual missed an interview, the information is not rounded or lost, but    individual missed an interview, the information is not rounded or lost, but
   taken into account using an interpolation or extrapolation.    taken into account using an interpolation or extrapolation.
   hPijx is the probability to be    hPijx is the probability to be
   observed in state i at age x+h conditional to the observed state i at age     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     x. The delay 'h' can be split into an exact number (nh*stepm) of
   unobserved intermediate  states. This elementary transition (by month or     unobserved intermediate  states. This elementary transition (by month or
   quarter trimester, semester or year) is model as a multinomial logistic.     quarter trimester, semester or year) is model as a multinomial logistic.
   The hPx matrix is simply the matrix product of nh*stepm elementary matrices    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.    and the contribution of each individual to the likelihood is simply hPijx.
   
   Also this programme outputs the covariance matrix of the parameters but also    Also this programme outputs the covariance matrix of the parameters but also
   of the life expectancies. It also computes the prevalence limits.     of the life expectancies. It also computes the prevalence limits.
      
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).    Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
            Institut national d'études démographiques, Paris.             Institut national d'études démographiques, Paris.
   This software have been partly granted by Euro-REVES, a concerted action    This software have been partly granted by Euro-REVES, a concerted action
   from the European Union.    from the European Union.
   It is copyrighted identically to a GNU software product, ie programme and    It is copyrighted identically to a GNU software product, ie programme and
   software can be distributed freely for non commercial use. Latest version    software can be distributed freely for non commercial use. Latest version
   can be accessed at http://euroreves.ined.fr/imach .    can be accessed at http://euroreves.ined.fr/imach .
   **********************************************************************/    **********************************************************************/
     
 #include <math.h>  #include <math.h>
 #include <stdio.h>  #include <stdio.h>
 #include <stdlib.h>  #include <stdlib.h>
 #include <unistd.h>  #include <unistd.h>
   
 #define MAXLINE 256  #define MAXLINE 256
 #define FILENAMELENGTH 80  #define FILENAMELENGTH 80
 /*#define DEBUG*/  /*#define DEBUG*/
 /*#define win*/  #define windows
   #define GLOCK_ERROR_NOPATH              -1      /* empty path */
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */  #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncov */  
   #define MAXPARM 30 /* Maximum number of parameters for the optimization */
 #define NINTERVMAX 8  #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */  
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */  #define NINTERVMAX 8
 #define NCOVMAX 8 /* Maximum number of covariates */  #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
 #define MAXN 20000  #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
 #define YEARM 12. /* Number of months per year */  #define NCOVMAX 8 /* Maximum number of covariates */
 #define AGESUP 130  #define MAXN 20000
 #define AGEBASE 40  #define YEARM 12. /* Number of months per year */
   #define AGESUP 130
   #define AGEBASE 40
 int nvar;  
   
 int npar=NPARMAX;  int nvar;
 int nlstate=2; /* Number of live states */  int cptcovn, cptcovage=0, cptcoveff=0,cptcov;
 int ndeath=1; /* Number of dead states */  int npar=NPARMAX;
 int ncov;     /* Total number of covariables including constant a12*1 +b12*x ncov=2 */  int nlstate=2; /* Number of live states */
   int ndeath=1; /* Number of dead states */
 int *wav; /* Number of waves for this individuual 0 is possible */  int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
 int maxwav; /* Maxim number of waves */  int popbased=0;
 int mle, weightopt;  
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */  int *wav; /* Number of waves for this individuual 0 is possible */
 int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */  int maxwav; /* Maxim number of waves */
 double **oldm, **newm, **savm; /* Working pointers to matrices */  int jmin, jmax; /* min, max spacing between 2 waves */
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */  int mle, weightopt;
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest;  int **mw; /* mw[mi][i] is number of the mi wave for this individual */
 FILE *ficgp, *fichtm;  int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
   double jmean; /* Mean space between 2 waves */
 #define NR_END 1  double **oldm, **newm, **savm; /* Working pointers to matrices */
 #define FREE_ARG char*  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
 #define FTOL 1.0e-10  FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf;
   FILE *ficgp, *fichtm,*ficresprob;
 #define NRANSI   FILE *ficreseij;
 #define ITMAX 200     char filerese[FILENAMELENGTH];
    FILE  *ficresvij;
 #define TOL 2.0e-4     char fileresv[FILENAMELENGTH];
    FILE  *ficresvpl;
 #define CGOLD 0.3819660     char fileresvpl[FILENAMELENGTH];
 #define ZEPS 1.0e-10   
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);   #define NR_END 1
   #define FREE_ARG char*
 #define GOLD 1.618034   #define FTOL 1.0e-10
 #define GLIMIT 100.0   
 #define TINY 1.0e-20   #define NRANSI
   #define ITMAX 200
 static double maxarg1,maxarg2;  
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))  #define TOL 2.0e-4
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))  
    #define CGOLD 0.3819660
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))  #define ZEPS 1.0e-10
 #define rint(a) floor(a+0.5)  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);
   
 static double sqrarg;  #define GOLD 1.618034
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)  #define GLIMIT 100.0
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}   #define TINY 1.0e-20
   
 int imx;   static double maxarg1,maxarg2;
 int stepm;  #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
 /* Stepm, step in month: minimum step interpolation*/  #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
    
 int m,nb;  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
 int *num, firstpass=0, lastpass=2,*cod;  #define rint(a) floor(a+0.5)
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;  
 double **pmmij;  static double sqrarg;
   #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
 double *weight;  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}
 int **s; /* Status */  
 double *agedc, **covar, idx;  int imx;
   int stepm;
   /* Stepm, step in month: minimum step interpolation*/
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */  
 double ftolhess; /* Tolerance for computing hessian */  int m,nb;
   int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;
   double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
 /******************************************/  double **pmmij, ***probs, ***mobaverage;
   
 void replace(char *s, char*t)  double *weight;
 {  int **s; /* Status */
   int i;  double *agedc, **covar, idx;
   int lg=20;  int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
   i=0;  
   lg=strlen(t);  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
   for(i=0; i<= lg; i++) {  double ftolhess; /* Tolerance for computing hessian */
     (s[i] = t[i]);  
     if (t[i]== '\\') s[i]='/';  /**************** split *************************/
   }  static  int split( char *path, char *dirc, char *name )
 }  {
 void cut(char *u,char *v, char*t)     char *s;                             /* pointer */
 {     int  l1, l2;                         /* length counters */
   int i,lg,j,p;  
   i=0;     l1 = strlen( path );                 /* length of path */
   for(j=0; j<=strlen(t); j++) {     if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
     if(t[j]=='\\') p=j;     s = strrchr( path, '\\' );           /* find last / */
   }     if ( s == NULL ) {                   /* no directory, so use current */
   #if     defined(__bsd__)                /* get current working directory */
   lg=strlen(t);        extern char       *getwd( );
   for(j=0; j<p; j++) {  
     (u[j] = t[j]);        if ( getwd( dirc ) == NULL ) {
     u[p]='\0';  #else
   }        extern char       *getcwd( );
   
   for(j=0; j<= lg; j++) {        if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
     if (j>=(p+1))(v[j-p-1] = t[j]);  #endif
   }           return( GLOCK_ERROR_GETCWD );
 }        }
         strcpy( name, path );             /* we've got it */
 /********************** nrerror ********************/     } else {                             /* strip direcotry from path */
         s++;                              /* after this, the filename */
 void nrerror(char error_text[])        l2 = strlen( s );                 /* length of filename */
 {        if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
   fprintf(stderr,"ERREUR ...\n");        strcpy( name, s );                /* save file name */
   fprintf(stderr,"%s\n",error_text);        strncpy( dirc, path, l1 - l2 );   /* now the directory */
   exit(1);        dirc[l1-l2] = 0;                  /* add zero */
 }     }
 /*********************** vector *******************/     l1 = strlen( dirc );                 /* length of directory */
 double *vector(int nl, int nh)     if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
 {     return( 0 );                         /* we're done */
   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;  /******************************************/
 }  
   void replace(char *s, char*t)
 /************************ free vector ******************/  {
 void free_vector(double*v, int nl, int nh)    int i;
 {    int lg=20;
   free((FREE_ARG)(v+nl-NR_END));    i=0;
 }    lg=strlen(t);
     for(i=0; i<= lg; i++) {
 /************************ivector *******************************/      (s[i] = t[i]);
 int *ivector(long nl,long nh)      if (t[i]== '\\') s[i]='/';
 {    }
   int *v;  }
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));  
   if (!v) nrerror("allocation failure in ivector");  int nbocc(char *s, char occ)
   return v-nl+NR_END;  {
 }    int i,j=0;
     int lg=20;
 /******************free ivector **************************/    i=0;
 void free_ivector(int *v, long nl, long nh)    lg=strlen(s);
 {    for(i=0; i<= lg; i++) {
   free((FREE_ARG)(v+nl-NR_END));    if  (s[i] == occ ) j++;
 }    }
     return j;
 /******************* imatrix *******************************/  }
 int **imatrix(long nrl, long nrh, long ncl, long nch)   
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */   void cutv(char *u,char *v, char*t, char occ)
 {   {
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;     int i,lg,j,p=0;
   int **m;     i=0;
       for(j=0; j<=strlen(t)-1; j++) {
   /* allocate pointers to rows */       if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));     }
   if (!m) nrerror("allocation failure 1 in matrix()");   
   m += NR_END;     lg=strlen(t);
   m -= nrl;     for(j=0; j<p; j++) {
         (u[j] = t[j]);
       }
   /* allocate rows and set pointers to them */        u[p]='\0';
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));   
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");      for(j=0; j<= lg; j++) {
   m[nrl] += NR_END;       if (j>=(p+1))(v[j-p-1] = t[j]);
   m[nrl] -= ncl;     }
     }
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;   
     /********************** nrerror ********************/
   /* return pointer to array of pointers to rows */   
   return m;   void nrerror(char error_text[])
 }   {
     fprintf(stderr,"ERREUR ...\n");
 /****************** free_imatrix *************************/    fprintf(stderr,"%s\n",error_text);
 void free_imatrix(m,nrl,nrh,ncl,nch)    exit(1);
       int **m;  }
       long nch,ncl,nrh,nrl;   /*********************** vector *******************/
      /* free an int matrix allocated by imatrix() */   double *vector(int nl, int nh)
 {   {
   free((FREE_ARG) (m[nrl]+ncl-NR_END));     double *v;
   free((FREE_ARG) (m+nrl-NR_END));     v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
 }     if (!v) nrerror("allocation failure in vector");
     return v-nl+NR_END;
 /******************* matrix *******************************/  }
 double **matrix(long nrl, long nrh, long ncl, long nch)  
 {  /************************ free vector ******************/
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;  void free_vector(double*v, int nl, int nh)
   double **m;  {
     free((FREE_ARG)(v+nl-NR_END));
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  }
   if (!m) nrerror("allocation failure 1 in matrix()");  
   m += NR_END;  /************************ivector *******************************/
   m -= nrl;  int *ivector(long nl,long nh)
   {
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));    int *v;
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
   m[nrl] += NR_END;    if (!v) nrerror("allocation failure in ivector");
   m[nrl] -= ncl;    return v-nl+NR_END;
   }
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  
   return m;  /******************free ivector **************************/
 }  void free_ivector(int *v, long nl, long nh)
   {
 /*************************free matrix ************************/    free((FREE_ARG)(v+nl-NR_END));
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)  }
 {  
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  /******************* imatrix *******************************/
   free((FREE_ARG)(m+nrl-NR_END));  int **imatrix(long nrl, long nrh, long ncl, long nch)
 }       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */
   {
 /******************* ma3x *******************************/    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)    int **m;
 {   
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;    /* allocate pointers to rows */
   double ***m;    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));
     if (!m) nrerror("allocation failure 1 in matrix()");
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));    m += NR_END;
   if (!m) nrerror("allocation failure 1 in matrix()");    m -= nrl;
   m += NR_END;   
   m -= nrl;   
     /* allocate rows and set pointers to them */
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
   m[nrl] += NR_END;    m[nrl] += NR_END;
   m[nrl] -= ncl;    m[nrl] -= ncl;
    
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;    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)));    /* return pointer to array of pointers to rows */
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");    return m;
   m[nrl][ncl] += NR_END;  }
   m[nrl][ncl] -= nll;  
   for (j=ncl+1; j<=nch; j++)   /****************** free_imatrix *************************/
     m[nrl][j]=m[nrl][j-1]+nlay;  void free_imatrix(m,nrl,nrh,ncl,nch)
           int **m;
   for (i=nrl+1; i<=nrh; i++) {        long nch,ncl,nrh,nrl;
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;       /* free an int matrix allocated by imatrix() */
     for (j=ncl+1; j<=nch; j++)   {
       m[i][j]=m[i][j-1]+nlay;    free((FREE_ARG) (m[nrl]+ncl-NR_END));
   }    free((FREE_ARG) (m+nrl-NR_END));
   return m;  }
 }  
   /******************* matrix *******************************/
 /*************************free ma3x ************************/  double **matrix(long nrl, long nrh, long ncl, long nch)
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)  {
 {    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));    double **m;
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  
   free((FREE_ARG)(m+nrl-NR_END));    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
 }    if (!m) nrerror("allocation failure 1 in matrix()");
     m += NR_END;
 /***************** f1dim *************************/    m -= nrl;
 extern int ncom;   
 extern double *pcom,*xicom;    m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
 extern double (*nrfunc)(double []);     if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
      m[nrl] += NR_END;
 double f1dim(double x)     m[nrl] -= ncl;
 {   
   int j;     for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
   double f;    return m;
   double *xt;   }
    
   xt=vector(1,ncom);   /*************************free matrix ************************/
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];   void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
   f=(*nrfunc)(xt);   {
   free_vector(xt,1,ncom);     free((FREE_ARG)(m[nrl]+ncl-NR_END));
   return f;     free((FREE_ARG)(m+nrl-NR_END));
 }   }
   
 /*****************brent *************************/  /******************* ma3x *******************************/
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)   double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
 {   {
   int iter;     long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
   double a,b,d,etemp;    double ***m;
   double fu,fv,fw,fx;  
   double ftemp;    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
   double p,q,r,tol1,tol2,u,v,w,x,xm;     if (!m) nrerror("allocation failure 1 in matrix()");
   double e=0.0;     m += NR_END;
      m -= nrl;
   a=(ax < cx ? ax : cx);   
   b=(ax > cx ? ax : cx);     m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
   x=w=v=bx;     if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
   fw=fv=fx=(*f)(x);     m[nrl] += NR_END;
   for (iter=1;iter<=ITMAX;iter++) {     m[nrl] -= ncl;
     xm=0.5*(a+b);   
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);     for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/  
     printf(".");fflush(stdout);    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
 #ifdef DEBUG    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
     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);    m[nrl][ncl] += NR_END;
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */    m[nrl][ncl] -= nll;
 #endif    for (j=ncl+1; j<=nch; j++)
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){       m[nrl][j]=m[nrl][j-1]+nlay;
       *xmin=x;    
       return fx;     for (i=nrl+1; i<=nrh; i++) {
     }       m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
     ftemp=fu;      for (j=ncl+1; j<=nch; j++)
     if (fabs(e) > tol1) {         m[i][j]=m[i][j-1]+nlay;
       r=(x-w)*(fx-fv);     }
       q=(x-v)*(fx-fw);     return m;
       p=(x-v)*q-(x-w)*r;   }
       q=2.0*(q-r);   
       if (q > 0.0) p = -p;   /*************************free ma3x ************************/
       q=fabs(q);   void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
       etemp=e;   {
       e=d;     free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))     free((FREE_ARG)(m[nrl]+ncl-NR_END));
         d=CGOLD*(e=(x >= xm ? a-x : b-x));     free((FREE_ARG)(m+nrl-NR_END));
       else {   }
         d=p/q;   
         u=x+d;   /***************** f1dim *************************/
         if (u-a < tol2 || b-u < tol2)   extern int ncom;
           d=SIGN(tol1,xm-x);   extern double *pcom,*xicom;
       }   extern double (*nrfunc)(double []);
     } else {    
       d=CGOLD*(e=(x >= xm ? a-x : b-x));   double f1dim(double x)
     }   {
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));     int j;
     fu=(*f)(u);     double f;
     if (fu <= fx) {     double *xt;
       if (u >= x) a=x; else b=x;    
       SHFT(v,w,x,u)     xt=vector(1,ncom);
         SHFT(fv,fw,fx,fu)     for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];
         } else {     f=(*nrfunc)(xt);
           if (u < x) a=u; else b=u;     free_vector(xt,1,ncom);
           if (fu <= fw || w == x) {     return f;
             v=w;   }
             w=u;   
             fv=fw;   /*****************brent *************************/
             fw=fu;   double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)
           } else if (fu <= fv || v == x || v == w) {   {
             v=u;     int iter;
             fv=fu;     double a,b,d,etemp;
           }     double fu,fv,fw,fx;
         }     double ftemp;
   }     double p,q,r,tol1,tol2,u,v,w,x,xm;
   nrerror("Too many iterations in brent");     double e=0.0;
   *xmin=x;    
   return fx;     a=(ax < cx ? ax : cx);
 }     b=(ax > cx ? ax : cx);
     x=w=v=bx;
 /****************** mnbrak ***********************/    fw=fv=fx=(*f)(x);
     for (iter=1;iter<=ITMAX;iter++) {
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,       xm=0.5*(a+b);
             double (*func)(double))       tol2=2.0*(tol1=tol*fabs(x)+ZEPS);
 {       /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
   double ulim,u,r,q, dum;      printf(".");fflush(stdout);
   double fu;   #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);
   *fa=(*func)(*ax);       /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
   *fb=(*func)(*bx);   #endif
   if (*fb > *fa) {       if (fabs(x-xm) <= (tol2-0.5*(b-a))){
     SHFT(dum,*ax,*bx,dum)         *xmin=x;
       SHFT(dum,*fb,*fa,dum)         return fx;
       }       }
   *cx=(*bx)+GOLD*(*bx-*ax);       ftemp=fu;
   *fc=(*func)(*cx);       if (fabs(e) > tol1) {
   while (*fb > *fc) {         r=(x-w)*(fx-fv);
     r=(*bx-*ax)*(*fb-*fc);         q=(x-v)*(fx-fw);
     q=(*bx-*cx)*(*fb-*fa);         p=(x-v)*q-(x-w)*r;
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/         q=2.0*(q-r);
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));         if (q > 0.0) p = -p;
     ulim=(*bx)+GLIMIT*(*cx-*bx);         q=fabs(q);
     if ((*bx-u)*(u-*cx) > 0.0) {         etemp=e;
       fu=(*func)(u);         e=d;
     } else if ((*cx-u)*(u-ulim) > 0.0) {         if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))
       fu=(*func)(u);           d=CGOLD*(e=(x >= xm ? a-x : b-x));
       if (fu < *fc) {         else {
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))           d=p/q;
           SHFT(*fb,*fc,fu,(*func)(u))           u=x+d;
           }           if (u-a < tol2 || b-u < tol2)
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {             d=SIGN(tol1,xm-x);
       u=ulim;         }
       fu=(*func)(u);       } else {
     } else {         d=CGOLD*(e=(x >= xm ? a-x : b-x));
       u=(*cx)+GOLD*(*cx-*bx);       }
       fu=(*func)(u);       u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));
     }       fu=(*f)(u);
     SHFT(*ax,*bx,*cx,u)       if (fu <= fx) {
       SHFT(*fa,*fb,*fc,fu)         if (u >= x) a=x; else b=x;
       }         SHFT(v,w,x,u)
 }           SHFT(fv,fw,fx,fu)
           } else {
 /*************** linmin ************************/            if (u < x) a=u; else b=u;
             if (fu <= fw || w == x) {
 int ncom;               v=w;
 double *pcom,*xicom;              w=u;
 double (*nrfunc)(double []);               fv=fw;
                fw=fu;
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))             } else if (fu <= fv || v == x || v == w) {
 {               v=u;
   double brent(double ax, double bx, double cx,               fv=fu;
                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));     nrerror("Too many iterations in brent");
   int j;     *xmin=x;
   double xx,xmin,bx,ax;     return fx;
   double fx,fb,fa;  }
    
   ncom=n;   /****************** mnbrak ***********************/
   pcom=vector(1,n);   
   xicom=vector(1,n);   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,
   nrfunc=func;               double (*func)(double))
   for (j=1;j<=n;j++) {   {
     pcom[j]=p[j];     double ulim,u,r,q, dum;
     xicom[j]=xi[j];     double fu;
   }    
   ax=0.0;     *fa=(*func)(*ax);
   xx=1.0;     *fb=(*func)(*bx);
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);     if (*fb > *fa) {
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);       SHFT(dum,*ax,*bx,dum)
 #ifdef DEBUG        SHFT(dum,*fb,*fa,dum)
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);        }
 #endif    *cx=(*bx)+GOLD*(*bx-*ax);
   for (j=1;j<=n;j++) {     *fc=(*func)(*cx);
     xi[j] *= xmin;     while (*fb > *fc) {
     p[j] += xi[j];       r=(*bx-*ax)*(*fb-*fc);
   }       q=(*bx-*cx)*(*fb-*fa);
   free_vector(xicom,1,n);       u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/
   free_vector(pcom,1,n);         (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));
 }       ulim=(*bx)+GLIMIT*(*cx-*bx);
       if ((*bx-u)*(u-*cx) > 0.0) {
 /*************** powell ************************/        fu=(*func)(u);
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,       } else if ((*cx-u)*(u-ulim) > 0.0) {
             double (*func)(double []))         fu=(*func)(u);
         if (fu < *fc) {
 {           SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))
             SHFT(*fb,*fc,fu,(*func)(u))
             }
   void linmin(double p[], double xi[], int n, double *fret,       } else if ((u-ulim)*(ulim-*cx) >= 0.0) {
               double (*func)(double []));         u=ulim;
   int i,ibig,j;         fu=(*func)(u);
   double del,t,*pt,*ptt,*xit;      } else {
   double fp,fptt;        u=(*cx)+GOLD*(*cx-*bx);
   double *xits;        fu=(*func)(u);
   pt=vector(1,n);       }
   ptt=vector(1,n);       SHFT(*ax,*bx,*cx,u)
   xit=vector(1,n);         SHFT(*fa,*fb,*fc,fu)
   xits=vector(1,n);         }
   *fret=(*func)(p);   }
   for (j=1;j<=n;j++) pt[j]=p[j];   
   for (*iter=1;;++(*iter)) {   /*************** linmin ************************/
     fp=(*fret);   
     ibig=0;   int ncom;
     del=0.0;   double *pcom,*xicom;
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);  double (*nrfunc)(double []);
     for (i=1;i<=n;i++)    
       printf(" %d %.12f",i, p[i]);  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))
     printf("\n");  {
     for (i=1;i<=n;i++) {     double brent(double ax, double bx, double cx,
       for (j=1;j<=n;j++) xit[j]=xi[j][i];                  double (*f)(double), double tol, double *xmin);
       fptt=(*fret);     double f1dim(double x);
 #ifdef DEBUG    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,
       printf("fret=%lf \n",*fret);                double *fc, double (*func)(double));
 #endif    int j;
       printf("%d",i);fflush(stdout);    double xx,xmin,bx,ax;
       linmin(p,xit,n,fret,func);     double fx,fb,fa;
       if (fabs(fptt-(*fret)) > del) {    
         del=fabs(fptt-(*fret));     ncom=n;
         ibig=i;     pcom=vector(1,n);
       }     xicom=vector(1,n);
 #ifdef DEBUG    nrfunc=func;
       printf("%d %.12e",i,(*fret));    for (j=1;j<=n;j++) {
       for (j=1;j<=n;j++) {      pcom[j]=p[j];
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);      xicom[j]=xi[j];
         printf(" x(%d)=%.12e",j,xit[j]);    }
       }    ax=0.0;
       for(j=1;j<=n;j++)     xx=1.0;
         printf(" p=%.12e",p[j]);    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);
       printf("\n");    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);
 #endif  #ifdef DEBUG
     }     printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {  #endif
 #ifdef DEBUG    for (j=1;j<=n;j++) {
       int k[2],l;      xi[j] *= xmin;
       k[0]=1;      p[j] += xi[j];
       k[1]=-1;    }
       printf("Max: %.12e",(*func)(p));    free_vector(xicom,1,n);
       for (j=1;j<=n;j++)     free_vector(pcom,1,n);
         printf(" %.12e",p[j]);  }
       printf("\n");  
       for(l=0;l<=1;l++) {  /*************** powell ************************/
         for (j=1;j<=n;j++) {  void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];              double (*func)(double []))
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);  {
         }    void linmin(double p[], double xi[], int n, double *fret,
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));                double (*func)(double []));
       }    int i,ibig,j;
 #endif    double del,t,*pt,*ptt,*xit;
     double fp,fptt;
     double *xits;
       free_vector(xit,1,n);     pt=vector(1,n);
       free_vector(xits,1,n);     ptt=vector(1,n);
       free_vector(ptt,1,n);     xit=vector(1,n);
       free_vector(pt,1,n);     xits=vector(1,n);
       return;     *fret=(*func)(p);
     }     for (j=1;j<=n;j++) pt[j]=p[j];
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");     for (*iter=1;;++(*iter)) {
     for (j=1;j<=n;j++) {       fp=(*fret);
       ptt[j]=2.0*p[j]-pt[j];       ibig=0;
       xit[j]=p[j]-pt[j];       del=0.0;
       pt[j]=p[j];       printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
     }       for (i=1;i<=n;i++)
     fptt=(*func)(ptt);         printf(" %d %.12f",i, p[i]);
     if (fptt < fp) {       printf("\n");
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);       for (i=1;i<=n;i++) {
       if (t < 0.0) {         for (j=1;j<=n;j++) xit[j]=xi[j][i];
         linmin(p,xit,n,fret,func);         fptt=(*fret);
         for (j=1;j<=n;j++) {   #ifdef DEBUG
           xi[j][ibig]=xi[j][n];         printf("fret=%lf \n",*fret);
           xi[j][n]=xit[j];   #endif
         }        printf("%d",i);fflush(stdout);
 #ifdef DEBUG        linmin(p,xit,n,fret,func);
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);        if (fabs(fptt-(*fret)) > del) {
         for(j=1;j<=n;j++)          del=fabs(fptt-(*fret));
           printf(" %.12e",xit[j]);          ibig=i;
         printf("\n");        }
 #endif  #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]);
         }
 /**** Prevalence limit ****************/        for(j=1;j<=n;j++)
           printf(" p=%.12e",p[j]);
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl)        printf("\n");
 {  #endif
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit      }
      matrix by transitions matrix until convergence is reached */      if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
   #ifdef DEBUG
   int i, ii,j,k;        int k[2],l;
   double min, max, maxmin, maxmax,sumnew=0.;        k[0]=1;
   double **matprod2();        k[1]=-1;
   double **out, cov[NCOVMAX], **pmij();        printf("Max: %.12e",(*func)(p));
   double **newm;        for (j=1;j<=n;j++)
   double agefin, delaymax=50 ; /* Max number of years to converge */          printf(" %.12e",p[j]);
         printf("\n");
   for (ii=1;ii<=nlstate+ndeath;ii++)        for(l=0;l<=1;l++) {
     for (j=1;j<=nlstate+ndeath;j++){          for (j=1;j<=n;j++) {
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);            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]);
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */          }
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){          printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
     newm=savm;        }
     /* Covariates have to be included here again */  #endif
     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);        free_vector(xit,1,n);
 /*    printf("age=%f agefin=%f po=%f pn=%f\n",age,agefin,oldm[1][1],newm[1][1]);*/        free_vector(xits,1,n);
             free_vector(ptt,1,n);
     savm=oldm;        free_vector(pt,1,n);
     oldm=newm;        return;
     maxmax=0.;      }
     for(j=1;j<=nlstate;j++){      if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");
       min=1.;      for (j=1;j<=n;j++) {
       max=0.;        ptt[j]=2.0*p[j]-pt[j];
       for(i=1; i<=nlstate; i++) {        xit[j]=p[j]-pt[j];
         sumnew=0;        pt[j]=p[j];
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];      }
         prlim[i][j]= newm[i][j]/(1-sumnew);      fptt=(*func)(ptt);
         max=FMAX(max,prlim[i][j]);      if (fptt < fp) {
         min=FMIN(min,prlim[i][j]);        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);
       }        if (t < 0.0) {
       maxmin=max-min;          linmin(p,xit,n,fret,func);
       maxmax=FMAX(maxmax,maxmin);          for (j=1;j<=n;j++) {
     }            xi[j][ibig]=xi[j][n];
     if(maxmax < ftolpl){            xi[j][n]=xit[j];
       return prlim;          }
     }  #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]);
 /*************** transition probabilities **********/           printf("\n");
   #endif
 double **pmij(double **ps, double *cov, int ncov, double *x, int nlstate )        }
 {      }
   double s1, s2;    }
   /*double t34;*/  }
   int i,j,j1, nc, ii, jj;  
   /**** Prevalence limit ****************/
     for(i=1; i<= nlstate; i++){  
     for(j=1; j<i;j++){  double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
       for (nc=1, s2=0.;nc <=ncov; nc++){  {
         /*s2 += param[i][j][nc]*cov[nc];*/    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
         s2 += x[(i-1)*nlstate*ncov+(j-1)*ncov+nc+(i-1)*(ndeath-1)*ncov]*cov[nc];       matrix by transitions matrix until convergence is reached */
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/  
       }    int i, ii,j,k;
       ps[i][j]=s2;    double min, max, maxmin, maxmax,sumnew=0.;
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/    double **matprod2();
     }    double **out, cov[NCOVMAX], **pmij();
     for(j=i+1; j<=nlstate+ndeath;j++){    double **newm;
       for (nc=1, s2=0.;nc <=ncov; nc++){    double agefin, delaymax=50 ; /* Max number of years to converge */
         s2 += x[(i-1)*nlstate*ncov+(j-2)*ncov+nc+(i-1)*(ndeath-1)*ncov]*cov[nc];  
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/    for (ii=1;ii<=nlstate+ndeath;ii++)
       }      for (j=1;j<=nlstate+ndeath;j++){
       ps[i][j]=s2;        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     }      }
   }  
   for(i=1; i<= nlstate; i++){     cov[1]=1.;
      s1=0;   
     for(j=1; j<i; j++)   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
       s1+=exp(ps[i][j]);    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
     for(j=i+1; j<=nlstate+ndeath; j++)      newm=savm;
       s1+=exp(ps[i][j]);      /* Covariates have to be included here again */
     ps[i][i]=1./(s1+1.);       cov[2]=agefin;
     for(j=1; j<i; j++)   
       ps[i][j]= exp(ps[i][j])*ps[i][i];        for (k=1; k<=cptcovn;k++) {
     for(j=i+1; j<=nlstate+ndeath; j++)          cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
       ps[i][j]= exp(ps[i][j])*ps[i][i];          /*printf("ij=%d Tvar[k]=%d nbcode=%d cov=%lf\n",ij, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k]);*/
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */        }
   } /* end i */        for (k=1; k<=cptcovage;k++)
           cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){        for (k=1; k<=cptcovprod;k++)
     for(jj=1; jj<= nlstate+ndeath; jj++){          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
       ps[ii][jj]=0;  
       ps[ii][ii]=1;        /*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);
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){  
     for(jj=1; jj<= nlstate+ndeath; jj++){      savm=oldm;
      printf("%lf ",ps[ii][jj]);      oldm=newm;
    }      maxmax=0.;
     printf("\n ");      for(j=1;j<=nlstate;j++){
     }        min=1.;
     printf("\n ");printf("%lf ",cov[2]);*/        max=0.;
 /*        for(i=1; i<=nlstate; i++) {
   for(i=1; i<= npar; i++) printf("%f ",x[i]);          sumnew=0;
   goto end;*/          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
     return ps;          prlim[i][j]= newm[i][j]/(1-sumnew);
 }          max=FMAX(max,prlim[i][j]);
           min=FMIN(min,prlim[i][j]);
 /**************** Product of 2 matrices ******************/        }
         maxmin=max-min;
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)        maxmax=FMAX(maxmax,maxmin);
 {      }
   /* Computes the matric product of in(1,nrh-nrl+1)(1,nch-ncl+1) times      if(maxmax < ftolpl){
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */        return prlim;
   /* in, b, out are matrice of pointers which should have been initialized       }
      before: only the contents of out is modified. The function returns    }
      a pointer to pointers identical to out */  }
   long i, j, k;  
   for(i=nrl; i<= nrh; i++)  /*************** transition probabilities ***************/
     for(k=ncolol; k<=ncoloh; k++)  
       for(j=ncl,out[i][k]=0.; j<=nch; j++)  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
         out[i][k] +=in[i][j]*b[j][k];  {
     double s1, s2;
   return out;    /*double t34;*/
 }    int i,j,j1, nc, ii, jj;
   
       for(i=1; i<= nlstate; i++){
 /************* Higher Matrix Product ***************/      for(j=1; j<i;j++){
         for (nc=1, s2=0.;nc <=ncovmodel; nc++){
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm )          /*s2 += param[i][j][nc]*cov[nc];*/
 {          s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month           /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/
      duration (i.e. until        }
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.         ps[i][j]=s2;
      Output is stored in matrix po[i][j][h] for h every 'hstepm' step         /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
      (typically every 2 years instead of every month which is too big).      }
      Model is determined by parameters x and covariates have to be       for(j=i+1; j<=nlstate+ndeath;j++){
      included manually here.         for (nc=1, s2=0.;nc <=ncovmodel; nc++){
           s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
      */          /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
         }
   int i, j, d, h;        ps[i][j]=(s2);
   double **out, cov[NCOVMAX];      }
   double **newm;    }
       /*ps[3][2]=1;*/
   /* Hstepm could be zero and should return the unit matrix */  
   for (i=1;i<=nlstate+ndeath;i++)    for(i=1; i<= nlstate; i++){
     for (j=1;j<=nlstate+ndeath;j++){       s1=0;
       oldm[i][j]=(i==j ? 1.0 : 0.0);      for(j=1; j<i; j++)
       po[i][j][0]=(i==j ? 1.0 : 0.0);        s1+=exp(ps[i][j]);
     }      for(j=i+1; j<=nlstate+ndeath; j++)
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */        s1+=exp(ps[i][j]);
   for(h=1; h <=nhstepm; h++){      ps[i][i]=1./(s1+1.);
     for(d=1; d <=hstepm; d++){      for(j=1; j<i; j++)
       newm=savm;        ps[i][j]= exp(ps[i][j])*ps[i][i];
       /* Covariates have to be included here again */      for(j=i+1; j<=nlstate+ndeath; j++)
       cov[1]=1.;        ps[i][j]= exp(ps[i][j])*ps[i][i];
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;      /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/    } /* end i */
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,   
                    pmij(pmmij,cov,ncov,x,nlstate));    for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
       savm=oldm;      for(jj=1; jj<= nlstate+ndeath; jj++){
       oldm=newm;        ps[ii][jj]=0;
     }        ps[ii][ii]=1;
     for(i=1; i<=nlstate+ndeath; i++)      }
       for(j=1;j<=nlstate+ndeath;j++) {    }
         po[i][j][h]=newm[i][j];  
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);  
          */    /*   for(ii=1; ii<= nlstate+ndeath; ii++){
       }      for(jj=1; jj<= nlstate+ndeath; jj++){
   } /* end h */       printf("%lf ",ps[ii][jj]);
   return po;     }
 }      printf("\n ");
       }
       printf("\n ");printf("%lf ",cov[2]);*/
 /*************** log-likelihood *************/  /*
 double func( double *x)    for(i=1; i<= npar; i++) printf("%f ",x[i]);
 {    goto end;*/
   int i, ii, j, k, mi, d;      return ps;
   double l, ll[NLSTATEMAX], cov[NCOVMAX];  }
   double **out;  
   double sw; /* Sum of weights */  /**************** Product of 2 matrices ******************/
   double lli; /* Individual log likelihood */  
   long ipmx;  double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
   /*extern weight */  {
   /* We are differentiating ll according to initial status */    /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
   /*for(i=1;i<imx;i++)     /* in, b, out are matrice of pointers which should have been initialized
 printf(" %d\n",s[4][i]);       before: only the contents of out is modified. The function returns
   */       a pointer to pointers identical to out */
     long i, j, k;
   for(k=1; k<=nlstate; k++) ll[k]=0.;    for(i=nrl; i<= nrh; i++)
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){      for(k=ncolol; k<=ncoloh; k++)
        for(mi=1; mi<= wav[i]-1; mi++){        for(j=ncl,out[i][k]=0.; j<=nch; j++)
       for (ii=1;ii<=nlstate+ndeath;ii++)          out[i][k] +=in[i][j]*b[j][k];
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);  
             for(d=0; d<dh[mi][i]; d++){    return out;
         newm=savm;  }
           cov[1]=1.;  
           cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;  
             out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,  /************* Higher Matrix Product ***************/
                        1,nlstate+ndeath,pmij(pmmij,cov,ncov,x,nlstate));  
           savm=oldm;  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
           oldm=newm;  {
     /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month
        duration (i.e. until
       } /* end mult */       age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.
           Output is stored in matrix po[i][j][h] for h every 'hstepm' step
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);       (typically every 2 years instead of every month which is too big).
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/       Model is determined by parameters x and covariates have to be
       ipmx +=1;       included manually here.
       sw += weight[i];  
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;       */
     } /* end of wave */  
   } /* end of individual */    int i, j, d, h, k;
     double **out, cov[NCOVMAX];
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];    double **newm;
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */  
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */    /* Hstepm could be zero and should return the unit matrix */
   return -l;    for (i=1;i<=nlstate+ndeath;i++)
 }      for (j=1;j<=nlstate+ndeath;j++){
         oldm[i][j]=(i==j ? 1.0 : 0.0);
         po[i][j][0]=(i==j ? 1.0 : 0.0);
 /*********** Maximum Likelihood Estimation ***************/      }
     /* Even if hstepm = 1, at least one multiplication by the unit matrix */
 void mlikeli(FILE *ficres,double p[], int npar, int ncov, int nlstate, double ftol, double (*func)(double []))    for(h=1; h <=nhstepm; h++){
 {      for(d=1; d <=hstepm; d++){
   int i,j, iter;        newm=savm;
   double **xi,*delti;        /* Covariates have to be included here again */
   double fret;        cov[1]=1.;
   xi=matrix(1,npar,1,npar);        cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
   for (i=1;i<=npar;i++)        for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
     for (j=1;j<=npar;j++)        for (k=1; k<=cptcovage;k++)
       xi[i][j]=(i==j ? 1.0 : 0.0);          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
   printf("Powell\n");        for (k=1; k<=cptcovprod;k++)
   powell(p,xi,npar,ftol,&iter,&fret,func);          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
   
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));  
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
         /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
 }        out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,
                      pmij(pmmij,cov,ncovmodel,x,nlstate));
 /**** Computes Hessian and covariance matrix ***/        savm=oldm;
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))        oldm=newm;
 {      }
   double  **a,**y,*x,pd;      for(i=1; i<=nlstate+ndeath; i++)
   double **hess;        for(j=1;j<=nlstate+ndeath;j++) {
   int i, j,jk;          po[i][j][h]=newm[i][j];
   int *indx;          /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
            */
   double hessii(double p[], double delta, int theta, double delti[]);        }
   double hessij(double p[], double delti[], int i, int j);    } /* end h */
   void lubksb(double **a, int npar, int *indx, double b[]) ;    return po;
   void ludcmp(double **a, int npar, int *indx, double *d) ;  }
   
   
   hess=matrix(1,npar,1,npar);  /*************** log-likelihood *************/
   double func( double *x)
   printf("\nCalculation of the hessian matrix. Wait...\n");  {
   for (i=1;i<=npar;i++){    int i, ii, j, k, mi, d, kk;
     printf("%d",i);fflush(stdout);    double l, ll[NLSTATEMAX], cov[NCOVMAX];
     hess[i][i]=hessii(p,ftolhess,i,delti);    double **out;
     /*printf(" %f ",p[i]);*/    double sw; /* Sum of weights */
   }    double lli; /* Individual log likelihood */
     long ipmx;
   for (i=1;i<=npar;i++) {    /*extern weight */
     for (j=1;j<=npar;j++)  {    /* We are differentiating ll according to initial status */
       if (j>i) {     /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
         printf(".%d%d",i,j);fflush(stdout);    /*for(i=1;i<imx;i++)
         hess[i][j]=hessij(p,delti,i,j);      printf(" %d\n",s[4][i]);
         hess[j][i]=hess[i][j];    */
       }    cov[1]=1.;
     }  
   }    for(k=1; k<=nlstate; k++) ll[k]=0.;
   printf("\n");    for (i=1,ipmx=0, sw=0.; i<=imx; i++){
       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");      for(mi=1; mi<= wav[i]-1; mi++){
           for (ii=1;ii<=nlstate+ndeath;ii++)
   a=matrix(1,npar,1,npar);          for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   y=matrix(1,npar,1,npar);        for(d=0; d<dh[mi][i]; d++){
   x=vector(1,npar);          newm=savm;
   indx=ivector(1,npar);          cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   for (i=1;i<=npar;i++)          for (kk=1; kk<=cptcovage;kk++) {
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];            cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   ludcmp(a,npar,indx,&pd);          }
          
   for (j=1;j<=npar;j++) {          out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     for (i=1;i<=npar;i++) x[i]=0;                       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     x[j]=1;          savm=oldm;
     lubksb(a,npar,indx,x);          oldm=newm;
     for (i=1;i<=npar;i++){          
       matcov[i][j]=x[i];         
     }        } /* end mult */
   }       
         lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);
   printf("\n#Hessian matrix#\n");        /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/
   for (i=1;i<=npar;i++) {         ipmx +=1;
     for (j=1;j<=npar;j++) {         sw += weight[i];
       printf("%.3e ",hess[i][j]);        ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
     }      } /* end of wave */
     printf("\n");    } /* end of individual */
   }  
     for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
   /* Recompute Inverse */    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
   for (i=1;i<=npar;i++)    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];    return -l;
   ludcmp(a,npar,indx,&pd);  }
   
   /*  printf("\n#Hessian matrix recomputed#\n");  
   /*********** Maximum Likelihood Estimation ***************/
   for (j=1;j<=npar;j++) {  
     for (i=1;i<=npar;i++) x[i]=0;  void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
     x[j]=1;  {
     lubksb(a,npar,indx,x);    int i,j, iter;
     for (i=1;i<=npar;i++){     double **xi,*delti;
       y[i][j]=x[i];    double fret;
       printf("%.3e ",y[i][j]);    xi=matrix(1,npar,1,npar);
     }    for (i=1;i<=npar;i++)
     printf("\n");      for (j=1;j<=npar;j++)
   }        xi[i][j]=(i==j ? 1.0 : 0.0);
   */    printf("Powell\n");
     powell(p,xi,npar,ftol,&iter,&fret,func);
   free_matrix(a,1,npar,1,npar);  
   free_matrix(y,1,npar,1,npar);     printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
   free_vector(x,1,npar);    fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));
   free_ivector(indx,1,npar);  
   free_matrix(hess,1,npar,1,npar);  }
   
   /**** Computes Hessian and covariance matrix ***/
 }  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
   {
 /*************** hessian matrix ****************/    double  **a,**y,*x,pd;
 double hessii( double x[], double delta, int theta, double delti[])    double **hess;
 {    int i, j,jk;
   int i;    int *indx;
   int l=1, lmax=20;  
   double k1,k2;    double hessii(double p[], double delta, int theta, double delti[]);
   double p2[NPARMAX+1];    double hessij(double p[], double delti[], int i, int j);
   double res;    void lubksb(double **a, int npar, int *indx, double b[]) ;
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;    void ludcmp(double **a, int npar, int *indx, double *d) ;
   double fx;  
   int k=0,kmax=10;    hess=matrix(1,npar,1,npar);
   double l1;  
     printf("\nCalculation of the hessian matrix. Wait...\n");
   fx=func(x);    for (i=1;i<=npar;i++){
   for (i=1;i<=npar;i++) p2[i]=x[i];      printf("%d",i);fflush(stdout);
   for(l=0 ; l <=lmax; l++){      hess[i][i]=hessii(p,ftolhess,i,delti);
     l1=pow(10,l);      /*printf(" %f ",p[i]);*/
     delts=delt;      /*printf(" %lf ",hess[i][i]);*/
     for(k=1 ; k <kmax; k=k+1){    }
       delt = delta*(l1*k);   
       p2[theta]=x[theta] +delt;    for (i=1;i<=npar;i++) {
       k1=func(p2)-fx;      for (j=1;j<=npar;j++)  {
       p2[theta]=x[theta]-delt;        if (j>i) {
       k2=func(p2)-fx;          printf(".%d%d",i,j);fflush(stdout);
       /*res= (k1-2.0*fx+k2)/delt/delt; */          hess[i][j]=hessij(p,delti,i,j);
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */          hess[j][i]=hess[i][j];    
                 /*printf(" %lf ",hess[i][j]);*/
 #ifdef DEBUG        }
       printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);      }
 #endif    }
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */    printf("\n");
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){  
         k=kmax;    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
       }   
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */    a=matrix(1,npar,1,npar);
         k=kmax; l=lmax*10.;    y=matrix(1,npar,1,npar);
       }    x=vector(1,npar);
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){     indx=ivector(1,npar);
         delts=delt;    for (i=1;i<=npar;i++)
       }      for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
     }    ludcmp(a,npar,indx,&pd);
   }  
   delti[theta]=delts;    for (j=1;j<=npar;j++) {
   return res;      for (i=1;i<=npar;i++) x[i]=0;
         x[j]=1;
 }      lubksb(a,npar,indx,x);
       for (i=1;i<=npar;i++){
 double hessij( double x[], double delti[], int thetai,int thetaj)        matcov[i][j]=x[i];
 {      }
   int i;    }
   int l=1, l1, lmax=20;  
   double k1,k2,k3,k4,res,fx;    printf("\n#Hessian matrix#\n");
   double p2[NPARMAX+1];    for (i=1;i<=npar;i++) {
   int k;      for (j=1;j<=npar;j++) {
         printf("%.3e ",hess[i][j]);
   fx=func(x);      }
   for (k=1; k<=2; k++) {      printf("\n");
     for (i=1;i<=npar;i++) p2[i]=x[i];    }
     p2[thetai]=x[thetai]+delti[thetai]/k;  
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;    /* Recompute Inverse */
     k1=func(p2)-fx;    for (i=1;i<=npar;i++)
         for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
     p2[thetai]=x[thetai]+delti[thetai]/k;    ludcmp(a,npar,indx,&pd);
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;  
     k2=func(p2)-fx;    /*  printf("\n#Hessian matrix recomputed#\n");
     
     p2[thetai]=x[thetai]-delti[thetai]/k;    for (j=1;j<=npar;j++) {
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;      for (i=1;i<=npar;i++) x[i]=0;
     k3=func(p2)-fx;      x[j]=1;
         lubksb(a,npar,indx,x);
     p2[thetai]=x[thetai]-delti[thetai]/k;      for (i=1;i<=npar;i++){
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;        y[i][j]=x[i];
     k4=func(p2)-fx;        printf("%.3e ",y[i][j]);
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */      }
 #ifdef DEBUG      printf("\n");
     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;    free_matrix(a,1,npar,1,npar);
 }    free_matrix(y,1,npar,1,npar);
     free_vector(x,1,npar);
 /************** Inverse of matrix **************/    free_ivector(indx,1,npar);
 void ludcmp(double **a, int n, int *indx, double *d)     free_matrix(hess,1,npar,1,npar);
 {   
   int i,imax,j,k;   
   double big,dum,sum,temp;   }
   double *vv;   
    /*************** hessian matrix ****************/
   vv=vector(1,n);   double hessii( double x[], double delta, int theta, double delti[])
   *d=1.0;   {
   for (i=1;i<=n;i++) {     int i;
     big=0.0;     int l=1, lmax=20;
     for (j=1;j<=n;j++)     double k1,k2;
       if ((temp=fabs(a[i][j])) > big) big=temp;     double p2[NPARMAX+1];
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");     double res;
     vv[i]=1.0/big;     double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
   }     double fx;
   for (j=1;j<=n;j++) {     int k=0,kmax=10;
     for (i=1;i<j;i++) {     double l1;
       sum=a[i][j];   
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];     fx=func(x);
       a[i][j]=sum;     for (i=1;i<=npar;i++) p2[i]=x[i];
     }     for(l=0 ; l <=lmax; l++){
     big=0.0;       l1=pow(10,l);
     for (i=j;i<=n;i++) {       delts=delt;
       sum=a[i][j];       for(k=1 ; k <kmax; k=k+1){
       for (k=1;k<j;k++)         delt = delta*(l1*k);
         sum -= a[i][k]*a[k][j];         p2[theta]=x[theta] +delt;
       a[i][j]=sum;         k1=func(p2)-fx;
       if ( (dum=vv[i]*fabs(sum)) >= big) {         p2[theta]=x[theta]-delt;
         big=dum;         k2=func(p2)-fx;
         imax=i;         /*res= (k1-2.0*fx+k2)/delt/delt; */
       }         res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
     }        
     if (j != imax) {   #ifdef DEBUG
       for (k=1;k<=n;k++) {         printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);
         dum=a[imax][k];   #endif
         a[imax][k]=a[j][k];         /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
         a[j][k]=dum;         if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
       }           k=kmax;
       *d = -(*d);         }
       vv[imax]=vv[j];         else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
     }           k=kmax; l=lmax*10.;
     indx[j]=imax;         }
     if (a[j][j] == 0.0) a[j][j]=TINY;         else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){
     if (j != n) {           delts=delt;
       dum=1.0/(a[j][j]);         }
       for (i=j+1;i<=n;i++) a[i][j] *= dum;       }
     }     }
   }     delti[theta]=delts;
   free_vector(vv,1,n);  /* Doesn't work */    return res;
 ;   
 }   }
   
 void lubksb(double **a, int n, int *indx, double b[])   double hessij( double x[], double delti[], int thetai,int thetaj)
 {   {
   int i,ii=0,ip,j;     int i;
   double sum;     int l=1, l1, lmax=20;
      double k1,k2,k3,k4,res,fx;
   for (i=1;i<=n;i++) {     double p2[NPARMAX+1];
     ip=indx[i];     int k;
     sum=b[ip];   
     b[ip]=b[i];     fx=func(x);
     if (ii)     for (k=1; k<=2; k++) {
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];       for (i=1;i<=npar;i++) p2[i]=x[i];
     else if (sum) ii=i;       p2[thetai]=x[thetai]+delti[thetai]/k;
     b[i]=sum;       p2[thetaj]=x[thetaj]+delti[thetaj]/k;
   }       k1=func(p2)-fx;
   for (i=n;i>=1;i--) {    
     sum=b[i];       p2[thetai]=x[thetai]+delti[thetai]/k;
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];       p2[thetaj]=x[thetaj]-delti[thetaj]/k;
     b[i]=sum/a[i][i];       k2=func(p2)-fx;
   }    
 }       p2[thetai]=x[thetai]-delti[thetai]/k;
       p2[thetaj]=x[thetaj]+delti[thetaj]/k;
 /************ Frequencies ********************/      k3=func(p2)-fx;
 void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx)   
 {  /* Some frequencies */      p2[thetai]=x[thetai]-delti[thetai]/k;
        p2[thetaj]=x[thetaj]-delti[thetaj]/k;
   int i, m, jk;      k4=func(p2)-fx;
   double ***freq; /* Frequencies */      res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
   double *pp;  #ifdef DEBUG
   double pos;      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);
   FILE *ficresp;  #endif
   char fileresp[FILENAMELENGTH];    }
     return res;
   pp=vector(1,nlstate);  }
   
   strcpy(fileresp,"p");  /************** Inverse of matrix **************/
   strcat(fileresp,fileres);  void ludcmp(double **a, int n, int *indx, double *d)
   if((ficresp=fopen(fileresp,"w"))==NULL) {  {
     printf("Problem with prevalence resultfile: %s\n", fileresp);    int i,imax,j,k;
     exit(0);    double big,dum,sum,temp;
   }    double *vv;
    
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);    vv=vector(1,n);
   for (i=-1; i<=nlstate+ndeath; i++)      *d=1.0;
     for (jk=-1; jk<=nlstate+ndeath; jk++)      for (i=1;i<=n;i++) {
       for(m=agemin; m <= agemax+3; m++)      big=0.0;
         freq[i][jk][m]=0;      for (j=1;j<=n;j++)
         if ((temp=fabs(a[i][j])) > big) big=temp;
   for (i=1; i<=imx; i++)  {      if (big == 0.0) nrerror("Singular matrix in routine ludcmp");
     for(m=firstpass; m<= lastpass-1; m++){      vv[i]=1.0/big;
       if(agev[m][i]==0) agev[m][i]=agemax+1;    }
       if(agev[m][i]==1) agev[m][i]=agemax+2;    for (j=1;j<=n;j++) {
        freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];      for (i=1;i<j;i++) {
        freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];        sum=a[i][j];
     }        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];
   }        a[i][j]=sum;
       }
   fprintf(ficresp, "#");      big=0.0;
   for(i=1; i<=nlstate;i++)       for (i=j;i<=n;i++) {
     fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);        sum=a[i][j];
 fprintf(ficresp, "\n");        for (k=1;k<j;k++)
           sum -= a[i][k]*a[k][j];
   for(i=(int)agemin; i <= (int)agemax+3; i++){        a[i][j]=sum;
     if(i==(int)agemax+3)        if ( (dum=vv[i]*fabs(sum)) >= big) {
       printf("Total");          big=dum;
     else          imax=i;
       printf("Age %d", i);        }
     for(jk=1; jk <=nlstate ; jk++){      }
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)      if (j != imax) {
         pp[jk] += freq[jk][m][i];        for (k=1;k<=n;k++) {
     }          dum=a[imax][k];
     for(jk=1; jk <=nlstate ; jk++){          a[imax][k]=a[j][k];
       for(m=-1, pos=0; m <=0 ; m++)          a[j][k]=dum;
         pos += freq[jk][m][i];        }
       if(pp[jk]>=1.e-10)        *d = -(*d);
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);        vv[imax]=vv[j];
       else      }
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);      indx[j]=imax;
     }      if (a[j][j] == 0.0) a[j][j]=TINY;
     for(jk=1; jk <=nlstate ; jk++){      if (j != n) {
       for(m=1, pp[jk]=0; m <=nlstate+ndeath; m++)        dum=1.0/(a[j][j]);
         pp[jk] += freq[jk][m][i];        for (i=j+1;i<=n;i++) a[i][j] *= dum;
     }      }
     for(jk=1,pos=0; jk <=nlstate ; jk++)    }
       pos += pp[jk];    free_vector(vv,1,n);  /* Doesn't work */
     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  void lubksb(double **a, int n, int *indx, double b[])
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);  {
       if( i <= (int) agemax){    int i,ii=0,ip,j;
         if(pos>=1.e-5)    double sum;
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);   
       else    for (i=1;i<=n;i++) {
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);      ip=indx[i];
       }      sum=b[ip];
     }      b[ip]=b[i];
     for(jk=-1; jk <=nlstate+ndeath; jk++)      if (ii)
       for(m=-1; m <=nlstate+ndeath; m++)        for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);      else if (sum) ii=i;
     if(i <= (int) agemax)      b[i]=sum;
       fprintf(ficresp,"\n");    }
     printf("\n");    for (i=n;i>=1;i--) {
   }      sum=b[i];
       for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];
   fclose(ficresp);      b[i]=sum/a[i][i];
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);    }
   free_vector(pp,1,nlstate);  }
   
 }  /* End of Freq */  /************ Frequencies ********************/
   void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax, int fprev1,int lprev1)
 /************* Waves Concatenation ***************/  {  /* Some frequencies */
    
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)    int i, m, jk, k1, i1, j1, bool, z1,z2,j;
 {    double ***freq; /* Frequencies */
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.    double *pp;
      Death is a valid wave (if date is known).    double pos;
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i    FILE *ficresp;
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]    char fileresp[FILENAMELENGTH];
      and mw[mi+1][i]. dh depends on stepm.  
      */    pp=vector(1,nlstate);
    probs= ma3x(1,130 ,1,8, 1,8);
   int i, mi, m;    strcpy(fileresp,"p");
   int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;    strcat(fileresp,fileres);
 float sum=0.;    if((ficresp=fopen(fileresp,"w"))==NULL) {
       printf("Problem with prevalence resultfile: %s\n", fileresp);
   for(i=1; i<=imx; i++){      exit(0);
     mi=0;    }
     m=firstpass;    freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);
     while(s[m][i] <= nlstate){    j1=0;
       if(s[m][i]>=1)  
         mw[++mi][i]=m;    j=cptcoveff;
       if(m >=lastpass)    if (cptcovn<1) {j=1;ncodemax[1]=1;}
         break;  
       else    for(k1=1; k1<=j;k1++){
         m++;     for(i1=1; i1<=ncodemax[k1];i1++){
     }/* end while */         j1++;
     if (s[m][i] > nlstate){         /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
       mi++;     /* Death is another wave */           scanf("%d", i);*/
       /* if(mi==0)  never been interviewed correctly before death */          for (i=-1; i<=nlstate+ndeath; i++)  
          /* Only death is a correct wave */           for (jk=-1; jk<=nlstate+ndeath; jk++)  
       mw[mi][i]=m;             for(m=agemin; m <= agemax+3; m++)
     }               freq[i][jk][m]=0;
          
     wav[i]=mi;         for (i=1; i<=imx; i++) {
     if(mi==0)           bool=1;
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);           if  (cptcovn>0) {
   }             for (z1=1; z1<=cptcoveff; z1++)
                if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])
   for(i=1; i<=imx; i++){                 bool=0;
     for(mi=1; mi<wav[i];mi++){           }
       if (stepm <=0)            if (bool==1) {
         dh[mi][i]=1;             for(m=fprev1; m<=lprev1; m++){
       else{               if(agev[m][i]==0) agev[m][i]=agemax+1;
         if (s[mw[mi+1][i]][i] > nlstate) {               if(agev[m][i]==1) agev[m][i]=agemax+2;
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);                freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
           if(j=0) j=1;  /* Survives at least one month after exam */               freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];
         }             }
         else{           }
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));         }
           k=k+1;          if  (cptcovn>0) {
           if (j >= jmax) jmax=j;           fprintf(ficresp, "\n#********** Variable ");
           else if (j <= jmin)jmin=j;           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           sum=sum+j;         fprintf(ficresp, "**********\n#");
         }          }
         jk= j/stepm;         for(i=1; i<=nlstate;i++)
         jl= j -jk*stepm;           fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
         ju= j -(jk+1)*stepm;         fprintf(ficresp, "\n");
         if(jl <= -ju)         
           dh[mi][i]=jk;    for(i=(int)agemin; i <= (int)agemax+3; i++){
         else      if(i==(int)agemax+3)
           dh[mi][i]=jk+1;        printf("Total");
         if(dh[mi][i]==0)      else
           dh[mi][i]=1; /* At least one step */        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];
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,sum/k);      }
 }      for(jk=1; jk <=nlstate ; jk++){
         for(m=-1, pos=0; m <=0 ; m++)
 /*********** Health Expectancies ****************/          pos += freq[jk][m][i];
         if(pp[jk]>=1.e-10)
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm)          printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
 {        else
   /* Health expectancies */          printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
   int i, j, nhstepm, hstepm, h;      }
   double age, agelim,hf;  
   double ***p3mat;       for(jk=1; jk <=nlstate ; jk++){
         for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
   FILE  *ficreseij;          pp[jk] += freq[jk][m][i];
   char filerese[FILENAMELENGTH];       }
   
   strcpy(filerese,"e");      for(jk=1,pos=0; jk <=nlstate ; jk++)
   strcat(filerese,fileres);        pos += pp[jk];
   if((ficreseij=fopen(filerese,"w"))==NULL) {      for(jk=1; jk <=nlstate ; jk++){
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);        if(pos>=1.e-5)
   }          printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);        else
           printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
   fprintf(ficreseij,"# Health expectancies\n");        if( i <= (int) agemax){
   fprintf(ficreseij,"# Age");          if(pos>=1.e-5){
   for(i=1; i<=nlstate;i++)            fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);
     for(j=1; j<=nlstate;j++)            probs[i][jk][j1]= pp[jk]/pos;
       fprintf(ficreseij," %1d-%1d",i,j);            /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
   fprintf(ficreseij,"\n");          }
         else
   hstepm=1*YEARM; /*  Every j years of age (in month) */            fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */         }
       }
   agelim=AGESUP;      for(jk=-1; jk <=nlstate+ndeath; jk++)
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */        for(m=-1; m <=nlstate+ndeath; m++)
     /* nhstepm age range expressed in number of stepm */          if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);       if(i <= (int) agemax)
     /* Typically if 20 years = 20*12/6=40 stepm */         fprintf(ficresp,"\n");
     if (stepm >= YEARM) hstepm=1;      printf("\n");
     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);      fclose(ficresp);
     free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);
     free_vector(pp,1,nlstate);
     for(i=1; i<=nlstate;i++)  
       for(j=1; j<=nlstate;j++)  }  /* End of Freq */
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){  
           eij[i][j][(int)age] +=p3mat[i][j][h];  /************ Prevalence ********************/
         }  void prevalence(int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax, int fprev1,int lprev1)
       {  /* Some frequencies */
     hf=1;   
     if (stepm >= YEARM) hf=stepm/YEARM;    int i, m, jk, k1, i1, j1, bool, z1,z2,j;
     fprintf(ficreseij,"%.0f",age );    double ***freq; /* Frequencies */
     for(i=1; i<=nlstate;i++)    double *pp;
       for(j=1; j<=nlstate;j++){    double pos;
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);  
       }    pp=vector(1,nlstate);
     fprintf(ficreseij,"\n");    probs= ma3x(1,130 ,1,8, 1,8);
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);   
   }    freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);
   fclose(ficreseij);    j1=0;
 }   
     j=cptcoveff;
 /************ Variance ******************/    if (cptcovn<1) {j=1;ncodemax[1]=1;}
 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)   
 {   for(k1=1; k1<=j;k1++){
   /* Variance of health expectancies */      for(i1=1; i1<=ncodemax[k1];i1++){
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/        j1++;
   double **newm;   
   double **dnewm,**doldm;        for (i=-1; i<=nlstate+ndeath; i++)  
   int i, j, nhstepm, hstepm, h;          for (jk=-1; jk<=nlstate+ndeath; jk++)  
   int k;            for(m=agemin; m <= agemax+3; m++)
   FILE  *ficresvij;            freq[i][jk][m]=0;
   char fileresv[FILENAMELENGTH];       
   double *xp;        for (i=1; i<=imx; i++) {
   double **gp, **gm;          bool=1;
   double ***gradg, ***trgradg;          if  (cptcovn>0) {
   double ***p3mat;            for (z1=1; z1<=cptcoveff; z1++)
   double age,agelim;              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])
   int theta;                bool=0;
                 }
   strcpy(fileresv,"v");          if (bool==1) {
   strcat(fileresv,fileres);            for(m=fprev1; m<=lprev1; m++){
   if((ficresvij=fopen(fileresv,"w"))==NULL) {              if(agev[m][i]==0) agev[m][i]=agemax+1;
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);              if(agev[m][i]==1) agev[m][i]=agemax+2;
   }              freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);              freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];
             }
           }
   fprintf(ficresvij,"# Covariances of life expectancies\n");        }
   fprintf(ficresvij,"# Age");         for(i=(int)agemin; i <= (int)agemax+3; i++){
   for(i=1; i<=nlstate;i++)          for(jk=1; jk <=nlstate ; jk++){
     for(j=1; j<=nlstate;j++)            for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);              pp[jk] += freq[jk][m][i];
   fprintf(ficresvij,"\n");          }
           for(jk=1; jk <=nlstate ; jk++){
   xp=vector(1,npar);            for(m=-1, pos=0; m <=0 ; m++)
   dnewm=matrix(1,nlstate,1,npar);              pos += freq[jk][m][i];
   doldm=matrix(1,nlstate,1,nlstate);          }
            
   hstepm=1*YEARM; /* Every year of age */           for(jk=1; jk <=nlstate ; jk++){
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */              for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
   agelim = AGESUP;               pp[jk] += freq[jk][m][i];
   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;           for(jk=1,pos=0; jk <=nlstate ; jk++) pos += pp[jk];
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */  
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);           for(jk=1; jk <=nlstate ; jk++){          
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);             if( i <= (int) agemax){
     gp=matrix(0,nhstepm,1,nlstate);               if(pos>=1.e-5){
     gm=matrix(0,nhstepm,1,nlstate);                 probs[i][jk][j1]= pp[jk]/pos;
                }
     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++)    free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];    free_vector(pp,1,nlstate);
         }   
       }  }  /* End of Freq */
       /************* Waves Concatenation ***************/
       for(i=1; i<=npar; i++) /* Computes gradient */  
         xp[i] = x[i] - (i==theta ?delti[theta]:0);  void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm);    {
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl);    /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
       for(j=1; j<= nlstate; j++){       Death is a valid wave (if date is known).
         for(h=0; h<=nhstepm; h++){       mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)       dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];       and mw[mi+1][i]. dh depends on stepm.
         }       */
       }  
       for(j=1; j<= nlstate; j++)    int i, mi, m;
         for(h=0; h<=nhstepm; h++){    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];       double sum=0., jmean=0.;*/
         }  
     } /* End theta */    int j, k=0,jk, ju, jl;
     double sum=0.;
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);    jmin=1e+5;
     jmax=-1;
     for(h=0; h<=nhstepm; h++)    jmean=0.;
       for(j=1; j<=nlstate;j++)    for(i=1; i<=imx; i++){
         for(theta=1; theta <=npar; theta++)      mi=0;
           trgradg[h][j][theta]=gradg[h][theta][j];      m=firstpass;
       while(s[m][i] <= nlstate){
     for(i=1;i<=nlstate;i++)        if(s[m][i]>=1)
       for(j=1;j<=nlstate;j++)          mw[++mi][i]=m;
         vareij[i][j][(int)age] =0.;        if(m >=lastpass)
     for(h=0;h<=nhstepm;h++){          break;
       for(k=0;k<=nhstepm;k++){        else
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);          m++;
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);      }/* end while */
         for(i=1;i<=nlstate;i++)      if (s[m][i] > nlstate){
           for(j=1;j<=nlstate;j++)        mi++;     /* Death is another wave */
             vareij[i][j][(int)age] += doldm[i][j];        /* if(mi==0)  never been interviewed correctly before death */
       }           /* Only death is a correct wave */
     }        mw[mi][i]=m;
     h=1;      }
     if (stepm >= YEARM) h=stepm/YEARM;  
     fprintf(ficresvij,"%.0f ",age );      wav[i]=mi;
     for(i=1; i<=nlstate;i++)      if(mi==0)
       for(j=1; j<=nlstate;j++){        printf("Warning, no any valid information for:%d line=%d\n",num[i],i);
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);    }
       }  
     fprintf(ficresvij,"\n");    for(i=1; i<=imx; i++){
     free_matrix(gp,0,nhstepm,1,nlstate);      for(mi=1; mi<wav[i];mi++){
     free_matrix(gm,0,nhstepm,1,nlstate);        if (stepm <=0)
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);          dh[mi][i]=1;
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);        else{
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          if (s[mw[mi+1][i]][i] > nlstate) {
   } /* End age */            if (agedc[i] < 2*AGESUP) {
   fclose(ficresvij);            j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);
   free_vector(xp,1,npar);            if(j==0) j=1;  /* Survives at least one month after exam */
   free_matrix(doldm,1,nlstate,1,npar);            k=k+1;
   free_matrix(dnewm,1,nlstate,1,nlstate);            if (j >= jmax) jmax=j;
             if (j <= jmin) jmin=j;
 }            sum=sum+j;
             /* if (j<10) printf("j=%d num=%d ",j,i); */
 /************ 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)          }
 {          else{
   /* Variance of health expectancies */            j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/            k=k+1;
   double **newm;            if (j >= jmax) jmax=j;
   double **dnewm,**doldm;            else if (j <= jmin)jmin=j;
   int i, j, nhstepm, hstepm;            /*   if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
   int k;            sum=sum+j;
   FILE  *ficresvpl;          }
   char fileresvpl[FILENAMELENGTH];          jk= j/stepm;
   double *xp;          jl= j -jk*stepm;
   double *gp, *gm;          ju= j -(jk+1)*stepm;
   double **gradg, **trgradg;          if(jl <= -ju)
   double age,agelim;            dh[mi][i]=jk;
   int theta;          else
             dh[mi][i]=jk+1;
   strcpy(fileresvpl,"vpl");          if(dh[mi][i]==0)
   strcat(fileresvpl,fileres);            dh[mi][i]=1; /* At least one step */
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {        }
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);      }
     exit(0);    }
   }    jmean=sum/k;
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);    printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
    }
   /*********** Tricode ****************************/
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");  void tricode(int *Tvar, int **nbcode, int imx)
   fprintf(ficresvpl,"# Age");  {
   for(i=1; i<=nlstate;i++)    int Ndum[20],ij=1, k, j, i;
       fprintf(ficresvpl," %1d-%1d",i,i);    int cptcode=0;
   fprintf(ficresvpl,"\n");    cptcoveff=0;
    
   xp=vector(1,npar);    for (k=0; k<19; k++) Ndum[k]=0;
   dnewm=matrix(1,nlstate,1,npar);    for (k=1; k<=7; k++) ncodemax[k]=0;
   doldm=matrix(1,nlstate,1,nlstate);  
       for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
   hstepm=1*YEARM; /* Every year of age */      for (i=1; i<=imx; i++) {
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */         ij=(int)(covar[Tvar[j]][i]);
   agelim = AGESUP;        Ndum[ij]++;
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */        /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */         if (ij > cptcode) cptcode=ij;
     if (stepm >= YEARM) hstepm=1;      }
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */  
     gradg=matrix(1,npar,1,nlstate);      for (i=0; i<=cptcode; i++) {
     gp=vector(1,nlstate);        if(Ndum[i]!=0) ncodemax[j]++;
     gm=vector(1,nlstate);      }
       ij=1;
     for(theta=1; theta <=npar; theta++){  
       for(i=1; i<=npar; i++){ /* Computes gradient */  
         xp[i] = x[i] + (i==theta ?delti[theta]:0);      for (i=1; i<=ncodemax[j]; i++) {
       }        for (k=0; k<=19; k++) {
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl);          if (Ndum[k] != 0) {
       for(i=1;i<=nlstate;i++)            nbcode[Tvar[j]][ij]=k;
         gp[i] = prlim[i][i];            ij++;
               }
       for(i=1; i<=npar; i++) /* Computes gradient */          if (ij > ncodemax[j]) break;
         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 (k=0; k<19; k++) Ndum[k]=0;
       for(i=1;i<=nlstate;i++)  
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];   for (i=1; i<=ncovmodel-2; i++) {
     } /* End theta */        ij=Tvar[i];
         Ndum[ij]++;
     trgradg =matrix(1,nlstate,1,npar);      }
   
     for(j=1; j<=nlstate;j++)   ij=1;
       for(theta=1; theta <=npar; theta++)   for (i=1; i<=10; i++) {
         trgradg[j][theta]=gradg[theta][j];     if((Ndum[i]!=0) && (i<=ncov)){
        Tvaraff[ij]=i;
     for(i=1;i<=nlstate;i++)       ij++;
       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++)      cptcoveff=ij-1;
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */  }
   
     fprintf(ficresvpl,"%.0f ",age );  /*********** Health Expectancies ****************/
     for(i=1; i<=nlstate;i++)  
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));  void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)
     fprintf(ficresvpl,"\n");  {
     free_vector(gp,1,nlstate);    /* Health expectancies */
     free_vector(gm,1,nlstate);    int i, j, nhstepm, hstepm, h;
     free_matrix(gradg,1,npar,1,nlstate);    double age, agelim,hf;
     free_matrix(trgradg,1,nlstate,1,npar);    double ***p3mat;
   } /* End age */   
   fclose(ficresvpl);    fprintf(ficreseij,"# Health expectancies\n");
   free_vector(xp,1,npar);    fprintf(ficreseij,"# Age");
   free_matrix(doldm,1,nlstate,1,npar);    for(i=1; i<=nlstate;i++)
   free_matrix(dnewm,1,nlstate,1,nlstate);      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 */
 /***********************************************/  
 /**************** Main Program *****************/    agelim=AGESUP;
 /***********************************************/    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
       /* nhstepm age range expressed in number of stepm */
 /*int main(int argc, char *argv[])*/      nhstepm=(int) rint((agelim-age)*YEARM/stepm);
 int main()      /* Typically if 20 years = 20*12/6=40 stepm */
 {      if (stepm >= YEARM) hstepm=1;
       nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */
   int i,j, k, n=MAXN,iter,m,size;      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   double agedeb, agefin,hf;      /* Computed by stepm unit matrices, product of hstepm matrices, stored
   double agemin=1.e20, agemax=-1.e20;         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
       hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
   double fret;  
   double **xi,tmp,delta;  
       for(i=1; i<=nlstate;i++)
   double dum; /* Dummy variable */        for(j=1; j<=nlstate;j++)
   double ***p3mat;          for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){
   int *indx;            eij[i][j][(int)age] +=p3mat[i][j][h];
   char line[MAXLINE], linepar[MAXLINE];          }
   char title[MAXLINE];     
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];      hf=1;
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH];      if (stepm >= YEARM) hf=stepm/YEARM;
   char filerest[FILENAMELENGTH];      fprintf(ficreseij,"%.0f",age );
   char fileregp[FILENAMELENGTH];      for(i=1; i<=nlstate;i++)
   char path[80],pathc[80],pathcd[80],pathtot[80];        for(j=1; j<=nlstate;j++){
   int firstobs=1, lastobs=10;          fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);
   int sdeb, sfin; /* Status at beginning and end */        }
   int c,  h , cpt,l;      fprintf(ficreseij,"\n");
   int ju,jl, mi;      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   int i1,j1, k1,jk,aa,bb, stepsize;    }
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;  }
     
   int hstepm, nhstepm;  /************ Variance ******************/
   double bage, fage, age, agelim, agebase;  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)
   double ftolpl=FTOL;  {
   double **prlim;    /* Variance of health expectancies */
   double *severity;    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
   double ***param; /* Matrix of parameters */    double **newm;
   double  *p;    double **dnewm,**doldm;
   double **matcov; /* Matrix of covariance */    int i, j, nhstepm, hstepm, h;
   double ***delti3; /* Scale */    int k, cptcode;
   double *delti; /* Scale */    double *xp;
   double ***eij, ***vareij;    double **gp, **gm;
   double **varpl; /* Variances of prevalence limits by age */    double ***gradg, ***trgradg;
   double *epj, vepp;    double ***p3mat;
   char version[80]="Imach version 0.64, May 2000, INED-EUROREVES ";    double age,agelim;
   char *alph[]={"a","a","b","c","d","e"}, str[4];    int theta;
   char z[1]="c";  
 #include <sys/time.h>     fprintf(ficresvij,"# Covariances of life expectancies\n");
 #include <time.h>    fprintf(ficresvij,"# Age");
     for(i=1; i<=nlstate;i++)
   /* long total_usecs;      for(j=1; j<=nlstate;j++)
   struct timeval start_time, end_time;        fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
       fprintf(ficresvij,"\n");
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */  
     xp=vector(1,npar);
     dnewm=matrix(1,nlstate,1,npar);
   printf("\nIMACH, Version 0.64");    doldm=matrix(1,nlstate,1,nlstate);
   printf("\nEnter the parameter file name: ");   
 #define windows 1    hstepm=1*YEARM; /* Every year of age */
 #ifdef windows    hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */
   scanf("%s",pathtot);    agelim = AGESUP;
   getcwd(pathcd, size);    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
   cut(path,optionfile,pathtot);      nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */
   chdir(path);      if (stepm >= YEARM) hstepm=1;
   replace(pathc,path);      nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
 #endif      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 #ifdef unix      gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
   scanf("%s",optionfile);      gp=matrix(0,nhstepm,1,nlstate);
 #endif      gm=matrix(0,nhstepm,1,nlstate);
   
 /*-------- arguments in the command line --------*/      for(theta=1; theta <=npar; theta++){
         for(i=1; i<=npar; i++){ /* Computes gradient */
   strcpy(fileres,"r");          xp[i] = x[i] + (i==theta ?delti[theta]:0);
   strcat(fileres, optionfile);        }
         hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
   /*---------arguments file --------*/        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   
   if((ficpar=fopen(optionfile,"r"))==NULL)    {        if (popbased==1) {
     printf("Problem with optionfile %s\n",optionfile);          for(i=1; i<=nlstate;i++)
     goto end;            prlim[i][i]=probs[(int)age][i][ij];
   }        }
        
   strcpy(filereso,"o");        for(j=1; j<= nlstate; j++){
   strcat(filereso,fileres);          for(h=0; h<=nhstepm; h++){
   if((ficparo=fopen(filereso,"w"))==NULL) {            for(i=1, gp[h][j]=0.;i<=nlstate;i++)
     printf("Problem with Output resultfile: %s\n", filereso);goto end;              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
   }          }
         }
 /*--------- index.htm --------*/     
         for(i=1; i<=npar; i++) /* Computes gradient */
   if((fichtm=fopen("index.htm","w"))==NULL)    {          xp[i] = x[i] - (i==theta ?delti[theta]:0);
     printf("Problem with index.htm \n");goto end;        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
   }        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   
  fprintf(fichtm,"<body><ul><li>Outputs files<br><br>\n        if (popbased==1) {
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n          for(i=1; i<=nlstate;i++)
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>            prlim[i][i]=probs[(int)age][i][ij];
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>        }
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>  
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>        for(j=1; j<= nlstate; j++){
         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>          for(h=0; h<=nhstepm; h++){
         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>            for(i=1, gm[h][j]=0.;i<=nlstate;i++)
         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>              gm[h][j] += prlim[i][i]*p3mat[i][j][h];
         - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%s</a> <br><br>",fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres);          }
         }
  fprintf(fichtm," <li>Graphs<br> <br>");  
          for(j=1; j<= nlstate; j++)
 for(cpt=1; cpt<nlstate;cpt++)          for(h=0; h<=nhstepm; h++){
    fprintf(fichtm,"- Prevalence of disability: p%s1.gif<br>            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
 <img src=\"p%s1.gif\"><br>",strtok(optionfile, "."),strtok(optionfile, "."),cpt);          }
  for(cpt=1; cpt<=nlstate;cpt++)      } /* End theta */
      fprintf(fichtm,"- Observed and stationary  prevalence (with confident  
 interval) in state (%d): v%s%d.gif <br>      trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);
 <img src=\"v%s%d.gif\"><br>",cpt,strtok(optionfile, "."),cpt,strtok(optionfile, "."),cpt);  
        for(h=0; h<=nhstepm; h++)
  for(cpt=1; cpt<=nlstate;cpt++)        for(j=1; j<=nlstate;j++)
      fprintf(fichtm,"- Health life expectancies by age and initial health state (%d): exp%s%d.gif <br>          for(theta=1; theta <=npar; theta++)
 <img src=\"ex%s%d.gif\"><br>",cpt,strtok(optionfile, "."),cpt,strtok(optionfile, "."),cpt);            trgradg[h][j][theta]=gradg[h][theta][j];
      
  fprintf(fichtm,"- Total life expectancy by age and      for(i=1;i<=nlstate;i++)
         health expectancies in states (1) and (2): e%s.gif<br>        for(j=1;j<=nlstate;j++)
         <img src=\"e%s.gif\"></li> </ul></body>",strtok(optionfile, "."),strtok(optionfile, "."));          vareij[i][j][(int)age] =0.;
       for(h=0;h<=nhstepm;h++){
         for(k=0;k<=nhstepm;k++){
 fclose(fichtm);          matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
           matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
   /* Reads comments: lines beginning with '#' */          for(i=1;i<=nlstate;i++)
   while((c=getc(ficpar))=='#' && c!= EOF){            for(j=1;j<=nlstate;j++)
     ungetc(c,ficpar);              vareij[i][j][(int)age] += doldm[i][j];
     fgets(line, MAXLINE, ficpar);        }
     puts(line);      }
     fputs(line,ficparo);      h=1;
   }      if (stepm >= YEARM) h=stepm/YEARM;
   ungetc(c,ficpar);      fprintf(ficresvij,"%.0f ",age );
       for(i=1; i<=nlstate;i++)
   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);        for(j=1; j<=nlstate;j++){
   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(ficresvij," %.4f", h*vareij[i][j][(int)age]);
   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);        }
         fprintf(ficresvij,"\n");
   nvar=ncov-1; /* Suppressing age as a basic covariate */      free_matrix(gp,0,nhstepm,1,nlstate);
         free_matrix(gm,0,nhstepm,1,nlstate);
   /* Read guess parameters */      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
   /* Reads comments: lines beginning with '#' */      free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
   while((c=getc(ficpar))=='#' && c!= EOF){      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     ungetc(c,ficpar);    } /* End age */
     fgets(line, MAXLINE, ficpar);   
     puts(line);    free_vector(xp,1,npar);
     fputs(line,ficparo);    free_matrix(doldm,1,nlstate,1,npar);
   }    free_matrix(dnewm,1,nlstate,1,nlstate);
   ungetc(c,ficpar);  
     }
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncov);  
     for(i=1; i <=nlstate; i++)  /************ Variance of prevlim ******************/
     for(j=1; j <=nlstate+ndeath-1; j++){  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)
       fscanf(ficpar,"%1d%1d",&i1,&j1);  {
       fprintf(ficparo,"%1d%1d",i1,j1);    /* Variance of prevalence limit */
       printf("%1d%1d",i,j);    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
       for(k=1; k<=ncov;k++){    double **newm;
         fscanf(ficpar," %lf",&param[i][j][k]);    double **dnewm,**doldm;
         printf(" %lf",param[i][j][k]);    int i, j, nhstepm, hstepm;
         fprintf(ficparo," %lf",param[i][j][k]);    int k, cptcode;
       }    double *xp;
       fscanf(ficpar,"\n");    double *gp, *gm;
       printf("\n");    double **gradg, **trgradg;
       fprintf(ficparo,"\n");    double age,agelim;
     }    int theta;
        
   npar= (nlstate+ndeath-1)*nlstate*ncov;    fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");
   p=param[1][1];    fprintf(ficresvpl,"# Age");
       for(i=1; i<=nlstate;i++)
   /* Reads comments: lines beginning with '#' */        fprintf(ficresvpl," %1d-%1d",i,i);
   while((c=getc(ficpar))=='#' && c!= EOF){    fprintf(ficresvpl,"\n");
     ungetc(c,ficpar);  
     fgets(line, MAXLINE, ficpar);    xp=vector(1,npar);
     puts(line);    dnewm=matrix(1,nlstate,1,npar);
     fputs(line,ficparo);    doldm=matrix(1,nlstate,1,nlstate);
   }   
   ungetc(c,ficpar);    hstepm=1*YEARM; /* Every year of age */
     hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncov);    agelim = AGESUP;
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
   for(i=1; i <=nlstate; i++){      nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */
     for(j=1; j <=nlstate+ndeath-1; j++){      if (stepm >= YEARM) hstepm=1;
       fscanf(ficpar,"%1d%1d",&i1,&j1);      nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
       printf("%1d%1d",i,j);      gradg=matrix(1,npar,1,nlstate);
       fprintf(ficparo,"%1d%1d",i1,j1);      gp=vector(1,nlstate);
       for(k=1; k<=ncov;k++){      gm=vector(1,nlstate);
         fscanf(ficpar,"%le",&delti3[i][j][k]);  
         printf(" %le",delti3[i][j][k]);      for(theta=1; theta <=npar; theta++){
         fprintf(ficparo," %le",delti3[i][j][k]);        for(i=1; i<=npar; i++){ /* Computes gradient */
       }          xp[i] = x[i] + (i==theta ?delti[theta]:0);
       fscanf(ficpar,"\n");        }
       printf("\n");        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
       fprintf(ficparo,"\n");        for(i=1;i<=nlstate;i++)
     }          gp[i] = prlim[i][i];
   }     
   delti=delti3[1][1];        for(i=1; i<=npar; i++) /* Computes gradient */
             xp[i] = x[i] - (i==theta ?delti[theta]:0);
   /* Reads comments: lines beginning with '#' */        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   while((c=getc(ficpar))=='#' && c!= EOF){        for(i=1;i<=nlstate;i++)
     ungetc(c,ficpar);          gm[i] = prlim[i][i];
     fgets(line, MAXLINE, ficpar);  
     puts(line);        for(i=1;i<=nlstate;i++)
     fputs(line,ficparo);          gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
   }      } /* End theta */
   ungetc(c,ficpar);  
         trgradg =matrix(1,nlstate,1,npar);
   matcov=matrix(1,npar,1,npar);  
   for(i=1; i <=npar; i++){      for(j=1; j<=nlstate;j++)
     fscanf(ficpar,"%s",&str);        for(theta=1; theta <=npar; theta++)
     printf("%s",str);          trgradg[j][theta]=gradg[theta][j];
     fprintf(ficparo,"%s",str);  
     for(j=1; j <=i; j++){      for(i=1;i<=nlstate;i++)
       fscanf(ficpar," %le",&matcov[i][j]);        varpl[i][(int)age] =0.;
       printf(" %.5le",matcov[i][j]);      matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
       fprintf(ficparo," %.5le",matcov[i][j]);      matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
     }      for(i=1;i<=nlstate;i++)
     fscanf(ficpar,"\n");        varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
     printf("\n");  
     fprintf(ficparo,"\n");      fprintf(ficresvpl,"%.0f ",age );
   }      for(i=1; i<=nlstate;i++)
   for(i=1; i <=npar; i++)        fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
     for(j=i+1;j<=npar;j++)      fprintf(ficresvpl,"\n");
       matcov[i][j]=matcov[j][i];      free_vector(gp,1,nlstate);
          free_vector(gm,1,nlstate);
   printf("\n");      free_matrix(gradg,1,npar,1,nlstate);
         free_matrix(trgradg,1,nlstate,1,npar);
       } /* End age */
   if(mle==1){  
     /*-------- data file ----------*/    free_vector(xp,1,npar);
     if((ficres =fopen(fileres,"w"))==NULL) {    free_matrix(doldm,1,nlstate,1,npar);
       printf("Problem with resultfile: %s\n", fileres);goto end;    free_matrix(dnewm,1,nlstate,1,nlstate);
     }  
     fprintf(ficres,"#%s\n",version);  }
       
     if((fic=fopen(datafile,"r"))==NULL)    {  /************ Variance of one-step probabilities  ******************/
       printf("Problem with datafile: %s\n", datafile);goto end;  void varprob(char fileres[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij)
     }  {
         int i, j;
     n= lastobs;    int k=0, cptcode;
     severity = vector(1,maxwav);    double **dnewm,**doldm;
     outcome=imatrix(1,maxwav+1,1,n);    double *xp;
     num=ivector(1,n);    double *gp, *gm;
     moisnais=vector(1,n);    double **gradg, **trgradg;
     annais=vector(1,n);    double age,agelim, cov[NCOVMAX];
     moisdc=vector(1,n);    int theta;
     andc=vector(1,n);    char fileresprob[FILENAMELENGTH];
     agedc=vector(1,n);  
     cod=ivector(1,n);    strcpy(fileresprob,"prob");
     weight=vector(1,n);    strcat(fileresprob,fileres);
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */    if((ficresprob=fopen(fileresprob,"w"))==NULL) {
     mint=matrix(1,maxwav,1,n);      printf("Problem with resultfile: %s\n", fileresprob);
     anint=matrix(1,maxwav,1,n);    }
     covar=matrix(1,NCOVMAX,1,n);    printf("Computing variance of one-step probabilities: result on file '%s' \n",fileresprob);
     s=imatrix(1,maxwav+1,1,n);   
     adl=imatrix(1,maxwav+1,1,n);      
     tab=ivector(1,NCOVMAX);    xp=vector(1,npar);
     i=1;     dnewm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
     while (fgets(line, MAXLINE, fic) != NULL)    {    doldm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,(nlstate+ndeath)*(nlstate+ndeath));
       if ((i >= firstobs) && (i <lastobs)) {   
 sscanf(line,"%d %lf %lf %lf %lf/%lf %lf/%lf %lf/%lf %d %lf/%lf %d %lf/%lf %d %lf/%lf %d", &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]);    cov[1]=1;
         i=i+1;    for (age=bage; age<=fage; age ++){
       }      cov[2]=age;
     }       gradg=matrix(1,npar,1,9);
   imx=i-1; /* Number of individuals */      trgradg=matrix(1,9,1,npar);
       gp=vector(1,(nlstate+ndeath)*(nlstate+ndeath));
     fclose(fic);      gm=vector(1,(nlstate+ndeath)*(nlstate+ndeath));
      
     if (weightopt != 1) { /* Maximisation without weights*/      for(theta=1; theta <=npar; theta++){
       for(i=1;i<=n;i++) weight[i]=1.0;        for(i=1; i<=npar; i++)
     }          xp[i] = x[i] + (i==theta ?delti[theta]:0);
     /*-calculation of age at interview from date of interview and age at death -*/       
     agev=matrix(1,maxwav,1,imx);        pmij(pmmij,cov,ncovmodel,xp,nlstate);
          
     for (i=1; i<=imx; i++)  {        k=0;
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);        for(i=1; i<= (nlstate+ndeath); i++){
       for(m=1; (m<= maxwav); m++){          for(j=1; j<=(nlstate+ndeath);j++){
         if(s[m][i] >0){             k=k+1;
           if (s[m][i] == nlstate+1) {            gp[k]=pmmij[i][j];
             if(agedc[i]>0)          }
               agev[m][i]=agedc[i];        }
             else{  
               printf("Warning negative age at death: %d line:%d\n",num[i],i);        for(i=1; i<=npar; i++)
               agev[m][i]=-1;          xp[i] = x[i] - (i==theta ?delti[theta]:0);
             }     
           }  
           else if(s[m][i] !=9){ /* Should no more exist */        pmij(pmmij,cov,ncovmodel,xp,nlstate);
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);        k=0;
             if(mint[m][i]==99 || anint[m][i]==9999)        for(i=1; i<=(nlstate+ndeath); i++){
               agev[m][i]=1;          for(j=1; j<=(nlstate+ndeath);j++){
             else if(agev[m][i] <agemin){             k=k+1;
               agemin=agev[m][i];            gm[k]=pmmij[i][j];
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/          }
             }        }
             else if(agev[m][i] >agemax){       
               agemax=agev[m][i];         for(i=1; i<= (nlstate+ndeath)*(nlstate+ndeath); i++)
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/             gradg[theta][i]=(gp[i]-gm[i])/2./delti[theta];  
             }      }
             /*agev[m][i]=anint[m][i]-annais[i];*/  
             /*   agev[m][i] = age[i]+2*m;*/       for(j=1; j<=(nlstate+ndeath)*(nlstate+ndeath);j++)
           }        for(theta=1; theta <=npar; theta++)
           else { /* =9 */        trgradg[j][theta]=gradg[theta][j];
             agev[m][i]=1;   
             s[m][i]=-1;       matprod2(dnewm,trgradg,1,9,1,npar,1,npar,matcov);
           }       matprod2(doldm,dnewm,1,9,1,npar,1,9,gradg);
         }  
         else /*= 0 Unknown */       pmij(pmmij,cov,ncovmodel,x,nlstate);
           agev[m][i]=1;  
       }       k=0;
            for(i=1; i<=(nlstate+ndeath); i++){
     }         for(j=1; j<=(nlstate+ndeath);j++){
     for (i=1; i<=imx; i++)  {           k=k+1;
       for(m=1; (m<= maxwav); m++){           gm[k]=pmmij[i][j];
         if (s[m][i] > (nlstate+ndeath)) {          }
           printf("Error: Wrong value in nlstate or ndeath\n");         }
           goto end;       
         }       /*printf("\n%d ",(int)age);
       }       for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){
     }         
   
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);         printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
        }*/
     free_vector(severity,1,maxwav);  
     free_imatrix(outcome,1,maxwav+1,1,n);    fprintf(ficresprob,"\n%d ",(int)age);
     free_vector(moisnais,1,n);  
     free_vector(annais,1,n);    for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){
     free_matrix(mint,1,maxwav,1,n);      if (i== 2) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]);
     free_matrix(anint,1,maxwav,1,n);  if (i== 4) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]);
     free_vector(moisdc,1,n);    }
     free_vector(andc,1,n);  
       free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
          free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
     wav=ivector(1,imx);      free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
     dh=imatrix(1,lastpass-firstpass+1,1,imx);      free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
     mw=imatrix(1,lastpass-firstpass+1,1,imx);  }
       free_vector(xp,1,npar);
     /* Concatenates waves */  fclose(ficresprob);
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);   exit(0);
       }
    /* Calculates basic frequencies. Computes observed prevalence at single age  
        and prints on file fileres'p'. */  /***********************************************/
       freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx);   /**************** Main Program *****************/
   /***********************************************/
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  /*int main(int argc, char *argv[])*/
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  int main()
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  {
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */  
         int i,j, k, n=MAXN,iter,m,size,cptcode, cptcod;
     /* For Powell, parameters are in a vector p[] starting at p[1]    double agedeb, agefin,hf;
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */    double agemin=1.e20, agemax=-1.e20;
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */  
         double fret;
     mlikeli(ficres,p, npar, ncov, nlstate, ftol, func);    double **xi,tmp,delta;
   
         double dum; /* Dummy variable */
     /*--------- results files --------------*/    double ***p3mat;
     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);    int *indx;
         char line[MAXLINE], linepar[MAXLINE];
    jk=1;    char title[MAXLINE];
    fprintf(ficres,"# Parameters\n");    char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];
    printf("# Parameters\n");    char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], fileresf[FILENAMELENGTH];
    for(i=1,jk=1; i <=nlstate; i++){    char filerest[FILENAMELENGTH];
      for(k=1; k <=(nlstate+ndeath); k++){    char fileregp[FILENAMELENGTH];
        if (k != i)     char path[80],pathc[80],pathcd[80],pathtot[80],model[20];
          {    int firstobs=1, lastobs=10;
            printf("%d%d ",i,k);    int sdeb, sfin; /* Status at beginning and end */
            fprintf(ficres,"%1d%1d ",i,k);    int c,  h , cpt,l;
            for(j=1; j <=ncov; j++){    int ju,jl, mi;
              printf("%f ",p[jk]);    int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;
              fprintf(ficres,"%f ",p[jk]);    int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;
              jk++;     int mobilav=0, fprev, lprev ,fprevfore=1, lprevfore=1,nforecast;
            }    int hstepm, nhstepm;
            printf("\n");  
            fprintf(ficres,"\n");    double bage, fage, age, agelim, agebase;
          }    double ftolpl=FTOL;
      }    double **prlim;
    }    double *severity;
     double ***param; /* Matrix of parameters */
     /* Computing hessian and covariance matrix */    double  *p;
     ftolhess=ftol; /* Usually correct */    double **matcov; /* Matrix of covariance */
     hesscov(matcov, p, npar, delti, ftolhess, func);    double ***delti3; /* Scale */
     fprintf(ficres,"# Scales\n");    double *delti; /* Scale */
     printf("# Scales\n");    double ***eij, ***vareij;
      for(i=1,jk=1; i <=nlstate; i++){    double **varpl; /* Variances of prevalence limits by age */
       for(j=1; j <=nlstate+ndeath; j++){    double *epj, vepp;
         if (j!=i) {    double kk1;
           fprintf(ficres,"%1d%1d",i,j);  
           printf("%1d%1d",i,j);    char version[80]="Imach version 64b, May 2001, INED-EUROREVES ";
           for(k=1; k<=ncov;k++){    char *alph[]={"a","a","b","c","d","e"}, str[4];
             printf(" %.5e",delti[jk]);  
             fprintf(ficres," %.5e",delti[jk]);  
             jk++;    char z[1]="c", occ;
           }  #include <sys/time.h>
           printf("\n");  #include <time.h>
           fprintf(ficres,"\n");    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 */
     k=1;  
     fprintf(ficres,"# Covariance\n");  
     printf("# Covariance\n");    printf("\nIMACH, Version 0.64b");
     for(i=1;i<=npar;i++){    printf("\nEnter the parameter file name: ");
       /*  if (k>nlstate) k=1;  
       i1=(i-1)/(ncov*nlstate)+1;   #ifdef windows
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);    scanf("%s",pathtot);
       printf("%s%d%d",alph[k],i1,tab[i]);*/    getcwd(pathcd, size);
       fprintf(ficres,"%3d",i);    /*cygwin_split_path(pathtot,path,optionfile);
       printf("%3d",i);      printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/
       for(j=1; j<=i;j++){    /* cutv(path,optionfile,pathtot,'\\');*/
         fprintf(ficres," %.5e",matcov[i][j]);  
         printf(" %.5e",matcov[i][j]);  split(pathtot, path,optionfile);
       }    chdir(path);
       fprintf(ficres,"\n");    replace(pathc,path);
       printf("\n");  #endif
       k++;  #ifdef unix
     }    scanf("%s",optionfile);
       #endif
     while((c=getc(ficpar))=='#' && c!= EOF){  
       ungetc(c,ficpar);  /*-------- arguments in the command line --------*/
       fgets(line, MAXLINE, ficpar);  
       puts(line);    strcpy(fileres,"r");
       fputs(line,ficparo);    strcat(fileres, optionfile);
     }  
     ungetc(c,ficpar);    /*---------arguments file --------*/
     
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);    if((ficpar=fopen(optionfile,"r"))==NULL)    {
           printf("Problem with optionfile %s\n",optionfile);
     if (fage <= 2) {      goto end;
       bage = agemin;    }
       fage = agemax;  
     }    strcpy(filereso,"o");
     strcat(filereso,fileres);
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");    if((ficparo=fopen(filereso,"w"))==NULL) {
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);      printf("Problem with Output resultfile: %s\n", filereso);goto end;
 /*------------ gnuplot -------------*/    }
 chdir(pathcd);  
   if((ficgp=fopen("graph.gp","w"))==NULL) {    /* Reads comments: lines beginning with '#' */
     printf("Problem with file graph.gp");goto end;    while((c=getc(ficpar))=='#' && c!= EOF){
   }      ungetc(c,ficpar);
 #ifdef windows      fgets(line, MAXLINE, ficpar);
   fprintf(ficgp,"cd \"%s\" \n",pathc);      puts(line);
 #endif      fputs(line,ficparo);
    /* 1eme*/    }
     ungetc(c,ficpar);
   for (cpt=1; cpt<= nlstate ; cpt ++) {  
 #ifdef windows    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);
     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);    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);
 #endif    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);
 #ifdef unix  while((c=getc(ficpar))=='#' && c!= EOF){
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:%d \"\%%lf",agemin,fage,fileres,cpt*2);      ungetc(c,ficpar);
 #endif      fgets(line, MAXLINE, ficpar);
     for (i=1; i<= nlstate ; i ++) fprintf(ficgp," \%%lf (\%%lf)");      puts(line);
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" u 1:($%d+2*$%d) \"\%%lf",fileres,2*cpt,cpt*2+1);      fputs(line,ficparo);
     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);     ungetc(c,ficpar);
      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));    fscanf(ficpar,"fprevalence=%d lprevalence=%d pop_based=%d\n",&fprev,&lprev,&popbased);
 #ifdef unix   while((c=getc(ficpar))=='#' && c!= EOF){
 fprintf(ficgp,"\nset ter gif small size 400,300");      ungetc(c,ficpar);
 #endif      fgets(line, MAXLINE, ficpar);
 fprintf(ficgp,"\nset out \"v%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt);      puts(line);
        fputs(line,ficparo);
   }    }
   /*2 eme*/    ungetc(c,ficpar);
     
   fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);    fscanf(ficpar,"fprevalence=%d lprevalence=%d nforecast=%d mob_average=%d\n",&fprevfore,&lprevfore,&nforecast,&mobilav);
   for (i=1; i<= nlstate+1 ; i ++) {   
 k=2*i;    covar=matrix(0,NCOVMAX,1,n);
     fprintf(ficgp,"\"t%s\" u 1:%d \"\%%lf \%%lf (\%%lf) \%%lf (\%%lf)",fileres,k);    cptcovn=0;
     for (j=1; j< nlstate ; j ++) fprintf(ficgp," \%%lf (\%%lf)");    if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;
     if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");  
     else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);    ncovmodel=2+cptcovn;
     fprintf(ficgp,"\"t%s\" u 1:($%d-2*$%d) \"\%%lf \%%lf (\%%lf) \%%lf (\%%lf)",fileres,k,k+1);    nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
     for (j=1; j< nlstate ; j ++) fprintf(ficgp," \%%lf (\%%lf)");   
     fprintf(ficgp,"\" t\"\" w l 0,");    /* Read guess parameters */
 fprintf(ficgp,"\"t%s\" u 1:($%d+2*$%d) \"\%%lf \%%lf (\%%lf) \%%lf (\%%lf)",fileres,k,k+1);    /* Reads comments: lines beginning with '#' */
     for (j=1; j< nlstate ; j ++) fprintf(ficgp," \%%lf (\%%lf)");    while((c=getc(ficpar))=='#' && c!= EOF){
     if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");      ungetc(c,ficpar);
 else fprintf(ficgp,"\" t\"\" w l 0,");      fgets(line, MAXLINE, ficpar);
   }       puts(line);
   fprintf(ficgp,"\nset out \"e%s.gif\" \nreplot\n\n",strtok(optionfile, "."));      fputs(line,ficparo);
     }
   /*3eme*/    ungetc(c,ficpar);
 for (cpt=1; cpt<= nlstate ; cpt ++) {   
   k=2+nlstate*(cpt-1);    param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     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++)
 for (i=1; i< nlstate ; i ++) {      for(j=1; j <=nlstate+ndeath-1; j++){
 fprintf(ficgp,",\"e%s\" u 1:%d t \"e%d%d\" w l",fileres,k+1,cpt,i+1);        fscanf(ficpar,"%1d%1d",&i1,&j1);
 }         fprintf(ficparo,"%1d%1d",i1,j1);
 fprintf(ficgp,"\nset out \"ex%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt);        printf("%1d%1d",i,j);
 }        for(k=1; k<=ncovmodel;k++){
            fscanf(ficpar," %lf",&param[i][j][k]);
 /* CV preval stat */          printf(" %lf",param[i][j][k]);
 for (cpt=1; cpt<nlstate ; cpt ++) {          fprintf(ficparo," %lf",param[i][j][k]);
     k=3;        }
     fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"pij%s\" u 2:($%d/($%d",agemin,agemax,fileres,k+cpt,k);        fscanf(ficpar,"\n");
     for (i=1; i< nlstate ; i ++)        printf("\n");
       fprintf(ficgp,"+$%d",k+i);        fprintf(ficparo,"\n");
     fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);      }
        
  l=3+(nlstate+ndeath)*cpt;      npar= (nlstate+ndeath-1)*nlstate*ncovmodel;
    fprintf(ficgp,",\"pij%s\" u 2:($%d/($%d",fileres,l+cpt,l);  
      p=param[1][1];
    for (i=1; i< nlstate ; i ++) {   
    l=3+(nlstate+ndeath)*cpt;    /* Reads comments: lines beginning with '#' */
     fprintf(ficgp,"+$%d",l+i);    while((c=getc(ficpar))=='#' && c!= EOF){
    }      ungetc(c,ficpar);
   fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);      fgets(line, MAXLINE, ficpar);
         puts(line);
         fputs(line,ficparo);
   fprintf(ficgp,"set out \"p%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt);    }
   }     ungetc(c,ficpar);
   
     delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
   fclose(ficgp);    delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */
        for(i=1; i <=nlstate; i++){
 chdir(path);      for(j=1; j <=nlstate+ndeath-1; j++){
     free_matrix(agev,1,maxwav,1,imx);        fscanf(ficpar,"%1d%1d",&i1,&j1);
     free_ivector(wav,1,imx);        printf("%1d%1d",i,j);
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);        fprintf(ficparo,"%1d%1d",i1,j1);
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);        for(k=1; k<=ncovmodel;k++){
               fscanf(ficpar,"%le",&delti3[i][j][k]);
     free_imatrix(s,1,maxwav+1,1,n);          printf(" %le",delti3[i][j][k]);
               fprintf(ficparo," %le",delti3[i][j][k]);
             }
     free_ivector(num,1,n);        fscanf(ficpar,"\n");
     free_vector(agedc,1,n);        printf("\n");
     free_vector(weight,1,n);        fprintf(ficparo,"\n");
     free_matrix(covar,1,NCOVMAX,1,n);      }
     fclose(ficparo);    }
     fclose(ficres);    delti=delti3[1][1];
   }   
     /* Reads comments: lines beginning with '#' */
   /*________fin mle=1_________*/    while((c=getc(ficpar))=='#' && c!= EOF){
         ungetc(c,ficpar);
         fgets(line, MAXLINE, ficpar);
       puts(line);
   /* No more information from the sample is required now */      fputs(line,ficparo);
   /* Reads comments: lines beginning with '#' */    }
   while((c=getc(ficpar))=='#' && c!= EOF){    ungetc(c,ficpar);
     ungetc(c,ficpar);   
     fgets(line, MAXLINE, ficpar);    matcov=matrix(1,npar,1,npar);
     puts(line);    for(i=1; i <=npar; i++){
     fputs(line,ficparo);      fscanf(ficpar,"%s",&str);
   }      printf("%s",str);
   ungetc(c,ficpar);      fprintf(ficparo,"%s",str);
         for(j=1; j <=i; j++){
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);        fscanf(ficpar," %le",&matcov[i][j]);
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);        printf(" %.5le",matcov[i][j]);
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);        fprintf(ficparo," %.5le",matcov[i][j]);
       }
   /*--------------- Prevalence limit --------------*/      fscanf(ficpar,"\n");
         printf("\n");
   strcpy(filerespl,"pl");      fprintf(ficparo,"\n");
   strcat(filerespl,fileres);    }
   if((ficrespl=fopen(filerespl,"w"))==NULL) {    for(i=1; i <=npar; i++)
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;      for(j=i+1;j<=npar;j++)
   }        matcov[i][j]=matcov[j][i];
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);     
   fprintf(ficrespl,"#Prevalence limit\n");    printf("\n");
   fprintf(ficrespl,"#Age ");  
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);  
   fprintf(ficrespl,"\n");      /*-------- data file ----------*/
         if((ficres =fopen(fileres,"w"))==NULL) {
   prlim=matrix(1,nlstate,1,nlstate);        printf("Problem with resultfile: %s\n", fileres);goto end;
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      }
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      fprintf(ficres,"#%s\n",version);
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */     
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      if((fic=fopen(datafile,"r"))==NULL)    {
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */        printf("Problem with datafile: %s\n", datafile);goto end;
         }
   agebase=agemin;  
   agelim=agemax;      n= lastobs;
   ftolpl=1.e-10;      severity = vector(1,maxwav);
   for (age=agebase; age<=agelim; age++){      outcome=imatrix(1,maxwav+1,1,n);
     prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl);      num=ivector(1,n);
     fprintf(ficrespl,"%.0f",age );      moisnais=vector(1,n);
     for(i=1; i<=nlstate;i++)      annais=vector(1,n);
       fprintf(ficrespl," %.5f", prlim[i][i]);      moisdc=vector(1,n);
     fprintf(ficrespl,"\n");      andc=vector(1,n);
   }      agedc=vector(1,n);
   fclose(ficrespl);      cod=ivector(1,n);
         weight=vector(1,n);
   /*------------- h Pij x at various ages ------------*/      for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
         mint=matrix(1,maxwav,1,n);
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);      anint=matrix(1,maxwav,1,n);
   if((ficrespij=fopen(filerespij,"w"))==NULL) {      s=imatrix(1,maxwav+1,1,n);
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;      adl=imatrix(1,maxwav+1,1,n);    
   }      tab=ivector(1,NCOVMAX);
   printf("Computing pij: result on file '%s' \n", filerespij);      ncodemax=ivector(1,8);
   stepsize=(int) (stepm+YEARM-1)/YEARM;  
   if (stepm<=24) stepsize=2;      i=1;
       while (fgets(line, MAXLINE, fic) != NULL)    {
   agelim=AGESUP;        if ((i >= firstobs) && (i <=lastobs)) {
   hstepm=stepsize*YEARM; /* Every year of age */         
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */           for (j=maxwav;j>=1;j--){
   for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */            cutv(stra, strb,line,' '); s[j][i]=atoi(strb);
     nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */             strcpy(line,stra);
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */            cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);            cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
     oldm=oldms;savm=savms;          }
     hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm);           
     fprintf(ficrespij,"# Age");          cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);
     for(i=1; i<=nlstate;i++)          cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);
       for(j=1; j<=nlstate+ndeath;j++)  
         fprintf(ficrespij," %1d-%1d",i,j);          cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);
     fprintf(ficrespij,"\n");          cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);
     for (h=0; h<=nhstepm; h++){  
       fprintf(ficrespij,"%.0f %.0f",agedeb, agedeb+ h*hstepm/YEARM*stepm );          cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);
       for(i=1; i<=nlstate;i++)          for (j=ncov;j>=1;j--){
         for(j=1; j<=nlstate+ndeath;j++)            cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);
           fprintf(ficrespij," %.5f", p3mat[i][j][h]);          }
       fprintf(ficrespij,"\n");          num[i]=atol(stra);
     }         
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){
     fprintf(ficrespij,"\n");            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])); ij=ij+1;}*/
   }  
   fclose(ficrespij);          i=i+1;
         }
   /*---------- Health expectancies and variances ------------*/      }
         /* printf("ii=%d", ij);
   eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);         scanf("%d",i);*/
   oldm=oldms;savm=savms;    imx=i-1; /* Number of individuals */
   evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm);  
       /* for (i=1; i<=imx; i++){
   vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);      if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;
   oldm=oldms;savm=savms;      if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;
   varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl);      if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;
       }
   strcpy(filerest,"t");      for (i=1; i<=imx; i++) 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]));*/
   strcat(filerest,fileres);  
   if((ficrest=fopen(filerest,"w"))==NULL) {    /* Calculation of the number of parameter from char model*/
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;    Tvar=ivector(1,15);
   }    Tprod=ivector(1,15);
   printf("Computing Total LEs with variances: file '%s' \n", filerest);    Tvaraff=ivector(1,15);
   fprintf(ficrest,"#Total LEs with variances: e.. (std) ");    Tvard=imatrix(1,15,1,2);
   for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);    Tage=ivector(1,15);      
   fprintf(ficrest,"\n");     
     if (strlen(model) >1){
   hf=1;      j=0, j1=0, k1=1, k2=1;
   if (stepm >= YEARM) hf=stepm/YEARM;      j=nbocc(model,'+');
   epj=vector(1,nlstate+1);      j1=nbocc(model,'*');
   for(age=bage; age <=fage ;age++){      cptcovn=j+1;
     prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl);      cptcovprod=j1;
     fprintf(ficrest," %.0f",age);     
     for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){     
       for(i=1, epj[j]=0.;i <=nlstate;i++) {      strcpy(modelsav,model);
         epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];      if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){
       }        printf("Error. Non available option model=%s ",model);
       epj[nlstate+1] +=epj[j];        goto end;
     }      }
     for(i=1, vepp=0.;i <=nlstate;i++)     
       for(j=1;j <=nlstate;j++)      for(i=(j+1); i>=1;i--){
         vepp += vareij[i][j][(int)age];        cutv(stra,strb,modelsav,'+');
     fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));        if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav);
     for(j=1;j <=nlstate;j++){        /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/
       fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));        /*scanf("%d",i);*/
     }        if (strchr(strb,'*')) {
     fprintf(ficrest,"\n");          cutv(strd,strc,strb,'*');
   }          if (strcmp(strc,"age")==0) {
   fclose(ficrest);            cptcovprod--;
   fclose(ficpar);            cutv(strb,stre,strd,'V');
   free_vector(epj,1,nlstate+1);            Tvar[i]=atoi(stre);
             cptcovage++;
   /*------- Variance limit prevalence------*/                 Tage[cptcovage]=i;
               /*printf("stre=%s ", stre);*/
   varpl=matrix(1,nlstate,(int) bage, (int) fage);          }
   oldm=oldms;savm=savms;          else if (strcmp(strd,"age")==0) {
   varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl);            cptcovprod--;
               cutv(strb,stre,strc,'V');
               Tvar[i]=atoi(stre);
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);            cptcovage++;
               Tage[cptcovage]=i;
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);          }
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);          else {
               cutv(strb,stre,strc,'V');
               Tvar[i]=ncov+k1;
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);            cutv(strb,strc,strd,'V');
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);            Tprod[k1]=i;
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);            Tvard[k1][1]=atoi(strc);
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);            Tvard[k1][2]=atoi(stre);
               Tvar[cptcovn+k2]=Tvard[k1][1];
   free_matrix(matcov,1,npar,1,npar);            Tvar[cptcovn+k2+1]=Tvard[k1][2];
   free_vector(delti,1,npar);            for (k=1; k<=lastobs;k++)
                 covar[ncov+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncov);            k1++;
             k2=k2+2;
   printf("End of Imach\n");          }
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */        }
           else {
   /* 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("d=%s c=%s b=%s\n", strd,strc,strb);*/
   /*printf("Total time was %d uSec.\n", total_usecs);*/         /*  scanf("%d",i);*/
   /*------ End -----------*/        cutv(strd,strc,strb,'V');
         Tvar[i]=atoi(strc);
  end:        }
 #ifdef windows        strcpy(modelsav,stra);  
  chdir(pathcd);        /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);
 #endif           scanf("%d",i);*/
  system("gnuplot graph.gp");      }
   }
 #ifdef windows   
   while (z[0] != 'q') {    /*printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);
     chdir(pathcd);     printf("cptcovprod=%d ", cptcovprod);
     printf("\nType e to edit output files, c to start again, and q for exiting: ");    scanf("%d ",i);*/
     scanf("%s",z);      fclose(fic);
     if (z[0] == 'c') system("./imach");  
     else if (z[0] == 'e') {      /*  if(mle==1){*/
       chdir(path);      if (weightopt != 1) { /* Maximisation without weights*/
       system("index.htm");        for(i=1;i<=n;i++) weight[i]=1.0;
     }      }
     else if (z[0] == 'q') exit(0);      /*-calculation of age at interview from date of interview and age at death -*/
   }      agev=matrix(1,maxwav,1,imx);
 #endif   
 }     for (i=1; i<=imx; i++)
        for(m=2; (m<= maxwav); m++)
          if ((mint[m][i]== 99) && (s[m][i] <= nlstate)){
            anint[m][i]=9999;
            s[m][i]=-1;
          }
      
       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 {
                 if (andc[i]!=9999){
                 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] <agemin){
                 agemin=agev[m][i];
                 /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
               }
               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(0,NCOVMAX,0,NCOVMAX);
         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, fprev, lprev);
   
       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<nlstate ; cpt ++) {
         k=3;
         fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);
         for (i=1; i< nlstate ; i ++)
           fprintf(ficgp,"+$%d",k+i+1);
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
        
         l=3+(nlstate+ndeath)*cpt;
         fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);
         for (i=1; i< nlstate ; i ++) {
           l=3+(nlstate+ndeath)*cpt;
           fprintf(ficgp,"+$%d",l+i+1);
         }
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);  
         fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);
       }
     }  
   
     /* proba elementaires */
      for(i=1,jk=1; i <=nlstate; i++){
       for(k=1; k <=(nlstate+ndeath); k++){
         if (k != i) {
           for(j=1; j <=ncovmodel; j++){
             /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/
             /*fprintf(ficgp,"%s",alph[1]);*/
             fprintf(ficgp,"p%d=%f ",jk,p[jk]);
             jk++;
             fprintf(ficgp,"\n");
           }
         }
       }
       }
   
     for(jk=1; jk <=m; jk++) {
     fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);
      i=1;
      for(k2=1; k2<=nlstate; k2++) {
        k3=i;
        for(k=1; k<=(nlstate+ndeath); k++) {
          if (k != k2){
           fprintf(ficgp," exp(p%d+p%d*x",i,i+1);
   ij=1;
           for(j=3; j <=ncovmodel; j++) {
             if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
               fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
               ij++;
             }
             else
             fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
           }
             fprintf(ficgp,")/(1");
          
           for(k1=1; k1 <=nlstate; k1++){  
             fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);
   ij=1;
             for(j=3; j <=ncovmodel; j++){
             if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
               fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
               ij++;
             }
             else
               fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
             }
             fprintf(ficgp,")");
           }
           fprintf(ficgp,") t \"p%d%d\" ", k2,k);
           if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");
           i=i+ncovmodel;
          }
        }
      }
      fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);
     }
      
     fclose(ficgp);
      
   chdir(path);
      
       free_ivector(wav,1,imx);
       free_imatrix(dh,1,lastpass-firstpass+1,1,imx);
       free_imatrix(mw,1,lastpass-firstpass+1,1,imx);  
       free_ivector(num,1,n);
       free_vector(agedc,1,n);
       /*free_matrix(covar,1,NCOVMAX,1,n);*/
       fclose(ficparo);
       fclose(ficres);
       /*  }*/
      
      /*________fin mle=1_________*/
      
   
    
       /* No more information from the sample is required now */
     /* 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,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);
     printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);
     fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);
   /*--------- index.htm --------*/
   
     strcpy(optionfilehtm,optionfile);
     strcat(optionfilehtm,".htm");
     if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtm);goto end;
     }
   
    fprintf(fichtm,"<body><ul> <font size=\"6\">Imach, Version 0.64b </font> <hr size=\"2\" color=\"#EC5E5E\">
   Titre=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>
   Total number of observations=%d <br>
   Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>
   <hr  size=\"2\" color=\"#EC5E5E\">
   <li>Outputs files<br><br>\n
           - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n
   - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>
           - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>
           - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>
           - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>
           - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>
           - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>
           - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>
           - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%s</a> <br>
           - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>
   <br>",title,datafile,firstpass,lastpass,stepm, weightopt,model,imx,jmin,jmax,jmean,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres);
   
    fprintf(fichtm," <li>Graphs</li><p>");
   
    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,"<hr  size=\"2\" color=\"#EC5E5E\">************ 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<hr size=\"2\" color=\"#EC5E5E\">");
          }
          fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>
   <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);    
          for(cpt=1; cpt<nlstate;cpt++){
            fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>
   <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);
          }
       for(cpt=1; cpt<=nlstate;cpt++) {
          fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident
   interval) in state (%d): v%s%d%d.gif <br>
   <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);  
        }
        for(cpt=1; cpt<=nlstate;cpt++) {
           fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>
   <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);
        }
        fprintf(fichtm,"\n<br>- Total life expectancy by age and
   health expectancies in states (1) and (2): e%s%d.gif<br>
   <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);
   fprintf(fichtm,"\n</body>");
      }
    }
   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");
           }
       }
     }
   
     /* varprob(fileres, matcov, p, delti, nlstate, (int) bage, (int) fage,k);*/
   
     fclose(ficrespij);
   
     /*---------- Forecasting ------------------*/
   
     strcpy(fileresf,"f");
     strcat(fileresf,fileres);
     if((ficresf=fopen(fileresf,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", fileresf);goto end;
     }
     printf("Computing forecasting: result on file '%s' \n", fileresf);
   
     prevalence(agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax, fprevfore, lprevfore);
   
    free_matrix(agev,1,maxwav,1,imx);
     /* Mobile average */
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav==1) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       for (agedeb=bage+3; agedeb<=fage-2; agedeb++)
         for (i=1; i<=nlstate;i++)
           for (cptcod=1;cptcod<=ncodemax[cptcov];cptcod++)
             mobaverage[(int)agedeb][i][cptcod]=0.;
      
       for (agedeb=bage+4; agedeb<=fage; agedeb++){
         for (i=1; i<=nlstate;i++){
           for (cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
             for (cpt=0;cpt<=4;cpt++){
               mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]+probs[(int)agedeb-cpt][i][cptcod];
             }
             mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]/5;
           }
         }
       }  
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
   
     agelim=AGESUP;
     hstepm=stepsize*YEARM; /* Every year of age */
     hstepm=hstepm/stepm; /* Typically 2 years, = 2 years/6 months = 4 */
   
      k=0;
     for(cptcov=1;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficresf,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficresf,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficresf,"******\n");
         fprintf(ficresf,"# StartingAge FinalAge Horizon(in years)");
         for(j=1; j<=nlstate+ndeath;j++) fprintf(ficresf," P.%d",j);
   
         for (agedeb=fage; agedeb>=bage; agedeb--){
           fprintf(ficresf,"\n%d %.f %.f 0 ",k,agedeb, agedeb);
          if (mobilav==1) {
           for(j=1; j<=nlstate;j++)
             fprintf(ficresf," %.5f ",mobaverage[(int)agedeb][j][cptcod]);
           }
           else {
             for(j=1; j<=nlstate;j++)
             fprintf(ficresf," %.5f ",probs[(int)agedeb][j][cptcod]);
           }  
         for(j=1; j<=ndeath;j++) fprintf(ficresf," 0.00000");
         }
         for (cpt=1; cpt<=nforecast;cpt++)  
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */
          
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm);
           nhstepm = nhstepm/hstepm;
           /*printf("agedeb=%.lf stepm=%d hstepm=%d nhstepm=%d \n",agedeb,stepm,hstepm,nhstepm);*/
   
           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);  
                  
           for (h=0; h<=nhstepm; h++){
          
            if (h*hstepm/YEARM*stepm==cpt)
               fprintf(ficresf,"\n%d %.f %.f %.f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm, h*hstepm/YEARM*stepm);
            
            
             for(j=1; j<=nlstate+ndeath;j++) {
               kk1=0.;
               for(i=1; i<=nlstate;i++) {        
                 if (mobilav==1)
                 kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb][i][cptcod];
                 else kk1=kk1+p3mat[i][j][h]*probs[(int)agedeb][i][cptcod];
               }    
             if (h*hstepm/YEARM*stepm==cpt) fprintf(ficresf," %.5f ", kk1);
             }
           }
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
         }
       }
     }
     if (mobilav==1) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     free_imatrix(s,1,maxwav+1,1,n);
     free_vector(weight,1,n);
     fclose(ficresf);
     /*---------- 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);
           if (popbased==1) {
             for(i=1; i<=nlstate;i++)
               prlim[i][i]=probs[(int)age][i][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("..\\gp37mgw\\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(optionfilehtm);
       }
       else if (z[0] == 'q') exit(0);
     }
   #endif
   }
   
   
Removed from v.1.1  
changed lines
  Added in v.1.15

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