Annotation of imach/src/imach.c, revision 1.1

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

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