Diff for /imach064/src/imach.c between versions 1.1 and 1.9

version 1.1, 2000/12/28 18:49:56 version 1.9, 2001/05/02 18:44:18
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 /*********************** Imach **************************************          /*********************** Imach **************************************        
   This program computes Healthy Life Expectancies from cross-longitudinal     This program computes Healthy Life Expectancies from cross-longitudinal
   data. Cross-longitudinal consist in a first survey ("cross") where     data. Cross-longitudinal consist in a first survey ("cross") where
   individuals from different ages are interviewed on their health status    individuals from different ages are interviewed on their health status
   or degree of  disability. At least a second wave of interviews     or degree of  disability. At least a second wave of interviews
   ("longitudinal") should  measure each new individual health status.     ("longitudinal") should  measure each new individual health status.
   Health expectancies are computed from the transistions observed between     Health expectancies are computed from the transistions observed between
   waves and are computed for each degree of severity of disability (number    waves and are computed for each degree of severity of disability (number
   of life states). More degrees you consider, more time is necessary to    of life states). More degrees you consider, more time is necessary to
   reach the Maximum Likekilhood of the parameters involved in the model.    reach the Maximum Likelihood of the parameters involved in the model.
   The simplest model is the multinomial logistic model where pij is    The simplest model is the multinomial logistic model where pij is
   the probabibility to be observed in state j at the second wave conditional    the probabibility to be observed in state j at the second wave conditional
   to be observed in state i at the first wave. Therefore the model is:    to be observed in state i at the first wave. Therefore the model is:
   log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex'     log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex'
   is a covariate. If you want to have a more complex model than "constant and    is a covariate. If you want to have a more complex model than "constant and
   age", you should modify the program where the markup     age", you should modify the program where the markup
     *Covariates have to be included here again* invites you to do it.      *Covariates have to be included here again* invites you to do it.
   More covariates you add, less is the speed of the convergence.    More covariates you add, less is the speed of the convergence.
   
   The advantage that this computer programme claims, comes from that if the     The advantage that this computer programme claims, comes from that if the
   delay between waves is not identical for each individual, or if some     delay between waves is not identical for each individual, or if some
   individual missed an interview, the information is not rounded or lost, but    individual missed an interview, the information is not rounded or lost, but
   taken into account using an interpolation or extrapolation.    taken into account using an interpolation or extrapolation.
   hPijx is the probability to be    hPijx is the probability to be
   observed in state i at age x+h conditional to the observed state i at age     observed in state i at age x+h conditional to the observed state i at age
   x. The delay 'h' can be split into an exact number (nh*stepm) of     x. The delay 'h' can be split into an exact number (nh*stepm) of
   unobserved intermediate  states. This elementary transition (by month or     unobserved intermediate  states. This elementary transition (by month or
   quarter trimester, semester or year) is model as a multinomial logistic.     quarter trimester, semester or year) is model as a multinomial logistic.
   The hPx matrix is simply the matrix product of nh*stepm elementary matrices    The hPx matrix is simply the matrix product of nh*stepm elementary matrices
   and the contribution of each individual to the likelihood is simply hPijx.    and the contribution of each individual to the likelihood is simply hPijx.
   
   Also this programme outputs the covariance matrix of the parameters but also    Also this programme outputs the covariance matrix of the parameters but also
   of the life expectancies. It also computes the prevalence limits.     of the life expectancies. It also computes the prevalence limits.
      
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).    Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
            Institut national d'études démographiques, Paris.             Institut national d'études démographiques, Paris.
   This software have been partly granted by Euro-REVES, a concerted action    This software have been partly granted by Euro-REVES, a concerted action
   from the European Union.    from the European Union.
   It is copyrighted identically to a GNU software product, ie programme and    It is copyrighted identically to a GNU software product, ie programme and
   software can be distributed freely for non commercial use. Latest version    software can be distributed freely for non commercial use. Latest version
   can be accessed at http://euroreves.ined.fr/imach .    can be accessed at http://euroreves.ined.fr/imach .
   **********************************************************************/    **********************************************************************/
     
 #include <math.h>  #include <math.h>
 #include <stdio.h>  #include <stdio.h>
 #include <stdlib.h>  #include <stdlib.h>
 #include <unistd.h>  #include <unistd.h>
   
 #define MAXLINE 256  #define MAXLINE 256
 #define FILENAMELENGTH 80  #define FILENAMELENGTH 80
 /*#define DEBUG*/  /*#define DEBUG*/
 /*#define win*/  #define windows
   #define GLOCK_ERROR_NOPATH              -1      /* empty path */
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */  #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncov */  
   #define MAXPARM 30 /* Maximum number of parameters for the optimization */
 #define NINTERVMAX 8  #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */  
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */  #define NINTERVMAX 8
 #define NCOVMAX 8 /* Maximum number of covariates */  #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
 #define MAXN 20000  #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
 #define YEARM 12. /* Number of months per year */  #define NCOVMAX 8 /* Maximum number of covariates */
 #define AGESUP 130  #define MAXN 20000
 #define AGEBASE 40  #define YEARM 12. /* Number of months per year */
   #define AGESUP 130
   #define AGEBASE 40
 int nvar;  
   
 int npar=NPARMAX;  int nvar;
 int nlstate=2; /* Number of live states */  int cptcovn, cptcovage=0, cptcoveff=0,cptcov;
 int ndeath=1; /* Number of dead states */  int npar=NPARMAX;
 int ncov;     /* Total number of covariables including constant a12*1 +b12*x ncov=2 */  int nlstate=2; /* Number of live states */
   int ndeath=1; /* Number of dead states */
 int *wav; /* Number of waves for this individuual 0 is possible */  int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
 int maxwav; /* Maxim number of waves */  
 int mle, weightopt;  int *wav; /* Number of waves for this individuual 0 is possible */
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */  int maxwav; /* Maxim number of waves */
 int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */  int jmin, jmax; /* min, max spacing between 2 waves */
 double **oldm, **newm, **savm; /* Working pointers to matrices */  int mle, weightopt;
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */  int **mw; /* mw[mi][i] is number of the mi wave for this individual */
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest;  int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
 FILE *ficgp, *fichtm;  double jmean; /* Mean space between 2 waves */
   double **oldm, **newm, **savm; /* Working pointers to matrices */
 #define NR_END 1  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
 #define FREE_ARG char*  FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest;
 #define FTOL 1.0e-10  FILE *ficgp, *fichtm;
   FILE *ficreseij;
 #define NRANSI     char filerese[FILENAMELENGTH];
 #define ITMAX 200    FILE  *ficresvij;
     char fileresv[FILENAMELENGTH];
 #define TOL 2.0e-4    FILE  *ficresvpl;
     char fileresvpl[FILENAMELENGTH];
 #define CGOLD 0.3819660   
 #define ZEPS 1.0e-10   #define NR_END 1
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);   #define FREE_ARG char*
   #define FTOL 1.0e-10
 #define GOLD 1.618034   
 #define GLIMIT 100.0   #define NRANSI
 #define TINY 1.0e-20   #define ITMAX 200
   
 static double maxarg1,maxarg2;  #define TOL 2.0e-4
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))  
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))  #define CGOLD 0.3819660
    #define ZEPS 1.0e-10
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);
 #define rint(a) floor(a+0.5)  
   #define GOLD 1.618034
 static double sqrarg;  #define GLIMIT 100.0
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)  #define TINY 1.0e-20
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}   
   static double maxarg1,maxarg2;
 int imx;   #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
 int stepm;  #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
 /* Stepm, step in month: minimum step interpolation*/   
   #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
 int m,nb;  #define rint(a) floor(a+0.5)
 int *num, firstpass=0, lastpass=2,*cod;  
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;  static double sqrarg;
 double **pmmij;  #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
   #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}
 double *weight;  
 int **s; /* Status */  int imx;
 double *agedc, **covar, idx;  int stepm;
   /* Stepm, step in month: minimum step interpolation*/
   
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */  int m,nb;
 double ftolhess; /* Tolerance for computing hessian */  int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;
   double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
   double **pmmij;
 /******************************************/  
   double *weight;
 void replace(char *s, char*t)  int **s; /* Status */
 {  double *agedc, **covar, idx;
   int i;  int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
   int lg=20;  
   i=0;  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
   lg=strlen(t);  double ftolhess; /* Tolerance for computing hessian */
   for(i=0; i<= lg; i++) {  
     (s[i] = t[i]);  /**************** split *************************/
     if (t[i]== '\\') s[i]='/';  static  int split( char *path, char *dirc, char *name )
   }  {
 }     char *s;                             /* pointer */
 void cut(char *u,char *v, char*t)     int  l1, l2;                         /* length counters */
 {  
   int i,lg,j,p;     l1 = strlen( path );                 /* length of path */
   i=0;     if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
   for(j=0; j<=strlen(t); j++) {     s = strrchr( path, '\\' );           /* find last / */
     if(t[j]=='\\') p=j;     if ( s == NULL ) {                   /* no directory, so use current */
   }  #if     defined(__bsd__)                /* get current working directory */
         extern char       *getwd( );
   lg=strlen(t);  
   for(j=0; j<p; j++) {        if ( getwd( dirc ) == NULL ) {
     (u[j] = t[j]);  #else
     u[p]='\0';        extern char       *getcwd( );
   }  
         if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
   for(j=0; j<= lg; j++) {  #endif
     if (j>=(p+1))(v[j-p-1] = t[j]);           return( GLOCK_ERROR_GETCWD );
   }        }
 }        strcpy( name, path );             /* we've got it */
      } else {                             /* strip direcotry from path */
 /********************** nrerror ********************/        s++;                              /* after this, the filename */
         l2 = strlen( s );                 /* length of filename */
 void nrerror(char error_text[])        if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
 {        strcpy( name, s );                /* save file name */
   fprintf(stderr,"ERREUR ...\n");        strncpy( dirc, path, l1 - l2 );   /* now the directory */
   fprintf(stderr,"%s\n",error_text);        dirc[l1-l2] = 0;                  /* add zero */
   exit(1);     }
 }     l1 = strlen( dirc );                 /* length of directory */
 /*********************** vector *******************/     if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
 double *vector(int nl, int nh)     return( 0 );                         /* we're done */
 {  }
   double *v;  
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));  
   if (!v) nrerror("allocation failure in vector");  /******************************************/
   return v-nl+NR_END;  
 }  void replace(char *s, char*t)
   {
 /************************ free vector ******************/    int i;
 void free_vector(double*v, int nl, int nh)    int lg=20;
 {    i=0;
   free((FREE_ARG)(v+nl-NR_END));    lg=strlen(t);
 }    for(i=0; i<= lg; i++) {
       (s[i] = t[i]);
 /************************ivector *******************************/      if (t[i]== '\\') s[i]='/';
 int *ivector(long nl,long nh)    }
 {  }
   int *v;  
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));  int nbocc(char *s, char occ)
   if (!v) nrerror("allocation failure in ivector");  {
   return v-nl+NR_END;    int i,j=0;
 }    int lg=20;
     i=0;
 /******************free ivector **************************/    lg=strlen(s);
 void free_ivector(int *v, long nl, long nh)    for(i=0; i<= lg; i++) {
 {    if  (s[i] == occ ) j++;
   free((FREE_ARG)(v+nl-NR_END));    }
 }    return j;
   }
 /******************* imatrix *******************************/  
 int **imatrix(long nrl, long nrh, long ncl, long nch)   void cutv(char *u,char *v, char*t, char occ)
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */   {
 {     int i,lg,j,p=0;
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;     i=0;
   int **m;     for(j=0; j<=strlen(t)-1; j++) {
         if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
   /* allocate pointers to rows */     }
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));   
   if (!m) nrerror("allocation failure 1 in matrix()");     lg=strlen(t);
   m += NR_END;     for(j=0; j<p; j++) {
   m -= nrl;       (u[j] = t[j]);
       }
          u[p]='\0';
   /* allocate rows and set pointers to them */   
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));      for(j=0; j<= lg; j++) {
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");       if (j>=(p+1))(v[j-p-1] = t[j]);
   m[nrl] += NR_END;     }
   m[nrl] -= ncl;   }
     
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;   /********************** nrerror ********************/
     
   /* return pointer to array of pointers to rows */   void nrerror(char error_text[])
   return m;   {
 }     fprintf(stderr,"ERREUR ...\n");
     fprintf(stderr,"%s\n",error_text);
 /****************** free_imatrix *************************/    exit(1);
 void free_imatrix(m,nrl,nrh,ncl,nch)  }
       int **m;  /*********************** vector *******************/
       long nch,ncl,nrh,nrl;   double *vector(int nl, int nh)
      /* free an int matrix allocated by imatrix() */   {
 {     double *v;
   free((FREE_ARG) (m[nrl]+ncl-NR_END));     v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
   free((FREE_ARG) (m+nrl-NR_END));     if (!v) nrerror("allocation failure in vector");
 }     return v-nl+NR_END;
   }
 /******************* matrix *******************************/  
 double **matrix(long nrl, long nrh, long ncl, long nch)  /************************ free vector ******************/
 {  void free_vector(double*v, int nl, int nh)
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;  {
   double **m;    free((FREE_ARG)(v+nl-NR_END));
   }
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  
   if (!m) nrerror("allocation failure 1 in matrix()");  /************************ivector *******************************/
   m += NR_END;  int *ivector(long nl,long nh)
   m -= nrl;  {
     int *v;
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    if (!v) nrerror("allocation failure in ivector");
   m[nrl] += NR_END;    return v-nl+NR_END;
   m[nrl] -= ncl;  }
   
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  /******************free ivector **************************/
   return m;  void free_ivector(int *v, long nl, long nh)
 }  {
     free((FREE_ARG)(v+nl-NR_END));
 /*************************free matrix ************************/  }
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)  
 {  /******************* imatrix *******************************/
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  int **imatrix(long nrl, long nrh, long ncl, long nch)
   free((FREE_ARG)(m+nrl-NR_END));       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */
 }  {
     long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;
 /******************* ma3x *******************************/    int **m;
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)   
 {    /* allocate pointers to rows */
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));
   double ***m;    if (!m) nrerror("allocation failure 1 in matrix()");
     m += NR_END;
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));    m -= nrl;
   if (!m) nrerror("allocation failure 1 in matrix()");   
   m += NR_END;   
   m -= nrl;    /* allocate rows and set pointers to them */
     m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    m[nrl] += NR_END;
   m[nrl] += NR_END;    m[nrl] -= ncl;
   m[nrl] -= ncl;   
     for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;   
     /* return pointer to array of pointers to rows */
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));    return m;
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");  }
   m[nrl][ncl] += NR_END;  
   m[nrl][ncl] -= nll;  /****************** free_imatrix *************************/
   for (j=ncl+1; j<=nch; j++)   void free_imatrix(m,nrl,nrh,ncl,nch)
     m[nrl][j]=m[nrl][j-1]+nlay;        int **m;
           long nch,ncl,nrh,nrl;
   for (i=nrl+1; i<=nrh; i++) {       /* free an int matrix allocated by imatrix() */
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;  {
     for (j=ncl+1; j<=nch; j++)     free((FREE_ARG) (m[nrl]+ncl-NR_END));
       m[i][j]=m[i][j-1]+nlay;    free((FREE_ARG) (m+nrl-NR_END));
   }  }
   return m;  
 }  /******************* matrix *******************************/
   double **matrix(long nrl, long nrh, long ncl, long nch)
 /*************************free ma3x ************************/  {
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
 {    double **m;
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));  
   free((FREE_ARG)(m[nrl]+ncl-NR_END));    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
   free((FREE_ARG)(m+nrl-NR_END));    if (!m) nrerror("allocation failure 1 in matrix()");
 }    m += NR_END;
     m -= nrl;
 /***************** f1dim *************************/  
 extern int ncom;     m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
 extern double *pcom,*xicom;    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
 extern double (*nrfunc)(double []);     m[nrl] += NR_END;
      m[nrl] -= ncl;
 double f1dim(double x)   
 {     for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
   int j;     return m;
   double f;  }
   double *xt;   
    /*************************free matrix ************************/
   xt=vector(1,ncom);   void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];   {
   f=(*nrfunc)(xt);     free((FREE_ARG)(m[nrl]+ncl-NR_END));
   free_vector(xt,1,ncom);     free((FREE_ARG)(m+nrl-NR_END));
   return f;   }
 }   
   /******************* ma3x *******************************/
 /*****************brent *************************/  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)   {
 {     long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
   int iter;     double ***m;
   double a,b,d,etemp;  
   double fu,fv,fw,fx;    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
   double ftemp;    if (!m) nrerror("allocation failure 1 in matrix()");
   double p,q,r,tol1,tol2,u,v,w,x,xm;     m += NR_END;
   double e=0.0;     m -= nrl;
    
   a=(ax < cx ? ax : cx);     m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
   b=(ax > cx ? ax : cx);     if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
   x=w=v=bx;     m[nrl] += NR_END;
   fw=fv=fx=(*f)(x);     m[nrl] -= ncl;
   for (iter=1;iter<=ITMAX;iter++) {   
     xm=0.5*(a+b);     for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);   
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
     printf(".");fflush(stdout);    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
 #ifdef DEBUG    m[nrl][ncl] += NR_END;
     printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);    m[nrl][ncl] -= nll;
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */    for (j=ncl+1; j<=nch; j++)
 #endif      m[nrl][j]=m[nrl][j-1]+nlay;
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){    
       *xmin=x;     for (i=nrl+1; i<=nrh; i++) {
       return fx;       m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
     }       for (j=ncl+1; j<=nch; j++)
     ftemp=fu;        m[i][j]=m[i][j-1]+nlay;
     if (fabs(e) > tol1) {     }
       r=(x-w)*(fx-fv);     return m;
       q=(x-v)*(fx-fw);   }
       p=(x-v)*q-(x-w)*r;   
       q=2.0*(q-r);   /*************************free ma3x ************************/
       if (q > 0.0) p = -p;   void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
       q=fabs(q);   {
       etemp=e;     free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
       e=d;     free((FREE_ARG)(m[nrl]+ncl-NR_END));
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))     free((FREE_ARG)(m+nrl-NR_END));
         d=CGOLD*(e=(x >= xm ? a-x : b-x));   }
       else {   
         d=p/q;   /***************** f1dim *************************/
         u=x+d;   extern int ncom;
         if (u-a < tol2 || b-u < tol2)   extern double *pcom,*xicom;
           d=SIGN(tol1,xm-x);   extern double (*nrfunc)(double []);
       }    
     } else {   double f1dim(double x)
       d=CGOLD*(e=(x >= xm ? a-x : b-x));   {
     }     int j;
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));     double f;
     fu=(*f)(u);     double *xt;
     if (fu <= fx) {    
       if (u >= x) a=x; else b=x;     xt=vector(1,ncom);
       SHFT(v,w,x,u)     for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];
         SHFT(fv,fw,fx,fu)     f=(*nrfunc)(xt);
         } else {     free_vector(xt,1,ncom);
           if (u < x) a=u; else b=u;     return f;
           if (fu <= fw || w == x) {   }
             v=w;   
             w=u;   /*****************brent *************************/
             fv=fw;   double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)
             fw=fu;   {
           } else if (fu <= fv || v == x || v == w) {     int iter;
             v=u;     double a,b,d,etemp;
             fv=fu;     double fu,fv,fw,fx;
           }     double ftemp;
         }     double p,q,r,tol1,tol2,u,v,w,x,xm;
   }     double e=0.0;
   nrerror("Too many iterations in brent");    
   *xmin=x;     a=(ax < cx ? ax : cx);
   return fx;     b=(ax > cx ? ax : cx);
 }     x=w=v=bx;
     fw=fv=fx=(*f)(x);
 /****************** mnbrak ***********************/    for (iter=1;iter<=ITMAX;iter++) {
       xm=0.5*(a+b);
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,       tol2=2.0*(tol1=tol*fabs(x)+ZEPS);
             double (*func)(double))       /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
 {       printf(".");fflush(stdout);
   double ulim,u,r,q, dum;  #ifdef DEBUG
   double fu;       printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
        /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
   *fa=(*func)(*ax);   #endif
   *fb=(*func)(*bx);       if (fabs(x-xm) <= (tol2-0.5*(b-a))){
   if (*fb > *fa) {         *xmin=x;
     SHFT(dum,*ax,*bx,dum)         return fx;
       SHFT(dum,*fb,*fa,dum)       }
       }       ftemp=fu;
   *cx=(*bx)+GOLD*(*bx-*ax);       if (fabs(e) > tol1) {
   *fc=(*func)(*cx);         r=(x-w)*(fx-fv);
   while (*fb > *fc) {         q=(x-v)*(fx-fw);
     r=(*bx-*ax)*(*fb-*fc);         p=(x-v)*q-(x-w)*r;
     q=(*bx-*cx)*(*fb-*fa);         q=2.0*(q-r);
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/         if (q > 0.0) p = -p;
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));         q=fabs(q);
     ulim=(*bx)+GLIMIT*(*cx-*bx);         etemp=e;
     if ((*bx-u)*(u-*cx) > 0.0) {         e=d;
       fu=(*func)(u);         if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))
     } else if ((*cx-u)*(u-ulim) > 0.0) {           d=CGOLD*(e=(x >= xm ? a-x : b-x));
       fu=(*func)(u);         else {
       if (fu < *fc) {           d=p/q;
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))           u=x+d;
           SHFT(*fb,*fc,fu,(*func)(u))           if (u-a < tol2 || b-u < tol2)
           }             d=SIGN(tol1,xm-x);
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {         }
       u=ulim;       } else {
       fu=(*func)(u);         d=CGOLD*(e=(x >= xm ? a-x : b-x));
     } else {       }
       u=(*cx)+GOLD*(*cx-*bx);       u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));
       fu=(*func)(u);       fu=(*f)(u);
     }       if (fu <= fx) {
     SHFT(*ax,*bx,*cx,u)         if (u >= x) a=x; else b=x;
       SHFT(*fa,*fb,*fc,fu)         SHFT(v,w,x,u)
       }           SHFT(fv,fw,fx,fu)
 }           } else {
             if (u < x) a=u; else b=u;
 /*************** linmin ************************/            if (fu <= fw || w == x) {
               v=w;
 int ncom;               w=u;
 double *pcom,*xicom;              fv=fw;
 double (*nrfunc)(double []);               fw=fu;
              } else if (fu <= fv || v == x || v == w) {
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))               v=u;
 {               fv=fu;
   double brent(double ax, double bx, double cx,             }
                double (*f)(double), double tol, double *xmin);           }
   double f1dim(double x);     }
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,     nrerror("Too many iterations in brent");
               double *fc, double (*func)(double));     *xmin=x;
   int j;     return fx;
   double xx,xmin,bx,ax;   }
   double fx,fb,fa;  
    /****************** mnbrak ***********************/
   ncom=n;   
   pcom=vector(1,n);   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,
   xicom=vector(1,n);               double (*func)(double))
   nrfunc=func;   {
   for (j=1;j<=n;j++) {     double ulim,u,r,q, dum;
     pcom[j]=p[j];     double fu;
     xicom[j]=xi[j];    
   }     *fa=(*func)(*ax);
   ax=0.0;     *fb=(*func)(*bx);
   xx=1.0;     if (*fb > *fa) {
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);       SHFT(dum,*ax,*bx,dum)
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);         SHFT(dum,*fb,*fa,dum)
 #ifdef DEBUG        }
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);    *cx=(*bx)+GOLD*(*bx-*ax);
 #endif    *fc=(*func)(*cx);
   for (j=1;j<=n;j++) {     while (*fb > *fc) {
     xi[j] *= xmin;       r=(*bx-*ax)*(*fb-*fc);
     p[j] += xi[j];       q=(*bx-*cx)*(*fb-*fa);
   }       u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/
   free_vector(xicom,1,n);         (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));
   free_vector(pcom,1,n);       ulim=(*bx)+GLIMIT*(*cx-*bx);
 }       if ((*bx-u)*(u-*cx) > 0.0) {
         fu=(*func)(u);
 /*************** powell ************************/      } else if ((*cx-u)*(u-ulim) > 0.0) {
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,         fu=(*func)(u);
             double (*func)(double []))         if (fu < *fc) {
           SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))
 {             SHFT(*fb,*fc,fu,(*func)(u))
             }
       } else if ((u-ulim)*(ulim-*cx) >= 0.0) {
   void linmin(double p[], double xi[], int n, double *fret,         u=ulim;
               double (*func)(double []));         fu=(*func)(u);
   int i,ibig,j;       } else {
   double del,t,*pt,*ptt,*xit;        u=(*cx)+GOLD*(*cx-*bx);
   double fp,fptt;        fu=(*func)(u);
   double *xits;      }
   pt=vector(1,n);       SHFT(*ax,*bx,*cx,u)
   ptt=vector(1,n);         SHFT(*fa,*fb,*fc,fu)
   xit=vector(1,n);         }
   xits=vector(1,n);   }
   *fret=(*func)(p);   
   for (j=1;j<=n;j++) pt[j]=p[j];   /*************** linmin ************************/
   for (*iter=1;;++(*iter)) {   
     fp=(*fret);   int ncom;
     ibig=0;   double *pcom,*xicom;
     del=0.0;   double (*nrfunc)(double []);
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);   
     for (i=1;i<=n;i++)   void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))
       printf(" %d %.12f",i, p[i]);  {
     printf("\n");    double brent(double ax, double bx, double cx,
     for (i=1;i<=n;i++) {                  double (*f)(double), double tol, double *xmin);
       for (j=1;j<=n;j++) xit[j]=xi[j][i];     double f1dim(double x);
       fptt=(*fret);     void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,
 #ifdef DEBUG                double *fc, double (*func)(double));
       printf("fret=%lf \n",*fret);    int j;
 #endif    double xx,xmin,bx,ax;
       printf("%d",i);fflush(stdout);    double fx,fb,fa;
       linmin(p,xit,n,fret,func);    
       if (fabs(fptt-(*fret)) > del) {     ncom=n;
         del=fabs(fptt-(*fret));     pcom=vector(1,n);
         ibig=i;     xicom=vector(1,n);
       }     nrfunc=func;
 #ifdef DEBUG    for (j=1;j<=n;j++) {
       printf("%d %.12e",i,(*fret));      pcom[j]=p[j];
       for (j=1;j<=n;j++) {      xicom[j]=xi[j];
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);    }
         printf(" x(%d)=%.12e",j,xit[j]);    ax=0.0;
       }    xx=1.0;
       for(j=1;j<=n;j++)     mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);
         printf(" p=%.12e",p[j]);    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);
       printf("\n");  #ifdef DEBUG
 #endif    printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
     }   #endif
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {    for (j=1;j<=n;j++) {
 #ifdef DEBUG      xi[j] *= xmin;
       int k[2],l;      p[j] += xi[j];
       k[0]=1;    }
       k[1]=-1;    free_vector(xicom,1,n);
       printf("Max: %.12e",(*func)(p));    free_vector(pcom,1,n);
       for (j=1;j<=n;j++)   }
         printf(" %.12e",p[j]);  
       printf("\n");  /*************** powell ************************/
       for(l=0;l<=1;l++) {  void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,
         for (j=1;j<=n;j++) {              double (*func)(double []))
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];  {
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);    void linmin(double p[], double xi[], int n, double *fret,
         }                double (*func)(double []));
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));    int i,ibig,j;
       }    double del,t,*pt,*ptt,*xit;
 #endif    double fp,fptt;
     double *xits;
     pt=vector(1,n);
       free_vector(xit,1,n);     ptt=vector(1,n);
       free_vector(xits,1,n);     xit=vector(1,n);
       free_vector(ptt,1,n);     xits=vector(1,n);
       free_vector(pt,1,n);     *fret=(*func)(p);
       return;     for (j=1;j<=n;j++) pt[j]=p[j];
     }     for (*iter=1;;++(*iter)) {
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");       fp=(*fret);
     for (j=1;j<=n;j++) {       ibig=0;
       ptt[j]=2.0*p[j]-pt[j];       del=0.0;
       xit[j]=p[j]-pt[j];       printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
       pt[j]=p[j];       for (i=1;i<=n;i++)
     }         printf(" %d %.12f",i, p[i]);
     fptt=(*func)(ptt);       printf("\n");
     if (fptt < fp) {       for (i=1;i<=n;i++) {
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);         for (j=1;j<=n;j++) xit[j]=xi[j][i];
       if (t < 0.0) {         fptt=(*fret);
         linmin(p,xit,n,fret,func);   #ifdef DEBUG
         for (j=1;j<=n;j++) {         printf("fret=%lf \n",*fret);
           xi[j][ibig]=xi[j][n];   #endif
           xi[j][n]=xit[j];         printf("%d",i);fflush(stdout);
         }        linmin(p,xit,n,fret,func);
 #ifdef DEBUG        if (fabs(fptt-(*fret)) > del) {
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);          del=fabs(fptt-(*fret));
         for(j=1;j<=n;j++)          ibig=i;
           printf(" %.12e",xit[j]);        }
         printf("\n");  #ifdef DEBUG
 #endif        printf("%d %.12e",i,(*fret));
       }         for (j=1;j<=n;j++) {
     }           xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
   }           printf(" x(%d)=%.12e",j,xit[j]);
 }         }
         for(j=1;j<=n;j++)
 /**** Prevalence limit ****************/          printf(" p=%.12e",p[j]);
         printf("\n");
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl)  #endif
 {      }
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit      if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
      matrix by transitions matrix until convergence is reached */  #ifdef DEBUG
         int k[2],l;
   int i, ii,j,k;        k[0]=1;
   double min, max, maxmin, maxmax,sumnew=0.;        k[1]=-1;
   double **matprod2();        printf("Max: %.12e",(*func)(p));
   double **out, cov[NCOVMAX], **pmij();        for (j=1;j<=n;j++)
   double **newm;          printf(" %.12e",p[j]);
   double agefin, delaymax=50 ; /* Max number of years to converge */        printf("\n");
         for(l=0;l<=1;l++) {
   for (ii=1;ii<=nlstate+ndeath;ii++)          for (j=1;j<=n;j++) {
     for (j=1;j<=nlstate+ndeath;j++){            ptt[j]=p[j]+(p[j]-pt[j])*k[l];
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);            printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
     }          }
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */          printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){        }
     newm=savm;  #endif
     /* Covariates have to be included here again */  
     cov[1]=1.;  
     cov[2]=agefin;        free_vector(xit,1,n);
     out=matprod2(newm, pmij(pmmij,cov,ncov,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);        free_vector(xits,1,n);
 /*    printf("age=%f agefin=%f po=%f pn=%f\n",age,agefin,oldm[1][1],newm[1][1]);*/        free_vector(ptt,1,n);
             free_vector(pt,1,n);
     savm=oldm;        return;
     oldm=newm;      }
     maxmax=0.;      if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");
     for(j=1;j<=nlstate;j++){      for (j=1;j<=n;j++) {
       min=1.;        ptt[j]=2.0*p[j]-pt[j];
       max=0.;        xit[j]=p[j]-pt[j];
       for(i=1; i<=nlstate; i++) {        pt[j]=p[j];
         sumnew=0;      }
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];      fptt=(*func)(ptt);
         prlim[i][j]= newm[i][j]/(1-sumnew);      if (fptt < fp) {
         max=FMAX(max,prlim[i][j]);        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);
         min=FMIN(min,prlim[i][j]);        if (t < 0.0) {
       }          linmin(p,xit,n,fret,func);
       maxmin=max-min;          for (j=1;j<=n;j++) {
       maxmax=FMAX(maxmax,maxmin);            xi[j][ibig]=xi[j][n];
     }            xi[j][n]=xit[j];
     if(maxmax < ftolpl){          }
       return prlim;  #ifdef DEBUG
     }          printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
   }          for(j=1;j<=n;j++)
 }            printf(" %.12e",xit[j]);
           printf("\n");
 /*************** transition probabilities **********/   #endif
         }
 double **pmij(double **ps, double *cov, int ncov, double *x, int nlstate )      }
 {    }
   double s1, s2;  }
   /*double t34;*/  
   int i,j,j1, nc, ii, jj;  /**** Prevalence limit ****************/
   
     for(i=1; i<= nlstate; i++){  double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
     for(j=1; j<i;j++){  {
       for (nc=1, s2=0.;nc <=ncov; nc++){    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
         /*s2 += param[i][j][nc]*cov[nc];*/       matrix by transitions matrix until convergence is reached */
         s2 += x[(i-1)*nlstate*ncov+(j-1)*ncov+nc+(i-1)*(ndeath-1)*ncov]*cov[nc];  
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/    int i, ii,j,k;
       }    double min, max, maxmin, maxmax,sumnew=0.;
       ps[i][j]=s2;    double **matprod2();
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/    double **out, cov[NCOVMAX], **pmij();
     }    double **newm;
     for(j=i+1; j<=nlstate+ndeath;j++){    double agefin, delaymax=50 ; /* Max number of years to converge */
       for (nc=1, s2=0.;nc <=ncov; nc++){  
         s2 += x[(i-1)*nlstate*ncov+(j-2)*ncov+nc+(i-1)*(ndeath-1)*ncov]*cov[nc];    for (ii=1;ii<=nlstate+ndeath;ii++)
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/      for (j=1;j<=nlstate+ndeath;j++){
       }        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       ps[i][j]=s2;      }
     }  
   }     cov[1]=1.;
   for(i=1; i<= nlstate; i++){   
      s1=0;   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
     for(j=1; j<i; j++)    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
       s1+=exp(ps[i][j]);      newm=savm;
     for(j=i+1; j<=nlstate+ndeath; j++)      /* Covariates have to be included here again */
       s1+=exp(ps[i][j]);       cov[2]=agefin;
     ps[i][i]=1./(s1+1.);   
     for(j=1; j<i; j++)        for (k=1; k<=cptcovn;k++) {
       ps[i][j]= exp(ps[i][j])*ps[i][i];          cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
     for(j=i+1; j<=nlstate+ndeath; j++)          /*printf("ij=%d Tvar[k]=%d nbcode=%d cov=%lf\n",ij, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k]);*/
       ps[i][j]= exp(ps[i][j])*ps[i][i];        }
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */        for (k=1; k<=cptcovage;k++)
   } /* end i */          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
         for (k=1; k<=cptcovprod;k++)
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
     for(jj=1; jj<= nlstate+ndeath; jj++){  
       ps[ii][jj]=0;        /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
       ps[ii][ii]=1;        /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
     }  
   }      out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
   
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){      savm=oldm;
     for(jj=1; jj<= nlstate+ndeath; jj++){      oldm=newm;
      printf("%lf ",ps[ii][jj]);      maxmax=0.;
    }      for(j=1;j<=nlstate;j++){
     printf("\n ");        min=1.;
     }        max=0.;
     printf("\n ");printf("%lf ",cov[2]);*/        for(i=1; i<=nlstate; i++) {
 /*          sumnew=0;
   for(i=1; i<= npar; i++) printf("%f ",x[i]);          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
   goto end;*/          prlim[i][j]= newm[i][j]/(1-sumnew);
     return ps;          max=FMAX(max,prlim[i][j]);
 }          min=FMIN(min,prlim[i][j]);
         }
 /**************** Product of 2 matrices ******************/        maxmin=max-min;
         maxmax=FMAX(maxmax,maxmin);
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)      }
 {      if(maxmax < ftolpl){
   /* Computes the matric product of in(1,nrh-nrl+1)(1,nch-ncl+1) times        return prlim;
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */      }
   /* in, b, out are matrice of pointers which should have been initialized     }
      before: only the contents of out is modified. The function returns  }
      a pointer to pointers identical to out */  
   long i, j, k;  /*************** transition probabilities **********/
   for(i=nrl; i<= nrh; i++)  
     for(k=ncolol; k<=ncoloh; k++)  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
       for(j=ncl,out[i][k]=0.; j<=nch; j++)  {
         out[i][k] +=in[i][j]*b[j][k];    double s1, s2;
     /*double t34;*/
   return out;    int i,j,j1, nc, ii, jj;
 }  
       for(i=1; i<= nlstate; i++){
       for(j=1; j<i;j++){
 /************* Higher Matrix Product ***************/        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
           /*s2 += param[i][j][nc]*cov[nc];*/
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm )          s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
 {          /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month         }
      duration (i.e. until        ps[i][j]=s2;
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.         /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
      Output is stored in matrix po[i][j][h] for h every 'hstepm' step       }
      (typically every 2 years instead of every month which is too big).      for(j=i+1; j<=nlstate+ndeath;j++){
      Model is determined by parameters x and covariates have to be         for (nc=1, s2=0.;nc <=ncovmodel; nc++){
      included manually here.           s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
           /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
      */        }
         ps[i][j]=s2;
   int i, j, d, h;      }
   double **out, cov[NCOVMAX];    }
   double **newm;    for(i=1; i<= nlstate; i++){
        s1=0;
   /* Hstepm could be zero and should return the unit matrix */      for(j=1; j<i; j++)
   for (i=1;i<=nlstate+ndeath;i++)        s1+=exp(ps[i][j]);
     for (j=1;j<=nlstate+ndeath;j++){      for(j=i+1; j<=nlstate+ndeath; j++)
       oldm[i][j]=(i==j ? 1.0 : 0.0);        s1+=exp(ps[i][j]);
       po[i][j][0]=(i==j ? 1.0 : 0.0);      ps[i][i]=1./(s1+1.);
     }      for(j=1; j<i; j++)
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */        ps[i][j]= exp(ps[i][j])*ps[i][i];
   for(h=1; h <=nhstepm; h++){      for(j=i+1; j<=nlstate+ndeath; j++)
     for(d=1; d <=hstepm; d++){        ps[i][j]= exp(ps[i][j])*ps[i][i];
       newm=savm;      /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
       /* Covariates have to be included here again */    } /* end i */
       cov[1]=1.;  
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;    for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/      for(jj=1; jj<= nlstate+ndeath; jj++){
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,         ps[ii][jj]=0;
                    pmij(pmmij,cov,ncov,x,nlstate));        ps[ii][ii]=1;
       savm=oldm;      }
       oldm=newm;    }
     }  
     for(i=1; i<=nlstate+ndeath; i++)    /*   for(ii=1; ii<= nlstate+ndeath; ii++){
       for(j=1;j<=nlstate+ndeath;j++) {      for(jj=1; jj<= nlstate+ndeath; jj++){
         po[i][j][h]=newm[i][j];       printf("%lf ",ps[ii][jj]);
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);     }
          */      printf("\n ");
       }      }
   } /* end h */      printf("\n ");printf("%lf ",cov[2]);*/
   return po;  /*
 }    for(i=1; i<= npar; i++) printf("%f ",x[i]);
     goto end;*/
       return ps;
 /*************** log-likelihood *************/  }
 double func( double *x)  
 {  /**************** Product of 2 matrices ******************/
   int i, ii, j, k, mi, d;  
   double l, ll[NLSTATEMAX], cov[NCOVMAX];  double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
   double **out;  {
   double sw; /* Sum of weights */    /* Computes the matric product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
   double lli; /* Individual log likelihood */       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
   long ipmx;    /* in, b, out are matrice of pointers which should have been initialized
   /*extern weight */       before: only the contents of out is modified. The function returns
   /* We are differentiating ll according to initial status */       a pointer to pointers identical to out */
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/    long i, j, k;
   /*for(i=1;i<imx;i++)     for(i=nrl; i<= nrh; i++)
 printf(" %d\n",s[4][i]);      for(k=ncolol; k<=ncoloh; k++)
   */        for(j=ncl,out[i][k]=0.; j<=nch; j++)
           out[i][k] +=in[i][j]*b[j][k];
   for(k=1; k<=nlstate; k++) ll[k]=0.;  
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){    return out;
        for(mi=1; mi<= wav[i]-1; mi++){  }
       for (ii=1;ii<=nlstate+ndeath;ii++)  
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);  
             for(d=0; d<dh[mi][i]; d++){  /************* Higher Matrix Product ***************/
         newm=savm;  
           cov[1]=1.;  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
           cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;  {
             out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,    /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month
                        1,nlstate+ndeath,pmij(pmmij,cov,ncov,x,nlstate));       duration (i.e. until
           savm=oldm;       age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.
           oldm=newm;       Output is stored in matrix po[i][j][h] for h every 'hstepm' step
        (typically every 2 years instead of every month which is too big).
        Model is determined by parameters x and covariates have to be
       } /* end mult */       included manually here.
      
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);       */
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/  
       ipmx +=1;    int i, j, d, h, k;
       sw += weight[i];    double **out, cov[NCOVMAX];
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;    double **newm;
     } /* end of wave */  
   } /* end of individual */    /* Hstepm could be zero and should return the unit matrix */
     for (i=1;i<=nlstate+ndeath;i++)
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];      for (j=1;j<=nlstate+ndeath;j++){
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */        oldm[i][j]=(i==j ? 1.0 : 0.0);
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */        po[i][j][0]=(i==j ? 1.0 : 0.0);
   return -l;      }
 }    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
     for(h=1; h <=nhstepm; h++){
       for(d=1; d <=hstepm; d++){
 /*********** Maximum Likelihood Estimation ***************/        newm=savm;
         /* Covariates have to be included here again */
 void mlikeli(FILE *ficres,double p[], int npar, int ncov, int nlstate, double ftol, double (*func)(double []))        cov[1]=1.;
 {        cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
   int i,j, iter;        for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
   double **xi,*delti;  for (k=1; k<=cptcovage;k++)
   double fret;          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
   xi=matrix(1,npar,1,npar);     for (k=1; k<=cptcovprod;k++)
   for (i=1;i<=npar;i++)          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
     for (j=1;j<=npar;j++)  
       xi[i][j]=(i==j ? 1.0 : 0.0);  
   printf("Powell\n");        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
   powell(p,xi,npar,ftol,&iter,&fret,func);        /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
         out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));                     pmij(pmmij,cov,ncovmodel,x,nlstate));
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));        savm=oldm;
         oldm=newm;
 }      }
       for(i=1; i<=nlstate+ndeath; i++)
 /**** Computes Hessian and covariance matrix ***/        for(j=1;j<=nlstate+ndeath;j++) {
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))          po[i][j][h]=newm[i][j];
 {          /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
   double  **a,**y,*x,pd;           */
   double **hess;        }
   int i, j,jk;    } /* end h */
   int *indx;    return po;
   }
   double hessii(double p[], double delta, int theta, double delti[]);  
   double hessij(double p[], double delti[], int i, int j);  
   void lubksb(double **a, int npar, int *indx, double b[]) ;  /*************** log-likelihood *************/
   void ludcmp(double **a, int npar, int *indx, double *d) ;  double func( double *x)
   {
     int i, ii, j, k, mi, d, kk;
   hess=matrix(1,npar,1,npar);    double l, ll[NLSTATEMAX], cov[NCOVMAX];
     double **out;
   printf("\nCalculation of the hessian matrix. Wait...\n");    double sw; /* Sum of weights */
   for (i=1;i<=npar;i++){    double lli; /* Individual log likelihood */
     printf("%d",i);fflush(stdout);    long ipmx;
     hess[i][i]=hessii(p,ftolhess,i,delti);    /*extern weight */
     /*printf(" %f ",p[i]);*/    /* We are differentiating ll according to initial status */
   }    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
     /*for(i=1;i<imx;i++)
   for (i=1;i<=npar;i++) {      printf(" %d\n",s[4][i]);
     for (j=1;j<=npar;j++)  {    */
       if (j>i) {     cov[1]=1.;
         printf(".%d%d",i,j);fflush(stdout);  
         hess[i][j]=hessij(p,delti,i,j);    for(k=1; k<=nlstate; k++) ll[k]=0.;
         hess[j][i]=hess[i][j];    for (i=1,ipmx=0, sw=0.; i<=imx; i++){
       }      for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     }      for(mi=1; mi<= wav[i]-1; mi++){
   }        for (ii=1;ii<=nlstate+ndeath;ii++)
   printf("\n");          for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);
         for(d=0; d<dh[mi][i]; d++){
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");          newm=savm;
             cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   a=matrix(1,npar,1,npar);          for (kk=1; kk<=cptcovage;kk++) {
   y=matrix(1,npar,1,npar);            cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   x=vector(1,npar);          }
   indx=ivector(1,npar);         
   for (i=1;i<=npar;i++)          out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];                       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   ludcmp(a,npar,indx,&pd);          savm=oldm;
           oldm=newm;
   for (j=1;j<=npar;j++) {         
     for (i=1;i<=npar;i++) x[i]=0;         
     x[j]=1;        } /* end mult */
     lubksb(a,npar,indx,x);       
     for (i=1;i<=npar;i++){         lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);
       matcov[i][j]=x[i];        /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/
     }        ipmx +=1;
   }        sw += weight[i];
         ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   printf("\n#Hessian matrix#\n");      } /* end of wave */
   for (i=1;i<=npar;i++) {     } /* end of individual */
     for (j=1;j<=npar;j++) {   
       printf("%.3e ",hess[i][j]);    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
     }    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
     printf("\n");    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
   }    return -l;
   }
   /* Recompute Inverse */  
   for (i=1;i<=npar;i++)  
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];  /*********** Maximum Likelihood Estimation ***************/
   ludcmp(a,npar,indx,&pd);  
   void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
   /*  printf("\n#Hessian matrix recomputed#\n");  {
     int i,j, iter;
   for (j=1;j<=npar;j++) {    double **xi,*delti;
     for (i=1;i<=npar;i++) x[i]=0;    double fret;
     x[j]=1;    xi=matrix(1,npar,1,npar);
     lubksb(a,npar,indx,x);    for (i=1;i<=npar;i++)
     for (i=1;i<=npar;i++){       for (j=1;j<=npar;j++)
       y[i][j]=x[i];        xi[i][j]=(i==j ? 1.0 : 0.0);
       printf("%.3e ",y[i][j]);    printf("Powell\n");
     }    powell(p,xi,npar,ftol,&iter,&fret,func);
     printf("\n");  
   }     printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
   */    fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));
   
   free_matrix(a,1,npar,1,npar);  }
   free_matrix(y,1,npar,1,npar);  
   free_vector(x,1,npar);  /**** Computes Hessian and covariance matrix ***/
   free_ivector(indx,1,npar);  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
   free_matrix(hess,1,npar,1,npar);  {
     double  **a,**y,*x,pd;
     double **hess;
 }    int i, j,jk;
     int *indx;
 /*************** hessian matrix ****************/  
 double hessii( double x[], double delta, int theta, double delti[])    double hessii(double p[], double delta, int theta, double delti[]);
 {    double hessij(double p[], double delti[], int i, int j);
   int i;    void lubksb(double **a, int npar, int *indx, double b[]) ;
   int l=1, lmax=20;    void ludcmp(double **a, int npar, int *indx, double *d) ;
   double k1,k2;  
   double p2[NPARMAX+1];  
   double res;    hess=matrix(1,npar,1,npar);
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;  
   double fx;    printf("\nCalculation of the hessian matrix. Wait...\n");
   int k=0,kmax=10;    for (i=1;i<=npar;i++){
   double l1;      printf("%d",i);fflush(stdout);
       hess[i][i]=hessii(p,ftolhess,i,delti);
   fx=func(x);      /*printf(" %f ",p[i]);*/
   for (i=1;i<=npar;i++) p2[i]=x[i];    }
   for(l=0 ; l <=lmax; l++){  
     l1=pow(10,l);    for (i=1;i<=npar;i++) {
     delts=delt;      for (j=1;j<=npar;j++)  {
     for(k=1 ; k <kmax; k=k+1){        if (j>i) {
       delt = delta*(l1*k);          printf(".%d%d",i,j);fflush(stdout);
       p2[theta]=x[theta] +delt;          hess[i][j]=hessij(p,delti,i,j);
       k1=func(p2)-fx;          hess[j][i]=hess[i][j];
       p2[theta]=x[theta]-delt;        }
       k2=func(p2)-fx;      }
       /*res= (k1-2.0*fx+k2)/delt/delt; */    }
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */    printf("\n");
         
 #ifdef DEBUG    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
       printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);   
 #endif    a=matrix(1,npar,1,npar);
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */    y=matrix(1,npar,1,npar);
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){    x=vector(1,npar);
         k=kmax;    indx=ivector(1,npar);
       }    for (i=1;i<=npar;i++)
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */      for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
         k=kmax; l=lmax*10.;    ludcmp(a,npar,indx,&pd);
       }  
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){     for (j=1;j<=npar;j++) {
         delts=delt;      for (i=1;i<=npar;i++) x[i]=0;
       }      x[j]=1;
     }      lubksb(a,npar,indx,x);
   }      for (i=1;i<=npar;i++){
   delti[theta]=delts;        matcov[i][j]=x[i];
   return res;      }
       }
 }  
     printf("\n#Hessian matrix#\n");
 double hessij( double x[], double delti[], int thetai,int thetaj)    for (i=1;i<=npar;i++) {
 {      for (j=1;j<=npar;j++) {
   int i;        printf("%.3e ",hess[i][j]);
   int l=1, l1, lmax=20;      }
   double k1,k2,k3,k4,res,fx;      printf("\n");
   double p2[NPARMAX+1];    }
   int k;  
     /* Recompute Inverse */
   fx=func(x);    for (i=1;i<=npar;i++)
   for (k=1; k<=2; k++) {      for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
     for (i=1;i<=npar;i++) p2[i]=x[i];    ludcmp(a,npar,indx,&pd);
     p2[thetai]=x[thetai]+delti[thetai]/k;  
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;    /*  printf("\n#Hessian matrix recomputed#\n");
     k1=func(p2)-fx;  
       for (j=1;j<=npar;j++) {
     p2[thetai]=x[thetai]+delti[thetai]/k;      for (i=1;i<=npar;i++) x[i]=0;
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;      x[j]=1;
     k2=func(p2)-fx;      lubksb(a,npar,indx,x);
         for (i=1;i<=npar;i++){
     p2[thetai]=x[thetai]-delti[thetai]/k;        y[i][j]=x[i];
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;        printf("%.3e ",y[i][j]);
     k3=func(p2)-fx;      }
         printf("\n");
     p2[thetai]=x[thetai]-delti[thetai]/k;    }
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;    */
     k4=func(p2)-fx;  
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */    free_matrix(a,1,npar,1,npar);
 #ifdef DEBUG    free_matrix(y,1,npar,1,npar);
     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);    free_vector(x,1,npar);
 #endif    free_ivector(indx,1,npar);
   }    free_matrix(hess,1,npar,1,npar);
   return res;  
 }  
   }
 /************** Inverse of matrix **************/  
 void ludcmp(double **a, int n, int *indx, double *d)   /*************** hessian matrix ****************/
 {   double hessii( double x[], double delta, int theta, double delti[])
   int i,imax,j,k;   {
   double big,dum,sum,temp;     int i;
   double *vv;     int l=1, lmax=20;
      double k1,k2;
   vv=vector(1,n);     double p2[NPARMAX+1];
   *d=1.0;     double res;
   for (i=1;i<=n;i++) {     double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
     big=0.0;     double fx;
     for (j=1;j<=n;j++)     int k=0,kmax=10;
       if ((temp=fabs(a[i][j])) > big) big=temp;     double l1;
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");   
     vv[i]=1.0/big;     fx=func(x);
   }     for (i=1;i<=npar;i++) p2[i]=x[i];
   for (j=1;j<=n;j++) {     for(l=0 ; l <=lmax; l++){
     for (i=1;i<j;i++) {       l1=pow(10,l);
       sum=a[i][j];       delts=delt;
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];       for(k=1 ; k <kmax; k=k+1){
       a[i][j]=sum;         delt = delta*(l1*k);
     }         p2[theta]=x[theta] +delt;
     big=0.0;         k1=func(p2)-fx;
     for (i=j;i<=n;i++) {         p2[theta]=x[theta]-delt;
       sum=a[i][j];         k2=func(p2)-fx;
       for (k=1;k<j;k++)         /*res= (k1-2.0*fx+k2)/delt/delt; */
         sum -= a[i][k]*a[k][j];         res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
       a[i][j]=sum;        
       if ( (dum=vv[i]*fabs(sum)) >= big) {   #ifdef DEBUG
         big=dum;         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);
         imax=i;   #endif
       }         /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
     }         if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
     if (j != imax) {           k=kmax;
       for (k=1;k<=n;k++) {         }
         dum=a[imax][k];         else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
         a[imax][k]=a[j][k];           k=kmax; l=lmax*10.;
         a[j][k]=dum;         }
       }         else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){
       *d = -(*d);           delts=delt;
       vv[imax]=vv[j];         }
     }       }
     indx[j]=imax;     }
     if (a[j][j] == 0.0) a[j][j]=TINY;     delti[theta]=delts;
     if (j != n) {     return res;
       dum=1.0/(a[j][j]);    
       for (i=j+1;i<=n;i++) a[i][j] *= dum;   }
     }   
   }   double hessij( double x[], double delti[], int thetai,int thetaj)
   free_vector(vv,1,n);  /* Doesn't work */  {
 ;    int i;
 }     int l=1, l1, lmax=20;
     double k1,k2,k3,k4,res,fx;
 void lubksb(double **a, int n, int *indx, double b[])     double p2[NPARMAX+1];
 {     int k;
   int i,ii=0,ip,j;   
   double sum;     fx=func(x);
      for (k=1; k<=2; k++) {
   for (i=1;i<=n;i++) {       for (i=1;i<=npar;i++) p2[i]=x[i];
     ip=indx[i];       p2[thetai]=x[thetai]+delti[thetai]/k;
     sum=b[ip];       p2[thetaj]=x[thetaj]+delti[thetaj]/k;
     b[ip]=b[i];       k1=func(p2)-fx;
     if (ii)    
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];       p2[thetai]=x[thetai]+delti[thetai]/k;
     else if (sum) ii=i;       p2[thetaj]=x[thetaj]-delti[thetaj]/k;
     b[i]=sum;       k2=func(p2)-fx;
   }    
   for (i=n;i>=1;i--) {       p2[thetai]=x[thetai]-delti[thetai]/k;
     sum=b[i];       p2[thetaj]=x[thetaj]+delti[thetaj]/k;
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];       k3=func(p2)-fx;
     b[i]=sum/a[i][i];    
   }       p2[thetai]=x[thetai]-delti[thetai]/k;
 }       p2[thetaj]=x[thetaj]-delti[thetaj]/k;
       k4=func(p2)-fx;
 /************ Frequencies ********************/      res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
 void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx)  #ifdef DEBUG
 {  /* Some frequencies */      printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);
    #endif
   int i, m, jk;    }
   double ***freq; /* Frequencies */    return res;
   double *pp;  }
   double pos;  
   FILE *ficresp;  /************** Inverse of matrix **************/
   char fileresp[FILENAMELENGTH];  void ludcmp(double **a, int n, int *indx, double *d)
   {
   pp=vector(1,nlstate);    int i,imax,j,k;
     double big,dum,sum,temp;
   strcpy(fileresp,"p");    double *vv;
   strcat(fileresp,fileres);   
   if((ficresp=fopen(fileresp,"w"))==NULL) {    vv=vector(1,n);
     printf("Problem with prevalence resultfile: %s\n", fileresp);    *d=1.0;
     exit(0);    for (i=1;i<=n;i++) {
   }      big=0.0;
       for (j=1;j<=n;j++)
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);        if ((temp=fabs(a[i][j])) > big) big=temp;
   for (i=-1; i<=nlstate+ndeath; i++)        if (big == 0.0) nrerror("Singular matrix in routine ludcmp");
     for (jk=-1; jk<=nlstate+ndeath; jk++)        vv[i]=1.0/big;
       for(m=agemin; m <= agemax+3; m++)    }
         freq[i][jk][m]=0;    for (j=1;j<=n;j++) {
       for (i=1;i<j;i++) {
   for (i=1; i<=imx; i++)  {        sum=a[i][j];
     for(m=firstpass; m<= lastpass-1; m++){        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];
       if(agev[m][i]==0) agev[m][i]=agemax+1;        a[i][j]=sum;
       if(agev[m][i]==1) agev[m][i]=agemax+2;      }
        freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];      big=0.0;
        freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];      for (i=j;i<=n;i++) {
     }        sum=a[i][j];
   }        for (k=1;k<j;k++)
           sum -= a[i][k]*a[k][j];
   fprintf(ficresp, "#");        a[i][j]=sum;
   for(i=1; i<=nlstate;i++)         if ( (dum=vv[i]*fabs(sum)) >= big) {
     fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);          big=dum;
 fprintf(ficresp, "\n");          imax=i;
         }
   for(i=(int)agemin; i <= (int)agemax+3; i++){      }
     if(i==(int)agemax+3)      if (j != imax) {
       printf("Total");        for (k=1;k<=n;k++) {
     else          dum=a[imax][k];
       printf("Age %d", i);          a[imax][k]=a[j][k];
     for(jk=1; jk <=nlstate ; jk++){          a[j][k]=dum;
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)        }
         pp[jk] += freq[jk][m][i];        *d = -(*d);
     }        vv[imax]=vv[j];
     for(jk=1; jk <=nlstate ; jk++){      }
       for(m=-1, pos=0; m <=0 ; m++)      indx[j]=imax;
         pos += freq[jk][m][i];      if (a[j][j] == 0.0) a[j][j]=TINY;
       if(pp[jk]>=1.e-10)      if (j != n) {
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);        dum=1.0/(a[j][j]);
       else        for (i=j+1;i<=n;i++) a[i][j] *= dum;
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);      }
     }    }
     for(jk=1; jk <=nlstate ; jk++){    free_vector(vv,1,n);  /* Doesn't work */
       for(m=1, pp[jk]=0; m <=nlstate+ndeath; m++)  ;
         pp[jk] += freq[jk][m][i];  }
     }  
     for(jk=1,pos=0; jk <=nlstate ; jk++)  void lubksb(double **a, int n, int *indx, double b[])
       pos += pp[jk];  {
     for(jk=1; jk <=nlstate ; jk++){    int i,ii=0,ip,j;
       if(pos>=1.e-5)    double sum;
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);   
       else    for (i=1;i<=n;i++) {
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);      ip=indx[i];
       if( i <= (int) agemax){      sum=b[ip];
         if(pos>=1.e-5)      b[ip]=b[i];
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);      if (ii)
       else        for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);      else if (sum) ii=i;
       }      b[i]=sum;
     }    }
     for(jk=-1; jk <=nlstate+ndeath; jk++)    for (i=n;i>=1;i--) {
       for(m=-1; m <=nlstate+ndeath; m++)      sum=b[i];
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);      for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];
     if(i <= (int) agemax)      b[i]=sum/a[i][i];
       fprintf(ficresp,"\n");    }
     printf("\n");  }
   }  
   /************ Frequencies ********************/
   fclose(ficresp);  void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax)
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);  {  /* Some frequencies */
   free_vector(pp,1,nlstate);   
     int i, m, jk, k1, i1, j1, bool, z1,z2,j;
 }  /* End of Freq */    double ***freq; /* Frequencies */
     double *pp;
 /************* Waves Concatenation ***************/    double pos;
     FILE *ficresp;
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)    char fileresp[FILENAMELENGTH];
 {  
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.    pp=vector(1,nlstate);
      Death is a valid wave (if date is known).  
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i    strcpy(fileresp,"p");
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]    strcat(fileresp,fileres);
      and mw[mi+1][i]. dh depends on stepm.    if((ficresp=fopen(fileresp,"w"))==NULL) {
      */      printf("Problem with prevalence resultfile: %s\n", fileresp);
       exit(0);
   int i, mi, m;    }
   int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;    freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);
 float sum=0.;    j1=0;
   
   for(i=1; i<=imx; i++){    j=cptcoveff;
     mi=0;    if (cptcovn<1) {j=1;ncodemax[1]=1;}
     m=firstpass;  
     while(s[m][i] <= nlstate){    for(k1=1; k1<=j;k1++){
       if(s[m][i]>=1)     for(i1=1; i1<=ncodemax[k1];i1++){
         mw[++mi][i]=m;         j1++;
       if(m >=lastpass)         /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
         break;           scanf("%d", i);*/
       else          for (i=-1; i<=nlstate+ndeath; i++)  
         m++;           for (jk=-1; jk<=nlstate+ndeath; jk++)  
     }/* end while */             for(m=agemin; m <= agemax+3; m++)
     if (s[m][i] > nlstate){               freq[i][jk][m]=0;
       mi++;     /* Death is another wave */         
       /* if(mi==0)  never been interviewed correctly before death */         for (i=1; i<=imx; i++) {
          /* Only death is a correct wave */           bool=1;
       mw[mi][i]=m;           if  (cptcovn>0) {
     }             for (z1=1; z1<=cptcoveff; z1++)
                if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])
     wav[i]=mi;                 bool=0;
     if(mi==0)           }
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);            if (bool==1) {
   }             for(m=firstpass; m<=lastpass-1; m++){
                if(agev[m][i]==0) agev[m][i]=agemax+1;
   for(i=1; i<=imx; i++){               if(agev[m][i]==1) agev[m][i]=agemax+2;
     for(mi=1; mi<wav[i];mi++){               freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
       if (stepm <=0)               freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];
         dh[mi][i]=1;             }
       else{           }
         if (s[mw[mi+1][i]][i] > nlstate) {         }
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);           if  (cptcovn>0) {
           if(j=0) j=1;  /* Survives at least one month after exam */           fprintf(ficresp, "\n#********** Variable ");
         }           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
         else{         fprintf(ficresp, "**********\n#");
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));          }
           k=k+1;         for(i=1; i<=nlstate;i++)
           if (j >= jmax) jmax=j;           fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
           else if (j <= jmin)jmin=j;         fprintf(ficresp, "\n");
           sum=sum+j;         
         }    for(i=(int)agemin; i <= (int)agemax+3; i++){
         jk= j/stepm;      if(i==(int)agemax+3)
         jl= j -jk*stepm;        printf("Total");
         ju= j -(jk+1)*stepm;      else
         if(jl <= -ju)        printf("Age %d", i);
           dh[mi][i]=jk;      for(jk=1; jk <=nlstate ; jk++){
         else        for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
           dh[mi][i]=jk+1;          pp[jk] += freq[jk][m][i];
         if(dh[mi][i]==0)      }
           dh[mi][i]=1; /* At least one step */      for(jk=1; jk <=nlstate ; jk++){
       }        for(m=-1, pos=0; m <=0 ; m++)
     }          pos += freq[jk][m][i];
   }        if(pp[jk]>=1.e-10)
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,sum/k);          printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
 }        else
           printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
 /*********** Health Expectancies ****************/      }
       for(jk=1; jk <=nlstate ; jk++){
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm)        for(m=1, pp[jk]=0; m <=nlstate+ndeath; m++)
 {          pp[jk] += freq[jk][m][i];
   /* Health expectancies */      }
   int i, j, nhstepm, hstepm, h;      for(jk=1,pos=0; jk <=nlstate ; jk++)
   double age, agelim,hf;        pos += pp[jk];
   double ***p3mat;      for(jk=1; jk <=nlstate ; jk++){
         if(pos>=1.e-5)
   FILE  *ficreseij;          printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
   char filerese[FILENAMELENGTH];        else
           printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
   strcpy(filerese,"e");        if( i <= (int) agemax){
   strcat(filerese,fileres);          if(pos>=1.e-5)
   if((ficreseij=fopen(filerese,"w"))==NULL) {            fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);        else
   }            fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);        }
       }
   fprintf(ficreseij,"# Health expectancies\n");      for(jk=-1; jk <=nlstate+ndeath; jk++)
   fprintf(ficreseij,"# Age");        for(m=-1; m <=nlstate+ndeath; m++)
   for(i=1; i<=nlstate;i++)          if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
     for(j=1; j<=nlstate;j++)      if(i <= (int) agemax)
       fprintf(ficreseij," %1d-%1d",i,j);        fprintf(ficresp,"\n");
   fprintf(ficreseij,"\n");      printf("\n");
       }
   hstepm=1*YEARM; /*  Every j years of age (in month) */      }
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */    }
    
   agelim=AGESUP;    fclose(ficresp);
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */    free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);
     /* nhstepm age range expressed in number of stepm */    free_vector(pp,1,nlstate);
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);   
     /* Typically if 20 years = 20*12/6=40 stepm */   }  /* End of Freq */
     if (stepm >= YEARM) hstepm=1;  
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */  /************* Waves Concatenation ***************/
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);  
     /* Computed by stepm unit matrices, product of hstepm matrices, stored  void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */  {
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm);      /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
        Death is a valid wave (if date is known).
        mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
     for(i=1; i<=nlstate;i++)       dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]
       for(j=1; j<=nlstate;j++)       and mw[mi+1][i]. dh depends on stepm.
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){       */
           eij[i][j][(int)age] +=p3mat[i][j][h];  
         }    int i, mi, m;
         /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
     hf=1;       double sum=0., jmean=0.;*/
     if (stepm >= YEARM) hf=stepm/YEARM;  
     fprintf(ficreseij,"%.0f",age );  int j, k=0,jk, ju, jl;
     for(i=1; i<=nlstate;i++)       double sum=0.;
       for(j=1; j<=nlstate;j++){  jmin=1e+5;
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);   jmax=-1;
       }  jmean=0.;
     fprintf(ficreseij,"\n");    for(i=1; i<=imx; i++){
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      mi=0;
   }      m=firstpass;
   fclose(ficreseij);      while(s[m][i] <= nlstate){
 }        if(s[m][i]>=1)
           mw[++mi][i]=m;
 /************ Variance ******************/        if(m >=lastpass)
 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)          break;
 {        else
   /* Variance of health expectancies */          m++;
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/      }/* end while */
   double **newm;      if (s[m][i] > nlstate){
   double **dnewm,**doldm;        mi++;     /* Death is another wave */
   int i, j, nhstepm, hstepm, h;        /* if(mi==0)  never been interviewed correctly before death */
   int k;           /* Only death is a correct wave */
   FILE  *ficresvij;        mw[mi][i]=m;
   char fileresv[FILENAMELENGTH];      }
   double *xp;  
   double **gp, **gm;      wav[i]=mi;
   double ***gradg, ***trgradg;      if(mi==0)
   double ***p3mat;        printf("Warning, no any valid information for:%d line=%d\n",num[i],i);
   double age,agelim;    }
   int theta;  
     for(i=1; i<=imx; i++){
   strcpy(fileresv,"v");      for(mi=1; mi<wav[i];mi++){
   strcat(fileresv,fileres);        if (stepm <=0)
   if((ficresvij=fopen(fileresv,"w"))==NULL) {          dh[mi][i]=1;
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);        else{
   }          if (s[mw[mi+1][i]][i] > nlstate) {
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);            j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);
             /*if ((j<0) || (j>28)) printf("j=%d num=%d ",j,i);*/
             if(j==0) j=1;  /* Survives at least one month after exam */
   fprintf(ficresvij,"# Covariances of life expectancies\n");            k=k+1;
   fprintf(ficresvij,"# Age");            if (j >= jmax) jmax=j;
   for(i=1; i<=nlstate;i++)            else if (j <= jmin)jmin=j;
     for(j=1; j<=nlstate;j++)            sum=sum+j;
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);          }
   fprintf(ficresvij,"\n");          else{
             j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
   xp=vector(1,npar);            /*if ((j<0) || (j>28)) printf("j=%d num=%d ",j,i);*/
   dnewm=matrix(1,nlstate,1,npar);            k=k+1;
   doldm=matrix(1,nlstate,1,nlstate);            if (j >= jmax) jmax=j;
               else if (j <= jmin)jmin=j;
   hstepm=1*YEARM; /* Every year of age */            sum=sum+j;
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */           }
   agelim = AGESUP;          jk= j/stepm;
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */          jl= j -jk*stepm;
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */           ju= j -(jk+1)*stepm;
     if (stepm >= YEARM) hstepm=1;          if(jl <= -ju)
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */            dh[mi][i]=jk;
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          else
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);            dh[mi][i]=jk+1;
     gp=matrix(0,nhstepm,1,nlstate);          if(dh[mi][i]==0)
     gm=matrix(0,nhstepm,1,nlstate);            dh[mi][i]=1; /* At least one step */
         }
     for(theta=1; theta <=npar; theta++){      }
       for(i=1; i<=npar; i++){ /* Computes gradient */    }
         xp[i] = x[i] + (i==theta ?delti[theta]:0);    jmean=sum/k;
       }    printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm);    }
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl);  /*********** Tricode ****************************/
       for(j=1; j<= nlstate; j++){  void tricode(int *Tvar, int **nbcode, int imx)
         for(h=0; h<=nhstepm; h++){  {
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)    int Ndum[20],ij=1, k, j, i;
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];    int cptcode=0;
         }    cptcoveff=0;
       }   
         for (k=0; k<19; k++) Ndum[k]=0;
       for(i=1; i<=npar; i++) /* Computes gradient */    for (k=1; k<=7; k++) ncodemax[k]=0;
         xp[i] = x[i] - (i==theta ?delti[theta]:0);  
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm);      for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl);      for (i=1; i<=imx; i++) {
       for(j=1; j<= nlstate; j++){        ij=(int)(covar[Tvar[j]][i]);
         for(h=0; h<=nhstepm; h++){        Ndum[ij]++;
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)        /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];        if (ij > cptcode) cptcode=ij;
         }      }
       }  
       for(j=1; j<= nlstate; j++)      for (i=0; i<=cptcode; i++) {
         for(h=0; h<=nhstepm; h++){        if(Ndum[i]!=0) ncodemax[j]++;
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];      }
         }      ij=1;
     } /* End theta */  
   
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);      for (i=1; i<=ncodemax[j]; i++) {
         for (k=0; k<=19; k++) {
     for(h=0; h<=nhstepm; h++)          if (Ndum[k] != 0) {
       for(j=1; j<=nlstate;j++)            nbcode[Tvar[j]][ij]=k;
         for(theta=1; theta <=npar; theta++)            ij++;
           trgradg[h][j][theta]=gradg[h][theta][j];          }
           if (ij > ncodemax[j]) break;
     for(i=1;i<=nlstate;i++)        }  
       for(j=1;j<=nlstate;j++)      }
         vareij[i][j][(int)age] =0.;    }  
     for(h=0;h<=nhstepm;h++){  
       for(k=0;k<=nhstepm;k++){   for (k=0; k<19; k++) Ndum[k]=0;
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);  
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);   for (i=1; i<=ncovmodel; i++) {
         for(i=1;i<=nlstate;i++)        ij=Tvar[i];
           for(j=1;j<=nlstate;j++)        Ndum[ij]++;
             vareij[i][j][(int)age] += doldm[i][j];      }
       }  
     }   ij=1;
     h=1;   for (i=1; i<=10; i++) {
     if (stepm >= YEARM) h=stepm/YEARM;     if((Ndum[i]!=0) && (i<=ncov)){
     fprintf(ficresvij,"%.0f ",age );       Tvaraff[ij]=i;
     for(i=1; i<=nlstate;i++)       ij++;
       for(j=1; j<=nlstate;j++){     }
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);   }
       }   
     fprintf(ficresvij,"\n");      cptcoveff=ij-1;
     free_matrix(gp,0,nhstepm,1,nlstate);  }
     free_matrix(gm,0,nhstepm,1,nlstate);  
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);  /*********** Health Expectancies ****************/
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);  
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);  void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)
   } /* End age */  {
   fclose(ficresvij);    /* Health expectancies */
   free_vector(xp,1,npar);    int i, j, nhstepm, hstepm, h;
   free_matrix(doldm,1,nlstate,1,npar);    double age, agelim,hf;
   free_matrix(dnewm,1,nlstate,1,nlstate);    double ***p3mat;
    
 }    fprintf(ficreseij,"# Health expectancies\n");
     fprintf(ficreseij,"# Age");
 /************ Variance of prevlim ******************/    for(i=1; i<=nlstate;i++)
 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)      for(j=1; j<=nlstate;j++)
 {        fprintf(ficreseij," %1d-%1d",i,j);
   /* Variance of health expectancies */    fprintf(ficreseij,"\n");
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/  
   double **newm;    hstepm=1*YEARM; /*  Every j years of age (in month) */
   double **dnewm,**doldm;    hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */
   int i, j, nhstepm, hstepm;  
   int k;    agelim=AGESUP;
   FILE  *ficresvpl;    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
   char fileresvpl[FILENAMELENGTH];      /* nhstepm age range expressed in number of stepm */
   double *xp;      nhstepm=(int) rint((agelim-age)*YEARM/stepm);
   double *gp, *gm;      /* Typically if 20 years = 20*12/6=40 stepm */
   double **gradg, **trgradg;      if (stepm >= YEARM) hstepm=1;
   double age,agelim;      nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */
   int theta;      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
       /* Computed by stepm unit matrices, product of hstepm matrices, stored
   strcpy(fileresvpl,"vpl");         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
   strcat(fileresvpl,fileres);      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {  
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);  
     exit(0);      for(i=1; i<=nlstate;i++)
   }        for(j=1; j<=nlstate;j++)
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);          for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){
             eij[i][j][(int)age] +=p3mat[i][j][h];
           }
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");     
   fprintf(ficresvpl,"# Age");      hf=1;
   for(i=1; i<=nlstate;i++)      if (stepm >= YEARM) hf=stepm/YEARM;
       fprintf(ficresvpl," %1d-%1d",i,i);      fprintf(ficreseij,"%.0f",age );
   fprintf(ficresvpl,"\n");      for(i=1; i<=nlstate;i++)
         for(j=1; j<=nlstate;j++){
   xp=vector(1,npar);          fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);
   dnewm=matrix(1,nlstate,1,npar);        }
   doldm=matrix(1,nlstate,1,nlstate);      fprintf(ficreseij,"\n");
         free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   hstepm=1*YEARM; /* Every year of age */    }
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */   }
   agelim = AGESUP;  
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */  /************ Variance ******************/
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */   void varevsij(char fileres[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)
     if (stepm >= YEARM) hstepm=1;  {
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    /* Variance of health expectancies */
     gradg=matrix(1,npar,1,nlstate);    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
     gp=vector(1,nlstate);    double **newm;
     gm=vector(1,nlstate);    double **dnewm,**doldm;
     int i, j, nhstepm, hstepm, h;
     for(theta=1; theta <=npar; theta++){    int k, cptcode;
       for(i=1; i<=npar; i++){ /* Computes gradient */     double *xp;
         xp[i] = x[i] + (i==theta ?delti[theta]:0);    double **gp, **gm;
       }    double ***gradg, ***trgradg;
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl);    double ***p3mat;
       for(i=1;i<=nlstate;i++)    double age,agelim;
         gp[i] = prlim[i][i];    int theta;
       
       for(i=1; i<=npar; i++) /* Computes gradient */     fprintf(ficresvij,"# Covariances of life expectancies\n");
         xp[i] = x[i] - (i==theta ?delti[theta]:0);    fprintf(ficresvij,"# Age");
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl);    for(i=1; i<=nlstate;i++)
       for(i=1;i<=nlstate;i++)      for(j=1; j<=nlstate;j++)
         gm[i] = prlim[i][i];        fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
     fprintf(ficresvij,"\n");
       for(i=1;i<=nlstate;i++)  
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];    xp=vector(1,npar);
     } /* End theta */    dnewm=matrix(1,nlstate,1,npar);
     doldm=matrix(1,nlstate,1,nlstate);
     trgradg =matrix(1,nlstate,1,npar);   
     hstepm=1*YEARM; /* Every year of age */
     for(j=1; j<=nlstate;j++)    hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */
       for(theta=1; theta <=npar; theta++)    agelim = AGESUP;
         trgradg[j][theta]=gradg[theta][j];    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
       nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */
     for(i=1;i<=nlstate;i++)      if (stepm >= YEARM) hstepm=1;
       varpl[i][(int)age] =0.;      nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);      gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
     for(i=1;i<=nlstate;i++)      gp=matrix(0,nhstepm,1,nlstate);
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */      gm=matrix(0,nhstepm,1,nlstate);
   
     fprintf(ficresvpl,"%.0f ",age );      for(theta=1; theta <=npar; theta++){
     for(i=1; i<=nlstate;i++)        for(i=1; i<=npar; i++){ /* Computes gradient */
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));          xp[i] = x[i] + (i==theta ?delti[theta]:0);
     fprintf(ficresvpl,"\n");        }
     free_vector(gp,1,nlstate);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
     free_vector(gm,1,nlstate);        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
     free_matrix(gradg,1,npar,1,nlstate);        for(j=1; j<= nlstate; j++){
     free_matrix(trgradg,1,nlstate,1,npar);          for(h=0; h<=nhstepm; h++){
   } /* End age */            for(i=1, gp[h][j]=0.;i<=nlstate;i++)
   fclose(ficresvpl);              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
   free_vector(xp,1,npar);          }
   free_matrix(doldm,1,nlstate,1,npar);        }
   free_matrix(dnewm,1,nlstate,1,nlstate);     
         for(i=1; i<=npar; i++) /* Computes gradient */
 }          xp[i] = x[i] - (i==theta ?delti[theta]:0);
         hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
         for(j=1; j<= nlstate; j++){
 /***********************************************/          for(h=0; h<=nhstepm; h++){
 /**************** Main Program *****************/            for(i=1, gm[h][j]=0.;i<=nlstate;i++)
 /***********************************************/              gm[h][j] += prlim[i][i]*p3mat[i][j][h];
           }
 /*int main(int argc, char *argv[])*/        }
 int main()        for(j=1; j<= nlstate; j++)
 {          for(h=0; h<=nhstepm; h++){
             gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
   int i,j, k, n=MAXN,iter,m,size;          }
   double agedeb, agefin,hf;      } /* End theta */
   double agemin=1.e20, agemax=-1.e20;  
       trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);
   double fret;  
   double **xi,tmp,delta;      for(h=0; h<=nhstepm; h++)
         for(j=1; j<=nlstate;j++)
   double dum; /* Dummy variable */          for(theta=1; theta <=npar; theta++)
   double ***p3mat;            trgradg[h][j][theta]=gradg[h][theta][j];
   int *indx;  
   char line[MAXLINE], linepar[MAXLINE];      for(i=1;i<=nlstate;i++)
   char title[MAXLINE];        for(j=1;j<=nlstate;j++)
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];          vareij[i][j][(int)age] =0.;
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH];      for(h=0;h<=nhstepm;h++){
   char filerest[FILENAMELENGTH];        for(k=0;k<=nhstepm;k++){
   char fileregp[FILENAMELENGTH];          matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
   char path[80],pathc[80],pathcd[80],pathtot[80];          matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
   int firstobs=1, lastobs=10;          for(i=1;i<=nlstate;i++)
   int sdeb, sfin; /* Status at beginning and end */            for(j=1;j<=nlstate;j++)
   int c,  h , cpt,l;              vareij[i][j][(int)age] += doldm[i][j];
   int ju,jl, mi;        }
   int i1,j1, k1,jk,aa,bb, stepsize;      }
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;      h=1;
         if (stepm >= YEARM) h=stepm/YEARM;
   int hstepm, nhstepm;      fprintf(ficresvij,"%.0f ",age );
   double bage, fage, age, agelim, agebase;      for(i=1; i<=nlstate;i++)
   double ftolpl=FTOL;        for(j=1; j<=nlstate;j++){
   double **prlim;          fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);
   double *severity;        }
   double ***param; /* Matrix of parameters */      fprintf(ficresvij,"\n");
   double  *p;      free_matrix(gp,0,nhstepm,1,nlstate);
   double **matcov; /* Matrix of covariance */      free_matrix(gm,0,nhstepm,1,nlstate);
   double ***delti3; /* Scale */      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
   double *delti; /* Scale */      free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
   double ***eij, ***vareij;      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   double **varpl; /* Variances of prevalence limits by age */    } /* End age */
   double *epj, vepp;   
   char version[80]="Imach version 0.64, May 2000, INED-EUROREVES ";    free_vector(xp,1,npar);
   char *alph[]={"a","a","b","c","d","e"}, str[4];    free_matrix(doldm,1,nlstate,1,npar);
   char z[1]="c";    free_matrix(dnewm,1,nlstate,1,nlstate);
 #include <sys/time.h>  
 #include <time.h>  }
   
   /* long total_usecs;  /************ Variance of prevlim ******************/
   struct timeval start_time, end_time;  void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)
     {
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */    /* Variance of prevalence limit */
     /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
     double **newm;
   printf("\nIMACH, Version 0.64");    double **dnewm,**doldm;
   printf("\nEnter the parameter file name: ");    int i, j, nhstepm, hstepm;
 #define windows 1    int k, cptcode;
 #ifdef windows    double *xp;
   scanf("%s",pathtot);    double *gp, *gm;
   getcwd(pathcd, size);    double **gradg, **trgradg;
   cut(path,optionfile,pathtot);    double age,agelim;
   chdir(path);    int theta;
   replace(pathc,path);     
 #endif    fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");
 #ifdef unix    fprintf(ficresvpl,"# Age");
   scanf("%s",optionfile);    for(i=1; i<=nlstate;i++)
 #endif        fprintf(ficresvpl," %1d-%1d",i,i);
     fprintf(ficresvpl,"\n");
 /*-------- arguments in the command line --------*/  
     xp=vector(1,npar);
   strcpy(fileres,"r");    dnewm=matrix(1,nlstate,1,npar);
   strcat(fileres, optionfile);    doldm=matrix(1,nlstate,1,nlstate);
    
   /*---------arguments file --------*/    hstepm=1*YEARM; /* Every year of age */
     hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */
   if((ficpar=fopen(optionfile,"r"))==NULL)    {    agelim = AGESUP;
     printf("Problem with optionfile %s\n",optionfile);    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
     goto end;      nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */
   }      if (stepm >= YEARM) hstepm=1;
       nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
   strcpy(filereso,"o");      gradg=matrix(1,npar,1,nlstate);
   strcat(filereso,fileres);      gp=vector(1,nlstate);
   if((ficparo=fopen(filereso,"w"))==NULL) {      gm=vector(1,nlstate);
     printf("Problem with Output resultfile: %s\n", filereso);goto end;  
   }      for(theta=1; theta <=npar; theta++){
         for(i=1; i<=npar; i++){ /* Computes gradient */
 /*--------- index.htm --------*/          xp[i] = x[i] + (i==theta ?delti[theta]:0);
         }
   if((fichtm=fopen("index.htm","w"))==NULL)    {        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
     printf("Problem with index.htm \n");goto end;        for(i=1;i<=nlstate;i++)
   }          gp[i] = prlim[i][i];
      
  fprintf(fichtm,"<body><ul><li>Outputs files<br><br>\n        for(i=1; i<=npar; i++) /* Computes gradient */
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n          xp[i] = x[i] - (i==theta ?delti[theta]:0);
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>        for(i=1;i<=nlstate;i++)
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>          gm[i] = prlim[i][i];
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>  
         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>        for(i=1;i<=nlstate;i++)
         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>          gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>      } /* End theta */
         - 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);  
       trgradg =matrix(1,nlstate,1,npar);
  fprintf(fichtm," <li>Graphs<br> <br>");  
        for(j=1; j<=nlstate;j++)
 for(cpt=1; cpt<nlstate;cpt++)        for(theta=1; theta <=npar; theta++)
    fprintf(fichtm,"- Prevalence of disability: p%s1.gif<br>          trgradg[j][theta]=gradg[theta][j];
 <img src=\"p%s1.gif\"><br>",strtok(optionfile, "."),strtok(optionfile, "."),cpt);  
  for(cpt=1; cpt<=nlstate;cpt++)      for(i=1;i<=nlstate;i++)
      fprintf(fichtm,"- Observed and stationary  prevalence (with confident        varpl[i][(int)age] =0.;
 interval) in state (%d): v%s%d.gif <br>      matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
 <img src=\"v%s%d.gif\"><br>",cpt,strtok(optionfile, "."),cpt,strtok(optionfile, "."),cpt);      matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
        for(i=1;i<=nlstate;i++)
  for(cpt=1; cpt<=nlstate;cpt++)        varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
      fprintf(fichtm,"- Health life expectancies by age and initial health state (%d): exp%s%d.gif <br>  
 <img src=\"ex%s%d.gif\"><br>",cpt,strtok(optionfile, "."),cpt,strtok(optionfile, "."),cpt);      fprintf(ficresvpl,"%.0f ",age );
          for(i=1; i<=nlstate;i++)
  fprintf(fichtm,"- Total life expectancy by age and        fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
         health expectancies in states (1) and (2): e%s.gif<br>      fprintf(ficresvpl,"\n");
         <img src=\"e%s.gif\"></li> </ul></body>",strtok(optionfile, "."),strtok(optionfile, "."));      free_vector(gp,1,nlstate);
       free_vector(gm,1,nlstate);
       free_matrix(gradg,1,npar,1,nlstate);
 fclose(fichtm);      free_matrix(trgradg,1,nlstate,1,npar);
     } /* End age */
   /* Reads comments: lines beginning with '#' */  
   while((c=getc(ficpar))=='#' && c!= EOF){    free_vector(xp,1,npar);
     ungetc(c,ficpar);    free_matrix(doldm,1,nlstate,1,npar);
     fgets(line, MAXLINE, ficpar);    free_matrix(dnewm,1,nlstate,1,nlstate);
     puts(line);  
     fputs(line,ficparo);  }
   }  
   ungetc(c,ficpar);  
   
   fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncov, &nlstate,&ndeath, &maxwav, &mle, &weightopt);  /***********************************************/
   printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate,ndeath, maxwav, mle, weightopt);  /**************** Main Program *****************/
   fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncov,nlstate,ndeath,maxwav, mle, weightopt);  /***********************************************/
     
   nvar=ncov-1; /* Suppressing age as a basic covariate */  /*int main(int argc, char *argv[])*/
     int main()
   /* Read guess parameters */  {
   /* Reads comments: lines beginning with '#' */  
   while((c=getc(ficpar))=='#' && c!= EOF){    int i,j, k, n=MAXN,iter,m,size,cptcode, cptcod;
     ungetc(c,ficpar);    double agedeb, agefin,hf;
     fgets(line, MAXLINE, ficpar);    double agemin=1.e20, agemax=-1.e20;
     puts(line);  
     fputs(line,ficparo);    double fret;
   }    double **xi,tmp,delta;
   ungetc(c,ficpar);  
       double dum; /* Dummy variable */
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncov);    double ***p3mat;
     for(i=1; i <=nlstate; i++)    int *indx;
     for(j=1; j <=nlstate+ndeath-1; j++){    char line[MAXLINE], linepar[MAXLINE];
       fscanf(ficpar,"%1d%1d",&i1,&j1);    char title[MAXLINE];
       fprintf(ficparo,"%1d%1d",i1,j1);    char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];
       printf("%1d%1d",i,j);    char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH];
       for(k=1; k<=ncov;k++){    char filerest[FILENAMELENGTH];
         fscanf(ficpar," %lf",&param[i][j][k]);    char fileregp[FILENAMELENGTH];
         printf(" %lf",param[i][j][k]);    char path[80],pathc[80],pathcd[80],pathtot[80],model[20];
         fprintf(ficparo," %lf",param[i][j][k]);    int firstobs=1, lastobs=10;
       }    int sdeb, sfin; /* Status at beginning and end */
       fscanf(ficpar,"\n");    int c,  h , cpt,l;
       printf("\n");    int ju,jl, mi;
       fprintf(ficparo,"\n");    int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;
     }    int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;
      
   npar= (nlstate+ndeath-1)*nlstate*ncov;    int hstepm, nhstepm;
   p=param[1][1];    double bage, fage, age, agelim, agebase;
       double ftolpl=FTOL;
   /* Reads comments: lines beginning with '#' */    double **prlim;
   while((c=getc(ficpar))=='#' && c!= EOF){    double *severity;
     ungetc(c,ficpar);    double ***param; /* Matrix of parameters */
     fgets(line, MAXLINE, ficpar);    double  *p;
     puts(line);    double **matcov; /* Matrix of covariance */
     fputs(line,ficparo);    double ***delti3; /* Scale */
   }    double *delti; /* Scale */
   ungetc(c,ficpar);    double ***eij, ***vareij;
     double **varpl; /* Variances of prevalence limits by age */
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncov);    double *epj, vepp;
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */    char version[80]="Imach version 62c, May 1999, INED-EUROREVES ";
   for(i=1; i <=nlstate; i++){    char *alph[]={"a","a","b","c","d","e"}, str[4];
     for(j=1; j <=nlstate+ndeath-1; j++){  
       fscanf(ficpar,"%1d%1d",&i1,&j1);    char z[1]="c", occ;
       printf("%1d%1d",i,j);  #include <sys/time.h>
       fprintf(ficparo,"%1d%1d",i1,j1);  #include <time.h>
       for(k=1; k<=ncov;k++){    char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
         fscanf(ficpar,"%le",&delti3[i][j][k]);    /* long total_usecs;
         printf(" %le",delti3[i][j][k]);    struct timeval start_time, end_time;
         fprintf(ficparo," %le",delti3[i][j][k]);   
       }    gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
       fscanf(ficpar,"\n");  
       printf("\n");  
       fprintf(ficparo,"\n");    printf("\nIMACH, Version 0.64b");
     }    printf("\nEnter the parameter file name: ");
   }  
   delti=delti3[1][1];  #ifdef windows
       scanf("%s",pathtot);
   /* Reads comments: lines beginning with '#' */    getcwd(pathcd, size);
   while((c=getc(ficpar))=='#' && c!= EOF){    /*cygwin_split_path(pathtot,path,optionfile);
     ungetc(c,ficpar);      printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/
     fgets(line, MAXLINE, ficpar);    /* cutv(path,optionfile,pathtot,'\\');*/
     puts(line);  
     fputs(line,ficparo);  split(pathtot, path,optionfile);
   }    chdir(path);
   ungetc(c,ficpar);    replace(pathc,path);
     #endif
   matcov=matrix(1,npar,1,npar);  #ifdef unix
   for(i=1; i <=npar; i++){    scanf("%s",optionfile);
     fscanf(ficpar,"%s",&str);  #endif
     printf("%s",str);  
     fprintf(ficparo,"%s",str);  /*-------- arguments in the command line --------*/
     for(j=1; j <=i; j++){  
       fscanf(ficpar," %le",&matcov[i][j]);    strcpy(fileres,"r");
       printf(" %.5le",matcov[i][j]);    strcat(fileres, optionfile);
       fprintf(ficparo," %.5le",matcov[i][j]);  
     }    /*---------arguments file --------*/
     fscanf(ficpar,"\n");  
     printf("\n");    if((ficpar=fopen(optionfile,"r"))==NULL)    {
     fprintf(ficparo,"\n");      printf("Problem with optionfile %s\n",optionfile);
   }      goto end;
   for(i=1; i <=npar; i++)    }
     for(j=i+1;j<=npar;j++)  
       matcov[i][j]=matcov[j][i];    strcpy(filereso,"o");
        strcat(filereso,fileres);
   printf("\n");    if((ficparo=fopen(filereso,"w"))==NULL) {
         printf("Problem with Output resultfile: %s\n", filereso);goto end;
       }
   if(mle==1){  
     /*-------- data file ----------*/    /* Reads comments: lines beginning with '#' */
     if((ficres =fopen(fileres,"w"))==NULL) {    while((c=getc(ficpar))=='#' && c!= EOF){
       printf("Problem with resultfile: %s\n", fileres);goto end;      ungetc(c,ficpar);
     }      fgets(line, MAXLINE, ficpar);
     fprintf(ficres,"#%s\n",version);      puts(line);
           fputs(line,ficparo);
     if((fic=fopen(datafile,"r"))==NULL)    {    }
       printf("Problem with datafile: %s\n", datafile);goto end;    ungetc(c,ficpar);
     }  
         fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncov, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);
     n= lastobs;    printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate,ndeath, maxwav, mle, weightopt,model);
     severity = vector(1,maxwav);    fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncov,nlstate,ndeath,maxwav, mle, weightopt,model);
     outcome=imatrix(1,maxwav+1,1,n);  
     num=ivector(1,n);    covar=matrix(0,NCOVMAX,1,n);
     moisnais=vector(1,n);    cptcovn=0;
     annais=vector(1,n);    if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;
     moisdc=vector(1,n);  
     andc=vector(1,n);    ncovmodel=2+cptcovn;
     agedc=vector(1,n);    nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
     cod=ivector(1,n);   
     weight=vector(1,n);    /* Read guess parameters */
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */    /* Reads comments: lines beginning with '#' */
     mint=matrix(1,maxwav,1,n);    while((c=getc(ficpar))=='#' && c!= EOF){
     anint=matrix(1,maxwav,1,n);      ungetc(c,ficpar);
     covar=matrix(1,NCOVMAX,1,n);      fgets(line, MAXLINE, ficpar);
     s=imatrix(1,maxwav+1,1,n);      puts(line);
     adl=imatrix(1,maxwav+1,1,n);          fputs(line,ficparo);
     tab=ivector(1,NCOVMAX);    }
     i=1;     ungetc(c,ficpar);
     while (fgets(line, MAXLINE, fic) != NULL)    {   
       if ((i >= firstobs) && (i <lastobs)) {    param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
 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]);      for(i=1; i <=nlstate; i++)
         i=i+1;      for(j=1; j <=nlstate+ndeath-1; j++){
       }        fscanf(ficpar,"%1d%1d",&i1,&j1);
     }         fprintf(ficparo,"%1d%1d",i1,j1);
   imx=i-1; /* Number of individuals */        printf("%1d%1d",i,j);
         for(k=1; k<=ncovmodel;k++){
     fclose(fic);          fscanf(ficpar," %lf",&param[i][j][k]);
           printf(" %lf",param[i][j][k]);
     if (weightopt != 1) { /* Maximisation without weights*/          fprintf(ficparo," %lf",param[i][j][k]);
       for(i=1;i<=n;i++) weight[i]=1.0;        }
     }        fscanf(ficpar,"\n");
     /*-calculation of age at interview from date of interview and age at death -*/        printf("\n");
     agev=matrix(1,maxwav,1,imx);        fprintf(ficparo,"\n");
           }
     for (i=1; i<=imx; i++)  {   
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);    npar= (nlstate+ndeath-1)*nlstate*ncovmodel;
       for(m=1; (m<= maxwav); m++){    p=param[1][1];
         if(s[m][i] >0){   
           if (s[m][i] == nlstate+1) {    /* Reads comments: lines beginning with '#' */
             if(agedc[i]>0)    while((c=getc(ficpar))=='#' && c!= EOF){
               agev[m][i]=agedc[i];      ungetc(c,ficpar);
             else{      fgets(line, MAXLINE, ficpar);
               printf("Warning negative age at death: %d line:%d\n",num[i],i);      puts(line);
               agev[m][i]=-1;      fputs(line,ficparo);
             }    }
           }    ungetc(c,ficpar);
           else if(s[m][i] !=9){ /* Should no more exist */  
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);    delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
             if(mint[m][i]==99 || anint[m][i]==9999)    delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */
               agev[m][i]=1;    for(i=1; i <=nlstate; i++){
             else if(agev[m][i] <agemin){       for(j=1; j <=nlstate+ndeath-1; j++){
               agemin=agev[m][i];        fscanf(ficpar,"%1d%1d",&i1,&j1);
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/        printf("%1d%1d",i,j);
             }        fprintf(ficparo,"%1d%1d",i1,j1);
             else if(agev[m][i] >agemax){        for(k=1; k<=ncovmodel;k++){
               agemax=agev[m][i];          fscanf(ficpar,"%le",&delti3[i][j][k]);
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/          printf(" %le",delti3[i][j][k]);
             }          fprintf(ficparo," %le",delti3[i][j][k]);
             /*agev[m][i]=anint[m][i]-annais[i];*/        }
             /*   agev[m][i] = age[i]+2*m;*/        fscanf(ficpar,"\n");
           }        printf("\n");
           else { /* =9 */        fprintf(ficparo,"\n");
             agev[m][i]=1;      }
             s[m][i]=-1;    }
           }    delti=delti3[1][1];
         }   
         else /*= 0 Unknown */    /* Reads comments: lines beginning with '#' */
           agev[m][i]=1;    while((c=getc(ficpar))=='#' && c!= EOF){
       }      ungetc(c,ficpar);
           fgets(line, MAXLINE, ficpar);
     }      puts(line);
     for (i=1; i<=imx; i++)  {      fputs(line,ficparo);
       for(m=1; (m<= maxwav); m++){    }
         if (s[m][i] > (nlstate+ndeath)) {    ungetc(c,ficpar);
           printf("Error: Wrong value in nlstate or ndeath\n");     
           goto end;    matcov=matrix(1,npar,1,npar);
         }    for(i=1; i <=npar; i++){
       }      fscanf(ficpar,"%s",&str);
     }      printf("%s",str);
       fprintf(ficparo,"%s",str);
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);      for(j=1; j <=i; j++){
         fscanf(ficpar," %le",&matcov[i][j]);
     free_vector(severity,1,maxwav);        printf(" %.5le",matcov[i][j]);
     free_imatrix(outcome,1,maxwav+1,1,n);        fprintf(ficparo," %.5le",matcov[i][j]);
     free_vector(moisnais,1,n);      }
     free_vector(annais,1,n);      fscanf(ficpar,"\n");
     free_matrix(mint,1,maxwav,1,n);      printf("\n");
     free_matrix(anint,1,maxwav,1,n);      fprintf(ficparo,"\n");
     free_vector(moisdc,1,n);    }
     free_vector(andc,1,n);    for(i=1; i <=npar; i++)
       for(j=i+1;j<=npar;j++)
            matcov[i][j]=matcov[j][i];
     wav=ivector(1,imx);     
     dh=imatrix(1,lastpass-firstpass+1,1,imx);    printf("\n");
     mw=imatrix(1,lastpass-firstpass+1,1,imx);  
      
     /* Concatenates waves */      /*-------- data file ----------*/
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);      if((ficres =fopen(fileres,"w"))==NULL) {
             printf("Problem with resultfile: %s\n", fileres);goto end;
    /* Calculates basic frequencies. Computes observed prevalence at single age      }
        and prints on file fileres'p'. */      fprintf(ficres,"#%s\n",version);
       freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx);      
       if((fic=fopen(datafile,"r"))==NULL)    {
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        printf("Problem with datafile: %s\n", datafile);goto end;
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      }
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      n= lastobs;
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */      severity = vector(1,maxwav);
           outcome=imatrix(1,maxwav+1,1,n);
     /* For Powell, parameters are in a vector p[] starting at p[1]      num=ivector(1,n);
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */      moisnais=vector(1,n);
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */      annais=vector(1,n);
           moisdc=vector(1,n);
     mlikeli(ficres,p, npar, ncov, nlstate, ftol, func);      andc=vector(1,n);
       agedc=vector(1,n);
           cod=ivector(1,n);
     /*--------- results files --------------*/      weight=vector(1,n);
     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);      for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
           mint=matrix(1,maxwav,1,n);
    jk=1;      anint=matrix(1,maxwav,1,n);
    fprintf(ficres,"# Parameters\n");      s=imatrix(1,maxwav+1,1,n);
    printf("# Parameters\n");      adl=imatrix(1,maxwav+1,1,n);    
    for(i=1,jk=1; i <=nlstate; i++){      tab=ivector(1,NCOVMAX);
      for(k=1; k <=(nlstate+ndeath); k++){      ncodemax=ivector(1,8);
        if (k != i)   
          {      i=1;
            printf("%d%d ",i,k);      while (fgets(line, MAXLINE, fic) != NULL)    {
            fprintf(ficres,"%1d%1d ",i,k);        if ((i >= firstobs) && (i <=lastobs)) {
            for(j=1; j <=ncov; j++){         
              printf("%f ",p[jk]);          for (j=maxwav;j>=1;j--){
              fprintf(ficres,"%f ",p[jk]);            cutv(stra, strb,line,' '); s[j][i]=atoi(strb);
              jk++;             strcpy(line,stra);
            }            cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
            printf("\n");            cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
            fprintf(ficres,"\n");          }
          }         
      }          cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);
    }          cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);
   
     /* Computing hessian and covariance matrix */          cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);
     ftolhess=ftol; /* Usually correct */          cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);
     hesscov(matcov, p, npar, delti, ftolhess, func);  
     fprintf(ficres,"# Scales\n");          cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);
     printf("# Scales\n");          for (j=ncov;j>=1;j--){
      for(i=1,jk=1; i <=nlstate; i++){            cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);
       for(j=1; j <=nlstate+ndeath; j++){          }
         if (j!=i) {          num[i]=atol(stra);
           fprintf(ficres,"%1d%1d",i,j);  
           printf("%1d%1d",i,j);          /*printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));*/
           for(k=1; k<=ncov;k++){  
             printf(" %.5e",delti[jk]);          i=i+1;
             fprintf(ficres," %.5e",delti[jk]);        }
             jk++;      }
           }  
           printf("\n");      /*scanf("%d",i);*/
           fprintf(ficres,"\n");    imx=i-1; /* Number of individuals */
         }  
       }    /* Calculation of the number of parameter from char model*/
       }    Tvar=ivector(1,15);
         Tprod=ivector(1,15);
     k=1;    Tvaraff=ivector(1,15);
     fprintf(ficres,"# Covariance\n");    Tvard=imatrix(1,15,1,2);
     printf("# Covariance\n");    Tage=ivector(1,15);      
     for(i=1;i<=npar;i++){     
       /*  if (k>nlstate) k=1;    if (strlen(model) >1){
       i1=(i-1)/(ncov*nlstate)+1;       j=0, j1=0, k1=1, k2=1;
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);      j=nbocc(model,'+');
       printf("%s%d%d",alph[k],i1,tab[i]);*/      j1=nbocc(model,'*');
       fprintf(ficres,"%3d",i);      cptcovn=j+1;
       printf("%3d",i);      cptcovprod=j1;
       for(j=1; j<=i;j++){     
         fprintf(ficres," %.5e",matcov[i][j]);     
         printf(" %.5e",matcov[i][j]);      strcpy(modelsav,model);
       }      if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){
       fprintf(ficres,"\n");        printf("Error. Non available option model=%s ",model);
       printf("\n");        goto end;
       k++;      }
     }     
           for(i=(j+1); i>=1;i--){
     while((c=getc(ficpar))=='#' && c!= EOF){        cutv(stra,strb,modelsav,'+');
       ungetc(c,ficpar);        if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav);
       fgets(line, MAXLINE, ficpar);        /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/
       puts(line);        /*scanf("%d",i);*/
       fputs(line,ficparo);        if (strchr(strb,'*')) {
     }          cutv(strd,strc,strb,'*');
     ungetc(c,ficpar);          if (strcmp(strc,"age")==0) {
               cptcovprod--;
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);            cutv(strb,stre,strd,'V');
                 Tvar[i]=atoi(stre);
     if (fage <= 2) {            cptcovage++;
       bage = agemin;              Tage[cptcovage]=i;
       fage = agemax;              /*printf("stre=%s ", stre);*/
     }          }
           else if (strcmp(strd,"age")==0) {
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");            cptcovprod--;
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);            cutv(strb,stre,strc,'V');
 /*------------ gnuplot -------------*/            Tvar[i]=atoi(stre);
 chdir(pathcd);            cptcovage++;
   if((ficgp=fopen("graph.gp","w"))==NULL) {            Tage[cptcovage]=i;
     printf("Problem with file graph.gp");goto end;          }
   }          else {
 #ifdef windows            cutv(strb,stre,strc,'V');
   fprintf(ficgp,"cd \"%s\" \n",pathc);            Tvar[i]=ncov+k1;
 #endif            cutv(strb,strc,strd,'V');
    /* 1eme*/            Tprod[k1]=i;
             Tvard[k1][1]=atoi(strc);
   for (cpt=1; cpt<= nlstate ; cpt ++) {            Tvard[k1][2]=atoi(stre);
 #ifdef windows            Tvar[cptcovn+k2]=Tvard[k1][1];
     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);            Tvar[cptcovn+k2+1]=Tvard[k1][2];
 #endif            for (k=1; k<=lastobs;k++)
 #ifdef unix              covar[ncov+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:%d \"\%%lf",agemin,fage,fileres,cpt*2);            k1++;
 #endif            k2=k2+2;
     for (i=1; i<= nlstate ; i ++) fprintf(ficgp," \%%lf (\%%lf)");          }
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" u 1:($%d+2*$%d) \"\%%lf",fileres,2*cpt,cpt*2+1);        }
     for (i=1; i<= nlstate ; i ++) fprintf(ficgp," \%%lf (\%%lf)");        else {
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" u 1:($%d-2*$%d) \"\%%lf",fileres,2*cpt,2*cpt+1);           /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/
      for (i=1; i<= nlstate ; i ++) fprintf(ficgp," \%%lf (\%%lf)");          /*  scanf("%d",i);*/
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" u 1:($%d) t\"Observed prevalence \" w l 2",fileres,2+4*(cpt-1));        cutv(strd,strc,strb,'V');
 #ifdef unix        Tvar[i]=atoi(strc);
 fprintf(ficgp,"\nset ter gif small size 400,300");        }
 #endif        strcpy(modelsav,stra);  
 fprintf(ficgp,"\nset out \"v%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt);        /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);
            scanf("%d",i);*/
   }      }
   /*2 eme*/  }
     
   fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);    /*printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);
   for (i=1; i<= nlstate+1 ; i ++) {    printf("cptcovprod=%d ", cptcovprod);
 k=2*i;    scanf("%d ",i);*/
     fprintf(ficgp,"\"t%s\" u 1:%d \"\%%lf \%%lf (\%%lf) \%%lf (\%%lf)",fileres,k);      fclose(fic);
     for (j=1; j< nlstate ; j ++) fprintf(ficgp," \%%lf (\%%lf)");  
     if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");      /*  if(mle==1){*/
     else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);      if (weightopt != 1) { /* Maximisation without weights*/
     fprintf(ficgp,"\"t%s\" u 1:($%d-2*$%d) \"\%%lf \%%lf (\%%lf) \%%lf (\%%lf)",fileres,k,k+1);        for(i=1;i<=n;i++) weight[i]=1.0;
     for (j=1; j< nlstate ; j ++) fprintf(ficgp," \%%lf (\%%lf)");      }
     fprintf(ficgp,"\" t\"\" w l 0,");      /*-calculation of age at interview from date of interview and age at death -*/
 fprintf(ficgp,"\"t%s\" u 1:($%d+2*$%d) \"\%%lf \%%lf (\%%lf) \%%lf (\%%lf)",fileres,k,k+1);      agev=matrix(1,maxwav,1,imx);
     for (j=1; j< nlstate ; j ++) fprintf(ficgp," \%%lf (\%%lf)");     
     if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");      for (i=1; i<=imx; i++)  {
 else fprintf(ficgp,"\" t\"\" w l 0,");        agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
   }         for(m=1; (m<= maxwav); m++){
   fprintf(ficgp,"\nset out \"e%s.gif\" \nreplot\n\n",strtok(optionfile, "."));          if(s[m][i] >0){
             if (s[m][i] == nlstate+1) {
   /*3eme*/              if(agedc[i]>0)
 for (cpt=1; cpt<= nlstate ; cpt ++) {                if(moisdc[i]!=99 && andc[i]!=9999)
   k=2+nlstate*(cpt-1);                agev[m][i]=agedc[i];
     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);              else {
 for (i=1; i< nlstate ; i ++) {                if (andc[i]!=9999){
 fprintf(ficgp,",\"e%s\" u 1:%d t \"e%d%d\" w l",fileres,k+1,cpt,i+1);                printf("Warning negative age at death: %d line:%d\n",num[i],i);
 }                 agev[m][i]=-1;
 fprintf(ficgp,"\nset out \"ex%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt);                }
 }              }
              }
 /* CV preval stat */            else if(s[m][i] !=9){ /* Should no more exist */
 for (cpt=1; cpt<nlstate ; cpt ++) {              agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
     k=3;              if(mint[m][i]==99 || anint[m][i]==9999)
     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);                agev[m][i]=1;
     for (i=1; i< nlstate ; i ++)              else if(agev[m][i] <agemin){
       fprintf(ficgp,"+$%d",k+i);                agemin=agev[m][i];
     fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);                /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
                   }
  l=3+(nlstate+ndeath)*cpt;              else if(agev[m][i] >agemax){
    fprintf(ficgp,",\"pij%s\" u 2:($%d/($%d",fileres,l+cpt,l);                agemax=agev[m][i];
                 /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
    for (i=1; i< nlstate ; i ++) {              }
    l=3+(nlstate+ndeath)*cpt;              /*agev[m][i]=anint[m][i]-annais[i];*/
     fprintf(ficgp,"+$%d",l+i);              /*   agev[m][i] = age[i]+2*m;*/
    }            }
   fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);            else { /* =9 */
                 agev[m][i]=1;
                 s[m][i]=-1;
   fprintf(ficgp,"set out \"p%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt);            }
   }           }
           else /*= 0 Unknown */
             agev[m][i]=1;
   fclose(ficgp);        }
         
 chdir(path);      }
     free_matrix(agev,1,maxwav,1,imx);      for (i=1; i<=imx; i++)  {
     free_ivector(wav,1,imx);        for(m=1; (m<= maxwav); m++){
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);          if (s[m][i] > (nlstate+ndeath)) {
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);            printf("Error: Wrong value in nlstate or ndeath\n");  
                 goto end;
     free_imatrix(s,1,maxwav+1,1,n);          }
             }
           }
     free_ivector(num,1,n);  
     free_vector(agedc,1,n);  printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
     free_vector(weight,1,n);  
     free_matrix(covar,1,NCOVMAX,1,n);      free_vector(severity,1,maxwav);
     fclose(ficparo);      free_imatrix(outcome,1,maxwav+1,1,n);
     fclose(ficres);      free_vector(moisnais,1,n);
   }      free_vector(annais,1,n);
       free_matrix(mint,1,maxwav,1,n);
   /*________fin mle=1_________*/      free_matrix(anint,1,maxwav,1,n);
         free_vector(moisdc,1,n);
         free_vector(andc,1,n);
   
   /* No more information from the sample is required now */     
   /* Reads comments: lines beginning with '#' */      wav=ivector(1,imx);
   while((c=getc(ficpar))=='#' && c!= EOF){      dh=imatrix(1,lastpass-firstpass+1,1,imx);
     ungetc(c,ficpar);      mw=imatrix(1,lastpass-firstpass+1,1,imx);
     fgets(line, MAXLINE, ficpar);     
     puts(line);      /* Concatenates waves */
     fputs(line,ficparo);        concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);
   }  
   ungetc(c,ficpar);  
           Tcode=ivector(1,100);
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);        nbcode=imatrix(0,NCOVMAX,0,NCOVMAX);
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);        ncodemax[1]=1;
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);        if (cptcovn > 0) tricode(Tvar,nbcode,imx);
        
   /*--------------- Prevalence limit --------------*/     codtab=imatrix(1,100,1,10);
        h=0;
   strcpy(filerespl,"pl");     m=pow(2,cptcoveff);
   strcat(filerespl,fileres);   
   if((ficrespl=fopen(filerespl,"w"))==NULL) {     for(k=1;k<=cptcoveff; k++){
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;       for(i=1; i <=(m/pow(2,k));i++){
   }         for(j=1; j <= ncodemax[k]; j++){
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);           for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){
   fprintf(ficrespl,"#Prevalence limit\n");             h++;
   fprintf(ficrespl,"#Age ");             if (h>m) h=1;codtab[h][k]=j;
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);           }
   fprintf(ficrespl,"\n");         }
          }
   prlim=matrix(1,nlstate,1,nlstate);     }
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */     /*for(i=1; i <=m ;i++){
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */       for(k=1; k <=cptcovn; k++){
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */         printf("i=%d k=%d %d %d",i,k,codtab[i][k], cptcoveff);
          }
   agebase=agemin;       printf("\n");
   agelim=agemax;     }
   ftolpl=1.e-10;     scanf("%d",i);*/
   for (age=agebase; age<=agelim; age++){     
     prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl);     /* Calculates basic frequencies. Computes observed prevalence at single age
     fprintf(ficrespl,"%.0f",age );         and prints on file fileres'p'. */
     for(i=1; i<=nlstate;i++)    freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax);
       fprintf(ficrespl," %.5f", prlim[i][i]);  
     fprintf(ficrespl,"\n");      pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
   }      oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
   fclose(ficrespl);      newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
         savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
   /*------------- h Pij x at various ages ------------*/      oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
        
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);      /* For Powell, parameters are in a vector p[] starting at p[1]
   if((ficrespij=fopen(filerespij,"w"))==NULL) {         so we point p on param[1][1] so that p[1] maps on param[1][1][1] */
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;      p=param[1][1]; /* *(*(*(param +1)+1)+0) */
   }  
   printf("Computing pij: result on file '%s' \n", filerespij);      if(mle==1){
   stepsize=(int) (stepm+YEARM-1)/YEARM;      mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);
   if (stepm<=24) stepsize=2;      }
      
   agelim=AGESUP;      /*--------- results files --------------*/
   hstepm=stepsize*YEARM; /* Every year of age */      fprintf(ficres,"\ntitle=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate, ndeath, maxwav, mle,weightopt,model);
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */      
   for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */     jk=1;
     nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */      fprintf(ficres,"# Parameters\n");
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */     printf("# Parameters\n");
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);     for(i=1,jk=1; i <=nlstate; i++){
     oldm=oldms;savm=savms;       for(k=1; k <=(nlstate+ndeath); k++){
     hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm);           if (k != i)
     fprintf(ficrespij,"# Age");           {
     for(i=1; i<=nlstate;i++)             printf("%d%d ",i,k);
       for(j=1; j<=nlstate+ndeath;j++)             fprintf(ficres,"%1d%1d ",i,k);
         fprintf(ficrespij," %1d-%1d",i,j);             for(j=1; j <=ncovmodel; j++){
     fprintf(ficrespij,"\n");               printf("%f ",p[jk]);
     for (h=0; h<=nhstepm; h++){               fprintf(ficres,"%f ",p[jk]);
       fprintf(ficrespij,"%.0f %.0f",agedeb, agedeb+ h*hstepm/YEARM*stepm );               jk++;
       for(i=1; i<=nlstate;i++)             }
         for(j=1; j<=nlstate+ndeath;j++)             printf("\n");
           fprintf(ficrespij," %.5f", p3mat[i][j][h]);             fprintf(ficres,"\n");
       fprintf(ficrespij,"\n");           }
     }       }
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);     }
     fprintf(ficrespij,"\n");   if(mle==1){
   }      /* Computing hessian and covariance matrix */
   fclose(ficrespij);      ftolhess=ftol; /* Usually correct */
       hesscov(matcov, p, npar, delti, ftolhess, func);
   /*---------- Health expectancies and variances ------------*/   }
         fprintf(ficres,"# Scales\n");
   eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);      printf("# Scales\n");
   oldm=oldms;savm=savms;       for(i=1,jk=1; i <=nlstate; i++){
   evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm);        for(j=1; j <=nlstate+ndeath; j++){
             if (j!=i) {
   vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);            fprintf(ficres,"%1d%1d",i,j);
   oldm=oldms;savm=savms;            printf("%1d%1d",i,j);
   varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl);            for(k=1; k<=ncovmodel;k++){
               printf(" %.5e",delti[jk]);
   strcpy(filerest,"t");              fprintf(ficres," %.5e",delti[jk]);
   strcat(filerest,fileres);              jk++;
   if((ficrest=fopen(filerest,"w"))==NULL) {            }
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;            printf("\n");
   }            fprintf(ficres,"\n");
   printf("Computing Total LEs with variances: file '%s' \n", filerest);          }
   fprintf(ficrest,"#Total LEs with variances: e.. (std) ");        }
   for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);        }
   fprintf(ficrest,"\n");     
       k=1;
   hf=1;      fprintf(ficres,"# Covariance\n");
   if (stepm >= YEARM) hf=stepm/YEARM;      printf("# Covariance\n");
   epj=vector(1,nlstate+1);      for(i=1;i<=npar;i++){
   for(age=bage; age <=fage ;age++){        /*  if (k>nlstate) k=1;
     prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl);        i1=(i-1)/(ncovmodel*nlstate)+1;
     fprintf(ficrest," %.0f",age);        fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);
     for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){        printf("%s%d%d",alph[k],i1,tab[i]);*/
       for(i=1, epj[j]=0.;i <=nlstate;i++) {        fprintf(ficres,"%3d",i);
         epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];        printf("%3d",i);
       }        for(j=1; j<=i;j++){
       epj[nlstate+1] +=epj[j];          fprintf(ficres," %.5e",matcov[i][j]);
     }          printf(" %.5e",matcov[i][j]);
     for(i=1, vepp=0.;i <=nlstate;i++)        }
       for(j=1;j <=nlstate;j++)        fprintf(ficres,"\n");
         vepp += vareij[i][j][(int)age];        printf("\n");
     fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));        k++;
     for(j=1;j <=nlstate;j++){      }
       fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));     
     }      while((c=getc(ficpar))=='#' && c!= EOF){
     fprintf(ficrest,"\n");        ungetc(c,ficpar);
   }        fgets(line, MAXLINE, ficpar);
   fclose(ficrest);        puts(line);
   fclose(ficpar);        fputs(line,ficparo);
   free_vector(epj,1,nlstate+1);      }
       ungetc(c,ficpar);
   /*------- Variance limit prevalence------*/      
       fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);
   varpl=matrix(1,nlstate,(int) bage, (int) fage);     
   oldm=oldms;savm=savms;      if (fage <= 2) {
   varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl);        bage = agemin;
           fage = agemax;
         }
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);  
         fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);      fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);  
        
     /*------------ gnuplot -------------*/
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);  chdir(pathcd);
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);    if((ficgp=fopen("graph.plt","w"))==NULL) {
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);      printf("Problem with file graph.gp");goto end;
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);    }
     #ifdef windows
   free_matrix(matcov,1,npar,1,npar);    fprintf(ficgp,"cd \"%s\" \n",pathc);
   free_vector(delti,1,npar);  #endif
     m=pow(2,cptcoveff);
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncov);   
    /* 1eme*/
   printf("End of Imach\n");    for (cpt=1; cpt<= nlstate ; cpt ++) {
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */     for (k1=1; k1<= m ; k1 ++) {
     
   /* 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);*/  #ifdef windows
   /*printf("Total time was %d uSec.\n", total_usecs);*/      fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"vpl%s\" every :::%d::%d u 1:2 \"\%%lf",agemin,fage,fileres,k1-1,k1-1);
   /*------ End -----------*/  #endif
   #ifdef unix
  end:  fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);
 #ifdef windows  #endif
  chdir(pathcd);  
 #endif   for (i=1; i<= nlstate ; i ++) {
  system("gnuplot graph.gp");    if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
     else fprintf(ficgp," \%%*lf (\%%*lf)");
 #ifdef windows  }
   while (z[0] != 'q') {      fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);
     chdir(pathcd);       for (i=1; i<= nlstate ; i ++) {
     printf("\nType e to edit output files, c to start again, and q for exiting: ");    if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
     scanf("%s",z);    else fprintf(ficgp," \%%*lf (\%%*lf)");
     if (z[0] == 'c') system("./imach");  }
     else if (z[0] == 'e') {    fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);
       chdir(path);       for (i=1; i<= nlstate ; i ++) {
       system("index.htm");    if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
     }    else fprintf(ficgp," \%%*lf (\%%*lf)");
     else if (z[0] == 'q') exit(0);  }  
   }       fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));
 #endif   #ifdef unix
 }  fprintf(ficgp,"\nset ter gif small size 400,300");
   #endif
   fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);
      }
     }
     /*2 eme*/
   
     for (k1=1; k1<= m ; k1 ++) {
       fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);
      
       for (i=1; i<= nlstate+1 ; i ++) {
         k=2*i;
         fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
     if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
     else fprintf(ficgp," \%%*lf (\%%*lf)");
   }  
         if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
         else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
   }  
         fprintf(ficgp,"\" t\"\" w l 0,");
        fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
     if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
     else fprintf(ficgp," \%%*lf (\%%*lf)");
   }  
         if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
         else fprintf(ficgp,"\" t\"\" w l 0,");
       }
       fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);
     }
    
     /*3eme*/
   
     for (k1=1; k1<= m ; k1 ++) {
       for (cpt=1; cpt<= nlstate ; cpt ++) {
         k=2+nlstate*(cpt-1);
         fprintf(ficgp,"set ter gif small size 400,300\nplot [%.f:%.f] \"e%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",agemin,fage,fileres,k1-1,k1-1,k,cpt);
         for (i=1; i< nlstate ; i ++) {
           fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",fileres,k1-1,k1-1,k+i,cpt,i+1);
         }
         fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);
       }
     }
    
     /* CV preval stat */
     for (k1=1; k1<= m ; k1 ++) {
       for (cpt=1; cpt<nlstate ; cpt ++) {
         k=3;
         fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);
         for (i=1; i< nlstate ; i ++)
           fprintf(ficgp,"+$%d",k+i+1);
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
        
         l=3+(nlstate+ndeath)*cpt;
         fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);
         for (i=1; i< nlstate ; i ++) {
           l=3+(nlstate+ndeath)*cpt;
           fprintf(ficgp,"+$%d",l+i+1);
         }
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);  
         fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);
       }
     }
   
     /* proba elementaires */
      for(i=1,jk=1; i <=nlstate; i++){
       for(k=1; k <=(nlstate+ndeath); k++){
         if (k != i) {
           for(j=1; j <=ncovmodel; j++){
             /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/
             /*fprintf(ficgp,"%s",alph[1]);*/
             fprintf(ficgp,"p%d=%f ",jk,p[jk]);
             jk++;
             fprintf(ficgp,"\n");
           }
         }
       }
       }
   
     for(jk=1; jk <=m; jk++) {
     fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);
      i=1;
      for(k2=1; k2<=nlstate; k2++) {
        k3=i;
        for(k=1; k<=(nlstate+ndeath); k++) {
          if (k != k2){
           fprintf(ficgp," exp(p%d+p%d*x",i,i+1);
   ij=1;
           for(j=3; j <=ncovmodel; j++) {
             if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
               fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
               ij++;
             }
             else
             fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
           }
             fprintf(ficgp,")/(1");
          
           for(k1=1; k1 <=nlstate; k1++){  
             fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);
   ij=1;
             for(j=3; j <=ncovmodel; j++){
             if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
               fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
               ij++;
             }
             else
               fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
             }
             fprintf(ficgp,")");
           }
           fprintf(ficgp,") t \"p%d%d\" ", k2,k);
           if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");
           i=i+ncovmodel;
          }
        }
      }
      fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);
     }
      
     fclose(ficgp);
      
   chdir(path);
       free_matrix(agev,1,maxwav,1,imx);
       free_ivector(wav,1,imx);
       free_imatrix(dh,1,lastpass-firstpass+1,1,imx);
       free_imatrix(mw,1,lastpass-firstpass+1,1,imx);
      
       free_imatrix(s,1,maxwav+1,1,n);
      
      
       free_ivector(num,1,n);
       free_vector(agedc,1,n);
       free_vector(weight,1,n);
       /*free_matrix(covar,1,NCOVMAX,1,n);*/
       fclose(ficparo);
       fclose(ficres);
       /*  }*/
      
      /*________fin mle=1_________*/
      
   
    
       /* No more information from the sample is required now */
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
    
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);
     printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);
     fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);
   /*--------- index.htm --------*/
   
     strcpy(optionfilehtm,optionfile);
     strcat(optionfilehtm,".htm");
     if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtm);goto end;
     }
   
    fprintf(fichtm,"<body><ul> <font size=\"6\">Imach, Version 0.64b </font> <hr size=\"2\" color=\"#EC5E5E\">
   Titre=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>
   Total number of observations=%d <br>
   Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>
   <hr  size=\"2\" color=\"#EC5E5E\">
   <li>Outputs files<br><br>\n
           - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n
   - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>
           - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>
           - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>
           - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>
           - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>
           - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>
           - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>
           - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%s</a> <br><br>",title,datafile,firstpass,lastpass,stepm, weightopt,model,imx,jmin,jmax,jmean,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres);
   
    fprintf(fichtm," <li>Graphs</li><p>");
   
    m=cptcoveff;
    if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   
    j1=0;
    for(k1=1; k1<=m;k1++){
      for(i1=1; i1<=ncodemax[k1];i1++){
          j1++;
          if (cptcovn > 0) {
            fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
            for (cpt=1; cpt<=cptcoveff;cpt++)
              fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[j1][cpt]]);
            fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
          }
          fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>
   <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);    
          for(cpt=1; cpt<nlstate;cpt++){
            fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>
   <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);
          }
       for(cpt=1; cpt<=nlstate;cpt++) {
          fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident
   interval) in state (%d): v%s%d%d.gif <br>
   <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);  
        }
        for(cpt=1; cpt<=nlstate;cpt++) {
           fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>
   <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);
        }
        fprintf(fichtm,"\n<br>- Total life expectancy by age and
   health expectancies in states (1) and (2): e%s%d.gif<br>
   <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);
   fprintf(fichtm,"\n</body>");
      }
    }
   fclose(fichtm);
   
     /*--------------- Prevalence limit --------------*/
    
     strcpy(filerespl,"pl");
     strcat(filerespl,fileres);
     if((ficrespl=fopen(filerespl,"w"))==NULL) {
       printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;
     }
     printf("Computing prevalence limit: result on file '%s' \n", filerespl);
     fprintf(ficrespl,"#Prevalence limit\n");
     fprintf(ficrespl,"#Age ");
     for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);
     fprintf(ficrespl,"\n");
    
     prlim=matrix(1,nlstate,1,nlstate);
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
     k=0;
     agebase=agemin;
     agelim=agemax;
     ftolpl=1.e-10;
     i1=cptcoveff;
     if (cptcovn < 1){i1=1;}
   
     for(cptcov=1;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
           k=k+1;
           /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/
           fprintf(ficrespl,"\n#******");
           for(j=1;j<=cptcoveff;j++)
             fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficrespl,"******\n");
          
           for (age=agebase; age<=agelim; age++){
             prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
             fprintf(ficrespl,"%.0f",age );
             for(i=1; i<=nlstate;i++)
             fprintf(ficrespl," %.5f", prlim[i][i]);
             fprintf(ficrespl,"\n");
           }
         }
       }
     fclose(ficrespl);
     /*------------- h Pij x at various ages ------------*/
    
     strcpy(filerespij,"pij");  strcat(filerespij,fileres);
     if((ficrespij=fopen(filerespij,"w"))==NULL) {
       printf("Problem with Pij resultfile: %s\n", filerespij);goto end;
     }
     printf("Computing pij: result on file '%s' \n", filerespij);
    
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=24) stepsize=2;
   
     agelim=AGESUP;
     hstepm=stepsize*YEARM; /* Every year of age */
     hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */
    
     k=0;
     for(cptcov=1;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
           fprintf(ficrespij,"\n#****** ");
           for(j=1;j<=cptcoveff;j++)
             fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficrespij,"******\n");
          
           for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */
             nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
             fprintf(ficrespij,"# Age");
             for(i=1; i<=nlstate;i++)
               for(j=1; j<=nlstate+ndeath;j++)
                 fprintf(ficrespij," %1d-%1d",i,j);
             fprintf(ficrespij,"\n");
             for (h=0; h<=nhstepm; h++){
               fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );
               for(i=1; i<=nlstate;i++)
                 for(j=1; j<=nlstate+ndeath;j++)
                   fprintf(ficrespij," %.5f", p3mat[i][j][h]);
               fprintf(ficrespij,"\n");
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             fprintf(ficrespij,"\n");
           }
       }
     }
   
     fclose(ficrespij);
   
     /*---------- Health expectancies and variances ------------*/
   
     strcpy(filerest,"t");
     strcat(filerest,fileres);
     if((ficrest=fopen(filerest,"w"))==NULL) {
       printf("Problem with total LE resultfile: %s\n", filerest);goto end;
     }
     printf("Computing Total LEs with variances: file '%s' \n", filerest);
   
   
     strcpy(filerese,"e");
     strcat(filerese,fileres);
     if((ficreseij=fopen(filerese,"w"))==NULL) {
       printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
     }
     printf("Computing Health Expectancies: result on file '%s' \n", filerese);
   
    strcpy(fileresv,"v");
     strcat(fileresv,fileres);
     if((ficresvij=fopen(fileresv,"w"))==NULL) {
       printf("Problem with variance resultfile: %s\n", fileresv);exit(0);
     }
     printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
   
     k=0;
     for(cptcov=1;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         fprintf(ficrest,"\n#****** ");
         for(j=1;j<=cptcoveff;j++)
           fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficrest,"******\n");
   
         fprintf(ficreseij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++)
           fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);
         fprintf(ficreseij,"******\n");
   
         fprintf(ficresvij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++)
           fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);
         fprintf(ficresvij,"******\n");
   
         eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);  
         vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);
        
         fprintf(ficrest,"#Total LEs with variances: e.. (std) ");
         for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);
         fprintf(ficrest,"\n");
          
         hf=1;
         if (stepm >= YEARM) hf=stepm/YEARM;
         epj=vector(1,nlstate+1);
         for(age=bage; age <=fage ;age++){
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
           fprintf(ficrest," %.0f",age);
           for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){
             for(i=1, epj[j]=0.;i <=nlstate;i++) {
               epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];
             }
             epj[nlstate+1] +=epj[j];
           }
           for(i=1, vepp=0.;i <=nlstate;i++)
             for(j=1;j <=nlstate;j++)
               vepp += vareij[i][j][(int)age];
           fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));
           for(j=1;j <=nlstate;j++){
             fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));
           }
           fprintf(ficrest,"\n");
         }
       }
     }
          
    fclose(ficreseij);
    fclose(ficresvij);
     fclose(ficrest);
     fclose(ficpar);
     free_vector(epj,1,nlstate+1);
     /*  scanf("%d ",i); */
   
     /*------- Variance limit prevalence------*/  
   
   strcpy(fileresvpl,"vpl");
     strcat(fileresvpl,fileres);
     if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
       printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);
       exit(0);
     }
     printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);
   
    k=0;
    for(cptcov=1;cptcov<=i1;cptcov++){
      for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
        k=k+1;
        fprintf(ficresvpl,"\n#****** ");
        for(j=1;j<=cptcoveff;j++)
          fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
        fprintf(ficresvpl,"******\n");
        
        varpl=matrix(1,nlstate,(int) bage, (int) fage);
        oldm=oldms;savm=savms;
        varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);
      }
    }
   
     fclose(ficresvpl);
   
     /*---------- End : free ----------------*/
     free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
    
     free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);
     free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
    
    
     free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);
    
     free_matrix(matcov,1,npar,1,npar);
     free_vector(delti,1,npar);
    
     free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);
   
     printf("End of Imach\n");
     /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
    
     /* printf("Total time was %d Sec. %d uSec.\n", end_time.tv_sec -start_time.tv_sec, end_time.tv_usec -start_time.tv_usec);*/
     /*printf("Total time was %d uSec.\n", total_usecs);*/
     /*------ End -----------*/
   
    end:
   #ifdef windows
    chdir(pathcd);
   #endif
    /*system("wgnuplot graph.plt");*/
    system("../gp37mgw/wgnuplot graph.plt");
   
   #ifdef windows
     while (z[0] != 'q') {
       chdir(pathcd);
       printf("\nType e to edit output files, c to start again, and q for exiting: ");
       scanf("%s",z);
       if (z[0] == 'c') system("./imach");
       else if (z[0] == 'e') {
         chdir(path);
         system("index.htm");
       }
       else if (z[0] == 'q') exit(0);
     }
   #endif
   }
   
   

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  Added in v.1.9


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