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version 1.1.1.1, 2000/12/28 18:49:56 version 1.7, 2001/05/02 17:50:24
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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 */  static int cptcov;
 int ndeath=1; /* Number of dead states */  int cptcovn, cptcovage=0, cptcoveff=0;
 int ncov;     /* Total number of covariables including constant a12*1 +b12*x ncov=2 */  int npar=NPARMAX;
   int nlstate=2; /* Number of live states */
 int *wav; /* Number of waves for this individuual 0 is possible */  int ndeath=1; /* Number of dead states */
 int maxwav; /* Maxim number of waves */  int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
 int mle, weightopt;  
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */  int *wav; /* Number of waves for this individuual 0 is possible */
 int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */  int maxwav; /* Maxim number of waves */
 double **oldm, **newm, **savm; /* Working pointers to matrices */  int 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 **oldm, **newm, **savm; /* Working pointers to matrices */
   double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
 #define NR_END 1  FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest;
 #define FREE_ARG char*  FILE *ficgp, *fichtm;
 #define FTOL 1.0e-10  FILE *ficreseij;
     char filerese[FILENAMELENGTH];
 #define NRANSI    FILE  *ficresvij;
 #define ITMAX 200     char fileresv[FILENAMELENGTH];
    FILE  *ficresvpl;
 #define TOL 2.0e-4     char fileresvpl[FILENAMELENGTH];
   
 #define CGOLD 0.3819660   #define NR_END 1
 #define ZEPS 1.0e-10   #define FREE_ARG char*
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);   #define FTOL 1.0e-10
   
 #define GOLD 1.618034   #define NRANSI
 #define GLIMIT 100.0   #define ITMAX 200
 #define TINY 1.0e-20   
   #define TOL 2.0e-4
 static double maxarg1,maxarg2;  
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))  #define CGOLD 0.3819660
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))  #define ZEPS 1.0e-10
    #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))  
 #define rint(a) floor(a+0.5)  #define GOLD 1.618034
   #define GLIMIT 100.0
 static double sqrarg;  #define TINY 1.0e-20
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)  
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}   static double maxarg1,maxarg2;
   #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
 int imx;   #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
 int stepm;   
 /* Stepm, step in month: minimum step interpolation*/  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
   #define rint(a) floor(a+0.5)
 int m,nb;  
 int *num, firstpass=0, lastpass=2,*cod;  static double sqrarg;
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;  #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
 double **pmmij;  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}
   
 double *weight;  int imx;
 int **s; /* Status */  int stepm;
 double *agedc, **covar, idx;  /* Stepm, step in month: minimum step interpolation*/
   
   int m,nb;
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */  int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;
 double ftolhess; /* Tolerance for computing hessian */  double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
   double **pmmij;
   
 /******************************************/  double *weight;
   int **s; /* Status */
 void replace(char *s, char*t)  double *agedc, **covar, idx;
 {  int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
   int i;  
   int lg=20;  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
   i=0;  double ftolhess; /* Tolerance for computing hessian */
   lg=strlen(t);  
   for(i=0; i<= lg; i++) {  /**************** split *************************/
     (s[i] = t[i]);  static  int split( char *path, char *dirc, char *name )
     if (t[i]== '\\') s[i]='/';  {
   }     char *s;                             /* pointer */
 }     int  l1, l2;                         /* length counters */
 void cut(char *u,char *v, char*t)  
 {     l1 = strlen( path );                 /* length of path */
   int i,lg,j,p;     if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
   i=0;     s = strrchr( path, '\\' );           /* find last / */
   for(j=0; j<=strlen(t); j++) {     if ( s == NULL ) {                   /* no directory, so use current */
     if(t[j]=='\\') p=j;  #if     defined(__bsd__)                /* get current working directory */
   }        extern char       *getwd( );
   
   lg=strlen(t);        if ( getwd( dirc ) == NULL ) {
   for(j=0; j<p; j++) {  #else
     (u[j] = t[j]);        extern char       *getcwd( );
     u[p]='\0';  
   }        if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
   #endif
   for(j=0; j<= lg; j++) {           return( GLOCK_ERROR_GETCWD );
     if (j>=(p+1))(v[j-p-1] = t[j]);        }
   }        strcpy( name, path );             /* we've got it */
 }     } else {                             /* strip direcotry from path */
         s++;                              /* after this, the filename */
 /********************** nrerror ********************/        l2 = strlen( s );                 /* length of filename */
         if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
 void nrerror(char error_text[])        strcpy( name, s );                /* save file name */
 {        strncpy( dirc, path, l1 - l2 );   /* now the directory */
   fprintf(stderr,"ERREUR ...\n");        dirc[l1-l2] = 0;                  /* add zero */
   fprintf(stderr,"%s\n",error_text);     }
   exit(1);     l1 = strlen( dirc );                 /* length of directory */
 }     if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
 /*********************** vector *******************/     return( 0 );                         /* we're done */
 double *vector(int nl, int nh)  }
 {  
   double *v;  
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));  /******************************************/
   if (!v) nrerror("allocation failure in vector");  
   return v-nl+NR_END;  void replace(char *s, char*t)
 }  {
     int i;
 /************************ free vector ******************/    int lg=20;
 void free_vector(double*v, int nl, int nh)    i=0;
 {    lg=strlen(t);
   free((FREE_ARG)(v+nl-NR_END));    for(i=0; i<= lg; i++) {
 }      (s[i] = t[i]);
       if (t[i]== '\\') s[i]='/';
 /************************ivector *******************************/    }
 int *ivector(long nl,long nh)  }
 {  
   int *v;  int nbocc(char *s, char occ)
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));  {
   if (!v) nrerror("allocation failure in ivector");    int i,j=0;
   return v-nl+NR_END;    int lg=20;
 }    i=0;
     lg=strlen(s);
 /******************free ivector **************************/    for(i=0; i<= lg; i++) {
 void free_ivector(int *v, long nl, long nh)    if  (s[i] == occ ) j++;
 {    }
   free((FREE_ARG)(v+nl-NR_END));    return j;
 }  }
   
 /******************* imatrix *******************************/  void cutv(char *u,char *v, char*t, char occ)
 int **imatrix(long nrl, long nrh, long ncl, long nch)   {
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */     int i,lg,j,p=0;
 {     i=0;
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;     for(j=0; j<=strlen(t)-1; j++) {
   int **m;       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*)));     lg=strlen(t);
   if (!m) nrerror("allocation failure 1 in matrix()");     for(j=0; j<p; j++) {
   m += NR_END;       (u[j] = t[j]);
   m -= nrl;     }
          u[p]='\0';
     
   /* allocate rows and set pointers to them */      for(j=0; j<= lg; j++) {
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));       if (j>=(p+1))(v[j-p-1] = t[j]);
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");     }
   m[nrl] += NR_END;   }
   m[nrl] -= ncl;   
     /********************** nrerror ********************/
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;   
     void nrerror(char error_text[])
   /* return pointer to array of pointers to rows */   {
   return m;     fprintf(stderr,"ERREUR ...\n");
 }     fprintf(stderr,"%s\n",error_text);
     exit(1);
 /****************** free_imatrix *************************/  }
 void free_imatrix(m,nrl,nrh,ncl,nch)  /*********************** vector *******************/
       int **m;  double *vector(int nl, int nh)
       long nch,ncl,nrh,nrl;   {
      /* free an int matrix allocated by imatrix() */     double *v;
 {     v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
   free((FREE_ARG) (m[nrl]+ncl-NR_END));     if (!v) nrerror("allocation failure in vector");
   free((FREE_ARG) (m+nrl-NR_END));     return v-nl+NR_END;
 }   }
   
 /******************* matrix *******************************/  /************************ free vector ******************/
 double **matrix(long nrl, long nrh, long ncl, long nch)  void free_vector(double*v, int nl, int nh)
 {  {
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;    free((FREE_ARG)(v+nl-NR_END));
   double **m;  }
   
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  /************************ivector *******************************/
   if (!m) nrerror("allocation failure 1 in matrix()");  int *ivector(long nl,long nh)
   m += NR_END;  {
   m -= nrl;    int *v;
     v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));    if (!v) nrerror("allocation failure in ivector");
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    return v-nl+NR_END;
   m[nrl] += NR_END;  }
   m[nrl] -= ncl;  
   /******************free ivector **************************/
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  void free_ivector(int *v, long nl, long nh)
   return m;  {
 }    free((FREE_ARG)(v+nl-NR_END));
   }
 /*************************free matrix ************************/  
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)  /******************* imatrix *******************************/
 {  int **imatrix(long nrl, long nrh, long ncl, long nch)
   free((FREE_ARG)(m[nrl]+ncl-NR_END));       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */
   free((FREE_ARG)(m+nrl-NR_END));  {
 }    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;
     int **m;
 /******************* ma3x *******************************/   
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)    /* allocate pointers to rows */
 {    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;    if (!m) nrerror("allocation failure 1 in matrix()");
   double ***m;    m += NR_END;
     m -= nrl;
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));   
   if (!m) nrerror("allocation failure 1 in matrix()");   
   m += NR_END;    /* allocate rows and set pointers to them */
   m -= nrl;    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));
     if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));    m[nrl] += NR_END;
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    m[nrl] -= ncl;
   m[nrl] += NR_END;   
   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 */
     return m;
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));  }
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");  
   m[nrl][ncl] += NR_END;  /****************** free_imatrix *************************/
   m[nrl][ncl] -= nll;  void free_imatrix(m,nrl,nrh,ncl,nch)
   for (j=ncl+1; j<=nch; j++)         int **m;
     m[nrl][j]=m[nrl][j-1]+nlay;        long nch,ncl,nrh,nrl;
          /* free an int matrix allocated by imatrix() */
   for (i=nrl+1; i<=nrh; i++) {  {
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;    free((FREE_ARG) (m[nrl]+ncl-NR_END));
     for (j=ncl+1; j<=nch; j++)     free((FREE_ARG) (m+nrl-NR_END));
       m[i][j]=m[i][j-1]+nlay;  }
   }  
   return m;  /******************* matrix *******************************/
 }  double **matrix(long nrl, long nrh, long ncl, long nch)
   {
 /*************************free ma3x ************************/    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)    double **m;
 {  
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
   free((FREE_ARG)(m[nrl]+ncl-NR_END));    if (!m) nrerror("allocation failure 1 in matrix()");
   free((FREE_ARG)(m+nrl-NR_END));    m += NR_END;
 }    m -= nrl;
   
 /***************** f1dim *************************/    m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
 extern int ncom;     if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
 extern double *pcom,*xicom;    m[nrl] += NR_END;
 extern double (*nrfunc)(double []);     m[nrl] -= ncl;
    
 double f1dim(double x)     for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
 {     return m;
   int j;   }
   double f;  
   double *xt;   /*************************free matrix ************************/
    void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
   xt=vector(1,ncom);   {
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];     free((FREE_ARG)(m[nrl]+ncl-NR_END));
   f=(*nrfunc)(xt);     free((FREE_ARG)(m+nrl-NR_END));
   free_vector(xt,1,ncom);   }
   return f;   
 }   /******************* ma3x *******************************/
   double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
 /*****************brent *************************/  {
 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;
 {     double ***m;
   int iter;   
   double a,b,d,etemp;    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
   double fu,fv,fw,fx;    if (!m) nrerror("allocation failure 1 in matrix()");
   double ftemp;    m += NR_END;
   double p,q,r,tol1,tol2,u,v,w,x,xm;     m -= nrl;
   double e=0.0;   
      m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
   a=(ax < cx ? ax : cx);     if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
   b=(ax > cx ? ax : cx);     m[nrl] += NR_END;
   x=w=v=bx;     m[nrl] -= ncl;
   fw=fv=fx=(*f)(x);   
   for (iter=1;iter<=ITMAX;iter++) {     for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
     xm=0.5*(a+b);   
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);     m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
     printf(".");fflush(stdout);    m[nrl][ncl] += NR_END;
 #ifdef DEBUG    m[nrl][ncl] -= nll;
     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);    for (j=ncl+1; j<=nch; j++)
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */      m[nrl][j]=m[nrl][j-1]+nlay;
 #endif   
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){     for (i=nrl+1; i<=nrh; i++) {
       *xmin=x;       m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
       return fx;       for (j=ncl+1; j<=nch; j++)
     }         m[i][j]=m[i][j-1]+nlay;
     ftemp=fu;    }
     if (fabs(e) > tol1) {     return m;
       r=(x-w)*(fx-fv);   }
       q=(x-v)*(fx-fw);   
       p=(x-v)*q-(x-w)*r;   /*************************free ma3x ************************/
       q=2.0*(q-r);   void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
       if (q > 0.0) p = -p;   {
       q=fabs(q);     free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
       etemp=e;     free((FREE_ARG)(m[nrl]+ncl-NR_END));
       e=d;     free((FREE_ARG)(m+nrl-NR_END));
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))   }
         d=CGOLD*(e=(x >= xm ? a-x : b-x));   
       else {   /***************** f1dim *************************/
         d=p/q;   extern int ncom;
         u=x+d;   extern double *pcom,*xicom;
         if (u-a < tol2 || b-u < tol2)   extern double (*nrfunc)(double []);
           d=SIGN(tol1,xm-x);    
       }   double f1dim(double x)
     } else {   {
       d=CGOLD*(e=(x >= xm ? a-x : b-x));     int j;
     }     double f;
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));     double *xt;
     fu=(*f)(u);    
     if (fu <= fx) {     xt=vector(1,ncom);
       if (u >= x) a=x; else b=x;     for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];
       SHFT(v,w,x,u)     f=(*nrfunc)(xt);
         SHFT(fv,fw,fx,fu)     free_vector(xt,1,ncom);
         } else {     return f;
           if (u < x) a=u; else b=u;   }
           if (fu <= fw || w == x) {   
             v=w;   /*****************brent *************************/
             w=u;   double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)
             fv=fw;   {
             fw=fu;     int iter;
           } else if (fu <= fv || v == x || v == w) {     double a,b,d,etemp;
             v=u;     double fu,fv,fw,fx;
             fv=fu;     double ftemp;
           }     double p,q,r,tol1,tol2,u,v,w,x,xm;
         }     double e=0.0;
   }    
   nrerror("Too many iterations in brent");     a=(ax < cx ? ax : cx);
   *xmin=x;     b=(ax > cx ? ax : cx);
   return fx;     x=w=v=bx;
 }     fw=fv=fx=(*f)(x);
     for (iter=1;iter<=ITMAX;iter++) {
 /****************** mnbrak ***********************/      xm=0.5*(a+b);
       tol2=2.0*(tol1=tol*fabs(x)+ZEPS);
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,       /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
             double (*func)(double))       printf(".");fflush(stdout);
 {   #ifdef DEBUG
   double ulim,u,r,q, dum;      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);
   double fu;       /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
    #endif
   *fa=(*func)(*ax);       if (fabs(x-xm) <= (tol2-0.5*(b-a))){
   *fb=(*func)(*bx);         *xmin=x;
   if (*fb > *fa) {         return fx;
     SHFT(dum,*ax,*bx,dum)       }
       SHFT(dum,*fb,*fa,dum)       ftemp=fu;
       }       if (fabs(e) > tol1) {
   *cx=(*bx)+GOLD*(*bx-*ax);         r=(x-w)*(fx-fv);
   *fc=(*func)(*cx);         q=(x-v)*(fx-fw);
   while (*fb > *fc) {         p=(x-v)*q-(x-w)*r;
     r=(*bx-*ax)*(*fb-*fc);         q=2.0*(q-r);
     q=(*bx-*cx)*(*fb-*fa);         if (q > 0.0) p = -p;
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/         q=fabs(q);
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));         etemp=e;
     ulim=(*bx)+GLIMIT*(*cx-*bx);         e=d;
     if ((*bx-u)*(u-*cx) > 0.0) {         if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))
       fu=(*func)(u);           d=CGOLD*(e=(x >= xm ? a-x : b-x));
     } else if ((*cx-u)*(u-ulim) > 0.0) {         else {
       fu=(*func)(u);           d=p/q;
       if (fu < *fc) {           u=x+d;
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))           if (u-a < tol2 || b-u < tol2)
           SHFT(*fb,*fc,fu,(*func)(u))             d=SIGN(tol1,xm-x);
           }         }
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {       } else {
       u=ulim;         d=CGOLD*(e=(x >= xm ? a-x : b-x));
       fu=(*func)(u);       }
     } else {       u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));
       u=(*cx)+GOLD*(*cx-*bx);       fu=(*f)(u);
       fu=(*func)(u);       if (fu <= fx) {
     }         if (u >= x) a=x; else b=x;
     SHFT(*ax,*bx,*cx,u)         SHFT(v,w,x,u)
       SHFT(*fa,*fb,*fc,fu)           SHFT(fv,fw,fx,fu)
       }           } else {
 }             if (u < x) a=u; else b=u;
             if (fu <= fw || w == x) {
 /*************** linmin ************************/              v=w;
               w=u;
 int ncom;               fv=fw;
 double *pcom,*xicom;              fw=fu;
 double (*nrfunc)(double []);             } else if (fu <= fv || v == x || v == w) {
                v=u;
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))               fv=fu;
 {             }
   double brent(double ax, double bx, double cx,           }
                double (*f)(double), double tol, double *xmin);     }
   double f1dim(double x);     nrerror("Too many iterations in brent");
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,     *xmin=x;
               double *fc, double (*func)(double));     return fx;
   int j;   }
   double xx,xmin,bx,ax;   
   double fx,fb,fa;  /****************** mnbrak ***********************/
    
   ncom=n;   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,
   pcom=vector(1,n);               double (*func)(double))
   xicom=vector(1,n);   {
   nrfunc=func;     double ulim,u,r,q, dum;
   for (j=1;j<=n;j++) {     double fu;
     pcom[j]=p[j];    
     xicom[j]=xi[j];     *fa=(*func)(*ax);
   }     *fb=(*func)(*bx);
   ax=0.0;     if (*fb > *fa) {
   xx=1.0;       SHFT(dum,*ax,*bx,dum)
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);         SHFT(dum,*fb,*fa,dum)
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);         }
 #ifdef DEBUG    *cx=(*bx)+GOLD*(*bx-*ax);
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);    *fc=(*func)(*cx);
 #endif    while (*fb > *fc) {
   for (j=1;j<=n;j++) {       r=(*bx-*ax)*(*fb-*fc);
     xi[j] *= xmin;       q=(*bx-*cx)*(*fb-*fa);
     p[j] += xi[j];       u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/
   }         (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));
   free_vector(xicom,1,n);       ulim=(*bx)+GLIMIT*(*cx-*bx);
   free_vector(pcom,1,n);       if ((*bx-u)*(u-*cx) > 0.0) {
 }         fu=(*func)(u);
       } else if ((*cx-u)*(u-ulim) > 0.0) {
 /*************** powell ************************/        fu=(*func)(u);
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,         if (fu < *fc) {
             double (*func)(double []))           SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))
             SHFT(*fb,*fc,fu,(*func)(u))
 {             }
       } else if ((u-ulim)*(ulim-*cx) >= 0.0) {
         u=ulim;
   void linmin(double p[], double xi[], int n, double *fret,         fu=(*func)(u);
               double (*func)(double []));       } else {
   int i,ibig,j;         u=(*cx)+GOLD*(*cx-*bx);
   double del,t,*pt,*ptt,*xit;        fu=(*func)(u);
   double fp,fptt;      }
   double *xits;      SHFT(*ax,*bx,*cx,u)
   pt=vector(1,n);         SHFT(*fa,*fb,*fc,fu)
   ptt=vector(1,n);         }
   xit=vector(1,n);   }
   xits=vector(1,n);   
   *fret=(*func)(p);   /*************** linmin ************************/
   for (j=1;j<=n;j++) pt[j]=p[j];   
   for (*iter=1;;++(*iter)) {   int ncom;
     fp=(*fret);   double *pcom,*xicom;
     ibig=0;   double (*nrfunc)(double []);
     del=0.0;    
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))
     for (i=1;i<=n;i++)   {
       printf(" %d %.12f",i, p[i]);    double brent(double ax, double bx, double cx,
     printf("\n");                 double (*f)(double), double tol, double *xmin);
     for (i=1;i<=n;i++) {     double f1dim(double x);
       for (j=1;j<=n;j++) xit[j]=xi[j][i];     void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,
       fptt=(*fret);                 double *fc, double (*func)(double));
 #ifdef DEBUG    int j;
       printf("fret=%lf \n",*fret);    double xx,xmin,bx,ax;
 #endif    double fx,fb,fa;
       printf("%d",i);fflush(stdout);   
       linmin(p,xit,n,fret,func);     ncom=n;
       if (fabs(fptt-(*fret)) > del) {     pcom=vector(1,n);
         del=fabs(fptt-(*fret));     xicom=vector(1,n);
         ibig=i;     nrfunc=func;
       }     for (j=1;j<=n;j++) {
 #ifdef DEBUG      pcom[j]=p[j];
       printf("%d %.12e",i,(*fret));      xicom[j]=xi[j];
       for (j=1;j<=n;j++) {    }
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);    ax=0.0;
         printf(" x(%d)=%.12e",j,xit[j]);    xx=1.0;
       }    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);
       for(j=1;j<=n;j++)     *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);
         printf(" p=%.12e",p[j]);  #ifdef DEBUG
       printf("\n");    printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
 #endif  #endif
     }     for (j=1;j<=n;j++) {
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {      xi[j] *= xmin;
 #ifdef DEBUG      p[j] += xi[j];
       int k[2],l;    }
       k[0]=1;    free_vector(xicom,1,n);
       k[1]=-1;    free_vector(pcom,1,n);
       printf("Max: %.12e",(*func)(p));  }
       for (j=1;j<=n;j++)   
         printf(" %.12e",p[j]);  /*************** powell ************************/
       printf("\n");  void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,
       for(l=0;l<=1;l++) {              double (*func)(double []))
         for (j=1;j<=n;j++) {  {
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];    void linmin(double p[], double xi[], int n, double *fret,
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);                double (*func)(double []));
         }    int i,ibig,j;
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));    double del,t,*pt,*ptt,*xit;
       }    double fp,fptt;
 #endif    double *xits;
     pt=vector(1,n);
     ptt=vector(1,n);
       free_vector(xit,1,n);     xit=vector(1,n);
       free_vector(xits,1,n);     xits=vector(1,n);
       free_vector(ptt,1,n);     *fret=(*func)(p);
       free_vector(pt,1,n);     for (j=1;j<=n;j++) pt[j]=p[j];
       return;     for (*iter=1;;++(*iter)) {
     }       fp=(*fret);
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");       ibig=0;
     for (j=1;j<=n;j++) {       del=0.0;
       ptt[j]=2.0*p[j]-pt[j];       printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
       xit[j]=p[j]-pt[j];       for (i=1;i<=n;i++)
       pt[j]=p[j];         printf(" %d %.12f",i, p[i]);
     }       printf("\n");
     fptt=(*func)(ptt);       for (i=1;i<=n;i++) {
     if (fptt < fp) {         for (j=1;j<=n;j++) xit[j]=xi[j][i];
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);         fptt=(*fret);
       if (t < 0.0) {   #ifdef DEBUG
         linmin(p,xit,n,fret,func);         printf("fret=%lf \n",*fret);
         for (j=1;j<=n;j++) {   #endif
           xi[j][ibig]=xi[j][n];         printf("%d",i);fflush(stdout);
           xi[j][n]=xit[j];         linmin(p,xit,n,fret,func);
         }        if (fabs(fptt-(*fret)) > del) {
 #ifdef DEBUG          del=fabs(fptt-(*fret));
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);          ibig=i;
         for(j=1;j<=n;j++)        }
           printf(" %.12e",xit[j]);  #ifdef DEBUG
         printf("\n");        printf("%d %.12e",i,(*fret));
 #endif        for (j=1;j<=n;j++) {
       }           xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
     }           printf(" x(%d)=%.12e",j,xit[j]);
   }         }
 }         for(j=1;j<=n;j++)
           printf(" p=%.12e",p[j]);
 /**** Prevalence limit ****************/        printf("\n");
   #endif
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl)      }
 {      if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit  #ifdef DEBUG
      matrix by transitions matrix until convergence is reached */        int k[2],l;
         k[0]=1;
   int i, ii,j,k;        k[1]=-1;
   double min, max, maxmin, maxmax,sumnew=0.;        printf("Max: %.12e",(*func)(p));
   double **matprod2();        for (j=1;j<=n;j++)
   double **out, cov[NCOVMAX], **pmij();          printf(" %.12e",p[j]);
   double **newm;        printf("\n");
   double agefin, delaymax=50 ; /* Max number of years to converge */        for(l=0;l<=1;l++) {
           for (j=1;j<=n;j++) {
   for (ii=1;ii<=nlstate+ndeath;ii++)            ptt[j]=p[j]+(p[j]-pt[j])*k[l];
     for (j=1;j<=nlstate+ndeath;j++){            printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);          }
     }          printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */        }
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){  #endif
     newm=savm;  
     /* Covariates have to be included here again */  
     cov[1]=1.;        free_vector(xit,1,n);
     cov[2]=agefin;        free_vector(xits,1,n);
     out=matprod2(newm, pmij(pmmij,cov,ncov,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);        free_vector(ptt,1,n);
 /*    printf("age=%f agefin=%f po=%f pn=%f\n",age,agefin,oldm[1][1],newm[1][1]);*/        free_vector(pt,1,n);
             return;
     savm=oldm;      }
     oldm=newm;      if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");
     maxmax=0.;      for (j=1;j<=n;j++) {
     for(j=1;j<=nlstate;j++){        ptt[j]=2.0*p[j]-pt[j];
       min=1.;        xit[j]=p[j]-pt[j];
       max=0.;        pt[j]=p[j];
       for(i=1; i<=nlstate; i++) {      }
         sumnew=0;      fptt=(*func)(ptt);
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];      if (fptt < fp) {
         prlim[i][j]= newm[i][j]/(1-sumnew);        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);
         max=FMAX(max,prlim[i][j]);        if (t < 0.0) {
         min=FMIN(min,prlim[i][j]);          linmin(p,xit,n,fret,func);
       }          for (j=1;j<=n;j++) {
       maxmin=max-min;            xi[j][ibig]=xi[j][n];
       maxmax=FMAX(maxmax,maxmin);            xi[j][n]=xit[j];
     }          }
     if(maxmax < ftolpl){  #ifdef DEBUG
       return prlim;          printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
     }          for(j=1;j<=n;j++)
   }            printf(" %.12e",xit[j]);
 }          printf("\n");
   #endif
 /*************** transition probabilities **********/         }
       }
 double **pmij(double **ps, double *cov, int ncov, double *x, int nlstate )    }
 {  }
   double s1, s2;  
   /*double t34;*/  /**** Prevalence limit ****************/
   int i,j,j1, nc, ii, jj;  
   double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
     for(i=1; i<= nlstate; i++){  {
     for(j=1; j<i;j++){    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
       for (nc=1, s2=0.;nc <=ncov; nc++){       matrix by transitions matrix until convergence is reached */
         /*s2 += param[i][j][nc]*cov[nc];*/  
         s2 += x[(i-1)*nlstate*ncov+(j-1)*ncov+nc+(i-1)*(ndeath-1)*ncov]*cov[nc];    int i, ii,j,k;
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/    double min, max, maxmin, maxmax,sumnew=0.;
       }    double **matprod2();
       ps[i][j]=s2;    double **out, cov[NCOVMAX], **pmij();
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/    double **newm;
     }    double agefin, delaymax=50 ; /* Max number of years to converge */
     for(j=i+1; j<=nlstate+ndeath;j++){  
       for (nc=1, s2=0.;nc <=ncov; nc++){    for (ii=1;ii<=nlstate+ndeath;ii++)
         s2 += x[(i-1)*nlstate*ncov+(j-2)*ncov+nc+(i-1)*(ndeath-1)*ncov]*cov[nc];      for (j=1;j<=nlstate+ndeath;j++){
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       }      }
       ps[i][j]=s2;  
     }     cov[1]=1.;
   }   
   for(i=1; i<= nlstate; i++){   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
      s1=0;    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
     for(j=1; j<i; j++)      newm=savm;
       s1+=exp(ps[i][j]);      /* Covariates have to be included here again */
     for(j=i+1; j<=nlstate+ndeath; j++)       cov[2]=agefin;
       s1+=exp(ps[i][j]);   
     ps[i][i]=1./(s1+1.);        for (k=1; k<=cptcovn;k++) {
     for(j=1; j<i; j++)          cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
       ps[i][j]= exp(ps[i][j])*ps[i][i];          /*printf("ij=%d Tvar[k]=%d nbcode=%d cov=%lf\n",ij, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k]);*/
     for(j=i+1; j<=nlstate+ndeath; j++)        }
       ps[i][j]= exp(ps[i][j])*ps[i][i];        for (k=1; k<=cptcovage;k++)
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
   } /* end i */        for (k=1; k<=cptcovprod;k++)
           cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){  
     for(jj=1; jj<= nlstate+ndeath; jj++){        /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
       ps[ii][jj]=0;  
       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);                   /*printf("%d %d",kk,Tage[kk]);*/
   indx=ivector(1,npar);                }
   for (i=1;i<=npar;i++)                /*cov[4]=covar[1][i]*cov[2];scanf("%d", i);*/
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];                /*cov[3]=pow(cov[2],2)/1000.;*/
   ludcmp(a,npar,indx,&pd);  
             out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   for (j=1;j<=npar;j++) {                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     for (i=1;i<=npar;i++) x[i]=0;            savm=oldm;
     x[j]=1;            oldm=newm;
     lubksb(a,npar,indx,x);  
     for (i=1;i<=npar;i++){   
       matcov[i][j]=x[i];        } /* end mult */
     }     
   }        lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);
         /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/
   printf("\n#Hessian matrix#\n");        ipmx +=1;
   for (i=1;i<=npar;i++) {         sw += weight[i];
     for (j=1;j<=npar;j++) {         ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
       printf("%.3e ",hess[i][j]);      } /* end of wave */
     }    } /* end of individual */
     printf("\n");  
   }    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
     /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
   /* Recompute Inverse */    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
   for (i=1;i<=npar;i++)    return -l;
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];  }
   ludcmp(a,npar,indx,&pd);  
   
   /*  printf("\n#Hessian matrix recomputed#\n");  /*********** Maximum Likelihood Estimation ***************/
   
   for (j=1;j<=npar;j++) {  void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
     for (i=1;i<=npar;i++) x[i]=0;  {
     x[j]=1;    int i,j, iter;
     lubksb(a,npar,indx,x);    double **xi,*delti;
     for (i=1;i<=npar;i++){     double fret;
       y[i][j]=x[i];    xi=matrix(1,npar,1,npar);
       printf("%.3e ",y[i][j]);    for (i=1;i<=npar;i++)
     }      for (j=1;j<=npar;j++)
     printf("\n");        xi[i][j]=(i==j ? 1.0 : 0.0);
   }    printf("Powell\n");
   */    powell(p,xi,npar,ftol,&iter,&fret,func);
   
   free_matrix(a,1,npar,1,npar);     printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
   free_matrix(y,1,npar,1,npar);    fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));
   free_vector(x,1,npar);  
   free_ivector(indx,1,npar);  }
   free_matrix(hess,1,npar,1,npar);  
   /**** Computes Hessian and covariance matrix ***/
   void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
 }  {
     double  **a,**y,*x,pd;
 /*************** hessian matrix ****************/    double **hess;
 double hessii( double x[], double delta, int theta, double delti[])    int i, j,jk;
 {    int *indx;
   int i;  
   int l=1, lmax=20;    double hessii(double p[], double delta, int theta, double delti[]);
   double k1,k2;    double hessij(double p[], double delti[], int i, int j);
   double p2[NPARMAX+1];    void lubksb(double **a, int npar, int *indx, double b[]) ;
   double res;    void ludcmp(double **a, int npar, int *indx, double *d) ;
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;  
   double fx;  
   int k=0,kmax=10;    hess=matrix(1,npar,1,npar);
   double l1;  
     printf("\nCalculation of the hessian matrix. Wait...\n");
   fx=func(x);    for (i=1;i<=npar;i++){
   for (i=1;i<=npar;i++) p2[i]=x[i];      printf("%d",i);fflush(stdout);
   for(l=0 ; l <=lmax; l++){      hess[i][i]=hessii(p,ftolhess,i,delti);
     l1=pow(10,l);      /*printf(" %f ",p[i]);*/
     delts=delt;    }
     for(k=1 ; k <kmax; k=k+1){  
       delt = delta*(l1*k);    for (i=1;i<=npar;i++) {
       p2[theta]=x[theta] +delt;      for (j=1;j<=npar;j++)  {
       k1=func(p2)-fx;        if (j>i) {
       p2[theta]=x[theta]-delt;          printf(".%d%d",i,j);fflush(stdout);
       k2=func(p2)-fx;          hess[i][j]=hessij(p,delti,i,j);
       /*res= (k1-2.0*fx+k2)/delt/delt; */          hess[j][i]=hess[i][j];
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */        }
             }
 #ifdef DEBUG    }
       printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);    printf("\n");
 #endif  
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){   
         k=kmax;    a=matrix(1,npar,1,npar);
       }    y=matrix(1,npar,1,npar);
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */    x=vector(1,npar);
         k=kmax; l=lmax*10.;    indx=ivector(1,npar);
       }    for (i=1;i<=npar;i++)
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){       for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
         delts=delt;    ludcmp(a,npar,indx,&pd);
       }  
     }    for (j=1;j<=npar;j++) {
   }      for (i=1;i<=npar;i++) x[i]=0;
   delti[theta]=delts;      x[j]=1;
   return res;      lubksb(a,npar,indx,x);
         for (i=1;i<=npar;i++){
 }        matcov[i][j]=x[i];
       }
 double hessij( double x[], double delti[], int thetai,int thetaj)    }
 {  
   int i;    printf("\n#Hessian matrix#\n");
   int l=1, l1, lmax=20;    for (i=1;i<=npar;i++) {
   double k1,k2,k3,k4,res,fx;      for (j=1;j<=npar;j++) {
   double p2[NPARMAX+1];        printf("%.3e ",hess[i][j]);
   int k;      }
       printf("\n");
   fx=func(x);    }
   for (k=1; k<=2; k++) {  
     for (i=1;i<=npar;i++) p2[i]=x[i];    /* Recompute Inverse */
     p2[thetai]=x[thetai]+delti[thetai]/k;    for (i=1;i<=npar;i++)
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;      for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
     k1=func(p2)-fx;    ludcmp(a,npar,indx,&pd);
     
     p2[thetai]=x[thetai]+delti[thetai]/k;    /*  printf("\n#Hessian matrix recomputed#\n");
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;  
     k2=func(p2)-fx;    for (j=1;j<=npar;j++) {
         for (i=1;i<=npar;i++) x[i]=0;
     p2[thetai]=x[thetai]-delti[thetai]/k;      x[j]=1;
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;      lubksb(a,npar,indx,x);
     k3=func(p2)-fx;      for (i=1;i<=npar;i++){
           y[i][j]=x[i];
     p2[thetai]=x[thetai]-delti[thetai]/k;        printf("%.3e ",y[i][j]);
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;      }
     k4=func(p2)-fx;      printf("\n");
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */    }
 #ifdef DEBUG    */
     printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);  
 #endif    free_matrix(a,1,npar,1,npar);
   }    free_matrix(y,1,npar,1,npar);
   return res;    free_vector(x,1,npar);
 }    free_ivector(indx,1,npar);
     free_matrix(hess,1,npar,1,npar);
 /************** Inverse of matrix **************/  
 void ludcmp(double **a, int n, int *indx, double *d)   
 {   }
   int i,imax,j,k;   
   double big,dum,sum,temp;   /*************** hessian matrix ****************/
   double *vv;   double hessii( double x[], double delta, int theta, double delti[])
    {
   vv=vector(1,n);     int i;
   *d=1.0;     int l=1, lmax=20;
   for (i=1;i<=n;i++) {     double k1,k2;
     big=0.0;     double p2[NPARMAX+1];
     for (j=1;j<=n;j++)     double res;
       if ((temp=fabs(a[i][j])) > big) big=temp;     double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");     double fx;
     vv[i]=1.0/big;     int k=0,kmax=10;
   }     double l1;
   for (j=1;j<=n;j++) {   
     for (i=1;i<j;i++) {     fx=func(x);
       sum=a[i][j];     for (i=1;i<=npar;i++) p2[i]=x[i];
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];     for(l=0 ; l <=lmax; l++){
       a[i][j]=sum;       l1=pow(10,l);
     }       delts=delt;
     big=0.0;       for(k=1 ; k <kmax; k=k+1){
     for (i=j;i<=n;i++) {         delt = delta*(l1*k);
       sum=a[i][j];         p2[theta]=x[theta] +delt;
       for (k=1;k<j;k++)         k1=func(p2)-fx;
         sum -= a[i][k]*a[k][j];         p2[theta]=x[theta]-delt;
       a[i][j]=sum;         k2=func(p2)-fx;
       if ( (dum=vv[i]*fabs(sum)) >= big) {         /*res= (k1-2.0*fx+k2)/delt/delt; */
         big=dum;         res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
         imax=i;        
       }   #ifdef DEBUG
     }         printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);
     if (j != imax) {   #endif
       for (k=1;k<=n;k++) {         /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
         dum=a[imax][k];         if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
         a[imax][k]=a[j][k];           k=kmax;
         a[j][k]=dum;         }
       }         else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
       *d = -(*d);           k=kmax; l=lmax*10.;
       vv[imax]=vv[j];         }
     }         else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){
     indx[j]=imax;           delts=delt;
     if (a[j][j] == 0.0) a[j][j]=TINY;         }
     if (j != n) {       }
       dum=1.0/(a[j][j]);     }
       for (i=j+1;i<=n;i++) a[i][j] *= dum;     delti[theta]=delts;
     }     return res;
   }    
   free_vector(vv,1,n);  /* Doesn't work */  }
 ;  
 }   double hessij( double x[], double delti[], int thetai,int thetaj)
   {
 void lubksb(double **a, int n, int *indx, double b[])     int i;
 {     int l=1, l1, lmax=20;
   int i,ii=0,ip,j;     double k1,k2,k3,k4,res,fx;
   double sum;     double p2[NPARMAX+1];
      int k;
   for (i=1;i<=n;i++) {   
     ip=indx[i];     fx=func(x);
     sum=b[ip];     for (k=1; k<=2; k++) {
     b[ip]=b[i];       for (i=1;i<=npar;i++) p2[i]=x[i];
     if (ii)       p2[thetai]=x[thetai]+delti[thetai]/k;
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];       p2[thetaj]=x[thetaj]+delti[thetaj]/k;
     else if (sum) ii=i;       k1=func(p2)-fx;
     b[i]=sum;    
   }       p2[thetai]=x[thetai]+delti[thetai]/k;
   for (i=n;i>=1;i--) {       p2[thetaj]=x[thetaj]-delti[thetaj]/k;
     sum=b[i];       k2=func(p2)-fx;
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];    
     b[i]=sum/a[i][i];       p2[thetai]=x[thetai]-delti[thetai]/k;
   }       p2[thetaj]=x[thetaj]+delti[thetaj]/k;
 }       k3=func(p2)-fx;
    
 /************ Frequencies ********************/      p2[thetai]=x[thetai]-delti[thetai]/k;
 void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx)      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
 {  /* Some frequencies */      k4=func(p2)-fx;
        res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
   int i, m, jk;  #ifdef DEBUG
   double ***freq; /* 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);
   double *pp;  #endif
   double pos;    }
   FILE *ficresp;    return res;
   char fileresp[FILENAMELENGTH];  }
   
   pp=vector(1,nlstate);  /************** Inverse of matrix **************/
   void ludcmp(double **a, int n, int *indx, double *d)
   strcpy(fileresp,"p");  {
   strcat(fileresp,fileres);    int i,imax,j,k;
   if((ficresp=fopen(fileresp,"w"))==NULL) {    double big,dum,sum,temp;
     printf("Problem with prevalence resultfile: %s\n", fileresp);    double *vv;
     exit(0);   
   }    vv=vector(1,n);
     *d=1.0;
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);    for (i=1;i<=n;i++) {
   for (i=-1; i<=nlstate+ndeath; i++)        big=0.0;
     for (jk=-1; jk<=nlstate+ndeath; jk++)        for (j=1;j<=n;j++)
       for(m=agemin; m <= agemax+3; m++)        if ((temp=fabs(a[i][j])) > big) big=temp;
         freq[i][jk][m]=0;      if (big == 0.0) nrerror("Singular matrix in routine ludcmp");
       vv[i]=1.0/big;
   for (i=1; i<=imx; i++)  {    }
     for(m=firstpass; m<= lastpass-1; m++){    for (j=1;j<=n;j++) {
       if(agev[m][i]==0) agev[m][i]=agemax+1;      for (i=1;i<j;i++) {
       if(agev[m][i]==1) agev[m][i]=agemax+2;        sum=a[i][j];
        freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];
        freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];        a[i][j]=sum;
     }      }
   }      big=0.0;
       for (i=j;i<=n;i++) {
   fprintf(ficresp, "#");        sum=a[i][j];
   for(i=1; i<=nlstate;i++)         for (k=1;k<j;k++)
     fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);          sum -= a[i][k]*a[k][j];
 fprintf(ficresp, "\n");        a[i][j]=sum;
         if ( (dum=vv[i]*fabs(sum)) >= big) {
   for(i=(int)agemin; i <= (int)agemax+3; i++){          big=dum;
     if(i==(int)agemax+3)          imax=i;
       printf("Total");        }
     else      }
       printf("Age %d", i);      if (j != imax) {
     for(jk=1; jk <=nlstate ; jk++){        for (k=1;k<=n;k++) {
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)          dum=a[imax][k];
         pp[jk] += freq[jk][m][i];          a[imax][k]=a[j][k];
     }          a[j][k]=dum;
     for(jk=1; jk <=nlstate ; jk++){        }
       for(m=-1, pos=0; m <=0 ; m++)        *d = -(*d);
         pos += freq[jk][m][i];        vv[imax]=vv[j];
       if(pp[jk]>=1.e-10)      }
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);      indx[j]=imax;
       else      if (a[j][j] == 0.0) a[j][j]=TINY;
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);      if (j != n) {
     }        dum=1.0/(a[j][j]);
     for(jk=1; jk <=nlstate ; jk++){        for (i=j+1;i<=n;i++) a[i][j] *= dum;
       for(m=1, pp[jk]=0; m <=nlstate+ndeath; m++)      }
         pp[jk] += freq[jk][m][i];    }
     }    free_vector(vv,1,n);  /* Doesn't work */
     for(jk=1,pos=0; jk <=nlstate ; jk++)  ;
       pos += pp[jk];  }
     for(jk=1; jk <=nlstate ; jk++){  
       if(pos>=1.e-5)  void lubksb(double **a, int n, int *indx, double b[])
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);  {
       else    int i,ii=0,ip,j;
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);    double sum;
       if( i <= (int) agemax){   
         if(pos>=1.e-5)    for (i=1;i<=n;i++) {
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);      ip=indx[i];
       else      sum=b[ip];
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);      b[ip]=b[i];
       }      if (ii)
     }        for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];
     for(jk=-1; jk <=nlstate+ndeath; jk++)      else if (sum) ii=i;
       for(m=-1; m <=nlstate+ndeath; m++)      b[i]=sum;
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);    }
     if(i <= (int) agemax)    for (i=n;i>=1;i--) {
       fprintf(ficresp,"\n");      sum=b[i];
     printf("\n");      for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];
   }      b[i]=sum/a[i][i];
     }
   fclose(ficresp);  }
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);  
   free_vector(pp,1,nlstate);  /************ Frequencies ********************/
   void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax)
 }  /* End of Freq */  {  /* Some frequencies */
    
 /************* Waves Concatenation ***************/    int i, m, jk, k1, i1, j1, bool, z1,z2,j;
     double ***freq; /* Frequencies */
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)    double *pp;
 {    double pos;
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.    FILE *ficresp;
      Death is a valid wave (if date is known).    char fileresp[FILENAMELENGTH];
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i  
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]    pp=vector(1,nlstate);
      and mw[mi+1][i]. dh depends on stepm.  
      */    strcpy(fileresp,"p");
     strcat(fileresp,fileres);
   int i, mi, m;    if((ficresp=fopen(fileresp,"w"))==NULL) {
   int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;      printf("Problem with prevalence resultfile: %s\n", fileresp);
 float sum=0.;      exit(0);
     }
   for(i=1; i<=imx; i++){    freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);
     mi=0;    j1=0;
     m=firstpass;  
     while(s[m][i] <= nlstate){    j=cptcoveff;
       if(s[m][i]>=1)    if (cptcovn<1) {j=1;ncodemax[1]=1;}
         mw[++mi][i]=m;  
       if(m >=lastpass)    for(k1=1; k1<=j;k1++){
         break;     for(i1=1; i1<=ncodemax[k1];i1++){
       else         j1++;
         m++;  
     }/* end while */          for (i=-1; i<=nlstate+ndeath; i++)  
     if (s[m][i] > nlstate){           for (jk=-1; jk<=nlstate+ndeath; jk++)  
       mi++;     /* Death is another wave */             for(m=agemin; m <= agemax+3; m++)
       /* if(mi==0)  never been interviewed correctly before death */               freq[i][jk][m]=0;
          /* Only death is a correct wave */         
       mw[mi][i]=m;         for (i=1; i<=imx; i++) {
     }           bool=1;
            if  (cptcovn>0) {
     wav[i]=mi;             for (z1=1; z1<=cptcoveff; z1++)
     if(mi==0)               if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) bool=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++){
   for(i=1; i<=imx; i++){               if(agev[m][i]==0) agev[m][i]=agemax+1;
     for(mi=1; mi<wav[i];mi++){               if(agev[m][i]==1) agev[m][i]=agemax+2;
       if (stepm <=0)               freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
         dh[mi][i]=1;               freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];
       else{             }
         if (s[mw[mi+1][i]][i] > nlstate) {           }
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);          }
           if(j=0) j=1;  /* Survives at least one month after exam */          if  (cptcovn>0) {
         }           fprintf(ficresp, "\n#********** Variable ");
         else{           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));         }
           k=k+1;         fprintf(ficresp, "**********\n#");
           if (j >= jmax) jmax=j;         for(i=1; i<=nlstate;i++)
           else if (j <= jmin)jmin=j;           fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
           sum=sum+j;         fprintf(ficresp, "\n");
         }         
         jk= j/stepm;    for(i=(int)agemin; i <= (int)agemax+3; i++){
         jl= j -jk*stepm;      if(i==(int)agemax+3)
         ju= j -(jk+1)*stepm;        printf("Total");
         if(jl <= -ju)      else
           dh[mi][i]=jk;        printf("Age %d", i);
         else      for(jk=1; jk <=nlstate ; jk++){
           dh[mi][i]=jk+1;        for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
         if(dh[mi][i]==0)          pp[jk] += freq[jk][m][i];
           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];
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,sum/k);        if(pp[jk]>=1.e-10)
 }          printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
         else
 /*********** Health Expectancies ****************/          printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
       }
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm)      for(jk=1; jk <=nlstate ; jk++){
 {        for(m=1, pp[jk]=0; m <=nlstate+ndeath; m++)
   /* Health expectancies */          pp[jk] += freq[jk][m][i];
   int i, j, nhstepm, hstepm, h;      }
   double age, agelim,hf;      for(jk=1,pos=0; jk <=nlstate ; jk++)
   double ***p3mat;        pos += pp[jk];
       for(jk=1; jk <=nlstate ; jk++){
   FILE  *ficreseij;        if(pos>=1.e-5)
   char filerese[FILENAMELENGTH];          printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
         else
   strcpy(filerese,"e");          printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
   strcat(filerese,fileres);        if( i <= (int) agemax){
   if((ficreseij=fopen(filerese,"w"))==NULL) {          if(pos>=1.e-5)
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);            fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);
   }        else
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);            fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);
         }
   fprintf(ficreseij,"# Health expectancies\n");      }
   fprintf(ficreseij,"# Age");      for(jk=-1; jk <=nlstate+ndeath; jk++)
   for(i=1; i<=nlstate;i++)        for(m=-1; m <=nlstate+ndeath; m++)
     for(j=1; j<=nlstate;j++)          if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
       fprintf(ficreseij," %1d-%1d",i,j);      if(i <= (int) agemax)
   fprintf(ficreseij,"\n");        fprintf(ficresp,"\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;   
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */    fclose(ficresp);
     /* nhstepm age range expressed in number of stepm */    free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);     free_vector(pp,1,nlstate);
     /* Typically if 20 years = 20*12/6=40 stepm */   
     if (stepm >= YEARM) hstepm=1;  }  /* End of Freq */
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */  
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);  /************* Waves Concatenation ***************/
     /* Computed by stepm unit matrices, product of hstepm matrices, stored  
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */  void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)
     hpxij(p3mat,nhstepm,age,hstepm,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).
     for(i=1; i<=nlstate;i++)       mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
       for(j=1; j<=nlstate;j++)       dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){       and mw[mi+1][i]. dh depends on stepm.
           eij[i][j][(int)age] +=p3mat[i][j][h];       */
         }  
         int i, mi, m;
     hf=1;    int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
     if (stepm >= YEARM) hf=stepm/YEARM;  float sum=0.;
     fprintf(ficreseij,"%.0f",age );  
     for(i=1; i<=nlstate;i++)    for(i=1; i<=imx; i++){
       for(j=1; j<=nlstate;j++){      mi=0;
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);      m=firstpass;
       }      while(s[m][i] <= nlstate){
     fprintf(ficreseij,"\n");        if(s[m][i]>=1)
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          mw[++mi][i]=m;
   }        if(m >=lastpass)
   fclose(ficreseij);          break;
 }        else
           m++;
 /************ Variance ******************/      }/* end while */
 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)      if (s[m][i] > nlstate){
 {        mi++;     /* Death is another wave */
   /* Variance of health expectancies */        /* if(mi==0)  never been interviewed correctly before death */
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/           /* Only death is a correct wave */
   double **newm;        mw[mi][i]=m;
   double **dnewm,**doldm;      }
   int i, j, nhstepm, hstepm, h;  
   int k;      wav[i]=mi;
   FILE  *ficresvij;      if(mi==0)
   char fileresv[FILENAMELENGTH];        printf("Warning, no any valid information for:%d line=%d\n",num[i],i);
   double *xp;    }
   double **gp, **gm;  
   double ***gradg, ***trgradg;    for(i=1; i<=imx; i++){
   double ***p3mat;      for(mi=1; mi<wav[i];mi++){
   double age,agelim;        if (stepm <=0)
   int theta;          dh[mi][i]=1;
         else{
   strcpy(fileresv,"v");          if (s[mw[mi+1][i]][i] > nlstate) {
   strcat(fileresv,fileres);            j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);
   if((ficresvij=fopen(fileresv,"w"))==NULL) {            if(j=0) j=1;  /* Survives at least one month after exam */
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);          }
   }          else{
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);            j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
             k=k+1;
             if (j >= jmax) jmax=j;
   fprintf(ficresvij,"# Covariances of life expectancies\n");            else if (j <= jmin)jmin=j;
   fprintf(ficresvij,"# Age");            sum=sum+j;
   for(i=1; i<=nlstate;i++)          }
     for(j=1; j<=nlstate;j++)          jk= j/stepm;
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);          jl= j -jk*stepm;
   fprintf(ficresvij,"\n");          ju= j -(jk+1)*stepm;
           if(jl <= -ju)
   xp=vector(1,npar);            dh[mi][i]=jk;
   dnewm=matrix(1,nlstate,1,npar);          else
   doldm=matrix(1,nlstate,1,nlstate);            dh[mi][i]=jk+1;
             if(dh[mi][i]==0)
   hstepm=1*YEARM; /* Every year of age */            dh[mi][i]=1; /* At least one step */
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */         }
   agelim = AGESUP;      }
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */    }
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */     printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,sum/k);
     if (stepm >= YEARM) hstepm=1;  }
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */  /*********** Tricode ****************************/
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);  void tricode(int *Tvar, int **nbcode, int imx)
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);  {
     gp=matrix(0,nhstepm,1,nlstate);    int Ndum[20],ij=1, k, j, i;
     gm=matrix(0,nhstepm,1,nlstate);    int cptcode=0;
     cptcoveff=0;
     for(theta=1; theta <=npar; theta++){   
       for(i=1; i<=npar; i++){ /* Computes gradient */    for (k=0; k<19; k++) Ndum[k]=0;
         xp[i] = x[i] + (i==theta ?delti[theta]:0);    for (k=1; k<=7; k++) ncodemax[k]=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, gp[h][j]=0.;i<=nlstate;i++)        if (ij > cptcode) cptcode=ij;
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];      }
         }  
       }      /*printf("cptcode=%d cptcovn=%d ",cptcode,cptcovn);*/
           for (i=0; i<=cptcode; i++) {
       for(i=1; i<=npar; i++) /* Computes gradient */        if(Ndum[i]!=0) ncodemax[j]++;
         xp[i] = x[i] - (i==theta ?delti[theta]:0);      }
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm);        ij=1;
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl);  
       for(j=1; j<= nlstate; j++){      for (i=1; i<=ncodemax[j]; i++) {
         for(h=0; h<=nhstepm; h++){        for (k=0; k<=19; k++) {
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)          if (Ndum[k] != 0) {
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];            nbcode[Tvar[j]][ij]=k;
         }            /*   printf("ij=%d ",nbcode[Tvar[2]][1]);*/
       }            ij++;
       for(j=1; j<= nlstate; j++)          }
         for(h=0; h<=nhstepm; h++){          if (ij > ncodemax[j]) break;
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];        }  
         }      }
     } /* End theta */    }  
    for (i=1; i<=10; i++) {
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);        ij=Tvar[i];
         Ndum[ij]++;
     for(h=0; h<=nhstepm; h++)      }
       for(j=1; j<=nlstate;j++)   ij=1;
         for(theta=1; theta <=npar; theta++)   for (i=1; i<=cptcovn; i++) {
           trgradg[h][j][theta]=gradg[h][theta][j];     if((Ndum[i]!=0) && (i<=ncov)){
        Tvaraff[i]=ij;
     for(i=1;i<=nlstate;i++)     ij++;
       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 (j=1; j<=(cptcovn+2*cptcovprod); j++) {
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);     if ((Tvar[j]>= cptcoveff) && (Tvar[j] <=ncov)) cptcoveff=Tvar[j];
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);     /*printf("j=%d %d\n",j,Tvar[j]);*/
         for(i=1;i<=nlstate;i++)   }
           for(j=1;j<=nlstate;j++)   
             vareij[i][j][(int)age] += doldm[i][j];   /* printf("cptcoveff=%d Tvaraff=%d %d\n",cptcoveff, Tvaraff[1],Tvaraff[2]);
       }      scanf("%d",i);*/
     }  }
     h=1;  
     if (stepm >= YEARM) h=stepm/YEARM;  /*********** Health Expectancies ****************/
     fprintf(ficresvij,"%.0f ",age );  
     for(i=1; i<=nlstate;i++)  void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)
       for(j=1; j<=nlstate;j++){  {
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);    /* Health expectancies */
       }    int i, j, nhstepm, hstepm, h;
     fprintf(ficresvij,"\n");    double age, agelim,hf;
     free_matrix(gp,0,nhstepm,1,nlstate);    double ***p3mat;
     free_matrix(gm,0,nhstepm,1,nlstate);   
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);    fprintf(ficreseij,"# Health expectancies\n");
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);    fprintf(ficreseij,"# Age");
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    for(i=1; i<=nlstate;i++)
   } /* End age */      for(j=1; j<=nlstate;j++)
   fclose(ficresvij);        fprintf(ficreseij," %1d-%1d",i,j);
   free_vector(xp,1,npar);    fprintf(ficreseij,"\n");
   free_matrix(doldm,1,nlstate,1,npar);  
   free_matrix(dnewm,1,nlstate,1,nlstate);    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;
 /************ Variance of prevlim ******************/    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
 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)      /* nhstepm age range expressed in number of stepm */
 {      nhstepm=(int) rint((agelim-age)*YEARM/stepm);
   /* Variance of health expectancies */      /* Typically if 20 years = 20*12/6=40 stepm */
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/      if (stepm >= YEARM) hstepm=1;
   double **newm;      nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */
   double **dnewm,**doldm;      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   int i, j, nhstepm, hstepm;      /* Computed by stepm unit matrices, product of hstepm matrices, stored
   int k;         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
   FILE  *ficresvpl;      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
   char fileresvpl[FILENAMELENGTH];  
   double *xp;  
   double *gp, *gm;      for(i=1; i<=nlstate;i++)
   double **gradg, **trgradg;        for(j=1; j<=nlstate;j++)
   double age,agelim;          for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){
   int theta;            eij[i][j][(int)age] +=p3mat[i][j][h];
           }
   strcpy(fileresvpl,"vpl");     
   strcat(fileresvpl,fileres);      hf=1;
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {      if (stepm >= YEARM) hf=stepm/YEARM;
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);      fprintf(ficreseij,"%.0f",age );
     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);          fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);
         }
       fprintf(ficreseij,"\n");
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   fprintf(ficresvpl,"# Age");    }
   for(i=1; i<=nlstate;i++)  }
       fprintf(ficresvpl," %1d-%1d",i,i);  
   fprintf(ficresvpl,"\n");  /************ Variance ******************/
   void varevsij(char fileres[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)
   xp=vector(1,npar);  {
   dnewm=matrix(1,nlstate,1,npar);    /* Variance of health expectancies */
   doldm=matrix(1,nlstate,1,nlstate);    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
       double **newm;
   hstepm=1*YEARM; /* Every year of age */    double **dnewm,**doldm;
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */     int i, j, nhstepm, hstepm, h;
   agelim = AGESUP;    int k, cptcode;
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */     double *xp;
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */     double **gp, **gm;
     if (stepm >= YEARM) hstepm=1;    double ***gradg, ***trgradg;
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    double ***p3mat;
     gradg=matrix(1,npar,1,nlstate);    double age,agelim;
     gp=vector(1,nlstate);    int theta;
     gm=vector(1,nlstate);  
      fprintf(ficresvij,"# Covariances of life expectancies\n");
     for(theta=1; theta <=npar; theta++){    fprintf(ficresvij,"# Age");
       for(i=1; i<=npar; i++){ /* Computes gradient */    for(i=1; i<=nlstate;i++)
         xp[i] = x[i] + (i==theta ?delti[theta]:0);      for(j=1; j<=nlstate;j++)
       }        fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl);    fprintf(ficresvij,"\n");
       for(i=1;i<=nlstate;i++)  
         gp[i] = prlim[i][i];    xp=vector(1,npar);
         dnewm=matrix(1,nlstate,1,npar);
       for(i=1; i<=npar; i++) /* Computes gradient */    doldm=matrix(1,nlstate,1,nlstate);
         xp[i] = x[i] - (i==theta ?delti[theta]:0);   
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl);    hstepm=1*YEARM; /* Every year of age */
       for(i=1;i<=nlstate;i++)    hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */
         gm[i] = prlim[i][i];    agelim = AGESUP;
     for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
       for(i=1;i<=nlstate;i++)      nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];      if (stepm >= YEARM) hstepm=1;
     } /* End theta */      nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
       p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     trgradg =matrix(1,nlstate,1,npar);      gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
       gp=matrix(0,nhstepm,1,nlstate);
     for(j=1; j<=nlstate;j++)      gm=matrix(0,nhstepm,1,nlstate);
       for(theta=1; theta <=npar; theta++)  
         trgradg[j][theta]=gradg[theta][j];      for(theta=1; theta <=npar; theta++){
         for(i=1; i<=npar; i++){ /* Computes gradient */
     for(i=1;i<=nlstate;i++)          xp[i] = x[i] + (i==theta ?delti[theta]:0);
       varpl[i][(int)age] =0.;        }
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
     for(i=1;i<=nlstate;i++)        for(j=1; j<= nlstate; j++){
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */          for(h=0; h<=nhstepm; h++){
             for(i=1, gp[h][j]=0.;i<=nlstate;i++)
     fprintf(ficresvpl,"%.0f ",age );              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
     for(i=1; i<=nlstate;i++)          }
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));        }
     fprintf(ficresvpl,"\n");     
     free_vector(gp,1,nlstate);        for(i=1; i<=npar; i++) /* Computes gradient */
     free_vector(gm,1,nlstate);          xp[i] = x[i] - (i==theta ?delti[theta]:0);
     free_matrix(gradg,1,npar,1,nlstate);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
     free_matrix(trgradg,1,nlstate,1,npar);        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   } /* End age */        for(j=1; j<= nlstate; j++){
   fclose(ficresvpl);          for(h=0; h<=nhstepm; h++){
   free_vector(xp,1,npar);            for(i=1, gm[h][j]=0.;i<=nlstate;i++)
   free_matrix(doldm,1,nlstate,1,npar);              gm[h][j] += prlim[i][i]*p3mat[i][j][h];
   free_matrix(dnewm,1,nlstate,1,nlstate);          }
         }
 }        for(j=1; j<= nlstate; j++)
           for(h=0; h<=nhstepm; h++){
             gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
           }
 /***********************************************/      } /* End theta */
 /**************** Main Program *****************/  
 /***********************************************/      trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);
   
 /*int main(int argc, char *argv[])*/      for(h=0; h<=nhstepm; h++)
 int main()        for(j=1; j<=nlstate;j++)
 {          for(theta=1; theta <=npar; theta++)
             trgradg[h][j][theta]=gradg[h][theta][j];
   int i,j, k, n=MAXN,iter,m,size;  
   double agedeb, agefin,hf;      for(i=1;i<=nlstate;i++)
   double agemin=1.e20, agemax=-1.e20;        for(j=1;j<=nlstate;j++)
           vareij[i][j][(int)age] =0.;
   double fret;      for(h=0;h<=nhstepm;h++){
   double **xi,tmp,delta;        for(k=0;k<=nhstepm;k++){
           matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
   double dum; /* Dummy variable */          matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
   double ***p3mat;          for(i=1;i<=nlstate;i++)
   int *indx;            for(j=1;j<=nlstate;j++)
   char line[MAXLINE], linepar[MAXLINE];              vareij[i][j][(int)age] += doldm[i][j];
   char title[MAXLINE];        }
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];      }
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH];      h=1;
   char filerest[FILENAMELENGTH];      if (stepm >= YEARM) h=stepm/YEARM;
   char fileregp[FILENAMELENGTH];      fprintf(ficresvij,"%.0f ",age );
   char path[80],pathc[80],pathcd[80],pathtot[80];      for(i=1; i<=nlstate;i++)
   int firstobs=1, lastobs=10;        for(j=1; j<=nlstate;j++){
   int sdeb, sfin; /* Status at beginning and end */          fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);
   int c,  h , cpt,l;        }
   int ju,jl, mi;      fprintf(ficresvij,"\n");
   int i1,j1, k1,jk,aa,bb, stepsize;      free_matrix(gp,0,nhstepm,1,nlstate);
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;      free_matrix(gm,0,nhstepm,1,nlstate);
         free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
   int hstepm, nhstepm;      free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
   double bage, fage, age, agelim, agebase;      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   double ftolpl=FTOL;    } /* End age */
   double **prlim;   
   double *severity;    free_vector(xp,1,npar);
   double ***param; /* Matrix of parameters */    free_matrix(doldm,1,nlstate,1,npar);
   double  *p;    free_matrix(dnewm,1,nlstate,1,nlstate);
   double **matcov; /* Matrix of covariance */  
   double ***delti3; /* Scale */  }
   double *delti; /* Scale */  
   double ***eij, ***vareij;  /************ Variance of prevlim ******************/
   double **varpl; /* Variances of prevalence limits by age */  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)
   double *epj, vepp;  {
   char version[80]="Imach version 0.64, May 2000, INED-EUROREVES ";    /* Variance of prevalence limit */
   char *alph[]={"a","a","b","c","d","e"}, str[4];    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
   char z[1]="c";    double **newm;
 #include <sys/time.h>    double **dnewm,**doldm;
 #include <time.h>    int i, j, nhstepm, hstepm;
     int k, cptcode;
   /* long total_usecs;    double *xp;
   struct timeval start_time, end_time;    double *gp, *gm;
       double **gradg, **trgradg;
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */    double age,agelim;
     int theta;
      
   printf("\nIMACH, Version 0.64");    fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");
   printf("\nEnter the parameter file name: ");    fprintf(ficresvpl,"# Age");
 #define windows 1    for(i=1; i<=nlstate;i++)
 #ifdef windows        fprintf(ficresvpl," %1d-%1d",i,i);
   scanf("%s",pathtot);    fprintf(ficresvpl,"\n");
   getcwd(pathcd, size);  
   cut(path,optionfile,pathtot);    xp=vector(1,npar);
   chdir(path);    dnewm=matrix(1,nlstate,1,npar);
   replace(pathc,path);    doldm=matrix(1,nlstate,1,nlstate);
 #endif   
 #ifdef unix    hstepm=1*YEARM; /* Every year of age */
   scanf("%s",optionfile);    hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */
 #endif    agelim = AGESUP;
     for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
 /*-------- arguments in the command line --------*/      nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */
       if (stepm >= YEARM) hstepm=1;
   strcpy(fileres,"r");      nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
   strcat(fileres, optionfile);      gradg=matrix(1,npar,1,nlstate);
       gp=vector(1,nlstate);
   /*---------arguments file --------*/      gm=vector(1,nlstate);
   
   if((ficpar=fopen(optionfile,"r"))==NULL)    {      for(theta=1; theta <=npar; theta++){
     printf("Problem with optionfile %s\n",optionfile);        for(i=1; i<=npar; i++){ /* Computes gradient */
     goto end;          xp[i] = x[i] + (i==theta ?delti[theta]:0);
   }        }
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   strcpy(filereso,"o");        for(i=1;i<=nlstate;i++)
   strcat(filereso,fileres);          gp[i] = prlim[i][i];
   if((ficparo=fopen(filereso,"w"))==NULL) {     
     printf("Problem with Output resultfile: %s\n", filereso);goto end;        for(i=1; i<=npar; i++) /* Computes gradient */
   }          xp[i] = x[i] - (i==theta ?delti[theta]:0);
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 /*--------- index.htm --------*/        for(i=1;i<=nlstate;i++)
           gm[i] = prlim[i][i];
   if((fichtm=fopen("index.htm","w"))==NULL)    {  
     printf("Problem with index.htm \n");goto end;        for(i=1;i<=nlstate;i++)
   }          gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
       } /* End theta */
  fprintf(fichtm,"<body><ul><li>Outputs files<br><br>\n  
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n      trgradg =matrix(1,nlstate,1,npar);
 - 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>      for(j=1; j<=nlstate;j++)
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>        for(theta=1; theta <=npar; theta++)
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>          trgradg[j][theta]=gradg[theta][j];
         - 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>      for(i=1;i<=nlstate;i++)
         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>        varpl[i][(int)age] =0.;
         - 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);      matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
       matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
  fprintf(fichtm," <li>Graphs<br> <br>");      for(i=1;i<=nlstate;i++)
          varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
 for(cpt=1; cpt<nlstate;cpt++)  
    fprintf(fichtm,"- Prevalence of disability: p%s1.gif<br>      fprintf(ficresvpl,"%.0f ",age );
 <img src=\"p%s1.gif\"><br>",strtok(optionfile, "."),strtok(optionfile, "."),cpt);      for(i=1; i<=nlstate;i++)
  for(cpt=1; cpt<=nlstate;cpt++)        fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
      fprintf(fichtm,"- Observed and stationary  prevalence (with confident      fprintf(ficresvpl,"\n");
 interval) in state (%d): v%s%d.gif <br>      free_vector(gp,1,nlstate);
 <img src=\"v%s%d.gif\"><br>",cpt,strtok(optionfile, "."),cpt,strtok(optionfile, "."),cpt);      free_vector(gm,1,nlstate);
        free_matrix(gradg,1,npar,1,nlstate);
  for(cpt=1; cpt<=nlstate;cpt++)      free_matrix(trgradg,1,nlstate,1,npar);
      fprintf(fichtm,"- Health life expectancies by age and initial health state (%d): exp%s%d.gif <br>    } /* End age */
 <img src=\"ex%s%d.gif\"><br>",cpt,strtok(optionfile, "."),cpt,strtok(optionfile, "."),cpt);  
        free_vector(xp,1,npar);
  fprintf(fichtm,"- Total life expectancy by age and    free_matrix(doldm,1,nlstate,1,npar);
         health expectancies in states (1) and (2): e%s.gif<br>    free_matrix(dnewm,1,nlstate,1,nlstate);
         <img src=\"e%s.gif\"></li> </ul></body>",strtok(optionfile, "."),strtok(optionfile, "."));  
   }
   
 fclose(fichtm);  
   
   /* Reads comments: lines beginning with '#' */  /***********************************************/
   while((c=getc(ficpar))=='#' && c!= EOF){  /**************** Main Program *****************/
     ungetc(c,ficpar);  /***********************************************/
     fgets(line, MAXLINE, ficpar);  
     puts(line);  /*int main(int argc, char *argv[])*/
     fputs(line,ficparo);  int main()
   }  {
   ungetc(c,ficpar);  
     int i,j, k, n=MAXN,iter,m,size,cptcode, aaa, cptcod;
   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);    double agedeb, agefin,hf;
   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);    double agemin=1.e20, agemax=-1.e20;
   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);  
       double fret;
   nvar=ncov-1; /* Suppressing age as a basic covariate */    double **xi,tmp,delta;
     
   /* Read guess parameters */    double dum; /* Dummy variable */
   /* Reads comments: lines beginning with '#' */    double ***p3mat;
   while((c=getc(ficpar))=='#' && c!= EOF){    int *indx;
     ungetc(c,ficpar);    char line[MAXLINE], linepar[MAXLINE];
     fgets(line, MAXLINE, ficpar);    char title[MAXLINE];
     puts(line);    char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
     fputs(line,ficparo);    char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH];
   }    char filerest[FILENAMELENGTH];
   ungetc(c,ficpar);    char fileregp[FILENAMELENGTH];
       char path[80],pathc[80],pathcd[80],pathtot[80],model[20];
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncov);    int firstobs=1, lastobs=10;
     for(i=1; i <=nlstate; i++)    int sdeb, sfin; /* Status at beginning and end */
     for(j=1; j <=nlstate+ndeath-1; j++){    int c,  h , cpt,l;
       fscanf(ficpar,"%1d%1d",&i1,&j1);    int ju,jl, mi;
       fprintf(ficparo,"%1d%1d",i1,j1);    int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;
       printf("%1d%1d",i,j);    int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;
       for(k=1; k<=ncov;k++){   
         fscanf(ficpar," %lf",&param[i][j][k]);    int hstepm, nhstepm;
         printf(" %lf",param[i][j][k]);    double bage, fage, age, agelim, agebase;
         fprintf(ficparo," %lf",param[i][j][k]);    double ftolpl=FTOL;
       }    double **prlim;
       fscanf(ficpar,"\n");    double *severity;
       printf("\n");    double ***param; /* Matrix of parameters */
       fprintf(ficparo,"\n");    double  *p;
     }    double **matcov; /* Matrix of covariance */
       double ***delti3; /* Scale */
   npar= (nlstate+ndeath-1)*nlstate*ncov;    double *delti; /* Scale */
   p=param[1][1];    double ***eij, ***vareij;
       double **varpl; /* Variances of prevalence limits by age */
   /* Reads comments: lines beginning with '#' */    double *epj, vepp;
   while((c=getc(ficpar))=='#' && c!= EOF){    char version[80]="Imach version 62c, May 1999, INED-EUROREVES ";
     ungetc(c,ficpar);    char *alph[]={"a","a","b","c","d","e"}, str[4];
     fgets(line, MAXLINE, ficpar);  
     puts(line);    char z[1]="c", occ;
     fputs(line,ficparo);  #include <sys/time.h>
   }  #include <time.h>
   ungetc(c,ficpar);    char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
     /* long total_usecs;
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncov);    struct timeval start_time, end_time;
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */   
   for(i=1; i <=nlstate; i++){    gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
     for(j=1; j <=nlstate+ndeath-1; j++){  
       fscanf(ficpar,"%1d%1d",&i1,&j1);  
       printf("%1d%1d",i,j);    printf("\nIMACH, Version 0.64a");
       fprintf(ficparo,"%1d%1d",i1,j1);    printf("\nEnter the parameter file name: ");
       for(k=1; k<=ncov;k++){  
         fscanf(ficpar,"%le",&delti3[i][j][k]);  #ifdef windows
         printf(" %le",delti3[i][j][k]);    scanf("%s",pathtot);
         fprintf(ficparo," %le",delti3[i][j][k]);    getcwd(pathcd, size);
       }    /*cygwin_split_path(pathtot,path,optionfile);
       fscanf(ficpar,"\n");      printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/
       printf("\n");    /* cutv(path,optionfile,pathtot,'\\');*/
       fprintf(ficparo,"\n");  
     }  split(pathtot, path,optionfile);
   }    chdir(path);
   delti=delti3[1][1];    replace(pathc,path);
     #endif
   /* Reads comments: lines beginning with '#' */  #ifdef unix
   while((c=getc(ficpar))=='#' && c!= EOF){    scanf("%s",optionfile);
     ungetc(c,ficpar);  #endif
     fgets(line, MAXLINE, ficpar);  
     puts(line);  /*-------- arguments in the command line --------*/
     fputs(line,ficparo);  
   }    strcpy(fileres,"r");
   ungetc(c,ficpar);    strcat(fileres, optionfile);
     
   matcov=matrix(1,npar,1,npar);    /*---------arguments file --------*/
   for(i=1; i <=npar; i++){  
     fscanf(ficpar,"%s",&str);    if((ficpar=fopen(optionfile,"r"))==NULL)    {
     printf("%s",str);      printf("Problem with optionfile %s\n",optionfile);
     fprintf(ficparo,"%s",str);      goto end;
     for(j=1; j <=i; j++){    }
       fscanf(ficpar," %le",&matcov[i][j]);  
       printf(" %.5le",matcov[i][j]);    strcpy(filereso,"o");
       fprintf(ficparo," %.5le",matcov[i][j]);    strcat(filereso,fileres);
     }    if((ficparo=fopen(filereso,"w"))==NULL) {
     fscanf(ficpar,"\n");      printf("Problem with Output resultfile: %s\n", filereso);goto end;
     printf("\n");    }
     fprintf(ficparo,"\n");  
   }    /* Reads comments: lines beginning with '#' */
   for(i=1; i <=npar; i++)    while((c=getc(ficpar))=='#' && c!= EOF){
     for(j=i+1;j<=npar;j++)      ungetc(c,ficpar);
       matcov[i][j]=matcov[j][i];      fgets(line, MAXLINE, ficpar);
          puts(line);
   printf("\n");      fputs(line,ficparo);
       }
       ungetc(c,ficpar);
   if(mle==1){  
     /*-------- data file ----------*/    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);
     if((ficres =fopen(fileres,"w"))==NULL) {    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);
       printf("Problem with resultfile: %s\n", fileres);goto end;    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);
     }  
     fprintf(ficres,"#%s\n",version);    covar=matrix(0,NCOVMAX,1,n);    
         if (strlen(model)<=1) cptcovn=0;
     if((fic=fopen(datafile,"r"))==NULL)    {    else {
       printf("Problem with datafile: %s\n", datafile);goto end;      j=0;
     }      j=nbocc(model,'+');
           cptcovn=j+1;
     n= lastobs;    }
     severity = vector(1,maxwav);  
     outcome=imatrix(1,maxwav+1,1,n);    ncovmodel=2+cptcovn;
     num=ivector(1,n);    nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
     moisnais=vector(1,n);   
     annais=vector(1,n);    /* Read guess parameters */
     moisdc=vector(1,n);    /* Reads comments: lines beginning with '#' */
     andc=vector(1,n);    while((c=getc(ficpar))=='#' && c!= EOF){
     agedc=vector(1,n);      ungetc(c,ficpar);
     cod=ivector(1,n);      fgets(line, MAXLINE, ficpar);
     weight=vector(1,n);      puts(line);
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */      fputs(line,ficparo);
     mint=matrix(1,maxwav,1,n);    }
     anint=matrix(1,maxwav,1,n);    ungetc(c,ficpar);
     covar=matrix(1,NCOVMAX,1,n);   
     s=imatrix(1,maxwav+1,1,n);    param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     adl=imatrix(1,maxwav+1,1,n);          for(i=1; i <=nlstate; i++)
     tab=ivector(1,NCOVMAX);      for(j=1; j <=nlstate+ndeath-1; j++){
     i=1;         fscanf(ficpar,"%1d%1d",&i1,&j1);
     while (fgets(line, MAXLINE, fic) != NULL)    {        fprintf(ficparo,"%1d%1d",i1,j1);
       if ((i >= firstobs) && (i <lastobs)) {        printf("%1d%1d",i,j);
 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(k=1; k<=ncovmodel;k++){
         i=i+1;          fscanf(ficpar," %lf",&param[i][j][k]);
       }          printf(" %lf",param[i][j][k]);
     }           fprintf(ficparo," %lf",param[i][j][k]);
   imx=i-1; /* Number of individuals */        }
         fscanf(ficpar,"\n");
     fclose(fic);        printf("\n");
         fprintf(ficparo,"\n");
     if (weightopt != 1) { /* Maximisation without weights*/      }
       for(i=1;i<=n;i++) weight[i]=1.0;   
     }    npar= (nlstate+ndeath-1)*nlstate*ncovmodel;
     /*-calculation of age at interview from date of interview and age at death -*/    p=param[1][1];
     agev=matrix(1,maxwav,1,imx);   
         /* Reads comments: lines beginning with '#' */
     for (i=1; i<=imx; i++)  {    while((c=getc(ficpar))=='#' && c!= EOF){
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);      ungetc(c,ficpar);
       for(m=1; (m<= maxwav); m++){      fgets(line, MAXLINE, ficpar);
         if(s[m][i] >0){      puts(line);
           if (s[m][i] == nlstate+1) {      fputs(line,ficparo);
             if(agedc[i]>0)    }
               agev[m][i]=agedc[i];    ungetc(c,ficpar);
             else{  
               printf("Warning negative age at death: %d line:%d\n",num[i],i);    delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
               agev[m][i]=-1;    delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */
             }    for(i=1; i <=nlstate; i++){
           }      for(j=1; j <=nlstate+ndeath-1; j++){
           else if(s[m][i] !=9){ /* Should no more exist */        fscanf(ficpar,"%1d%1d",&i1,&j1);
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);        printf("%1d%1d",i,j);
             if(mint[m][i]==99 || anint[m][i]==9999)        fprintf(ficparo,"%1d%1d",i1,j1);
               agev[m][i]=1;        for(k=1; k<=ncovmodel;k++){
             else if(agev[m][i] <agemin){           fscanf(ficpar,"%le",&delti3[i][j][k]);
               agemin=agev[m][i];          printf(" %le",delti3[i][j][k]);
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/          fprintf(ficparo," %le",delti3[i][j][k]);
             }        }
             else if(agev[m][i] >agemax){        fscanf(ficpar,"\n");
               agemax=agev[m][i];        printf("\n");
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/        fprintf(ficparo,"\n");
             }      }
             /*agev[m][i]=anint[m][i]-annais[i];*/    }
             /*   agev[m][i] = age[i]+2*m;*/    delti=delti3[1][1];
           }   
           else { /* =9 */    /* Reads comments: lines beginning with '#' */
             agev[m][i]=1;    while((c=getc(ficpar))=='#' && c!= EOF){
             s[m][i]=-1;      ungetc(c,ficpar);
           }      fgets(line, MAXLINE, ficpar);
         }      puts(line);
         else /*= 0 Unknown */      fputs(line,ficparo);
           agev[m][i]=1;    }
       }    ungetc(c,ficpar);
        
     }    matcov=matrix(1,npar,1,npar);
     for (i=1; i<=imx; i++)  {    for(i=1; i <=npar; i++){
       for(m=1; (m<= maxwav); m++){      fscanf(ficpar,"%s",&str);
         if (s[m][i] > (nlstate+ndeath)) {      printf("%s",str);
           printf("Error: Wrong value in nlstate or ndeath\n");        fprintf(ficparo,"%s",str);
           goto end;      for(j=1; j <=i; j++){
         }        fscanf(ficpar," %le",&matcov[i][j]);
       }        printf(" %.5le",matcov[i][j]);
     }        fprintf(ficparo," %.5le",matcov[i][j]);
       }
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);      fscanf(ficpar,"\n");
       printf("\n");
     free_vector(severity,1,maxwav);      fprintf(ficparo,"\n");
     free_imatrix(outcome,1,maxwav+1,1,n);    }
     free_vector(moisnais,1,n);    for(i=1; i <=npar; i++)
     free_vector(annais,1,n);      for(j=i+1;j<=npar;j++)
     free_matrix(mint,1,maxwav,1,n);        matcov[i][j]=matcov[j][i];
     free_matrix(anint,1,maxwav,1,n);     
     free_vector(moisdc,1,n);    printf("\n");
     free_vector(andc,1,n);  
   
          /*-------- data file ----------*/
     wav=ivector(1,imx);      if((ficres =fopen(fileres,"w"))==NULL) {
     dh=imatrix(1,lastpass-firstpass+1,1,imx);        printf("Problem with resultfile: %s\n", fileres);goto end;
     mw=imatrix(1,lastpass-firstpass+1,1,imx);      }
          fprintf(ficres,"#%s\n",version);
     /* Concatenates waves */     
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);      if((fic=fopen(datafile,"r"))==NULL)    {
             printf("Problem with datafile: %s\n", datafile);goto end;
    /* Calculates basic frequencies. Computes observed prevalence at single age      }
        and prints on file fileres'p'. */  
       freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx);       n= lastobs;
       severity = vector(1,maxwav);
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      outcome=imatrix(1,maxwav+1,1,n);
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      num=ivector(1,n);
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      moisnais=vector(1,n);
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      annais=vector(1,n);
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */      moisdc=vector(1,n);
           andc=vector(1,n);
     /* For Powell, parameters are in a vector p[] starting at p[1]      agedc=vector(1,n);
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */      cod=ivector(1,n);
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */      weight=vector(1,n);
           for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
     mlikeli(ficres,p, npar, ncov, nlstate, ftol, func);      mint=matrix(1,maxwav,1,n);
       anint=matrix(1,maxwav,1,n);
           s=imatrix(1,maxwav+1,1,n);
     /*--------- results files --------------*/      adl=imatrix(1,maxwav+1,1,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);      tab=ivector(1,NCOVMAX);
           ncodemax=ivector(1,8);
    jk=1;  
    fprintf(ficres,"# Parameters\n");      i=1;
    printf("# Parameters\n");      while (fgets(line, MAXLINE, fic) != NULL)    {
    for(i=1,jk=1; i <=nlstate; i++){        if ((i >= firstobs) && (i <=lastobs)) {
      for(k=1; k <=(nlstate+ndeath); k++){         
        if (k != i)           for (j=maxwav;j>=1;j--){
          {            cutv(stra, strb,line,' '); s[j][i]=atoi(strb);
            printf("%d%d ",i,k);            strcpy(line,stra);
            fprintf(ficres,"%1d%1d ",i,k);            cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
            for(j=1; j <=ncov; j++){            cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
              printf("%f ",p[jk]);          }
              fprintf(ficres,"%f ",p[jk]);         
              jk++;           cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);
            }          cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);
            printf("\n");  
            fprintf(ficres,"\n");          cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);
          }          cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);
      }  
    }          cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);
           for (j=ncov;j>=1;j--){
     /* Computing hessian and covariance matrix */            cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);
     ftolhess=ftol; /* Usually correct */          }
     hesscov(matcov, p, npar, delti, ftolhess, func);          num[i]=atol(stra);
     fprintf(ficres,"# Scales\n");  
     printf("# Scales\n");          /*printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));*/
      for(i=1,jk=1; i <=nlstate; i++){  
       for(j=1; j <=nlstate+ndeath; j++){          i=i+1;
         if (j!=i) {        }
           fprintf(ficres,"%1d%1d",i,j);      }
           printf("%1d%1d",i,j);  
           for(k=1; k<=ncov;k++){      /*scanf("%d",i);*/
             printf(" %.5e",delti[jk]);    imx=i-1; /* Number of individuals */
             fprintf(ficres," %.5e",delti[jk]);  
             jk++;    /* Calculation of the number of parameter from char model*/
           }    Tvar=ivector(1,15);
           printf("\n");    Tprod=ivector(1,15);
           fprintf(ficres,"\n");    Tvaraff=ivector(1,15);
         }    Tvard=imatrix(1,15,1,2);
       }    Tage=ivector(1,15);      
       }     
         if (strlen(model) >1){
     k=1;      j=0, j1=0, k1=1, k2=1;
     fprintf(ficres,"# Covariance\n");      j=nbocc(model,'+');
     printf("# Covariance\n");      j1=nbocc(model,'*');
     for(i=1;i<=npar;i++){      cptcovn=j+1;
       /*  if (k>nlstate) k=1;      cptcovprod=j1;
       i1=(i-1)/(ncov*nlstate)+1;      
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);      strcpy(modelsav,model);
       printf("%s%d%d",alph[k],i1,tab[i]);*/     if (j==0) {
       fprintf(ficres,"%3d",i);        if (j1==0){
       printf("%3d",i);          cutv(stra,strb,modelsav,'V');
       for(j=1; j<=i;j++){          Tvar[1]=atoi(strb);
         fprintf(ficres," %.5e",matcov[i][j]);        }
         printf(" %.5e",matcov[i][j]);        else if (j1==1) {
       }          cutv(stra,strb,modelsav,'*');
       fprintf(ficres,"\n");          Tage[1]=1; cptcovage++;
       printf("\n");          if (strcmp(stra,"age")==0) {
       k++;            cptcovprod--;
     }            cutv(strd,strc,strb,'V');
                 Tvar[1]=atoi(strc);
     while((c=getc(ficpar))=='#' && c!= EOF){          }
       ungetc(c,ficpar);          else if (strcmp(strb,"age")==0) {
       fgets(line, MAXLINE, ficpar);            cptcovprod--;
       puts(line);            cutv(strd,strc,stra,'V');
       fputs(line,ficparo);            Tvar[1]=atoi(strc);
     }          }
     ungetc(c,ficpar);          else {
               cutv(strd,strc,strb,'V');
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);            cutv(stre,strd,stra,'V');
                 Tvar[1]=ncov+1;
     if (fage <= 2) {            for (k=1; k<=lastobs;k++)
       bage = agemin;                covar[ncov+1][k]=covar[atoi(strc)][k]*covar[atoi(strd)][k];
       fage = agemax;          }
     }          /*printf("%s %s %s\n", stra,strb,modelsav);
   printf("%d ",Tvar[1]);
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");  scanf("%d",i);*/
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);        }
 /*------------ gnuplot -------------*/      }
 chdir(pathcd);     else {
   if((ficgp=fopen("graph.gp","w"))==NULL) {        for(i=j; i>=1;i--){
     printf("Problem with file graph.gp");goto end;          cutv(stra,strb,modelsav,'+');
   }          /*printf("%s %s %s\n", stra,strb,modelsav);
 #ifdef windows            scanf("%d",i);*/
   fprintf(ficgp,"cd \"%s\" \n",pathc);          if (strchr(strb,'*')) {
 #endif            cutv(strd,strc,strb,'*');
    /* 1eme*/            if (strcmp(strc,"age")==0) {
               cptcovprod--;
   for (cpt=1; cpt<= nlstate ; cpt ++) {              cutv(strb,stre,strd,'V');
 #ifdef windows              Tvar[i+1]=atoi(stre);
     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);              cptcovage++;
 #endif              Tage[cptcovage]=i+1;
 #ifdef unix              printf("stre=%s ", stre);
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:%d \"\%%lf",agemin,fage,fileres,cpt*2);            }
 #endif            else if (strcmp(strd,"age")==0) {
     for (i=1; i<= nlstate ; i ++) fprintf(ficgp," \%%lf (\%%lf)");              cptcovprod--;
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" u 1:($%d+2*$%d) \"\%%lf",fileres,2*cpt,cpt*2+1);              cutv(strb,stre,strc,'V');
     for (i=1; i<= nlstate ; i ++) fprintf(ficgp," \%%lf (\%%lf)");              Tvar[i+1]=atoi(stre);
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" u 1:($%d-2*$%d) \"\%%lf",fileres,2*cpt,2*cpt+1);               cptcovage++;
      for (i=1; i<= nlstate ; i ++) fprintf(ficgp," \%%lf (\%%lf)");               Tage[cptcovage]=i+1;
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" u 1:($%d) t\"Observed prevalence \" w l 2",fileres,2+4*(cpt-1));            }
 #ifdef unix            else {
 fprintf(ficgp,"\nset ter gif small size 400,300");              cutv(strb,stre,strc,'V');
 #endif              Tvar[i+1]=ncov+k1;
 fprintf(ficgp,"\nset out \"v%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt);              cutv(strb,strc,strd,'V');
                Tprod[k1]=i+1;
   }              Tvard[k1][1]=atoi(strc);
   /*2 eme*/              Tvard[k1][2]=atoi(stre);
                Tvar[cptcovn+k2]=Tvard[k1][1];
   fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);              Tvar[cptcovn+k2+1]=Tvard[k1][2];
   for (i=1; i<= nlstate+1 ; i ++) {              for (k=1; k<=lastobs;k++)
 k=2*i;                covar[ncov+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];
     fprintf(ficgp,"\"t%s\" u 1:%d \"\%%lf \%%lf (\%%lf) \%%lf (\%%lf)",fileres,k);              k1++;
     for (j=1; j< nlstate ; j ++) fprintf(ficgp," \%%lf (\%%lf)");              k2=k2+2;
     if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");            }
     else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);          }
     fprintf(ficgp,"\"t%s\" u 1:($%d-2*$%d) \"\%%lf \%%lf (\%%lf) \%%lf (\%%lf)",fileres,k,k+1);          else {
     for (j=1; j< nlstate ; j ++) fprintf(ficgp," \%%lf (\%%lf)");            cutv(strd,strc,strb,'V');
     fprintf(ficgp,"\" t\"\" w l 0,");            /* printf("%s %s %s", strd,strc,strb);*/
 fprintf(ficgp,"\"t%s\" u 1:($%d+2*$%d) \"\%%lf \%%lf (\%%lf) \%%lf (\%%lf)",fileres,k,k+1);            Tvar[i+1]=atoi(strc);
     for (j=1; j< nlstate ; j ++) fprintf(ficgp," \%%lf (\%%lf)");          }
     if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");          strcpy(modelsav,stra);  
 else fprintf(ficgp,"\" t\"\" w l 0,");        }
   }         cutv(strd,strc,stra,'V');
   fprintf(ficgp,"\nset out \"e%s.gif\" \nreplot\n\n",strtok(optionfile, "."));        Tvar[1]=atoi(strc);
       }
   /*3eme*/    }
 for (cpt=1; cpt<= nlstate ; cpt ++) {    /* for (i=1; i<=5; i++)
   k=2+nlstate*(cpt-1);       printf("i=%d %d ",i,Tvar[i]);*/
     fprintf(ficgp,"set ter gif small size 400,300\nplot [%.f:%.f] \"e%s\" u 1:%d t \"e%d1\" w l",agemin,fage,fileres,k,cpt);    /* printf("tvar=%d %d cptcovage=%d %d",Tvar[1],Tvar[2],cptcovage,Tage[1]);*/
 for (i=1; i< nlstate ; i ++) {   /*printf("cptcovprod=%d ", cptcovprod);*/
 fprintf(ficgp,",\"e%s\" u 1:%d t \"e%d%d\" w l",fileres,k+1,cpt,i+1);    /*  scanf("%d ",i);*/
 }       fclose(fic);
 fprintf(ficgp,"\nset out \"ex%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt);  
 }      /*  if(mle==1){*/
        if (weightopt != 1) { /* Maximisation without weights*/
 /* CV preval stat */        for(i=1;i<=n;i++) weight[i]=1.0;
 for (cpt=1; cpt<nlstate ; cpt ++) {      }
     k=3;      /*-calculation of age at interview from date of interview and age at death -*/
     fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"pij%s\" u 2:($%d/($%d",agemin,agemax,fileres,k+cpt,k);      agev=matrix(1,maxwav,1,imx);
     for (i=1; i< nlstate ; i ++)     
       fprintf(ficgp,"+$%d",k+i);      for (i=1; i<=imx; i++)  {
     fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);        agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
             for(m=1; (m<= maxwav); m++){
  l=3+(nlstate+ndeath)*cpt;          if(s[m][i] >0){
    fprintf(ficgp,",\"pij%s\" u 2:($%d/($%d",fileres,l+cpt,l);            if (s[m][i] == nlstate+1) {
                if(agedc[i]>0)
    for (i=1; i< nlstate ; i ++) {                if(moisdc[i]!=99 && andc[i]!=9999)
    l=3+(nlstate+ndeath)*cpt;                agev[m][i]=agedc[i];
     fprintf(ficgp,"+$%d",l+i);              else{
    }                printf("Warning negative age at death: %d line:%d\n",num[i],i);
   fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);                agev[m][i]=-1;
                 }
               }
   fprintf(ficgp,"set out \"p%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt);            else if(s[m][i] !=9){ /* Should no more exist */
   }               agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
               if(mint[m][i]==99 || anint[m][i]==9999)
                 agev[m][i]=1;
   fclose(ficgp);              else if(agev[m][i] <agemin){
                    agemin=agev[m][i];
 chdir(path);                /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
     free_matrix(agev,1,maxwav,1,imx);              }
     free_ivector(wav,1,imx);              else if(agev[m][i] >agemax){
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);                agemax=agev[m][i];
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);               /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
                   }
     free_imatrix(s,1,maxwav+1,1,n);              /*agev[m][i]=anint[m][i]-annais[i];*/
                   /*   agev[m][i] = age[i]+2*m;*/
                 }
     free_ivector(num,1,n);            else { /* =9 */
     free_vector(agedc,1,n);              agev[m][i]=1;
     free_vector(weight,1,n);              s[m][i]=-1;
     free_matrix(covar,1,NCOVMAX,1,n);            }
     fclose(ficparo);          }
     fclose(ficres);          else /*= 0 Unknown */
   }            agev[m][i]=1;
         }
   /*________fin mle=1_________*/     
         }
         for (i=1; i<=imx; i++)  {
         for(m=1; (m<= maxwav); m++){
   /* No more information from the sample is required now */          if (s[m][i] > (nlstate+ndeath)) {
   /* Reads comments: lines beginning with '#' */            printf("Error: Wrong value in nlstate or ndeath\n");  
   while((c=getc(ficpar))=='#' && c!= EOF){            goto end;
     ungetc(c,ficpar);          }
     fgets(line, MAXLINE, ficpar);        }
     puts(line);      }
     fputs(line,ficparo);  
   }  printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
   ungetc(c,ficpar);  
         free_vector(severity,1,maxwav);
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);      free_imatrix(outcome,1,maxwav+1,1,n);
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);      free_vector(moisnais,1,n);
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);      free_vector(annais,1,n);
       free_matrix(mint,1,maxwav,1,n);
   /*--------------- Prevalence limit --------------*/      free_matrix(anint,1,maxwav,1,n);
         free_vector(moisdc,1,n);
   strcpy(filerespl,"pl");      free_vector(andc,1,n);
   strcat(filerespl,fileres);  
   if((ficrespl=fopen(filerespl,"w"))==NULL) {     
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;      wav=ivector(1,imx);
   }      dh=imatrix(1,lastpass-firstpass+1,1,imx);
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);      mw=imatrix(1,lastpass-firstpass+1,1,imx);
   fprintf(ficrespl,"#Prevalence limit\n");     
   fprintf(ficrespl,"#Age ");      /* Concatenates waves */
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);        concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);
   fprintf(ficrespl,"\n");  
     
   prlim=matrix(1,nlstate,1,nlstate);        Tcode=ivector(1,100);
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        nbcode=imatrix(1,nvar,1,8);
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        ncodemax[1]=1;
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        if (cptcovn > 0) tricode(Tvar,nbcode,imx);
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */       
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */     codtab=imatrix(1,100,1,10);
        h=0;
   agebase=agemin;     m=pow(2,cptcoveff);
   agelim=agemax;   
   ftolpl=1.e-10;     for(k=1;k<=cptcoveff; k++){
   for (age=agebase; age<=agelim; age++){       for(i=1; i <=(m/pow(2,k));i++){
     prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl);         for(j=1; j <= ncodemax[k]; j++){
     fprintf(ficrespl,"%.0f",age );           for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){
     for(i=1; i<=nlstate;i++)             h++;
       fprintf(ficrespl," %.5f", prlim[i][i]);             if (h>m) h=1;codtab[h][k]=j;
     fprintf(ficrespl,"\n");           }
   }         }
   fclose(ficrespl);       }
        }
   /*------------- h Pij x at various ages ------------*/  
     
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);     /*for(i=1; i <=m ;i++){
   if((ficrespij=fopen(filerespij,"w"))==NULL) {       for(k=1; k <=cptcovn; k++){
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;         printf("i=%d k=%d %d %d",i,k,codtab[i][k], cptcoveff);
   }       }
   printf("Computing pij: result on file '%s' \n", filerespij);       printf("\n");
   stepsize=(int) (stepm+YEARM-1)/YEARM;     }
   if (stepm<=24) stepsize=2;     scanf("%d",i);*/
      
   agelim=AGESUP;     /* Calculates basic frequencies. Computes observed prevalence at single age
   hstepm=stepsize*YEARM; /* Every year of age */         and prints on file fileres'p'. */
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */     freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax);
   for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */  
     nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */       pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */      oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
     oldm=oldms;savm=savms;      savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
     hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm);        oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
     fprintf(ficrespij,"# Age");     
     for(i=1; i<=nlstate;i++)      /* For Powell, parameters are in a vector p[] starting at p[1]
       for(j=1; j<=nlstate+ndeath;j++)         so we point p on param[1][1] so that p[1] maps on param[1][1][1] */
         fprintf(ficrespij," %1d-%1d",i,j);      p=param[1][1]; /* *(*(*(param +1)+1)+0) */
     fprintf(ficrespij,"\n");  
     for (h=0; h<=nhstepm; h++){      if(mle==1){
       fprintf(ficrespij,"%.0f %.0f",agedeb, agedeb+ h*hstepm/YEARM*stepm );      mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);
       for(i=1; i<=nlstate;i++)      }
         for(j=1; j<=nlstate+ndeath;j++)     
           fprintf(ficrespij," %.5f", p3mat[i][j][h]);      /*--------- results files --------------*/
       fprintf(ficrespij,"\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\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate, ndeath, maxwav, mle,weightopt,model);
     }     
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);     jk=1;
     fprintf(ficrespij,"\n");     fprintf(ficres,"# Parameters\n");
   }     printf("# Parameters\n");
   fclose(ficrespij);     for(i=1,jk=1; i <=nlstate; i++){
        for(k=1; k <=(nlstate+ndeath); k++){
   /*---------- Health expectancies and variances ------------*/         if (k != i)
              {
   eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);             printf("%d%d ",i,k);
   oldm=oldms;savm=savms;             fprintf(ficres,"%1d%1d ",i,k);
   evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm);             for(j=1; j <=ncovmodel; j++){
                  printf("%f ",p[jk]);
   vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);               fprintf(ficres,"%f ",p[jk]);
   oldm=oldms;savm=savms;               jk++;
   varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl);             }
              printf("\n");
   strcpy(filerest,"t");             fprintf(ficres,"\n");
   strcat(filerest,fileres);           }
   if((ficrest=fopen(filerest,"w"))==NULL) {       }
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;     }
   }   if(mle==1){
   printf("Computing Total LEs with variances: file '%s' \n", filerest);      /* Computing hessian and covariance matrix */
   fprintf(ficrest,"#Total LEs with variances: e.. (std) ");      ftolhess=ftol; /* Usually correct */
   for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);      hesscov(matcov, p, npar, delti, ftolhess, func);
   fprintf(ficrest,"\n");   }
       fprintf(ficres,"# Scales\n");
   hf=1;      printf("# Scales\n");
   if (stepm >= YEARM) hf=stepm/YEARM;       for(i=1,jk=1; i <=nlstate; i++){
   epj=vector(1,nlstate+1);        for(j=1; j <=nlstate+ndeath; j++){
   for(age=bage; age <=fage ;age++){          if (j!=i) {
     prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl);            fprintf(ficres,"%1d%1d",i,j);
     fprintf(ficrest," %.0f",age);            printf("%1d%1d",i,j);
     for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){            for(k=1; k<=ncovmodel;k++){
       for(i=1, epj[j]=0.;i <=nlstate;i++) {              printf(" %.5e",delti[jk]);
         epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];              fprintf(ficres," %.5e",delti[jk]);
       }              jk++;
       epj[nlstate+1] +=epj[j];            }
     }            printf("\n");
     for(i=1, vepp=0.;i <=nlstate;i++)            fprintf(ficres,"\n");
       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]));      k=1;
     }      fprintf(ficres,"# Covariance\n");
     fprintf(ficrest,"\n");      printf("# Covariance\n");
   }      for(i=1;i<=npar;i++){
   fclose(ficrest);        /*  if (k>nlstate) k=1;
   fclose(ficpar);        i1=(i-1)/(ncovmodel*nlstate)+1;
   free_vector(epj,1,nlstate+1);        fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);
         printf("%s%d%d",alph[k],i1,tab[i]);*/
   /*------- Variance limit prevalence------*/           fprintf(ficres,"%3d",i);
         printf("%3d",i);
   varpl=matrix(1,nlstate,(int) bage, (int) fage);        for(j=1; j<=i;j++){
   oldm=oldms;savm=savms;          fprintf(ficres," %.5e",matcov[i][j]);
   varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl);          printf(" %.5e",matcov[i][j]);
           }
           fprintf(ficres,"\n");
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);        printf("\n");
           k++;
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);      }
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);     
         while((c=getc(ficpar))=='#' && c!= EOF){
           ungetc(c,ficpar);
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);        fgets(line, MAXLINE, ficpar);
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);        puts(line);
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);        fputs(line,ficparo);
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);      }
         ungetc(c,ficpar);
   free_matrix(matcov,1,npar,1,npar);   
   free_vector(delti,1,npar);      fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);
        
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncov);      if (fage <= 2) {
         bage = agemin;
   printf("End of Imach\n");        fage = agemax;
   /*  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);*/      fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
   /*printf("Total time was %d uSec.\n", total_usecs);*/      fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);
   /*------ End -----------*/  
      
  end:  /*------------ gnuplot -------------*/
 #ifdef windows  chdir(pathcd);
  chdir(pathcd);    if((ficgp=fopen("graph.plt","w"))==NULL) {
 #endif       printf("Problem with file graph.gp");goto end;
  system("gnuplot graph.gp");    }
   #ifdef windows
 #ifdef windows    fprintf(ficgp,"cd \"%s\" \n",pathc);
   while (z[0] != 'q') {  #endif
     chdir(pathcd);   m=pow(2,cptcoveff);
     printf("\nType e to edit output files, c to start again, and q for exiting: ");   
     scanf("%s",z);   /* 1eme*/
     if (z[0] == 'c') system("./imach");    for (cpt=1; cpt<= nlstate ; cpt ++) {
     else if (z[0] == 'e') {     for (k1=1; k1<= m ; k1 ++) {
       chdir(path);  
       system("index.htm");  #ifdef windows
     }      fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"vpl%s\" every :::%d::%d u 1:2 \"\%%lf",agemin,fage,fileres,k1-1,k1-1);
     else if (z[0] == 'q') exit(0);  #endif
   }  #ifdef unix
 #endif   fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);
 }  #endif
   
   for (i=1; i<= nlstate ; i ++) {
     if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
     else fprintf(ficgp," \%%*lf (\%%*lf)");
   }
       fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);
       for (i=1; i<= nlstate ; i ++) {
     if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
     else fprintf(ficgp," \%%*lf (\%%*lf)");
   }
     fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);
        for (i=1; i<= nlstate ; i ++) {
     if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
     else fprintf(ficgp," \%%*lf (\%%*lf)");
   }  
        fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));
   #ifdef unix
   fprintf(ficgp,"\nset ter gif small size 400,300");
   #endif
   fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);
      }
     }
     /*2 eme*/
   
     for (k1=1; k1<= m ; k1 ++) {
       fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);
      
       for (i=1; i<= nlstate+1 ; i ++) {
         k=2*i;
         fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
     if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
     else fprintf(ficgp," \%%*lf (\%%*lf)");
   }  
         if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
         else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
   }  
         fprintf(ficgp,"\" t\"\" w l 0,");
        fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
     if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
     else fprintf(ficgp," \%%*lf (\%%*lf)");
   }  
         if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
         else fprintf(ficgp,"\" t\"\" w l 0,");
       }
       fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);
     }
    
     /*3eme*/
   
     for (k1=1; k1<= m ; k1 ++) {
       for (cpt=1; cpt<= nlstate ; cpt ++) {
         k=2+nlstate*(cpt-1);
         fprintf(ficgp,"set ter gif small size 400,300\nplot [%.f:%.f] \"e%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",agemin,fage,fileres,k1-1,k1-1,k,cpt);
         for (i=1; i< nlstate ; i ++) {
           fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",fileres,k1-1,k1-1,k+i,cpt,i+1);
         }
         fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);
       }
     }
    
     /* CV preval stat */
     for (k1=1; k1<= m ; k1 ++) {
       for (cpt=1; cpt<nlstate ; cpt ++) {
         k=3;
         fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);
         for (i=1; i< nlstate ; i ++)
           fprintf(ficgp,"+$%d",k+i+1);
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
        
         l=3+(nlstate+ndeath)*cpt;
         fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);
         for (i=1; i< nlstate ; i ++) {
           l=3+(nlstate+ndeath)*cpt;
           fprintf(ficgp,"+$%d",l+i+1);
         }
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);  
         fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);
       }
     }
   
     /* proba elementaires */
      for(i=1,jk=1; i <=nlstate; i++){
       for(k=1; k <=(nlstate+ndeath); k++){
         if (k != i) {
           for(j=1; j <=ncovmodel; j++){
             /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/
             /*fprintf(ficgp,"%s",alph[1]);*/
             fprintf(ficgp,"p%d=%f ",jk,p[jk]);
             jk++;
             fprintf(ficgp,"\n");
           }
         }
       }
       }
   
     for(jk=1; jk <=m; jk++) {
     fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);
      i=1;
      for(k2=1; k2<=nlstate; k2++) {
        k3=i;
        for(k=1; k<=(nlstate+ndeath); k++) {
          if (k != k2){
           fprintf(ficgp," exp(p%d+p%d*x",i,i+1);
   ij=1;
           for(j=3; j <=ncovmodel; j++) {
             if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
               fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
               ij++;
             }
             else
             fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
           }
             fprintf(ficgp,")/(1");
          
           for(k1=1; k1 <=nlstate; k1++){  
             fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);
   ij=1;
             for(j=3; j <=ncovmodel; j++){
             if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
               fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
               ij++;
             }
             else
               fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
             }
             fprintf(ficgp,")");
           }
           fprintf(ficgp,") t \"p%d%d\" ", k2,k);
           if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");
           i=i+ncovmodel;
          }
        }
      }
      fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);
     }
      
     fclose(ficgp);
      
   chdir(path);
       free_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 --------*/
   
     if((fichtm=fopen("index.htm","w"))==NULL)    {
       printf("Problem with index.htm \n");goto end;
     }
   
    fprintf(fichtm,"<body><ul> Imach, Version 0.64a<hr> <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>",fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres);
   
    fprintf(fichtm," <li>Graphs</li>\n<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>************ 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>");
          }
          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");
   
   #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
   }
   
   
Removed from v.1.1.1.1  
changed lines
  Added in v.1.7

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