--- imach/src/imach.c	2000/12/28 18:49:56	1.1
+++ imach/src/imach.c	2001/03/13 18:10:26	1.2
@@ -1,2215 +1,2538 @@
-    
-/*********************** Imach **************************************        
-  This program computes Healthy Life Expectancies from cross-longitudinal 
-  data. Cross-longitudinal consist in a first survey ("cross") where 
-  individuals from different ages are interviewed on their health status
-  or degree of  disability. At least a second wave of interviews 
-  ("longitudinal") should  measure each new individual health status. 
-  Health expectancies are computed from the transistions observed between 
-  waves and are computed for each degree of severity of disability (number
-  of life states). More degrees you consider, more time is necessary to
-  reach the Maximum Likekilhood of the parameters involved in the model.
-  The simplest model is the multinomial logistic model where pij is
-  the probabibility to be observed in state j at the second wave conditional
-  to be observed in state i at the first wave. Therefore the model is:
-  log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex' 
-  is a covariate. If you want to have a more complex model than "constant and
-  age", you should modify the program where the markup 
-    *Covariates have to be included here again* invites you to do it.
-  More covariates you add, less is the speed of the convergence.
-
-  The advantage that this computer programme claims, comes from that if the 
-  delay between waves is not identical for each individual, or if some 
-  individual missed an interview, the information is not rounded or lost, but
-  taken into account using an interpolation or extrapolation.
-  hPijx is the probability to be
-  observed in state i at age x+h conditional to the observed state i at age 
-  x. The delay 'h' can be split into an exact number (nh*stepm) of 
-  unobserved intermediate  states. This elementary transition (by month or 
-  quarter trimester, semester or year) is model as a multinomial logistic. 
-  The hPx matrix is simply the matrix product of nh*stepm elementary matrices
-  and the contribution of each individual to the likelihood is simply hPijx.
-
-  Also this programme outputs the covariance matrix of the parameters but also
-  of the life expectancies. It also computes the prevalence limits. 
-  
-  Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
-           Institut national d'études démographiques, Paris.
-  This software have been partly granted by Euro-REVES, a concerted action
-  from the European Union.
-  It is copyrighted identically to a GNU software product, ie programme and
-  software can be distributed freely for non commercial use. Latest version
-  can be accessed at http://euroreves.ined.fr/imach .
-  **********************************************************************/
- 
-#include <math.h>
-#include <stdio.h>
-#include <stdlib.h>
-#include <unistd.h>
-
-#define MAXLINE 256
-#define FILENAMELENGTH 80
-/*#define DEBUG*/
-/*#define win*/
-
-#define MAXPARM 30 /* Maximum number of parameters for the optimization */
-#define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncov */
-
-#define NINTERVMAX 8
-#define NLSTATEMAX 8 /* Maximum number of live states (for func) */
-#define NDEATHMAX 8 /* Maximum number of dead states (for func) */
-#define NCOVMAX 8 /* Maximum number of covariates */
-#define MAXN 20000
-#define YEARM 12. /* Number of months per year */
-#define AGESUP 130
-#define AGEBASE 40
-
-
-int nvar;
-
-int npar=NPARMAX;
-int nlstate=2; /* Number of live states */
-int ndeath=1; /* Number of dead states */
-int ncov;     /* Total number of covariables including constant a12*1 +b12*x ncov=2 */
-
-int *wav; /* Number of waves for this individuual 0 is possible */
-int maxwav; /* Maxim number of waves */
-int mle, weightopt;
-int **mw; /* mw[mi][i] is number of the mi wave for this individual */
-int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
-double **oldm, **newm, **savm; /* Working pointers to matrices */
-double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
-FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest;
-FILE *ficgp, *fichtm;
-
-#define NR_END 1
-#define FREE_ARG char*
-#define FTOL 1.0e-10
-
-#define NRANSI 
-#define ITMAX 200 
-
-#define TOL 2.0e-4 
-
-#define CGOLD 0.3819660 
-#define ZEPS 1.0e-10 
-#define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
-
-#define GOLD 1.618034 
-#define GLIMIT 100.0 
-#define TINY 1.0e-20 
-
-static double maxarg1,maxarg2;
-#define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
-#define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
- 
-#define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
-#define rint(a) floor(a+0.5)
-
-static double sqrarg;
-#define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
-#define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
-
-int imx; 
-int stepm;
-/* Stepm, step in month: minimum step interpolation*/
-
-int m,nb;
-int *num, firstpass=0, lastpass=2,*cod;
-double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
-double **pmmij;
-
-double *weight;
-int **s; /* Status */
-double *agedc, **covar, idx;
-
-
-double ftol=FTOL; /* Tolerance for computing Max Likelihood */
-double ftolhess; /* Tolerance for computing hessian */
-
-
-/******************************************/
-
-void replace(char *s, char*t)
-{
-  int i;
-  int lg=20;
-  i=0;
-  lg=strlen(t);
-  for(i=0; i<= lg; i++) {
-    (s[i] = t[i]);
-    if (t[i]== '\\') s[i]='/';
-  }
-}
-void cut(char *u,char *v, char*t)
-{
-  int i,lg,j,p;
-  i=0;
-  for(j=0; j<=strlen(t); j++) {
-    if(t[j]=='\\') p=j;
-  }
-
-  lg=strlen(t);
-  for(j=0; j<p; j++) {
-    (u[j] = t[j]);
-    u[p]='\0';
-  }
-
-  for(j=0; j<= lg; j++) {
-    if (j>=(p+1))(v[j-p-1] = t[j]);
-  }
-}
-
-/********************** nrerror ********************/
-
-void nrerror(char error_text[])
-{
-  fprintf(stderr,"ERREUR ...\n");
-  fprintf(stderr,"%s\n",error_text);
-  exit(1);
-}
-/*********************** vector *******************/
-double *vector(int nl, int nh)
-{
-  double *v;
-  v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
-  if (!v) nrerror("allocation failure in vector");
-  return v-nl+NR_END;
-}
-
-/************************ free vector ******************/
-void free_vector(double*v, int nl, int nh)
-{
-  free((FREE_ARG)(v+nl-NR_END));
-}
-
-/************************ivector *******************************/
-int *ivector(long nl,long nh)
-{
-  int *v;
-  v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
-  if (!v) nrerror("allocation failure in ivector");
-  return v-nl+NR_END;
-}
-
-/******************free ivector **************************/
-void free_ivector(int *v, long nl, long nh)
-{
-  free((FREE_ARG)(v+nl-NR_END));
-}
-
-/******************* imatrix *******************************/
-int **imatrix(long nrl, long nrh, long ncl, long nch) 
-     /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
-{ 
-  long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
-  int **m; 
-  
-  /* allocate pointers to rows */ 
-  m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
-  if (!m) nrerror("allocation failure 1 in matrix()"); 
-  m += NR_END; 
-  m -= nrl; 
-  
-  
-  /* allocate rows and set pointers to them */ 
-  m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
-  if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
-  m[nrl] += NR_END; 
-  m[nrl] -= ncl; 
-  
-  for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
-  
-  /* return pointer to array of pointers to rows */ 
-  return m; 
-} 
-
-/****************** free_imatrix *************************/
-void free_imatrix(m,nrl,nrh,ncl,nch)
-      int **m;
-      long nch,ncl,nrh,nrl; 
-     /* free an int matrix allocated by imatrix() */ 
-{ 
-  free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
-  free((FREE_ARG) (m+nrl-NR_END)); 
-} 
-
-/******************* matrix *******************************/
-double **matrix(long nrl, long nrh, long ncl, long nch)
-{
-  long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
-  double **m;
-
-  m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
-  if (!m) nrerror("allocation failure 1 in matrix()");
-  m += NR_END;
-  m -= nrl;
-
-  m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
-  if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
-  m[nrl] += NR_END;
-  m[nrl] -= ncl;
-
-  for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
-  return m;
-}
-
-/*************************free matrix ************************/
-void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
-{
-  free((FREE_ARG)(m[nrl]+ncl-NR_END));
-  free((FREE_ARG)(m+nrl-NR_END));
-}
-
-/******************* ma3x *******************************/
-double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
-{
-  long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
-  double ***m;
-
-  m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
-  if (!m) nrerror("allocation failure 1 in matrix()");
-  m += NR_END;
-  m -= nrl;
-
-  m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
-  if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
-  m[nrl] += NR_END;
-  m[nrl] -= ncl;
-
-  for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
-
-  m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
-  if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
-  m[nrl][ncl] += NR_END;
-  m[nrl][ncl] -= nll;
-  for (j=ncl+1; j<=nch; j++) 
-    m[nrl][j]=m[nrl][j-1]+nlay;
-  
-  for (i=nrl+1; i<=nrh; i++) {
-    m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
-    for (j=ncl+1; j<=nch; j++) 
-      m[i][j]=m[i][j-1]+nlay;
-  }
-  return m;
-}
-
-/*************************free ma3x ************************/
-void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
-{
-  free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
-  free((FREE_ARG)(m[nrl]+ncl-NR_END));
-  free((FREE_ARG)(m+nrl-NR_END));
-}
-
-/***************** f1dim *************************/
-extern int ncom; 
-extern double *pcom,*xicom;
-extern double (*nrfunc)(double []); 
- 
-double f1dim(double x) 
-{ 
-  int j; 
-  double f;
-  double *xt; 
- 
-  xt=vector(1,ncom); 
-  for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
-  f=(*nrfunc)(xt); 
-  free_vector(xt,1,ncom); 
-  return f; 
-} 
-
-/*****************brent *************************/
-double brent(double ax, double bx, double cx, double (*f)(double), double tol, 	double *xmin) 
-{ 
-  int iter; 
-  double a,b,d,etemp;
-  double fu,fv,fw,fx;
-  double ftemp;
-  double p,q,r,tol1,tol2,u,v,w,x,xm; 
-  double e=0.0; 
- 
-  a=(ax < cx ? ax : cx); 
-  b=(ax > cx ? ax : cx); 
-  x=w=v=bx; 
-  fw=fv=fx=(*f)(x); 
-  for (iter=1;iter<=ITMAX;iter++) { 
-    xm=0.5*(a+b); 
-    tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
-    /*		if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
-    printf(".");fflush(stdout);
-#ifdef DEBUG
-    printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
-    /*		if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
-#endif
-    if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
-      *xmin=x; 
-      return fx; 
-    } 
-    ftemp=fu;
-    if (fabs(e) > tol1) { 
-      r=(x-w)*(fx-fv); 
-      q=(x-v)*(fx-fw); 
-      p=(x-v)*q-(x-w)*r; 
-      q=2.0*(q-r); 
-      if (q > 0.0) p = -p; 
-      q=fabs(q); 
-      etemp=e; 
-      e=d; 
-      if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
-	d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
-      else { 
-	d=p/q; 
-	u=x+d; 
-	if (u-a < tol2 || b-u < tol2) 
-	  d=SIGN(tol1,xm-x); 
-      } 
-    } else { 
-      d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
-    } 
-    u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
-    fu=(*f)(u); 
-    if (fu <= fx) { 
-      if (u >= x) a=x; else b=x; 
-      SHFT(v,w,x,u) 
-	SHFT(fv,fw,fx,fu) 
-	} else { 
-	  if (u < x) a=u; else b=u; 
-	  if (fu <= fw || w == x) { 
-	    v=w; 
-	    w=u; 
-	    fv=fw; 
-	    fw=fu; 
-	  } else if (fu <= fv || v == x || v == w) { 
-	    v=u; 
-	    fv=fu; 
-	  } 
-	} 
-  } 
-  nrerror("Too many iterations in brent"); 
-  *xmin=x; 
-  return fx; 
-} 
-
-/****************** mnbrak ***********************/
-
-void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
-	    double (*func)(double)) 
-{ 
-  double ulim,u,r,q, dum;
-  double fu; 
- 
-  *fa=(*func)(*ax); 
-  *fb=(*func)(*bx); 
-  if (*fb > *fa) { 
-    SHFT(dum,*ax,*bx,dum) 
-      SHFT(dum,*fb,*fa,dum) 
-      } 
-  *cx=(*bx)+GOLD*(*bx-*ax); 
-  *fc=(*func)(*cx); 
-  while (*fb > *fc) { 
-    r=(*bx-*ax)*(*fb-*fc); 
-    q=(*bx-*cx)*(*fb-*fa); 
-    u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
-      (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
-    ulim=(*bx)+GLIMIT*(*cx-*bx); 
-    if ((*bx-u)*(u-*cx) > 0.0) { 
-      fu=(*func)(u); 
-    } else if ((*cx-u)*(u-ulim) > 0.0) { 
-      fu=(*func)(u); 
-      if (fu < *fc) { 
-	SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
-	  SHFT(*fb,*fc,fu,(*func)(u)) 
-	  } 
-    } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
-      u=ulim; 
-      fu=(*func)(u); 
-    } else { 
-      u=(*cx)+GOLD*(*cx-*bx); 
-      fu=(*func)(u); 
-    } 
-    SHFT(*ax,*bx,*cx,u) 
-      SHFT(*fa,*fb,*fc,fu) 
-      } 
-} 
-
-/*************** linmin ************************/
-
-int ncom; 
-double *pcom,*xicom;
-double (*nrfunc)(double []); 
- 
-void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
-{ 
-  double brent(double ax, double bx, double cx, 
-	       double (*f)(double), double tol, double *xmin); 
-  double f1dim(double x); 
-  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
-	      double *fc, double (*func)(double)); 
-  int j; 
-  double xx,xmin,bx,ax; 
-  double fx,fb,fa;
- 
-  ncom=n; 
-  pcom=vector(1,n); 
-  xicom=vector(1,n); 
-  nrfunc=func; 
-  for (j=1;j<=n;j++) { 
-    pcom[j]=p[j]; 
-    xicom[j]=xi[j]; 
-  } 
-  ax=0.0; 
-  xx=1.0; 
-  mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
-  *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
-#ifdef DEBUG
-  printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
-#endif
-  for (j=1;j<=n;j++) { 
-    xi[j] *= xmin; 
-    p[j] += xi[j]; 
-  } 
-  free_vector(xicom,1,n); 
-  free_vector(pcom,1,n); 
-} 
-
-/*************** powell ************************/
-void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
-	    double (*func)(double [])) 
-
-{ 
-
-
-  void linmin(double p[], double xi[], int n, double *fret, 
-	      double (*func)(double [])); 
-  int i,ibig,j; 
-  double del,t,*pt,*ptt,*xit;
-  double fp,fptt;
-  double *xits;
-  pt=vector(1,n); 
-  ptt=vector(1,n); 
-  xit=vector(1,n); 
-  xits=vector(1,n); 
-  *fret=(*func)(p); 
-  for (j=1;j<=n;j++) pt[j]=p[j]; 
-  for (*iter=1;;++(*iter)) { 
-    fp=(*fret); 
-    ibig=0; 
-    del=0.0; 
-    printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
-    for (i=1;i<=n;i++) 
-      printf(" %d %.12f",i, p[i]);
-    printf("\n");
-    for (i=1;i<=n;i++) { 
-      for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
-      fptt=(*fret); 
-#ifdef DEBUG
-      printf("fret=%lf \n",*fret);
-#endif
-      printf("%d",i);fflush(stdout);
-      linmin(p,xit,n,fret,func); 
-      if (fabs(fptt-(*fret)) > del) { 
-	del=fabs(fptt-(*fret)); 
-	ibig=i; 
-      } 
-#ifdef DEBUG
-      printf("%d %.12e",i,(*fret));
-      for (j=1;j<=n;j++) {
-	xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
-	printf(" x(%d)=%.12e",j,xit[j]);
-      }
-      for(j=1;j<=n;j++) 
-	printf(" p=%.12e",p[j]);
-      printf("\n");
-#endif
-    } 
-    if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
-#ifdef DEBUG
-      int k[2],l;
-      k[0]=1;
-      k[1]=-1;
-      printf("Max: %.12e",(*func)(p));
-      for (j=1;j<=n;j++) 
-	printf(" %.12e",p[j]);
-      printf("\n");
-      for(l=0;l<=1;l++) {
-	for (j=1;j<=n;j++) {
-	  ptt[j]=p[j]+(p[j]-pt[j])*k[l];
-	  printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
-	}
-	printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
-      }
-#endif
-
-
-      free_vector(xit,1,n); 
-      free_vector(xits,1,n); 
-      free_vector(ptt,1,n); 
-      free_vector(pt,1,n); 
-      return; 
-    } 
-    if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
-    for (j=1;j<=n;j++) { 
-      ptt[j]=2.0*p[j]-pt[j]; 
-      xit[j]=p[j]-pt[j]; 
-      pt[j]=p[j]; 
-    } 
-    fptt=(*func)(ptt); 
-    if (fptt < fp) { 
-      t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
-      if (t < 0.0) { 
-	linmin(p,xit,n,fret,func); 
-	for (j=1;j<=n;j++) { 
-	  xi[j][ibig]=xi[j][n]; 
-	  xi[j][n]=xit[j]; 
-	}
-#ifdef DEBUG
-	printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
-	for(j=1;j<=n;j++)
-	  printf(" %.12e",xit[j]);
-	printf("\n");
-#endif
-      } 
-    } 
-  } 
-} 
-
-/**** Prevalence limit ****************/
-
-double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl)
-{
-  /* Computes the prevalence limit in each live state at age x by left multiplying the unit
-     matrix by transitions matrix until convergence is reached */
-
-  int i, ii,j,k;
-  double min, max, maxmin, maxmax,sumnew=0.;
-  double **matprod2();
-  double **out, cov[NCOVMAX], **pmij();
-  double **newm;
-  double agefin, delaymax=50 ; /* Max number of years to converge */
-
-  for (ii=1;ii<=nlstate+ndeath;ii++)
-    for (j=1;j<=nlstate+ndeath;j++){
-      oldm[ii][j]=(ii==j ? 1.0 : 0.0);
-    }
-  /* Even if hstepm = 1, at least one multiplication by the unit matrix */
-  for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
-    newm=savm;
-    /* Covariates have to be included here again */
-    cov[1]=1.;
-    cov[2]=agefin;
-    out=matprod2(newm, pmij(pmmij,cov,ncov,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
-/*    printf("age=%f agefin=%f po=%f pn=%f\n",age,agefin,oldm[1][1],newm[1][1]);*/
-    
-    savm=oldm;
-    oldm=newm;
-    maxmax=0.;
-    for(j=1;j<=nlstate;j++){
-      min=1.;
-      max=0.;
-      for(i=1; i<=nlstate; i++) {
-	sumnew=0;
-	for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
-	prlim[i][j]= newm[i][j]/(1-sumnew);
-	max=FMAX(max,prlim[i][j]);
-	min=FMIN(min,prlim[i][j]);
-      }
-      maxmin=max-min;
-      maxmax=FMAX(maxmax,maxmin);
-    }
-    if(maxmax < ftolpl){
-      return prlim;
-    }
-  }
-}
-
-/*************** transition probabilities **********/ 
-
-double **pmij(double **ps, double *cov, int ncov, double *x, int nlstate )
-{
-  double s1, s2;
-  /*double t34;*/
-  int i,j,j1, nc, ii, jj;
-
-    for(i=1; i<= nlstate; i++){
-    for(j=1; j<i;j++){
-      for (nc=1, s2=0.;nc <=ncov; nc++){
-	/*s2 += param[i][j][nc]*cov[nc];*/
-	s2 += x[(i-1)*nlstate*ncov+(j-1)*ncov+nc+(i-1)*(ndeath-1)*ncov]*cov[nc];
-	/*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/
-      }
-      ps[i][j]=s2;
-      /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
-    }
-    for(j=i+1; j<=nlstate+ndeath;j++){
-      for (nc=1, s2=0.;nc <=ncov; nc++){
-	s2 += x[(i-1)*nlstate*ncov+(j-2)*ncov+nc+(i-1)*(ndeath-1)*ncov]*cov[nc];
-	/*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
-      }
-      ps[i][j]=s2;
-    }
-  }
-  for(i=1; i<= nlstate; i++){
-     s1=0;
-    for(j=1; j<i; j++)
-      s1+=exp(ps[i][j]);
-    for(j=i+1; j<=nlstate+ndeath; j++)
-      s1+=exp(ps[i][j]);
-    ps[i][i]=1./(s1+1.);
-    for(j=1; j<i; j++)
-      ps[i][j]= exp(ps[i][j])*ps[i][i];
-    for(j=i+1; j<=nlstate+ndeath; j++)
-      ps[i][j]= exp(ps[i][j])*ps[i][i];
-    /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
-  } /* end i */
-
-  for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
-    for(jj=1; jj<= nlstate+ndeath; jj++){
-      ps[ii][jj]=0;
-      ps[ii][ii]=1;
-    }
-  }
-
-  /*   for(ii=1; ii<= nlstate+ndeath; ii++){
-    for(jj=1; jj<= nlstate+ndeath; jj++){
-     printf("%lf ",ps[ii][jj]);
-   }
-    printf("\n ");
-    }
-    printf("\n ");printf("%lf ",cov[2]);*/
-/*
-  for(i=1; i<= npar; i++) printf("%f ",x[i]);
-  goto end;*/
-    return ps;
-}
-
-/**************** Product of 2 matrices ******************/
-
-double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
-{
-  /* Computes the matric product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
-     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;
-  for(i=nrl; i<= nrh; 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];
-
-  return out;
-}
-
-
-/************* Higher Matrix Product ***************/
-
-double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm )
-{
-  /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month 
-     duration (i.e. until
-     age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices. 
-     Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
-     (typically every 2 years instead of every month which is too big).
-     Model is determined by parameters x and covariates have to be 
-     included manually here. 
-
-     */
-
-  int i, j, d, h;
-  double **out, cov[NCOVMAX];
-  double **newm;
-
-  /* Hstepm could be zero and should return the unit matrix */
-  for (i=1;i<=nlstate+ndeath;i++)
-    for (j=1;j<=nlstate+ndeath;j++){
-      oldm[i][j]=(i==j ? 1.0 : 0.0);
-      po[i][j][0]=(i==j ? 1.0 : 0.0);
-    }
-  /* Even if hstepm = 1, at least one multiplication by the unit matrix */
-  for(h=1; h <=nhstepm; h++){
-    for(d=1; d <=hstepm; d++){
-      newm=savm;
-      /* Covariates have to be included here again */
-      cov[1]=1.;
-      cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
-      /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
-      out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
-		   pmij(pmmij,cov,ncov,x,nlstate));
-      savm=oldm;
-      oldm=newm;
-    }
-    for(i=1; i<=nlstate+ndeath; i++)
-      for(j=1;j<=nlstate+ndeath;j++) {
-	po[i][j][h]=newm[i][j];
-	/*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
-	 */
-      }
-  } /* end h */
-  return po;
-}
-
-
-/*************** log-likelihood *************/
-double func( double *x)
-{
-  int i, ii, j, k, mi, d;
-  double l, ll[NLSTATEMAX], cov[NCOVMAX];
-  double **out;
-  double sw; /* Sum of weights */
-  double lli; /* Individual log likelihood */
-  long ipmx;
-  /*extern weight */
-  /* We are differentiating ll according to initial status */
-  /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
-  /*for(i=1;i<imx;i++) 
-printf(" %d\n",s[4][i]);
-  */
-
-  for(k=1; k<=nlstate; k++) ll[k]=0.;
-  for (i=1,ipmx=0, sw=0.; i<=imx; i++){
-       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++){
-	newm=savm;
-	  cov[1]=1.;
-	  cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
-	    out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
-		       1,nlstate+ndeath,pmij(pmmij,cov,ncov,x,nlstate));
-	  savm=oldm;
-	  oldm=newm;
-
-
-      } /* 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]]);*/
-      ipmx +=1;
-      sw += weight[i];
-      ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
-    } /* end of wave */
-  } /* end of individual */
-
-  for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
-  /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
-  l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
-  return -l;
-}
-
-
-/*********** Maximum Likelihood Estimation ***************/
-
-void mlikeli(FILE *ficres,double p[], int npar, int ncov, int nlstate, double ftol, double (*func)(double []))
-{
-  int i,j, iter;
-  double **xi,*delti;
-  double fret;
-  xi=matrix(1,npar,1,npar);
-  for (i=1;i<=npar;i++)
-    for (j=1;j<=npar;j++)
-      xi[i][j]=(i==j ? 1.0 : 0.0);
-  printf("Powell\n");
-  powell(p,xi,npar,ftol,&iter,&fret,func);
-
-   printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
-  fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));
-
-}
-
-/**** 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;
-  double **hess;
-  int i, j,jk;
-  int *indx;
-
-  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[]) ;
-  void ludcmp(double **a, int npar, int *indx, double *d) ;
-
-
-  hess=matrix(1,npar,1,npar);
-
-  printf("\nCalculation of the hessian matrix. Wait...\n");
-  for (i=1;i<=npar;i++){
-    printf("%d",i);fflush(stdout);
-    hess[i][i]=hessii(p,ftolhess,i,delti);
-    /*printf(" %f ",p[i]);*/
-  }
-
-  for (i=1;i<=npar;i++) {
-    for (j=1;j<=npar;j++)  {
-      if (j>i) { 
-	printf(".%d%d",i,j);fflush(stdout);
-	hess[i][j]=hessij(p,delti,i,j);
-	hess[j][i]=hess[i][j];
-      }
-    }
-  }
-  printf("\n");
-
-  printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
-  
-  a=matrix(1,npar,1,npar);
-  y=matrix(1,npar,1,npar);
-  x=vector(1,npar);
-  indx=ivector(1,npar);
-  for (i=1;i<=npar;i++)
-    for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
-  ludcmp(a,npar,indx,&pd);
-
-  for (j=1;j<=npar;j++) {
-    for (i=1;i<=npar;i++) x[i]=0;
-    x[j]=1;
-    lubksb(a,npar,indx,x);
-    for (i=1;i<=npar;i++){ 
-      matcov[i][j]=x[i];
-    }
-  }
-
-  printf("\n#Hessian matrix#\n");
-  for (i=1;i<=npar;i++) { 
-    for (j=1;j<=npar;j++) { 
-      printf("%.3e ",hess[i][j]);
-    }
-    printf("\n");
-  }
-
-  /* Recompute Inverse */
-  for (i=1;i<=npar;i++)
-    for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
-  ludcmp(a,npar,indx,&pd);
-
-  /*  printf("\n#Hessian matrix recomputed#\n");
-
-  for (j=1;j<=npar;j++) {
-    for (i=1;i<=npar;i++) x[i]=0;
-    x[j]=1;
-    lubksb(a,npar,indx,x);
-    for (i=1;i<=npar;i++){ 
-      y[i][j]=x[i];
-      printf("%.3e ",y[i][j]);
-    }
-    printf("\n");
-  }
-  */
-
-  free_matrix(a,1,npar,1,npar);
-  free_matrix(y,1,npar,1,npar);
-  free_vector(x,1,npar);
-  free_ivector(indx,1,npar);
-  free_matrix(hess,1,npar,1,npar);
-
-
-}
-
-/*************** hessian matrix ****************/
-double hessii( double x[], double delta, int theta, double delti[])
-{
-  int i;
-  int l=1, lmax=20;
-  double k1,k2;
-  double p2[NPARMAX+1];
-  double res;
-  double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
-  double fx;
-  int k=0,kmax=10;
-  double l1;
-
-  fx=func(x);
-  for (i=1;i<=npar;i++) p2[i]=x[i];
-  for(l=0 ; l <=lmax; l++){
-    l1=pow(10,l);
-    delts=delt;
-    for(k=1 ; k <kmax; k=k+1){
-      delt = delta*(l1*k);
-      p2[theta]=x[theta] +delt;
-      k1=func(p2)-fx;
-      p2[theta]=x[theta]-delt;
-      k2=func(p2)-fx;
-      /*res= (k1-2.0*fx+k2)/delt/delt; */
-      res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
-      
-#ifdef DEBUG
-      printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);
-#endif
-      /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
-      if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
-	k=kmax;
-      }
-      else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
-	k=kmax; l=lmax*10.;
-      }
-      else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
-	delts=delt;
-      }
-    }
-  }
-  delti[theta]=delts;
-  return res;
-  
-}
-
-double hessij( double x[], double delti[], int thetai,int thetaj)
-{
-  int i;
-  int l=1, l1, lmax=20;
-  double k1,k2,k3,k4,res,fx;
-  double p2[NPARMAX+1];
-  int k;
-
-  fx=func(x);
-  for (k=1; k<=2; k++) {
-    for (i=1;i<=npar;i++) p2[i]=x[i];
-    p2[thetai]=x[thetai]+delti[thetai]/k;
-    p2[thetaj]=x[thetaj]+delti[thetaj]/k;
-    k1=func(p2)-fx;
-  
-    p2[thetai]=x[thetai]+delti[thetai]/k;
-    p2[thetaj]=x[thetaj]-delti[thetaj]/k;
-    k2=func(p2)-fx;
-  
-    p2[thetai]=x[thetai]-delti[thetai]/k;
-    p2[thetaj]=x[thetaj]+delti[thetaj]/k;
-    k3=func(p2)-fx;
-  
-    p2[thetai]=x[thetai]-delti[thetai]/k;
-    p2[thetaj]=x[thetaj]-delti[thetaj]/k;
-    k4=func(p2)-fx;
-    res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
-#ifdef DEBUG
-    printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);
-#endif
-  }
-  return res;
-}
-
-/************** Inverse of matrix **************/
-void ludcmp(double **a, int n, int *indx, double *d) 
-{ 
-  int i,imax,j,k; 
-  double big,dum,sum,temp; 
-  double *vv; 
- 
-  vv=vector(1,n); 
-  *d=1.0; 
-  for (i=1;i<=n;i++) { 
-    big=0.0; 
-    for (j=1;j<=n;j++) 
-      if ((temp=fabs(a[i][j])) > big) big=temp; 
-    if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
-    vv[i]=1.0/big; 
-  } 
-  for (j=1;j<=n;j++) { 
-    for (i=1;i<j;i++) { 
-      sum=a[i][j]; 
-      for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
-      a[i][j]=sum; 
-    } 
-    big=0.0; 
-    for (i=j;i<=n;i++) { 
-      sum=a[i][j]; 
-      for (k=1;k<j;k++) 
-	sum -= a[i][k]*a[k][j]; 
-      a[i][j]=sum; 
-      if ( (dum=vv[i]*fabs(sum)) >= big) { 
-	big=dum; 
-	imax=i; 
-      } 
-    } 
-    if (j != imax) { 
-      for (k=1;k<=n;k++) { 
-	dum=a[imax][k]; 
-	a[imax][k]=a[j][k]; 
-	a[j][k]=dum; 
-      } 
-      *d = -(*d); 
-      vv[imax]=vv[j]; 
-    } 
-    indx[j]=imax; 
-    if (a[j][j] == 0.0) a[j][j]=TINY; 
-    if (j != n) { 
-      dum=1.0/(a[j][j]); 
-      for (i=j+1;i<=n;i++) a[i][j] *= dum; 
-    } 
-  } 
-  free_vector(vv,1,n);  /* Doesn't work */
-;
-} 
-
-void lubksb(double **a, int n, int *indx, double b[]) 
-{ 
-  int i,ii=0,ip,j; 
-  double sum; 
- 
-  for (i=1;i<=n;i++) { 
-    ip=indx[i]; 
-    sum=b[ip]; 
-    b[ip]=b[i]; 
-    if (ii) 
-      for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
-    else if (sum) ii=i; 
-    b[i]=sum; 
-  } 
-  for (i=n;i>=1;i--) { 
-    sum=b[i]; 
-    for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
-    b[i]=sum/a[i][i]; 
-  } 
-} 
-
-/************ Frequencies ********************/
-void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx)
-{  /* Some frequencies */
- 
-  int i, m, jk;
-  double ***freq; /* Frequencies */
-  double *pp;
-  double pos;
-  FILE *ficresp;
-  char fileresp[FILENAMELENGTH];
-
-  pp=vector(1,nlstate);
-
-  strcpy(fileresp,"p");
-  strcat(fileresp,fileres);
-  if((ficresp=fopen(fileresp,"w"))==NULL) {
-    printf("Problem with prevalence resultfile: %s\n", fileresp);
-    exit(0);
-  }
-
-  freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);
-  for (i=-1; i<=nlstate+ndeath; i++)  
-    for (jk=-1; jk<=nlstate+ndeath; jk++)  
-      for(m=agemin; m <= agemax+3; m++)
-	freq[i][jk][m]=0;
-
-  for (i=1; i<=imx; i++)  {
-    for(m=firstpass; m<= lastpass-1; m++){
-      if(agev[m][i]==0) agev[m][i]=agemax+1;
-      if(agev[m][i]==1) agev[m][i]=agemax+2;
-       freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
-       freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];
-    }
-  }
-
-  fprintf(ficresp, "#");
-  for(i=1; i<=nlstate;i++) 
-    fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
-fprintf(ficresp, "\n");
-
-  for(i=(int)agemin; i <= (int)agemax+3; i++){
-    if(i==(int)agemax+3)
-      printf("Total");
-    else
-      printf("Age %d", i);
-    for(jk=1; jk <=nlstate ; jk++){
-      for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
-	pp[jk] += freq[jk][m][i];
-    }
-    for(jk=1; jk <=nlstate ; jk++){
-      for(m=-1, pos=0; m <=0 ; m++)
-	pos += freq[jk][m][i];
-      if(pp[jk]>=1.e-10)
-	printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
-      else
-        printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
-    }
-    for(jk=1; jk <=nlstate ; jk++){
-      for(m=1, pp[jk]=0; m <=nlstate+ndeath; m++)
-	pp[jk] += freq[jk][m][i];
-    }
-    for(jk=1,pos=0; jk <=nlstate ; jk++)
-      pos += pp[jk];
-    for(jk=1; jk <=nlstate ; jk++){
-      if(pos>=1.e-5)
-	printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
-      else
-	printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
-      if( i <= (int) agemax){
-	if(pos>=1.e-5)
-	  fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);
-      else
-	  fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);
-      }
-    }
-    for(jk=-1; jk <=nlstate+ndeath; jk++)
-      for(m=-1; m <=nlstate+ndeath; m++)
-	if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
-    if(i <= (int) agemax)
-      fprintf(ficresp,"\n");
-    printf("\n");
-  }
-
-  fclose(ficresp);
-  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);
-  free_vector(pp,1,nlstate);
-
-}  /* End of Freq */
-
-/************* Waves Concatenation ***************/
-
-void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)
-{
-  /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
-     Death is a valid wave (if date is known).
-     mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
-     dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]
-     and mw[mi+1][i]. dh depends on stepm.
-     */
-
-  int i, mi, m;
-  int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
-float sum=0.;
-
-  for(i=1; i<=imx; i++){
-    mi=0;
-    m=firstpass;
-    while(s[m][i] <= nlstate){
-      if(s[m][i]>=1)
-	mw[++mi][i]=m;
-      if(m >=lastpass)
-	break;
-      else
-	m++;
-    }/* end while */
-    if (s[m][i] > nlstate){
-      mi++;	/* Death is another wave */
-      /* if(mi==0)  never been interviewed correctly before death */
-	 /* Only death is a correct wave */
-      mw[mi][i]=m;
-    }
-
-    wav[i]=mi;
-    if(mi==0)
-      printf("Warning, no any valid information for:%d line=%d\n",num[i],i);
-  }
-
-  for(i=1; i<=imx; i++){
-    for(mi=1; mi<wav[i];mi++){
-      if (stepm <=0)
-	dh[mi][i]=1;
-      else{
-	if (s[mw[mi+1][i]][i] > nlstate) {
-	  j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
-	  if(j=0) j=1;  /* Survives at least one month after exam */
-	}
-	else{
-	  j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
-	  k=k+1;
-	  if (j >= jmax) jmax=j;
-	  else if (j <= jmin)jmin=j;
-	  sum=sum+j;
-	}
-	jk= j/stepm;
-	jl= j -jk*stepm;
-	ju= j -(jk+1)*stepm;
-	if(jl <= -ju)
-	  dh[mi][i]=jk;
-	else
-	  dh[mi][i]=jk+1;
-	if(dh[mi][i]==0)
-	  dh[mi][i]=1; /* At least one step */
-      }
-    }
-  }
-  printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,sum/k);
-}
-
-/*********** Health Expectancies ****************/
-
-void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm)
-{
-  /* Health expectancies */
-  int i, j, nhstepm, hstepm, h;
-  double age, agelim,hf;
-  double ***p3mat;
-
-  FILE  *ficreseij;
-  char filerese[FILENAMELENGTH];
-
-  strcpy(filerese,"e");
-  strcat(filerese,fileres);
-  if((ficreseij=fopen(filerese,"w"))==NULL) {
-    printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
-  }
-  printf("Computing Health Expectancies: result on file '%s' \n", filerese);
-
-  fprintf(ficreseij,"# Health expectancies\n");
-  fprintf(ficreseij,"# Age");
-  for(i=1; i<=nlstate;i++)
-    for(j=1; j<=nlstate;j++)
-      fprintf(ficreseij," %1d-%1d",i,j);
-  fprintf(ficreseij,"\n");
-
-  hstepm=1*YEARM; /*  Every j years of age (in month) */
-  hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
-
-  agelim=AGESUP;
-  for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
-    /* nhstepm age range expressed in number of stepm */
-    nhstepm=(int) rint((agelim-age)*YEARM/stepm); 
-    /* Typically if 20 years = 20*12/6=40 stepm */ 
-    if (stepm >= YEARM) hstepm=1;
-    nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */
-    p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
-    /* Computed by stepm unit matrices, product of hstepm matrices, stored
-       in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
-    hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm);  
-
-
-    for(i=1; i<=nlstate;i++)
-      for(j=1; j<=nlstate;j++)
-	for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){
-	  eij[i][j][(int)age] +=p3mat[i][j][h];
-	}
-    
-    hf=1;
-    if (stepm >= YEARM) hf=stepm/YEARM;
-    fprintf(ficreseij,"%.0f",age );
-    for(i=1; i<=nlstate;i++)
-      for(j=1; j<=nlstate;j++){
-	fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);
-      }
-    fprintf(ficreseij,"\n");
-    free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
-  }
-  fclose(ficreseij);
-}
-
-/************ Variance ******************/
-void varevsij(char fileres[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl)
-{
-  /* Variance of health expectancies */
-  /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
-  double **newm;
-  double **dnewm,**doldm;
-  int i, j, nhstepm, hstepm, h;
-  int k;
-  FILE  *ficresvij;
-  char fileresv[FILENAMELENGTH];
-  double *xp;
-  double **gp, **gm;
-  double ***gradg, ***trgradg;
-  double ***p3mat;
-  double age,agelim;
-  int theta;
-
-  strcpy(fileresv,"v");
-  strcat(fileresv,fileres);
-  if((ficresvij=fopen(fileresv,"w"))==NULL) {
-    printf("Problem with variance resultfile: %s\n", fileresv);exit(0);
-  }
-  printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
-
-
-  fprintf(ficresvij,"# Covariances of life expectancies\n");
-  fprintf(ficresvij,"# Age");
-  for(i=1; i<=nlstate;i++)
-    for(j=1; j<=nlstate;j++)
-      fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
-  fprintf(ficresvij,"\n");
-
-  xp=vector(1,npar);
-  dnewm=matrix(1,nlstate,1,npar);
-  doldm=matrix(1,nlstate,1,nlstate);
-  
-  hstepm=1*YEARM; /* Every year of age */
-  hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
-  agelim = AGESUP;
-  for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
-    nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
-    if (stepm >= YEARM) hstepm=1;
-    nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
-    p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
-    gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
-    gp=matrix(0,nhstepm,1,nlstate);
-    gm=matrix(0,nhstepm,1,nlstate);
-
-    for(theta=1; theta <=npar; theta++){
-      for(i=1; i<=npar; i++){ /* Computes gradient */
-	xp[i] = x[i] + (i==theta ?delti[theta]:0);
-      }
-      hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm);  
-      prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl);
-      for(j=1; j<= nlstate; j++){
-	for(h=0; h<=nhstepm; h++){
-	  for(i=1, gp[h][j]=0.;i<=nlstate;i++)
-	    gp[h][j] += prlim[i][i]*p3mat[i][j][h];
-	}
-      }
-    
-      for(i=1; i<=npar; i++) /* Computes gradient */
-	xp[i] = x[i] - (i==theta ?delti[theta]:0);
-      hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm);  
-      prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl);
-      for(j=1; j<= nlstate; j++){
-	for(h=0; h<=nhstepm; h++){
-	  for(i=1, gm[h][j]=0.;i<=nlstate;i++)
-	    gm[h][j] += prlim[i][i]*p3mat[i][j][h];
-	}
-      }
-      for(j=1; j<= nlstate; j++)
-	for(h=0; h<=nhstepm; h++){
-	  gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
-	}
-    } /* End theta */
-
-    trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);
-
-    for(h=0; h<=nhstepm; h++)
-      for(j=1; j<=nlstate;j++)
-	for(theta=1; theta <=npar; theta++)
-	  trgradg[h][j][theta]=gradg[h][theta][j];
-
-    for(i=1;i<=nlstate;i++)
-      for(j=1;j<=nlstate;j++)
-	vareij[i][j][(int)age] =0.;
-    for(h=0;h<=nhstepm;h++){
-      for(k=0;k<=nhstepm;k++){
-	matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
-	matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
-	for(i=1;i<=nlstate;i++)
-	  for(j=1;j<=nlstate;j++)
-	    vareij[i][j][(int)age] += doldm[i][j];
-      }
-    }
-    h=1;
-    if (stepm >= YEARM) h=stepm/YEARM;
-    fprintf(ficresvij,"%.0f ",age );
-    for(i=1; i<=nlstate;i++)
-      for(j=1; j<=nlstate;j++){
-	fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);
-      }
-    fprintf(ficresvij,"\n");
-    free_matrix(gp,0,nhstepm,1,nlstate);
-    free_matrix(gm,0,nhstepm,1,nlstate);
-    free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
-    free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
-    free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
-  } /* End age */
-  fclose(ficresvij);
-  free_vector(xp,1,npar);
-  free_matrix(doldm,1,nlstate,1,npar);
-  free_matrix(dnewm,1,nlstate,1,nlstate);
-
-}
-
-/************ Variance of prevlim ******************/
-void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl)
-{
-  /* Variance of health expectancies */
-  /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
-  double **newm;
-  double **dnewm,**doldm;
-  int i, j, nhstepm, hstepm;
-  int k;
-  FILE  *ficresvpl;
-  char fileresvpl[FILENAMELENGTH];
-  double *xp;
-  double *gp, *gm;
-  double **gradg, **trgradg;
-  double age,agelim;
-  int theta;
-
-  strcpy(fileresvpl,"vpl");
-  strcat(fileresvpl,fileres);
-  if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
-    printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);
-    exit(0);
-  }
-  printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);
-
-
-  fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");
-  fprintf(ficresvpl,"# Age");
-  for(i=1; i<=nlstate;i++)
-      fprintf(ficresvpl," %1d-%1d",i,i);
-  fprintf(ficresvpl,"\n");
-
-  xp=vector(1,npar);
-  dnewm=matrix(1,nlstate,1,npar);
-  doldm=matrix(1,nlstate,1,nlstate);
-  
-  hstepm=1*YEARM; /* Every year of age */
-  hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
-  agelim = AGESUP;
-  for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
-    nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
-    if (stepm >= YEARM) hstepm=1;
-    nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
-    gradg=matrix(1,npar,1,nlstate);
-    gp=vector(1,nlstate);
-    gm=vector(1,nlstate);
-
-    for(theta=1; theta <=npar; theta++){
-      for(i=1; i<=npar; i++){ /* Computes gradient */
-	xp[i] = x[i] + (i==theta ?delti[theta]:0);
-      }
-      prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl);
-      for(i=1;i<=nlstate;i++)
-	gp[i] = prlim[i][i];
-    
-      for(i=1; i<=npar; i++) /* Computes gradient */
-	xp[i] = x[i] - (i==theta ?delti[theta]:0);
-      prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl);
-      for(i=1;i<=nlstate;i++)
-	gm[i] = prlim[i][i];
-
-      for(i=1;i<=nlstate;i++)
-	gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
-    } /* End theta */
-
-    trgradg =matrix(1,nlstate,1,npar);
-
-    for(j=1; j<=nlstate;j++)
-      for(theta=1; theta <=npar; theta++)
-	trgradg[j][theta]=gradg[theta][j];
-
-    for(i=1;i<=nlstate;i++)
-      varpl[i][(int)age] =0.;
-    matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
-    matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
-    for(i=1;i<=nlstate;i++)
-      varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
-
-    fprintf(ficresvpl,"%.0f ",age );
-    for(i=1; i<=nlstate;i++)
-      fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
-    fprintf(ficresvpl,"\n");
-    free_vector(gp,1,nlstate);
-    free_vector(gm,1,nlstate);
-    free_matrix(gradg,1,npar,1,nlstate);
-    free_matrix(trgradg,1,nlstate,1,npar);
-  } /* End age */
-  fclose(ficresvpl);
-  free_vector(xp,1,npar);
-  free_matrix(doldm,1,nlstate,1,npar);
-  free_matrix(dnewm,1,nlstate,1,nlstate);
-
-}
-
-
-
-/***********************************************/
-/**************** Main Program *****************/
-/***********************************************/
-
-/*int main(int argc, char *argv[])*/
-int main()
-{
-
-  int i,j, k, n=MAXN,iter,m,size;
-  double agedeb, agefin,hf;
-  double agemin=1.e20, agemax=-1.e20;
-
-  double fret;
-  double **xi,tmp,delta;
-
-  double dum; /* Dummy variable */
-  double ***p3mat;
-  int *indx;
-  char line[MAXLINE], linepar[MAXLINE];
-  char title[MAXLINE];
-  char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
-  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH];
-  char filerest[FILENAMELENGTH];
-  char fileregp[FILENAMELENGTH];
-  char path[80],pathc[80],pathcd[80],pathtot[80];
-  int firstobs=1, lastobs=10;
-  int sdeb, sfin; /* Status at beginning and end */
-  int c,  h , cpt,l;
-  int ju,jl, mi;
-  int i1,j1, k1,jk,aa,bb, stepsize;
-  int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;
-  
-  int hstepm, nhstepm;
-  double bage, fage, age, agelim, agebase;
-  double ftolpl=FTOL;
-  double **prlim;
-  double *severity;
-  double ***param; /* Matrix of parameters */
-  double  *p;
-  double **matcov; /* Matrix of covariance */
-  double ***delti3; /* Scale */
-  double *delti; /* Scale */
-  double ***eij, ***vareij;
-  double **varpl; /* Variances of prevalence limits by age */
-  double *epj, vepp;
-  char version[80]="Imach version 0.64, May 2000, INED-EUROREVES ";
-  char *alph[]={"a","a","b","c","d","e"}, str[4];
-  char z[1]="c";
-#include <sys/time.h>
-#include <time.h>
-
-  /* long total_usecs;
-  struct timeval start_time, end_time;
-  
-  gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
-
-
-  printf("\nIMACH, Version 0.64");
-  printf("\nEnter the parameter file name: ");
-#define windows 1
-#ifdef windows
-  scanf("%s",pathtot);
-  getcwd(pathcd, size);
-  cut(path,optionfile,pathtot);
-  chdir(path);
-  replace(pathc,path);
-#endif
-#ifdef unix
-  scanf("%s",optionfile);
-#endif
-
-/*-------- arguments in the command line --------*/
-
-  strcpy(fileres,"r");
-  strcat(fileres, optionfile);
-
-  /*---------arguments file --------*/
-
-  if((ficpar=fopen(optionfile,"r"))==NULL)    {
-    printf("Problem with optionfile %s\n",optionfile);
-    goto end;
-  }
-
-  strcpy(filereso,"o");
-  strcat(filereso,fileres);
-  if((ficparo=fopen(filereso,"w"))==NULL) {
-    printf("Problem with Output resultfile: %s\n", filereso);goto end;
-  }
-
-/*--------- index.htm --------*/
-
-  if((fichtm=fopen("index.htm","w"))==NULL)    {
-    printf("Problem with index.htm \n");goto end;
-  }
-
- fprintf(fichtm,"<body><ul><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<br> <br>");
- 
-for(cpt=1; cpt<nlstate;cpt++)
-   fprintf(fichtm,"- Prevalence of disability: p%s1.gif<br>
-<img src=\"p%s1.gif\"><br>",strtok(optionfile, "."),strtok(optionfile, "."),cpt);
- for(cpt=1; cpt<=nlstate;cpt++)
-     fprintf(fichtm,"- Observed and stationary  prevalence (with confident
-interval) in state (%d): v%s%d.gif <br>
-<img src=\"v%s%d.gif\"><br>",cpt,strtok(optionfile, "."),cpt,strtok(optionfile, "."),cpt);
- 
- for(cpt=1; cpt<=nlstate;cpt++)
-     fprintf(fichtm,"- Health life expectancies by age and initial health state (%d): exp%s%d.gif <br>
-<img src=\"ex%s%d.gif\"><br>",cpt,strtok(optionfile, "."),cpt,strtok(optionfile, "."),cpt);
-   
- fprintf(fichtm,"- Total life expectancy by age and
-        health expectancies in states (1) and (2): e%s.gif<br>
-	<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){
-    ungetc(c,ficpar);
-    fgets(line, MAXLINE, ficpar);
-    puts(line);
-    fputs(line,ficparo);
-  }
-  ungetc(c,ficpar);
-
-  fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncov, &nlstate,&ndeath, &maxwav, &mle, &weightopt);
-  printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate,ndeath, maxwav, mle, weightopt);
-  fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncov,nlstate,ndeath,maxwav, mle, weightopt);
-  
-  nvar=ncov-1; /* Suppressing age as a basic covariate */
-  
-  /* Read guess parameters */
-  /* Reads comments: lines beginning with '#' */
-  while((c=getc(ficpar))=='#' && c!= EOF){
-    ungetc(c,ficpar);
-    fgets(line, MAXLINE, ficpar);
-    puts(line);
-    fputs(line,ficparo);
-  }
-  ungetc(c,ficpar);
-  
-  param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncov);
-    for(i=1; i <=nlstate; i++)
-    for(j=1; j <=nlstate+ndeath-1; j++){
-      fscanf(ficpar,"%1d%1d",&i1,&j1);
-      fprintf(ficparo,"%1d%1d",i1,j1);
-      printf("%1d%1d",i,j);
-      for(k=1; k<=ncov;k++){
-	fscanf(ficpar," %lf",&param[i][j][k]);
-	printf(" %lf",param[i][j][k]);
-	fprintf(ficparo," %lf",param[i][j][k]);
-      }
-      fscanf(ficpar,"\n");
-      printf("\n");
-      fprintf(ficparo,"\n");
-    }
-  
-  npar= (nlstate+ndeath-1)*nlstate*ncov;
-  p=param[1][1];
-  
-  /* Reads comments: lines beginning with '#' */
-  while((c=getc(ficpar))=='#' && c!= EOF){
-    ungetc(c,ficpar);
-    fgets(line, MAXLINE, ficpar);
-    puts(line);
-    fputs(line,ficparo);
-  }
-  ungetc(c,ficpar);
-
-  delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncov);
-  delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */
-  for(i=1; i <=nlstate; i++){
-    for(j=1; j <=nlstate+ndeath-1; j++){
-      fscanf(ficpar,"%1d%1d",&i1,&j1);
-      printf("%1d%1d",i,j);
-      fprintf(ficparo,"%1d%1d",i1,j1);
-      for(k=1; k<=ncov;k++){
-	fscanf(ficpar,"%le",&delti3[i][j][k]);
-	printf(" %le",delti3[i][j][k]);
-	fprintf(ficparo," %le",delti3[i][j][k]);
-      }
-      fscanf(ficpar,"\n");
-      printf("\n");
-      fprintf(ficparo,"\n");
-    }
-  }
-  delti=delti3[1][1];
-  
-  /* Reads comments: lines beginning with '#' */
-  while((c=getc(ficpar))=='#' && c!= EOF){
-    ungetc(c,ficpar);
-    fgets(line, MAXLINE, ficpar);
-    puts(line);
-    fputs(line,ficparo);
-  }
-  ungetc(c,ficpar);
-  
-  matcov=matrix(1,npar,1,npar);
-  for(i=1; i <=npar; i++){
-    fscanf(ficpar,"%s",&str);
-    printf("%s",str);
-    fprintf(ficparo,"%s",str);
-    for(j=1; j <=i; j++){
-      fscanf(ficpar," %le",&matcov[i][j]);
-      printf(" %.5le",matcov[i][j]);
-      fprintf(ficparo," %.5le",matcov[i][j]);
-    }
-    fscanf(ficpar,"\n");
-    printf("\n");
-    fprintf(ficparo,"\n");
-  }
-  for(i=1; i <=npar; i++)
-    for(j=i+1;j<=npar;j++)
-      matcov[i][j]=matcov[j][i];
-   
-  printf("\n");
-  
-  
-  if(mle==1){
-    /*-------- data file ----------*/
-    if((ficres =fopen(fileres,"w"))==NULL) {
-      printf("Problem with resultfile: %s\n", fileres);goto end;
-    }
-    fprintf(ficres,"#%s\n",version);
-    
-    if((fic=fopen(datafile,"r"))==NULL)    {
-      printf("Problem with datafile: %s\n", datafile);goto end;
-    }
-    
-    n= lastobs;
-    severity = vector(1,maxwav);
-    outcome=imatrix(1,maxwav+1,1,n);
-    num=ivector(1,n);
-    moisnais=vector(1,n);
-    annais=vector(1,n);
-    moisdc=vector(1,n);
-    andc=vector(1,n);
-    agedc=vector(1,n);
-    cod=ivector(1,n);
-    weight=vector(1,n);
-    for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
-    mint=matrix(1,maxwav,1,n);
-    anint=matrix(1,maxwav,1,n);
-    covar=matrix(1,NCOVMAX,1,n);
-    s=imatrix(1,maxwav+1,1,n);
-    adl=imatrix(1,maxwav+1,1,n);    
-    tab=ivector(1,NCOVMAX);
-    i=1; 
-    while (fgets(line, MAXLINE, fic) != NULL)    {
-      if ((i >= firstobs) && (i <lastobs)) {
-sscanf(line,"%d %lf %lf %lf %lf/%lf %lf/%lf %lf/%lf %d %lf/%lf %d %lf/%lf %d %lf/%lf %d", &num[i], &covar[1][i], &covar[2][i],&weight[i],&moisnais[i],&annais[i],&moisdc[i],&andc[i], &mint[1][i], &anint[1][i], &s[1][i], &mint[2][i],&anint[2][i], &s[2][i],&mint[3][i],&anint[3][i], &s[3][i],&mint[4][i],&anint[4][i], &s[4][i]);
-	i=i+1;
-      }
-    } 
-  imx=i-1; /* Number of individuals */
-
-    fclose(fic);
-
-    if (weightopt != 1) { /* Maximisation without weights*/
-      for(i=1;i<=n;i++) weight[i]=1.0;
-    }
-    /*-calculation of age at interview from date of interview and age at death -*/
-    agev=matrix(1,maxwav,1,imx);
-    
-    for (i=1; i<=imx; i++)  {
-      agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
-      for(m=1; (m<= maxwav); m++){
-	if(s[m][i] >0){
-	  if (s[m][i] == nlstate+1) {
-	    if(agedc[i]>0)
-	      agev[m][i]=agedc[i];
-	    else{
-	      printf("Warning negative age at death: %d line:%d\n",num[i],i);
-	      agev[m][i]=-1;
-	    }
-	  }
-	  else if(s[m][i] !=9){ /* Should no more exist */
-	    agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
-	    if(mint[m][i]==99 || anint[m][i]==9999)
-	      agev[m][i]=1;
-	    else if(agev[m][i] <agemin){ 
-	      agemin=agev[m][i];
-	      /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
-	    }
-	    else if(agev[m][i] >agemax){
-	      agemax=agev[m][i];
-	     /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
-	    }
-	    /*agev[m][i]=anint[m][i]-annais[i];*/
-	    /*	 agev[m][i] = age[i]+2*m;*/
-	  }
-	  else { /* =9 */
-	    agev[m][i]=1;
-	    s[m][i]=-1;
-	  }
-	}
-	else /*= 0 Unknown */
-	  agev[m][i]=1;
-      }
-    
-    }
-    for (i=1; i<=imx; i++)  {
-      for(m=1; (m<= maxwav); m++){
-	if (s[m][i] > (nlstate+ndeath)) {
-	  printf("Error: Wrong value in nlstate or ndeath\n");	
-	  goto end;
-	}
-      }
-    }
-
-printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
-
-    free_vector(severity,1,maxwav);
-    free_imatrix(outcome,1,maxwav+1,1,n);
-    free_vector(moisnais,1,n);
-    free_vector(annais,1,n);
-    free_matrix(mint,1,maxwav,1,n);
-    free_matrix(anint,1,maxwav,1,n);
-    free_vector(moisdc,1,n);
-    free_vector(andc,1,n);
-
-   
-    wav=ivector(1,imx);
-    dh=imatrix(1,lastpass-firstpass+1,1,imx);
-    mw=imatrix(1,lastpass-firstpass+1,1,imx);
-   
-    /* Concatenates waves */
-      concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);
-    
-   /* Calculates basic frequencies. Computes observed prevalence at single age
-       and prints on file fileres'p'. */
-      freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx); 
-
-    pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
-    oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
-    newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
-    savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
-    oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
-    
-    /* For Powell, parameters are in a vector p[] starting at p[1]
-       so we point p on param[1][1] so that p[1] maps on param[1][1][1] */
-    p=param[1][1]; /* *(*(*(param +1)+1)+0) */
-    
-    mlikeli(ficres,p, npar, ncov, nlstate, ftol, func);
-
-    
-    /*--------- results files --------------*/
-    fprintf(ficres,"\ntitle=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate, ndeath, maxwav, mle,weightopt);
-    
-   jk=1;
-   fprintf(ficres,"# Parameters\n");
-   printf("# Parameters\n");
-   for(i=1,jk=1; i <=nlstate; i++){
-     for(k=1; k <=(nlstate+ndeath); k++){
-       if (k != i) 
-	 {
-	   printf("%d%d ",i,k);
-	   fprintf(ficres,"%1d%1d ",i,k);
-	   for(j=1; j <=ncov; j++){
-	     printf("%f ",p[jk]);
-	     fprintf(ficres,"%f ",p[jk]);
-	     jk++; 
-	   }
-	   printf("\n");
-	   fprintf(ficres,"\n");
-	 }
-     }
-   }
-
-    /* Computing hessian and covariance matrix */
-    ftolhess=ftol; /* Usually correct */
-    hesscov(matcov, p, npar, delti, ftolhess, func);
-    fprintf(ficres,"# Scales\n");
-    printf("# Scales\n");
-     for(i=1,jk=1; i <=nlstate; i++){
-      for(j=1; j <=nlstate+ndeath; j++){
-	if (j!=i) {
-	  fprintf(ficres,"%1d%1d",i,j);
-	  printf("%1d%1d",i,j);
-	  for(k=1; k<=ncov;k++){
-	    printf(" %.5e",delti[jk]);
-	    fprintf(ficres," %.5e",delti[jk]);
-	    jk++;
-	  }
-	  printf("\n");
-	  fprintf(ficres,"\n");
-	}
-      }
-      }
-    
-    k=1;
-    fprintf(ficres,"# Covariance\n");
-    printf("# Covariance\n");
-    for(i=1;i<=npar;i++){
-      /*  if (k>nlstate) k=1;
-      i1=(i-1)/(ncov*nlstate)+1; 
-      fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);
-      printf("%s%d%d",alph[k],i1,tab[i]);*/
-      fprintf(ficres,"%3d",i);
-      printf("%3d",i);
-      for(j=1; j<=i;j++){
-	fprintf(ficres," %.5e",matcov[i][j]);
-	printf(" %.5e",matcov[i][j]);
-      }
-      fprintf(ficres,"\n");
-      printf("\n");
-      k++;
-    }
-    
-    while((c=getc(ficpar))=='#' && c!= EOF){
-      ungetc(c,ficpar);
-      fgets(line, MAXLINE, ficpar);
-      puts(line);
-      fputs(line,ficparo);
-    }
-    ungetc(c,ficpar);
-  
-    fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);
-    
-    if (fage <= 2) {
-      bage = agemin;
-      fage = agemax;
-    }
-
-    fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
-    fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);
-/*------------ gnuplot -------------*/
-chdir(pathcd);
-  if((ficgp=fopen("graph.gp","w"))==NULL) {
-    printf("Problem with file graph.gp");goto end;
-  }
-#ifdef windows
-  fprintf(ficgp,"cd \"%s\" \n",pathc);
-#endif
-   /* 1eme*/
-
-  for (cpt=1; cpt<= nlstate ; cpt ++) {
-#ifdef windows
-    fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"vpl%s\" u 1:%d \"\%%lf",agemin,fage,fileres,cpt*2);
-#endif
-#ifdef unix
-fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:%d \"\%%lf",agemin,fage,fileres,cpt*2);
-#endif
-    for (i=1; i<= nlstate ; i ++) fprintf(ficgp," \%%lf (\%%lf)");
-    fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" u 1:($%d+2*$%d) \"\%%lf",fileres,2*cpt,cpt*2+1);
-    for (i=1; i<= nlstate ; i ++) fprintf(ficgp," \%%lf (\%%lf)");
-  fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" u 1:($%d-2*$%d) \"\%%lf",fileres,2*cpt,2*cpt+1); 
-     for (i=1; i<= nlstate ; i ++) fprintf(ficgp," \%%lf (\%%lf)"); 
-     fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" u 1:($%d) t\"Observed prevalence \" w l 2",fileres,2+4*(cpt-1));
-#ifdef unix
-fprintf(ficgp,"\nset ter gif small size 400,300");
-#endif
-fprintf(ficgp,"\nset out \"v%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt);
- 
-  }
-  /*2 eme*/
- 
-  fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);
-  for (i=1; i<= nlstate+1 ; i ++) {
-k=2*i;
-    fprintf(ficgp,"\"t%s\" u 1:%d \"\%%lf \%%lf (\%%lf) \%%lf (\%%lf)",fileres,k);
-    for (j=1; j< nlstate ; j ++) fprintf(ficgp," \%%lf (\%%lf)");
-    if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
-    else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);
-    fprintf(ficgp,"\"t%s\" u 1:($%d-2*$%d) \"\%%lf \%%lf (\%%lf) \%%lf (\%%lf)",fileres,k,k+1);
-    for (j=1; j< nlstate ; j ++) fprintf(ficgp," \%%lf (\%%lf)");
-    fprintf(ficgp,"\" t\"\" w l 0,");
-fprintf(ficgp,"\"t%s\" u 1:($%d+2*$%d) \"\%%lf \%%lf (\%%lf) \%%lf (\%%lf)",fileres,k,k+1);
-    for (j=1; j< nlstate ; j ++) fprintf(ficgp," \%%lf (\%%lf)");
-    if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
-else fprintf(ficgp,"\" t\"\" w l 0,");
-  } 
-  fprintf(ficgp,"\nset out \"e%s.gif\" \nreplot\n\n",strtok(optionfile, "."));
-
-  /*3eme*/
-for (cpt=1; cpt<= nlstate ; cpt ++) {
-  k=2+nlstate*(cpt-1);
-    fprintf(ficgp,"set ter gif small size 400,300\nplot [%.f:%.f] \"e%s\" u 1:%d t \"e%d1\" w l",agemin,fage,fileres,k,cpt);
-for (i=1; i< nlstate ; i ++) {
-fprintf(ficgp,",\"e%s\" u 1:%d t \"e%d%d\" w l",fileres,k+1,cpt,i+1);
-} 
-fprintf(ficgp,"\nset out \"ex%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt);
-}
- 
-/* CV preval stat */
-for (cpt=1; cpt<nlstate ; cpt ++) {
-    k=3;
-    fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"pij%s\" u 2:($%d/($%d",agemin,agemax,fileres,k+cpt,k);
-    for (i=1; i< nlstate ; i ++)
-      fprintf(ficgp,"+$%d",k+i);
-    fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
-    
- l=3+(nlstate+ndeath)*cpt;
-   fprintf(ficgp,",\"pij%s\" u 2:($%d/($%d",fileres,l+cpt,l);
- 
-   for (i=1; i< nlstate ; i ++) {
-   l=3+(nlstate+ndeath)*cpt;
-    fprintf(ficgp,"+$%d",l+i);
-   }
-  fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);
-  
-  
-  fprintf(ficgp,"set out \"p%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt);
-  } 
-
-
-  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);
-
-  /*--------------- 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 */
-  
-  agebase=agemin;
-  agelim=agemax;
-  ftolpl=1.e-10;
-  for (age=agebase; age<=agelim; age++){
-    prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl);
-    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 */ 
-  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);  
-    fprintf(ficrespij,"# Age");
-    for(i=1; i<=nlstate;i++)
-      for(j=1; j<=nlstate+ndeath;j++)
-	fprintf(ficrespij," %1d-%1d",i,j);
-    fprintf(ficrespij,"\n");
-    for (h=0; h<=nhstepm; h++){
-      fprintf(ficrespij,"%.0f %.0f",agedeb, agedeb+ h*hstepm/YEARM*stepm );
-      for(i=1; i<=nlstate;i++)
-	for(j=1; j<=nlstate+ndeath;j++)
-	  fprintf(ficrespij," %.5f", p3mat[i][j][h]);
-      fprintf(ficrespij,"\n");
-    }
-    free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
-    fprintf(ficrespij,"\n");
-  }
-  fclose(ficrespij);
-
-  /*---------- Health expectancies and variances ------------*/
-  
-  eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
-  oldm=oldms;savm=savms;
-  evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm);
-  
-  vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
-  oldm=oldms;savm=savms;
-  varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl);
-
-  strcpy(filerest,"t");
-  strcat(filerest,fileres);
-  if((ficrest=fopen(filerest,"w"))==NULL) {
-    printf("Problem with total LE resultfile: %s\n", filerest);goto end;
-  }
-  printf("Computing Total LEs with variances: file '%s' \n", filerest);
-  fprintf(ficrest,"#Total LEs with variances: e.. (std) ");
-  for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);
-  fprintf(ficrest,"\n");
-
-  hf=1;
-  if (stepm >= YEARM) hf=stepm/YEARM;
-  epj=vector(1,nlstate+1);
-  for(age=bage; age <=fage ;age++){
-    prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl);
-    fprintf(ficrest," %.0f",age);
-    for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){
-      for(i=1, epj[j]=0.;i <=nlstate;i++) {
-	epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];
-      }
-      epj[nlstate+1] +=epj[j];
-    }
-    for(i=1, vepp=0.;i <=nlstate;i++)
-      for(j=1;j <=nlstate;j++)
-	vepp += vareij[i][j][(int)age];
-    fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));
-    for(j=1;j <=nlstate;j++){
-      fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));
-    }
-    fprintf(ficrest,"\n");
-  }
-  fclose(ficrest);
-  fclose(ficpar);
-  free_vector(epj,1,nlstate+1);
-
-  /*------- Variance limit prevalence------*/   
-
-  varpl=matrix(1,nlstate,(int) bage, (int) fage);
-  oldm=oldms;savm=savms;
-  varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl);
-  
-  
-  free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
-  
-  free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);
-  free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
-  
-  
-  free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);
-  free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);
-  free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);
-  free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);
-  
-  free_matrix(matcov,1,npar,1,npar);
-  free_vector(delti,1,npar);
-  
-  free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncov);
-
-  printf("End of Imach\n");
-  /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
-  
-  /* printf("Total time was %d Sec. %d uSec.\n", end_time.tv_sec -start_time.tv_sec, end_time.tv_usec -start_time.tv_usec);*/
-  /*printf("Total time was %d uSec.\n", total_usecs);*/
-  /*------ End -----------*/
-
- end:
-#ifdef windows
- chdir(pathcd);
-#endif 
- system("gnuplot graph.gp");
-
-#ifdef windows
-  while (z[0] != 'q') {
-    chdir(pathcd); 
-    printf("\nType e to edit output files, c to start again, and q for exiting: ");
-    scanf("%s",z);
-    if (z[0] == 'c') system("./imach");
-    else if (z[0] == 'e') {
-      chdir(path);
-      system("index.htm");
-    }
-    else if (z[0] == 'q') exit(0);
-  }
-#endif 
-}
-
+    
+/*********************** Imach **************************************        
+  This program computes Healthy Life Expectancies from cross-longitudinal 
+  data. Cross-longitudinal consist in a first survey ("cross") where 
+  individuals from different ages are interviewed on their health status
+  or degree of  disability. At least a second wave of interviews 
+  ("longitudinal") should  measure each new individual health status. 
+  Health expectancies are computed from the transistions observed between 
+  waves and are computed for each degree of severity of disability (number
+  of life states). More degrees you consider, more time is necessary to
+  reach the Maximum Likelihood of the parameters involved in the model.
+  The simplest model is the multinomial logistic model where pij is
+  the probabibility to be observed in state j at the second wave conditional
+  to be observed in state i at the first wave. Therefore the model is:
+  log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex' 
+  is a covariate. If you want to have a more complex model than "constant and
+  age", you should modify the program where the markup 
+    *Covariates have to be included here again* invites you to do it.
+  More covariates you add, less is the speed of the convergence.
+
+  The advantage that this computer programme claims, comes from that if the 
+  delay between waves is not identical for each individual, or if some 
+  individual missed an interview, the information is not rounded or lost, but
+  taken into account using an interpolation or extrapolation.
+  hPijx is the probability to be
+  observed in state i at age x+h conditional to the observed state i at age 
+  x. The delay 'h' can be split into an exact number (nh*stepm) of 
+  unobserved intermediate  states. This elementary transition (by month or 
+  quarter trimester, semester or year) is model as a multinomial logistic. 
+  The hPx matrix is simply the matrix product of nh*stepm elementary matrices
+  and the contribution of each individual to the likelihood is simply hPijx.
+
+  Also this programme outputs the covariance matrix of the parameters but also
+  of the life expectancies. It also computes the prevalence limits. 
+  
+  Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
+           Institut national d'études démographiques, Paris.
+  This software have been partly granted by Euro-REVES, a concerted action
+  from the European Union.
+  It is copyrighted identically to a GNU software product, ie programme and
+  software can be distributed freely for non commercial use. Latest version
+  can be accessed at http://euroreves.ined.fr/imach .
+  **********************************************************************/
+ 
+#include <math.h>
+#include <stdio.h>
+#include <stdlib.h>
+#include <unistd.h>
+
+#define MAXLINE 256
+#define FILENAMELENGTH 80
+/*#define DEBUG*/
+#define windows
+
+#define MAXPARM 30 /* Maximum number of parameters for the optimization */
+#define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
+
+#define NINTERVMAX 8
+#define NLSTATEMAX 8 /* Maximum number of live states (for func) */
+#define NDEATHMAX 8 /* Maximum number of dead states (for func) */
+#define NCOVMAX 8 /* Maximum number of covariates */
+#define MAXN 80000
+#define YEARM 12. /* Number of months per year */
+#define AGESUP 130
+#define AGEBASE 40
+
+
+int nvar;
+static int cptcov;
+int cptcovn;
+int npar=NPARMAX;
+int nlstate=2; /* Number of live states */
+int ndeath=1; /* Number of dead states */
+int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
+
+int *wav; /* Number of waves for this individuual 0 is possible */
+int maxwav; /* Maxim number of waves */
+int mle, weightopt;
+int **mw; /* mw[mi][i] is number of the mi wave for this individual */
+int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
+double **oldm, **newm, **savm; /* Working pointers to matrices */
+double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
+FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest;
+FILE *ficgp, *fichtm;
+FILE *ficreseij;
+  char filerese[FILENAMELENGTH];
+ FILE  *ficresvij;
+  char fileresv[FILENAMELENGTH];
+ FILE  *ficresvpl;
+  char fileresvpl[FILENAMELENGTH];
+
+
+
+
+#define NR_END 1
+#define FREE_ARG char*
+#define FTOL 1.0e-10
+
+#define NRANSI 
+#define ITMAX 200 
+
+#define TOL 2.0e-4 
+
+#define CGOLD 0.3819660 
+#define ZEPS 1.0e-10 
+#define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
+
+#define GOLD 1.618034 
+#define GLIMIT 100.0 
+#define TINY 1.0e-20 
+
+static double maxarg1,maxarg2;
+#define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
+#define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
+ 
+#define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
+#define rint(a) floor(a+0.5)
+
+static double sqrarg;
+#define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
+#define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
+
+int imx; 
+int stepm;
+/* Stepm, step in month: minimum step interpolation*/
+
+int m,nb;
+int *num, firstpass=0, lastpass=4,*cod, *ncodemax;
+double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
+double **pmmij;
+
+double *weight;
+int **s; /* Status */
+double *agedc, **covar, idx;
+int **nbcode, *Tcode, *Tvar, **codtab;
+
+double ftol=FTOL; /* Tolerance for computing Max Likelihood */
+double ftolhess; /* Tolerance for computing hessian */
+
+
+/******************************************/
+
+void replace(char *s, char*t)
+{
+  int i;
+  int lg=20;
+  i=0;
+  lg=strlen(t);
+  for(i=0; i<= lg; i++) {
+    (s[i] = t[i]);
+    if (t[i]== '\\') s[i]='/';
+  }
+}
+
+int nbocc(char *s, char occ)
+{
+  int i,j=0;
+  int lg=20;
+  i=0;
+  lg=strlen(s);
+  for(i=0; i<= lg; i++) {
+  if  (s[i] == occ ) j++;
+  }
+  return j;
+}
+
+void cutv(char *u,char *v, char*t, char occ)
+{
+  int i,lg,j,p;
+  i=0;
+  if (t[0]== occ) p=0;
+  for(j=0; j<=strlen(t)-1; j++) {
+    if((t[j]!= occ) && (t[j+1]==occ)) p=j+1;
+  }
+
+  lg=strlen(t);
+  for(j=0; j<p; j++) {
+    (u[j] = t[j]);
+    u[p]='\0';
+  }
+
+   for(j=0; j<= lg; j++) {
+    if (j>=(p+1))(v[j-p-1] = t[j]);
+  }
+}
+
+
+/********************** nrerror ********************/
+
+void nrerror(char error_text[])
+{
+  fprintf(stderr,"ERREUR ...\n");
+  fprintf(stderr,"%s\n",error_text);
+  exit(1);
+}
+/*********************** vector *******************/
+double *vector(int nl, int nh)
+{
+  double *v;
+  v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
+  if (!v) nrerror("allocation failure in vector");
+  return v-nl+NR_END;
+}
+
+/************************ free vector ******************/
+void free_vector(double*v, int nl, int nh)
+{
+  free((FREE_ARG)(v+nl-NR_END));
+}
+
+/************************ivector *******************************/
+int *ivector(long nl,long nh)
+{
+  int *v;
+  v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
+  if (!v) nrerror("allocation failure in ivector");
+  return v-nl+NR_END;
+}
+
+/******************free ivector **************************/
+void free_ivector(int *v, long nl, long nh)
+{
+  free((FREE_ARG)(v+nl-NR_END));
+}
+
+/******************* imatrix *******************************/
+int **imatrix(long nrl, long nrh, long ncl, long nch) 
+     /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
+{ 
+  long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
+  int **m; 
+  
+  /* allocate pointers to rows */ 
+  m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
+  if (!m) nrerror("allocation failure 1 in matrix()"); 
+  m += NR_END; 
+  m -= nrl; 
+  
+  
+  /* allocate rows and set pointers to them */ 
+  m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
+  if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
+  m[nrl] += NR_END; 
+  m[nrl] -= ncl; 
+  
+  for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
+  
+  /* return pointer to array of pointers to rows */ 
+  return m; 
+} 
+
+/****************** free_imatrix *************************/
+void free_imatrix(m,nrl,nrh,ncl,nch)
+      int **m;
+      long nch,ncl,nrh,nrl; 
+     /* free an int matrix allocated by imatrix() */ 
+{ 
+  free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
+  free((FREE_ARG) (m+nrl-NR_END)); 
+} 
+
+/******************* matrix *******************************/
+double **matrix(long nrl, long nrh, long ncl, long nch)
+{
+  long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
+  double **m;
+
+  m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
+  if (!m) nrerror("allocation failure 1 in matrix()");
+  m += NR_END;
+  m -= nrl;
+
+  m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
+  if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
+  m[nrl] += NR_END;
+  m[nrl] -= ncl;
+
+  for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
+  return m;
+}
+
+/*************************free matrix ************************/
+void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
+{
+  free((FREE_ARG)(m[nrl]+ncl-NR_END));
+  free((FREE_ARG)(m+nrl-NR_END));
+}
+
+/******************* ma3x *******************************/
+double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
+{
+  long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
+  double ***m;
+
+  m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
+  if (!m) nrerror("allocation failure 1 in matrix()");
+  m += NR_END;
+  m -= nrl;
+
+  m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
+  if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
+  m[nrl] += NR_END;
+  m[nrl] -= ncl;
+
+  for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
+
+  m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
+  if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
+  m[nrl][ncl] += NR_END;
+  m[nrl][ncl] -= nll;
+  for (j=ncl+1; j<=nch; j++) 
+    m[nrl][j]=m[nrl][j-1]+nlay;
+  
+  for (i=nrl+1; i<=nrh; i++) {
+    m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
+    for (j=ncl+1; j<=nch; j++) 
+      m[i][j]=m[i][j-1]+nlay;
+  }
+  return m;
+}
+
+/*************************free ma3x ************************/
+void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
+{
+  free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
+  free((FREE_ARG)(m[nrl]+ncl-NR_END));
+  free((FREE_ARG)(m+nrl-NR_END));
+}
+
+/***************** f1dim *************************/
+extern int ncom; 
+extern double *pcom,*xicom;
+extern double (*nrfunc)(double []); 
+ 
+double f1dim(double x) 
+{ 
+  int j; 
+  double f;
+  double *xt; 
+ 
+  xt=vector(1,ncom); 
+  for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
+  f=(*nrfunc)(xt); 
+  free_vector(xt,1,ncom); 
+  return f; 
+} 
+
+/*****************brent *************************/
+double brent(double ax, double bx, double cx, double (*f)(double), double tol, 	double *xmin) 
+{ 
+  int iter; 
+  double a,b,d,etemp;
+  double fu,fv,fw,fx;
+  double ftemp;
+  double p,q,r,tol1,tol2,u,v,w,x,xm; 
+  double e=0.0; 
+ 
+  a=(ax < cx ? ax : cx); 
+  b=(ax > cx ? ax : cx); 
+  x=w=v=bx; 
+  fw=fv=fx=(*f)(x); 
+  for (iter=1;iter<=ITMAX;iter++) { 
+    xm=0.5*(a+b); 
+    tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
+    /*		if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
+    printf(".");fflush(stdout);
+#ifdef DEBUG
+    printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
+    /*		if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
+#endif
+    if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
+      *xmin=x; 
+      return fx; 
+    } 
+    ftemp=fu;
+    if (fabs(e) > tol1) { 
+      r=(x-w)*(fx-fv); 
+      q=(x-v)*(fx-fw); 
+      p=(x-v)*q-(x-w)*r; 
+      q=2.0*(q-r); 
+      if (q > 0.0) p = -p; 
+      q=fabs(q); 
+      etemp=e; 
+      e=d; 
+      if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
+	d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
+      else { 
+	d=p/q; 
+	u=x+d; 
+	if (u-a < tol2 || b-u < tol2) 
+	  d=SIGN(tol1,xm-x); 
+      } 
+    } else { 
+      d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
+    } 
+    u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
+    fu=(*f)(u); 
+    if (fu <= fx) { 
+      if (u >= x) a=x; else b=x; 
+      SHFT(v,w,x,u) 
+	SHFT(fv,fw,fx,fu) 
+	} else { 
+	  if (u < x) a=u; else b=u; 
+	  if (fu <= fw || w == x) { 
+	    v=w; 
+	    w=u; 
+	    fv=fw; 
+	    fw=fu; 
+	  } else if (fu <= fv || v == x || v == w) { 
+	    v=u; 
+	    fv=fu; 
+	  } 
+	} 
+  } 
+  nrerror("Too many iterations in brent"); 
+  *xmin=x; 
+  return fx; 
+} 
+
+/****************** mnbrak ***********************/
+
+void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
+	    double (*func)(double)) 
+{ 
+  double ulim,u,r,q, dum;
+  double fu; 
+ 
+  *fa=(*func)(*ax); 
+  *fb=(*func)(*bx); 
+  if (*fb > *fa) { 
+    SHFT(dum,*ax,*bx,dum) 
+      SHFT(dum,*fb,*fa,dum) 
+      } 
+  *cx=(*bx)+GOLD*(*bx-*ax); 
+  *fc=(*func)(*cx); 
+  while (*fb > *fc) { 
+    r=(*bx-*ax)*(*fb-*fc); 
+    q=(*bx-*cx)*(*fb-*fa); 
+    u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
+      (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
+    ulim=(*bx)+GLIMIT*(*cx-*bx); 
+    if ((*bx-u)*(u-*cx) > 0.0) { 
+      fu=(*func)(u); 
+    } else if ((*cx-u)*(u-ulim) > 0.0) { 
+      fu=(*func)(u); 
+      if (fu < *fc) { 
+	SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
+	  SHFT(*fb,*fc,fu,(*func)(u)) 
+	  } 
+    } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
+      u=ulim; 
+      fu=(*func)(u); 
+    } else { 
+      u=(*cx)+GOLD*(*cx-*bx); 
+      fu=(*func)(u); 
+    } 
+    SHFT(*ax,*bx,*cx,u) 
+      SHFT(*fa,*fb,*fc,fu) 
+      } 
+} 
+
+/*************** linmin ************************/
+
+int ncom; 
+double *pcom,*xicom;
+double (*nrfunc)(double []); 
+ 
+void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
+{ 
+  double brent(double ax, double bx, double cx, 
+	       double (*f)(double), double tol, double *xmin); 
+  double f1dim(double x); 
+  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
+	      double *fc, double (*func)(double)); 
+  int j; 
+  double xx,xmin,bx,ax; 
+  double fx,fb,fa;
+ 
+  ncom=n; 
+  pcom=vector(1,n); 
+  xicom=vector(1,n); 
+  nrfunc=func; 
+  for (j=1;j<=n;j++) { 
+    pcom[j]=p[j]; 
+    xicom[j]=xi[j]; 
+  } 
+  ax=0.0; 
+  xx=1.0; 
+  mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
+  *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
+#ifdef DEBUG
+  printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
+#endif
+  for (j=1;j<=n;j++) { 
+    xi[j] *= xmin; 
+    p[j] += xi[j]; 
+  } 
+  free_vector(xicom,1,n); 
+  free_vector(pcom,1,n); 
+} 
+
+/*************** powell ************************/
+void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
+	    double (*func)(double [])) 
+{ 
+  void linmin(double p[], double xi[], int n, double *fret, 
+	      double (*func)(double [])); 
+  int i,ibig,j; 
+  double del,t,*pt,*ptt,*xit;
+  double fp,fptt;
+  double *xits;
+  pt=vector(1,n); 
+  ptt=vector(1,n); 
+  xit=vector(1,n); 
+  xits=vector(1,n); 
+  *fret=(*func)(p); 
+  for (j=1;j<=n;j++) pt[j]=p[j]; 
+  for (*iter=1;;++(*iter)) { 
+    fp=(*fret); 
+    ibig=0; 
+    del=0.0; 
+    printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
+    for (i=1;i<=n;i++) 
+      printf(" %d %.12f",i, p[i]);
+    printf("\n");
+    for (i=1;i<=n;i++) { 
+      for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
+      fptt=(*fret); 
+#ifdef DEBUG
+      printf("fret=%lf \n",*fret);
+#endif
+      printf("%d",i);fflush(stdout);
+      linmin(p,xit,n,fret,func); 
+      if (fabs(fptt-(*fret)) > del) { 
+	del=fabs(fptt-(*fret)); 
+	ibig=i; 
+      } 
+#ifdef DEBUG
+      printf("%d %.12e",i,(*fret));
+      for (j=1;j<=n;j++) {
+	xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
+	printf(" x(%d)=%.12e",j,xit[j]);
+      }
+      for(j=1;j<=n;j++) 
+	printf(" p=%.12e",p[j]);
+      printf("\n");
+#endif
+    } 
+    if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
+#ifdef DEBUG
+      int k[2],l;
+      k[0]=1;
+      k[1]=-1;
+      printf("Max: %.12e",(*func)(p));
+      for (j=1;j<=n;j++) 
+	printf(" %.12e",p[j]);
+      printf("\n");
+      for(l=0;l<=1;l++) {
+	for (j=1;j<=n;j++) {
+	  ptt[j]=p[j]+(p[j]-pt[j])*k[l];
+	  printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
+	}
+	printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
+      }
+#endif
+
+
+      free_vector(xit,1,n); 
+      free_vector(xits,1,n); 
+      free_vector(ptt,1,n); 
+      free_vector(pt,1,n); 
+      return; 
+    } 
+    if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
+    for (j=1;j<=n;j++) { 
+      ptt[j]=2.0*p[j]-pt[j]; 
+      xit[j]=p[j]-pt[j]; 
+      pt[j]=p[j]; 
+    } 
+    fptt=(*func)(ptt); 
+    if (fptt < fp) { 
+      t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
+      if (t < 0.0) { 
+	linmin(p,xit,n,fret,func); 
+	for (j=1;j<=n;j++) { 
+	  xi[j][ibig]=xi[j][n]; 
+	  xi[j][n]=xit[j]; 
+	}
+#ifdef DEBUG
+	printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
+	for(j=1;j<=n;j++)
+	  printf(" %.12e",xit[j]);
+	printf("\n");
+#endif
+      } 
+    } 
+  } 
+} 
+
+/**** Prevalence limit ****************/
+
+double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
+{
+  /* Computes the prevalence limit in each live state at age x by left multiplying the unit
+     matrix by transitions matrix until convergence is reached */
+
+  int i, ii,j,k;
+  double min, max, maxmin, maxmax,sumnew=0.;
+  double **matprod2();
+  double **out, cov[NCOVMAX], **pmij();
+  double **newm;
+  double agefin, delaymax=50 ; /* Max number of years to converge */
+
+  for (ii=1;ii<=nlstate+ndeath;ii++)
+    for (j=1;j<=nlstate+ndeath;j++){
+      oldm[ii][j]=(ii==j ? 1.0 : 0.0);
+    }
+  /* Even if hstepm = 1, at least one multiplication by the unit matrix */
+  for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
+    newm=savm;
+    /* Covariates have to be included here again */
+    cov[1]=1.;
+    cov[2]=agefin;
+    if (cptcovn>0){
+      for (k=1; k<=cptcovn;k++) {cov[2+k]=nbcode[Tvar[k]][codtab[ij][k]];/*printf("Tcode[ij]=%d nbcode=%d\n",Tcode[ij],nbcode[k][Tcode[ij]]);*/}
+    }
+    out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
+
+    savm=oldm;
+    oldm=newm;
+    maxmax=0.;
+    for(j=1;j<=nlstate;j++){
+      min=1.;
+      max=0.;
+      for(i=1; i<=nlstate; i++) {
+	sumnew=0;
+	for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
+	prlim[i][j]= newm[i][j]/(1-sumnew);
+	max=FMAX(max,prlim[i][j]);
+	min=FMIN(min,prlim[i][j]);
+      }
+      maxmin=max-min;
+      maxmax=FMAX(maxmax,maxmin);
+    }
+    if(maxmax < ftolpl){
+      return prlim;
+    }
+  }
+}
+
+/*************** transition probabilities **********/ 
+
+double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
+{
+  double s1, s2;
+  /*double t34;*/
+  int i,j,j1, nc, ii, jj;
+
+    for(i=1; i<= nlstate; i++){
+    for(j=1; j<i;j++){
+      for (nc=1, s2=0.;nc <=ncovmodel; nc++){
+	/*s2 += param[i][j][nc]*cov[nc];*/
+	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);*/
+      }
+      ps[i][j]=s2;
+      /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
+    }
+    for(j=i+1; j<=nlstate+ndeath;j++){
+      for (nc=1, s2=0.;nc <=ncovmodel; nc++){
+	s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
+	/*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
+      }
+      ps[i][j]=s2;
+    }
+  }
+  for(i=1; i<= nlstate; i++){
+     s1=0;
+    for(j=1; j<i; j++)
+      s1+=exp(ps[i][j]);
+    for(j=i+1; j<=nlstate+ndeath; j++)
+      s1+=exp(ps[i][j]);
+    ps[i][i]=1./(s1+1.);
+    for(j=1; j<i; j++)
+      ps[i][j]= exp(ps[i][j])*ps[i][i];
+    for(j=i+1; j<=nlstate+ndeath; j++)
+      ps[i][j]= exp(ps[i][j])*ps[i][i];
+    /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
+  } /* end i */
+
+  for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
+    for(jj=1; jj<= nlstate+ndeath; jj++){
+      ps[ii][jj]=0;
+      ps[ii][ii]=1;
+    }
+  }
+
+  /*   for(ii=1; ii<= nlstate+ndeath; ii++){
+    for(jj=1; jj<= nlstate+ndeath; jj++){
+     printf("%lf ",ps[ii][jj]);
+   }
+    printf("\n ");
+    }
+    printf("\n ");printf("%lf ",cov[2]);*/
+/*
+  for(i=1; i<= npar; i++) printf("%f ",x[i]);
+  goto end;*/
+    return ps;
+}
+
+/**************** Product of 2 matrices ******************/
+
+double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
+{
+  /* Computes the matric product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
+     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;
+  for(i=nrl; i<= nrh; 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];
+
+  return out;
+}
+
+
+/************* Higher Matrix Product ***************/
+
+double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
+{
+  /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month 
+     duration (i.e. until
+     age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices. 
+     Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
+     (typically every 2 years instead of every month which is too big).
+     Model is determined by parameters x and covariates have to be 
+     included manually here. 
+
+     */
+
+  int i, j, d, h, k;
+  double **out, cov[NCOVMAX];
+  double **newm;
+
+  /* Hstepm could be zero and should return the unit matrix */
+  for (i=1;i<=nlstate+ndeath;i++)
+    for (j=1;j<=nlstate+ndeath;j++){
+      oldm[i][j]=(i==j ? 1.0 : 0.0);
+      po[i][j][0]=(i==j ? 1.0 : 0.0);
+    }
+  /* Even if hstepm = 1, at least one multiplication by the unit matrix */
+  for(h=1; h <=nhstepm; h++){
+    for(d=1; d <=hstepm; d++){
+      newm=savm;
+      /* Covariates have to be included here again */
+      cov[1]=1.;
+      cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
+      if (cptcovn>0){
+      for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][k]];
+    }
+      /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
+      /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
+      out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
+		   pmij(pmmij,cov,ncovmodel,x,nlstate));
+      savm=oldm;
+      oldm=newm;
+    }
+    for(i=1; i<=nlstate+ndeath; i++)
+      for(j=1;j<=nlstate+ndeath;j++) {
+	po[i][j][h]=newm[i][j];
+	/*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
+	 */
+      }
+  } /* end h */
+  return po;
+}
+
+
+/*************** log-likelihood *************/
+double func( double *x)
+{
+  int i, ii, j, k, mi, d;
+  double l, ll[NLSTATEMAX], cov[NCOVMAX];
+  double **out;
+  double sw; /* Sum of weights */
+  double lli; /* Individual log likelihood */
+  long ipmx;
+  /*extern weight */
+  /* We are differentiating ll according to initial status */
+  /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
+  /*for(i=1;i<imx;i++) 
+printf(" %d\n",s[4][i]);
+  */
+
+  for(k=1; k<=nlstate; k++) ll[k]=0.;
+  for (i=1,ipmx=0, sw=0.; i<=imx; i++){
+       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++){
+	newm=savm;
+	  cov[1]=1.;
+	  cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
+	  if (cptcovn>0){
+	    for (k=1; k<=cptcovn;k++) {
+	      cov[2+k]=covar[Tvar[k]][i];
+	      /* printf("k=%d cptcovn=%d %lf\n",k,cptcovn,covar[Tvar[k]][i]);*/
+	    }
+	    }
+	  out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
+		       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
+	  savm=oldm;
+	  oldm=newm;
+      } /* 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]]);*/
+      ipmx +=1;
+      sw += weight[i];
+      ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
+    } /* end of wave */
+  } /* end of individual */
+
+  for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
+  /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
+  l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
+
+  return -l;
+}
+
+
+/*********** Maximum Likelihood Estimation ***************/
+
+void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
+{
+  int i,j, iter;
+  double **xi,*delti;
+  double fret;
+  xi=matrix(1,npar,1,npar);
+  for (i=1;i<=npar;i++)
+    for (j=1;j<=npar;j++)
+      xi[i][j]=(i==j ? 1.0 : 0.0);
+  printf("Powell\n");
+  powell(p,xi,npar,ftol,&iter,&fret,func);
+
+   printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
+  fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));
+
+}
+
+/**** 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;
+  double **hess;
+  int i, j,jk;
+  int *indx;
+
+  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[]) ;
+  void ludcmp(double **a, int npar, int *indx, double *d) ;
+
+
+  hess=matrix(1,npar,1,npar);
+
+  printf("\nCalculation of the hessian matrix. Wait...\n");
+  for (i=1;i<=npar;i++){
+    printf("%d",i);fflush(stdout);
+    hess[i][i]=hessii(p,ftolhess,i,delti);
+    /*printf(" %f ",p[i]);*/
+  }
+
+  for (i=1;i<=npar;i++) {
+    for (j=1;j<=npar;j++)  {
+      if (j>i) { 
+	printf(".%d%d",i,j);fflush(stdout);
+	hess[i][j]=hessij(p,delti,i,j);
+	hess[j][i]=hess[i][j];
+      }
+    }
+  }
+  printf("\n");
+
+  printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
+  
+  a=matrix(1,npar,1,npar);
+  y=matrix(1,npar,1,npar);
+  x=vector(1,npar);
+  indx=ivector(1,npar);
+  for (i=1;i<=npar;i++)
+    for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
+  ludcmp(a,npar,indx,&pd);
+
+  for (j=1;j<=npar;j++) {
+    for (i=1;i<=npar;i++) x[i]=0;
+    x[j]=1;
+    lubksb(a,npar,indx,x);
+    for (i=1;i<=npar;i++){ 
+      matcov[i][j]=x[i];
+    }
+  }
+
+  printf("\n#Hessian matrix#\n");
+  for (i=1;i<=npar;i++) { 
+    for (j=1;j<=npar;j++) { 
+      printf("%.3e ",hess[i][j]);
+    }
+    printf("\n");
+  }
+
+  /* Recompute Inverse */
+  for (i=1;i<=npar;i++)
+    for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
+  ludcmp(a,npar,indx,&pd);
+
+  /*  printf("\n#Hessian matrix recomputed#\n");
+
+  for (j=1;j<=npar;j++) {
+    for (i=1;i<=npar;i++) x[i]=0;
+    x[j]=1;
+    lubksb(a,npar,indx,x);
+    for (i=1;i<=npar;i++){ 
+      y[i][j]=x[i];
+      printf("%.3e ",y[i][j]);
+    }
+    printf("\n");
+  }
+  */
+
+  free_matrix(a,1,npar,1,npar);
+  free_matrix(y,1,npar,1,npar);
+  free_vector(x,1,npar);
+  free_ivector(indx,1,npar);
+  free_matrix(hess,1,npar,1,npar);
+
+
+}
+
+/*************** hessian matrix ****************/
+double hessii( double x[], double delta, int theta, double delti[])
+{
+  int i;
+  int l=1, lmax=20;
+  double k1,k2;
+  double p2[NPARMAX+1];
+  double res;
+  double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
+  double fx;
+  int k=0,kmax=10;
+  double l1;
+
+  fx=func(x);
+  for (i=1;i<=npar;i++) p2[i]=x[i];
+  for(l=0 ; l <=lmax; l++){
+    l1=pow(10,l);
+    delts=delt;
+    for(k=1 ; k <kmax; k=k+1){
+      delt = delta*(l1*k);
+      p2[theta]=x[theta] +delt;
+      k1=func(p2)-fx;
+      p2[theta]=x[theta]-delt;
+      k2=func(p2)-fx;
+      /*res= (k1-2.0*fx+k2)/delt/delt; */
+      res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
+      
+#ifdef DEBUG
+      printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);
+#endif
+      /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
+      if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
+	k=kmax;
+      }
+      else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
+	k=kmax; l=lmax*10.;
+      }
+      else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
+	delts=delt;
+      }
+    }
+  }
+  delti[theta]=delts;
+  return res;  
+}
+
+double hessij( double x[], double delti[], int thetai,int thetaj)
+{
+  int i;
+  int l=1, l1, lmax=20;
+  double k1,k2,k3,k4,res,fx;
+  double p2[NPARMAX+1];
+  int k;
+
+  fx=func(x);
+  for (k=1; k<=2; k++) {
+    for (i=1;i<=npar;i++) p2[i]=x[i];
+    p2[thetai]=x[thetai]+delti[thetai]/k;
+    p2[thetaj]=x[thetaj]+delti[thetaj]/k;
+    k1=func(p2)-fx;
+  
+    p2[thetai]=x[thetai]+delti[thetai]/k;
+    p2[thetaj]=x[thetaj]-delti[thetaj]/k;
+    k2=func(p2)-fx;
+  
+    p2[thetai]=x[thetai]-delti[thetai]/k;
+    p2[thetaj]=x[thetaj]+delti[thetaj]/k;
+    k3=func(p2)-fx;
+  
+    p2[thetai]=x[thetai]-delti[thetai]/k;
+    p2[thetaj]=x[thetaj]-delti[thetaj]/k;
+    k4=func(p2)-fx;
+    res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
+#ifdef DEBUG
+    printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);
+#endif
+  }
+  return res;
+}
+
+/************** Inverse of matrix **************/
+void ludcmp(double **a, int n, int *indx, double *d) 
+{ 
+  int i,imax,j,k; 
+  double big,dum,sum,temp; 
+  double *vv; 
+ 
+  vv=vector(1,n); 
+  *d=1.0; 
+  for (i=1;i<=n;i++) { 
+    big=0.0; 
+    for (j=1;j<=n;j++) 
+      if ((temp=fabs(a[i][j])) > big) big=temp; 
+    if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
+    vv[i]=1.0/big; 
+  } 
+  for (j=1;j<=n;j++) { 
+    for (i=1;i<j;i++) { 
+      sum=a[i][j]; 
+      for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
+      a[i][j]=sum; 
+    } 
+    big=0.0; 
+    for (i=j;i<=n;i++) { 
+      sum=a[i][j]; 
+      for (k=1;k<j;k++) 
+	sum -= a[i][k]*a[k][j]; 
+      a[i][j]=sum; 
+      if ( (dum=vv[i]*fabs(sum)) >= big) { 
+	big=dum; 
+	imax=i; 
+      } 
+    } 
+    if (j != imax) { 
+      for (k=1;k<=n;k++) { 
+	dum=a[imax][k]; 
+	a[imax][k]=a[j][k]; 
+	a[j][k]=dum; 
+      } 
+      *d = -(*d); 
+      vv[imax]=vv[j]; 
+    } 
+    indx[j]=imax; 
+    if (a[j][j] == 0.0) a[j][j]=TINY; 
+    if (j != n) { 
+      dum=1.0/(a[j][j]); 
+      for (i=j+1;i<=n;i++) a[i][j] *= dum; 
+    } 
+  } 
+  free_vector(vv,1,n);  /* Doesn't work */
+;
+} 
+
+void lubksb(double **a, int n, int *indx, double b[]) 
+{ 
+  int i,ii=0,ip,j; 
+  double sum; 
+ 
+  for (i=1;i<=n;i++) { 
+    ip=indx[i]; 
+    sum=b[ip]; 
+    b[ip]=b[i]; 
+    if (ii) 
+      for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
+    else if (sum) ii=i; 
+    b[i]=sum; 
+  } 
+  for (i=n;i>=1;i--) { 
+    sum=b[i]; 
+    for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
+    b[i]=sum/a[i][i]; 
+  } 
+} 
+
+/************ Frequencies ********************/
+void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax)
+{  /* Some frequencies */
+ 
+  int i, m, jk, k1, i1, j1, bool, z1,z2,j;
+  double ***freq; /* Frequencies */
+  double *pp;
+  double pos;
+  FILE *ficresp;
+  char fileresp[FILENAMELENGTH];
+
+  pp=vector(1,nlstate);
+
+  strcpy(fileresp,"p");
+  strcat(fileresp,fileres);
+  if((ficresp=fopen(fileresp,"w"))==NULL) {
+    printf("Problem with prevalence resultfile: %s\n", fileresp);
+    exit(0);
+  }
+  freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);
+  j1=0;
+
+  j=cptcovn;
+  if (cptcovn<1) {j=1;ncodemax[1]=1;}
+
+  for(k1=1; k1<=j;k1++){
+   for(i1=1; i1<=ncodemax[k1];i1++){
+       j1++;
+
+        for (i=-1; i<=nlstate+ndeath; i++)  
+	 for (jk=-1; jk<=nlstate+ndeath; jk++)  
+	   for(m=agemin; m <= agemax+3; m++)
+	     freq[i][jk][m]=0;
+       
+       for (i=1; i<=imx; i++) {
+	 bool=1;
+	 if  (cptcovn>0) {
+	   for (z1=1; z1<=cptcovn; z1++) 
+	     if (covar[Tvar[z1]][i]!= nbcode[Tvar[z1]][codtab[j1][z1]]) bool=0;
+	 }
+	  if (bool==1) {
+	   for(m=firstpass; m<=lastpass-1; m++){
+	     if(agev[m][i]==0) agev[m][i]=agemax+1;
+	     if(agev[m][i]==1) agev[m][i]=agemax+2;
+	     freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
+	     freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];
+	   }
+	 }
+       }
+        if  (cptcovn>0) {
+	 fprintf(ficresp, "\n#Variable"); 
+	 for (z1=1; z1<=cptcovn; z1++) fprintf(ficresp, " V%d=%d",Tvar[z1],nbcode[Tvar[z1]][codtab[j1][z1]]);
+       }
+       fprintf(ficresp, "\n#");
+       for(i=1; i<=nlstate;i++) 
+	 fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
+       fprintf(ficresp, "\n");
+       
+  for(i=(int)agemin; i <= (int)agemax+3; i++){
+    if(i==(int)agemax+3)
+      printf("Total");
+    else
+      printf("Age %d", i);
+    for(jk=1; jk <=nlstate ; jk++){
+      for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
+	pp[jk] += freq[jk][m][i];
+    }
+    for(jk=1; jk <=nlstate ; jk++){
+      for(m=-1, pos=0; m <=0 ; m++)
+	pos += freq[jk][m][i];
+      if(pp[jk]>=1.e-10)
+	printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
+      else
+        printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
+    }
+    for(jk=1; jk <=nlstate ; jk++){
+      for(m=1, pp[jk]=0; m <=nlstate+ndeath; m++)
+	pp[jk] += freq[jk][m][i];
+    }
+    for(jk=1,pos=0; jk <=nlstate ; jk++)
+      pos += pp[jk];
+    for(jk=1; jk <=nlstate ; jk++){
+      if(pos>=1.e-5)
+	printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
+      else
+	printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
+      if( i <= (int) agemax){
+	if(pos>=1.e-5)
+	  fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);
+      else
+	  fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);
+      }
+    }
+    for(jk=-1; jk <=nlstate+ndeath; jk++)
+      for(m=-1; m <=nlstate+ndeath; m++)
+	if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
+    if(i <= (int) agemax)
+      fprintf(ficresp,"\n");
+    printf("\n");
+    }
+    }
+ }
+ 
+  fclose(ficresp);
+  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);
+  free_vector(pp,1,nlstate);
+
+}  /* End of Freq */
+
+/************* Waves Concatenation ***************/
+
+void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)
+{
+  /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
+     Death is a valid wave (if date is known).
+     mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
+     dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]
+     and mw[mi+1][i]. dh depends on stepm.
+     */
+
+  int i, mi, m;
+  int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
+float sum=0.;
+
+  for(i=1; i<=imx; i++){
+    mi=0;
+    m=firstpass;
+    while(s[m][i] <= nlstate){
+      if(s[m][i]>=1)
+	mw[++mi][i]=m;
+      if(m >=lastpass)
+	break;
+      else
+	m++;
+    }/* end while */
+    if (s[m][i] > nlstate){
+      mi++;	/* Death is another wave */
+      /* if(mi==0)  never been interviewed correctly before death */
+	 /* Only death is a correct wave */
+      mw[mi][i]=m;
+    }
+
+    wav[i]=mi;
+    if(mi==0)
+      printf("Warning, no any valid information for:%d line=%d\n",num[i],i);
+  }
+
+  for(i=1; i<=imx; i++){
+    for(mi=1; mi<wav[i];mi++){
+      if (stepm <=0)
+	dh[mi][i]=1;
+      else{
+	if (s[mw[mi+1][i]][i] > nlstate) {
+	  j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
+	  if(j=0) j=1;  /* Survives at least one month after exam */
+	}
+	else{
+	  j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
+	  /*printf("i=%d agevi+1=%lf agevi=%lf j=%d\n", i,agev[mw[mi+1][i]][i],agev[mw[mi][i]][i],j);*/
+
+	  k=k+1;
+	  if (j >= jmax) jmax=j;
+	  else if (j <= jmin)jmin=j;
+	  sum=sum+j;
+	}
+	jk= j/stepm;
+	jl= j -jk*stepm;
+	ju= j -(jk+1)*stepm;
+	if(jl <= -ju)
+	  dh[mi][i]=jk;
+	else
+	  dh[mi][i]=jk+1;
+	if(dh[mi][i]==0)
+	  dh[mi][i]=1; /* At least one step */
+      }
+    }
+  }
+  printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,sum/k);
+}
+/*********** Tricode ****************************/
+void tricode(int *Tvar, int **nbcode, int imx)
+{
+  int Ndum[80],ij, k, j, i;
+  int cptcode=0;
+  for (k=0; k<79; k++) Ndum[k]=0;
+  for (k=1; k<=7; k++) ncodemax[k]=0;
+  
+  for (j=1; j<=cptcovn; j++) {
+    for (i=1; i<=imx; i++) {
+      ij=(int)(covar[Tvar[j]][i]);
+      Ndum[ij]++; 
+      if (ij > cptcode) cptcode=ij; 
+    }
+    /*printf("cptcode=%d cptcovn=%d ",cptcode,cptcovn);*/
+    for (i=0; i<=cptcode; i++) {
+      if(Ndum[i]!=0) ncodemax[j]++;
+    }
+  
+    ij=1; 
+    for (i=1; i<=ncodemax[j]; i++) {
+      for (k=0; k<=79; k++) {
+	if (Ndum[k] != 0) {
+	  nbcode[Tvar[j]][ij]=k; 
+	  ij++;
+	}
+	if (ij > ncodemax[j]) break; 
+      }  
+    } 
+  }   
+
+  }
+
+/*********** Health Expectancies ****************/
+
+void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)
+{
+  /* Health expectancies */
+  int i, j, nhstepm, hstepm, h;
+  double age, agelim,hf;
+  double ***p3mat;
+  
+  fprintf(ficreseij,"# Health expectancies\n");
+  fprintf(ficreseij,"# Age");
+  for(i=1; i<=nlstate;i++)
+    for(j=1; j<=nlstate;j++)
+      fprintf(ficreseij," %1d-%1d",i,j);
+  fprintf(ficreseij,"\n");
+
+  hstepm=1*YEARM; /*  Every j years of age (in month) */
+  hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
+
+  agelim=AGESUP;
+  for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
+    /* nhstepm age range expressed in number of stepm */
+    nhstepm=(int) rint((agelim-age)*YEARM/stepm); 
+    /* Typically if 20 years = 20*12/6=40 stepm */ 
+    if (stepm >= YEARM) hstepm=1;
+    nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */
+    p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
+    /* Computed by stepm unit matrices, product of hstepm matrices, stored
+       in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
+    hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
+
+
+    for(i=1; i<=nlstate;i++)
+      for(j=1; j<=nlstate;j++)
+	for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){
+	  eij[i][j][(int)age] +=p3mat[i][j][h];
+	}
+    
+    hf=1;
+    if (stepm >= YEARM) hf=stepm/YEARM;
+    fprintf(ficreseij,"%.0f",age );
+    for(i=1; i<=nlstate;i++)
+      for(j=1; j<=nlstate;j++){
+	fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);
+      }
+    fprintf(ficreseij,"\n");
+    free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
+  }
+}
+
+/************ Variance ******************/
+void varevsij(char fileres[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)
+{
+  /* Variance of health expectancies */
+  /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
+  double **newm;
+  double **dnewm,**doldm;
+  int i, j, nhstepm, hstepm, h;
+  int k, cptcode;
+   double *xp;
+  double **gp, **gm;
+  double ***gradg, ***trgradg;
+  double ***p3mat;
+  double age,agelim;
+  int theta;
+
+   fprintf(ficresvij,"# Covariances of life expectancies\n");
+  fprintf(ficresvij,"# Age");
+  for(i=1; i<=nlstate;i++)
+    for(j=1; j<=nlstate;j++)
+      fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
+  fprintf(ficresvij,"\n");
+
+  xp=vector(1,npar);
+  dnewm=matrix(1,nlstate,1,npar);
+  doldm=matrix(1,nlstate,1,nlstate);
+  
+  hstepm=1*YEARM; /* Every year of age */
+  hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
+  agelim = AGESUP;
+  for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
+    nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
+    if (stepm >= YEARM) hstepm=1;
+    nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
+    p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
+    gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
+    gp=matrix(0,nhstepm,1,nlstate);
+    gm=matrix(0,nhstepm,1,nlstate);
+
+    for(theta=1; theta <=npar; theta++){
+      for(i=1; i<=npar; i++){ /* Computes gradient */
+	xp[i] = x[i] + (i==theta ?delti[theta]:0);
+      }
+      hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
+      prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
+      for(j=1; j<= nlstate; j++){
+	for(h=0; h<=nhstepm; h++){
+	  for(i=1, gp[h][j]=0.;i<=nlstate;i++)
+	    gp[h][j] += prlim[i][i]*p3mat[i][j][h];
+	}
+      }
+    
+      for(i=1; i<=npar; i++) /* Computes gradient */
+	xp[i] = x[i] - (i==theta ?delti[theta]:0);
+      hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
+      prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
+      for(j=1; j<= nlstate; j++){
+	for(h=0; h<=nhstepm; h++){
+	  for(i=1, gm[h][j]=0.;i<=nlstate;i++)
+	    gm[h][j] += prlim[i][i]*p3mat[i][j][h];
+	}
+      }
+      for(j=1; j<= nlstate; j++)
+	for(h=0; h<=nhstepm; h++){
+	  gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
+	}
+    } /* End theta */
+
+    trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);
+
+    for(h=0; h<=nhstepm; h++)
+      for(j=1; j<=nlstate;j++)
+	for(theta=1; theta <=npar; theta++)
+	  trgradg[h][j][theta]=gradg[h][theta][j];
+
+    for(i=1;i<=nlstate;i++)
+      for(j=1;j<=nlstate;j++)
+	vareij[i][j][(int)age] =0.;
+    for(h=0;h<=nhstepm;h++){
+      for(k=0;k<=nhstepm;k++){
+	matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
+	matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
+	for(i=1;i<=nlstate;i++)
+	  for(j=1;j<=nlstate;j++)
+	    vareij[i][j][(int)age] += doldm[i][j];
+      }
+    }
+    h=1;
+    if (stepm >= YEARM) h=stepm/YEARM;
+    fprintf(ficresvij,"%.0f ",age );
+    for(i=1; i<=nlstate;i++)
+      for(j=1; j<=nlstate;j++){
+	fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);
+      }
+    fprintf(ficresvij,"\n");
+    free_matrix(gp,0,nhstepm,1,nlstate);
+    free_matrix(gm,0,nhstepm,1,nlstate);
+    free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
+    free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
+    free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
+  } /* End age */
+ 
+  free_vector(xp,1,npar);
+  free_matrix(doldm,1,nlstate,1,npar);
+  free_matrix(dnewm,1,nlstate,1,nlstate);
+
+}
+
+/************ Variance of prevlim ******************/
+void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)
+{
+  /* Variance of prevalence limit */
+  /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
+  double **newm;
+  double **dnewm,**doldm;
+  int i, j, nhstepm, hstepm;
+  int k, cptcode;
+  double *xp;
+  double *gp, *gm;
+  double **gradg, **trgradg;
+  double age,agelim;
+  int theta;
+   
+  fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");
+  fprintf(ficresvpl,"# Age");
+  for(i=1; i<=nlstate;i++)
+      fprintf(ficresvpl," %1d-%1d",i,i);
+  fprintf(ficresvpl,"\n");
+
+  xp=vector(1,npar);
+  dnewm=matrix(1,nlstate,1,npar);
+  doldm=matrix(1,nlstate,1,nlstate);
+  
+  hstepm=1*YEARM; /* Every year of age */
+  hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
+  agelim = AGESUP;
+  for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
+    nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
+    if (stepm >= YEARM) hstepm=1;
+    nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
+    gradg=matrix(1,npar,1,nlstate);
+    gp=vector(1,nlstate);
+    gm=vector(1,nlstate);
+
+    for(theta=1; theta <=npar; theta++){
+      for(i=1; i<=npar; i++){ /* Computes gradient */
+	xp[i] = x[i] + (i==theta ?delti[theta]:0);
+      }
+      prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
+      for(i=1;i<=nlstate;i++)
+	gp[i] = prlim[i][i];
+    
+      for(i=1; i<=npar; i++) /* Computes gradient */
+	xp[i] = x[i] - (i==theta ?delti[theta]:0);
+      prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
+      for(i=1;i<=nlstate;i++)
+	gm[i] = prlim[i][i];
+
+      for(i=1;i<=nlstate;i++)
+	gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
+    } /* End theta */
+
+    trgradg =matrix(1,nlstate,1,npar);
+
+    for(j=1; j<=nlstate;j++)
+      for(theta=1; theta <=npar; theta++)
+	trgradg[j][theta]=gradg[theta][j];
+
+    for(i=1;i<=nlstate;i++)
+      varpl[i][(int)age] =0.;
+    matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
+    matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
+    for(i=1;i<=nlstate;i++)
+      varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
+
+    fprintf(ficresvpl,"%.0f ",age );
+    for(i=1; i<=nlstate;i++)
+      fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
+    fprintf(ficresvpl,"\n");
+    free_vector(gp,1,nlstate);
+    free_vector(gm,1,nlstate);
+    free_matrix(gradg,1,npar,1,nlstate);
+    free_matrix(trgradg,1,nlstate,1,npar);
+  } /* End age */
+
+  free_vector(xp,1,npar);
+  free_matrix(doldm,1,nlstate,1,npar);
+  free_matrix(dnewm,1,nlstate,1,nlstate);
+
+}
+
+
+
+/***********************************************/
+/**************** Main Program *****************/
+/***********************************************/
+
+/*int main(int argc, char *argv[])*/
+int main()
+{
+
+  int i,j, k, n=MAXN,iter,m,size,cptcode, aaa, cptcod;
+  double agedeb, agefin,hf;
+  double agemin=1.e20, agemax=-1.e20;
+
+  double fret;
+  double **xi,tmp,delta;
+
+  double dum; /* Dummy variable */
+  double ***p3mat;
+  int *indx;
+  char line[MAXLINE], linepar[MAXLINE];
+  char title[MAXLINE];
+  char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
+  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH];
+  char filerest[FILENAMELENGTH];
+  char fileregp[FILENAMELENGTH];
+  char path[80],pathc[80],pathcd[80],pathtot[80],model[20];
+  int firstobs=1, lastobs=10;
+  int sdeb, sfin; /* Status at beginning and end */
+  int c,  h , cpt,l;
+  int ju,jl, mi;
+  int i1,j1, k1,jk,aa,bb, stepsize;
+  int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;
+  
+  int hstepm, nhstepm;
+  double bage, fage, age, agelim, agebase;
+  double ftolpl=FTOL;
+  double **prlim;
+  double *severity;
+  double ***param; /* Matrix of parameters */
+  double  *p;
+  double **matcov; /* Matrix of covariance */
+  double ***delti3; /* Scale */
+  double *delti; /* Scale */
+  double ***eij, ***vareij;
+  double **varpl; /* Variances of prevalence limits by age */
+  double *epj, vepp;
+  char version[80]="Imach version 62c, May 1999, INED-EUROREVES ";
+  char *alph[]={"a","a","b","c","d","e"}, str[4];
+  char z[1]="c", occ;
+#include <sys/time.h>
+#include <time.h>
+  char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
+  /* long total_usecs;
+  struct timeval start_time, end_time;
+  
+  gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
+
+
+  printf("\nIMACH, Version 0.63");
+  printf("\nEnter the parameter file name: ");
+
+#ifdef windows
+  scanf("%s",pathtot);
+  getcwd(pathcd, size);
+  cutv(path,optionfile,pathtot,'\\');
+  chdir(path);
+  replace(pathc,path);
+#endif
+#ifdef unix
+  scanf("%s",optionfile);
+#endif
+
+/*-------- arguments in the command line --------*/
+
+  strcpy(fileres,"r");
+  strcat(fileres, optionfile);
+
+  /*---------arguments file --------*/
+
+  if((ficpar=fopen(optionfile,"r"))==NULL)    {
+    printf("Problem with optionfile %s\n",optionfile);
+    goto end;
+  }
+
+  strcpy(filereso,"o");
+  strcat(filereso,fileres);
+  if((ficparo=fopen(filereso,"w"))==NULL) {
+    printf("Problem with Output resultfile: %s\n", filereso);goto end;
+  }
+
+  /* Reads comments: lines beginning with '#' */
+  while((c=getc(ficpar))=='#' && c!= EOF){
+    ungetc(c,ficpar);
+    fgets(line, MAXLINE, ficpar);
+    puts(line);
+    fputs(line,ficparo);
+  }
+  ungetc(c,ficpar);
+
+  fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncov, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);
+  printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate,ndeath, maxwav, mle, weightopt,model);
+  fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncov,nlstate,ndeath,maxwav, mle, weightopt,model);
+
+  covar=matrix(1,NCOVMAX,1,n);    
+  if (strlen(model)<=1) cptcovn=0;
+  else {
+    j=0;
+    j=nbocc(model,'+');
+    cptcovn=j+1;
+  }
+
+  ncovmodel=2+cptcovn;
+  nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
+  
+  /* Read guess parameters */
+  /* Reads comments: lines beginning with '#' */
+  while((c=getc(ficpar))=='#' && c!= EOF){
+    ungetc(c,ficpar);
+    fgets(line, MAXLINE, ficpar);
+    puts(line);
+    fputs(line,ficparo);
+  }
+  ungetc(c,ficpar);
+  
+  param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
+    for(i=1; i <=nlstate; i++)
+    for(j=1; j <=nlstate+ndeath-1; j++){
+      fscanf(ficpar,"%1d%1d",&i1,&j1);
+      fprintf(ficparo,"%1d%1d",i1,j1);
+      printf("%1d%1d",i,j);
+      for(k=1; k<=ncovmodel;k++){
+	fscanf(ficpar," %lf",&param[i][j][k]);
+	printf(" %lf",param[i][j][k]);
+	fprintf(ficparo," %lf",param[i][j][k]);
+      }
+      fscanf(ficpar,"\n");
+      printf("\n");
+      fprintf(ficparo,"\n");
+    }
+  
+  npar= (nlstate+ndeath-1)*nlstate*ncovmodel;
+  p=param[1][1];
+  
+  /* Reads comments: lines beginning with '#' */
+  while((c=getc(ficpar))=='#' && c!= EOF){
+    ungetc(c,ficpar);
+    fgets(line, MAXLINE, ficpar);
+    puts(line);
+    fputs(line,ficparo);
+  }
+  ungetc(c,ficpar);
+
+  delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
+  delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */
+  for(i=1; i <=nlstate; i++){
+    for(j=1; j <=nlstate+ndeath-1; j++){
+      fscanf(ficpar,"%1d%1d",&i1,&j1);
+      printf("%1d%1d",i,j);
+      fprintf(ficparo,"%1d%1d",i1,j1);
+      for(k=1; k<=ncovmodel;k++){
+	fscanf(ficpar,"%le",&delti3[i][j][k]);
+	printf(" %le",delti3[i][j][k]);
+	fprintf(ficparo," %le",delti3[i][j][k]);
+      }
+      fscanf(ficpar,"\n");
+      printf("\n");
+      fprintf(ficparo,"\n");
+    }
+  }
+  delti=delti3[1][1];
+  
+  /* Reads comments: lines beginning with '#' */
+  while((c=getc(ficpar))=='#' && c!= EOF){
+    ungetc(c,ficpar);
+    fgets(line, MAXLINE, ficpar);
+    puts(line);
+    fputs(line,ficparo);
+  }
+  ungetc(c,ficpar);
+  
+  matcov=matrix(1,npar,1,npar);
+  for(i=1; i <=npar; i++){
+    fscanf(ficpar,"%s",&str);
+    printf("%s",str);
+    fprintf(ficparo,"%s",str);
+    for(j=1; j <=i; j++){
+      fscanf(ficpar," %le",&matcov[i][j]);
+      printf(" %.5le",matcov[i][j]);
+      fprintf(ficparo," %.5le",matcov[i][j]);
+    }
+    fscanf(ficpar,"\n");
+    printf("\n");
+    fprintf(ficparo,"\n");
+  }
+  for(i=1; i <=npar; i++)
+    for(j=i+1;j<=npar;j++)
+      matcov[i][j]=matcov[j][i];
+   
+  printf("\n");
+
+
+   if(mle==1){
+    /*-------- data file ----------*/
+    if((ficres =fopen(fileres,"w"))==NULL) {
+      printf("Problem with resultfile: %s\n", fileres);goto end;
+    }
+    fprintf(ficres,"#%s\n",version);
+    
+    if((fic=fopen(datafile,"r"))==NULL)    {
+      printf("Problem with datafile: %s\n", datafile);goto end;
+    }
+
+    n= lastobs;
+    severity = vector(1,maxwav);
+    outcome=imatrix(1,maxwav+1,1,n);
+    num=ivector(1,n);
+    moisnais=vector(1,n);
+    annais=vector(1,n);
+    moisdc=vector(1,n);
+    andc=vector(1,n);
+    agedc=vector(1,n);
+    cod=ivector(1,n);
+    weight=vector(1,n);
+    for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
+    mint=matrix(1,maxwav,1,n);
+    anint=matrix(1,maxwav,1,n);
+    s=imatrix(1,maxwav+1,1,n);
+    adl=imatrix(1,maxwav+1,1,n);    
+    tab=ivector(1,NCOVMAX);
+    ncodemax=ivector(1,NCOVMAX);
+
+    i=1; 
+    while (fgets(line, MAXLINE, fic) != NULL)    {
+      if ((i >= firstobs) && (i <=lastobs)) {
+	
+	for (j=maxwav;j>=1;j--){
+	  cutv(stra, strb,line,' '); s[j][i]=atoi(strb); 
+	  strcpy(line,stra);
+	  cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
+	  cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
+	}
+	
+	cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);
+	cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);
+
+	cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);
+	cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);
+
+	cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);
+	for (j=ncov;j>=1;j--){
+	  cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);
+	} 
+	num[i]=atol(stra);
+
+	/* printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));*/
+
+	/*printf("%d %.lf %.lf %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),(covar[3][i]), (covar[4][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]));*/
+
+	i=i+1;
+      }
+    } 
+    /*scanf("%d",i);*/
+
+  imx=i-1; /* Number of individuals */
+ 
+  /* Calculation of the number of parameter from char model*/
+  Tvar=ivector(1,8);    
+   
+  if (strlen(model) >1){
+    j=0;
+    j=nbocc(model,'+');
+    cptcovn=j+1;
+ 
+    strcpy(modelsav,model); 
+    if (j==0) {
+      cutv(stra,strb,modelsav,'V'); Tvar[1]=atoi(strb);
+    }
+    else {
+      for(i=j; i>=1;i--){
+	cutv(stra,strb,modelsav,'+');
+	if (strchr(strb,'*')) {
+	  cutv(strd,strc,strb,'*');
+	  cutv(strb,stre,strc,'V');Tvar[i+1]=ncov+1;
+	  cutv(strb,strc,strd,'V'); 
+	  for (k=1; k<=lastobs;k++) 
+	    covar[ncov+1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];
+	}
+	else {
+	  cutv(strd,strc,strb,'V');
+	  Tvar[i+1]=atoi(strc);
+	}
+	strcpy(modelsav,stra);  
+      }
+      /*cutv(strd,strc,stra,'V');*/
+      Tvar[1]=atoi(strc);
+    }
+  }
+  /*printf("tvar=%d ",Tvar[1]);*/
+  /*scanf("%d ",i);*/
+    fclose(fic);
+
+    if (weightopt != 1) { /* Maximisation without weights*/
+      for(i=1;i<=n;i++) weight[i]=1.0;
+    }
+    /*-calculation of age at interview from date of interview and age at death -*/
+    agev=matrix(1,maxwav,1,imx);
+    
+    for (i=1; i<=imx; i++)  {
+      agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
+      for(m=1; (m<= maxwav); m++){
+	if (mint[m][i]==99 || anint[m][i]==9999) s[m][i]=-1;  
+	if(s[m][i] >0){
+	  if (s[m][i] == nlstate+1) {
+	    if(agedc[i]>0)
+	      if(moisdc[i]!=99 && andc[i]!=9999)
+	      agev[m][i]=agedc[i];
+	    else{
+	      printf("Warning negative age at death: %d line:%d\n",num[i],i);
+	      agev[m][i]=-1;
+	    }
+	  }
+	  else if(s[m][i] !=9){ /* Should no more exist */
+	    agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
+	    if(mint[m][i]==99 || anint[m][i]==9999){
+	      agev[m][i]=1;
+	      /* printf("i=%d m=%d agev=%lf \n",i,m, agev[m][i]);    */ 
+	    }
+	    else if(agev[m][i] <agemin){ 
+	      agemin=agev[m][i];
+	      /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
+	    }
+	    else if(agev[m][i] >agemax){
+	      agemax=agev[m][i];
+	     /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
+	    }
+	    /*agev[m][i]=anint[m][i]-annais[i];*/
+	    /*	 agev[m][i] = age[i]+2*m;*/
+	  }
+	  else { /* =9 */
+	    agev[m][i]=1;
+	    s[m][i]=-1;
+	  }
+	}
+	else /*= 0 Unknown */
+	  agev[m][i]=1;
+      }
+    
+    }
+    for (i=1; i<=imx; i++)  {
+      for(m=1; (m<= maxwav); m++){
+	if (s[m][i] > (nlstate+ndeath)) {
+	  printf("Error: Wrong value in nlstate or ndeath\n");	
+	  goto end;
+	}
+      }
+    }
+
+printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
+
+    free_vector(severity,1,maxwav);
+    free_imatrix(outcome,1,maxwav+1,1,n);
+    free_vector(moisnais,1,n);
+    free_vector(annais,1,n);
+    free_matrix(mint,1,maxwav,1,n);
+    free_matrix(anint,1,maxwav,1,n);
+    free_vector(moisdc,1,n);
+    free_vector(andc,1,n);
+
+   
+    wav=ivector(1,imx);
+    dh=imatrix(1,lastpass-firstpass+1,1,imx);
+    mw=imatrix(1,lastpass-firstpass+1,1,imx);
+   
+    /* Concatenates waves */
+      concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);
+
+
+Tcode=ivector(1,100);
+   nbcode=imatrix(1,nvar,1,8);  
+   ncodemax[1]=1;
+   if (cptcovn > 0) tricode(Tvar,nbcode,imx);
+ 
+   codtab=imatrix(1,100,1,10);
+   h=0;
+   m=pow(2,cptcovn);
+ 
+   for(k=1;k<=cptcovn; k++){
+     for(i=1; i <=(m/pow(2,k));i++){
+       for(j=1; j <= ncodemax[k]; j++){
+	 for(cpt=1; cpt <=(m/pow(2,cptcovn+1-k)); cpt++){
+	   h++;
+	   if (h>m) h=1;codtab[h][k]=j;
+	 } 
+       }
+     }
+   } 
+
+   /*for(i=1; i <=m ;i++){ 
+     for(k=1; k <=cptcovn; k++){
+       printf("i=%d k=%d %d ",i,k,codtab[i][k]);
+     }
+     printf("\n");
+   }
+  scanf("%d",i);*/
+    
+   /* Calculates basic frequencies. Computes observed prevalence at single age
+       and prints on file fileres'p'. */
+  freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax);
+
+    pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
+    oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
+    newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
+    savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
+    oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
+    
+    /* For Powell, parameters are in a vector p[] starting at p[1]
+       so we point p on param[1][1] so that p[1] maps on param[1][1][1] */
+    p=param[1][1]; /* *(*(*(param +1)+1)+0) */
+    /*scanf("%d",i);*/
+    mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);
+
+    
+    /*--------- results files --------------*/
+    fprintf(ficres,"\ntitle=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate, ndeath, maxwav, mle,weightopt,model);
+    
+   jk=1;
+   fprintf(ficres,"# Parameters\n");
+   printf("# Parameters\n");
+   for(i=1,jk=1; i <=nlstate; i++){
+     for(k=1; k <=(nlstate+ndeath); k++){
+       if (k != i) 
+	 {
+	   printf("%d%d ",i,k);
+	   fprintf(ficres,"%1d%1d ",i,k);
+	   for(j=1; j <=ncovmodel; j++){
+	     printf("%f ",p[jk]);
+	     fprintf(ficres,"%f ",p[jk]);
+	     jk++; 
+	   }
+	   printf("\n");
+	   fprintf(ficres,"\n");
+	 }
+     }
+   }
+
+    /* Computing hessian and covariance matrix */
+    ftolhess=ftol; /* Usually correct */
+    hesscov(matcov, p, npar, delti, ftolhess, func);
+    fprintf(ficres,"# Scales\n");
+    printf("# Scales\n");
+     for(i=1,jk=1; i <=nlstate; i++){
+      for(j=1; j <=nlstate+ndeath; j++){
+	if (j!=i) {
+	  fprintf(ficres,"%1d%1d",i,j);
+	  printf("%1d%1d",i,j);
+	  for(k=1; k<=ncovmodel;k++){
+	    printf(" %.5e",delti[jk]);
+	    fprintf(ficres," %.5e",delti[jk]);
+	    jk++;
+	  }
+	  printf("\n");
+	  fprintf(ficres,"\n");
+	}
+      }
+      }
+    
+    k=1;
+    fprintf(ficres,"# Covariance\n");
+    printf("# Covariance\n");
+    for(i=1;i<=npar;i++){
+      /*  if (k>nlstate) k=1;
+      i1=(i-1)/(ncovmodel*nlstate)+1; 
+      fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);
+      printf("%s%d%d",alph[k],i1,tab[i]);*/
+      fprintf(ficres,"%3d",i);
+      printf("%3d",i);
+      for(j=1; j<=i;j++){
+	fprintf(ficres," %.5e",matcov[i][j]);
+	printf(" %.5e",matcov[i][j]);
+      }
+      fprintf(ficres,"\n");
+      printf("\n");
+      k++;
+    }
+    
+    while((c=getc(ficpar))=='#' && c!= EOF){
+      ungetc(c,ficpar);
+      fgets(line, MAXLINE, ficpar);
+      puts(line);
+      fputs(line,ficparo);
+    }
+    ungetc(c,ficpar);
+  
+    fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);
+    
+    if (fage <= 2) {
+      bage = agemin;
+      fage = agemax;
+    }
+
+    fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
+    fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);
+/*------------ gnuplot -------------*/
+chdir(pathcd);
+  if((ficgp=fopen("graph.plt","w"))==NULL) {
+    printf("Problem with file graph.gp");goto end;
+  }
+#ifdef windows
+  fprintf(ficgp,"cd \"%s\" \n",pathc);
+#endif
+m=pow(2,cptcovn);
+  
+ /* 1eme*/
+  for (cpt=1; cpt<= nlstate ; cpt ++) {
+   for (k1=1; k1<= m ; k1 ++) {
+
+#ifdef windows
+    fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"vpl%s\" every :::%d::%d u 1:2 \"\%%lf",agemin,fage,fileres,k1-1,k1-1);
+#endif
+#ifdef unix
+fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);
+#endif
+
+for (i=1; i<= nlstate ; i ++) {
+  if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
+  else fprintf(ficgp," \%%*lf (\%%*lf)");
+}
+    fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);
+    for (i=1; i<= nlstate ; i ++) {
+  if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
+  else fprintf(ficgp," \%%*lf (\%%*lf)");
+} 
+  fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1); 
+     for (i=1; i<= nlstate ; i ++) {
+  if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
+  else fprintf(ficgp," \%%*lf (\%%*lf)");
+}  
+     fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));
+#ifdef unix
+fprintf(ficgp,"\nset ter gif small size 400,300");
+#endif
+fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);
+   }
+  }
+  /*2 eme*/
+
+  for (k1=1; k1<= m ; k1 ++) { 
+    fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);
+    
+    for (i=1; i<= nlstate+1 ; i ++) {
+      k=2*i;
+      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);
+      for (j=1; j<= nlstate+1 ; j ++) {
+  if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
+  else fprintf(ficgp," \%%*lf (\%%*lf)");
+}   
+      if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
+      else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);
+    fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);
+      for (j=1; j<= nlstate+1 ; j ++) {
+	if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
+	else fprintf(ficgp," \%%*lf (\%%*lf)");
+}   
+      fprintf(ficgp,"\" t\"\" w l 0,");
+     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);
+      for (j=1; j<= nlstate+1 ; j ++) {
+  if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
+  else fprintf(ficgp," \%%*lf (\%%*lf)");
+}   
+      if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
+      else fprintf(ficgp,"\" t\"\" w l 0,");
+    }
+    fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);
+  }
+ 
+  /*3eme*/
+
+  for (k1=1; k1<= m ; k1 ++) { 
+    for (cpt=1; cpt<= nlstate ; cpt ++) {
+      k=2+nlstate*(cpt-1);
+      fprintf(ficgp,"set ter gif small size 400,300\nplot [%.f:%.f] \"e%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",agemin,fage,fileres,k1-1,k1-1,k,cpt);
+      for (i=1; i< nlstate ; i ++) {
+	fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",fileres,k1-1,k1-1,k+i,cpt,i+1);
+      } 
+      fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);
+    }
+  }
+ 
+  /* CV preval stat */
+  for (k1=1; k1<= m ; k1 ++) { 
+    for (cpt=1; cpt<nlstate ; cpt ++) {
+      k=3;
+      fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);
+      for (i=1; i< nlstate ; i ++)
+	fprintf(ficgp,"+$%d",k+i+1);
+      fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
+      
+      l=3+(nlstate+ndeath)*cpt;
+      fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);
+      for (i=1; i< nlstate ; i ++) {
+	l=3+(nlstate+ndeath)*cpt;
+	fprintf(ficgp,"+$%d",l+i+1);
+      }
+      fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);   
+      fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);
+    } 
+  }
+
+  /* proba elementaires */
+  for(i=1,jk=1; i <=nlstate; i++){
+    for(k=1; k <=(nlstate+ndeath); k++){
+      if (k != i) {
+	/*  fprintf(ficgp,"%1d%1d ",i,k);*/
+	for(j=1; j <=ncovmodel; j++){
+	  fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,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);
+  for(i=1; i <=nlstate; i++) {
+    for(k=1; k <=(nlstate+ndeath); k++){
+      if (k != i) {
+	fprintf(ficgp," exp(a%d%d+b%d%d*x",i,k,i,k);
+	for(j=3; j <=ncovmodel; j++) 
+	  fprintf(ficgp,"+%s%d%d*%d",alph[j],i,k,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
+	fprintf(ficgp,")/(1");
+	for(k1=1; k1 <=(nlstate+ndeath); k1++) 
+	  if (k1 != i) {
+	    fprintf(ficgp,"+exp(a%d%d+b%d%d*x",i,k1,i,k1);
+	    for(j=3; j <=ncovmodel; j++)
+	      fprintf(ficgp,"+%s%d%d*%d",alph[j],i,k,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
+	    fprintf(ficgp,")");
+	  }
+	fprintf(ficgp,") t \"p%d%d\" ", i,k);
+      if ((i+k)!= (nlstate*2+ndeath)) fprintf(ficgp,",");
+      }
+    }
+  }
+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 0.63<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=cptcovn;
+ 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<=cptcovn;cpt++) 
+	   fprintf(fichtm," V%d=%d ",Tvar[cpt],nbcode[Tvar[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=cptcovn;
+  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<=cptcovn;j++) 
+	  fprintf(ficrespl,"V%d=%d ",Tvar[j],nbcode[Tvar[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<=cptcovn;j++) 
+	  fprintf(ficrespij,"V%d=%d ",Tvar[j],nbcode[Tvar[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<=cptcovn;j++) 
+	fprintf(ficrest,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);
+      fprintf(ficrest,"******\n");
+
+      fprintf(ficreseij,"\n#****** ");
+      for(j=1;j<=cptcovn;j++) 
+	fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);
+      fprintf(ficreseij,"******\n");
+
+      fprintf(ficresvij,"\n#****** ");
+      for(j=1;j<=cptcovn;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<=cptcovn;j++) 
+       fprintf(ficresvpl,"V%d=%d ",Tvar[j],nbcode[Tvar[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 ../gp37mgw/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 
+}
+
+