Diff for /imach/src/imach.c between versions 1.1 and 1.2

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

Removed from v.1.1  
changed lines
  Added in v.1.2


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