Annotation of imach/src/imach.c, revision 1.2

1.2     ! lievre      1:     
        !             2: /*********************** Imach **************************************        
        !             3:   This program computes Healthy Life Expectancies from cross-longitudinal 
        !             4:   data. Cross-longitudinal consist in a first survey ("cross") where 
        !             5:   individuals from different ages are interviewed on their health status
        !             6:   or degree of  disability. At least a second wave of interviews 
        !             7:   ("longitudinal") should  measure each new individual health status. 
        !             8:   Health expectancies are computed from the transistions observed between 
        !             9:   waves and are computed for each degree of severity of disability (number
        !            10:   of life states). More degrees you consider, more time is necessary to
        !            11:   reach the Maximum Likelihood of the parameters involved in the model.
        !            12:   The simplest model is the multinomial logistic model where pij is
        !            13:   the probabibility to be observed in state j at the second wave conditional
        !            14:   to be observed in state i at the first wave. Therefore the model is:
        !            15:   log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex' 
        !            16:   is a covariate. If you want to have a more complex model than "constant and
        !            17:   age", you should modify the program where the markup 
        !            18:     *Covariates have to be included here again* invites you to do it.
        !            19:   More covariates you add, less is the speed of the convergence.
        !            20: 
        !            21:   The advantage that this computer programme claims, comes from that if the 
        !            22:   delay between waves is not identical for each individual, or if some 
        !            23:   individual missed an interview, the information is not rounded or lost, but
        !            24:   taken into account using an interpolation or extrapolation.
        !            25:   hPijx is the probability to be
        !            26:   observed in state i at age x+h conditional to the observed state i at age 
        !            27:   x. The delay 'h' can be split into an exact number (nh*stepm) of 
        !            28:   unobserved intermediate  states. This elementary transition (by month or 
        !            29:   quarter trimester, semester or year) is model as a multinomial logistic. 
        !            30:   The hPx matrix is simply the matrix product of nh*stepm elementary matrices
        !            31:   and the contribution of each individual to the likelihood is simply hPijx.
        !            32: 
        !            33:   Also this programme outputs the covariance matrix of the parameters but also
        !            34:   of the life expectancies. It also computes the prevalence limits. 
        !            35:   
        !            36:   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
        !            37:            Institut national d'études démographiques, Paris.
        !            38:   This software have been partly granted by Euro-REVES, a concerted action
        !            39:   from the European Union.
        !            40:   It is copyrighted identically to a GNU software product, ie programme and
        !            41:   software can be distributed freely for non commercial use. Latest version
        !            42:   can be accessed at http://euroreves.ined.fr/imach .
        !            43:   **********************************************************************/
        !            44:  
        !            45: #include <math.h>
        !            46: #include <stdio.h>
        !            47: #include <stdlib.h>
        !            48: #include <unistd.h>
        !            49: 
        !            50: #define MAXLINE 256
        !            51: #define FILENAMELENGTH 80
        !            52: /*#define DEBUG*/
        !            53: #define windows
        !            54: 
        !            55: #define MAXPARM 30 /* Maximum number of parameters for the optimization */
        !            56: #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
        !            57: 
        !            58: #define NINTERVMAX 8
        !            59: #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
        !            60: #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
        !            61: #define NCOVMAX 8 /* Maximum number of covariates */
        !            62: #define MAXN 80000
        !            63: #define YEARM 12. /* Number of months per year */
        !            64: #define AGESUP 130
        !            65: #define AGEBASE 40
        !            66: 
        !            67: 
        !            68: int nvar;
        !            69: static int cptcov;
        !            70: int cptcovn;
        !            71: int npar=NPARMAX;
        !            72: int nlstate=2; /* Number of live states */
        !            73: int ndeath=1; /* Number of dead states */
        !            74: int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
        !            75: 
        !            76: int *wav; /* Number of waves for this individuual 0 is possible */
        !            77: int maxwav; /* Maxim number of waves */
        !            78: int mle, weightopt;
        !            79: int **mw; /* mw[mi][i] is number of the mi wave for this individual */
        !            80: int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
        !            81: double **oldm, **newm, **savm; /* Working pointers to matrices */
        !            82: double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
        !            83: FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest;
        !            84: FILE *ficgp, *fichtm;
        !            85: FILE *ficreseij;
        !            86:   char filerese[FILENAMELENGTH];
        !            87:  FILE  *ficresvij;
        !            88:   char fileresv[FILENAMELENGTH];
        !            89:  FILE  *ficresvpl;
        !            90:   char fileresvpl[FILENAMELENGTH];
        !            91: 
        !            92: 
        !            93: 
        !            94: 
        !            95: #define NR_END 1
        !            96: #define FREE_ARG char*
        !            97: #define FTOL 1.0e-10
        !            98: 
        !            99: #define NRANSI 
        !           100: #define ITMAX 200 
        !           101: 
        !           102: #define TOL 2.0e-4 
        !           103: 
        !           104: #define CGOLD 0.3819660 
        !           105: #define ZEPS 1.0e-10 
        !           106: #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
        !           107: 
        !           108: #define GOLD 1.618034 
        !           109: #define GLIMIT 100.0 
        !           110: #define TINY 1.0e-20 
        !           111: 
        !           112: static double maxarg1,maxarg2;
        !           113: #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
        !           114: #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
        !           115:  
        !           116: #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
        !           117: #define rint(a) floor(a+0.5)
        !           118: 
        !           119: static double sqrarg;
        !           120: #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
        !           121: #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
        !           122: 
        !           123: int imx; 
        !           124: int stepm;
        !           125: /* Stepm, step in month: minimum step interpolation*/
        !           126: 
        !           127: int m,nb;
        !           128: int *num, firstpass=0, lastpass=4,*cod, *ncodemax;
        !           129: double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
        !           130: double **pmmij;
        !           131: 
        !           132: double *weight;
        !           133: int **s; /* Status */
        !           134: double *agedc, **covar, idx;
        !           135: int **nbcode, *Tcode, *Tvar, **codtab;
        !           136: 
        !           137: double ftol=FTOL; /* Tolerance for computing Max Likelihood */
        !           138: double ftolhess; /* Tolerance for computing hessian */
        !           139: 
        !           140: 
        !           141: /******************************************/
        !           142: 
        !           143: void replace(char *s, char*t)
        !           144: {
        !           145:   int i;
        !           146:   int lg=20;
        !           147:   i=0;
        !           148:   lg=strlen(t);
        !           149:   for(i=0; i<= lg; i++) {
        !           150:     (s[i] = t[i]);
        !           151:     if (t[i]== '\\') s[i]='/';
        !           152:   }
        !           153: }
        !           154: 
        !           155: int nbocc(char *s, char occ)
        !           156: {
        !           157:   int i,j=0;
        !           158:   int lg=20;
        !           159:   i=0;
        !           160:   lg=strlen(s);
        !           161:   for(i=0; i<= lg; i++) {
        !           162:   if  (s[i] == occ ) j++;
        !           163:   }
        !           164:   return j;
        !           165: }
        !           166: 
        !           167: void cutv(char *u,char *v, char*t, char occ)
        !           168: {
        !           169:   int i,lg,j,p;
        !           170:   i=0;
        !           171:   if (t[0]== occ) p=0;
        !           172:   for(j=0; j<=strlen(t)-1; j++) {
        !           173:     if((t[j]!= occ) && (t[j+1]==occ)) p=j+1;
        !           174:   }
        !           175: 
        !           176:   lg=strlen(t);
        !           177:   for(j=0; j<p; j++) {
        !           178:     (u[j] = t[j]);
        !           179:     u[p]='\0';
        !           180:   }
        !           181: 
        !           182:    for(j=0; j<= lg; j++) {
        !           183:     if (j>=(p+1))(v[j-p-1] = t[j]);
        !           184:   }
        !           185: }
        !           186: 
        !           187: 
        !           188: /********************** nrerror ********************/
        !           189: 
        !           190: void nrerror(char error_text[])
        !           191: {
        !           192:   fprintf(stderr,"ERREUR ...\n");
        !           193:   fprintf(stderr,"%s\n",error_text);
        !           194:   exit(1);
        !           195: }
        !           196: /*********************** vector *******************/
        !           197: double *vector(int nl, int nh)
        !           198: {
        !           199:   double *v;
        !           200:   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
        !           201:   if (!v) nrerror("allocation failure in vector");
        !           202:   return v-nl+NR_END;
        !           203: }
        !           204: 
        !           205: /************************ free vector ******************/
        !           206: void free_vector(double*v, int nl, int nh)
        !           207: {
        !           208:   free((FREE_ARG)(v+nl-NR_END));
        !           209: }
        !           210: 
        !           211: /************************ivector *******************************/
        !           212: int *ivector(long nl,long nh)
        !           213: {
        !           214:   int *v;
        !           215:   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
        !           216:   if (!v) nrerror("allocation failure in ivector");
        !           217:   return v-nl+NR_END;
        !           218: }
        !           219: 
        !           220: /******************free ivector **************************/
        !           221: void free_ivector(int *v, long nl, long nh)
        !           222: {
        !           223:   free((FREE_ARG)(v+nl-NR_END));
        !           224: }
        !           225: 
        !           226: /******************* imatrix *******************************/
        !           227: int **imatrix(long nrl, long nrh, long ncl, long nch) 
        !           228:      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
        !           229: { 
        !           230:   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
        !           231:   int **m; 
        !           232:   
        !           233:   /* allocate pointers to rows */ 
        !           234:   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
        !           235:   if (!m) nrerror("allocation failure 1 in matrix()"); 
        !           236:   m += NR_END; 
        !           237:   m -= nrl; 
        !           238:   
        !           239:   
        !           240:   /* allocate rows and set pointers to them */ 
        !           241:   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
        !           242:   if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
        !           243:   m[nrl] += NR_END; 
        !           244:   m[nrl] -= ncl; 
        !           245:   
        !           246:   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
        !           247:   
        !           248:   /* return pointer to array of pointers to rows */ 
        !           249:   return m; 
        !           250: } 
        !           251: 
        !           252: /****************** free_imatrix *************************/
        !           253: void free_imatrix(m,nrl,nrh,ncl,nch)
        !           254:       int **m;
        !           255:       long nch,ncl,nrh,nrl; 
        !           256:      /* free an int matrix allocated by imatrix() */ 
        !           257: { 
        !           258:   free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
        !           259:   free((FREE_ARG) (m+nrl-NR_END)); 
        !           260: } 
        !           261: 
        !           262: /******************* matrix *******************************/
        !           263: double **matrix(long nrl, long nrh, long ncl, long nch)
        !           264: {
        !           265:   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
        !           266:   double **m;
        !           267: 
        !           268:   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
        !           269:   if (!m) nrerror("allocation failure 1 in matrix()");
        !           270:   m += NR_END;
        !           271:   m -= nrl;
        !           272: 
        !           273:   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
        !           274:   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
        !           275:   m[nrl] += NR_END;
        !           276:   m[nrl] -= ncl;
        !           277: 
        !           278:   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
        !           279:   return m;
        !           280: }
        !           281: 
        !           282: /*************************free matrix ************************/
        !           283: void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
        !           284: {
        !           285:   free((FREE_ARG)(m[nrl]+ncl-NR_END));
        !           286:   free((FREE_ARG)(m+nrl-NR_END));
        !           287: }
        !           288: 
        !           289: /******************* ma3x *******************************/
        !           290: double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
        !           291: {
        !           292:   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
        !           293:   double ***m;
        !           294: 
        !           295:   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
        !           296:   if (!m) nrerror("allocation failure 1 in matrix()");
        !           297:   m += NR_END;
        !           298:   m -= nrl;
        !           299: 
        !           300:   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
        !           301:   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
        !           302:   m[nrl] += NR_END;
        !           303:   m[nrl] -= ncl;
        !           304: 
        !           305:   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
        !           306: 
        !           307:   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
        !           308:   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
        !           309:   m[nrl][ncl] += NR_END;
        !           310:   m[nrl][ncl] -= nll;
        !           311:   for (j=ncl+1; j<=nch; j++) 
        !           312:     m[nrl][j]=m[nrl][j-1]+nlay;
        !           313:   
        !           314:   for (i=nrl+1; i<=nrh; i++) {
        !           315:     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
        !           316:     for (j=ncl+1; j<=nch; j++) 
        !           317:       m[i][j]=m[i][j-1]+nlay;
        !           318:   }
        !           319:   return m;
        !           320: }
        !           321: 
        !           322: /*************************free ma3x ************************/
        !           323: void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
        !           324: {
        !           325:   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
        !           326:   free((FREE_ARG)(m[nrl]+ncl-NR_END));
        !           327:   free((FREE_ARG)(m+nrl-NR_END));
        !           328: }
        !           329: 
        !           330: /***************** f1dim *************************/
        !           331: extern int ncom; 
        !           332: extern double *pcom,*xicom;
        !           333: extern double (*nrfunc)(double []); 
        !           334:  
        !           335: double f1dim(double x) 
        !           336: { 
        !           337:   int j; 
        !           338:   double f;
        !           339:   double *xt; 
        !           340:  
        !           341:   xt=vector(1,ncom); 
        !           342:   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
        !           343:   f=(*nrfunc)(xt); 
        !           344:   free_vector(xt,1,ncom); 
        !           345:   return f; 
        !           346: } 
        !           347: 
        !           348: /*****************brent *************************/
        !           349: double brent(double ax, double bx, double cx, double (*f)(double), double tol,         double *xmin) 
        !           350: { 
        !           351:   int iter; 
        !           352:   double a,b,d,etemp;
        !           353:   double fu,fv,fw,fx;
        !           354:   double ftemp;
        !           355:   double p,q,r,tol1,tol2,u,v,w,x,xm; 
        !           356:   double e=0.0; 
        !           357:  
        !           358:   a=(ax < cx ? ax : cx); 
        !           359:   b=(ax > cx ? ax : cx); 
        !           360:   x=w=v=bx; 
        !           361:   fw=fv=fx=(*f)(x); 
        !           362:   for (iter=1;iter<=ITMAX;iter++) { 
        !           363:     xm=0.5*(a+b); 
        !           364:     tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
        !           365:     /*         if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
        !           366:     printf(".");fflush(stdout);
        !           367: #ifdef DEBUG
        !           368:     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);
        !           369:     /*         if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
        !           370: #endif
        !           371:     if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
        !           372:       *xmin=x; 
        !           373:       return fx; 
        !           374:     } 
        !           375:     ftemp=fu;
        !           376:     if (fabs(e) > tol1) { 
        !           377:       r=(x-w)*(fx-fv); 
        !           378:       q=(x-v)*(fx-fw); 
        !           379:       p=(x-v)*q-(x-w)*r; 
        !           380:       q=2.0*(q-r); 
        !           381:       if (q > 0.0) p = -p; 
        !           382:       q=fabs(q); 
        !           383:       etemp=e; 
        !           384:       e=d; 
        !           385:       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
        !           386:        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
        !           387:       else { 
        !           388:        d=p/q; 
        !           389:        u=x+d; 
        !           390:        if (u-a < tol2 || b-u < tol2) 
        !           391:          d=SIGN(tol1,xm-x); 
        !           392:       } 
        !           393:     } else { 
        !           394:       d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
        !           395:     } 
        !           396:     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
        !           397:     fu=(*f)(u); 
        !           398:     if (fu <= fx) { 
        !           399:       if (u >= x) a=x; else b=x; 
        !           400:       SHFT(v,w,x,u) 
        !           401:        SHFT(fv,fw,fx,fu) 
        !           402:        } else { 
        !           403:          if (u < x) a=u; else b=u; 
        !           404:          if (fu <= fw || w == x) { 
        !           405:            v=w; 
        !           406:            w=u; 
        !           407:            fv=fw; 
        !           408:            fw=fu; 
        !           409:          } else if (fu <= fv || v == x || v == w) { 
        !           410:            v=u; 
        !           411:            fv=fu; 
        !           412:          } 
        !           413:        } 
        !           414:   } 
        !           415:   nrerror("Too many iterations in brent"); 
        !           416:   *xmin=x; 
        !           417:   return fx; 
        !           418: } 
        !           419: 
        !           420: /****************** mnbrak ***********************/
        !           421: 
        !           422: void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
        !           423:            double (*func)(double)) 
        !           424: { 
        !           425:   double ulim,u,r,q, dum;
        !           426:   double fu; 
        !           427:  
        !           428:   *fa=(*func)(*ax); 
        !           429:   *fb=(*func)(*bx); 
        !           430:   if (*fb > *fa) { 
        !           431:     SHFT(dum,*ax,*bx,dum) 
        !           432:       SHFT(dum,*fb,*fa,dum) 
        !           433:       } 
        !           434:   *cx=(*bx)+GOLD*(*bx-*ax); 
        !           435:   *fc=(*func)(*cx); 
        !           436:   while (*fb > *fc) { 
        !           437:     r=(*bx-*ax)*(*fb-*fc); 
        !           438:     q=(*bx-*cx)*(*fb-*fa); 
        !           439:     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
        !           440:       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
        !           441:     ulim=(*bx)+GLIMIT*(*cx-*bx); 
        !           442:     if ((*bx-u)*(u-*cx) > 0.0) { 
        !           443:       fu=(*func)(u); 
        !           444:     } else if ((*cx-u)*(u-ulim) > 0.0) { 
        !           445:       fu=(*func)(u); 
        !           446:       if (fu < *fc) { 
        !           447:        SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
        !           448:          SHFT(*fb,*fc,fu,(*func)(u)) 
        !           449:          } 
        !           450:     } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
        !           451:       u=ulim; 
        !           452:       fu=(*func)(u); 
        !           453:     } else { 
        !           454:       u=(*cx)+GOLD*(*cx-*bx); 
        !           455:       fu=(*func)(u); 
        !           456:     } 
        !           457:     SHFT(*ax,*bx,*cx,u) 
        !           458:       SHFT(*fa,*fb,*fc,fu) 
        !           459:       } 
        !           460: } 
        !           461: 
        !           462: /*************** linmin ************************/
        !           463: 
        !           464: int ncom; 
        !           465: double *pcom,*xicom;
        !           466: double (*nrfunc)(double []); 
        !           467:  
        !           468: void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
        !           469: { 
        !           470:   double brent(double ax, double bx, double cx, 
        !           471:               double (*f)(double), double tol, double *xmin); 
        !           472:   double f1dim(double x); 
        !           473:   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
        !           474:              double *fc, double (*func)(double)); 
        !           475:   int j; 
        !           476:   double xx,xmin,bx,ax; 
        !           477:   double fx,fb,fa;
        !           478:  
        !           479:   ncom=n; 
        !           480:   pcom=vector(1,n); 
        !           481:   xicom=vector(1,n); 
        !           482:   nrfunc=func; 
        !           483:   for (j=1;j<=n;j++) { 
        !           484:     pcom[j]=p[j]; 
        !           485:     xicom[j]=xi[j]; 
        !           486:   } 
        !           487:   ax=0.0; 
        !           488:   xx=1.0; 
        !           489:   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
        !           490:   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
        !           491: #ifdef DEBUG
        !           492:   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
        !           493: #endif
        !           494:   for (j=1;j<=n;j++) { 
        !           495:     xi[j] *= xmin; 
        !           496:     p[j] += xi[j]; 
        !           497:   } 
        !           498:   free_vector(xicom,1,n); 
        !           499:   free_vector(pcom,1,n); 
        !           500: } 
        !           501: 
        !           502: /*************** powell ************************/
        !           503: void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
        !           504:            double (*func)(double [])) 
        !           505: { 
        !           506:   void linmin(double p[], double xi[], int n, double *fret, 
        !           507:              double (*func)(double [])); 
        !           508:   int i,ibig,j; 
        !           509:   double del,t,*pt,*ptt,*xit;
        !           510:   double fp,fptt;
        !           511:   double *xits;
        !           512:   pt=vector(1,n); 
        !           513:   ptt=vector(1,n); 
        !           514:   xit=vector(1,n); 
        !           515:   xits=vector(1,n); 
        !           516:   *fret=(*func)(p); 
        !           517:   for (j=1;j<=n;j++) pt[j]=p[j]; 
        !           518:   for (*iter=1;;++(*iter)) { 
        !           519:     fp=(*fret); 
        !           520:     ibig=0; 
        !           521:     del=0.0; 
        !           522:     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
        !           523:     for (i=1;i<=n;i++) 
        !           524:       printf(" %d %.12f",i, p[i]);
        !           525:     printf("\n");
        !           526:     for (i=1;i<=n;i++) { 
        !           527:       for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
        !           528:       fptt=(*fret); 
        !           529: #ifdef DEBUG
        !           530:       printf("fret=%lf \n",*fret);
        !           531: #endif
        !           532:       printf("%d",i);fflush(stdout);
        !           533:       linmin(p,xit,n,fret,func); 
        !           534:       if (fabs(fptt-(*fret)) > del) { 
        !           535:        del=fabs(fptt-(*fret)); 
        !           536:        ibig=i; 
        !           537:       } 
        !           538: #ifdef DEBUG
        !           539:       printf("%d %.12e",i,(*fret));
        !           540:       for (j=1;j<=n;j++) {
        !           541:        xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
        !           542:        printf(" x(%d)=%.12e",j,xit[j]);
        !           543:       }
        !           544:       for(j=1;j<=n;j++) 
        !           545:        printf(" p=%.12e",p[j]);
        !           546:       printf("\n");
        !           547: #endif
        !           548:     } 
        !           549:     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
        !           550: #ifdef DEBUG
        !           551:       int k[2],l;
        !           552:       k[0]=1;
        !           553:       k[1]=-1;
        !           554:       printf("Max: %.12e",(*func)(p));
        !           555:       for (j=1;j<=n;j++) 
        !           556:        printf(" %.12e",p[j]);
        !           557:       printf("\n");
        !           558:       for(l=0;l<=1;l++) {
        !           559:        for (j=1;j<=n;j++) {
        !           560:          ptt[j]=p[j]+(p[j]-pt[j])*k[l];
        !           561:          printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
        !           562:        }
        !           563:        printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
        !           564:       }
        !           565: #endif
        !           566: 
        !           567: 
        !           568:       free_vector(xit,1,n); 
        !           569:       free_vector(xits,1,n); 
        !           570:       free_vector(ptt,1,n); 
        !           571:       free_vector(pt,1,n); 
        !           572:       return; 
        !           573:     } 
        !           574:     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
        !           575:     for (j=1;j<=n;j++) { 
        !           576:       ptt[j]=2.0*p[j]-pt[j]; 
        !           577:       xit[j]=p[j]-pt[j]; 
        !           578:       pt[j]=p[j]; 
        !           579:     } 
        !           580:     fptt=(*func)(ptt); 
        !           581:     if (fptt < fp) { 
        !           582:       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
        !           583:       if (t < 0.0) { 
        !           584:        linmin(p,xit,n,fret,func); 
        !           585:        for (j=1;j<=n;j++) { 
        !           586:          xi[j][ibig]=xi[j][n]; 
        !           587:          xi[j][n]=xit[j]; 
        !           588:        }
        !           589: #ifdef DEBUG
        !           590:        printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
        !           591:        for(j=1;j<=n;j++)
        !           592:          printf(" %.12e",xit[j]);
        !           593:        printf("\n");
        !           594: #endif
        !           595:       } 
        !           596:     } 
        !           597:   } 
        !           598: } 
        !           599: 
        !           600: /**** Prevalence limit ****************/
        !           601: 
        !           602: double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
        !           603: {
        !           604:   /* Computes the prevalence limit in each live state at age x by left multiplying the unit
        !           605:      matrix by transitions matrix until convergence is reached */
        !           606: 
        !           607:   int i, ii,j,k;
        !           608:   double min, max, maxmin, maxmax,sumnew=0.;
        !           609:   double **matprod2();
        !           610:   double **out, cov[NCOVMAX], **pmij();
        !           611:   double **newm;
        !           612:   double agefin, delaymax=50 ; /* Max number of years to converge */
        !           613: 
        !           614:   for (ii=1;ii<=nlstate+ndeath;ii++)
        !           615:     for (j=1;j<=nlstate+ndeath;j++){
        !           616:       oldm[ii][j]=(ii==j ? 1.0 : 0.0);
        !           617:     }
        !           618:   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
        !           619:   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
        !           620:     newm=savm;
        !           621:     /* Covariates have to be included here again */
        !           622:     cov[1]=1.;
        !           623:     cov[2]=agefin;
        !           624:     if (cptcovn>0){
        !           625:       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]]);*/}
        !           626:     }
        !           627:     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
        !           628: 
        !           629:     savm=oldm;
        !           630:     oldm=newm;
        !           631:     maxmax=0.;
        !           632:     for(j=1;j<=nlstate;j++){
        !           633:       min=1.;
        !           634:       max=0.;
        !           635:       for(i=1; i<=nlstate; i++) {
        !           636:        sumnew=0;
        !           637:        for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
        !           638:        prlim[i][j]= newm[i][j]/(1-sumnew);
        !           639:        max=FMAX(max,prlim[i][j]);
        !           640:        min=FMIN(min,prlim[i][j]);
        !           641:       }
        !           642:       maxmin=max-min;
        !           643:       maxmax=FMAX(maxmax,maxmin);
        !           644:     }
        !           645:     if(maxmax < ftolpl){
        !           646:       return prlim;
        !           647:     }
        !           648:   }
        !           649: }
        !           650: 
        !           651: /*************** transition probabilities **********/ 
        !           652: 
        !           653: double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
        !           654: {
        !           655:   double s1, s2;
        !           656:   /*double t34;*/
        !           657:   int i,j,j1, nc, ii, jj;
        !           658: 
        !           659:     for(i=1; i<= nlstate; i++){
        !           660:     for(j=1; j<i;j++){
        !           661:       for (nc=1, s2=0.;nc <=ncovmodel; nc++){
        !           662:        /*s2 += param[i][j][nc]*cov[nc];*/
        !           663:        s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
        !           664:        /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/
        !           665:       }
        !           666:       ps[i][j]=s2;
        !           667:       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
        !           668:     }
        !           669:     for(j=i+1; j<=nlstate+ndeath;j++){
        !           670:       for (nc=1, s2=0.;nc <=ncovmodel; nc++){
        !           671:        s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
        !           672:        /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
        !           673:       }
        !           674:       ps[i][j]=s2;
        !           675:     }
        !           676:   }
        !           677:   for(i=1; i<= nlstate; i++){
        !           678:      s1=0;
        !           679:     for(j=1; j<i; j++)
        !           680:       s1+=exp(ps[i][j]);
        !           681:     for(j=i+1; j<=nlstate+ndeath; j++)
        !           682:       s1+=exp(ps[i][j]);
        !           683:     ps[i][i]=1./(s1+1.);
        !           684:     for(j=1; j<i; j++)
        !           685:       ps[i][j]= exp(ps[i][j])*ps[i][i];
        !           686:     for(j=i+1; j<=nlstate+ndeath; j++)
        !           687:       ps[i][j]= exp(ps[i][j])*ps[i][i];
        !           688:     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
        !           689:   } /* end i */
        !           690: 
        !           691:   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
        !           692:     for(jj=1; jj<= nlstate+ndeath; jj++){
        !           693:       ps[ii][jj]=0;
        !           694:       ps[ii][ii]=1;
        !           695:     }
        !           696:   }
        !           697: 
        !           698:   /*   for(ii=1; ii<= nlstate+ndeath; ii++){
        !           699:     for(jj=1; jj<= nlstate+ndeath; jj++){
        !           700:      printf("%lf ",ps[ii][jj]);
        !           701:    }
        !           702:     printf("\n ");
        !           703:     }
        !           704:     printf("\n ");printf("%lf ",cov[2]);*/
        !           705: /*
        !           706:   for(i=1; i<= npar; i++) printf("%f ",x[i]);
        !           707:   goto end;*/
        !           708:     return ps;
        !           709: }
        !           710: 
        !           711: /**************** Product of 2 matrices ******************/
        !           712: 
        !           713: double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
        !           714: {
        !           715:   /* Computes the matric product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
        !           716:      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
        !           717:   /* in, b, out are matrice of pointers which should have been initialized 
        !           718:      before: only the contents of out is modified. The function returns
        !           719:      a pointer to pointers identical to out */
        !           720:   long i, j, k;
        !           721:   for(i=nrl; i<= nrh; i++)
        !           722:     for(k=ncolol; k<=ncoloh; k++)
        !           723:       for(j=ncl,out[i][k]=0.; j<=nch; j++)
        !           724:        out[i][k] +=in[i][j]*b[j][k];
        !           725: 
        !           726:   return out;
        !           727: }
        !           728: 
        !           729: 
        !           730: /************* Higher Matrix Product ***************/
        !           731: 
        !           732: double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
        !           733: {
        !           734:   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month 
        !           735:      duration (i.e. until
        !           736:      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices. 
        !           737:      Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
        !           738:      (typically every 2 years instead of every month which is too big).
        !           739:      Model is determined by parameters x and covariates have to be 
        !           740:      included manually here. 
        !           741: 
        !           742:      */
        !           743: 
        !           744:   int i, j, d, h, k;
        !           745:   double **out, cov[NCOVMAX];
        !           746:   double **newm;
        !           747: 
        !           748:   /* Hstepm could be zero and should return the unit matrix */
        !           749:   for (i=1;i<=nlstate+ndeath;i++)
        !           750:     for (j=1;j<=nlstate+ndeath;j++){
        !           751:       oldm[i][j]=(i==j ? 1.0 : 0.0);
        !           752:       po[i][j][0]=(i==j ? 1.0 : 0.0);
        !           753:     }
        !           754:   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
        !           755:   for(h=1; h <=nhstepm; h++){
        !           756:     for(d=1; d <=hstepm; d++){
        !           757:       newm=savm;
        !           758:       /* Covariates have to be included here again */
        !           759:       cov[1]=1.;
        !           760:       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
        !           761:       if (cptcovn>0){
        !           762:       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][k]];
        !           763:     }
        !           764:       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
        !           765:       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
        !           766:       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
        !           767:                   pmij(pmmij,cov,ncovmodel,x,nlstate));
        !           768:       savm=oldm;
        !           769:       oldm=newm;
        !           770:     }
        !           771:     for(i=1; i<=nlstate+ndeath; i++)
        !           772:       for(j=1;j<=nlstate+ndeath;j++) {
        !           773:        po[i][j][h]=newm[i][j];
        !           774:        /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
        !           775:         */
        !           776:       }
        !           777:   } /* end h */
        !           778:   return po;
        !           779: }
        !           780: 
        !           781: 
        !           782: /*************** log-likelihood *************/
        !           783: double func( double *x)
        !           784: {
        !           785:   int i, ii, j, k, mi, d;
        !           786:   double l, ll[NLSTATEMAX], cov[NCOVMAX];
        !           787:   double **out;
        !           788:   double sw; /* Sum of weights */
        !           789:   double lli; /* Individual log likelihood */
        !           790:   long ipmx;
        !           791:   /*extern weight */
        !           792:   /* We are differentiating ll according to initial status */
        !           793:   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
        !           794:   /*for(i=1;i<imx;i++) 
        !           795: printf(" %d\n",s[4][i]);
        !           796:   */
        !           797: 
        !           798:   for(k=1; k<=nlstate; k++) ll[k]=0.;
        !           799:   for (i=1,ipmx=0, sw=0.; i<=imx; i++){
        !           800:        for(mi=1; mi<= wav[i]-1; mi++){
        !           801:       for (ii=1;ii<=nlstate+ndeath;ii++)
        !           802:        for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);
        !           803:             for(d=0; d<dh[mi][i]; d++){
        !           804:        newm=savm;
        !           805:          cov[1]=1.;
        !           806:          cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
        !           807:          if (cptcovn>0){
        !           808:            for (k=1; k<=cptcovn;k++) {
        !           809:              cov[2+k]=covar[Tvar[k]][i];
        !           810:              /* printf("k=%d cptcovn=%d %lf\n",k,cptcovn,covar[Tvar[k]][i]);*/
        !           811:            }
        !           812:            }
        !           813:          out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
        !           814:                       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
        !           815:          savm=oldm;
        !           816:          oldm=newm;
        !           817:       } /* end mult */
        !           818:    
        !           819:       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);
        !           820:       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/
        !           821:       ipmx +=1;
        !           822:       sw += weight[i];
        !           823:       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
        !           824:     } /* end of wave */
        !           825:   } /* end of individual */
        !           826: 
        !           827:   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
        !           828:   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
        !           829:   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
        !           830: 
        !           831:   return -l;
        !           832: }
        !           833: 
        !           834: 
        !           835: /*********** Maximum Likelihood Estimation ***************/
        !           836: 
        !           837: void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
        !           838: {
        !           839:   int i,j, iter;
        !           840:   double **xi,*delti;
        !           841:   double fret;
        !           842:   xi=matrix(1,npar,1,npar);
        !           843:   for (i=1;i<=npar;i++)
        !           844:     for (j=1;j<=npar;j++)
        !           845:       xi[i][j]=(i==j ? 1.0 : 0.0);
        !           846:   printf("Powell\n");
        !           847:   powell(p,xi,npar,ftol,&iter,&fret,func);
        !           848: 
        !           849:    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
        !           850:   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));
        !           851: 
        !           852: }
        !           853: 
        !           854: /**** Computes Hessian and covariance matrix ***/
        !           855: void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
        !           856: {
        !           857:   double  **a,**y,*x,pd;
        !           858:   double **hess;
        !           859:   int i, j,jk;
        !           860:   int *indx;
        !           861: 
        !           862:   double hessii(double p[], double delta, int theta, double delti[]);
        !           863:   double hessij(double p[], double delti[], int i, int j);
        !           864:   void lubksb(double **a, int npar, int *indx, double b[]) ;
        !           865:   void ludcmp(double **a, int npar, int *indx, double *d) ;
        !           866: 
        !           867: 
        !           868:   hess=matrix(1,npar,1,npar);
        !           869: 
        !           870:   printf("\nCalculation of the hessian matrix. Wait...\n");
        !           871:   for (i=1;i<=npar;i++){
        !           872:     printf("%d",i);fflush(stdout);
        !           873:     hess[i][i]=hessii(p,ftolhess,i,delti);
        !           874:     /*printf(" %f ",p[i]);*/
        !           875:   }
        !           876: 
        !           877:   for (i=1;i<=npar;i++) {
        !           878:     for (j=1;j<=npar;j++)  {
        !           879:       if (j>i) { 
        !           880:        printf(".%d%d",i,j);fflush(stdout);
        !           881:        hess[i][j]=hessij(p,delti,i,j);
        !           882:        hess[j][i]=hess[i][j];
        !           883:       }
        !           884:     }
        !           885:   }
        !           886:   printf("\n");
        !           887: 
        !           888:   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
        !           889:   
        !           890:   a=matrix(1,npar,1,npar);
        !           891:   y=matrix(1,npar,1,npar);
        !           892:   x=vector(1,npar);
        !           893:   indx=ivector(1,npar);
        !           894:   for (i=1;i<=npar;i++)
        !           895:     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
        !           896:   ludcmp(a,npar,indx,&pd);
        !           897: 
        !           898:   for (j=1;j<=npar;j++) {
        !           899:     for (i=1;i<=npar;i++) x[i]=0;
        !           900:     x[j]=1;
        !           901:     lubksb(a,npar,indx,x);
        !           902:     for (i=1;i<=npar;i++){ 
        !           903:       matcov[i][j]=x[i];
        !           904:     }
        !           905:   }
        !           906: 
        !           907:   printf("\n#Hessian matrix#\n");
        !           908:   for (i=1;i<=npar;i++) { 
        !           909:     for (j=1;j<=npar;j++) { 
        !           910:       printf("%.3e ",hess[i][j]);
        !           911:     }
        !           912:     printf("\n");
        !           913:   }
        !           914: 
        !           915:   /* Recompute Inverse */
        !           916:   for (i=1;i<=npar;i++)
        !           917:     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
        !           918:   ludcmp(a,npar,indx,&pd);
        !           919: 
        !           920:   /*  printf("\n#Hessian matrix recomputed#\n");
        !           921: 
        !           922:   for (j=1;j<=npar;j++) {
        !           923:     for (i=1;i<=npar;i++) x[i]=0;
        !           924:     x[j]=1;
        !           925:     lubksb(a,npar,indx,x);
        !           926:     for (i=1;i<=npar;i++){ 
        !           927:       y[i][j]=x[i];
        !           928:       printf("%.3e ",y[i][j]);
        !           929:     }
        !           930:     printf("\n");
        !           931:   }
        !           932:   */
        !           933: 
        !           934:   free_matrix(a,1,npar,1,npar);
        !           935:   free_matrix(y,1,npar,1,npar);
        !           936:   free_vector(x,1,npar);
        !           937:   free_ivector(indx,1,npar);
        !           938:   free_matrix(hess,1,npar,1,npar);
        !           939: 
        !           940: 
        !           941: }
        !           942: 
        !           943: /*************** hessian matrix ****************/
        !           944: double hessii( double x[], double delta, int theta, double delti[])
        !           945: {
        !           946:   int i;
        !           947:   int l=1, lmax=20;
        !           948:   double k1,k2;
        !           949:   double p2[NPARMAX+1];
        !           950:   double res;
        !           951:   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
        !           952:   double fx;
        !           953:   int k=0,kmax=10;
        !           954:   double l1;
        !           955: 
        !           956:   fx=func(x);
        !           957:   for (i=1;i<=npar;i++) p2[i]=x[i];
        !           958:   for(l=0 ; l <=lmax; l++){
        !           959:     l1=pow(10,l);
        !           960:     delts=delt;
        !           961:     for(k=1 ; k <kmax; k=k+1){
        !           962:       delt = delta*(l1*k);
        !           963:       p2[theta]=x[theta] +delt;
        !           964:       k1=func(p2)-fx;
        !           965:       p2[theta]=x[theta]-delt;
        !           966:       k2=func(p2)-fx;
        !           967:       /*res= (k1-2.0*fx+k2)/delt/delt; */
        !           968:       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
        !           969:       
        !           970: #ifdef DEBUG
        !           971:       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);
        !           972: #endif
        !           973:       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
        !           974:       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
        !           975:        k=kmax;
        !           976:       }
        !           977:       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
        !           978:        k=kmax; l=lmax*10.;
        !           979:       }
        !           980:       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
        !           981:        delts=delt;
        !           982:       }
        !           983:     }
        !           984:   }
        !           985:   delti[theta]=delts;
        !           986:   return res;  
        !           987: }
        !           988: 
        !           989: double hessij( double x[], double delti[], int thetai,int thetaj)
        !           990: {
        !           991:   int i;
        !           992:   int l=1, l1, lmax=20;
        !           993:   double k1,k2,k3,k4,res,fx;
        !           994:   double p2[NPARMAX+1];
        !           995:   int k;
        !           996: 
        !           997:   fx=func(x);
        !           998:   for (k=1; k<=2; k++) {
        !           999:     for (i=1;i<=npar;i++) p2[i]=x[i];
        !          1000:     p2[thetai]=x[thetai]+delti[thetai]/k;
        !          1001:     p2[thetaj]=x[thetaj]+delti[thetaj]/k;
        !          1002:     k1=func(p2)-fx;
        !          1003:   
        !          1004:     p2[thetai]=x[thetai]+delti[thetai]/k;
        !          1005:     p2[thetaj]=x[thetaj]-delti[thetaj]/k;
        !          1006:     k2=func(p2)-fx;
        !          1007:   
        !          1008:     p2[thetai]=x[thetai]-delti[thetai]/k;
        !          1009:     p2[thetaj]=x[thetaj]+delti[thetaj]/k;
        !          1010:     k3=func(p2)-fx;
        !          1011:   
        !          1012:     p2[thetai]=x[thetai]-delti[thetai]/k;
        !          1013:     p2[thetaj]=x[thetaj]-delti[thetaj]/k;
        !          1014:     k4=func(p2)-fx;
        !          1015:     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
        !          1016: #ifdef DEBUG
        !          1017:     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);
        !          1018: #endif
        !          1019:   }
        !          1020:   return res;
        !          1021: }
        !          1022: 
        !          1023: /************** Inverse of matrix **************/
        !          1024: void ludcmp(double **a, int n, int *indx, double *d) 
        !          1025: { 
        !          1026:   int i,imax,j,k; 
        !          1027:   double big,dum,sum,temp; 
        !          1028:   double *vv; 
        !          1029:  
        !          1030:   vv=vector(1,n); 
        !          1031:   *d=1.0; 
        !          1032:   for (i=1;i<=n;i++) { 
        !          1033:     big=0.0; 
        !          1034:     for (j=1;j<=n;j++) 
        !          1035:       if ((temp=fabs(a[i][j])) > big) big=temp; 
        !          1036:     if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
        !          1037:     vv[i]=1.0/big; 
        !          1038:   } 
        !          1039:   for (j=1;j<=n;j++) { 
        !          1040:     for (i=1;i<j;i++) { 
        !          1041:       sum=a[i][j]; 
        !          1042:       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
        !          1043:       a[i][j]=sum; 
        !          1044:     } 
        !          1045:     big=0.0; 
        !          1046:     for (i=j;i<=n;i++) { 
        !          1047:       sum=a[i][j]; 
        !          1048:       for (k=1;k<j;k++) 
        !          1049:        sum -= a[i][k]*a[k][j]; 
        !          1050:       a[i][j]=sum; 
        !          1051:       if ( (dum=vv[i]*fabs(sum)) >= big) { 
        !          1052:        big=dum; 
        !          1053:        imax=i; 
        !          1054:       } 
        !          1055:     } 
        !          1056:     if (j != imax) { 
        !          1057:       for (k=1;k<=n;k++) { 
        !          1058:        dum=a[imax][k]; 
        !          1059:        a[imax][k]=a[j][k]; 
        !          1060:        a[j][k]=dum; 
        !          1061:       } 
        !          1062:       *d = -(*d); 
        !          1063:       vv[imax]=vv[j]; 
        !          1064:     } 
        !          1065:     indx[j]=imax; 
        !          1066:     if (a[j][j] == 0.0) a[j][j]=TINY; 
        !          1067:     if (j != n) { 
        !          1068:       dum=1.0/(a[j][j]); 
        !          1069:       for (i=j+1;i<=n;i++) a[i][j] *= dum; 
        !          1070:     } 
        !          1071:   } 
        !          1072:   free_vector(vv,1,n);  /* Doesn't work */
        !          1073: ;
        !          1074: } 
        !          1075: 
        !          1076: void lubksb(double **a, int n, int *indx, double b[]) 
        !          1077: { 
        !          1078:   int i,ii=0,ip,j; 
        !          1079:   double sum; 
        !          1080:  
        !          1081:   for (i=1;i<=n;i++) { 
        !          1082:     ip=indx[i]; 
        !          1083:     sum=b[ip]; 
        !          1084:     b[ip]=b[i]; 
        !          1085:     if (ii) 
        !          1086:       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
        !          1087:     else if (sum) ii=i; 
        !          1088:     b[i]=sum; 
        !          1089:   } 
        !          1090:   for (i=n;i>=1;i--) { 
        !          1091:     sum=b[i]; 
        !          1092:     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
        !          1093:     b[i]=sum/a[i][i]; 
        !          1094:   } 
        !          1095: } 
        !          1096: 
        !          1097: /************ Frequencies ********************/
        !          1098: void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax)
        !          1099: {  /* Some frequencies */
        !          1100:  
        !          1101:   int i, m, jk, k1, i1, j1, bool, z1,z2,j;
        !          1102:   double ***freq; /* Frequencies */
        !          1103:   double *pp;
        !          1104:   double pos;
        !          1105:   FILE *ficresp;
        !          1106:   char fileresp[FILENAMELENGTH];
        !          1107: 
        !          1108:   pp=vector(1,nlstate);
        !          1109: 
        !          1110:   strcpy(fileresp,"p");
        !          1111:   strcat(fileresp,fileres);
        !          1112:   if((ficresp=fopen(fileresp,"w"))==NULL) {
        !          1113:     printf("Problem with prevalence resultfile: %s\n", fileresp);
        !          1114:     exit(0);
        !          1115:   }
        !          1116:   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);
        !          1117:   j1=0;
        !          1118: 
        !          1119:   j=cptcovn;
        !          1120:   if (cptcovn<1) {j=1;ncodemax[1]=1;}
        !          1121: 
        !          1122:   for(k1=1; k1<=j;k1++){
        !          1123:    for(i1=1; i1<=ncodemax[k1];i1++){
        !          1124:        j1++;
        !          1125: 
        !          1126:         for (i=-1; i<=nlstate+ndeath; i++)  
        !          1127:         for (jk=-1; jk<=nlstate+ndeath; jk++)  
        !          1128:           for(m=agemin; m <= agemax+3; m++)
        !          1129:             freq[i][jk][m]=0;
        !          1130:        
        !          1131:        for (i=1; i<=imx; i++) {
        !          1132:         bool=1;
        !          1133:         if  (cptcovn>0) {
        !          1134:           for (z1=1; z1<=cptcovn; z1++) 
        !          1135:             if (covar[Tvar[z1]][i]!= nbcode[Tvar[z1]][codtab[j1][z1]]) bool=0;
        !          1136:         }
        !          1137:          if (bool==1) {
        !          1138:           for(m=firstpass; m<=lastpass-1; m++){
        !          1139:             if(agev[m][i]==0) agev[m][i]=agemax+1;
        !          1140:             if(agev[m][i]==1) agev[m][i]=agemax+2;
        !          1141:             freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
        !          1142:             freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];
        !          1143:           }
        !          1144:         }
        !          1145:        }
        !          1146:         if  (cptcovn>0) {
        !          1147:         fprintf(ficresp, "\n#Variable"); 
        !          1148:         for (z1=1; z1<=cptcovn; z1++) fprintf(ficresp, " V%d=%d",Tvar[z1],nbcode[Tvar[z1]][codtab[j1][z1]]);
        !          1149:        }
        !          1150:        fprintf(ficresp, "\n#");
        !          1151:        for(i=1; i<=nlstate;i++) 
        !          1152:         fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
        !          1153:        fprintf(ficresp, "\n");
        !          1154:        
        !          1155:   for(i=(int)agemin; i <= (int)agemax+3; i++){
        !          1156:     if(i==(int)agemax+3)
        !          1157:       printf("Total");
        !          1158:     else
        !          1159:       printf("Age %d", i);
        !          1160:     for(jk=1; jk <=nlstate ; jk++){
        !          1161:       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
        !          1162:        pp[jk] += freq[jk][m][i];
        !          1163:     }
        !          1164:     for(jk=1; jk <=nlstate ; jk++){
        !          1165:       for(m=-1, pos=0; m <=0 ; m++)
        !          1166:        pos += freq[jk][m][i];
        !          1167:       if(pp[jk]>=1.e-10)
        !          1168:        printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
        !          1169:       else
        !          1170:         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
        !          1171:     }
        !          1172:     for(jk=1; jk <=nlstate ; jk++){
        !          1173:       for(m=1, pp[jk]=0; m <=nlstate+ndeath; m++)
        !          1174:        pp[jk] += freq[jk][m][i];
        !          1175:     }
        !          1176:     for(jk=1,pos=0; jk <=nlstate ; jk++)
        !          1177:       pos += pp[jk];
        !          1178:     for(jk=1; jk <=nlstate ; jk++){
        !          1179:       if(pos>=1.e-5)
        !          1180:        printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
        !          1181:       else
        !          1182:        printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
        !          1183:       if( i <= (int) agemax){
        !          1184:        if(pos>=1.e-5)
        !          1185:          fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);
        !          1186:       else
        !          1187:          fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);
        !          1188:       }
        !          1189:     }
        !          1190:     for(jk=-1; jk <=nlstate+ndeath; jk++)
        !          1191:       for(m=-1; m <=nlstate+ndeath; m++)
        !          1192:        if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
        !          1193:     if(i <= (int) agemax)
        !          1194:       fprintf(ficresp,"\n");
        !          1195:     printf("\n");
        !          1196:     }
        !          1197:     }
        !          1198:  }
        !          1199:  
        !          1200:   fclose(ficresp);
        !          1201:   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);
        !          1202:   free_vector(pp,1,nlstate);
        !          1203: 
        !          1204: }  /* End of Freq */
        !          1205: 
        !          1206: /************* Waves Concatenation ***************/
        !          1207: 
        !          1208: void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)
        !          1209: {
        !          1210:   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
        !          1211:      Death is a valid wave (if date is known).
        !          1212:      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
        !          1213:      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]
        !          1214:      and mw[mi+1][i]. dh depends on stepm.
        !          1215:      */
        !          1216: 
        !          1217:   int i, mi, m;
        !          1218:   int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
        !          1219: float sum=0.;
        !          1220: 
        !          1221:   for(i=1; i<=imx; i++){
        !          1222:     mi=0;
        !          1223:     m=firstpass;
        !          1224:     while(s[m][i] <= nlstate){
        !          1225:       if(s[m][i]>=1)
        !          1226:        mw[++mi][i]=m;
        !          1227:       if(m >=lastpass)
        !          1228:        break;
        !          1229:       else
        !          1230:        m++;
        !          1231:     }/* end while */
        !          1232:     if (s[m][i] > nlstate){
        !          1233:       mi++;    /* Death is another wave */
        !          1234:       /* if(mi==0)  never been interviewed correctly before death */
        !          1235:         /* Only death is a correct wave */
        !          1236:       mw[mi][i]=m;
        !          1237:     }
        !          1238: 
        !          1239:     wav[i]=mi;
        !          1240:     if(mi==0)
        !          1241:       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);
        !          1242:   }
        !          1243: 
        !          1244:   for(i=1; i<=imx; i++){
        !          1245:     for(mi=1; mi<wav[i];mi++){
        !          1246:       if (stepm <=0)
        !          1247:        dh[mi][i]=1;
        !          1248:       else{
        !          1249:        if (s[mw[mi+1][i]][i] > nlstate) {
        !          1250:          j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
        !          1251:          if(j=0) j=1;  /* Survives at least one month after exam */
        !          1252:        }
        !          1253:        else{
        !          1254:          j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
        !          1255:          /*printf("i=%d agevi+1=%lf agevi=%lf j=%d\n", i,agev[mw[mi+1][i]][i],agev[mw[mi][i]][i],j);*/
        !          1256: 
        !          1257:          k=k+1;
        !          1258:          if (j >= jmax) jmax=j;
        !          1259:          else if (j <= jmin)jmin=j;
        !          1260:          sum=sum+j;
        !          1261:        }
        !          1262:        jk= j/stepm;
        !          1263:        jl= j -jk*stepm;
        !          1264:        ju= j -(jk+1)*stepm;
        !          1265:        if(jl <= -ju)
        !          1266:          dh[mi][i]=jk;
        !          1267:        else
        !          1268:          dh[mi][i]=jk+1;
        !          1269:        if(dh[mi][i]==0)
        !          1270:          dh[mi][i]=1; /* At least one step */
        !          1271:       }
        !          1272:     }
        !          1273:   }
        !          1274:   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,sum/k);
        !          1275: }
        !          1276: /*********** Tricode ****************************/
        !          1277: void tricode(int *Tvar, int **nbcode, int imx)
        !          1278: {
        !          1279:   int Ndum[80],ij, k, j, i;
        !          1280:   int cptcode=0;
        !          1281:   for (k=0; k<79; k++) Ndum[k]=0;
        !          1282:   for (k=1; k<=7; k++) ncodemax[k]=0;
        !          1283:   
        !          1284:   for (j=1; j<=cptcovn; j++) {
        !          1285:     for (i=1; i<=imx; i++) {
        !          1286:       ij=(int)(covar[Tvar[j]][i]);
        !          1287:       Ndum[ij]++; 
        !          1288:       if (ij > cptcode) cptcode=ij; 
        !          1289:     }
        !          1290:     /*printf("cptcode=%d cptcovn=%d ",cptcode,cptcovn);*/
        !          1291:     for (i=0; i<=cptcode; i++) {
        !          1292:       if(Ndum[i]!=0) ncodemax[j]++;
        !          1293:     }
        !          1294:   
        !          1295:     ij=1; 
        !          1296:     for (i=1; i<=ncodemax[j]; i++) {
        !          1297:       for (k=0; k<=79; k++) {
        !          1298:        if (Ndum[k] != 0) {
        !          1299:          nbcode[Tvar[j]][ij]=k; 
        !          1300:          ij++;
        !          1301:        }
        !          1302:        if (ij > ncodemax[j]) break; 
        !          1303:       }  
        !          1304:     } 
        !          1305:   }   
        !          1306: 
        !          1307:   }
        !          1308: 
        !          1309: /*********** Health Expectancies ****************/
        !          1310: 
        !          1311: void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)
        !          1312: {
        !          1313:   /* Health expectancies */
        !          1314:   int i, j, nhstepm, hstepm, h;
        !          1315:   double age, agelim,hf;
        !          1316:   double ***p3mat;
        !          1317:   
        !          1318:   fprintf(ficreseij,"# Health expectancies\n");
        !          1319:   fprintf(ficreseij,"# Age");
        !          1320:   for(i=1; i<=nlstate;i++)
        !          1321:     for(j=1; j<=nlstate;j++)
        !          1322:       fprintf(ficreseij," %1d-%1d",i,j);
        !          1323:   fprintf(ficreseij,"\n");
        !          1324: 
        !          1325:   hstepm=1*YEARM; /*  Every j years of age (in month) */
        !          1326:   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
        !          1327: 
        !          1328:   agelim=AGESUP;
        !          1329:   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
        !          1330:     /* nhstepm age range expressed in number of stepm */
        !          1331:     nhstepm=(int) rint((agelim-age)*YEARM/stepm); 
        !          1332:     /* Typically if 20 years = 20*12/6=40 stepm */ 
        !          1333:     if (stepm >= YEARM) hstepm=1;
        !          1334:     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */
        !          1335:     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
        !          1336:     /* Computed by stepm unit matrices, product of hstepm matrices, stored
        !          1337:        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
        !          1338:     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
        !          1339: 
        !          1340: 
        !          1341:     for(i=1; i<=nlstate;i++)
        !          1342:       for(j=1; j<=nlstate;j++)
        !          1343:        for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){
        !          1344:          eij[i][j][(int)age] +=p3mat[i][j][h];
        !          1345:        }
        !          1346:     
        !          1347:     hf=1;
        !          1348:     if (stepm >= YEARM) hf=stepm/YEARM;
        !          1349:     fprintf(ficreseij,"%.0f",age );
        !          1350:     for(i=1; i<=nlstate;i++)
        !          1351:       for(j=1; j<=nlstate;j++){
        !          1352:        fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);
        !          1353:       }
        !          1354:     fprintf(ficreseij,"\n");
        !          1355:     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
        !          1356:   }
        !          1357: }
        !          1358: 
        !          1359: /************ Variance ******************/
        !          1360: 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)
        !          1361: {
        !          1362:   /* Variance of health expectancies */
        !          1363:   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
        !          1364:   double **newm;
        !          1365:   double **dnewm,**doldm;
        !          1366:   int i, j, nhstepm, hstepm, h;
        !          1367:   int k, cptcode;
        !          1368:    double *xp;
        !          1369:   double **gp, **gm;
        !          1370:   double ***gradg, ***trgradg;
        !          1371:   double ***p3mat;
        !          1372:   double age,agelim;
        !          1373:   int theta;
        !          1374: 
        !          1375:    fprintf(ficresvij,"# Covariances of life expectancies\n");
        !          1376:   fprintf(ficresvij,"# Age");
        !          1377:   for(i=1; i<=nlstate;i++)
        !          1378:     for(j=1; j<=nlstate;j++)
        !          1379:       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
        !          1380:   fprintf(ficresvij,"\n");
        !          1381: 
        !          1382:   xp=vector(1,npar);
        !          1383:   dnewm=matrix(1,nlstate,1,npar);
        !          1384:   doldm=matrix(1,nlstate,1,nlstate);
        !          1385:   
        !          1386:   hstepm=1*YEARM; /* Every year of age */
        !          1387:   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
        !          1388:   agelim = AGESUP;
        !          1389:   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
        !          1390:     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
        !          1391:     if (stepm >= YEARM) hstepm=1;
        !          1392:     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
        !          1393:     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
        !          1394:     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
        !          1395:     gp=matrix(0,nhstepm,1,nlstate);
        !          1396:     gm=matrix(0,nhstepm,1,nlstate);
        !          1397: 
        !          1398:     for(theta=1; theta <=npar; theta++){
        !          1399:       for(i=1; i<=npar; i++){ /* Computes gradient */
        !          1400:        xp[i] = x[i] + (i==theta ?delti[theta]:0);
        !          1401:       }
        !          1402:       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
        !          1403:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
        !          1404:       for(j=1; j<= nlstate; j++){
        !          1405:        for(h=0; h<=nhstepm; h++){
        !          1406:          for(i=1, gp[h][j]=0.;i<=nlstate;i++)
        !          1407:            gp[h][j] += prlim[i][i]*p3mat[i][j][h];
        !          1408:        }
        !          1409:       }
        !          1410:     
        !          1411:       for(i=1; i<=npar; i++) /* Computes gradient */
        !          1412:        xp[i] = x[i] - (i==theta ?delti[theta]:0);
        !          1413:       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
        !          1414:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
        !          1415:       for(j=1; j<= nlstate; j++){
        !          1416:        for(h=0; h<=nhstepm; h++){
        !          1417:          for(i=1, gm[h][j]=0.;i<=nlstate;i++)
        !          1418:            gm[h][j] += prlim[i][i]*p3mat[i][j][h];
        !          1419:        }
        !          1420:       }
        !          1421:       for(j=1; j<= nlstate; j++)
        !          1422:        for(h=0; h<=nhstepm; h++){
        !          1423:          gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
        !          1424:        }
        !          1425:     } /* End theta */
        !          1426: 
        !          1427:     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);
        !          1428: 
        !          1429:     for(h=0; h<=nhstepm; h++)
        !          1430:       for(j=1; j<=nlstate;j++)
        !          1431:        for(theta=1; theta <=npar; theta++)
        !          1432:          trgradg[h][j][theta]=gradg[h][theta][j];
        !          1433: 
        !          1434:     for(i=1;i<=nlstate;i++)
        !          1435:       for(j=1;j<=nlstate;j++)
        !          1436:        vareij[i][j][(int)age] =0.;
        !          1437:     for(h=0;h<=nhstepm;h++){
        !          1438:       for(k=0;k<=nhstepm;k++){
        !          1439:        matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
        !          1440:        matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
        !          1441:        for(i=1;i<=nlstate;i++)
        !          1442:          for(j=1;j<=nlstate;j++)
        !          1443:            vareij[i][j][(int)age] += doldm[i][j];
        !          1444:       }
        !          1445:     }
        !          1446:     h=1;
        !          1447:     if (stepm >= YEARM) h=stepm/YEARM;
        !          1448:     fprintf(ficresvij,"%.0f ",age );
        !          1449:     for(i=1; i<=nlstate;i++)
        !          1450:       for(j=1; j<=nlstate;j++){
        !          1451:        fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);
        !          1452:       }
        !          1453:     fprintf(ficresvij,"\n");
        !          1454:     free_matrix(gp,0,nhstepm,1,nlstate);
        !          1455:     free_matrix(gm,0,nhstepm,1,nlstate);
        !          1456:     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
        !          1457:     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
        !          1458:     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
        !          1459:   } /* End age */
        !          1460:  
        !          1461:   free_vector(xp,1,npar);
        !          1462:   free_matrix(doldm,1,nlstate,1,npar);
        !          1463:   free_matrix(dnewm,1,nlstate,1,nlstate);
        !          1464: 
        !          1465: }
        !          1466: 
        !          1467: /************ Variance of prevlim ******************/
        !          1468: 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)
        !          1469: {
        !          1470:   /* Variance of prevalence limit */
        !          1471:   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
        !          1472:   double **newm;
        !          1473:   double **dnewm,**doldm;
        !          1474:   int i, j, nhstepm, hstepm;
        !          1475:   int k, cptcode;
        !          1476:   double *xp;
        !          1477:   double *gp, *gm;
        !          1478:   double **gradg, **trgradg;
        !          1479:   double age,agelim;
        !          1480:   int theta;
        !          1481:    
        !          1482:   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");
        !          1483:   fprintf(ficresvpl,"# Age");
        !          1484:   for(i=1; i<=nlstate;i++)
        !          1485:       fprintf(ficresvpl," %1d-%1d",i,i);
        !          1486:   fprintf(ficresvpl,"\n");
        !          1487: 
        !          1488:   xp=vector(1,npar);
        !          1489:   dnewm=matrix(1,nlstate,1,npar);
        !          1490:   doldm=matrix(1,nlstate,1,nlstate);
        !          1491:   
        !          1492:   hstepm=1*YEARM; /* Every year of age */
        !          1493:   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
        !          1494:   agelim = AGESUP;
        !          1495:   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
        !          1496:     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
        !          1497:     if (stepm >= YEARM) hstepm=1;
        !          1498:     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
        !          1499:     gradg=matrix(1,npar,1,nlstate);
        !          1500:     gp=vector(1,nlstate);
        !          1501:     gm=vector(1,nlstate);
        !          1502: 
        !          1503:     for(theta=1; theta <=npar; theta++){
        !          1504:       for(i=1; i<=npar; i++){ /* Computes gradient */
        !          1505:        xp[i] = x[i] + (i==theta ?delti[theta]:0);
        !          1506:       }
        !          1507:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
        !          1508:       for(i=1;i<=nlstate;i++)
        !          1509:        gp[i] = prlim[i][i];
        !          1510:     
        !          1511:       for(i=1; i<=npar; i++) /* Computes gradient */
        !          1512:        xp[i] = x[i] - (i==theta ?delti[theta]:0);
        !          1513:       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
        !          1514:       for(i=1;i<=nlstate;i++)
        !          1515:        gm[i] = prlim[i][i];
        !          1516: 
        !          1517:       for(i=1;i<=nlstate;i++)
        !          1518:        gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
        !          1519:     } /* End theta */
        !          1520: 
        !          1521:     trgradg =matrix(1,nlstate,1,npar);
        !          1522: 
        !          1523:     for(j=1; j<=nlstate;j++)
        !          1524:       for(theta=1; theta <=npar; theta++)
        !          1525:        trgradg[j][theta]=gradg[theta][j];
        !          1526: 
        !          1527:     for(i=1;i<=nlstate;i++)
        !          1528:       varpl[i][(int)age] =0.;
        !          1529:     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
        !          1530:     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
        !          1531:     for(i=1;i<=nlstate;i++)
        !          1532:       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
        !          1533: 
        !          1534:     fprintf(ficresvpl,"%.0f ",age );
        !          1535:     for(i=1; i<=nlstate;i++)
        !          1536:       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
        !          1537:     fprintf(ficresvpl,"\n");
        !          1538:     free_vector(gp,1,nlstate);
        !          1539:     free_vector(gm,1,nlstate);
        !          1540:     free_matrix(gradg,1,npar,1,nlstate);
        !          1541:     free_matrix(trgradg,1,nlstate,1,npar);
        !          1542:   } /* End age */
        !          1543: 
        !          1544:   free_vector(xp,1,npar);
        !          1545:   free_matrix(doldm,1,nlstate,1,npar);
        !          1546:   free_matrix(dnewm,1,nlstate,1,nlstate);
        !          1547: 
        !          1548: }
        !          1549: 
        !          1550: 
        !          1551: 
        !          1552: /***********************************************/
        !          1553: /**************** Main Program *****************/
        !          1554: /***********************************************/
        !          1555: 
        !          1556: /*int main(int argc, char *argv[])*/
        !          1557: int main()
        !          1558: {
        !          1559: 
        !          1560:   int i,j, k, n=MAXN,iter,m,size,cptcode, aaa, cptcod;
        !          1561:   double agedeb, agefin,hf;
        !          1562:   double agemin=1.e20, agemax=-1.e20;
        !          1563: 
        !          1564:   double fret;
        !          1565:   double **xi,tmp,delta;
        !          1566: 
        !          1567:   double dum; /* Dummy variable */
        !          1568:   double ***p3mat;
        !          1569:   int *indx;
        !          1570:   char line[MAXLINE], linepar[MAXLINE];
        !          1571:   char title[MAXLINE];
        !          1572:   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
        !          1573:   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH];
        !          1574:   char filerest[FILENAMELENGTH];
        !          1575:   char fileregp[FILENAMELENGTH];
        !          1576:   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];
        !          1577:   int firstobs=1, lastobs=10;
        !          1578:   int sdeb, sfin; /* Status at beginning and end */
        !          1579:   int c,  h , cpt,l;
        !          1580:   int ju,jl, mi;
        !          1581:   int i1,j1, k1,jk,aa,bb, stepsize;
        !          1582:   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;
        !          1583:   
        !          1584:   int hstepm, nhstepm;
        !          1585:   double bage, fage, age, agelim, agebase;
        !          1586:   double ftolpl=FTOL;
        !          1587:   double **prlim;
        !          1588:   double *severity;
        !          1589:   double ***param; /* Matrix of parameters */
        !          1590:   double  *p;
        !          1591:   double **matcov; /* Matrix of covariance */
        !          1592:   double ***delti3; /* Scale */
        !          1593:   double *delti; /* Scale */
        !          1594:   double ***eij, ***vareij;
        !          1595:   double **varpl; /* Variances of prevalence limits by age */
        !          1596:   double *epj, vepp;
        !          1597:   char version[80]="Imach version 62c, May 1999, INED-EUROREVES ";
        !          1598:   char *alph[]={"a","a","b","c","d","e"}, str[4];
        !          1599:   char z[1]="c", occ;
        !          1600: #include <sys/time.h>
        !          1601: #include <time.h>
        !          1602:   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
        !          1603:   /* long total_usecs;
        !          1604:   struct timeval start_time, end_time;
        !          1605:   
        !          1606:   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
        !          1607: 
        !          1608: 
        !          1609:   printf("\nIMACH, Version 0.63");
        !          1610:   printf("\nEnter the parameter file name: ");
        !          1611: 
        !          1612: #ifdef windows
        !          1613:   scanf("%s",pathtot);
        !          1614:   getcwd(pathcd, size);
        !          1615:   cutv(path,optionfile,pathtot,'\\');
        !          1616:   chdir(path);
        !          1617:   replace(pathc,path);
        !          1618: #endif
        !          1619: #ifdef unix
        !          1620:   scanf("%s",optionfile);
        !          1621: #endif
        !          1622: 
        !          1623: /*-------- arguments in the command line --------*/
        !          1624: 
        !          1625:   strcpy(fileres,"r");
        !          1626:   strcat(fileres, optionfile);
        !          1627: 
        !          1628:   /*---------arguments file --------*/
        !          1629: 
        !          1630:   if((ficpar=fopen(optionfile,"r"))==NULL)    {
        !          1631:     printf("Problem with optionfile %s\n",optionfile);
        !          1632:     goto end;
        !          1633:   }
        !          1634: 
        !          1635:   strcpy(filereso,"o");
        !          1636:   strcat(filereso,fileres);
        !          1637:   if((ficparo=fopen(filereso,"w"))==NULL) {
        !          1638:     printf("Problem with Output resultfile: %s\n", filereso);goto end;
        !          1639:   }
        !          1640: 
        !          1641:   /* Reads comments: lines beginning with '#' */
        !          1642:   while((c=getc(ficpar))=='#' && c!= EOF){
        !          1643:     ungetc(c,ficpar);
        !          1644:     fgets(line, MAXLINE, ficpar);
        !          1645:     puts(line);
        !          1646:     fputs(line,ficparo);
        !          1647:   }
        !          1648:   ungetc(c,ficpar);
        !          1649: 
        !          1650:   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);
        !          1651:   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);
        !          1652:   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);
        !          1653: 
        !          1654:   covar=matrix(1,NCOVMAX,1,n);    
        !          1655:   if (strlen(model)<=1) cptcovn=0;
        !          1656:   else {
        !          1657:     j=0;
        !          1658:     j=nbocc(model,'+');
        !          1659:     cptcovn=j+1;
        !          1660:   }
        !          1661: 
        !          1662:   ncovmodel=2+cptcovn;
        !          1663:   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
        !          1664:   
        !          1665:   /* Read guess parameters */
        !          1666:   /* Reads comments: lines beginning with '#' */
        !          1667:   while((c=getc(ficpar))=='#' && c!= EOF){
        !          1668:     ungetc(c,ficpar);
        !          1669:     fgets(line, MAXLINE, ficpar);
        !          1670:     puts(line);
        !          1671:     fputs(line,ficparo);
        !          1672:   }
        !          1673:   ungetc(c,ficpar);
        !          1674:   
        !          1675:   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
        !          1676:     for(i=1; i <=nlstate; i++)
        !          1677:     for(j=1; j <=nlstate+ndeath-1; j++){
        !          1678:       fscanf(ficpar,"%1d%1d",&i1,&j1);
        !          1679:       fprintf(ficparo,"%1d%1d",i1,j1);
        !          1680:       printf("%1d%1d",i,j);
        !          1681:       for(k=1; k<=ncovmodel;k++){
        !          1682:        fscanf(ficpar," %lf",&param[i][j][k]);
        !          1683:        printf(" %lf",param[i][j][k]);
        !          1684:        fprintf(ficparo," %lf",param[i][j][k]);
        !          1685:       }
        !          1686:       fscanf(ficpar,"\n");
        !          1687:       printf("\n");
        !          1688:       fprintf(ficparo,"\n");
        !          1689:     }
        !          1690:   
        !          1691:   npar= (nlstate+ndeath-1)*nlstate*ncovmodel;
        !          1692:   p=param[1][1];
        !          1693:   
        !          1694:   /* Reads comments: lines beginning with '#' */
        !          1695:   while((c=getc(ficpar))=='#' && c!= EOF){
        !          1696:     ungetc(c,ficpar);
        !          1697:     fgets(line, MAXLINE, ficpar);
        !          1698:     puts(line);
        !          1699:     fputs(line,ficparo);
        !          1700:   }
        !          1701:   ungetc(c,ficpar);
        !          1702: 
        !          1703:   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
        !          1704:   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */
        !          1705:   for(i=1; i <=nlstate; i++){
        !          1706:     for(j=1; j <=nlstate+ndeath-1; j++){
        !          1707:       fscanf(ficpar,"%1d%1d",&i1,&j1);
        !          1708:       printf("%1d%1d",i,j);
        !          1709:       fprintf(ficparo,"%1d%1d",i1,j1);
        !          1710:       for(k=1; k<=ncovmodel;k++){
        !          1711:        fscanf(ficpar,"%le",&delti3[i][j][k]);
        !          1712:        printf(" %le",delti3[i][j][k]);
        !          1713:        fprintf(ficparo," %le",delti3[i][j][k]);
        !          1714:       }
        !          1715:       fscanf(ficpar,"\n");
        !          1716:       printf("\n");
        !          1717:       fprintf(ficparo,"\n");
        !          1718:     }
        !          1719:   }
        !          1720:   delti=delti3[1][1];
        !          1721:   
        !          1722:   /* Reads comments: lines beginning with '#' */
        !          1723:   while((c=getc(ficpar))=='#' && c!= EOF){
        !          1724:     ungetc(c,ficpar);
        !          1725:     fgets(line, MAXLINE, ficpar);
        !          1726:     puts(line);
        !          1727:     fputs(line,ficparo);
        !          1728:   }
        !          1729:   ungetc(c,ficpar);
        !          1730:   
        !          1731:   matcov=matrix(1,npar,1,npar);
        !          1732:   for(i=1; i <=npar; i++){
        !          1733:     fscanf(ficpar,"%s",&str);
        !          1734:     printf("%s",str);
        !          1735:     fprintf(ficparo,"%s",str);
        !          1736:     for(j=1; j <=i; j++){
        !          1737:       fscanf(ficpar," %le",&matcov[i][j]);
        !          1738:       printf(" %.5le",matcov[i][j]);
        !          1739:       fprintf(ficparo," %.5le",matcov[i][j]);
        !          1740:     }
        !          1741:     fscanf(ficpar,"\n");
        !          1742:     printf("\n");
        !          1743:     fprintf(ficparo,"\n");
        !          1744:   }
        !          1745:   for(i=1; i <=npar; i++)
        !          1746:     for(j=i+1;j<=npar;j++)
        !          1747:       matcov[i][j]=matcov[j][i];
        !          1748:    
        !          1749:   printf("\n");
        !          1750: 
        !          1751: 
        !          1752:    if(mle==1){
        !          1753:     /*-------- data file ----------*/
        !          1754:     if((ficres =fopen(fileres,"w"))==NULL) {
        !          1755:       printf("Problem with resultfile: %s\n", fileres);goto end;
        !          1756:     }
        !          1757:     fprintf(ficres,"#%s\n",version);
        !          1758:     
        !          1759:     if((fic=fopen(datafile,"r"))==NULL)    {
        !          1760:       printf("Problem with datafile: %s\n", datafile);goto end;
        !          1761:     }
        !          1762: 
        !          1763:     n= lastobs;
        !          1764:     severity = vector(1,maxwav);
        !          1765:     outcome=imatrix(1,maxwav+1,1,n);
        !          1766:     num=ivector(1,n);
        !          1767:     moisnais=vector(1,n);
        !          1768:     annais=vector(1,n);
        !          1769:     moisdc=vector(1,n);
        !          1770:     andc=vector(1,n);
        !          1771:     agedc=vector(1,n);
        !          1772:     cod=ivector(1,n);
        !          1773:     weight=vector(1,n);
        !          1774:     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
        !          1775:     mint=matrix(1,maxwav,1,n);
        !          1776:     anint=matrix(1,maxwav,1,n);
        !          1777:     s=imatrix(1,maxwav+1,1,n);
        !          1778:     adl=imatrix(1,maxwav+1,1,n);    
        !          1779:     tab=ivector(1,NCOVMAX);
        !          1780:     ncodemax=ivector(1,NCOVMAX);
        !          1781: 
        !          1782:     i=1; 
        !          1783:     while (fgets(line, MAXLINE, fic) != NULL)    {
        !          1784:       if ((i >= firstobs) && (i <=lastobs)) {
        !          1785:        
        !          1786:        for (j=maxwav;j>=1;j--){
        !          1787:          cutv(stra, strb,line,' '); s[j][i]=atoi(strb); 
        !          1788:          strcpy(line,stra);
        !          1789:          cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
        !          1790:          cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
        !          1791:        }
        !          1792:        
        !          1793:        cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);
        !          1794:        cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);
        !          1795: 
        !          1796:        cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);
        !          1797:        cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);
        !          1798: 
        !          1799:        cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);
        !          1800:        for (j=ncov;j>=1;j--){
        !          1801:          cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);
        !          1802:        } 
        !          1803:        num[i]=atol(stra);
        !          1804: 
        !          1805:        /* 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]));*/
        !          1806: 
        !          1807:        /*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]));*/
        !          1808: 
        !          1809:        i=i+1;
        !          1810:       }
        !          1811:     } 
        !          1812:     /*scanf("%d",i);*/
        !          1813: 
        !          1814:   imx=i-1; /* Number of individuals */
        !          1815:  
        !          1816:   /* Calculation of the number of parameter from char model*/
        !          1817:   Tvar=ivector(1,8);    
        !          1818:    
        !          1819:   if (strlen(model) >1){
        !          1820:     j=0;
        !          1821:     j=nbocc(model,'+');
        !          1822:     cptcovn=j+1;
        !          1823:  
        !          1824:     strcpy(modelsav,model); 
        !          1825:     if (j==0) {
        !          1826:       cutv(stra,strb,modelsav,'V'); Tvar[1]=atoi(strb);
        !          1827:     }
        !          1828:     else {
        !          1829:       for(i=j; i>=1;i--){
        !          1830:        cutv(stra,strb,modelsav,'+');
        !          1831:        if (strchr(strb,'*')) {
        !          1832:          cutv(strd,strc,strb,'*');
        !          1833:          cutv(strb,stre,strc,'V');Tvar[i+1]=ncov+1;
        !          1834:          cutv(strb,strc,strd,'V'); 
        !          1835:          for (k=1; k<=lastobs;k++) 
        !          1836:            covar[ncov+1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];
        !          1837:        }
        !          1838:        else {
        !          1839:          cutv(strd,strc,strb,'V');
        !          1840:          Tvar[i+1]=atoi(strc);
        !          1841:        }
        !          1842:        strcpy(modelsav,stra);  
        !          1843:       }
        !          1844:       /*cutv(strd,strc,stra,'V');*/
        !          1845:       Tvar[1]=atoi(strc);
        !          1846:     }
        !          1847:   }
        !          1848:   /*printf("tvar=%d ",Tvar[1]);*/
        !          1849:   /*scanf("%d ",i);*/
        !          1850:     fclose(fic);
        !          1851: 
        !          1852:     if (weightopt != 1) { /* Maximisation without weights*/
        !          1853:       for(i=1;i<=n;i++) weight[i]=1.0;
        !          1854:     }
        !          1855:     /*-calculation of age at interview from date of interview and age at death -*/
        !          1856:     agev=matrix(1,maxwav,1,imx);
        !          1857:     
        !          1858:     for (i=1; i<=imx; i++)  {
        !          1859:       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
        !          1860:       for(m=1; (m<= maxwav); m++){
        !          1861:        if (mint[m][i]==99 || anint[m][i]==9999) s[m][i]=-1;  
        !          1862:        if(s[m][i] >0){
        !          1863:          if (s[m][i] == nlstate+1) {
        !          1864:            if(agedc[i]>0)
        !          1865:              if(moisdc[i]!=99 && andc[i]!=9999)
        !          1866:              agev[m][i]=agedc[i];
        !          1867:            else{
        !          1868:              printf("Warning negative age at death: %d line:%d\n",num[i],i);
        !          1869:              agev[m][i]=-1;
        !          1870:            }
        !          1871:          }
        !          1872:          else if(s[m][i] !=9){ /* Should no more exist */
        !          1873:            agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
        !          1874:            if(mint[m][i]==99 || anint[m][i]==9999){
        !          1875:              agev[m][i]=1;
        !          1876:              /* printf("i=%d m=%d agev=%lf \n",i,m, agev[m][i]);    */ 
        !          1877:            }
        !          1878:            else if(agev[m][i] <agemin){ 
        !          1879:              agemin=agev[m][i];
        !          1880:              /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
        !          1881:            }
        !          1882:            else if(agev[m][i] >agemax){
        !          1883:              agemax=agev[m][i];
        !          1884:             /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
        !          1885:            }
        !          1886:            /*agev[m][i]=anint[m][i]-annais[i];*/
        !          1887:            /*   agev[m][i] = age[i]+2*m;*/
        !          1888:          }
        !          1889:          else { /* =9 */
        !          1890:            agev[m][i]=1;
        !          1891:            s[m][i]=-1;
        !          1892:          }
        !          1893:        }
        !          1894:        else /*= 0 Unknown */
        !          1895:          agev[m][i]=1;
        !          1896:       }
        !          1897:     
        !          1898:     }
        !          1899:     for (i=1; i<=imx; i++)  {
        !          1900:       for(m=1; (m<= maxwav); m++){
        !          1901:        if (s[m][i] > (nlstate+ndeath)) {
        !          1902:          printf("Error: Wrong value in nlstate or ndeath\n");  
        !          1903:          goto end;
        !          1904:        }
        !          1905:       }
        !          1906:     }
        !          1907: 
        !          1908: printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
        !          1909: 
        !          1910:     free_vector(severity,1,maxwav);
        !          1911:     free_imatrix(outcome,1,maxwav+1,1,n);
        !          1912:     free_vector(moisnais,1,n);
        !          1913:     free_vector(annais,1,n);
        !          1914:     free_matrix(mint,1,maxwav,1,n);
        !          1915:     free_matrix(anint,1,maxwav,1,n);
        !          1916:     free_vector(moisdc,1,n);
        !          1917:     free_vector(andc,1,n);
        !          1918: 
        !          1919:    
        !          1920:     wav=ivector(1,imx);
        !          1921:     dh=imatrix(1,lastpass-firstpass+1,1,imx);
        !          1922:     mw=imatrix(1,lastpass-firstpass+1,1,imx);
        !          1923:    
        !          1924:     /* Concatenates waves */
        !          1925:       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);
        !          1926: 
        !          1927: 
        !          1928: Tcode=ivector(1,100);
        !          1929:    nbcode=imatrix(1,nvar,1,8);  
        !          1930:    ncodemax[1]=1;
        !          1931:    if (cptcovn > 0) tricode(Tvar,nbcode,imx);
        !          1932:  
        !          1933:    codtab=imatrix(1,100,1,10);
        !          1934:    h=0;
        !          1935:    m=pow(2,cptcovn);
        !          1936:  
        !          1937:    for(k=1;k<=cptcovn; k++){
        !          1938:      for(i=1; i <=(m/pow(2,k));i++){
        !          1939:        for(j=1; j <= ncodemax[k]; j++){
        !          1940:         for(cpt=1; cpt <=(m/pow(2,cptcovn+1-k)); cpt++){
        !          1941:           h++;
        !          1942:           if (h>m) h=1;codtab[h][k]=j;
        !          1943:         } 
        !          1944:        }
        !          1945:      }
        !          1946:    } 
        !          1947: 
        !          1948:    /*for(i=1; i <=m ;i++){ 
        !          1949:      for(k=1; k <=cptcovn; k++){
        !          1950:        printf("i=%d k=%d %d ",i,k,codtab[i][k]);
        !          1951:      }
        !          1952:      printf("\n");
        !          1953:    }
        !          1954:   scanf("%d",i);*/
        !          1955:     
        !          1956:    /* Calculates basic frequencies. Computes observed prevalence at single age
        !          1957:        and prints on file fileres'p'. */
        !          1958:   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax);
        !          1959: 
        !          1960:     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
        !          1961:     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
        !          1962:     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
        !          1963:     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
        !          1964:     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
        !          1965:     
        !          1966:     /* For Powell, parameters are in a vector p[] starting at p[1]
        !          1967:        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */
        !          1968:     p=param[1][1]; /* *(*(*(param +1)+1)+0) */
        !          1969:     /*scanf("%d",i);*/
        !          1970:     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);
        !          1971: 
        !          1972:     
        !          1973:     /*--------- results files --------------*/
        !          1974:     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);
        !          1975:     
        !          1976:    jk=1;
        !          1977:    fprintf(ficres,"# Parameters\n");
        !          1978:    printf("# Parameters\n");
        !          1979:    for(i=1,jk=1; i <=nlstate; i++){
        !          1980:      for(k=1; k <=(nlstate+ndeath); k++){
        !          1981:        if (k != i) 
        !          1982:         {
        !          1983:           printf("%d%d ",i,k);
        !          1984:           fprintf(ficres,"%1d%1d ",i,k);
        !          1985:           for(j=1; j <=ncovmodel; j++){
        !          1986:             printf("%f ",p[jk]);
        !          1987:             fprintf(ficres,"%f ",p[jk]);
        !          1988:             jk++; 
        !          1989:           }
        !          1990:           printf("\n");
        !          1991:           fprintf(ficres,"\n");
        !          1992:         }
        !          1993:      }
        !          1994:    }
        !          1995: 
        !          1996:     /* Computing hessian and covariance matrix */
        !          1997:     ftolhess=ftol; /* Usually correct */
        !          1998:     hesscov(matcov, p, npar, delti, ftolhess, func);
        !          1999:     fprintf(ficres,"# Scales\n");
        !          2000:     printf("# Scales\n");
        !          2001:      for(i=1,jk=1; i <=nlstate; i++){
        !          2002:       for(j=1; j <=nlstate+ndeath; j++){
        !          2003:        if (j!=i) {
        !          2004:          fprintf(ficres,"%1d%1d",i,j);
        !          2005:          printf("%1d%1d",i,j);
        !          2006:          for(k=1; k<=ncovmodel;k++){
        !          2007:            printf(" %.5e",delti[jk]);
        !          2008:            fprintf(ficres," %.5e",delti[jk]);
        !          2009:            jk++;
        !          2010:          }
        !          2011:          printf("\n");
        !          2012:          fprintf(ficres,"\n");
        !          2013:        }
        !          2014:       }
        !          2015:       }
        !          2016:     
        !          2017:     k=1;
        !          2018:     fprintf(ficres,"# Covariance\n");
        !          2019:     printf("# Covariance\n");
        !          2020:     for(i=1;i<=npar;i++){
        !          2021:       /*  if (k>nlstate) k=1;
        !          2022:       i1=(i-1)/(ncovmodel*nlstate)+1; 
        !          2023:       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);
        !          2024:       printf("%s%d%d",alph[k],i1,tab[i]);*/
        !          2025:       fprintf(ficres,"%3d",i);
        !          2026:       printf("%3d",i);
        !          2027:       for(j=1; j<=i;j++){
        !          2028:        fprintf(ficres," %.5e",matcov[i][j]);
        !          2029:        printf(" %.5e",matcov[i][j]);
        !          2030:       }
        !          2031:       fprintf(ficres,"\n");
        !          2032:       printf("\n");
        !          2033:       k++;
        !          2034:     }
        !          2035:     
        !          2036:     while((c=getc(ficpar))=='#' && c!= EOF){
        !          2037:       ungetc(c,ficpar);
        !          2038:       fgets(line, MAXLINE, ficpar);
        !          2039:       puts(line);
        !          2040:       fputs(line,ficparo);
        !          2041:     }
        !          2042:     ungetc(c,ficpar);
        !          2043:   
        !          2044:     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);
        !          2045:     
        !          2046:     if (fage <= 2) {
        !          2047:       bage = agemin;
        !          2048:       fage = agemax;
        !          2049:     }
        !          2050: 
        !          2051:     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
        !          2052:     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);
        !          2053: /*------------ gnuplot -------------*/
        !          2054: chdir(pathcd);
        !          2055:   if((ficgp=fopen("graph.plt","w"))==NULL) {
        !          2056:     printf("Problem with file graph.gp");goto end;
        !          2057:   }
        !          2058: #ifdef windows
        !          2059:   fprintf(ficgp,"cd \"%s\" \n",pathc);
        !          2060: #endif
        !          2061: m=pow(2,cptcovn);
        !          2062:   
        !          2063:  /* 1eme*/
        !          2064:   for (cpt=1; cpt<= nlstate ; cpt ++) {
        !          2065:    for (k1=1; k1<= m ; k1 ++) {
        !          2066: 
        !          2067: #ifdef windows
        !          2068:     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);
        !          2069: #endif
        !          2070: #ifdef unix
        !          2071: fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);
        !          2072: #endif
        !          2073: 
        !          2074: for (i=1; i<= nlstate ; i ++) {
        !          2075:   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
        !          2076:   else fprintf(ficgp," \%%*lf (\%%*lf)");
        !          2077: }
        !          2078:     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);
        !          2079:     for (i=1; i<= nlstate ; i ++) {
        !          2080:   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
        !          2081:   else fprintf(ficgp," \%%*lf (\%%*lf)");
        !          2082: } 
        !          2083:   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1); 
        !          2084:      for (i=1; i<= nlstate ; i ++) {
        !          2085:   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
        !          2086:   else fprintf(ficgp," \%%*lf (\%%*lf)");
        !          2087: }  
        !          2088:      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));
        !          2089: #ifdef unix
        !          2090: fprintf(ficgp,"\nset ter gif small size 400,300");
        !          2091: #endif
        !          2092: fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);
        !          2093:    }
        !          2094:   }
        !          2095:   /*2 eme*/
        !          2096: 
        !          2097:   for (k1=1; k1<= m ; k1 ++) { 
        !          2098:     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);
        !          2099:     
        !          2100:     for (i=1; i<= nlstate+1 ; i ++) {
        !          2101:       k=2*i;
        !          2102:       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);
        !          2103:       for (j=1; j<= nlstate+1 ; j ++) {
        !          2104:   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
        !          2105:   else fprintf(ficgp," \%%*lf (\%%*lf)");
        !          2106: }   
        !          2107:       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
        !          2108:       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);
        !          2109:     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);
        !          2110:       for (j=1; j<= nlstate+1 ; j ++) {
        !          2111:        if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
        !          2112:        else fprintf(ficgp," \%%*lf (\%%*lf)");
        !          2113: }   
        !          2114:       fprintf(ficgp,"\" t\"\" w l 0,");
        !          2115:      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);
        !          2116:       for (j=1; j<= nlstate+1 ; j ++) {
        !          2117:   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
        !          2118:   else fprintf(ficgp," \%%*lf (\%%*lf)");
        !          2119: }   
        !          2120:       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
        !          2121:       else fprintf(ficgp,"\" t\"\" w l 0,");
        !          2122:     }
        !          2123:     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);
        !          2124:   }
        !          2125:  
        !          2126:   /*3eme*/
        !          2127: 
        !          2128:   for (k1=1; k1<= m ; k1 ++) { 
        !          2129:     for (cpt=1; cpt<= nlstate ; cpt ++) {
        !          2130:       k=2+nlstate*(cpt-1);
        !          2131:       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);
        !          2132:       for (i=1; i< nlstate ; i ++) {
        !          2133:        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);
        !          2134:       } 
        !          2135:       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);
        !          2136:     }
        !          2137:   }
        !          2138:  
        !          2139:   /* CV preval stat */
        !          2140:   for (k1=1; k1<= m ; k1 ++) { 
        !          2141:     for (cpt=1; cpt<nlstate ; cpt ++) {
        !          2142:       k=3;
        !          2143:       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/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);
        !          2144:       for (i=1; i< nlstate ; i ++)
        !          2145:        fprintf(ficgp,"+$%d",k+i+1);
        !          2146:       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
        !          2147:       
        !          2148:       l=3+(nlstate+ndeath)*cpt;
        !          2149:       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);
        !          2150:       for (i=1; i< nlstate ; i ++) {
        !          2151:        l=3+(nlstate+ndeath)*cpt;
        !          2152:        fprintf(ficgp,"+$%d",l+i+1);
        !          2153:       }
        !          2154:       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);   
        !          2155:       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);
        !          2156:     } 
        !          2157:   }
        !          2158: 
        !          2159:   /* proba elementaires */
        !          2160:   for(i=1,jk=1; i <=nlstate; i++){
        !          2161:     for(k=1; k <=(nlstate+ndeath); k++){
        !          2162:       if (k != i) {
        !          2163:        /*  fprintf(ficgp,"%1d%1d ",i,k);*/
        !          2164:        for(j=1; j <=ncovmodel; j++){
        !          2165:          fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);
        !          2166:          jk++; 
        !          2167:          fprintf(ficgp,"\n");
        !          2168:        }
        !          2169:       }
        !          2170:     }
        !          2171:   }
        !          2172:   for(jk=1; jk <=m; jk++) {
        !          2173:   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);
        !          2174:   for(i=1; i <=nlstate; i++) {
        !          2175:     for(k=1; k <=(nlstate+ndeath); k++){
        !          2176:       if (k != i) {
        !          2177:        fprintf(ficgp," exp(a%d%d+b%d%d*x",i,k,i,k);
        !          2178:        for(j=3; j <=ncovmodel; j++) 
        !          2179:          fprintf(ficgp,"+%s%d%d*%d",alph[j],i,k,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
        !          2180:        fprintf(ficgp,")/(1");
        !          2181:        for(k1=1; k1 <=(nlstate+ndeath); k1++) 
        !          2182:          if (k1 != i) {
        !          2183:            fprintf(ficgp,"+exp(a%d%d+b%d%d*x",i,k1,i,k1);
        !          2184:            for(j=3; j <=ncovmodel; j++)
        !          2185:              fprintf(ficgp,"+%s%d%d*%d",alph[j],i,k,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
        !          2186:            fprintf(ficgp,")");
        !          2187:          }
        !          2188:        fprintf(ficgp,") t \"p%d%d\" ", i,k);
        !          2189:       if ((i+k)!= (nlstate*2+ndeath)) fprintf(ficgp,",");
        !          2190:       }
        !          2191:     }
        !          2192:   }
        !          2193: fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);  
        !          2194:   }
        !          2195:   fclose(ficgp);
        !          2196:    
        !          2197: chdir(path);
        !          2198:     free_matrix(agev,1,maxwav,1,imx);
        !          2199:     free_ivector(wav,1,imx);
        !          2200:     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);
        !          2201:     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);
        !          2202:     
        !          2203:     free_imatrix(s,1,maxwav+1,1,n);
        !          2204:     
        !          2205:     
        !          2206:     free_ivector(num,1,n);
        !          2207:     free_vector(agedc,1,n);
        !          2208:     free_vector(weight,1,n);
        !          2209:     /*free_matrix(covar,1,NCOVMAX,1,n);*/
        !          2210:     fclose(ficparo);
        !          2211:     fclose(ficres);
        !          2212:    }
        !          2213:    
        !          2214:    /*________fin mle=1_________*/
        !          2215:    
        !          2216: 
        !          2217:   
        !          2218:     /* No more information from the sample is required now */
        !          2219:   /* Reads comments: lines beginning with '#' */
        !          2220:   while((c=getc(ficpar))=='#' && c!= EOF){
        !          2221:     ungetc(c,ficpar);
        !          2222:     fgets(line, MAXLINE, ficpar);
        !          2223:     puts(line);
        !          2224:     fputs(line,ficparo);
        !          2225:   }
        !          2226:   ungetc(c,ficpar);
        !          2227:   
        !          2228:   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);
        !          2229:   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);
        !          2230:   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);
        !          2231: /*--------- index.htm --------*/
        !          2232: 
        !          2233:   if((fichtm=fopen("index.htm","w"))==NULL)    {
        !          2234:     printf("Problem with index.htm \n");goto end;
        !          2235:   }
        !          2236: 
        !          2237:  fprintf(fichtm,"<body><ul> Imach, Version 0.63<hr> <li>Outputs files<br><br>\n
        !          2238:         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n
        !          2239: - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>
        !          2240:         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>
        !          2241:         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>
        !          2242:         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>
        !          2243:         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>
        !          2244:         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>
        !          2245:         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>
        !          2246:         - 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);
        !          2247: 
        !          2248:  fprintf(fichtm," <li>Graphs</li>\n<p>");
        !          2249: 
        !          2250:  m=cptcovn;
        !          2251:  if (cptcovn < 1) {m=1;ncodemax[1]=1;}
        !          2252: 
        !          2253:  j1=0;
        !          2254:  for(k1=1; k1<=m;k1++){
        !          2255:    for(i1=1; i1<=ncodemax[k1];i1++){
        !          2256:        j1++;
        !          2257:        if (cptcovn > 0) {
        !          2258:         fprintf(fichtm,"<hr>************ Results for covariates");
        !          2259:         for (cpt=1; cpt<=cptcovn;cpt++) 
        !          2260:           fprintf(fichtm," V%d=%d ",Tvar[cpt],nbcode[Tvar[cpt]][codtab[j1][cpt]]);
        !          2261:         fprintf(fichtm," ************\n<hr>");
        !          2262:        }
        !          2263:        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>
        !          2264: <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);     
        !          2265:        for(cpt=1; cpt<nlstate;cpt++){
        !          2266:         fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>
        !          2267: <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);
        !          2268:        }
        !          2269:     for(cpt=1; cpt<=nlstate;cpt++) {
        !          2270:        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident
        !          2271: interval) in state (%d): v%s%d%d.gif <br>
        !          2272: <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);  
        !          2273:      }
        !          2274:      for(cpt=1; cpt<=nlstate;cpt++) {
        !          2275:         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>
        !          2276: <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);
        !          2277:      }
        !          2278:      fprintf(fichtm,"\n<br>- Total life expectancy by age and
        !          2279: health expectancies in states (1) and (2): e%s%d.gif<br>
        !          2280: <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);
        !          2281: fprintf(fichtm,"\n</body>");
        !          2282:    }
        !          2283:  }
        !          2284: fclose(fichtm);
        !          2285: 
        !          2286:   /*--------------- Prevalence limit --------------*/
        !          2287:   
        !          2288:   strcpy(filerespl,"pl");
        !          2289:   strcat(filerespl,fileres);
        !          2290:   if((ficrespl=fopen(filerespl,"w"))==NULL) {
        !          2291:     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;
        !          2292:   }
        !          2293:   printf("Computing prevalence limit: result on file '%s' \n", filerespl);
        !          2294:   fprintf(ficrespl,"#Prevalence limit\n");
        !          2295:   fprintf(ficrespl,"#Age ");
        !          2296:   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);
        !          2297:   fprintf(ficrespl,"\n");
        !          2298:   
        !          2299:   prlim=matrix(1,nlstate,1,nlstate);
        !          2300:   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
        !          2301:   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
        !          2302:   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
        !          2303:   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
        !          2304:   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
        !          2305:   k=0;
        !          2306:   agebase=agemin;
        !          2307:   agelim=agemax;
        !          2308:   ftolpl=1.e-10;
        !          2309:   i1=cptcovn;
        !          2310:   if (cptcovn < 1){i1=1;}
        !          2311: 
        !          2312:   for(cptcov=1;cptcov<=i1;cptcov++){
        !          2313:     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
        !          2314:        k=k+1;
        !          2315:        /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/
        !          2316:        fprintf(ficrespl,"\n#****** ");
        !          2317:        for(j=1;j<=cptcovn;j++) 
        !          2318:          fprintf(ficrespl,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);
        !          2319:        fprintf(ficrespl,"******\n");
        !          2320:        
        !          2321:        for (age=agebase; age<=agelim; age++){
        !          2322:          prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
        !          2323:          fprintf(ficrespl,"%.0f",age );
        !          2324:          for(i=1; i<=nlstate;i++)
        !          2325:          fprintf(ficrespl," %.5f", prlim[i][i]);
        !          2326:          fprintf(ficrespl,"\n");
        !          2327:        }
        !          2328:       }
        !          2329:     }
        !          2330:   fclose(ficrespl);
        !          2331:   /*------------- h Pij x at various ages ------------*/
        !          2332:   
        !          2333:   strcpy(filerespij,"pij");  strcat(filerespij,fileres);
        !          2334:   if((ficrespij=fopen(filerespij,"w"))==NULL) {
        !          2335:     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;
        !          2336:   }
        !          2337:   printf("Computing pij: result on file '%s' \n", filerespij);
        !          2338:   
        !          2339:   stepsize=(int) (stepm+YEARM-1)/YEARM;
        !          2340:   if (stepm<=24) stepsize=2;
        !          2341: 
        !          2342:   agelim=AGESUP;
        !          2343:   hstepm=stepsize*YEARM; /* Every year of age */
        !          2344:   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */ 
        !          2345:   
        !          2346:   k=0;
        !          2347:   for(cptcov=1;cptcov<=i1;cptcov++){
        !          2348:     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
        !          2349:       k=k+1;
        !          2350:        fprintf(ficrespij,"\n#****** ");
        !          2351:        for(j=1;j<=cptcovn;j++) 
        !          2352:          fprintf(ficrespij,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);
        !          2353:        fprintf(ficrespij,"******\n");
        !          2354:        
        !          2355:        for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */
        !          2356:          nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
        !          2357:          nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
        !          2358:          p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
        !          2359:          oldm=oldms;savm=savms;
        !          2360:          hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
        !          2361:          fprintf(ficrespij,"# Age");
        !          2362:          for(i=1; i<=nlstate;i++)
        !          2363:            for(j=1; j<=nlstate+ndeath;j++)
        !          2364:              fprintf(ficrespij," %1d-%1d",i,j);
        !          2365:          fprintf(ficrespij,"\n");
        !          2366:          for (h=0; h<=nhstepm; h++){
        !          2367:            fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );
        !          2368:            for(i=1; i<=nlstate;i++)
        !          2369:              for(j=1; j<=nlstate+ndeath;j++)
        !          2370:                fprintf(ficrespij," %.5f", p3mat[i][j][h]);
        !          2371:            fprintf(ficrespij,"\n");
        !          2372:          }
        !          2373:          free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
        !          2374:          fprintf(ficrespij,"\n");
        !          2375:        }
        !          2376:     }
        !          2377:   }
        !          2378: 
        !          2379:   fclose(ficrespij);
        !          2380: 
        !          2381:   /*---------- Health expectancies and variances ------------*/
        !          2382: 
        !          2383:   strcpy(filerest,"t");
        !          2384:   strcat(filerest,fileres);
        !          2385:   if((ficrest=fopen(filerest,"w"))==NULL) {
        !          2386:     printf("Problem with total LE resultfile: %s\n", filerest);goto end;
        !          2387:   }
        !          2388:   printf("Computing Total LEs with variances: file '%s' \n", filerest); 
        !          2389: 
        !          2390: 
        !          2391:   strcpy(filerese,"e");
        !          2392:   strcat(filerese,fileres);
        !          2393:   if((ficreseij=fopen(filerese,"w"))==NULL) {
        !          2394:     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
        !          2395:   }
        !          2396:   printf("Computing Health Expectancies: result on file '%s' \n", filerese);
        !          2397: 
        !          2398:  strcpy(fileresv,"v");
        !          2399:   strcat(fileresv,fileres);
        !          2400:   if((ficresvij=fopen(fileresv,"w"))==NULL) {
        !          2401:     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);
        !          2402:   }
        !          2403:   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
        !          2404: 
        !          2405:   k=0;
        !          2406:   for(cptcov=1;cptcov<=i1;cptcov++){
        !          2407:     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
        !          2408:       k=k+1;
        !          2409:       fprintf(ficrest,"\n#****** ");
        !          2410:       for(j=1;j<=cptcovn;j++) 
        !          2411:        fprintf(ficrest,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);
        !          2412:       fprintf(ficrest,"******\n");
        !          2413: 
        !          2414:       fprintf(ficreseij,"\n#****** ");
        !          2415:       for(j=1;j<=cptcovn;j++) 
        !          2416:        fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);
        !          2417:       fprintf(ficreseij,"******\n");
        !          2418: 
        !          2419:       fprintf(ficresvij,"\n#****** ");
        !          2420:       for(j=1;j<=cptcovn;j++) 
        !          2421:        fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);
        !          2422:       fprintf(ficresvij,"******\n");
        !          2423: 
        !          2424:       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
        !          2425:       oldm=oldms;savm=savms;
        !          2426:       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);  
        !          2427:       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
        !          2428:       oldm=oldms;savm=savms;
        !          2429:       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);
        !          2430:       
        !          2431:       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");
        !          2432:       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);
        !          2433:       fprintf(ficrest,"\n");
        !          2434:        
        !          2435:       hf=1;
        !          2436:       if (stepm >= YEARM) hf=stepm/YEARM;
        !          2437:       epj=vector(1,nlstate+1);
        !          2438:       for(age=bage; age <=fage ;age++){
        !          2439:        prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
        !          2440:        fprintf(ficrest," %.0f",age);
        !          2441:        for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){
        !          2442:          for(i=1, epj[j]=0.;i <=nlstate;i++) {
        !          2443:            epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];
        !          2444:          }
        !          2445:          epj[nlstate+1] +=epj[j];
        !          2446:        }
        !          2447:        for(i=1, vepp=0.;i <=nlstate;i++)
        !          2448:          for(j=1;j <=nlstate;j++)
        !          2449:            vepp += vareij[i][j][(int)age];
        !          2450:        fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));
        !          2451:        for(j=1;j <=nlstate;j++){
        !          2452:          fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));
        !          2453:        }
        !          2454:        fprintf(ficrest,"\n");
        !          2455:       }
        !          2456:     }
        !          2457:   }
        !          2458:        
        !          2459:  fclose(ficreseij);
        !          2460:  fclose(ficresvij);
        !          2461:   fclose(ficrest);
        !          2462:   fclose(ficpar);
        !          2463:   free_vector(epj,1,nlstate+1);
        !          2464:   /*  scanf("%d ",i); */
        !          2465: 
        !          2466:   /*------- Variance limit prevalence------*/   
        !          2467: 
        !          2468: strcpy(fileresvpl,"vpl");
        !          2469:   strcat(fileresvpl,fileres);
        !          2470:   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
        !          2471:     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);
        !          2472:     exit(0);
        !          2473:   }
        !          2474:   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);
        !          2475: 
        !          2476:  k=0;
        !          2477:  for(cptcov=1;cptcov<=i1;cptcov++){
        !          2478:    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
        !          2479:      k=k+1;
        !          2480:      fprintf(ficresvpl,"\n#****** ");
        !          2481:      for(j=1;j<=cptcovn;j++) 
        !          2482:        fprintf(ficresvpl,"V%d=%d ",Tvar[j],nbcode[Tvar[j]][codtab[k][j]]);
        !          2483:      fprintf(ficresvpl,"******\n");
        !          2484:      
        !          2485:      varpl=matrix(1,nlstate,(int) bage, (int) fage);
        !          2486:      oldm=oldms;savm=savms;
        !          2487:      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);
        !          2488:    }
        !          2489:  }
        !          2490: 
        !          2491:   fclose(ficresvpl);
        !          2492: 
        !          2493:   /*---------- End : free ----------------*/
        !          2494:   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
        !          2495:   
        !          2496:   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);
        !          2497:   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
        !          2498:   
        !          2499:   
        !          2500:   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);
        !          2501:   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);
        !          2502:   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);
        !          2503:   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);
        !          2504:   
        !          2505:   free_matrix(matcov,1,npar,1,npar);
        !          2506:   free_vector(delti,1,npar);
        !          2507:   
        !          2508:   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);
        !          2509: 
        !          2510:   printf("End of Imach\n");
        !          2511:   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
        !          2512:   
        !          2513:   /* 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);*/
        !          2514:   /*printf("Total time was %d uSec.\n", total_usecs);*/
        !          2515:   /*------ End -----------*/
        !          2516: 
        !          2517:  end:
        !          2518: #ifdef windows
        !          2519:  chdir(pathcd);
        !          2520: #endif 
        !          2521:  system("wgnuplot ../gp37mgw/graph.plt");
        !          2522: 
        !          2523: #ifdef windows
        !          2524:   while (z[0] != 'q') {
        !          2525:     chdir(pathcd); 
        !          2526:     printf("\nType e to edit output files, c to start again, and q for exiting: ");
        !          2527:     scanf("%s",z);
        !          2528:     if (z[0] == 'c') system("./imach");
        !          2529:     else if (z[0] == 'e') {
        !          2530:       chdir(path);
        !          2531:       system("index.htm");
        !          2532:     }
        !          2533:     else if (z[0] == 'q') exit(0);
        !          2534:   }
        !          2535: #endif 
        !          2536: }
        !          2537: 
        !          2538: 

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