Diff for /imach/src/imach.c between versions 1.1 and 1.22

version 1.1, 2000/12/28 18:49:56 version 1.22, 2002/02/22 17:54:20
Line 1 Line 1
       /* $Id$
 /*********************** Imach **************************************             Interpolate Markov Chain
   This program computes Healthy Life Expectancies from cross-longitudinal   
   data. Cross-longitudinal consist in a first survey ("cross") where     Short summary of the programme:
   individuals from different ages are interviewed on their health status   
   or degree of  disability. At least a second wave of interviews     This program computes Healthy Life Expectancies from
   ("longitudinal") should  measure each new individual health status.     cross-longitudinal data. Cross-longitudinal data consist in: -1- a
   Health expectancies are computed from the transistions observed between     first survey ("cross") where individuals from different ages are
   waves and are computed for each degree of severity of disability (number    interviewed on their health status or degree of disability (in the
   of life states). More degrees you consider, more time is necessary to    case of a health survey which is our main interest) -2- at least a
   reach the Maximum Likekilhood of the parameters involved in the model.    second wave of interviews ("longitudinal") which measure each change
   The simplest model is the multinomial logistic model where pij is    (if any) in individual health status.  Health expectancies are
   the probabibility to be observed in state j at the second wave conditional    computed from the time spent in each health state according to a
   to be observed in state i at the first wave. Therefore the model is:    model. More health states you consider, more time is necessary to reach the
   log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex'     Maximum Likelihood of the parameters involved in the model.  The
   is a covariate. If you want to have a more complex model than "constant and    simplest model is the multinomial logistic model where pij is the
   age", you should modify the program where the markup     probabibility to be observed in state j at the second wave
     *Covariates have to be included here again* invites you to do it.    conditional to be observed in state i at the first wave. Therefore
   More covariates you add, less is the speed of the convergence.    the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
     'age' is age and 'sex' is a covariate. If you want to have a more
   The advantage that this computer programme claims, comes from that if the     complex model than "constant and age", you should modify the program
   delay between waves is not identical for each individual, or if some     where the markup *Covariates have to be included here again* invites
   individual missed an interview, the information is not rounded or lost, but    you to do it.  More covariates you add, slower the
   taken into account using an interpolation or extrapolation.    convergence.
   hPijx is the probability to be  
   observed in state i at age x+h conditional to the observed state i at age     The advantage of this computer programme, compared to a simple
   x. The delay 'h' can be split into an exact number (nh*stepm) of     multinomial logistic model, is clear when the delay between waves is not
   unobserved intermediate  states. This elementary transition (by month or     identical for each individual. Also, if a individual missed an
   quarter trimester, semester or year) is model as a multinomial logistic.     intermediate interview, the information is lost, but taken into
   The hPx matrix is simply the matrix product of nh*stepm elementary matrices    account using an interpolation or extrapolation.  
   and the contribution of each individual to the likelihood is simply hPijx.  
     hPijx is the probability to be observed in state i at age x+h
   Also this programme outputs the covariance matrix of the parameters but also    conditional to the observed state i at age x. The delay 'h' can be
   of the life expectancies. It also computes the prevalence limits.     split into an exact number (nh*stepm) of unobserved intermediate
       states. This elementary transition (by month or quarter trimester,
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).    semester or year) is model as a multinomial logistic.  The hPx
            Institut national d'études démographiques, Paris.    matrix is simply the matrix product of nh*stepm elementary matrices
   This software have been partly granted by Euro-REVES, a concerted action    and the contribution of each individual to the likelihood is simply
   from the European Union.    hPijx.
   It is copyrighted identically to a GNU software product, ie programme and  
   software can be distributed freely for non commercial use. Latest version    Also this programme outputs the covariance matrix of the parameters but also
   can be accessed at http://euroreves.ined.fr/imach .    of the life expectancies. It also computes the prevalence limits.
   **********************************************************************/   
      Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
 #include <math.h>             Institut national d'études démographiques, Paris.
 #include <stdio.h>    This software have been partly granted by Euro-REVES, a concerted action
 #include <stdlib.h>    from the European Union.
 #include <unistd.h>    It is copyrighted identically to a GNU software product, ie programme and
     software can be distributed freely for non commercial use. Latest version
 #define MAXLINE 256    can be accessed at http://euroreves.ined.fr/imach .
 #define FILENAMELENGTH 80    **********************************************************************/
 /*#define DEBUG*/   
 /*#define win*/  #include <math.h>
   #include <stdio.h>
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */  #include <stdlib.h>
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncov */  #include <unistd.h>
   
 #define NINTERVMAX 8  #define MAXLINE 256
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */  #define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */  #define FILENAMELENGTH 80
 #define NCOVMAX 8 /* Maximum number of covariates */  /*#define DEBUG*/
 #define MAXN 20000  #define windows
 #define YEARM 12. /* Number of months per year */  #define GLOCK_ERROR_NOPATH              -1      /* empty path */
 #define AGESUP 130  #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
 #define AGEBASE 40  
   #define MAXPARM 30 /* Maximum number of parameters for the optimization */
   #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
 int nvar;  
   #define NINTERVMAX 8
 int npar=NPARMAX;  #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
 int nlstate=2; /* Number of live states */  #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
 int ndeath=1; /* Number of dead states */  #define NCOVMAX 8 /* Maximum number of covariates */
 int ncov;     /* Total number of covariables including constant a12*1 +b12*x ncov=2 */  #define MAXN 20000
   #define YEARM 12. /* Number of months per year */
 int *wav; /* Number of waves for this individuual 0 is possible */  #define AGESUP 130
 int maxwav; /* Maxim number of waves */  #define AGEBASE 40
 int mle, weightopt;  
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */  
 int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */  int erreur; /* Error number */
 double **oldm, **newm, **savm; /* Working pointers to matrices */  int nvar;
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */  int cptcovn, cptcovage=0, cptcoveff=0,cptcov;
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest;  int npar=NPARMAX;
 FILE *ficgp, *fichtm;  int nlstate=2; /* Number of live states */
   int ndeath=1; /* Number of dead states */
 #define NR_END 1  int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
 #define FREE_ARG char*  int popbased=0;
 #define FTOL 1.0e-10  
   int *wav; /* Number of waves for this individuual 0 is possible */
 #define NRANSI   int maxwav; /* Maxim number of waves */
 #define ITMAX 200   int jmin, jmax; /* min, max spacing between 2 waves */
   int mle, weightopt;
 #define TOL 2.0e-4   int **mw; /* mw[mi][i] is number of the mi wave for this individual */
   int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
 #define CGOLD 0.3819660   double jmean; /* Mean space between 2 waves */
 #define ZEPS 1.0e-10   double **oldm, **newm, **savm; /* Working pointers to matrices */
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);   double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
   FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf;
 #define GOLD 1.618034   FILE *ficgp, *fichtm,*ficresprob,*ficpop;
 #define GLIMIT 100.0   FILE *ficreseij;
 #define TINY 1.0e-20     char filerese[FILENAMELENGTH];
    FILE  *ficresvij;
 static double maxarg1,maxarg2;    char fileresv[FILENAMELENGTH];
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))   FILE  *ficresvpl;
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))    char fileresvpl[FILENAMELENGTH];
    
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))  #define NR_END 1
 #define rint(a) floor(a+0.5)  #define FREE_ARG char*
   #define FTOL 1.0e-10
 static double sqrarg;  
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)  #define NRANSI
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}   #define ITMAX 200
   
 int imx;   #define TOL 2.0e-4
 int stepm;  
 /* Stepm, step in month: minimum step interpolation*/  #define CGOLD 0.3819660
   #define ZEPS 1.0e-10
 int m,nb;  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);
 int *num, firstpass=0, lastpass=2,*cod;  
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;  #define GOLD 1.618034
 double **pmmij;  #define GLIMIT 100.0
   #define TINY 1.0e-20
 double *weight;  
 int **s; /* Status */  static double maxarg1,maxarg2;
 double *agedc, **covar, idx;  #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
   #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
    
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
 double ftolhess; /* Tolerance for computing hessian */  #define rint(a) floor(a+0.5)
   
   static double sqrarg;
 /******************************************/  #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
   #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}
 void replace(char *s, char*t)  
 {  int imx;
   int i;  int stepm;
   int lg=20;  /* Stepm, step in month: minimum step interpolation*/
   i=0;  
   lg=strlen(t);  int m,nb;
   for(i=0; i<= lg; i++) {  int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;
     (s[i] = t[i]);  double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
     if (t[i]== '\\') s[i]='/';  double **pmmij, ***probs, ***mobaverage;
   }  double dateintmean=0;
 }  
 void cut(char *u,char *v, char*t)  double *weight;
 {  int **s; /* Status */
   int i,lg,j,p;  double *agedc, **covar, idx;
   i=0;  int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
   for(j=0; j<=strlen(t); j++) {  
     if(t[j]=='\\') p=j;  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
   }  double ftolhess; /* Tolerance for computing hessian */
   
   lg=strlen(t);  /**************** split *************************/
   for(j=0; j<p; j++) {  static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
     (u[j] = t[j]);  {
     u[p]='\0';     char *s;                             /* pointer */
   }     int  l1, l2;                         /* length counters */
   
   for(j=0; j<= lg; j++) {     l1 = strlen( path );                 /* length of path */
     if (j>=(p+1))(v[j-p-1] = t[j]);     if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
   }  #ifdef windows
 }     s = strrchr( path, '\\' );           /* find last / */
   #else
 /********************** nrerror ********************/     s = strrchr( path, '/' );            /* find last / */
   #endif
 void nrerror(char error_text[])     if ( s == NULL ) {                   /* no directory, so use current */
 {  #if     defined(__bsd__)                /* get current working directory */
   fprintf(stderr,"ERREUR ...\n");        extern char       *getwd( );
   fprintf(stderr,"%s\n",error_text);  
   exit(1);        if ( getwd( dirc ) == NULL ) {
 }  #else
 /*********************** vector *******************/        extern char       *getcwd( );
 double *vector(int nl, int nh)  
 {        if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
   double *v;  #endif
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));           return( GLOCK_ERROR_GETCWD );
   if (!v) nrerror("allocation failure in vector");        }
   return v-nl+NR_END;        strcpy( name, path );             /* we've got it */
 }     } else {                             /* strip direcotry from path */
         s++;                              /* after this, the filename */
 /************************ free vector ******************/        l2 = strlen( s );                 /* length of filename */
 void free_vector(double*v, int nl, int nh)        if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
 {        strcpy( name, s );                /* save file name */
   free((FREE_ARG)(v+nl-NR_END));        strncpy( dirc, path, l1 - l2 );   /* now the directory */
 }        dirc[l1-l2] = 0;                  /* add zero */
      }
 /************************ivector *******************************/     l1 = strlen( dirc );                 /* length of directory */
 int *ivector(long nl,long nh)  #ifdef windows
 {     if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
   int *v;  #else
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));     if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
   if (!v) nrerror("allocation failure in ivector");  #endif
   return v-nl+NR_END;     s = strrchr( name, '.' );            /* find last / */
 }     s++;
      strcpy(ext,s);                       /* save extension */
 /******************free ivector **************************/     l1= strlen( name);
 void free_ivector(int *v, long nl, long nh)     l2= strlen( s)+1;
 {     strncpy( finame, name, l1-l2);
   free((FREE_ARG)(v+nl-NR_END));     finame[l1-l2]= 0;
 }     return( 0 );                         /* we're done */
   }
 /******************* imatrix *******************************/  
 int **imatrix(long nrl, long nrh, long ncl, long nch)   
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */   /******************************************/
 {   
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;   void replace(char *s, char*t)
   int **m;   {
       int i;
   /* allocate pointers to rows */     int lg=20;
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));     i=0;
   if (!m) nrerror("allocation failure 1 in matrix()");     lg=strlen(t);
   m += NR_END;     for(i=0; i<= lg; i++) {
   m -= nrl;       (s[i] = t[i]);
         if (t[i]== '\\') s[i]='/';
       }
   /* allocate rows and set pointers to them */   }
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));   
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");   int nbocc(char *s, char occ)
   m[nrl] += NR_END;   {
   m[nrl] -= ncl;     int i,j=0;
       int lg=20;
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;     i=0;
       lg=strlen(s);
   /* return pointer to array of pointers to rows */     for(i=0; i<= lg; i++) {
   return m;     if  (s[i] == occ ) j++;
 }     }
     return j;
 /****************** free_imatrix *************************/  }
 void free_imatrix(m,nrl,nrh,ncl,nch)  
       int **m;  void cutv(char *u,char *v, char*t, char occ)
       long nch,ncl,nrh,nrl;   {
      /* free an int matrix allocated by imatrix() */     int i,lg,j,p=0;
 {     i=0;
   free((FREE_ARG) (m[nrl]+ncl-NR_END));     for(j=0; j<=strlen(t)-1; j++) {
   free((FREE_ARG) (m+nrl-NR_END));       if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
 }     }
   
 /******************* matrix *******************************/    lg=strlen(t);
 double **matrix(long nrl, long nrh, long ncl, long nch)    for(j=0; j<p; j++) {
 {      (u[j] = t[j]);
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;    }
   double **m;       u[p]='\0';
   
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));     for(j=0; j<= lg; j++) {
   if (!m) nrerror("allocation failure 1 in matrix()");      if (j>=(p+1))(v[j-p-1] = t[j]);
   m += NR_END;    }
   m -= nrl;  }
   
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  /********************** nrerror ********************/
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  
   m[nrl] += NR_END;  void nrerror(char error_text[])
   m[nrl] -= ncl;  {
     fprintf(stderr,"ERREUR ...\n");
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;    fprintf(stderr,"%s\n",error_text);
   return m;    exit(1);
 }  }
   /*********************** vector *******************/
 /*************************free matrix ************************/  double *vector(int nl, int nh)
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)  {
 {    double *v;
   free((FREE_ARG)(m[nrl]+ncl-NR_END));    v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
   free((FREE_ARG)(m+nrl-NR_END));    if (!v) nrerror("allocation failure in vector");
 }    return v-nl+NR_END;
   }
 /******************* ma3x *******************************/  
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)  /************************ free vector ******************/
 {  void free_vector(double*v, int nl, int nh)
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;  {
   double ***m;    free((FREE_ARG)(v+nl-NR_END));
   }
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  
   if (!m) nrerror("allocation failure 1 in matrix()");  /************************ivector *******************************/
   m += NR_END;  int *ivector(long nl,long nh)
   m -= nrl;  {
     int *v;
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    if (!v) nrerror("allocation failure in ivector");
   m[nrl] += NR_END;    return v-nl+NR_END;
   m[nrl] -= ncl;  }
   
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  /******************free ivector **************************/
   void free_ivector(int *v, long nl, long nh)
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));  {
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");    free((FREE_ARG)(v+nl-NR_END));
   m[nrl][ncl] += NR_END;  }
   m[nrl][ncl] -= nll;  
   for (j=ncl+1; j<=nch; j++)   /******************* imatrix *******************************/
     m[nrl][j]=m[nrl][j-1]+nlay;  int **imatrix(long nrl, long nrh, long ncl, long nch)
          /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */
   for (i=nrl+1; i<=nrh; i++) {  {
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;
     for (j=ncl+1; j<=nch; j++)     int **m;
       m[i][j]=m[i][j-1]+nlay;   
   }    /* allocate pointers to rows */
   return m;    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));
 }    if (!m) nrerror("allocation failure 1 in matrix()");
     m += NR_END;
 /*************************free ma3x ************************/    m -= nrl;
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)   
 {   
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));    /* allocate rows and set pointers to them */
   free((FREE_ARG)(m[nrl]+ncl-NR_END));    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));
   free((FREE_ARG)(m+nrl-NR_END));    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
 }    m[nrl] += NR_END;
     m[nrl] -= ncl;
 /***************** f1dim *************************/   
 extern int ncom;     for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;
 extern double *pcom,*xicom;   
 extern double (*nrfunc)(double []);     /* return pointer to array of pointers to rows */
      return m;
 double f1dim(double x)   }
 {   
   int j;   /****************** free_imatrix *************************/
   double f;  void free_imatrix(m,nrl,nrh,ncl,nch)
   double *xt;         int **m;
          long nch,ncl,nrh,nrl;
   xt=vector(1,ncom);        /* free an int matrix allocated by imatrix() */
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];   {
   f=(*nrfunc)(xt);     free((FREE_ARG) (m[nrl]+ncl-NR_END));
   free_vector(xt,1,ncom);     free((FREE_ARG) (m+nrl-NR_END));
   return f;   }
 }   
   /******************* matrix *******************************/
 /*****************brent *************************/  double **matrix(long nrl, long nrh, long ncl, long nch)
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)   {
 {     long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
   int iter;     double **m;
   double a,b,d,etemp;  
   double fu,fv,fw,fx;    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
   double ftemp;    if (!m) nrerror("allocation failure 1 in matrix()");
   double p,q,r,tol1,tol2,u,v,w,x,xm;     m += NR_END;
   double e=0.0;     m -= nrl;
    
   a=(ax < cx ? ax : cx);     m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
   b=(ax > cx ? ax : cx);     if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
   x=w=v=bx;     m[nrl] += NR_END;
   fw=fv=fx=(*f)(x);     m[nrl] -= ncl;
   for (iter=1;iter<=ITMAX;iter++) {   
     xm=0.5*(a+b);     for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);     return m;
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/  }
     printf(".");fflush(stdout);  
 #ifdef DEBUG  /*************************free matrix ************************/
     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);  void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */  {
 #endif    free((FREE_ARG)(m[nrl]+ncl-NR_END));
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){     free((FREE_ARG)(m+nrl-NR_END));
       *xmin=x;   }
       return fx;   
     }   /******************* ma3x *******************************/
     ftemp=fu;  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
     if (fabs(e) > tol1) {   {
       r=(x-w)*(fx-fv);     long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
       q=(x-v)*(fx-fw);     double ***m;
       p=(x-v)*q-(x-w)*r;   
       q=2.0*(q-r);     m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
       if (q > 0.0) p = -p;     if (!m) nrerror("allocation failure 1 in matrix()");
       q=fabs(q);     m += NR_END;
       etemp=e;     m -= nrl;
       e=d;   
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))     m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
         d=CGOLD*(e=(x >= xm ? a-x : b-x));     if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
       else {     m[nrl] += NR_END;
         d=p/q;     m[nrl] -= ncl;
         u=x+d;   
         if (u-a < tol2 || b-u < tol2)     for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
           d=SIGN(tol1,xm-x);   
       }     m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
     } else {     if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
       d=CGOLD*(e=(x >= xm ? a-x : b-x));     m[nrl][ncl] += NR_END;
     }     m[nrl][ncl] -= nll;
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));     for (j=ncl+1; j<=nch; j++)
     fu=(*f)(u);       m[nrl][j]=m[nrl][j-1]+nlay;
     if (fu <= fx) {    
       if (u >= x) a=x; else b=x;     for (i=nrl+1; i<=nrh; i++) {
       SHFT(v,w,x,u)       m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
         SHFT(fv,fw,fx,fu)       for (j=ncl+1; j<=nch; j++)
         } else {         m[i][j]=m[i][j-1]+nlay;
           if (u < x) a=u; else b=u;     }
           if (fu <= fw || w == x) {     return m;
             v=w;   }
             w=u;   
             fv=fw;   /*************************free ma3x ************************/
             fw=fu;   void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
           } else if (fu <= fv || v == x || v == w) {   {
             v=u;     free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
             fv=fu;     free((FREE_ARG)(m[nrl]+ncl-NR_END));
           }     free((FREE_ARG)(m+nrl-NR_END));
         }   }
   }   
   nrerror("Too many iterations in brent");   /***************** f1dim *************************/
   *xmin=x;   extern int ncom;
   return fx;   extern double *pcom,*xicom;
 }   extern double (*nrfunc)(double []);
    
 /****************** mnbrak ***********************/  double f1dim(double x)
   {
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,     int j;
             double (*func)(double))     double f;
 {     double *xt;
   double ulim,u,r,q, dum;   
   double fu;     xt=vector(1,ncom);
      for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];
   *fa=(*func)(*ax);     f=(*nrfunc)(xt);
   *fb=(*func)(*bx);     free_vector(xt,1,ncom);
   if (*fb > *fa) {     return f;
     SHFT(dum,*ax,*bx,dum)   }
       SHFT(dum,*fb,*fa,dum)   
       }   /*****************brent *************************/
   *cx=(*bx)+GOLD*(*bx-*ax);   double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)
   *fc=(*func)(*cx);   {
   while (*fb > *fc) {     int iter;
     r=(*bx-*ax)*(*fb-*fc);     double a,b,d,etemp;
     q=(*bx-*cx)*(*fb-*fa);     double fu,fv,fw,fx;
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/     double ftemp;
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));     double p,q,r,tol1,tol2,u,v,w,x,xm;
     ulim=(*bx)+GLIMIT*(*cx-*bx);     double e=0.0;
     if ((*bx-u)*(u-*cx) > 0.0) {    
       fu=(*func)(u);     a=(ax < cx ? ax : cx);
     } else if ((*cx-u)*(u-ulim) > 0.0) {     b=(ax > cx ? ax : cx);
       fu=(*func)(u);     x=w=v=bx;
       if (fu < *fc) {     fw=fv=fx=(*f)(x);
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))     for (iter=1;iter<=ITMAX;iter++) {
           SHFT(*fb,*fc,fu,(*func)(u))       xm=0.5*(a+b);
           }       tol2=2.0*(tol1=tol*fabs(x)+ZEPS);
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {       /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
       u=ulim;       printf(".");fflush(stdout);
       fu=(*func)(u);   #ifdef DEBUG
     } else {       printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
       u=(*cx)+GOLD*(*cx-*bx);       /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
       fu=(*func)(u);   #endif
     }       if (fabs(x-xm) <= (tol2-0.5*(b-a))){
     SHFT(*ax,*bx,*cx,u)         *xmin=x;
       SHFT(*fa,*fb,*fc,fu)         return fx;
       }       }
 }       ftemp=fu;
       if (fabs(e) > tol1) {
 /*************** linmin ************************/        r=(x-w)*(fx-fv);
         q=(x-v)*(fx-fw);
 int ncom;         p=(x-v)*q-(x-w)*r;
 double *pcom,*xicom;        q=2.0*(q-r);
 double (*nrfunc)(double []);         if (q > 0.0) p = -p;
          q=fabs(q);
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))         etemp=e;
 {         e=d;
   double brent(double ax, double bx, double cx,         if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))
                double (*f)(double), double tol, double *xmin);           d=CGOLD*(e=(x >= xm ? a-x : b-x));
   double f1dim(double x);         else {
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,           d=p/q;
               double *fc, double (*func)(double));           u=x+d;
   int j;           if (u-a < tol2 || b-u < tol2)
   double xx,xmin,bx,ax;             d=SIGN(tol1,xm-x);
   double fx,fb,fa;        }
        } else {
   ncom=n;         d=CGOLD*(e=(x >= xm ? a-x : b-x));
   pcom=vector(1,n);       }
   xicom=vector(1,n);       u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));
   nrfunc=func;       fu=(*f)(u);
   for (j=1;j<=n;j++) {       if (fu <= fx) {
     pcom[j]=p[j];         if (u >= x) a=x; else b=x;
     xicom[j]=xi[j];         SHFT(v,w,x,u)
   }           SHFT(fv,fw,fx,fu)
   ax=0.0;           } else {
   xx=1.0;             if (u < x) a=u; else b=u;
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);             if (fu <= fw || w == x) {
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);               v=w;
 #ifdef DEBUG              w=u;
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);              fv=fw;
 #endif              fw=fu;
   for (j=1;j<=n;j++) {             } else if (fu <= fv || v == x || v == w) {
     xi[j] *= xmin;               v=u;
     p[j] += xi[j];               fv=fu;
   }             }
   free_vector(xicom,1,n);           }
   free_vector(pcom,1,n);     }
 }     nrerror("Too many iterations in brent");
     *xmin=x;
 /*************** powell ************************/    return fx;
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,   }
             double (*func)(double []))   
   /****************** mnbrak ***********************/
 {   
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,
               double (*func)(double))
   void linmin(double p[], double xi[], int n, double *fret,   {
               double (*func)(double []));     double ulim,u,r,q, dum;
   int i,ibig,j;     double fu;
   double del,t,*pt,*ptt,*xit;   
   double fp,fptt;    *fa=(*func)(*ax);
   double *xits;    *fb=(*func)(*bx);
   pt=vector(1,n);     if (*fb > *fa) {
   ptt=vector(1,n);       SHFT(dum,*ax,*bx,dum)
   xit=vector(1,n);         SHFT(dum,*fb,*fa,dum)
   xits=vector(1,n);         }
   *fret=(*func)(p);     *cx=(*bx)+GOLD*(*bx-*ax);
   for (j=1;j<=n;j++) pt[j]=p[j];     *fc=(*func)(*cx);
   for (*iter=1;;++(*iter)) {     while (*fb > *fc) {
     fp=(*fret);       r=(*bx-*ax)*(*fb-*fc);
     ibig=0;       q=(*bx-*cx)*(*fb-*fa);
     del=0.0;       u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);        (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));
     for (i=1;i<=n;i++)       ulim=(*bx)+GLIMIT*(*cx-*bx);
       printf(" %d %.12f",i, p[i]);      if ((*bx-u)*(u-*cx) > 0.0) {
     printf("\n");        fu=(*func)(u);
     for (i=1;i<=n;i++) {       } else if ((*cx-u)*(u-ulim) > 0.0) {
       for (j=1;j<=n;j++) xit[j]=xi[j][i];         fu=(*func)(u);
       fptt=(*fret);         if (fu < *fc) {
 #ifdef DEBUG          SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))
       printf("fret=%lf \n",*fret);            SHFT(*fb,*fc,fu,(*func)(u))
 #endif            }
       printf("%d",i);fflush(stdout);      } else if ((u-ulim)*(ulim-*cx) >= 0.0) {
       linmin(p,xit,n,fret,func);         u=ulim;
       if (fabs(fptt-(*fret)) > del) {         fu=(*func)(u);
         del=fabs(fptt-(*fret));       } else {
         ibig=i;         u=(*cx)+GOLD*(*cx-*bx);
       }         fu=(*func)(u);
 #ifdef DEBUG      }
       printf("%d %.12e",i,(*fret));      SHFT(*ax,*bx,*cx,u)
       for (j=1;j<=n;j++) {        SHFT(*fa,*fb,*fc,fu)
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);        }
         printf(" x(%d)=%.12e",j,xit[j]);  }
       }  
       for(j=1;j<=n;j++)   /*************** linmin ************************/
         printf(" p=%.12e",p[j]);  
       printf("\n");  int ncom;
 #endif  double *pcom,*xicom;
     }   double (*nrfunc)(double []);
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {   
 #ifdef DEBUG  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))
       int k[2],l;  {
       k[0]=1;    double brent(double ax, double bx, double cx,
       k[1]=-1;                 double (*f)(double), double tol, double *xmin);
       printf("Max: %.12e",(*func)(p));    double f1dim(double x);
       for (j=1;j<=n;j++)     void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,
         printf(" %.12e",p[j]);                double *fc, double (*func)(double));
       printf("\n");    int j;
       for(l=0;l<=1;l++) {    double xx,xmin,bx,ax;
         for (j=1;j<=n;j++) {    double fx,fb,fa;
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];   
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);    ncom=n;
         }    pcom=vector(1,n);
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));    xicom=vector(1,n);
       }    nrfunc=func;
 #endif    for (j=1;j<=n;j++) {
       pcom[j]=p[j];
       xicom[j]=xi[j];
       free_vector(xit,1,n);     }
       free_vector(xits,1,n);     ax=0.0;
       free_vector(ptt,1,n);     xx=1.0;
       free_vector(pt,1,n);     mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);
       return;     *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);
     }   #ifdef DEBUG
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");     printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
     for (j=1;j<=n;j++) {   #endif
       ptt[j]=2.0*p[j]-pt[j];     for (j=1;j<=n;j++) {
       xit[j]=p[j]-pt[j];       xi[j] *= xmin;
       pt[j]=p[j];       p[j] += xi[j];
     }     }
     fptt=(*func)(ptt);     free_vector(xicom,1,n);
     if (fptt < fp) {     free_vector(pcom,1,n);
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);   }
       if (t < 0.0) {   
         linmin(p,xit,n,fret,func);   /*************** powell ************************/
         for (j=1;j<=n;j++) {   void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,
           xi[j][ibig]=xi[j][n];               double (*func)(double []))
           xi[j][n]=xit[j];   {
         }    void linmin(double p[], double xi[], int n, double *fret,
 #ifdef DEBUG                double (*func)(double []));
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);    int i,ibig,j;
         for(j=1;j<=n;j++)    double del,t,*pt,*ptt,*xit;
           printf(" %.12e",xit[j]);    double fp,fptt;
         printf("\n");    double *xits;
 #endif    pt=vector(1,n);
       }     ptt=vector(1,n);
     }     xit=vector(1,n);
   }     xits=vector(1,n);
 }     *fret=(*func)(p);
     for (j=1;j<=n;j++) pt[j]=p[j];
 /**** Prevalence limit ****************/    for (*iter=1;;++(*iter)) {
       fp=(*fret);
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl)      ibig=0;
 {      del=0.0;
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit      printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
      matrix by transitions matrix until convergence is reached */      for (i=1;i<=n;i++)
         printf(" %d %.12f",i, p[i]);
   int i, ii,j,k;      printf("\n");
   double min, max, maxmin, maxmax,sumnew=0.;      for (i=1;i<=n;i++) {
   double **matprod2();        for (j=1;j<=n;j++) xit[j]=xi[j][i];
   double **out, cov[NCOVMAX], **pmij();        fptt=(*fret);
   double **newm;  #ifdef DEBUG
   double agefin, delaymax=50 ; /* Max number of years to converge */        printf("fret=%lf \n",*fret);
   #endif
   for (ii=1;ii<=nlstate+ndeath;ii++)        printf("%d",i);fflush(stdout);
     for (j=1;j<=nlstate+ndeath;j++){        linmin(p,xit,n,fret,func);
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);        if (fabs(fptt-(*fret)) > del) {
     }          del=fabs(fptt-(*fret));
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */          ibig=i;
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){        }
     newm=savm;  #ifdef DEBUG
     /* Covariates have to be included here again */        printf("%d %.12e",i,(*fret));
     cov[1]=1.;        for (j=1;j<=n;j++) {
     cov[2]=agefin;          xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
     out=matprod2(newm, pmij(pmmij,cov,ncov,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);          printf(" x(%d)=%.12e",j,xit[j]);
 /*    printf("age=%f agefin=%f po=%f pn=%f\n",age,agefin,oldm[1][1],newm[1][1]);*/        }
             for(j=1;j<=n;j++)
     savm=oldm;          printf(" p=%.12e",p[j]);
     oldm=newm;        printf("\n");
     maxmax=0.;  #endif
     for(j=1;j<=nlstate;j++){      }
       min=1.;      if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
       max=0.;  #ifdef DEBUG
       for(i=1; i<=nlstate; i++) {        int k[2],l;
         sumnew=0;        k[0]=1;
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];        k[1]=-1;
         prlim[i][j]= newm[i][j]/(1-sumnew);        printf("Max: %.12e",(*func)(p));
         max=FMAX(max,prlim[i][j]);        for (j=1;j<=n;j++)
         min=FMIN(min,prlim[i][j]);          printf(" %.12e",p[j]);
       }        printf("\n");
       maxmin=max-min;        for(l=0;l<=1;l++) {
       maxmax=FMAX(maxmax,maxmin);          for (j=1;j<=n;j++) {
     }            ptt[j]=p[j]+(p[j]-pt[j])*k[l];
     if(maxmax < ftolpl){            printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
       return prlim;          }
     }          printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
   }        }
 }  #endif
   
 /*************** transition probabilities **********/   
         free_vector(xit,1,n);
 double **pmij(double **ps, double *cov, int ncov, double *x, int nlstate )        free_vector(xits,1,n);
 {        free_vector(ptt,1,n);
   double s1, s2;        free_vector(pt,1,n);
   /*double t34;*/        return;
   int i,j,j1, nc, ii, jj;      }
       if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");
     for(i=1; i<= nlstate; i++){      for (j=1;j<=n;j++) {
     for(j=1; j<i;j++){        ptt[j]=2.0*p[j]-pt[j];
       for (nc=1, s2=0.;nc <=ncov; nc++){        xit[j]=p[j]-pt[j];
         /*s2 += param[i][j][nc]*cov[nc];*/        pt[j]=p[j];
         s2 += x[(i-1)*nlstate*ncov+(j-1)*ncov+nc+(i-1)*(ndeath-1)*ncov]*cov[nc];      }
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/      fptt=(*func)(ptt);
       }      if (fptt < fp) {
       ps[i][j]=s2;        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/        if (t < 0.0) {
     }          linmin(p,xit,n,fret,func);
     for(j=i+1; j<=nlstate+ndeath;j++){          for (j=1;j<=n;j++) {
       for (nc=1, s2=0.;nc <=ncov; nc++){            xi[j][ibig]=xi[j][n];
         s2 += x[(i-1)*nlstate*ncov+(j-2)*ncov+nc+(i-1)*(ndeath-1)*ncov]*cov[nc];            xi[j][n]=xit[j];
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/          }
       }  #ifdef DEBUG
       ps[i][j]=s2;          printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
     }          for(j=1;j<=n;j++)
   }            printf(" %.12e",xit[j]);
   for(i=1; i<= nlstate; i++){          printf("\n");
      s1=0;  #endif
     for(j=1; j<i; j++)        }
       s1+=exp(ps[i][j]);      }
     for(j=i+1; j<=nlstate+ndeath; j++)    }
       s1+=exp(ps[i][j]);  }
     ps[i][i]=1./(s1+1.);  
     for(j=1; j<i; j++)  /**** Prevalence limit ****************/
       ps[i][j]= exp(ps[i][j])*ps[i][i];  
     for(j=i+1; j<=nlstate+ndeath; j++)  double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
       ps[i][j]= exp(ps[i][j])*ps[i][i];  {
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
   } /* end i */       matrix by transitions matrix until convergence is reached */
   
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){    int i, ii,j,k;
     for(jj=1; jj<= nlstate+ndeath; jj++){    double min, max, maxmin, maxmax,sumnew=0.;
       ps[ii][jj]=0;    double **matprod2();
       ps[ii][ii]=1;    double **out, cov[NCOVMAX], **pmij();
     }    double **newm;
   }    double agefin, delaymax=50 ; /* Max number of years to converge */
   
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){    for (ii=1;ii<=nlstate+ndeath;ii++)
     for(jj=1; jj<= nlstate+ndeath; jj++){      for (j=1;j<=nlstate+ndeath;j++){
      printf("%lf ",ps[ii][jj]);        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
    }      }
     printf("\n ");  
     }     cov[1]=1.;
     printf("\n ");printf("%lf ",cov[2]);*/   
 /*   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
   for(i=1; i<= npar; i++) printf("%f ",x[i]);    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
   goto end;*/      newm=savm;
     return ps;      /* Covariates have to be included here again */
 }       cov[2]=agefin;
    
 /**************** Product of 2 matrices ******************/        for (k=1; k<=cptcovn;k++) {
           cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)          /*printf("ij=%d Tvar[k]=%d nbcode=%d cov=%lf\n",ij, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k]);*/
 {        }
   /* Computes the matric product of in(1,nrh-nrl+1)(1,nch-ncl+1) times        for (k=1; k<=cptcovage;k++)
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
   /* in, b, out are matrice of pointers which should have been initialized         for (k=1; k<=cptcovprod;k++)
      before: only the contents of out is modified. The function returns          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
      a pointer to pointers identical to out */  
   long i, j, k;        /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
   for(i=nrl; i<= nrh; i++)        /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
     for(k=ncolol; k<=ncoloh; k++)  
       for(j=ncl,out[i][k]=0.; j<=nch; j++)      out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
         out[i][k] +=in[i][j]*b[j][k];  
       savm=oldm;
   return out;      oldm=newm;
 }      maxmax=0.;
       for(j=1;j<=nlstate;j++){
         min=1.;
 /************* Higher Matrix Product ***************/        max=0.;
         for(i=1; i<=nlstate; i++) {
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm )          sumnew=0;
 {          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month           prlim[i][j]= newm[i][j]/(1-sumnew);
      duration (i.e. until          max=FMAX(max,prlim[i][j]);
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.           min=FMIN(min,prlim[i][j]);
      Output is stored in matrix po[i][j][h] for h every 'hstepm' step         }
      (typically every 2 years instead of every month which is too big).        maxmin=max-min;
      Model is determined by parameters x and covariates have to be         maxmax=FMAX(maxmax,maxmin);
      included manually here.       }
       if(maxmax < ftolpl){
      */        return prlim;
       }
   int i, j, d, h;    }
   double **out, cov[NCOVMAX];  }
   double **newm;  
   /*************** transition probabilities ***************/
   /* Hstepm could be zero and should return the unit matrix */  
   for (i=1;i<=nlstate+ndeath;i++)  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
     for (j=1;j<=nlstate+ndeath;j++){  {
       oldm[i][j]=(i==j ? 1.0 : 0.0);    double s1, s2;
       po[i][j][0]=(i==j ? 1.0 : 0.0);    /*double t34;*/
     }    int i,j,j1, nc, ii, jj;
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */  
   for(h=1; h <=nhstepm; h++){      for(i=1; i<= nlstate; i++){
     for(d=1; d <=hstepm; d++){      for(j=1; j<i;j++){
       newm=savm;        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
       /* Covariates have to be included here again */          /*s2 += param[i][j][nc]*cov[nc];*/
       cov[1]=1.;          s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;          /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/        }
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,         ps[i][j]=s2;
                    pmij(pmmij,cov,ncov,x,nlstate));        /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
       savm=oldm;      }
       oldm=newm;      for(j=i+1; j<=nlstate+ndeath;j++){
     }        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
     for(i=1; i<=nlstate+ndeath; i++)          s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
       for(j=1;j<=nlstate+ndeath;j++) {          /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
         po[i][j][h]=newm[i][j];        }
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);        ps[i][j]=s2;
          */      }
       }    }
   } /* end h */      /*ps[3][2]=1;*/
   return po;  
 }    for(i=1; i<= nlstate; i++){
        s1=0;
       for(j=1; j<i; j++)
 /*************** log-likelihood *************/        s1+=exp(ps[i][j]);
 double func( double *x)      for(j=i+1; j<=nlstate+ndeath; j++)
 {        s1+=exp(ps[i][j]);
   int i, ii, j, k, mi, d;      ps[i][i]=1./(s1+1.);
   double l, ll[NLSTATEMAX], cov[NCOVMAX];      for(j=1; j<i; j++)
   double **out;        ps[i][j]= exp(ps[i][j])*ps[i][i];
   double sw; /* Sum of weights */      for(j=i+1; j<=nlstate+ndeath; j++)
   double lli; /* Individual log likelihood */        ps[i][j]= exp(ps[i][j])*ps[i][i];
   long ipmx;      /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
   /*extern weight */    } /* end i */
   /* We are differentiating ll according to initial status */  
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/    for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
   /*for(i=1;i<imx;i++)       for(jj=1; jj<= nlstate+ndeath; jj++){
 printf(" %d\n",s[4][i]);        ps[ii][jj]=0;
   */        ps[ii][ii]=1;
       }
   for(k=1; k<=nlstate; k++) ll[k]=0.;    }
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){  
        for(mi=1; mi<= wav[i]-1; mi++){  
       for (ii=1;ii<=nlstate+ndeath;ii++)    /*   for(ii=1; ii<= nlstate+ndeath; ii++){
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);      for(jj=1; jj<= nlstate+ndeath; jj++){
             for(d=0; d<dh[mi][i]; d++){       printf("%lf ",ps[ii][jj]);
         newm=savm;     }
           cov[1]=1.;      printf("\n ");
           cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;      }
             out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,      printf("\n ");printf("%lf ",cov[2]);*/
                        1,nlstate+ndeath,pmij(pmmij,cov,ncov,x,nlstate));  /*
           savm=oldm;    for(i=1; i<= npar; i++) printf("%f ",x[i]);
           oldm=newm;    goto end;*/
       return ps;
   }
       } /* end mult */  
      /**************** Product of 2 matrices ******************/
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);  
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/  double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
       ipmx +=1;  {
       sw += weight[i];    /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
     } /* end of wave */    /* in, b, out are matrice of pointers which should have been initialized
   } /* end of individual */       before: only the contents of out is modified. The function returns
        a pointer to pointers identical to out */
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];    long i, j, k;
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */    for(i=nrl; i<= nrh; i++)
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */      for(k=ncolol; k<=ncoloh; k++)
   return -l;        for(j=ncl,out[i][k]=0.; j<=nch; j++)
 }          out[i][k] +=in[i][j]*b[j][k];
   
     return out;
 /*********** Maximum Likelihood Estimation ***************/  }
   
 void mlikeli(FILE *ficres,double p[], int npar, int ncov, int nlstate, double ftol, double (*func)(double []))  
 {  /************* Higher Matrix Product ***************/
   int i,j, iter;  
   double **xi,*delti;  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
   double fret;  {
   xi=matrix(1,npar,1,npar);    /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month
   for (i=1;i<=npar;i++)       duration (i.e. until
     for (j=1;j<=npar;j++)       age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.
       xi[i][j]=(i==j ? 1.0 : 0.0);       Output is stored in matrix po[i][j][h] for h every 'hstepm' step
   printf("Powell\n");       (typically every 2 years instead of every month which is too big).
   powell(p,xi,npar,ftol,&iter,&fret,func);       Model is determined by parameters x and covariates have to be
        included manually here.
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));  
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));       */
   
 }    int i, j, d, h, k;
     double **out, cov[NCOVMAX];
 /**** Computes Hessian and covariance matrix ***/    double **newm;
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))  
 {    /* Hstepm could be zero and should return the unit matrix */
   double  **a,**y,*x,pd;    for (i=1;i<=nlstate+ndeath;i++)
   double **hess;      for (j=1;j<=nlstate+ndeath;j++){
   int i, j,jk;        oldm[i][j]=(i==j ? 1.0 : 0.0);
   int *indx;        po[i][j][0]=(i==j ? 1.0 : 0.0);
       }
   double hessii(double p[], double delta, int theta, double delti[]);    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
   double hessij(double p[], double delti[], int i, int j);    for(h=1; h <=nhstepm; h++){
   void lubksb(double **a, int npar, int *indx, double b[]) ;      for(d=1; d <=hstepm; d++){
   void ludcmp(double **a, int npar, int *indx, double *d) ;        newm=savm;
         /* Covariates have to be included here again */
         cov[1]=1.;
   hess=matrix(1,npar,1,npar);        cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
         for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
   printf("\nCalculation of the hessian matrix. Wait...\n");        for (k=1; k<=cptcovage;k++)
   for (i=1;i<=npar;i++){          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
     printf("%d",i);fflush(stdout);        for (k=1; k<=cptcovprod;k++)
     hess[i][i]=hessii(p,ftolhess,i,delti);          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
     /*printf(" %f ",p[i]);*/  
   }  
         /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
   for (i=1;i<=npar;i++) {        /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
     for (j=1;j<=npar;j++)  {        out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,
       if (j>i) {                      pmij(pmmij,cov,ncovmodel,x,nlstate));
         printf(".%d%d",i,j);fflush(stdout);        savm=oldm;
         hess[i][j]=hessij(p,delti,i,j);        oldm=newm;
         hess[j][i]=hess[i][j];      }
       }      for(i=1; i<=nlstate+ndeath; i++)
     }        for(j=1;j<=nlstate+ndeath;j++) {
   }          po[i][j][h]=newm[i][j];
   printf("\n");          /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
            */
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");        }
       } /* end h */
   a=matrix(1,npar,1,npar);    return po;
   y=matrix(1,npar,1,npar);  }
   x=vector(1,npar);  
   indx=ivector(1,npar);  
   for (i=1;i<=npar;i++)  /*************** log-likelihood *************/
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];  double func( double *x)
   ludcmp(a,npar,indx,&pd);  {
     int i, ii, j, k, mi, d, kk;
   for (j=1;j<=npar;j++) {    double l, ll[NLSTATEMAX], cov[NCOVMAX];
     for (i=1;i<=npar;i++) x[i]=0;    double **out;
     x[j]=1;    double sw; /* Sum of weights */
     lubksb(a,npar,indx,x);    double lli; /* Individual log likelihood */
     for (i=1;i<=npar;i++){     long ipmx;
       matcov[i][j]=x[i];    /*extern weight */
     }    /* We are differentiating ll according to initial status */
   }    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
     /*for(i=1;i<imx;i++)
   printf("\n#Hessian matrix#\n");      printf(" %d\n",s[4][i]);
   for (i=1;i<=npar;i++) {     */
     for (j=1;j<=npar;j++) {     cov[1]=1.;
       printf("%.3e ",hess[i][j]);  
     }    for(k=1; k<=nlstate; k++) ll[k]=0.;
     printf("\n");    for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   }      for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
       for(mi=1; mi<= wav[i]-1; mi++){
   /* Recompute Inverse */        for (ii=1;ii<=nlstate+ndeath;ii++)
   for (i=1;i<=npar;i++)          for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];        for(d=0; d<dh[mi][i]; d++){
   ludcmp(a,npar,indx,&pd);          newm=savm;
           cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   /*  printf("\n#Hessian matrix recomputed#\n");          for (kk=1; kk<=cptcovage;kk++) {
             cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   for (j=1;j<=npar;j++) {          }
     for (i=1;i<=npar;i++) x[i]=0;         
     x[j]=1;          out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     lubksb(a,npar,indx,x);                       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     for (i=1;i<=npar;i++){           savm=oldm;
       y[i][j]=x[i];          oldm=newm;
       printf("%.3e ",y[i][j]);         
     }         
     printf("\n");        } /* end mult */
   }       
   */        lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);
         /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/
   free_matrix(a,1,npar,1,npar);        ipmx +=1;
   free_matrix(y,1,npar,1,npar);        sw += weight[i];
   free_vector(x,1,npar);        ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   free_ivector(indx,1,npar);      } /* end of wave */
   free_matrix(hess,1,npar,1,npar);    } /* end of individual */
   
     for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
 }    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
     l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
 /*************** hessian matrix ****************/    return -l;
 double hessii( double x[], double delta, int theta, double delti[])  }
 {  
   int i;  
   int l=1, lmax=20;  /*********** Maximum Likelihood Estimation ***************/
   double k1,k2;  
   double p2[NPARMAX+1];  void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
   double res;  {
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;    int i,j, iter;
   double fx;    double **xi,*delti;
   int k=0,kmax=10;    double fret;
   double l1;    xi=matrix(1,npar,1,npar);
     for (i=1;i<=npar;i++)
   fx=func(x);      for (j=1;j<=npar;j++)
   for (i=1;i<=npar;i++) p2[i]=x[i];        xi[i][j]=(i==j ? 1.0 : 0.0);
   for(l=0 ; l <=lmax; l++){    printf("Powell\n");
     l1=pow(10,l);    powell(p,xi,npar,ftol,&iter,&fret,func);
     delts=delt;  
     for(k=1 ; k <kmax; k=k+1){     printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
       delt = delta*(l1*k);    fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
       p2[theta]=x[theta] +delt;  
       k1=func(p2)-fx;  }
       p2[theta]=x[theta]-delt;  
       k2=func(p2)-fx;  /**** Computes Hessian and covariance matrix ***/
       /*res= (k1-2.0*fx+k2)/delt/delt; */  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */  {
           double  **a,**y,*x,pd;
 #ifdef DEBUG    double **hess;
       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);    int i, j,jk;
 #endif    int *indx;
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */  
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){    double hessii(double p[], double delta, int theta, double delti[]);
         k=kmax;    double hessij(double p[], double delti[], int i, int j);
       }    void lubksb(double **a, int npar, int *indx, double b[]) ;
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */    void ludcmp(double **a, int npar, int *indx, double *d) ;
         k=kmax; l=lmax*10.;  
       }    hess=matrix(1,npar,1,npar);
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){   
         delts=delt;    printf("\nCalculation of the hessian matrix. Wait...\n");
       }    for (i=1;i<=npar;i++){
     }      printf("%d",i);fflush(stdout);
   }      hess[i][i]=hessii(p,ftolhess,i,delti);
   delti[theta]=delts;      /*printf(" %f ",p[i]);*/
   return res;      /*printf(" %lf ",hess[i][i]);*/
       }
 }   
     for (i=1;i<=npar;i++) {
 double hessij( double x[], double delti[], int thetai,int thetaj)      for (j=1;j<=npar;j++)  {
 {        if (j>i) {
   int i;          printf(".%d%d",i,j);fflush(stdout);
   int l=1, l1, lmax=20;          hess[i][j]=hessij(p,delti,i,j);
   double k1,k2,k3,k4,res,fx;          hess[j][i]=hess[i][j];    
   double p2[NPARMAX+1];          /*printf(" %lf ",hess[i][j]);*/
   int k;        }
       }
   fx=func(x);    }
   for (k=1; k<=2; k++) {    printf("\n");
     for (i=1;i<=npar;i++) p2[i]=x[i];  
     p2[thetai]=x[thetai]+delti[thetai]/k;    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;   
     k1=func(p2)-fx;    a=matrix(1,npar,1,npar);
       y=matrix(1,npar,1,npar);
     p2[thetai]=x[thetai]+delti[thetai]/k;    x=vector(1,npar);
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;    indx=ivector(1,npar);
     k2=func(p2)-fx;    for (i=1;i<=npar;i++)
         for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
     p2[thetai]=x[thetai]-delti[thetai]/k;    ludcmp(a,npar,indx,&pd);
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;  
     k3=func(p2)-fx;    for (j=1;j<=npar;j++) {
         for (i=1;i<=npar;i++) x[i]=0;
     p2[thetai]=x[thetai]-delti[thetai]/k;      x[j]=1;
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;      lubksb(a,npar,indx,x);
     k4=func(p2)-fx;      for (i=1;i<=npar;i++){
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */        matcov[i][j]=x[i];
 #ifdef DEBUG      }
     printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);    }
 #endif  
   }    printf("\n#Hessian matrix#\n");
   return res;    for (i=1;i<=npar;i++) {
 }      for (j=1;j<=npar;j++) {
         printf("%.3e ",hess[i][j]);
 /************** Inverse of matrix **************/      }
 void ludcmp(double **a, int n, int *indx, double *d)       printf("\n");
 {     }
   int i,imax,j,k;   
   double big,dum,sum,temp;     /* Recompute Inverse */
   double *vv;     for (i=1;i<=npar;i++)
        for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
   vv=vector(1,n);     ludcmp(a,npar,indx,&pd);
   *d=1.0;   
   for (i=1;i<=n;i++) {     /*  printf("\n#Hessian matrix recomputed#\n");
     big=0.0;   
     for (j=1;j<=n;j++)     for (j=1;j<=npar;j++) {
       if ((temp=fabs(a[i][j])) > big) big=temp;       for (i=1;i<=npar;i++) x[i]=0;
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");       x[j]=1;
     vv[i]=1.0/big;       lubksb(a,npar,indx,x);
   }       for (i=1;i<=npar;i++){
   for (j=1;j<=n;j++) {         y[i][j]=x[i];
     for (i=1;i<j;i++) {         printf("%.3e ",y[i][j]);
       sum=a[i][j];       }
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];       printf("\n");
       a[i][j]=sum;     }
     }     */
     big=0.0;   
     for (i=j;i<=n;i++) {     free_matrix(a,1,npar,1,npar);
       sum=a[i][j];     free_matrix(y,1,npar,1,npar);
       for (k=1;k<j;k++)     free_vector(x,1,npar);
         sum -= a[i][k]*a[k][j];     free_ivector(indx,1,npar);
       a[i][j]=sum;     free_matrix(hess,1,npar,1,npar);
       if ( (dum=vv[i]*fabs(sum)) >= big) {   
         big=dum;   
         imax=i;   }
       }   
     }   /*************** hessian matrix ****************/
     if (j != imax) {   double hessii( double x[], double delta, int theta, double delti[])
       for (k=1;k<=n;k++) {   {
         dum=a[imax][k];     int i;
         a[imax][k]=a[j][k];     int l=1, lmax=20;
         a[j][k]=dum;     double k1,k2;
       }     double p2[NPARMAX+1];
       *d = -(*d);     double res;
       vv[imax]=vv[j];     double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
     }     double fx;
     indx[j]=imax;     int k=0,kmax=10;
     if (a[j][j] == 0.0) a[j][j]=TINY;     double l1;
     if (j != n) {   
       dum=1.0/(a[j][j]);     fx=func(x);
       for (i=j+1;i<=n;i++) a[i][j] *= dum;     for (i=1;i<=npar;i++) p2[i]=x[i];
     }     for(l=0 ; l <=lmax; l++){
   }       l1=pow(10,l);
   free_vector(vv,1,n);  /* Doesn't work */      delts=delt;
 ;      for(k=1 ; k <kmax; k=k+1){
 }         delt = delta*(l1*k);
         p2[theta]=x[theta] +delt;
 void lubksb(double **a, int n, int *indx, double b[])         k1=func(p2)-fx;
 {         p2[theta]=x[theta]-delt;
   int i,ii=0,ip,j;         k2=func(p2)-fx;
   double sum;         /*res= (k1-2.0*fx+k2)/delt/delt; */
          res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
   for (i=1;i<=n;i++) {        
     ip=indx[i];   #ifdef DEBUG
     sum=b[ip];         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);
     b[ip]=b[i];   #endif
     if (ii)         /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];         if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
     else if (sum) ii=i;           k=kmax;
     b[i]=sum;         }
   }         else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
   for (i=n;i>=1;i--) {           k=kmax; l=lmax*10.;
     sum=b[i];         }
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];         else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){
     b[i]=sum/a[i][i];           delts=delt;
   }         }
 }       }
     }
 /************ Frequencies ********************/    delti[theta]=delts;
 void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx)    return res;
 {  /* Some frequencies */   
    }
   int i, m, jk;  
   double ***freq; /* Frequencies */  double hessij( double x[], double delti[], int thetai,int thetaj)
   double *pp;  {
   double pos;    int i;
   FILE *ficresp;    int l=1, l1, lmax=20;
   char fileresp[FILENAMELENGTH];    double k1,k2,k3,k4,res,fx;
     double p2[NPARMAX+1];
   pp=vector(1,nlstate);    int k;
   
   strcpy(fileresp,"p");    fx=func(x);
   strcat(fileresp,fileres);    for (k=1; k<=2; k++) {
   if((ficresp=fopen(fileresp,"w"))==NULL) {      for (i=1;i<=npar;i++) p2[i]=x[i];
     printf("Problem with prevalence resultfile: %s\n", fileresp);      p2[thetai]=x[thetai]+delti[thetai]/k;
     exit(0);      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
   }      k1=func(p2)-fx;
    
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);      p2[thetai]=x[thetai]+delti[thetai]/k;
   for (i=-1; i<=nlstate+ndeath; i++)        p2[thetaj]=x[thetaj]-delti[thetaj]/k;
     for (jk=-1; jk<=nlstate+ndeath; jk++)        k2=func(p2)-fx;
       for(m=agemin; m <= agemax+3; m++)   
         freq[i][jk][m]=0;      p2[thetai]=x[thetai]-delti[thetai]/k;
       p2[thetaj]=x[thetaj]+delti[thetaj]/k;
   for (i=1; i<=imx; i++)  {      k3=func(p2)-fx;
     for(m=firstpass; m<= lastpass-1; m++){   
       if(agev[m][i]==0) agev[m][i]=agemax+1;      p2[thetai]=x[thetai]-delti[thetai]/k;
       if(agev[m][i]==1) agev[m][i]=agemax+2;      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
        freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];      k4=func(p2)-fx;
        freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];      res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
     }  #ifdef DEBUG
   }      printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);
   #endif
   fprintf(ficresp, "#");    }
   for(i=1; i<=nlstate;i++)     return res;
     fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);  }
 fprintf(ficresp, "\n");  
   /************** Inverse of matrix **************/
   for(i=(int)agemin; i <= (int)agemax+3; i++){  void ludcmp(double **a, int n, int *indx, double *d)
     if(i==(int)agemax+3)  {
       printf("Total");    int i,imax,j,k;
     else    double big,dum,sum,temp;
       printf("Age %d", i);    double *vv;
     for(jk=1; jk <=nlstate ; jk++){   
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)    vv=vector(1,n);
         pp[jk] += freq[jk][m][i];    *d=1.0;
     }    for (i=1;i<=n;i++) {
     for(jk=1; jk <=nlstate ; jk++){      big=0.0;
       for(m=-1, pos=0; m <=0 ; m++)      for (j=1;j<=n;j++)
         pos += freq[jk][m][i];        if ((temp=fabs(a[i][j])) > big) big=temp;
       if(pp[jk]>=1.e-10)      if (big == 0.0) nrerror("Singular matrix in routine ludcmp");
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);      vv[i]=1.0/big;
       else    }
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);    for (j=1;j<=n;j++) {
     }      for (i=1;i<j;i++) {
     for(jk=1; jk <=nlstate ; jk++){        sum=a[i][j];
       for(m=1, pp[jk]=0; m <=nlstate+ndeath; m++)        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];
         pp[jk] += freq[jk][m][i];        a[i][j]=sum;
     }      }
     for(jk=1,pos=0; jk <=nlstate ; jk++)      big=0.0;
       pos += pp[jk];      for (i=j;i<=n;i++) {
     for(jk=1; jk <=nlstate ; jk++){        sum=a[i][j];
       if(pos>=1.e-5)        for (k=1;k<j;k++)
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);          sum -= a[i][k]*a[k][j];
       else        a[i][j]=sum;
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);        if ( (dum=vv[i]*fabs(sum)) >= big) {
       if( i <= (int) agemax){          big=dum;
         if(pos>=1.e-5)          imax=i;
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);        }
       else      }
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);      if (j != imax) {
       }        for (k=1;k<=n;k++) {
     }          dum=a[imax][k];
     for(jk=-1; jk <=nlstate+ndeath; jk++)          a[imax][k]=a[j][k];
       for(m=-1; m <=nlstate+ndeath; m++)          a[j][k]=dum;
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);        }
     if(i <= (int) agemax)        *d = -(*d);
       fprintf(ficresp,"\n");        vv[imax]=vv[j];
     printf("\n");      }
   }      indx[j]=imax;
       if (a[j][j] == 0.0) a[j][j]=TINY;
   fclose(ficresp);      if (j != n) {
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);        dum=1.0/(a[j][j]);
   free_vector(pp,1,nlstate);        for (i=j+1;i<=n;i++) a[i][j] *= dum;
       }
 }  /* End of Freq */    }
     free_vector(vv,1,n);  /* Doesn't work */
 /************* Waves Concatenation ***************/  ;
   }
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)  
 {  void lubksb(double **a, int n, int *indx, double b[])
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.  {
      Death is a valid wave (if date is known).    int i,ii=0,ip,j;
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i    double sum;
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]   
      and mw[mi+1][i]. dh depends on stepm.    for (i=1;i<=n;i++) {
      */      ip=indx[i];
       sum=b[ip];
   int i, mi, m;      b[ip]=b[i];
   int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;      if (ii)
 float sum=0.;        for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];
       else if (sum) ii=i;
   for(i=1; i<=imx; i++){      b[i]=sum;
     mi=0;    }
     m=firstpass;    for (i=n;i>=1;i--) {
     while(s[m][i] <= nlstate){      sum=b[i];
       if(s[m][i]>=1)      for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];
         mw[++mi][i]=m;      b[i]=sum/a[i][i];
       if(m >=lastpass)    }
         break;  }
       else  
         m++;  /************ Frequencies ********************/
     }/* end while */  void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2)
     if (s[m][i] > nlstate){  {  /* Some frequencies */
       mi++;     /* Death is another wave */   
       /* if(mi==0)  never been interviewed correctly before death */    int i, m, jk, k1,i1, j1, bool, z1,z2,j;
          /* Only death is a correct wave */    double ***freq; /* Frequencies */
       mw[mi][i]=m;    double *pp;
     }    double pos, k2, dateintsum=0,k2cpt=0;
     FILE *ficresp;
     wav[i]=mi;    char fileresp[FILENAMELENGTH];
     if(mi==0)  
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);    pp=vector(1,nlstate);
   }    probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
     strcpy(fileresp,"p");
   for(i=1; i<=imx; i++){    strcat(fileresp,fileres);
     for(mi=1; mi<wav[i];mi++){    if((ficresp=fopen(fileresp,"w"))==NULL) {
       if (stepm <=0)      printf("Problem with prevalence resultfile: %s\n", fileresp);
         dh[mi][i]=1;      exit(0);
       else{    }
         if (s[mw[mi+1][i]][i] > nlstate) {    freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);     j1=0;
           if(j=0) j=1;  /* Survives at least one month after exam */  
         }    j=cptcoveff;
         else{    if (cptcovn<1) {j=1;ncodemax[1]=1;}
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));  
           k=k+1;    for(k1=1; k1<=j;k1++){
           if (j >= jmax) jmax=j;     for(i1=1; i1<=ncodemax[k1];i1++){
           else if (j <= jmin)jmin=j;         j1++;
           sum=sum+j;         /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
         }           scanf("%d", i);*/
         jk= j/stepm;          for (i=-1; i<=nlstate+ndeath; i++)  
         jl= j -jk*stepm;           for (jk=-1; jk<=nlstate+ndeath; jk++)  
         ju= j -(jk+1)*stepm;             for(m=agemin; m <= agemax+3; m++)
         if(jl <= -ju)               freq[i][jk][m]=0;
           dh[mi][i]=jk;  
         else          dateintsum=0;
           dh[mi][i]=jk+1;          k2cpt=0;
         if(dh[mi][i]==0)         for (i=1; i<=imx; i++) {
           dh[mi][i]=1; /* At least one step */           bool=1;
       }           if  (cptcovn>0) {
     }             for (z1=1; z1<=cptcoveff; z1++)
   }               if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,sum/k);                 bool=0;
 }           }
            if (bool==1) {
 /*********** Health Expectancies ****************/             for(m=firstpass; m<=lastpass; m++){
                k2=anint[m][i]+(mint[m][i]/12.);
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm)               if ((k2>=dateprev1) && (k2<=dateprev2)) {
 {                 if(agev[m][i]==0) agev[m][i]=agemax+1;
   /* Health expectancies */                 if(agev[m][i]==1) agev[m][i]=agemax+2;
   int i, j, nhstepm, hstepm, h;                 freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
   double age, agelim,hf;                 freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];
   double ***p3mat;                 if ((agev[m][i]>1) && (agev[m][i]< (agemax+3))) {
                    dateintsum=dateintsum+k2;
   FILE  *ficreseij;                   k2cpt++;
   char filerese[FILENAMELENGTH];                 }
   
   strcpy(filerese,"e");               }
   strcat(filerese,fileres);             }
   if((ficreseij=fopen(filerese,"w"))==NULL) {           }
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);         }
   }          if  (cptcovn>0) {
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);           fprintf(ficresp, "\n#********** Variable ");
            for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
   fprintf(ficreseij,"# Health expectancies\n");         fprintf(ficresp, "**********\n#");
   fprintf(ficreseij,"# Age");          }
   for(i=1; i<=nlstate;i++)         for(i=1; i<=nlstate;i++)
     for(j=1; j<=nlstate;j++)           fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
       fprintf(ficreseij," %1d-%1d",i,j);         fprintf(ficresp, "\n");
   fprintf(ficreseij,"\n");         
     for(i=(int)agemin; i <= (int)agemax+3; i++){
   hstepm=1*YEARM; /*  Every j years of age (in month) */      if(i==(int)agemax+3)
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */         printf("Total");
       else
   agelim=AGESUP;        printf("Age %d", i);
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */      for(jk=1; jk <=nlstate ; jk++){
     /* nhstepm age range expressed in number of stepm */        for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);           pp[jk] += freq[jk][m][i];
     /* Typically if 20 years = 20*12/6=40 stepm */       }
     if (stepm >= YEARM) hstepm=1;      for(jk=1; jk <=nlstate ; jk++){
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */        for(m=-1, pos=0; m <=0 ; m++)
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          pos += freq[jk][m][i];
     /* Computed by stepm unit matrices, product of hstepm matrices, stored        if(pp[jk]>=1.e-10)
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */          printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm);          else
           printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
       }
     for(i=1; i<=nlstate;i++)  
       for(j=1; j<=nlstate;j++)       for(jk=1; jk <=nlstate ; jk++){
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){        for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
           eij[i][j][(int)age] +=p3mat[i][j][h];          pp[jk] += freq[jk][m][i];
         }       }
       
     hf=1;      for(jk=1,pos=0; jk <=nlstate ; jk++)
     if (stepm >= YEARM) hf=stepm/YEARM;        pos += pp[jk];
     fprintf(ficreseij,"%.0f",age );      for(jk=1; jk <=nlstate ; jk++){
     for(i=1; i<=nlstate;i++)        if(pos>=1.e-5)
       for(j=1; j<=nlstate;j++){          printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);        else
       }          printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
     fprintf(ficreseij,"\n");        if( i <= (int) agemax){
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          if(pos>=1.e-5){
   }            fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);
   fclose(ficreseij);            probs[i][jk][j1]= pp[jk]/pos;
 }            /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
           }
 /************ Variance ******************/        else
 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)            fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);
 {        }
   /* Variance of health expectancies */      }
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/      for(jk=-1; jk <=nlstate+ndeath; jk++)
   double **newm;        for(m=-1; m <=nlstate+ndeath; m++)
   double **dnewm,**doldm;          if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
   int i, j, nhstepm, hstepm, h;      if(i <= (int) agemax)
   int k;        fprintf(ficresp,"\n");
   FILE  *ficresvij;      printf("\n");
   char fileresv[FILENAMELENGTH];      }
   double *xp;      }
   double **gp, **gm;   }
   double ***gradg, ***trgradg;    dateintmean=dateintsum/k2cpt;
   double ***p3mat;   
   double age,agelim;    fclose(ficresp);
   int theta;    free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);
     free_vector(pp,1,nlstate);
   strcpy(fileresv,"v");  
   strcat(fileresv,fileres);    /* End of Freq */
   if((ficresvij=fopen(fileresv,"w"))==NULL) {  }
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);  
   }  /************ Prevalence ********************/
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);  void prevalence(int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2, double calagedate)
   {  /* Some frequencies */
    
   fprintf(ficresvij,"# Covariances of life expectancies\n");    int i, m, jk, k1, i1, j1, bool, z1,z2,j;
   fprintf(ficresvij,"# Age");    double ***freq; /* Frequencies */
   for(i=1; i<=nlstate;i++)    double *pp;
     for(j=1; j<=nlstate;j++)    double pos, k2;
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);  
   fprintf(ficresvij,"\n");    pp=vector(1,nlstate);
     probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
   xp=vector(1,npar);   
   dnewm=matrix(1,nlstate,1,npar);    freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);
   doldm=matrix(1,nlstate,1,nlstate);    j1=0;
      
   hstepm=1*YEARM; /* Every year of age */    j=cptcoveff;
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */     if (cptcovn<1) {j=1;ncodemax[1]=1;}
   agelim = AGESUP;   
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */   for(k1=1; k1<=j;k1++){
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */       for(i1=1; i1<=ncodemax[k1];i1++){
     if (stepm >= YEARM) hstepm=1;        j1++;
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */   
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        for (i=-1; i<=nlstate+ndeath; i++)  
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);          for (jk=-1; jk<=nlstate+ndeath; jk++)  
     gp=matrix(0,nhstepm,1,nlstate);            for(m=agemin; m <= agemax+3; m++)
     gm=matrix(0,nhstepm,1,nlstate);              freq[i][jk][m]=0;
        
     for(theta=1; theta <=npar; theta++){        for (i=1; i<=imx; i++) {
       for(i=1; i<=npar; i++){ /* Computes gradient */          bool=1;
         xp[i] = x[i] + (i==theta ?delti[theta]:0);          if  (cptcovn>0) {
       }            for (z1=1; z1<=cptcoveff; z1++)
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm);                if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl);                bool=0;
       for(j=1; j<= nlstate; j++){          }
         for(h=0; h<=nhstepm; h++){          if (bool==1) {
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)            for(m=firstpass; m<=lastpass; m++){
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];              k2=anint[m][i]+(mint[m][i]/12.);
         }              if ((k2>=dateprev1) && (k2<=dateprev2)) {
       }                if(agev[m][i]==0) agev[m][i]=agemax+1;
                     if(agev[m][i]==1) agev[m][i]=agemax+2;
       for(i=1; i<=npar; i++) /* Computes gradient */                freq[s[m][i]][s[m+1][i]][(int)(agev[m][i]+1-((int)calagedate %12)/12.)] += weight[i];
         xp[i] = x[i] - (i==theta ?delti[theta]:0);                freq[s[m][i]][s[m+1][i]][(int)(agemax+3+1)] += weight[i];  
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm);                }
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl);            }
       for(j=1; j<= nlstate; j++){          }
         for(h=0; h<=nhstepm; h++){        }
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)       
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];          for(i=(int)agemin; i <= (int)agemax+3; i++){
         }            for(jk=1; jk <=nlstate ; jk++){
       }              for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
       for(j=1; j<= nlstate; j++)                pp[jk] += freq[jk][m][i];
         for(h=0; h<=nhstepm; h++){            }
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];            for(jk=1; jk <=nlstate ; jk++){
         }              for(m=-1, pos=0; m <=0 ; m++)
     } /* End theta */              pos += freq[jk][m][i];
           }
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);         
            for(jk=1; jk <=nlstate ; jk++){
     for(h=0; h<=nhstepm; h++)             for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
       for(j=1; j<=nlstate;j++)               pp[jk] += freq[jk][m][i];
         for(theta=1; theta <=npar; theta++)           }
           trgradg[h][j][theta]=gradg[h][theta][j];           
            for(jk=1,pos=0; jk <=nlstate ; jk++) pos += pp[jk];
     for(i=1;i<=nlstate;i++)  
       for(j=1;j<=nlstate;j++)           for(jk=1; jk <=nlstate ; jk++){          
         vareij[i][j][(int)age] =0.;             if( i <= (int) agemax){
     for(h=0;h<=nhstepm;h++){               if(pos>=1.e-5){
       for(k=0;k<=nhstepm;k++){                 probs[i][jk][j1]= pp[jk]/pos;
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);               }
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);             }
         for(i=1;i<=nlstate;i++)           }
           for(j=1;j<=nlstate;j++)           
             vareij[i][j][(int)age] += doldm[i][j];          }
       }      }
     }    }
     h=1;   
     if (stepm >= YEARM) h=stepm/YEARM;   
     fprintf(ficresvij,"%.0f ",age );    free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);
     for(i=1; i<=nlstate;i++)    free_vector(pp,1,nlstate);
       for(j=1; j<=nlstate;j++){   
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);  }  /* End of Freq */
       }  
     fprintf(ficresvij,"\n");  /************* Waves Concatenation ***************/
     free_matrix(gp,0,nhstepm,1,nlstate);  
     free_matrix(gm,0,nhstepm,1,nlstate);  void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);  {
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);    /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);       Death is a valid wave (if date is known).
   } /* End age */       mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
   fclose(ficresvij);       dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]
   free_vector(xp,1,npar);       and mw[mi+1][i]. dh depends on stepm.
   free_matrix(doldm,1,nlstate,1,npar);       */
   free_matrix(dnewm,1,nlstate,1,nlstate);  
     int i, mi, m;
 }    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
        double sum=0., jmean=0.;*/
 /************ Variance of prevlim ******************/  
 void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl)    int j, k=0,jk, ju, jl;
 {    double sum=0.;
   /* Variance of health expectancies */    jmin=1e+5;
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/    jmax=-1;
   double **newm;    jmean=0.;
   double **dnewm,**doldm;    for(i=1; i<=imx; i++){
   int i, j, nhstepm, hstepm;      mi=0;
   int k;      m=firstpass;
   FILE  *ficresvpl;      while(s[m][i] <= nlstate){
   char fileresvpl[FILENAMELENGTH];        if(s[m][i]>=1)
   double *xp;          mw[++mi][i]=m;
   double *gp, *gm;        if(m >=lastpass)
   double **gradg, **trgradg;          break;
   double age,agelim;        else
   int theta;          m++;
       }/* end while */
   strcpy(fileresvpl,"vpl");      if (s[m][i] > nlstate){
   strcat(fileresvpl,fileres);        mi++;     /* Death is another wave */
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {        /* if(mi==0)  never been interviewed correctly before death */
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);           /* Only death is a correct wave */
     exit(0);        mw[mi][i]=m;
   }      }
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);  
       wav[i]=mi;
       if(mi==0)
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");        printf("Warning, no any valid information for:%d line=%d\n",num[i],i);
   fprintf(ficresvpl,"# Age");    }
   for(i=1; i<=nlstate;i++)  
       fprintf(ficresvpl," %1d-%1d",i,i);    for(i=1; i<=imx; i++){
   fprintf(ficresvpl,"\n");      for(mi=1; mi<wav[i];mi++){
         if (stepm <=0)
   xp=vector(1,npar);          dh[mi][i]=1;
   dnewm=matrix(1,nlstate,1,npar);        else{
   doldm=matrix(1,nlstate,1,nlstate);          if (s[mw[mi+1][i]][i] > nlstate) {
               if (agedc[i] < 2*AGESUP) {
   hstepm=1*YEARM; /* Every year of age */            j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */             if(j==0) j=1;  /* Survives at least one month after exam */
   agelim = AGESUP;            k=k+1;
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */            if (j >= jmax) jmax=j;
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */             if (j <= jmin) jmin=j;
     if (stepm >= YEARM) hstepm=1;            sum=sum+j;
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */            /* if (j<10) printf("j=%d num=%d ",j,i); */
     gradg=matrix(1,npar,1,nlstate);            }
     gp=vector(1,nlstate);          }
     gm=vector(1,nlstate);          else{
             j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
     for(theta=1; theta <=npar; theta++){            k=k+1;
       for(i=1; i<=npar; i++){ /* Computes gradient */            if (j >= jmax) jmax=j;
         xp[i] = x[i] + (i==theta ?delti[theta]:0);            else if (j <= jmin)jmin=j;
       }            /*   if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl);            sum=sum+j;
       for(i=1;i<=nlstate;i++)          }
         gp[i] = prlim[i][i];          jk= j/stepm;
               jl= j -jk*stepm;
       for(i=1; i<=npar; i++) /* Computes gradient */          ju= j -(jk+1)*stepm;
         xp[i] = x[i] - (i==theta ?delti[theta]:0);          if(jl <= -ju)
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl);            dh[mi][i]=jk;
       for(i=1;i<=nlstate;i++)          else
         gm[i] = prlim[i][i];            dh[mi][i]=jk+1;
           if(dh[mi][i]==0)
       for(i=1;i<=nlstate;i++)            dh[mi][i]=1; /* At least one step */
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];        }
     } /* End theta */      }
     }
     trgradg =matrix(1,nlstate,1,npar);    jmean=sum/k;
     printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
     for(j=1; j<=nlstate;j++)   }
       for(theta=1; theta <=npar; theta++)  /*********** Tricode ****************************/
         trgradg[j][theta]=gradg[theta][j];  void tricode(int *Tvar, int **nbcode, int imx)
   {
     for(i=1;i<=nlstate;i++)    int Ndum[20],ij=1, k, j, i;
       varpl[i][(int)age] =0.;    int cptcode=0;
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);    cptcoveff=0;
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);   
     for(i=1;i<=nlstate;i++)    for (k=0; k<19; k++) Ndum[k]=0;
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */    for (k=1; k<=7; k++) ncodemax[k]=0;
   
     fprintf(ficresvpl,"%.0f ",age );    for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
     for(i=1; i<=nlstate;i++)      for (i=1; i<=imx; i++) {
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));        ij=(int)(covar[Tvar[j]][i]);
     fprintf(ficresvpl,"\n");        Ndum[ij]++;
     free_vector(gp,1,nlstate);        /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
     free_vector(gm,1,nlstate);        if (ij > cptcode) cptcode=ij;
     free_matrix(gradg,1,npar,1,nlstate);      }
     free_matrix(trgradg,1,nlstate,1,npar);  
   } /* End age */      for (i=0; i<=cptcode; i++) {
   fclose(ficresvpl);        if(Ndum[i]!=0) ncodemax[j]++;
   free_vector(xp,1,npar);      }
   free_matrix(doldm,1,nlstate,1,npar);      ij=1;
   free_matrix(dnewm,1,nlstate,1,nlstate);  
   
 }      for (i=1; i<=ncodemax[j]; i++) {
         for (k=0; k<=19; k++) {
           if (Ndum[k] != 0) {
             nbcode[Tvar[j]][ij]=k;
 /***********************************************/            ij++;
 /**************** Main Program *****************/          }
 /***********************************************/          if (ij > ncodemax[j]) break;
         }  
 /*int main(int argc, char *argv[])*/      }
 int main()    }  
 {  
    for (k=0; k<19; k++) Ndum[k]=0;
   int i,j, k, n=MAXN,iter,m,size;  
   double agedeb, agefin,hf;   for (i=1; i<=ncovmodel-2; i++) {
   double agemin=1.e20, agemax=-1.e20;        ij=Tvar[i];
         Ndum[ij]++;
   double fret;      }
   double **xi,tmp,delta;  
    ij=1;
   double dum; /* Dummy variable */   for (i=1; i<=10; i++) {
   double ***p3mat;     if((Ndum[i]!=0) && (i<=ncov)){
   int *indx;       Tvaraff[ij]=i;
   char line[MAXLINE], linepar[MAXLINE];       ij++;
   char title[MAXLINE];     }
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];   }
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH];   
   char filerest[FILENAMELENGTH];      cptcoveff=ij-1;
   char fileregp[FILENAMELENGTH];  }
   char path[80],pathc[80],pathcd[80],pathtot[80];  
   int firstobs=1, lastobs=10;  /*********** Health Expectancies ****************/
   int sdeb, sfin; /* Status at beginning and end */  
   int c,  h , cpt,l;  void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)
   int ju,jl, mi;  {
   int i1,j1, k1,jk,aa,bb, stepsize;    /* Health expectancies */
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;    int i, j, nhstepm, hstepm, h;
       double age, agelim,hf;
   int hstepm, nhstepm;    double ***p3mat;
   double bage, fage, age, agelim, agebase;   
   double ftolpl=FTOL;    fprintf(ficreseij,"# Health expectancies\n");
   double **prlim;    fprintf(ficreseij,"# Age");
   double *severity;    for(i=1; i<=nlstate;i++)
   double ***param; /* Matrix of parameters */      for(j=1; j<=nlstate;j++)
   double  *p;        fprintf(ficreseij," %1d-%1d",i,j);
   double **matcov; /* Matrix of covariance */    fprintf(ficreseij,"\n");
   double ***delti3; /* Scale */  
   double *delti; /* Scale */    hstepm=1*YEARM; /*  Every j years of age (in month) */
   double ***eij, ***vareij;    hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */
   double **varpl; /* Variances of prevalence limits by age */  
   double *epj, vepp;    agelim=AGESUP;
   char version[80]="Imach version 0.64, May 2000, INED-EUROREVES ";    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
   char *alph[]={"a","a","b","c","d","e"}, str[4];      /* nhstepm age range expressed in number of stepm */
   char z[1]="c";      nhstepm=(int) rint((agelim-age)*YEARM/stepm);
 #include <sys/time.h>      /* Typically if 20 years = 20*12/6=40 stepm */
 #include <time.h>      if (stepm >= YEARM) hstepm=1;
       nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */
   /* long total_usecs;      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   struct timeval start_time, end_time;      /* Computed by stepm unit matrices, product of hstepm matrices, stored
            in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
   
   
   printf("\nIMACH, Version 0.64");      for(i=1; i<=nlstate;i++)
   printf("\nEnter the parameter file name: ");        for(j=1; j<=nlstate;j++)
 #define windows 1          for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){
 #ifdef windows            eij[i][j][(int)age] +=p3mat[i][j][h];
   scanf("%s",pathtot);          }
   getcwd(pathcd, size);     
   cut(path,optionfile,pathtot);      hf=1;
   chdir(path);      if (stepm >= YEARM) hf=stepm/YEARM;
   replace(pathc,path);      fprintf(ficreseij,"%.0f",age );
 #endif      for(i=1; i<=nlstate;i++)
 #ifdef unix        for(j=1; j<=nlstate;j++){
   scanf("%s",optionfile);          fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);
 #endif        }
       fprintf(ficreseij,"\n");
 /*-------- arguments in the command line --------*/      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     }
   strcpy(fileres,"r");  }
   strcat(fileres, optionfile);  
   /************ Variance ******************/
   /*---------arguments file --------*/  void varevsij(char fileres[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)
   {
   if((ficpar=fopen(optionfile,"r"))==NULL)    {    /* Variance of health expectancies */
     printf("Problem with optionfile %s\n",optionfile);    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
     goto end;    double **newm;
   }    double **dnewm,**doldm;
     int i, j, nhstepm, hstepm, h;
   strcpy(filereso,"o");    int k, cptcode;
   strcat(filereso,fileres);    double *xp;
   if((ficparo=fopen(filereso,"w"))==NULL) {    double **gp, **gm;
     printf("Problem with Output resultfile: %s\n", filereso);goto end;    double ***gradg, ***trgradg;
   }    double ***p3mat;
     double age,agelim;
 /*--------- index.htm --------*/    int theta;
   
   if((fichtm=fopen("index.htm","w"))==NULL)    {     fprintf(ficresvij,"# Covariances of life expectancies\n");
     printf("Problem with index.htm \n");goto end;    fprintf(ficresvij,"# Age");
   }    for(i=1; i<=nlstate;i++)
       for(j=1; j<=nlstate;j++)
  fprintf(fichtm,"<body><ul><li>Outputs files<br><br>\n        fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n    fprintf(ficresvij,"\n");
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>  
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>    xp=vector(1,npar);
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>    dnewm=matrix(1,nlstate,1,npar);
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>    doldm=matrix(1,nlstate,1,nlstate);
         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>   
         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>    hstepm=1*YEARM; /* Every year of age */
         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>    hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */
         - 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);    agelim = AGESUP;
     for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
  fprintf(fichtm," <li>Graphs<br> <br>");      nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */
        if (stepm >= YEARM) hstepm=1;
 for(cpt=1; cpt<nlstate;cpt++)      nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
    fprintf(fichtm,"- Prevalence of disability: p%s1.gif<br>      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 <img src=\"p%s1.gif\"><br>",strtok(optionfile, "."),strtok(optionfile, "."),cpt);      gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
  for(cpt=1; cpt<=nlstate;cpt++)      gp=matrix(0,nhstepm,1,nlstate);
      fprintf(fichtm,"- Observed and stationary  prevalence (with confident      gm=matrix(0,nhstepm,1,nlstate);
 interval) in state (%d): v%s%d.gif <br>  
 <img src=\"v%s%d.gif\"><br>",cpt,strtok(optionfile, "."),cpt,strtok(optionfile, "."),cpt);      for(theta=1; theta <=npar; theta++){
          for(i=1; i<=npar; i++){ /* Computes gradient */
  for(cpt=1; cpt<=nlstate;cpt++)          xp[i] = x[i] + (i==theta ?delti[theta]:0);
      fprintf(fichtm,"- Health life expectancies by age and initial health state (%d): exp%s%d.gif <br>        }
 <img src=\"ex%s%d.gif\"><br>",cpt,strtok(optionfile, "."),cpt,strtok(optionfile, "."),cpt);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
            prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
  fprintf(fichtm,"- Total life expectancy by age and  
         health expectancies in states (1) and (2): e%s.gif<br>        if (popbased==1) {
         <img src=\"e%s.gif\"></li> </ul></body>",strtok(optionfile, "."),strtok(optionfile, "."));          for(i=1; i<=nlstate;i++)
             prlim[i][i]=probs[(int)age][i][ij];
         }
 fclose(fichtm);       
         for(j=1; j<= nlstate; j++){
   /* Reads comments: lines beginning with '#' */          for(h=0; h<=nhstepm; h++){
   while((c=getc(ficpar))=='#' && c!= EOF){            for(i=1, gp[h][j]=0.;i<=nlstate;i++)
     ungetc(c,ficpar);              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
     fgets(line, MAXLINE, ficpar);          }
     puts(line);        }
     fputs(line,ficparo);     
   }        for(i=1; i<=npar; i++) /* Computes gradient */
   ungetc(c,ficpar);          xp[i] = x[i] - (i==theta ?delti[theta]:0);
         hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
   fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncov, &nlstate,&ndeath, &maxwav, &mle, &weightopt);        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate,ndeath, maxwav, mle, weightopt);  
   fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncov,nlstate,ndeath,maxwav, mle, weightopt);        if (popbased==1) {
             for(i=1; i<=nlstate;i++)
   nvar=ncov-1; /* Suppressing age as a basic covariate */            prlim[i][i]=probs[(int)age][i][ij];
           }
   /* Read guess parameters */  
   /* Reads comments: lines beginning with '#' */        for(j=1; j<= nlstate; j++){
   while((c=getc(ficpar))=='#' && c!= EOF){          for(h=0; h<=nhstepm; h++){
     ungetc(c,ficpar);            for(i=1, gm[h][j]=0.;i<=nlstate;i++)
     fgets(line, MAXLINE, ficpar);              gm[h][j] += prlim[i][i]*p3mat[i][j][h];
     puts(line);          }
     fputs(line,ficparo);        }
   }  
   ungetc(c,ficpar);        for(j=1; j<= nlstate; j++)
             for(h=0; h<=nhstepm; h++){
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncov);            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
     for(i=1; i <=nlstate; i++)          }
     for(j=1; j <=nlstate+ndeath-1; j++){      } /* End theta */
       fscanf(ficpar,"%1d%1d",&i1,&j1);  
       fprintf(ficparo,"%1d%1d",i1,j1);      trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);
       printf("%1d%1d",i,j);  
       for(k=1; k<=ncov;k++){      for(h=0; h<=nhstepm; h++)
         fscanf(ficpar," %lf",&param[i][j][k]);        for(j=1; j<=nlstate;j++)
         printf(" %lf",param[i][j][k]);          for(theta=1; theta <=npar; theta++)
         fprintf(ficparo," %lf",param[i][j][k]);            trgradg[h][j][theta]=gradg[h][theta][j];
       }  
       fscanf(ficpar,"\n");      for(i=1;i<=nlstate;i++)
       printf("\n");        for(j=1;j<=nlstate;j++)
       fprintf(ficparo,"\n");          vareij[i][j][(int)age] =0.;
     }      for(h=0;h<=nhstepm;h++){
           for(k=0;k<=nhstepm;k++){
   npar= (nlstate+ndeath-1)*nlstate*ncov;          matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
   p=param[1][1];          matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
             for(i=1;i<=nlstate;i++)
   /* Reads comments: lines beginning with '#' */            for(j=1;j<=nlstate;j++)
   while((c=getc(ficpar))=='#' && c!= EOF){              vareij[i][j][(int)age] += doldm[i][j];
     ungetc(c,ficpar);        }
     fgets(line, MAXLINE, ficpar);      }
     puts(line);      h=1;
     fputs(line,ficparo);      if (stepm >= YEARM) h=stepm/YEARM;
   }      fprintf(ficresvij,"%.0f ",age );
   ungetc(c,ficpar);      for(i=1; i<=nlstate;i++)
         for(j=1; j<=nlstate;j++){
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncov);          fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */        }
   for(i=1; i <=nlstate; i++){      fprintf(ficresvij,"\n");
     for(j=1; j <=nlstate+ndeath-1; j++){      free_matrix(gp,0,nhstepm,1,nlstate);
       fscanf(ficpar,"%1d%1d",&i1,&j1);      free_matrix(gm,0,nhstepm,1,nlstate);
       printf("%1d%1d",i,j);      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
       fprintf(ficparo,"%1d%1d",i1,j1);      free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
       for(k=1; k<=ncov;k++){      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
         fscanf(ficpar,"%le",&delti3[i][j][k]);    } /* End age */
         printf(" %le",delti3[i][j][k]);   
         fprintf(ficparo," %le",delti3[i][j][k]);    free_vector(xp,1,npar);
       }    free_matrix(doldm,1,nlstate,1,npar);
       fscanf(ficpar,"\n");    free_matrix(dnewm,1,nlstate,1,nlstate);
       printf("\n");  
       fprintf(ficparo,"\n");  }
     }  
   }  /************ Variance of prevlim ******************/
   delti=delti3[1][1];  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)
     {
   /* Reads comments: lines beginning with '#' */    /* Variance of prevalence limit */
   while((c=getc(ficpar))=='#' && c!= EOF){    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
     ungetc(c,ficpar);    double **newm;
     fgets(line, MAXLINE, ficpar);    double **dnewm,**doldm;
     puts(line);    int i, j, nhstepm, hstepm;
     fputs(line,ficparo);    int k, cptcode;
   }    double *xp;
   ungetc(c,ficpar);    double *gp, *gm;
       double **gradg, **trgradg;
   matcov=matrix(1,npar,1,npar);    double age,agelim;
   for(i=1; i <=npar; i++){    int theta;
     fscanf(ficpar,"%s",&str);     
     printf("%s",str);    fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");
     fprintf(ficparo,"%s",str);    fprintf(ficresvpl,"# Age");
     for(j=1; j <=i; j++){    for(i=1; i<=nlstate;i++)
       fscanf(ficpar," %le",&matcov[i][j]);        fprintf(ficresvpl," %1d-%1d",i,i);
       printf(" %.5le",matcov[i][j]);    fprintf(ficresvpl,"\n");
       fprintf(ficparo," %.5le",matcov[i][j]);  
     }    xp=vector(1,npar);
     fscanf(ficpar,"\n");    dnewm=matrix(1,nlstate,1,npar);
     printf("\n");    doldm=matrix(1,nlstate,1,nlstate);
     fprintf(ficparo,"\n");   
   }    hstepm=1*YEARM; /* Every year of age */
   for(i=1; i <=npar; i++)    hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */
     for(j=i+1;j<=npar;j++)    agelim = AGESUP;
       matcov[i][j]=matcov[j][i];    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
          nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */
   printf("\n");      if (stepm >= YEARM) hstepm=1;
         nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
         gradg=matrix(1,npar,1,nlstate);
   if(mle==1){      gp=vector(1,nlstate);
     /*-------- data file ----------*/      gm=vector(1,nlstate);
     if((ficres =fopen(fileres,"w"))==NULL) {  
       printf("Problem with resultfile: %s\n", fileres);goto end;      for(theta=1; theta <=npar; theta++){
     }        for(i=1; i<=npar; i++){ /* Computes gradient */
     fprintf(ficres,"#%s\n",version);          xp[i] = x[i] + (i==theta ?delti[theta]:0);
             }
     if((fic=fopen(datafile,"r"))==NULL)    {        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
       printf("Problem with datafile: %s\n", datafile);goto end;        for(i=1;i<=nlstate;i++)
     }          gp[i] = prlim[i][i];
          
     n= lastobs;        for(i=1; i<=npar; i++) /* Computes gradient */
     severity = vector(1,maxwav);          xp[i] = x[i] - (i==theta ?delti[theta]:0);
     outcome=imatrix(1,maxwav+1,1,n);        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
     num=ivector(1,n);        for(i=1;i<=nlstate;i++)
     moisnais=vector(1,n);          gm[i] = prlim[i][i];
     annais=vector(1,n);  
     moisdc=vector(1,n);        for(i=1;i<=nlstate;i++)
     andc=vector(1,n);          gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
     agedc=vector(1,n);      } /* End theta */
     cod=ivector(1,n);  
     weight=vector(1,n);      trgradg =matrix(1,nlstate,1,npar);
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */  
     mint=matrix(1,maxwav,1,n);      for(j=1; j<=nlstate;j++)
     anint=matrix(1,maxwav,1,n);        for(theta=1; theta <=npar; theta++)
     covar=matrix(1,NCOVMAX,1,n);          trgradg[j][theta]=gradg[theta][j];
     s=imatrix(1,maxwav+1,1,n);  
     adl=imatrix(1,maxwav+1,1,n);          for(i=1;i<=nlstate;i++)
     tab=ivector(1,NCOVMAX);        varpl[i][(int)age] =0.;
     i=1;       matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
     while (fgets(line, MAXLINE, fic) != NULL)    {      matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
       if ((i >= firstobs) && (i <lastobs)) {      for(i=1;i<=nlstate;i++)
 sscanf(line,"%d %lf %lf %lf %lf/%lf %lf/%lf %lf/%lf %d %lf/%lf %d %lf/%lf %d %lf/%lf %d", &num[i], &covar[1][i], &covar[2][i],&weight[i],&moisnais[i],&annais[i],&moisdc[i],&andc[i], &mint[1][i], &anint[1][i], &s[1][i], &mint[2][i],&anint[2][i], &s[2][i],&mint[3][i],&anint[3][i], &s[3][i],&mint[4][i],&anint[4][i], &s[4][i]);        varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
         i=i+1;  
       }      fprintf(ficresvpl,"%.0f ",age );
     }       for(i=1; i<=nlstate;i++)
   imx=i-1; /* Number of individuals */        fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
       fprintf(ficresvpl,"\n");
     fclose(fic);      free_vector(gp,1,nlstate);
       free_vector(gm,1,nlstate);
     if (weightopt != 1) { /* Maximisation without weights*/      free_matrix(gradg,1,npar,1,nlstate);
       for(i=1;i<=n;i++) weight[i]=1.0;      free_matrix(trgradg,1,nlstate,1,npar);
     }    } /* End age */
     /*-calculation of age at interview from date of interview and age at death -*/  
     agev=matrix(1,maxwav,1,imx);    free_vector(xp,1,npar);
         free_matrix(doldm,1,nlstate,1,npar);
     for (i=1; i<=imx; i++)  {    free_matrix(dnewm,1,nlstate,1,nlstate);
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);  
       for(m=1; (m<= maxwav); m++){  }
         if(s[m][i] >0){  
           if (s[m][i] == nlstate+1) {  /************ Variance of one-step probabilities  ******************/
             if(agedc[i]>0)  void varprob(char fileres[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij)
               agev[m][i]=agedc[i];  {
             else{    int i, j;
               printf("Warning negative age at death: %d line:%d\n",num[i],i);    int k=0, cptcode;
               agev[m][i]=-1;    double **dnewm,**doldm;
             }    double *xp;
           }    double *gp, *gm;
           else if(s[m][i] !=9){ /* Should no more exist */    double **gradg, **trgradg;
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);    double age,agelim, cov[NCOVMAX];
             if(mint[m][i]==99 || anint[m][i]==9999)    int theta;
               agev[m][i]=1;    char fileresprob[FILENAMELENGTH];
             else if(agev[m][i] <agemin){   
               agemin=agev[m][i];    strcpy(fileresprob,"prob");
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/    strcat(fileresprob,fileres);
             }    if((ficresprob=fopen(fileresprob,"w"))==NULL) {
             else if(agev[m][i] >agemax){      printf("Problem with resultfile: %s\n", fileresprob);
               agemax=agev[m][i];    }
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/    printf("Computing variance of one-step probabilities: result on file '%s' \n",fileresprob);
             }   
             /*agev[m][i]=anint[m][i]-annais[i];*/  
             /*   agev[m][i] = age[i]+2*m;*/    xp=vector(1,npar);
           }    dnewm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
           else { /* =9 */    doldm=matrix(1,(nlstate+ndeath)*(nlstate+ndeath),1,(nlstate+ndeath)*(nlstate+ndeath));
             agev[m][i]=1;   
             s[m][i]=-1;    cov[1]=1;
           }    for (age=bage; age<=fage; age ++){
         }      cov[2]=age;
         else /*= 0 Unknown */      gradg=matrix(1,npar,1,9);
           agev[m][i]=1;      trgradg=matrix(1,9,1,npar);
       }      gp=vector(1,(nlstate+ndeath)*(nlstate+ndeath));
           gm=vector(1,(nlstate+ndeath)*(nlstate+ndeath));
     }     
     for (i=1; i<=imx; i++)  {      for(theta=1; theta <=npar; theta++){
       for(m=1; (m<= maxwav); m++){        for(i=1; i<=npar; i++)
         if (s[m][i] > (nlstate+ndeath)) {          xp[i] = x[i] + (i==theta ?delti[theta]:0);
           printf("Error: Wrong value in nlstate or ndeath\n");         
           goto end;        pmij(pmmij,cov,ncovmodel,xp,nlstate);
         }     
       }        k=0;
     }        for(i=1; i<= (nlstate+ndeath); i++){
           for(j=1; j<=(nlstate+ndeath);j++){
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);             k=k+1;
             gp[k]=pmmij[i][j];
     free_vector(severity,1,maxwav);          }
     free_imatrix(outcome,1,maxwav+1,1,n);        }
     free_vector(moisnais,1,n);  
     free_vector(annais,1,n);        for(i=1; i<=npar; i++)
     free_matrix(mint,1,maxwav,1,n);          xp[i] = x[i] - (i==theta ?delti[theta]:0);
     free_matrix(anint,1,maxwav,1,n);     
     free_vector(moisdc,1,n);  
     free_vector(andc,1,n);        pmij(pmmij,cov,ncovmodel,xp,nlstate);
         k=0;
            for(i=1; i<=(nlstate+ndeath); i++){
     wav=ivector(1,imx);          for(j=1; j<=(nlstate+ndeath);j++){
     dh=imatrix(1,lastpass-firstpass+1,1,imx);            k=k+1;
     mw=imatrix(1,lastpass-firstpass+1,1,imx);            gm[k]=pmmij[i][j];
              }
     /* Concatenates waves */        }
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);       
              for(i=1; i<= (nlstate+ndeath)*(nlstate+ndeath); i++)
    /* Calculates basic frequencies. Computes observed prevalence at single age             gradg[theta][i]=(gp[i]-gm[i])/2./delti[theta];  
        and prints on file fileres'p'. */      }
       freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx);   
        for(j=1; j<=(nlstate+ndeath)*(nlstate+ndeath);j++)
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        for(theta=1; theta <=npar; theta++)
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        trgradg[j][theta]=gradg[theta][j];
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */   
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */       matprod2(dnewm,trgradg,1,9,1,npar,1,npar,matcov);
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */       matprod2(doldm,dnewm,1,9,1,npar,1,9,gradg);
       
     /* For Powell, parameters are in a vector p[] starting at p[1]       pmij(pmmij,cov,ncovmodel,x,nlstate);
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */  
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */       k=0;
            for(i=1; i<=(nlstate+ndeath); i++){
     mlikeli(ficres,p, npar, ncov, nlstate, ftol, func);         for(j=1; j<=(nlstate+ndeath);j++){
            k=k+1;
                gm[k]=pmmij[i][j];
     /*--------- results files --------------*/          }
     fprintf(ficres,"\ntitle=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate, ndeath, maxwav, mle,weightopt);       }
            
    jk=1;       /*printf("\n%d ",(int)age);
    fprintf(ficres,"# Parameters\n");       for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){
    printf("# Parameters\n");         
    for(i=1,jk=1; i <=nlstate; i++){  
      for(k=1; k <=(nlstate+ndeath); k++){         printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
        if (k != i)        }*/
          {  
            printf("%d%d ",i,k);    fprintf(ficresprob,"\n%d ",(int)age);
            fprintf(ficres,"%1d%1d ",i,k);  
            for(j=1; j <=ncov; j++){    for (i=1; i<=(nlstate+ndeath)*(nlstate+ndeath-1);i++){
              printf("%f ",p[jk]);      if (i== 2) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]);
              fprintf(ficres,"%f ",p[jk]);  if (i== 4) fprintf(ficresprob,"%.3e %.3e ",gm[i],doldm[i][i]);
              jk++;     }
            }  
            printf("\n");      free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
            fprintf(ficres,"\n");      free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
          }      free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
      }      free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
    }  }
    free_vector(xp,1,npar);
     /* Computing hessian and covariance matrix */  fclose(ficresprob);
     ftolhess=ftol; /* Usually correct */   exit(0);
     hesscov(matcov, p, npar, delti, ftolhess, func);  }
     fprintf(ficres,"# Scales\n");  
     printf("# Scales\n");  /***********************************************/
      for(i=1,jk=1; i <=nlstate; i++){  /**************** Main Program *****************/
       for(j=1; j <=nlstate+ndeath; j++){  /***********************************************/
         if (j!=i) {  
           fprintf(ficres,"%1d%1d",i,j);  int main(int argc, char *argv[])
           printf("%1d%1d",i,j);  {
           for(k=1; k<=ncov;k++){  
             printf(" %.5e",delti[jk]);    int i,j, k, n=MAXN,iter,m,size,cptcode, cptcod;
             fprintf(ficres," %.5e",delti[jk]);    double agedeb, agefin,hf;
             jk++;    double agemin=1.e20, agemax=-1.e20;
           }  
           printf("\n");    double fret;
           fprintf(ficres,"\n");    double **xi,tmp,delta;
         }  
       }    double dum; /* Dummy variable */
       }    double ***p3mat;
         int *indx;
     k=1;    char line[MAXLINE], linepar[MAXLINE];
     fprintf(ficres,"# Covariance\n");    char title[MAXLINE];
     printf("# Covariance\n");    char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];
     for(i=1;i<=npar;i++){    char optionfilext[10], optionfilefiname[FILENAMELENGTH], optionfilegnuplot[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
       /*  if (k>nlstate) k=1;   
       i1=(i-1)/(ncov*nlstate)+1;     char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], fileresf[FILENAMELENGTH];;
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);  
       printf("%s%d%d",alph[k],i1,tab[i]);*/    char filerest[FILENAMELENGTH];
       fprintf(ficres,"%3d",i);    char fileregp[FILENAMELENGTH];
       printf("%3d",i);    char popfile[FILENAMELENGTH];
       for(j=1; j<=i;j++){    char path[80],pathc[80],pathcd[80],pathtot[80],model[20];
         fprintf(ficres," %.5e",matcov[i][j]);    int firstobs=1, lastobs=10;
         printf(" %.5e",matcov[i][j]);    int sdeb, sfin; /* Status at beginning and end */
       }    int c,  h , cpt,l;
       fprintf(ficres,"\n");    int ju,jl, mi;
       printf("\n");    int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;
       k++;    int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;
     }    int mobilav=0,popforecast=0;
         int hstepm, nhstepm;
     while((c=getc(ficpar))=='#' && c!= EOF){    int *popage;/*boolprev=0 if date and zero if wave*/
       ungetc(c,ficpar);    double jprev1, mprev1,anprev1,jprev2, mprev2,anprev2;
       fgets(line, MAXLINE, ficpar);  
       puts(line);    double bage, fage, age, agelim, agebase;
       fputs(line,ficparo);    double ftolpl=FTOL;
     }    double **prlim;
     ungetc(c,ficpar);    double *severity;
       double ***param; /* Matrix of parameters */
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);    double  *p;
         double **matcov; /* Matrix of covariance */
     if (fage <= 2) {    double ***delti3; /* Scale */
       bage = agemin;    double *delti; /* Scale */
       fage = agemax;    double ***eij, ***vareij;
     }    double **varpl; /* Variances of prevalence limits by age */
     double *epj, vepp;
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");    double kk1, kk2;
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);    double *popeffectif,*popcount;
 /*------------ gnuplot -------------*/    double dateprev1, dateprev2,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,jprojmean,mprojmean,anprojmean, calagedate;
 chdir(pathcd);    double yp,yp1,yp2;
   if((ficgp=fopen("graph.gp","w"))==NULL) {  
     printf("Problem with file graph.gp");goto end;    char version[80]="Imach version 0.7, February 2002, INED-EUROREVES ";
   }    char *alph[]={"a","a","b","c","d","e"}, str[4];
 #ifdef windows  
   fprintf(ficgp,"cd \"%s\" \n",pathc);  
 #endif    char z[1]="c", occ;
    /* 1eme*/  #include <sys/time.h>
   #include <time.h>
   for (cpt=1; cpt<= nlstate ; cpt ++) {    char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
 #ifdef windows   
     fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"vpl%s\" u 1:%d \"\%%lf",agemin,fage,fileres,cpt*2);    /* long total_usecs;
 #endif    struct timeval start_time, end_time;
 #ifdef unix   
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:%d \"\%%lf",agemin,fage,fileres,cpt*2);    gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
 #endif  
     for (i=1; i<= nlstate ; i ++) fprintf(ficgp," \%%lf (\%%lf)");  
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" u 1:($%d+2*$%d) \"\%%lf",fileres,2*cpt,cpt*2+1);    printf("\n%s",version);
     for (i=1; i<= nlstate ; i ++) fprintf(ficgp," \%%lf (\%%lf)");    if(argc <=1){
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" u 1:($%d-2*$%d) \"\%%lf",fileres,2*cpt,2*cpt+1);       printf("\nEnter the parameter file name: ");
      for (i=1; i<= nlstate ; i ++) fprintf(ficgp," \%%lf (\%%lf)");       scanf("%s",pathtot);
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" u 1:($%d) t\"Observed prevalence \" w l 2",fileres,2+4*(cpt-1));    }
 #ifdef unix    else{
 fprintf(ficgp,"\nset ter gif small size 400,300");      strcpy(pathtot,argv[1]);
 #endif    }
 fprintf(ficgp,"\nset out \"v%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt);    /*if(getcwd(pathcd, 80)!= NULL)printf ("Error pathcd\n");*/
      /*cygwin_split_path(pathtot,path,optionfile);
   }      printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/
   /*2 eme*/    /* cutv(path,optionfile,pathtot,'\\');*/
    
   fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);    split(pathtot,path,optionfile,optionfilext,optionfilefiname);
   for (i=1; i<= nlstate+1 ; i ++) {     printf("pathtot=%s, path=%s, optionfile=%s optionfilext=%s optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
 k=2*i;    chdir(path);
     fprintf(ficgp,"\"t%s\" u 1:%d \"\%%lf \%%lf (\%%lf) \%%lf (\%%lf)",fileres,k);    replace(pathc,path);
     for (j=1; j< nlstate ; j ++) fprintf(ficgp," \%%lf (\%%lf)");  
     if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");  /*-------- arguments in the command line --------*/
     else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);  
     fprintf(ficgp,"\"t%s\" u 1:($%d-2*$%d) \"\%%lf \%%lf (\%%lf) \%%lf (\%%lf)",fileres,k,k+1);    strcpy(fileres,"r");
     for (j=1; j< nlstate ; j ++) fprintf(ficgp," \%%lf (\%%lf)");    strcat(fileres, optionfilefiname);
     fprintf(ficgp,"\" t\"\" w l 0,");    strcat(fileres,".txt");    /* Other files have txt extension */
 fprintf(ficgp,"\"t%s\" u 1:($%d+2*$%d) \"\%%lf \%%lf (\%%lf) \%%lf (\%%lf)",fileres,k,k+1);  
     for (j=1; j< nlstate ; j ++) fprintf(ficgp," \%%lf (\%%lf)");    /*---------arguments file --------*/
     if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");  
 else fprintf(ficgp,"\" t\"\" w l 0,");    if((ficpar=fopen(optionfile,"r"))==NULL)    {
   }       printf("Problem with optionfile %s\n",optionfile);
   fprintf(ficgp,"\nset out \"e%s.gif\" \nreplot\n\n",strtok(optionfile, "."));      goto end;
     }
   /*3eme*/  
 for (cpt=1; cpt<= nlstate ; cpt ++) {    strcpy(filereso,"o");
   k=2+nlstate*(cpt-1);    strcat(filereso,fileres);
     fprintf(ficgp,"set ter gif small size 400,300\nplot [%.f:%.f] \"e%s\" u 1:%d t \"e%d1\" w l",agemin,fage,fileres,k,cpt);    if((ficparo=fopen(filereso,"w"))==NULL) {
 for (i=1; i< nlstate ; i ++) {      printf("Problem with Output resultfile: %s\n", filereso);goto end;
 fprintf(ficgp,",\"e%s\" u 1:%d t \"e%d%d\" w l",fileres,k+1,cpt,i+1);    }
 }   
 fprintf(ficgp,"\nset out \"ex%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt);    /* Reads comments: lines beginning with '#' */
 }    while((c=getc(ficpar))=='#' && c!= EOF){
        ungetc(c,ficpar);
 /* CV preval stat */      fgets(line, MAXLINE, ficpar);
 for (cpt=1; cpt<nlstate ; cpt ++) {      puts(line);
     k=3;      fputs(line,ficparo);
     fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"pij%s\" u 2:($%d/($%d",agemin,agemax,fileres,k+cpt,k);    }
     for (i=1; i< nlstate ; i ++)    ungetc(c,ficpar);
       fprintf(ficgp,"+$%d",k+i);  
     fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);    fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncov, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);
         printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate,ndeath, maxwav, mle, weightopt,model);
  l=3+(nlstate+ndeath)*cpt;    fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncov,nlstate,ndeath,maxwav, mle, weightopt,model);
    fprintf(ficgp,",\"pij%s\" u 2:($%d/($%d",fileres,l+cpt,l);  while((c=getc(ficpar))=='#' && c!= EOF){
        ungetc(c,ficpar);
    for (i=1; i< nlstate ; i ++) {      fgets(line, MAXLINE, ficpar);
    l=3+(nlstate+ndeath)*cpt;      puts(line);
     fprintf(ficgp,"+$%d",l+i);      fputs(line,ficparo);
    }    }
   fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);    ungetc(c,ficpar);
      
        
   fprintf(ficgp,"set out \"p%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt);    covar=matrix(0,NCOVMAX,1,n);
   }     cptcovn=0;
     if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;
   
   fclose(ficgp);    ncovmodel=2+cptcovn;
        nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
 chdir(path);   
     free_matrix(agev,1,maxwav,1,imx);    /* Read guess parameters */
     free_ivector(wav,1,imx);    /* Reads comments: lines beginning with '#' */
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);    while((c=getc(ficpar))=='#' && c!= EOF){
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);      ungetc(c,ficpar);
           fgets(line, MAXLINE, ficpar);
     free_imatrix(s,1,maxwav+1,1,n);      puts(line);
           fputs(line,ficparo);
         }
     free_ivector(num,1,n);    ungetc(c,ficpar);
     free_vector(agedc,1,n);   
     free_vector(weight,1,n);    param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     free_matrix(covar,1,NCOVMAX,1,n);      for(i=1; i <=nlstate; i++)
     fclose(ficparo);      for(j=1; j <=nlstate+ndeath-1; j++){
     fclose(ficres);        fscanf(ficpar,"%1d%1d",&i1,&j1);
   }        fprintf(ficparo,"%1d%1d",i1,j1);
         printf("%1d%1d",i,j);
   /*________fin mle=1_________*/        for(k=1; k<=ncovmodel;k++){
             fscanf(ficpar," %lf",&param[i][j][k]);
             printf(" %lf",param[i][j][k]);
           fprintf(ficparo," %lf",param[i][j][k]);
   /* No more information from the sample is required now */        }
   /* Reads comments: lines beginning with '#' */        fscanf(ficpar,"\n");
   while((c=getc(ficpar))=='#' && c!= EOF){        printf("\n");
     ungetc(c,ficpar);        fprintf(ficparo,"\n");
     fgets(line, MAXLINE, ficpar);      }
     puts(line);   
     fputs(line,ficparo);      npar= (nlstate+ndeath-1)*nlstate*ncovmodel;
   }  
   ungetc(c,ficpar);    p=param[1][1];
      
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);    /* Reads comments: lines beginning with '#' */
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);    while((c=getc(ficpar))=='#' && c!= EOF){
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);      ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
   /*--------------- Prevalence limit --------------*/      puts(line);
         fputs(line,ficparo);
   strcpy(filerespl,"pl");    }
   strcat(filerespl,fileres);    ungetc(c,ficpar);
   if((ficrespl=fopen(filerespl,"w"))==NULL) {  
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;    delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
   }    delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);    for(i=1; i <=nlstate; i++){
   fprintf(ficrespl,"#Prevalence limit\n");      for(j=1; j <=nlstate+ndeath-1; j++){
   fprintf(ficrespl,"#Age ");        fscanf(ficpar,"%1d%1d",&i1,&j1);
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);        printf("%1d%1d",i,j);
   fprintf(ficrespl,"\n");        fprintf(ficparo,"%1d%1d",i1,j1);
           for(k=1; k<=ncovmodel;k++){
   prlim=matrix(1,nlstate,1,nlstate);          fscanf(ficpar,"%le",&delti3[i][j][k]);
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */          printf(" %le",delti3[i][j][k]);
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */          fprintf(ficparo," %le",delti3[i][j][k]);
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        }
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        fscanf(ficpar,"\n");
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */        printf("\n");
           fprintf(ficparo,"\n");
   agebase=agemin;      }
   agelim=agemax;    }
   ftolpl=1.e-10;    delti=delti3[1][1];
   for (age=agebase; age<=agelim; age++){   
     prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl);    /* Reads comments: lines beginning with '#' */
     fprintf(ficrespl,"%.0f",age );    while((c=getc(ficpar))=='#' && c!= EOF){
     for(i=1; i<=nlstate;i++)      ungetc(c,ficpar);
       fprintf(ficrespl," %.5f", prlim[i][i]);      fgets(line, MAXLINE, ficpar);
     fprintf(ficrespl,"\n");      puts(line);
   }      fputs(line,ficparo);
   fclose(ficrespl);    }
       ungetc(c,ficpar);
   /*------------- h Pij x at various ages ------------*/   
       matcov=matrix(1,npar,1,npar);
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);    for(i=1; i <=npar; i++){
   if((ficrespij=fopen(filerespij,"w"))==NULL) {      fscanf(ficpar,"%s",&str);
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;      printf("%s",str);
   }      fprintf(ficparo,"%s",str);
   printf("Computing pij: result on file '%s' \n", filerespij);      for(j=1; j <=i; j++){
   stepsize=(int) (stepm+YEARM-1)/YEARM;        fscanf(ficpar," %le",&matcov[i][j]);
   if (stepm<=24) stepsize=2;        printf(" %.5le",matcov[i][j]);
         fprintf(ficparo," %.5le",matcov[i][j]);
   agelim=AGESUP;      }
   hstepm=stepsize*YEARM; /* Every year of age */      fscanf(ficpar,"\n");
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */       printf("\n");
   for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */      fprintf(ficparo,"\n");
     nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */     }
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    for(i=1; i <=npar; i++)
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      for(j=i+1;j<=npar;j++)
     oldm=oldms;savm=savms;        matcov[i][j]=matcov[j][i];
     hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm);       
     fprintf(ficrespij,"# Age");    printf("\n");
     for(i=1; i<=nlstate;i++)  
       for(j=1; j<=nlstate+ndeath;j++)  
         fprintf(ficrespij," %1d-%1d",i,j);      /*-------- data file ----------*/
     fprintf(ficrespij,"\n");      if((ficres =fopen(fileres,"w"))==NULL) {
     for (h=0; h<=nhstepm; h++){        printf("Problem with resultfile: %s\n", fileres);goto end;
       fprintf(ficrespij,"%.0f %.0f",agedeb, agedeb+ h*hstepm/YEARM*stepm );      }
       for(i=1; i<=nlstate;i++)      fprintf(ficres,"#%s\n",version);
         for(j=1; j<=nlstate+ndeath;j++)     
           fprintf(ficrespij," %.5f", p3mat[i][j][h]);      if((fic=fopen(datafile,"r"))==NULL)    {
       fprintf(ficrespij,"\n");        printf("Problem with datafile: %s\n", datafile);goto end;
     }      }
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);  
     fprintf(ficrespij,"\n");      n= lastobs;
   }      severity = vector(1,maxwav);
   fclose(ficrespij);      outcome=imatrix(1,maxwav+1,1,n);
       num=ivector(1,n);
   /*---------- Health expectancies and variances ------------*/      moisnais=vector(1,n);
         annais=vector(1,n);
   eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);      moisdc=vector(1,n);
   oldm=oldms;savm=savms;      andc=vector(1,n);
   evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm);      agedc=vector(1,n);
         cod=ivector(1,n);
   vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);      weight=vector(1,n);
   oldm=oldms;savm=savms;      for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
   varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl);      mint=matrix(1,maxwav,1,n);
       anint=matrix(1,maxwav,1,n);
   strcpy(filerest,"t");      s=imatrix(1,maxwav+1,1,n);
   strcat(filerest,fileres);      adl=imatrix(1,maxwav+1,1,n);    
   if((ficrest=fopen(filerest,"w"))==NULL) {      tab=ivector(1,NCOVMAX);
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;      ncodemax=ivector(1,8);
   }  
   printf("Computing Total LEs with variances: file '%s' \n", filerest);      i=1;
   fprintf(ficrest,"#Total LEs with variances: e.. (std) ");      while (fgets(line, MAXLINE, fic) != NULL)    {
   for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);        if ((i >= firstobs) && (i <=lastobs)) {
   fprintf(ficrest,"\n");         
           for (j=maxwav;j>=1;j--){
   hf=1;            cutv(stra, strb,line,' '); s[j][i]=atoi(strb);
   if (stepm >= YEARM) hf=stepm/YEARM;            strcpy(line,stra);
   epj=vector(1,nlstate+1);            cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
   for(age=bage; age <=fage ;age++){            cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
     prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl);          }
     fprintf(ficrest," %.0f",age);         
     for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){          cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);
       for(i=1, epj[j]=0.;i <=nlstate;i++) {          cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);
         epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];  
       }          cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);
       epj[nlstate+1] +=epj[j];          cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);
     }  
     for(i=1, vepp=0.;i <=nlstate;i++)          cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);
       for(j=1;j <=nlstate;j++)          for (j=ncov;j>=1;j--){
         vepp += vareij[i][j][(int)age];            cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);
     fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));          }
     for(j=1;j <=nlstate;j++){          num[i]=atol(stra);
       fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));         
     }          /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){
     fprintf(ficrest,"\n");            printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),weight[i], (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i])); ij=ij+1;}*/
   }  
   fclose(ficrest);          i=i+1;
   fclose(ficpar);        }
   free_vector(epj,1,nlstate+1);      }
       /* printf("ii=%d", ij);
   /*------- Variance limit prevalence------*/            scanf("%d",i);*/
     imx=i-1; /* Number of individuals */
   varpl=matrix(1,nlstate,(int) bage, (int) fage);  
   oldm=oldms;savm=savms;    /* for (i=1; i<=imx; i++){
   varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl);      if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;
         if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;
         if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);      }
     
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);      for (i=1; i<=imx; i++)
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);      if (covar[1][i]==0) 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]));*/
     
       /* Calculation of the number of parameter from char model*/
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);    Tvar=ivector(1,15);
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);    Tprod=ivector(1,15);
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);    Tvaraff=ivector(1,15);
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);    Tvard=imatrix(1,15,1,2);
       Tage=ivector(1,15);      
   free_matrix(matcov,1,npar,1,npar);     
   free_vector(delti,1,npar);    if (strlen(model) >1){
         j=0, j1=0, k1=1, k2=1;
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncov);      j=nbocc(model,'+');
       j1=nbocc(model,'*');
   printf("End of Imach\n");      cptcovn=j+1;
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */      cptcovprod=j1;
        
   /* printf("Total time was %d Sec. %d uSec.\n", end_time.tv_sec -start_time.tv_sec, end_time.tv_usec -start_time.tv_usec);*/     
   /*printf("Total time was %d uSec.\n", total_usecs);*/      strcpy(modelsav,model);
   /*------ End -----------*/      if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){
         printf("Error. Non available option model=%s ",model);
  end:        goto end;
 #ifdef windows      }
  chdir(pathcd);     
 #endif       for(i=(j+1); i>=1;i--){
  system("gnuplot graph.gp");        cutv(stra,strb,modelsav,'+');
         if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav);
 #ifdef windows        /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/
   while (z[0] != 'q') {        /*scanf("%d",i);*/
     chdir(pathcd);         if (strchr(strb,'*')) {
     printf("\nType e to edit output files, c to start again, and q for exiting: ");          cutv(strd,strc,strb,'*');
     scanf("%s",z);          if (strcmp(strc,"age")==0) {
     if (z[0] == 'c') system("./imach");            cptcovprod--;
     else if (z[0] == 'e') {            cutv(strb,stre,strd,'V');
       chdir(path);            Tvar[i]=atoi(stre);
       system("index.htm");            cptcovage++;
     }              Tage[cptcovage]=i;
     else if (z[0] == 'q') exit(0);              /*printf("stre=%s ", stre);*/
   }          }
 #endif           else if (strcmp(strd,"age")==0) {
 }            cptcovprod--;
             cutv(strb,stre,strc,'V');
             Tvar[i]=atoi(stre);
             cptcovage++;
             Tage[cptcovage]=i;
           }
           else {
             cutv(strb,stre,strc,'V');
             Tvar[i]=ncov+k1;
             cutv(strb,strc,strd,'V');
             Tprod[k1]=i;
             Tvard[k1][1]=atoi(strc);
             Tvard[k1][2]=atoi(stre);
             Tvar[cptcovn+k2]=Tvard[k1][1];
             Tvar[cptcovn+k2+1]=Tvard[k1][2];
             for (k=1; k<=lastobs;k++)
               covar[ncov+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];
             k1++;
             k2=k2+2;
           }
         }
         else {
           /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/
          /*  scanf("%d",i);*/
         cutv(strd,strc,strb,'V');
         Tvar[i]=atoi(strc);
         }
         strcpy(modelsav,stra);  
         /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);
           scanf("%d",i);*/
       }
   }
    
     /*printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);
     printf("cptcovprod=%d ", cptcovprod);
     scanf("%d ",i);*/
       fclose(fic);
   
       /*  if(mle==1){*/
       if (weightopt != 1) { /* Maximisation without weights*/
         for(i=1;i<=n;i++) weight[i]=1.0;
       }
       /*-calculation of age at interview from date of interview and age at death -*/
       agev=matrix(1,maxwav,1,imx);
   
      for (i=1; i<=imx; i++)
        for(m=2; (m<= maxwav); m++)
          if ((mint[m][i]== 99) && (s[m][i] <= nlstate)){
            anint[m][i]=9999;
            s[m][i]=-1;
          }
      
       for (i=1; i<=imx; i++)  {
         agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
         for(m=1; (m<= maxwav); m++){
           if(s[m][i] >0){
             if (s[m][i] == nlstate+1) {
               if(agedc[i]>0)
                 if(moisdc[i]!=99 && andc[i]!=9999)
                 agev[m][i]=agedc[i];
               else {
                 if (andc[i]!=9999){
                 printf("Warning negative age at death: %d line:%d\n",num[i],i);
                 agev[m][i]=-1;
                 }
               }
             }
             else if(s[m][i] !=9){ /* Should no more exist */
               agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
               if(mint[m][i]==99 || anint[m][i]==9999)
                 agev[m][i]=1;
               else if(agev[m][i] <agemin){
                 agemin=agev[m][i];
                 /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
               }
               else if(agev[m][i] >agemax){
                 agemax=agev[m][i];
                /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
               }
               /*agev[m][i]=anint[m][i]-annais[i];*/
               /*   agev[m][i] = age[i]+2*m;*/
             }
             else { /* =9 */
               agev[m][i]=1;
               s[m][i]=-1;
             }
           }
           else /*= 0 Unknown */
             agev[m][i]=1;
         }
      
       }
       for (i=1; i<=imx; i++)  {
         for(m=1; (m<= maxwav); m++){
           if (s[m][i] > (nlstate+ndeath)) {
             printf("Error: Wrong value in nlstate or ndeath\n");  
             goto end;
           }
         }
       }
   
   printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
   
       free_vector(severity,1,maxwav);
       free_imatrix(outcome,1,maxwav+1,1,n);
       free_vector(moisnais,1,n);
       free_vector(annais,1,n);
       /* free_matrix(mint,1,maxwav,1,n);
          free_matrix(anint,1,maxwav,1,n);*/
       free_vector(moisdc,1,n);
       free_vector(andc,1,n);
   
      
       wav=ivector(1,imx);
       dh=imatrix(1,lastpass-firstpass+1,1,imx);
       mw=imatrix(1,lastpass-firstpass+1,1,imx);
      
       /* Concatenates waves */
         concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);
   
   
         Tcode=ivector(1,100);
         nbcode=imatrix(0,NCOVMAX,0,NCOVMAX);
         ncodemax[1]=1;
         if (cptcovn > 0) tricode(Tvar,nbcode,imx);
        
      codtab=imatrix(1,100,1,10);
      h=0;
      m=pow(2,cptcoveff);
    
      for(k=1;k<=cptcoveff; k++){
        for(i=1; i <=(m/pow(2,k));i++){
          for(j=1; j <= ncodemax[k]; j++){
            for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){
              h++;
              if (h>m) h=1;codtab[h][k]=j;
            }
          }
        }
      }
   
   
      /*for(i=1; i <=m ;i++){
        for(k=1; k <=cptcovn; k++){
          printf("i=%d k=%d %d %d",i,k,codtab[i][k], cptcoveff);
        }
        printf("\n");
      }
      scanf("%d",i);*/
      
      /* Calculates basic frequencies. Computes observed prevalence at single age
          and prints on file fileres'p'. */
   
      
      
       pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
        
       /* For Powell, parameters are in a vector p[] starting at p[1]
          so we point p on param[1][1] so that p[1] maps on param[1][1][1] */
       p=param[1][1]; /* *(*(*(param +1)+1)+0) */
   
       if(mle==1){
       mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);
       }
      
       /*--------- results files --------------*/
       fprintf(ficres,"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);
    
   
      jk=1;
      fprintf(ficres,"# Parameters\n");
      printf("# Parameters\n");
      for(i=1,jk=1; i <=nlstate; i++){
        for(k=1; k <=(nlstate+ndeath); k++){
          if (k != i)
            {
              printf("%d%d ",i,k);
              fprintf(ficres,"%1d%1d ",i,k);
              for(j=1; j <=ncovmodel; j++){
                printf("%f ",p[jk]);
                fprintf(ficres,"%f ",p[jk]);
                jk++;
              }
              printf("\n");
              fprintf(ficres,"\n");
            }
        }
      }
    if(mle==1){
       /* Computing hessian and covariance matrix */
       ftolhess=ftol; /* Usually correct */
       hesscov(matcov, p, npar, delti, ftolhess, func);
    }
       fprintf(ficres,"# Scales\n");
       printf("# Scales\n");
        for(i=1,jk=1; i <=nlstate; i++){
         for(j=1; j <=nlstate+ndeath; j++){
           if (j!=i) {
             fprintf(ficres,"%1d%1d",i,j);
             printf("%1d%1d",i,j);
             for(k=1; k<=ncovmodel;k++){
               printf(" %.5e",delti[jk]);
               fprintf(ficres," %.5e",delti[jk]);
               jk++;
             }
             printf("\n");
             fprintf(ficres,"\n");
           }
         }
        }
      
       k=1;
       fprintf(ficres,"# Covariance\n");
       printf("# Covariance\n");
       for(i=1;i<=npar;i++){
         /*  if (k>nlstate) k=1;
         i1=(i-1)/(ncovmodel*nlstate)+1;
         fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);
         printf("%s%d%d",alph[k],i1,tab[i]);*/
         fprintf(ficres,"%3d",i);
         printf("%3d",i);
         for(j=1; j<=i;j++){
           fprintf(ficres," %.5e",matcov[i][j]);
           printf(" %.5e",matcov[i][j]);
         }
         fprintf(ficres,"\n");
         printf("\n");
         k++;
       }
      
       while((c=getc(ficpar))=='#' && c!= EOF){
         ungetc(c,ficpar);
         fgets(line, MAXLINE, ficpar);
         puts(line);
         fputs(line,ficparo);
       }
       ungetc(c,ficpar);
    
       fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);
      
       if (fage <= 2) {
         bage = agemin;
         fage = agemax;
       }
      
       fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
       fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);
       fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);
    
       while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
    
     fscanf(ficpar,"begin-prev-date=%lf/%lf/%lf end-prev-date=%lf/%lf/%lf mob_average=%d\n",&jprev1, &mprev1,&anprev1,&jprev2, &mprev2,&anprev2,&mobilav);
     fprintf(ficparo,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mob_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
    fprintf(ficres,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mob_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
        
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
    
   
      dateprev1=anprev1+mprev1/12.+jprev1/365.;
      dateprev2=anprev2+mprev2/12.+jprev2/365.;
   
     fscanf(ficpar,"pop_based=%d\n",&popbased);
      fprintf(ficparo,"pop_based=%d\n",popbased);  
      fprintf(ficres,"pop_based=%d\n",popbased);  
   
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
     fscanf(ficpar,"popforecast=%d popfile=%s starting-proj-date=%lf/%lf/%lf final-proj-date=%lf/%lf/%lf\n",&popforecast,popfile,&jproj1,&mproj1,&anproj1,&jproj2,&mproj2,&anproj2);
   fprintf(ficparo,"popforecast=%d popfile=%s starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf\n",popforecast,popfile,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2);
   fprintf(ficres,"popforecast=%d popfile=%s starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf\n",popforecast,popfile,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2);
   
    freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax,mint,anint,dateprev1,dateprev2);
   
      
       /*------------ gnuplot -------------*/
       /*chdir(pathcd);*/
       strcpy(optionfilegnuplot,optionfilefiname);
       strcat(optionfilegnuplot,".plt");
       if((ficgp=fopen(optionfilegnuplot,"w"))==NULL) {
         printf("Problem with file %s",optionfilegnuplot);goto end;
       }
   #ifdef windows
       fprintf(ficgp,"cd \"%s\" \n",pathc);
   #endif
   m=pow(2,cptcoveff);
    
    /* 1eme*/
     for (cpt=1; cpt<= nlstate ; cpt ++) {
      for (k1=1; k1<= m ; k1 ++) {
   
   #ifdef windows
       fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"vpl%s\" every :::%d::%d u 1:2 \"\%%lf",agemin,fage,fileres,k1-1,k1-1);
   #endif
   #ifdef unix
   fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);
   #endif
   
   for (i=1; i<= nlstate ; i ++) {
     if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
     else fprintf(ficgp," \%%*lf (\%%*lf)");
   }
       fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);
       for (i=1; i<= nlstate ; i ++) {
     if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
     else fprintf(ficgp," \%%*lf (\%%*lf)");
   }
     fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);
        for (i=1; i<= nlstate ; i ++) {
     if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
     else fprintf(ficgp," \%%*lf (\%%*lf)");
   }  
        fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));
   #ifdef unix
   fprintf(ficgp,"\nset ter gif small size 400,300");
   #endif
   fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);
      }
     }
     /*2 eme*/
   
     for (k1=1; k1<= m ; k1 ++) {
       fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);
      
       for (i=1; i<= nlstate+1 ; i ++) {
         k=2*i;
         fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
     if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
     else fprintf(ficgp," \%%*lf (\%%*lf)");
   }  
         if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
         else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
   }  
         fprintf(ficgp,"\" t\"\" w l 0,");
        fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
     if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
     else fprintf(ficgp," \%%*lf (\%%*lf)");
   }  
         if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
         else fprintf(ficgp,"\" t\"\" w l 0,");
       }
       fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);
     }
    
     /*3eme*/
   
     for (k1=1; k1<= m ; k1 ++) {
       for (cpt=1; cpt<= nlstate ; cpt ++) {
         k=2+nlstate*(cpt-1);
         fprintf(ficgp,"set ter gif small size 400,300\nplot [%.f:%.f] \"e%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",agemin,fage,fileres,k1-1,k1-1,k,cpt);
         for (i=1; i< nlstate ; i ++) {
           fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",fileres,k1-1,k1-1,k+i,cpt,i+1);
         }
         fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);
       }
     }
    
     /* CV preval stat */
     for (k1=1; k1<= m ; k1 ++) {
       for (cpt=1; cpt<nlstate ; cpt ++) {
         k=3;
         fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);
         for (i=1; i< nlstate ; i ++)
           fprintf(ficgp,"+$%d",k+i+1);
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
        
         l=3+(nlstate+ndeath)*cpt;
         fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);
         for (i=1; i< nlstate ; i ++) {
           l=3+(nlstate+ndeath)*cpt;
           fprintf(ficgp,"+$%d",l+i+1);
         }
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);  
         fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);
       }
     }  
   
     /* proba elementaires */
      for(i=1,jk=1; i <=nlstate; i++){
       for(k=1; k <=(nlstate+ndeath); k++){
         if (k != i) {
           for(j=1; j <=ncovmodel; j++){
             /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/
             /*fprintf(ficgp,"%s",alph[1]);*/
             fprintf(ficgp,"p%d=%f ",jk,p[jk]);
             jk++;
             fprintf(ficgp,"\n");
           }
         }
       }
       }
   
     for(jk=1; jk <=m; jk++) {
     fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);
      i=1;
      for(k2=1; k2<=nlstate; k2++) {
        k3=i;
        for(k=1; k<=(nlstate+ndeath); k++) {
          if (k != k2){
           fprintf(ficgp," exp(p%d+p%d*x",i,i+1);
   ij=1;
           for(j=3; j <=ncovmodel; j++) {
             if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
               fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
               ij++;
             }
             else
             fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
           }
             fprintf(ficgp,")/(1");
          
           for(k1=1; k1 <=nlstate; k1++){  
             fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);
   ij=1;
             for(j=3; j <=ncovmodel; j++){
             if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
               fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
               ij++;
             }
             else
               fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
             }
             fprintf(ficgp,")");
           }
           fprintf(ficgp,") t \"p%d%d\" ", k2,k);
           if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");
           i=i+ncovmodel;
          }
        }
      }
      fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);
     }
      
     fclose(ficgp);
     /* end gnuplot */
      
   chdir(path);
      
       free_ivector(wav,1,imx);
       free_imatrix(dh,1,lastpass-firstpass+1,1,imx);
       free_imatrix(mw,1,lastpass-firstpass+1,1,imx);  
       free_ivector(num,1,n);
       free_vector(agedc,1,n);
       /*free_matrix(covar,1,NCOVMAX,1,n);*/
       fclose(ficparo);
       fclose(ficres);
       /*  }*/
      
      /*________fin mle=1_________*/
      
   
    
       /* No more information from the sample is required now */
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
    
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);
     printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);
     fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);
   /*--------- index.htm --------*/
   
     strcpy(optionfilehtm,optionfile);
     strcat(optionfilehtm,".htm");
     if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtm);goto end;
     }
   
    fprintf(fichtm,"<body><ul> <font size=\"6\">Imach, Version 0.7 </font> <hr size=\"2\" color=\"#EC5E5E\">
   Titre=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>
   Total number of observations=%d <br>
   Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>
   <hr  size=\"2\" color=\"#EC5E5E\">
   <li>Outputs files<br><br>\n
           - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n
   - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>
           - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>
           - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>
           - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>
           - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>
           - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>
           - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>
           - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%s</a> <br>
           - Prevalences and population forecasting: <a href=\"f%s\">f%s</a> <br>
   <br>",title,datafile,firstpass,lastpass,stepm, weightopt,model,imx,jmin,jmax,jmean,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres);
   
    fprintf(fichtm," <li>Graphs</li><p>");
   
    m=cptcoveff;
    if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   
    j1=0;
    for(k1=1; k1<=m;k1++){
      for(i1=1; i1<=ncodemax[k1];i1++){
          j1++;
          if (cptcovn > 0) {
            fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
            for (cpt=1; cpt<=cptcoveff;cpt++)
              fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[j1][cpt]]);
            fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
          }
          fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>
   <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);    
          for(cpt=1; cpt<nlstate;cpt++){
            fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>
   <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);
          }
       for(cpt=1; cpt<=nlstate;cpt++) {
          fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident
   interval) in state (%d): v%s%d%d.gif <br>
   <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);  
        }
        for(cpt=1; cpt<=nlstate;cpt++) {
           fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>
   <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);
        }
        fprintf(fichtm,"\n<br>- Total life expectancy by age and
   health expectancies in states (1) and (2): e%s%d.gif<br>
   <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);
   fprintf(fichtm,"\n</body>");
      }
    }
   fclose(fichtm);
   
     /*--------------- Prevalence limit --------------*/
    
     strcpy(filerespl,"pl");
     strcat(filerespl,fileres);
     if((ficrespl=fopen(filerespl,"w"))==NULL) {
       printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;
     }
     printf("Computing prevalence limit: result on file '%s' \n", filerespl);
     fprintf(ficrespl,"#Prevalence limit\n");
     fprintf(ficrespl,"#Age ");
     for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);
     fprintf(ficrespl,"\n");
    
     prlim=matrix(1,nlstate,1,nlstate);
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
     k=0;
     agebase=agemin;
     agelim=agemax;
     ftolpl=1.e-10;
     i1=cptcoveff;
     if (cptcovn < 1){i1=1;}
   
     for(cptcov=1;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
           k=k+1;
           /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/
           fprintf(ficrespl,"\n#******");
           for(j=1;j<=cptcoveff;j++)
             fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficrespl,"******\n");
          
           for (age=agebase; age<=agelim; age++){
             prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
             fprintf(ficrespl,"%.0f",age );
             for(i=1; i<=nlstate;i++)
             fprintf(ficrespl," %.5f", prlim[i][i]);
             fprintf(ficrespl,"\n");
           }
         }
       }
     fclose(ficrespl);
   
     /*------------- h Pij x at various ages ------------*/
    
     strcpy(filerespij,"pij");  strcat(filerespij,fileres);
     if((ficrespij=fopen(filerespij,"w"))==NULL) {
       printf("Problem with Pij resultfile: %s\n", filerespij);goto end;
     }
     printf("Computing pij: result on file '%s' \n", filerespij);
    
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     /*if (stepm<=24) stepsize=2;*/
   
     agelim=AGESUP;
     hstepm=stepsize*YEARM; /* Every year of age */
     hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */
    
     k=0;
     for(cptcov=1;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
           fprintf(ficrespij,"\n#****** ");
           for(j=1;j<=cptcoveff;j++)
             fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficrespij,"******\n");
          
           for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */
             nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
             fprintf(ficrespij,"# Age");
             for(i=1; i<=nlstate;i++)
               for(j=1; j<=nlstate+ndeath;j++)
                 fprintf(ficrespij," %1d-%1d",i,j);
             fprintf(ficrespij,"\n");
             for (h=0; h<=nhstepm; h++){
               fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );
               for(i=1; i<=nlstate;i++)
                 for(j=1; j<=nlstate+ndeath;j++)
                   fprintf(ficrespij," %.5f", p3mat[i][j][h]);
               fprintf(ficrespij,"\n");
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             fprintf(ficrespij,"\n");
           }
       }
     }
   
     /* varprob(fileres, matcov, p, delti, nlstate, (int) bage, (int) fage,k);*/
   
     fclose(ficrespij);
   
     if(stepm == 1) {
     /*---------- Forecasting ------------------*/
     calagedate=(anproj1+mproj1/12.+jproj1/365.-dateintmean)*YEARM;
   
     /*printf("calage= %f", calagedate);*/
    
     prevalence(agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax,mint,anint,dateprev1,dateprev2, calagedate);
   
   
     strcpy(fileresf,"f");
     strcat(fileresf,fileres);
     if((ficresf=fopen(fileresf,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", fileresf);goto end;
     }
     printf("Computing forecasting: result on file '%s' \n", fileresf);
   
     free_matrix(mint,1,maxwav,1,n);
     free_matrix(anint,1,maxwav,1,n);
     free_matrix(agev,1,maxwav,1,imx);
     /* Mobile average */
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav==1) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       for (agedeb=bage+3; agedeb<=fage-2; agedeb++)
         for (i=1; i<=nlstate;i++)
           for (cptcod=1;cptcod<=ncodemax[cptcov];cptcod++)
             mobaverage[(int)agedeb][i][cptcod]=0.;
      
       for (agedeb=bage+4; agedeb<=fage; agedeb++){
         for (i=1; i<=nlstate;i++){
           for (cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
             for (cpt=0;cpt<=4;cpt++){
               mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]+probs[(int)agedeb-cpt][i][cptcod];
             }
             mobaverage[(int)agedeb-2][i][cptcod]=mobaverage[(int)agedeb-2][i][cptcod]/5;
           }
         }
       }  
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
   
     agelim=AGESUP;
     /*hstepm=stepsize*YEARM; *//* Every year of age */
     hstepm=1;
     hstepm=hstepm/stepm; /* Typically 2 years, = 2 years/6 months = 4 */
     yp1=modf(dateintmean,&yp);
     anprojmean=yp;
     yp2=modf((yp1*12),&yp);
     mprojmean=yp;
     yp1=modf((yp2*30.5),&yp);
     jprojmean=yp;
     if(jprojmean==0) jprojmean=1;
     if(mprojmean==0) jprojmean=1;
   
     fprintf(ficresf,"# Estimated date of observed prevalence: %.lf/%.lf/%.lf ",jprojmean,mprojmean,anprojmean);
   
     if (popforecast==1) {
       if((ficpop=fopen(popfile,"r"))==NULL)    {
         printf("Problem with population file : %s\n",popfile);goto end;
       }
       popage=ivector(0,AGESUP);
       popeffectif=vector(0,AGESUP);
       popcount=vector(0,AGESUP);
   
       i=1;  
       while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF)
         {
           i=i+1;
         }
       imx=i;
      
       for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];
     }
   
     for(cptcov=1;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficresf,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficresf," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficresf,"******\n");
         fprintf(ficresf,"# StartingAge FinalAge");
         for(j=1; j<=nlstate+ndeath;j++) fprintf(ficresf," P.%d",j);
         if (popforecast==1)  fprintf(ficresf," [Population]");
      
         for (cpt=0; cpt<4;cpt++) {
           fprintf(ficresf,"\n");
           fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+cpt);  
   
           for (agedeb=(fage-((int)calagedate %12/12.)); agedeb>=(bage-((int)calagedate %12)/12.); agedeb--){ /* If stepm=6 months */
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm);
           nhstepm = nhstepm/hstepm;
           /*printf("agedeb=%.lf stepm=%d hstepm=%d nhstepm=%d \n",agedeb,stepm,hstepm,nhstepm);*/
   
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           oldm=oldms;savm=savms;
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
          
           for (h=0; h<=nhstepm; h++){
             if (h==(int) (calagedate+YEARM*cpt)) {
               fprintf(ficresf,"\n %.f ",agedeb+h*hstepm/YEARM*stepm);
             }
             for(j=1; j<=nlstate+ndeath;j++) {
               kk1=0.;kk2=0;
               for(i=1; i<=nlstate;i++) {        
                 if (mobilav==1)
                   kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];
                 else {
                   kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];
                   /* fprintf(ficresf," p3=%.3f p=%.3f ", p3mat[i][j][h], probs[(int)(agedeb)+1][i][cptcod]);*/
                 }
   
                 if (popforecast==1) kk2=kk1*popeffectif[(int)agedeb];
               }
            
               if (h==(int)(calagedate+12*cpt)){
                 fprintf(ficresf," %.3f", kk1);
                
                 if (popforecast==1) fprintf(ficresf," [%.f]", kk2);
               }
             }
           }
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
         }
         }
       }
     }
     if (mobilav==1) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     if (popforecast==1) {
       free_ivector(popage,0,AGESUP);
       free_vector(popeffectif,0,AGESUP);
       free_vector(popcount,0,AGESUP);
     }
     free_imatrix(s,1,maxwav+1,1,n);
     free_vector(weight,1,n);
     fclose(ficresf);
     }/* End forecasting */
     else{
       erreur=108;
       printf("Error %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d\n", erreur, stepm);
     }
   
     /*---------- Health expectancies and variances ------------*/
   
     strcpy(filerest,"t");
     strcat(filerest,fileres);
     if((ficrest=fopen(filerest,"w"))==NULL) {
       printf("Problem with total LE resultfile: %s\n", filerest);goto end;
     }
     printf("Computing Total LEs with variances: file '%s' \n", filerest);
   
   
     strcpy(filerese,"e");
     strcat(filerese,fileres);
     if((ficreseij=fopen(filerese,"w"))==NULL) {
       printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
     }
     printf("Computing Health Expectancies: result on file '%s' \n", filerese);
   
    strcpy(fileresv,"v");
     strcat(fileresv,fileres);
     if((ficresvij=fopen(fileresv,"w"))==NULL) {
       printf("Problem with variance resultfile: %s\n", fileresv);exit(0);
     }
     printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
   
     k=0;
     for(cptcov=1;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         fprintf(ficrest,"\n#****** ");
         for(j=1;j<=cptcoveff;j++)
           fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficrest,"******\n");
   
         fprintf(ficreseij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++)
           fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);
         fprintf(ficreseij,"******\n");
   
         fprintf(ficresvij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++)
           fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);
         fprintf(ficresvij,"******\n");
   
         eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);  
         vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);
        
         fprintf(ficrest,"#Total LEs with variances: e.. (std) ");
         for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);
         fprintf(ficrest,"\n");
          
         hf=1;
         if (stepm >= YEARM) hf=stepm/YEARM;
         epj=vector(1,nlstate+1);
         for(age=bage; age <=fage ;age++){
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
           if (popbased==1) {
             for(i=1; i<=nlstate;i++)
               prlim[i][i]=probs[(int)age][i][k];
           }
          
           fprintf(ficrest," %.0f",age);
           for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){
             for(i=1, epj[j]=0.;i <=nlstate;i++) {
               epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];
             }
             epj[nlstate+1] +=epj[j];
           }
           for(i=1, vepp=0.;i <=nlstate;i++)
             for(j=1;j <=nlstate;j++)
               vepp += vareij[i][j][(int)age];
           fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));
           for(j=1;j <=nlstate;j++){
             fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));
           }
           fprintf(ficrest,"\n");
         }
       }
     }
          
          
   
   
    fclose(ficreseij);
    fclose(ficresvij);
     fclose(ficrest);
     fclose(ficpar);
     free_vector(epj,1,nlstate+1);
     /*  scanf("%d ",i); */
   
     /*------- Variance limit prevalence------*/  
   
   strcpy(fileresvpl,"vpl");
     strcat(fileresvpl,fileres);
     if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
       printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);
       exit(0);
     }
     printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);
   
    k=0;
    for(cptcov=1;cptcov<=i1;cptcov++){
      for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
        k=k+1;
        fprintf(ficresvpl,"\n#****** ");
        for(j=1;j<=cptcoveff;j++)
          fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
        fprintf(ficresvpl,"******\n");
        
        varpl=matrix(1,nlstate,(int) bage, (int) fage);
        oldm=oldms;savm=savms;
        varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);
      }
    }
   
     fclose(ficresvpl);
   
     /*---------- End : free ----------------*/
     free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
    
     free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);
     free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
    
    
     free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);
    
     free_matrix(matcov,1,npar,1,npar);
     free_vector(delti,1,npar);
    
     free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);
   
     if(erreur >0)
       printf("End of Imach with error %d\n",erreur);
     else   printf("End of Imach\n");
     /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
    
     /* printf("Total time was %d Sec. %d uSec.\n", end_time.tv_sec -start_time.tv_sec, end_time.tv_usec -start_time.tv_usec);*/
     /*printf("Total time was %d uSec.\n", total_usecs);*/
     /*------ End -----------*/
   
   
    end:
   #ifdef windows
     /* chdir(pathcd);*/
   #endif
    /*system("wgnuplot graph.plt");*/
    /*system("../gp37mgw/wgnuplot graph.plt");*/
    /*system("cd ../gp37mgw");*/
    /* system("..\\gp37mgw\\wgnuplot graph.plt");*/
    strcpy(plotcmd,GNUPLOTPROGRAM);
    strcat(plotcmd," ");
    strcat(plotcmd,optionfilegnuplot);
    system(plotcmd);
   
   #ifdef windows
     while (z[0] != 'q') {
       chdir(path);
       printf("\nType e to edit output files, c to start again, and q for exiting: ");
       scanf("%s",z);
       if (z[0] == 'c') system("./imach");
       else if (z[0] == 'e') {
         chdir(path);
         system(optionfilehtm);
       }
       else if (z[0] == 'q') exit(0);
     }
   #endif
   }
   
   

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