Diff for /imach/src/imach.c between versions 1.8 and 1.83

version 1.8, 2001/05/02 17:54:31 version 1.83, 2003/06/10 13:39:11
Line 1 Line 1
      /* $Id$
 /*********************** Imach **************************************            $State$
   This program computes Healthy Life Expectancies from cross-longitudinal    $Log$
   data. Cross-longitudinal consist in a first survey ("cross") where    Revision 1.83  2003/06/10 13:39:11  lievre
   individuals from different ages are interviewed on their health status    *** empty log message ***
   or degree of  disability. At least a second wave of interviews  
   ("longitudinal") should  measure each new individual health status.    Revision 1.82  2003/06/05 15:57:20  brouard
   Health expectancies are computed from the transistions observed between    Add log in  imach.c and  fullversion number is now printed.
   waves and are computed for each degree of severity of disability (number  
   of life states). More degrees you consider, more time is necessary to  */
   reach the Maximum Likelihood of the parameters involved in the model.  /*
   The simplest model is the multinomial logistic model where pij is     Interpolated Markov Chain
   the probabibility to be observed in state j at the second wave conditional  
   to be observed in state i at the first wave. Therefore the model is:    Short summary of the programme:
   log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex'    
   is a covariate. If you want to have a more complex model than "constant and    This program computes Healthy Life Expectancies from
   age", you should modify the program where the markup    cross-longitudinal data. Cross-longitudinal data consist in: -1- a
     *Covariates have to be included here again* invites you to do it.    first survey ("cross") where individuals from different ages are
   More covariates you add, less is the speed of the convergence.    interviewed on their health status or degree of disability (in the
     case of a health survey which is our main interest) -2- at least a
   The advantage that this computer programme claims, comes from that if the    second wave of interviews ("longitudinal") which measure each change
   delay between waves is not identical for each individual, or if some    (if any) in individual health status.  Health expectancies are
   individual missed an interview, the information is not rounded or lost, but    computed from the time spent in each health state according to a
   taken into account using an interpolation or extrapolation.    model. More health states you consider, more time is necessary to reach the
   hPijx is the probability to be    Maximum Likelihood of the parameters involved in the model.  The
   observed in state i at age x+h conditional to the observed state i at age    simplest model is the multinomial logistic model where pij is the
   x. The delay 'h' can be split into an exact number (nh*stepm) of    probability to be observed in state j at the second wave
   unobserved intermediate  states. This elementary transition (by month or    conditional to be observed in state i at the first wave. Therefore
   quarter trimester, semester or year) is model as a multinomial logistic.    the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
   The hPx matrix is simply the matrix product of nh*stepm elementary matrices    'age' is age and 'sex' is a covariate. If you want to have a more
   and the contribution of each individual to the likelihood is simply hPijx.    complex model than "constant and age", you should modify the program
     where the markup *Covariates have to be included here again* invites
   Also this programme outputs the covariance matrix of the parameters but also    you to do it.  More covariates you add, slower the
   of the life expectancies. It also computes the prevalence limits.    convergence.
    
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).    The advantage of this computer programme, compared to a simple
            Institut national d'études démographiques, Paris.    multinomial logistic model, is clear when the delay between waves is not
   This software have been partly granted by Euro-REVES, a concerted action    identical for each individual. Also, if a individual missed an
   from the European Union.    intermediate interview, the information is lost, but taken into
   It is copyrighted identically to a GNU software product, ie programme and    account using an interpolation or extrapolation.  
   software can be distributed freely for non commercial use. Latest version  
   can be accessed at http://euroreves.ined.fr/imach .    hPijx is the probability to be observed in state i at age x+h
   **********************************************************************/    conditional to the observed state i at age x. The delay 'h' can be
      split into an exact number (nh*stepm) of unobserved intermediate
 #include <math.h>    states. This elementary transition (by month, quarter,
 #include <stdio.h>    semester or year) is modelled as a multinomial logistic.  The hPx
 #include <stdlib.h>    matrix is simply the matrix product of nh*stepm elementary matrices
 #include <unistd.h>    and the contribution of each individual to the likelihood is simply
     hPijx.
 #define MAXLINE 256  
 #define FILENAMELENGTH 80    Also this programme outputs the covariance matrix of the parameters but also
 /*#define DEBUG*/    of the life expectancies. It also computes the stable prevalence. 
 #define windows    
 #define GLOCK_ERROR_NOPATH              -1      /* empty path */    Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
 #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */             Institut national d'études démographiques, Paris.
     This software have been partly granted by Euro-REVES, a concerted action
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */    from the European Union.
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */    It is copyrighted identically to a GNU software product, ie programme and
     software can be distributed freely for non commercial use. Latest version
 #define NINTERVMAX 8    can be accessed at http://euroreves.ined.fr/imach .
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */  
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */    Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
 #define NCOVMAX 8 /* Maximum number of covariates */    or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
 #define MAXN 20000    
 #define YEARM 12. /* Number of months per year */    **********************************************************************/
 #define AGESUP 130  /*
 #define AGEBASE 40    main
     read parameterfile
     read datafile
 int nvar;    concatwav
 int cptcovn, cptcovage=0, cptcoveff=0,cptcov;    if (mle >= 1)
 int npar=NPARMAX;      mlikeli
 int nlstate=2; /* Number of live states */    print results files
 int ndeath=1; /* Number of dead states */    if mle==1 
 int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */       computes hessian
     read end of parameter file: agemin, agemax, bage, fage, estepm
 int *wav; /* Number of waves for this individuual 0 is possible */        begin-prev-date,...
 int maxwav; /* Maxim number of waves */    open gnuplot file
 int jmin, jmax; /* min, max spacing between 2 waves */    open html file
 int mle, weightopt;    stable prevalence
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */     for age prevalim()
 int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */    h Pij x
 double jmean; /* Mean space between 2 waves */    variance of p varprob
 double **oldm, **newm, **savm; /* Working pointers to matrices */    forecasting if prevfcast==1 prevforecast call prevalence()
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */    health expectancies
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest;    Variance-covariance of DFLE
 FILE *ficgp, *fichtm;    prevalence()
 FILE *ficreseij;     movingaverage()
   char filerese[FILENAMELENGTH];    varevsij() 
  FILE  *ficresvij;    if popbased==1 varevsij(,popbased)
   char fileresv[FILENAMELENGTH];    total life expectancies
  FILE  *ficresvpl;    Variance of stable prevalence
   char fileresvpl[FILENAMELENGTH];   end
   */
 #define NR_END 1  
 #define FREE_ARG char*  
 #define FTOL 1.0e-10  
    
 #define NRANSI  #include <math.h>
 #define ITMAX 200  #include <stdio.h>
   #include <stdlib.h>
 #define TOL 2.0e-4  #include <unistd.h>
   
 #define CGOLD 0.3819660  #define MAXLINE 256
 #define ZEPS 1.0e-10  #define GNUPLOTPROGRAM "gnuplot"
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);  /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
   #define FILENAMELENGTH 80
 #define GOLD 1.618034  /*#define DEBUG*/
 #define GLIMIT 100.0  #define windows
 #define TINY 1.0e-20  #define GLOCK_ERROR_NOPATH              -1      /* empty path */
   #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
 static double maxarg1,maxarg2;  
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))  #define MAXPARM 30 /* Maximum number of parameters for the optimization */
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))  #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
    
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))  #define NINTERVMAX 8
 #define rint(a) floor(a+0.5)  #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
   #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
 static double sqrarg;  #define NCOVMAX 8 /* Maximum number of covariates */
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)  #define MAXN 20000
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}  #define YEARM 12. /* Number of months per year */
   #define AGESUP 130
 int imx;  #define AGEBASE 40
 int stepm;  #ifdef windows
 /* Stepm, step in month: minimum step interpolation*/  #define DIRSEPARATOR '\\'
   #define ODIRSEPARATOR '/'
 int m,nb;  #else
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;  #define DIRSEPARATOR '/'
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;  #define ODIRSEPARATOR '\\'
 double **pmmij;  #endif
   
 double *weight;  /* $Id$ */
 int **s; /* Status */  /* $State$ */
 double *agedc, **covar, idx;  
 int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;  char version[]="Imach version 0.95a1, June 2003, INED-EUROREVES ";
   char fullversion[]="$Revision$ $Date$"; 
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */  int erreur; /* Error number */
 double ftolhess; /* Tolerance for computing hessian */  int nvar;
   int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
 /**************** split *************************/  int npar=NPARMAX;
 static  int split( char *path, char *dirc, char *name )  int nlstate=2; /* Number of live states */
 {  int ndeath=1; /* Number of dead states */
    char *s;                             /* pointer */  int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
    int  l1, l2;                         /* length counters */  int popbased=0;
   
    l1 = strlen( path );                 /* length of path */  int *wav; /* Number of waves for this individuual 0 is possible */
    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );  int maxwav; /* Maxim number of waves */
    s = strrchr( path, '\\' );           /* find last / */  int jmin, jmax; /* min, max spacing between 2 waves */
    if ( s == NULL ) {                   /* no directory, so use current */  int mle, weightopt;
 #if     defined(__bsd__)                /* get current working directory */  int **mw; /* mw[mi][i] is number of the mi wave for this individual */
       extern char       *getwd( );  int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
   int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
       if ( getwd( dirc ) == NULL ) {             * wave mi and wave mi+1 is not an exact multiple of stepm. */
 #else  double jmean; /* Mean space between 2 waves */
       extern char       *getcwd( );  double **oldm, **newm, **savm; /* Working pointers to matrices */
   double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {  FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
 #endif  FILE *ficlog, *ficrespow;
          return( GLOCK_ERROR_GETCWD );  FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
       }  FILE *ficresprobmorprev;
       strcpy( name, path );             /* we've got it */  FILE *fichtm; /* Html File */
    } else {                             /* strip direcotry from path */  FILE *ficreseij;
       s++;                              /* after this, the filename */  char filerese[FILENAMELENGTH];
       l2 = strlen( s );                 /* length of filename */  FILE  *ficresvij;
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );  char fileresv[FILENAMELENGTH];
       strcpy( name, s );                /* save file name */  FILE  *ficresvpl;
       strncpy( dirc, path, l1 - l2 );   /* now the directory */  char fileresvpl[FILENAMELENGTH];
       dirc[l1-l2] = 0;                  /* add zero */  char title[MAXLINE];
    }  char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
    l1 = strlen( dirc );                 /* length of directory */  char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }  
    return( 0 );                         /* we're done */  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
 }  char filelog[FILENAMELENGTH]; /* Log file */
   char filerest[FILENAMELENGTH];
   char fileregp[FILENAMELENGTH];
 /******************************************/  char popfile[FILENAMELENGTH];
   
 void replace(char *s, char*t)  char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];
 {  
   int i;  #define NR_END 1
   int lg=20;  #define FREE_ARG char*
   i=0;  #define FTOL 1.0e-10
   lg=strlen(t);  
   for(i=0; i<= lg; i++) {  #define NRANSI 
     (s[i] = t[i]);  #define ITMAX 200 
     if (t[i]== '\\') s[i]='/';  
   }  #define TOL 2.0e-4 
 }  
   #define CGOLD 0.3819660 
 int nbocc(char *s, char occ)  #define ZEPS 1.0e-10 
 {  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
   int i,j=0;  
   int lg=20;  #define GOLD 1.618034 
   i=0;  #define GLIMIT 100.0 
   lg=strlen(s);  #define TINY 1.0e-20 
   for(i=0; i<= lg; i++) {  
   if  (s[i] == occ ) j++;  static double maxarg1,maxarg2;
   }  #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
   return j;  #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
 }    
   #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
 void cutv(char *u,char *v, char*t, char occ)  #define rint(a) floor(a+0.5)
 {  
   int i,lg,j,p=0;  static double sqrarg;
   i=0;  #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
   for(j=0; j<=strlen(t)-1; j++) {  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;  
   }  int imx; 
   int stepm;
   lg=strlen(t);  /* Stepm, step in month: minimum step interpolation*/
   for(j=0; j<p; j++) {  
     (u[j] = t[j]);  int estepm;
   }  /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
      u[p]='\0';  
   int m,nb;
    for(j=0; j<= lg; j++) {  int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;
     if (j>=(p+1))(v[j-p-1] = t[j]);  double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
   }  double **pmmij, ***probs;
 }  double dateintmean=0;
   
 /********************** nrerror ********************/  double *weight;
   int **s; /* Status */
 void nrerror(char error_text[])  double *agedc, **covar, idx;
 {  int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
   fprintf(stderr,"ERREUR ...\n");  
   fprintf(stderr,"%s\n",error_text);  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
   exit(1);  double ftolhess; /* Tolerance for computing hessian */
 }  
 /*********************** vector *******************/  /**************** split *************************/
 double *vector(int nl, int nh)  static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
 {  {
   double *v;    char  *ss;                            /* pointer */
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));    int   l1, l2;                         /* length counters */
   if (!v) nrerror("allocation failure in vector");  
   return v-nl+NR_END;    l1 = strlen(path );                   /* length of path */
 }    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
     ss= strrchr( path, DIRSEPARATOR );            /* find last / */
 /************************ free vector ******************/    if ( ss == NULL ) {                   /* no directory, so use current */
 void free_vector(double*v, int nl, int nh)      /*if(strrchr(path, ODIRSEPARATOR )==NULL)
 {        printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
   free((FREE_ARG)(v+nl-NR_END));      /* get current working directory */
 }      /*    extern  char* getcwd ( char *buf , int len);*/
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
 /************************ivector *******************************/        return( GLOCK_ERROR_GETCWD );
 int *ivector(long nl,long nh)      }
 {      strcpy( name, path );               /* we've got it */
   int *v;    } else {                              /* strip direcotry from path */
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));      ss++;                               /* after this, the filename */
   if (!v) nrerror("allocation failure in ivector");      l2 = strlen( ss );                  /* length of filename */
   return v-nl+NR_END;      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
 }      strcpy( name, ss );         /* save file name */
       strncpy( dirc, path, l1 - l2 );     /* now the directory */
 /******************free ivector **************************/      dirc[l1-l2] = 0;                    /* add zero */
 void free_ivector(int *v, long nl, long nh)    }
 {    l1 = strlen( dirc );                  /* length of directory */
   free((FREE_ARG)(v+nl-NR_END));  #ifdef windows
 }    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
   #else
 /******************* imatrix *******************************/    if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
 int **imatrix(long nrl, long nrh, long ncl, long nch)  #endif
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */    ss = strrchr( name, '.' );            /* find last / */
 {    ss++;
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;    strcpy(ext,ss);                       /* save extension */
   int **m;    l1= strlen( name);
      l2= strlen(ss)+1;
   /* allocate pointers to rows */    strncpy( finame, name, l1-l2);
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));    finame[l1-l2]= 0;
   if (!m) nrerror("allocation failure 1 in matrix()");    return( 0 );                          /* we're done */
   m += NR_END;  }
   m -= nrl;  
    
    /******************************************/
   /* allocate rows and set pointers to them */  
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));  void replace(char *s, char*t)
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  {
   m[nrl] += NR_END;    int i;
   m[nrl] -= ncl;    int lg=20;
      i=0;
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;    lg=strlen(t);
      for(i=0; i<= lg; i++) {
   /* return pointer to array of pointers to rows */      (s[i] = t[i]);
   return m;      if (t[i]== '\\') s[i]='/';
 }    }
   }
 /****************** free_imatrix *************************/  
 void free_imatrix(m,nrl,nrh,ncl,nch)  int nbocc(char *s, char occ)
       int **m;  {
       long nch,ncl,nrh,nrl;    int i,j=0;
      /* free an int matrix allocated by imatrix() */    int lg=20;
 {    i=0;
   free((FREE_ARG) (m[nrl]+ncl-NR_END));    lg=strlen(s);
   free((FREE_ARG) (m+nrl-NR_END));    for(i=0; i<= lg; i++) {
 }    if  (s[i] == occ ) j++;
     }
 /******************* matrix *******************************/    return j;
 double **matrix(long nrl, long nrh, long ncl, long nch)  }
 {  
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;  void cutv(char *u,char *v, char*t, char occ)
   double **m;  {
     /* cuts string t into u and v where u is ended by char occ excluding it
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));       and v is after occ excluding it too : ex cutv(u,v,"abcdef2ghi2j",2)
   if (!m) nrerror("allocation failure 1 in matrix()");       gives u="abcedf" and v="ghi2j" */
   m += NR_END;    int i,lg,j,p=0;
   m -= nrl;    i=0;
     for(j=0; j<=strlen(t)-1; j++) {
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));      if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    }
   m[nrl] += NR_END;  
   m[nrl] -= ncl;    lg=strlen(t);
     for(j=0; j<p; j++) {
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;      (u[j] = t[j]);
   return m;    }
 }       u[p]='\0';
   
 /*************************free matrix ************************/     for(j=0; j<= lg; j++) {
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)      if (j>=(p+1))(v[j-p-1] = t[j]);
 {    }
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  }
   free((FREE_ARG)(m+nrl-NR_END));  
 }  /********************** nrerror ********************/
   
 /******************* ma3x *******************************/  void nrerror(char error_text[])
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)  {
 {    fprintf(stderr,"ERREUR ...\n");
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;    fprintf(stderr,"%s\n",error_text);
   double ***m;    exit(EXIT_FAILURE);
   }
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  /*********************** vector *******************/
   if (!m) nrerror("allocation failure 1 in matrix()");  double *vector(int nl, int nh)
   m += NR_END;  {
   m -= nrl;    double *v;
     v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));    if (!v) nrerror("allocation failure in vector");
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    return v-nl+NR_END;
   m[nrl] += NR_END;  }
   m[nrl] -= ncl;  
   /************************ free vector ******************/
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  void free_vector(double*v, int nl, int nh)
   {
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));    free((FREE_ARG)(v+nl-NR_END));
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");  }
   m[nrl][ncl] += NR_END;  
   m[nrl][ncl] -= nll;  /************************ivector *******************************/
   for (j=ncl+1; j<=nch; j++)  char *cvector(long nl,long nh)
     m[nrl][j]=m[nrl][j-1]+nlay;  {
      char *v;
   for (i=nrl+1; i<=nrh; i++) {    v=(char *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(char)));
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;    if (!v) nrerror("allocation failure in cvector");
     for (j=ncl+1; j<=nch; j++)    return v-nl+NR_END;
       m[i][j]=m[i][j-1]+nlay;  }
   }  
   return m;  /******************free ivector **************************/
 }  void free_cvector(char *v, long nl, long nh)
   {
 /*************************free ma3x ************************/    free((FREE_ARG)(v+nl-NR_END));
 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));  /************************ivector *******************************/
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  int *ivector(long nl,long nh)
   free((FREE_ARG)(m+nrl-NR_END));  {
 }    int *v;
     v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
 /***************** f1dim *************************/    if (!v) nrerror("allocation failure in ivector");
 extern int ncom;    return v-nl+NR_END;
 extern double *pcom,*xicom;  }
 extern double (*nrfunc)(double []);  
    /******************free ivector **************************/
 double f1dim(double x)  void free_ivector(int *v, long nl, long nh)
 {  {
   int j;    free((FREE_ARG)(v+nl-NR_END));
   double f;  }
   double *xt;  
    /******************* imatrix *******************************/
   xt=vector(1,ncom);  int **imatrix(long nrl, long nrh, long ncl, long nch) 
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
   f=(*nrfunc)(xt);  { 
   free_vector(xt,1,ncom);    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
   return f;    int **m; 
 }    
     /* allocate pointers to rows */ 
 /*****************brent *************************/    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)    if (!m) nrerror("allocation failure 1 in matrix()"); 
 {    m += NR_END; 
   int iter;    m -= nrl; 
   double a,b,d,etemp;    
   double fu,fv,fw,fx;    
   double ftemp;    /* allocate rows and set pointers to them */ 
   double p,q,r,tol1,tol2,u,v,w,x,xm;    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
   double e=0.0;    if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
      m[nrl] += NR_END; 
   a=(ax < cx ? ax : cx);    m[nrl] -= ncl; 
   b=(ax > cx ? ax : cx);    
   x=w=v=bx;    for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
   fw=fv=fx=(*f)(x);    
   for (iter=1;iter<=ITMAX;iter++) {    /* return pointer to array of pointers to rows */ 
     xm=0.5*(a+b);    return m; 
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);  } 
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/  
     printf(".");fflush(stdout);  /****************** free_imatrix *************************/
 #ifdef DEBUG  void free_imatrix(m,nrl,nrh,ncl,nch)
     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);        int **m;
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */        long nch,ncl,nrh,nrl; 
 #endif       /* free an int matrix allocated by imatrix() */ 
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){  { 
       *xmin=x;    free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
       return fx;    free((FREE_ARG) (m+nrl-NR_END)); 
     }  } 
     ftemp=fu;  
     if (fabs(e) > tol1) {  /******************* matrix *******************************/
       r=(x-w)*(fx-fv);  double **matrix(long nrl, long nrh, long ncl, long nch)
       q=(x-v)*(fx-fw);  {
       p=(x-v)*q-(x-w)*r;    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
       q=2.0*(q-r);    double **m;
       if (q > 0.0) p = -p;  
       q=fabs(q);    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
       etemp=e;    if (!m) nrerror("allocation failure 1 in matrix()");
       e=d;    m += NR_END;
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))    m -= nrl;
         d=CGOLD*(e=(x >= xm ? a-x : b-x));  
       else {    m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
         d=p/q;    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
         u=x+d;    m[nrl] += NR_END;
         if (u-a < tol2 || b-u < tol2)    m[nrl] -= ncl;
           d=SIGN(tol1,xm-x);  
       }    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
     } else {    return m;
       d=CGOLD*(e=(x >= xm ? a-x : b-x));    /* print *(*(m+1)+70) ou print m[1][70]; print m+1 or print &(m[1]) 
     }     */
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));  }
     fu=(*f)(u);  
     if (fu <= fx) {  /*************************free matrix ************************/
       if (u >= x) a=x; else b=x;  void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
       SHFT(v,w,x,u)  {
         SHFT(fv,fw,fx,fu)    free((FREE_ARG)(m[nrl]+ncl-NR_END));
         } else {    free((FREE_ARG)(m+nrl-NR_END));
           if (u < x) a=u; else b=u;  }
           if (fu <= fw || w == x) {  
             v=w;  /******************* ma3x *******************************/
             w=u;  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
             fv=fw;  {
             fw=fu;    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
           } else if (fu <= fv || v == x || v == w) {    double ***m;
             v=u;  
             fv=fu;    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
           }    if (!m) nrerror("allocation failure 1 in matrix()");
         }    m += NR_END;
   }    m -= nrl;
   nrerror("Too many iterations in brent");  
   *xmin=x;    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
   return fx;    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
 }    m[nrl] += NR_END;
     m[nrl] -= ncl;
 /****************** mnbrak ***********************/  
     for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,  
             double (*func)(double))    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
 {    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
   double ulim,u,r,q, dum;    m[nrl][ncl] += NR_END;
   double fu;    m[nrl][ncl] -= nll;
      for (j=ncl+1; j<=nch; j++) 
   *fa=(*func)(*ax);      m[nrl][j]=m[nrl][j-1]+nlay;
   *fb=(*func)(*bx);    
   if (*fb > *fa) {    for (i=nrl+1; i<=nrh; i++) {
     SHFT(dum,*ax,*bx,dum)      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
       SHFT(dum,*fb,*fa,dum)      for (j=ncl+1; j<=nch; j++) 
       }        m[i][j]=m[i][j-1]+nlay;
   *cx=(*bx)+GOLD*(*bx-*ax);    }
   *fc=(*func)(*cx);    return m; 
   while (*fb > *fc) {    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
     r=(*bx-*ax)*(*fb-*fc);             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
     q=(*bx-*cx)*(*fb-*fa);    */
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/  }
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));  
     ulim=(*bx)+GLIMIT*(*cx-*bx);  /*************************free ma3x ************************/
     if ((*bx-u)*(u-*cx) > 0.0) {  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
       fu=(*func)(u);  {
     } else if ((*cx-u)*(u-ulim) > 0.0) {    free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
       fu=(*func)(u);    free((FREE_ARG)(m[nrl]+ncl-NR_END));
       if (fu < *fc) {    free((FREE_ARG)(m+nrl-NR_END));
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))  }
           SHFT(*fb,*fc,fu,(*func)(u))  
           }  /***************** f1dim *************************/
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {  extern int ncom; 
       u=ulim;  extern double *pcom,*xicom;
       fu=(*func)(u);  extern double (*nrfunc)(double []); 
     } else {   
       u=(*cx)+GOLD*(*cx-*bx);  double f1dim(double x) 
       fu=(*func)(u);  { 
     }    int j; 
     SHFT(*ax,*bx,*cx,u)    double f;
       SHFT(*fa,*fb,*fc,fu)    double *xt; 
       }   
 }    xt=vector(1,ncom); 
     for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
 /*************** linmin ************************/    f=(*nrfunc)(xt); 
     free_vector(xt,1,ncom); 
 int ncom;    return f; 
 double *pcom,*xicom;  } 
 double (*nrfunc)(double []);  
    /*****************brent *************************/
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
 {  { 
   double brent(double ax, double bx, double cx,    int iter; 
                double (*f)(double), double tol, double *xmin);    double a,b,d,etemp;
   double f1dim(double x);    double fu,fv,fw,fx;
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,    double ftemp;
               double *fc, double (*func)(double));    double p,q,r,tol1,tol2,u,v,w,x,xm; 
   int j;    double e=0.0; 
   double xx,xmin,bx,ax;   
   double fx,fb,fa;    a=(ax < cx ? ax : cx); 
      b=(ax > cx ? ax : cx); 
   ncom=n;    x=w=v=bx; 
   pcom=vector(1,n);    fw=fv=fx=(*f)(x); 
   xicom=vector(1,n);    for (iter=1;iter<=ITMAX;iter++) { 
   nrfunc=func;      xm=0.5*(a+b); 
   for (j=1;j<=n;j++) {      tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
     pcom[j]=p[j];      /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
     xicom[j]=xi[j];      printf(".");fflush(stdout);
   }      fprintf(ficlog,".");fflush(ficlog);
   ax=0.0;  #ifdef DEBUG
   xx=1.0;      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);
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);      fprintf(ficlog,"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);
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);      /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
 #ifdef DEBUG  #endif
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);      if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
 #endif        *xmin=x; 
   for (j=1;j<=n;j++) {        return fx; 
     xi[j] *= xmin;      } 
     p[j] += xi[j];      ftemp=fu;
   }      if (fabs(e) > tol1) { 
   free_vector(xicom,1,n);        r=(x-w)*(fx-fv); 
   free_vector(pcom,1,n);        q=(x-v)*(fx-fw); 
 }        p=(x-v)*q-(x-w)*r; 
         q=2.0*(q-r); 
 /*************** powell ************************/        if (q > 0.0) p = -p; 
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,        q=fabs(q); 
             double (*func)(double []))        etemp=e; 
 {        e=d; 
   void linmin(double p[], double xi[], int n, double *fret,        if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
               double (*func)(double []));          d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
   int i,ibig,j;        else { 
   double del,t,*pt,*ptt,*xit;          d=p/q; 
   double fp,fptt;          u=x+d; 
   double *xits;          if (u-a < tol2 || b-u < tol2) 
   pt=vector(1,n);            d=SIGN(tol1,xm-x); 
   ptt=vector(1,n);        } 
   xit=vector(1,n);      } else { 
   xits=vector(1,n);        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
   *fret=(*func)(p);      } 
   for (j=1;j<=n;j++) pt[j]=p[j];      u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
   for (*iter=1;;++(*iter)) {      fu=(*f)(u); 
     fp=(*fret);      if (fu <= fx) { 
     ibig=0;        if (u >= x) a=x; else b=x; 
     del=0.0;        SHFT(v,w,x,u) 
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);          SHFT(fv,fw,fx,fu) 
     for (i=1;i<=n;i++)          } else { 
       printf(" %d %.12f",i, p[i]);            if (u < x) a=u; else b=u; 
     printf("\n");            if (fu <= fw || w == x) { 
     for (i=1;i<=n;i++) {              v=w; 
       for (j=1;j<=n;j++) xit[j]=xi[j][i];              w=u; 
       fptt=(*fret);              fv=fw; 
 #ifdef DEBUG              fw=fu; 
       printf("fret=%lf \n",*fret);            } else if (fu <= fv || v == x || v == w) { 
 #endif              v=u; 
       printf("%d",i);fflush(stdout);              fv=fu; 
       linmin(p,xit,n,fret,func);            } 
       if (fabs(fptt-(*fret)) > del) {          } 
         del=fabs(fptt-(*fret));    } 
         ibig=i;    nrerror("Too many iterations in brent"); 
       }    *xmin=x; 
 #ifdef DEBUG    return fx; 
       printf("%d %.12e",i,(*fret));  } 
       for (j=1;j<=n;j++) {  
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);  /****************** mnbrak ***********************/
         printf(" x(%d)=%.12e",j,xit[j]);  
       }  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
       for(j=1;j<=n;j++)              double (*func)(double)) 
         printf(" p=%.12e",p[j]);  { 
       printf("\n");    double ulim,u,r,q, dum;
 #endif    double fu; 
     }   
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {    *fa=(*func)(*ax); 
 #ifdef DEBUG    *fb=(*func)(*bx); 
       int k[2],l;    if (*fb > *fa) { 
       k[0]=1;      SHFT(dum,*ax,*bx,dum) 
       k[1]=-1;        SHFT(dum,*fb,*fa,dum) 
       printf("Max: %.12e",(*func)(p));        } 
       for (j=1;j<=n;j++)    *cx=(*bx)+GOLD*(*bx-*ax); 
         printf(" %.12e",p[j]);    *fc=(*func)(*cx); 
       printf("\n");    while (*fb > *fc) { 
       for(l=0;l<=1;l++) {      r=(*bx-*ax)*(*fb-*fc); 
         for (j=1;j<=n;j++) {      q=(*bx-*cx)*(*fb-*fa); 
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];      u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);        (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
         }      ulim=(*bx)+GLIMIT*(*cx-*bx); 
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));      if ((*bx-u)*(u-*cx) > 0.0) { 
       }        fu=(*func)(u); 
 #endif      } else if ((*cx-u)*(u-ulim) > 0.0) { 
         fu=(*func)(u); 
         if (fu < *fc) { 
       free_vector(xit,1,n);          SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
       free_vector(xits,1,n);            SHFT(*fb,*fc,fu,(*func)(u)) 
       free_vector(ptt,1,n);            } 
       free_vector(pt,1,n);      } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
       return;        u=ulim; 
     }        fu=(*func)(u); 
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");      } else { 
     for (j=1;j<=n;j++) {        u=(*cx)+GOLD*(*cx-*bx); 
       ptt[j]=2.0*p[j]-pt[j];        fu=(*func)(u); 
       xit[j]=p[j]-pt[j];      } 
       pt[j]=p[j];      SHFT(*ax,*bx,*cx,u) 
     }        SHFT(*fa,*fb,*fc,fu) 
     fptt=(*func)(ptt);        } 
     if (fptt < fp) {  } 
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);  
       if (t < 0.0) {  /*************** linmin ************************/
         linmin(p,xit,n,fret,func);  
         for (j=1;j<=n;j++) {  int ncom; 
           xi[j][ibig]=xi[j][n];  double *pcom,*xicom;
           xi[j][n]=xit[j];  double (*nrfunc)(double []); 
         }   
 #ifdef DEBUG  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
         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++)    double brent(double ax, double bx, double cx, 
           printf(" %.12e",xit[j]);                 double (*f)(double), double tol, double *xmin); 
         printf("\n");    double f1dim(double x); 
 #endif    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
       }                double *fc, double (*func)(double)); 
     }    int j; 
   }    double xx,xmin,bx,ax; 
 }    double fx,fb,fa;
    
 /**** Prevalence limit ****************/    ncom=n; 
     pcom=vector(1,n); 
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)    xicom=vector(1,n); 
 {    nrfunc=func; 
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit    for (j=1;j<=n;j++) { 
      matrix by transitions matrix until convergence is reached */      pcom[j]=p[j]; 
       xicom[j]=xi[j]; 
   int i, ii,j,k;    } 
   double min, max, maxmin, maxmax,sumnew=0.;    ax=0.0; 
   double **matprod2();    xx=1.0; 
   double **out, cov[NCOVMAX], **pmij();    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
   double **newm;    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
   double agefin, delaymax=50 ; /* Max number of years to converge */  #ifdef DEBUG
     printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
   for (ii=1;ii<=nlstate+ndeath;ii++)    fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
     for (j=1;j<=nlstate+ndeath;j++){  #endif
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);    for (j=1;j<=n;j++) { 
     }      xi[j] *= xmin; 
       p[j] += xi[j]; 
    cov[1]=1.;    } 
      free_vector(xicom,1,n); 
  /* Even if hstepm = 1, at least one multiplication by the unit matrix */    free_vector(pcom,1,n); 
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){  } 
     newm=savm;  
     /* Covariates have to be included here again */  /*************** powell ************************/
      cov[2]=agefin;  void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
                double (*func)(double [])) 
       for (k=1; k<=cptcovn;k++) {  { 
         cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];    void linmin(double p[], double xi[], int n, double *fret, 
         /*printf("ij=%d Tvar[k]=%d nbcode=%d cov=%lf\n",ij, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k]);*/                double (*func)(double [])); 
       }    int i,ibig,j; 
       for (k=1; k<=cptcovage;k++)    double del,t,*pt,*ptt,*xit;
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];    double fp,fptt;
       for (k=1; k<=cptcovprod;k++)    double *xits;
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];    pt=vector(1,n); 
     ptt=vector(1,n); 
       /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/    xit=vector(1,n); 
       /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/    xits=vector(1,n); 
     *fret=(*func)(p); 
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);    for (j=1;j<=n;j++) pt[j]=p[j]; 
     for (*iter=1;;++(*iter)) { 
     savm=oldm;      fp=(*fret); 
     oldm=newm;      ibig=0; 
     maxmax=0.;      del=0.0; 
     for(j=1;j<=nlstate;j++){      printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
       min=1.;      fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f",*iter,*fret);
       max=0.;      fprintf(ficrespow,"%d %.12f",*iter,*fret);
       for(i=1; i<=nlstate; i++) {      for (i=1;i<=n;i++) {
         sumnew=0;        printf(" %d %.12f",i, p[i]);
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];        fprintf(ficlog," %d %.12lf",i, p[i]);
         prlim[i][j]= newm[i][j]/(1-sumnew);        fprintf(ficrespow," %.12lf", p[i]);
         max=FMAX(max,prlim[i][j]);      }
         min=FMIN(min,prlim[i][j]);      printf("\n");
       }      fprintf(ficlog,"\n");
       maxmin=max-min;      fprintf(ficrespow,"\n");
       maxmax=FMAX(maxmax,maxmin);      for (i=1;i<=n;i++) { 
     }        for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
     if(maxmax < ftolpl){        fptt=(*fret); 
       return prlim;  #ifdef DEBUG
     }        printf("fret=%lf \n",*fret);
   }        fprintf(ficlog,"fret=%lf \n",*fret);
 }  #endif
         printf("%d",i);fflush(stdout);
 /*************** transition probabilities **********/        fprintf(ficlog,"%d",i);fflush(ficlog);
         linmin(p,xit,n,fret,func); 
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )        if (fabs(fptt-(*fret)) > del) { 
 {          del=fabs(fptt-(*fret)); 
   double s1, s2;          ibig=i; 
   /*double t34;*/        } 
   int i,j,j1, nc, ii, jj;  #ifdef DEBUG
         printf("%d %.12e",i,(*fret));
     for(i=1; i<= nlstate; i++){        fprintf(ficlog,"%d %.12e",i,(*fret));
     for(j=1; j<i;j++){        for (j=1;j<=n;j++) {
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){          xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
         /*s2 += param[i][j][nc]*cov[nc];*/          printf(" x(%d)=%.12e",j,xit[j]);
         s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];          fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/        }
       }        for(j=1;j<=n;j++) {
       ps[i][j]=s2;          printf(" p=%.12e",p[j]);
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/          fprintf(ficlog," p=%.12e",p[j]);
     }        }
     for(j=i+1; j<=nlstate+ndeath;j++){        printf("\n");
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){        fprintf(ficlog,"\n");
         s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];  #endif
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/      } 
       }      if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
       ps[i][j]=s2;  #ifdef DEBUG
     }        int k[2],l;
   }        k[0]=1;
   for(i=1; i<= nlstate; i++){        k[1]=-1;
      s1=0;        printf("Max: %.12e",(*func)(p));
     for(j=1; j<i; j++)        fprintf(ficlog,"Max: %.12e",(*func)(p));
       s1+=exp(ps[i][j]);        for (j=1;j<=n;j++) {
     for(j=i+1; j<=nlstate+ndeath; j++)          printf(" %.12e",p[j]);
       s1+=exp(ps[i][j]);          fprintf(ficlog," %.12e",p[j]);
     ps[i][i]=1./(s1+1.);        }
     for(j=1; j<i; j++)        printf("\n");
       ps[i][j]= exp(ps[i][j])*ps[i][i];        fprintf(ficlog,"\n");
     for(j=i+1; j<=nlstate+ndeath; j++)        for(l=0;l<=1;l++) {
       ps[i][j]= exp(ps[i][j])*ps[i][i];          for (j=1;j<=n;j++) {
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */            ptt[j]=p[j]+(p[j]-pt[j])*k[l];
   } /* end i */            printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
             fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){          }
     for(jj=1; jj<= nlstate+ndeath; jj++){          printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
       ps[ii][jj]=0;          fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
       ps[ii][ii]=1;        }
     }  #endif
   }  
   
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){        free_vector(xit,1,n); 
     for(jj=1; jj<= nlstate+ndeath; jj++){        free_vector(xits,1,n); 
      printf("%lf ",ps[ii][jj]);        free_vector(ptt,1,n); 
    }        free_vector(pt,1,n); 
     printf("\n ");        return; 
     }      } 
     printf("\n ");printf("%lf ",cov[2]);*/      if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
 /*      for (j=1;j<=n;j++) { 
   for(i=1; i<= npar; i++) printf("%f ",x[i]);        ptt[j]=2.0*p[j]-pt[j]; 
   goto end;*/        xit[j]=p[j]-pt[j]; 
     return ps;        pt[j]=p[j]; 
 }      } 
       fptt=(*func)(ptt); 
 /**************** Product of 2 matrices ******************/      if (fptt < fp) { 
         t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)        if (t < 0.0) { 
 {          linmin(p,xit,n,fret,func); 
   /* Computes the matric product of in(1,nrh-nrl+1)(1,nch-ncl+1) times          for (j=1;j<=n;j++) { 
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */            xi[j][ibig]=xi[j][n]; 
   /* in, b, out are matrice of pointers which should have been initialized            xi[j][n]=xit[j]; 
      before: only the contents of out is modified. The function returns          }
      a pointer to pointers identical to out */  #ifdef DEBUG
   long i, j, k;          printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
   for(i=nrl; i<= nrh; i++)          fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
     for(k=ncolol; k<=ncoloh; k++)          for(j=1;j<=n;j++){
       for(j=ncl,out[i][k]=0.; j<=nch; j++)            printf(" %.12e",xit[j]);
         out[i][k] +=in[i][j]*b[j][k];            fprintf(ficlog," %.12e",xit[j]);
           }
   return out;          printf("\n");
 }          fprintf(ficlog,"\n");
   #endif
         }
 /************* Higher Matrix Product ***************/      } 
     } 
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )  } 
 {  
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month  /**** Prevalence limit (stable prevalence)  ****************/
      duration (i.e. until  
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.  double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
      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).    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
      Model is determined by parameters x and covariates have to be       matrix by transitions matrix until convergence is reached */
      included manually here.  
     int i, ii,j,k;
      */    double min, max, maxmin, maxmax,sumnew=0.;
     double **matprod2();
   int i, j, d, h, k;    double **out, cov[NCOVMAX], **pmij();
   double **out, cov[NCOVMAX];    double **newm;
   double **newm;    double agefin, delaymax=50 ; /* Max number of years to converge */
   
   /* Hstepm could be zero and should return the unit matrix */    for (ii=1;ii<=nlstate+ndeath;ii++)
   for (i=1;i<=nlstate+ndeath;i++)      for (j=1;j<=nlstate+ndeath;j++){
     for (j=1;j<=nlstate+ndeath;j++){        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       oldm[i][j]=(i==j ? 1.0 : 0.0);      }
       po[i][j][0]=(i==j ? 1.0 : 0.0);  
     }     cov[1]=1.;
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */   
   for(h=1; h <=nhstepm; h++){   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
     for(d=1; d <=hstepm; d++){    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
       newm=savm;      newm=savm;
       /* Covariates have to be included here again */      /* Covariates have to be included here again */
       cov[1]=1.;       cov[2]=agefin;
       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]]];        for (k=1; k<=cptcovn;k++) {
 for (k=1; k<=cptcovage;k++)          cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];          /*      printf("ij=%d k=%d Tvar[k]=%d nbcode=%d cov=%lf codtab[ij][Tvar[k]]=%d \n",ij,k, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k], codtab[ij][Tvar[k]]);*/
    for (k=1; k<=cptcovprod;k++)        }
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];        for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
         for (k=1; k<=cptcovprod;k++)
           cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/  
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/        /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,        /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
                    pmij(pmmij,cov,ncovmodel,x,nlstate));        /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
       savm=oldm;      out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
       oldm=newm;  
     }      savm=oldm;
     for(i=1; i<=nlstate+ndeath; i++)      oldm=newm;
       for(j=1;j<=nlstate+ndeath;j++) {      maxmax=0.;
         po[i][j][h]=newm[i][j];      for(j=1;j<=nlstate;j++){
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);        min=1.;
          */        max=0.;
       }        for(i=1; i<=nlstate; i++) {
   } /* end h */          sumnew=0;
   return po;          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
 }          prlim[i][j]= newm[i][j]/(1-sumnew);
           max=FMAX(max,prlim[i][j]);
           min=FMIN(min,prlim[i][j]);
 /*************** log-likelihood *************/        }
 double func( double *x)        maxmin=max-min;
 {        maxmax=FMAX(maxmax,maxmin);
   int i, ii, j, k, mi, d, kk;      }
   double l, ll[NLSTATEMAX], cov[NCOVMAX];      if(maxmax < ftolpl){
   double **out;        return prlim;
   double sw; /* Sum of weights */      }
   double lli; /* Individual log likelihood */    }
   long ipmx;  }
   /*extern weight */  
   /* We are differentiating ll according to initial status */  /*************** transition probabilities ***************/ 
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/  
   /*for(i=1;i<imx;i++)  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
     printf(" %d\n",s[4][i]);  {
   */    double s1, s2;
   cov[1]=1.;    /*double t34;*/
     int i,j,j1, nc, ii, jj;
   for(k=1; k<=nlstate; k++) ll[k]=0.;  
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){      for(i=1; i<= nlstate; i++){
     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];      for(j=1; j<i;j++){
     for(mi=1; mi<= wav[i]-1; mi++){        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
       for (ii=1;ii<=nlstate+ndeath;ii++)          /*s2 += param[i][j][nc]*cov[nc];*/
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);          s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
       for(d=0; d<dh[mi][i]; d++){          /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/
         newm=savm;        }
         cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;        ps[i][j]=s2;
         for (kk=1; kk<=cptcovage;kk++) {        /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
           cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];      }
         }      for(j=i+1; j<=nlstate+ndeath;j++){
                for (nc=1, s2=0.;nc <=ncovmodel; nc++){
         out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,          s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
                      1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));          /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
         savm=oldm;        }
         oldm=newm;        ps[i][j]=s2;
              }
            }
       } /* end mult */      /*ps[3][2]=1;*/
        
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);    for(i=1; i<= nlstate; i++){
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/       s1=0;
       ipmx +=1;      for(j=1; j<i; j++)
       sw += weight[i];        s1+=exp(ps[i][j]);
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;      for(j=i+1; j<=nlstate+ndeath; j++)
     } /* end of wave */        s1+=exp(ps[i][j]);
   } /* end of individual */      ps[i][i]=1./(s1+1.);
       for(j=1; j<i; j++)
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];        ps[i][j]= exp(ps[i][j])*ps[i][i];
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */      for(j=i+1; j<=nlstate+ndeath; j++)
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */        ps[i][j]= exp(ps[i][j])*ps[i][i];
   return -l;      /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
 }    } /* end i */
   
     for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
 /*********** Maximum Likelihood Estimation ***************/      for(jj=1; jj<= nlstate+ndeath; jj++){
         ps[ii][jj]=0;
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))        ps[ii][ii]=1;
 {      }
   int i,j, iter;    }
   double **xi,*delti;  
   double fret;  
   xi=matrix(1,npar,1,npar);    /*   for(ii=1; ii<= nlstate+ndeath; ii++){
   for (i=1;i<=npar;i++)      for(jj=1; jj<= nlstate+ndeath; jj++){
     for (j=1;j<=npar;j++)       printf("%lf ",ps[ii][jj]);
       xi[i][j]=(i==j ? 1.0 : 0.0);     }
   printf("Powell\n");      printf("\n ");
   powell(p,xi,npar,ftol,&iter,&fret,func);      }
       printf("\n ");printf("%lf ",cov[2]);*/
    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));    for(i=1; i<= npar; i++) printf("%f ",x[i]);
     goto end;*/
 }      return ps;
   }
 /**** Computes Hessian and covariance matrix ***/  
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))  /**************** Product of 2 matrices ******************/
 {  
   double  **a,**y,*x,pd;  double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
   double **hess;  {
   int i, j,jk;    /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
   int *indx;       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
     /* in, b, out are matrice of pointers which should have been initialized 
   double hessii(double p[], double delta, int theta, double delti[]);       before: only the contents of out is modified. The function returns
   double hessij(double p[], double delti[], int i, int j);       a pointer to pointers identical to out */
   void lubksb(double **a, int npar, int *indx, double b[]) ;    long i, j, k;
   void ludcmp(double **a, int npar, int *indx, double *d) ;    for(i=nrl; i<= nrh; i++)
       for(k=ncolol; k<=ncoloh; k++)
         for(j=ncl,out[i][k]=0.; j<=nch; j++)
   hess=matrix(1,npar,1,npar);          out[i][k] +=in[i][j]*b[j][k];
   
   printf("\nCalculation of the hessian matrix. Wait...\n");    return out;
   for (i=1;i<=npar;i++){  }
     printf("%d",i);fflush(stdout);  
     hess[i][i]=hessii(p,ftolhess,i,delti);  
     /*printf(" %f ",p[i]);*/  /************* Higher Matrix Product ***************/
   }  
   double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
   for (i=1;i<=npar;i++) {  {
     for (j=1;j<=npar;j++)  {    /* Computes the transition matrix starting at age 'age' over 
       if (j>i) {       'nhstepm*hstepm*stepm' months (i.e. until
         printf(".%d%d",i,j);fflush(stdout);       age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
         hess[i][j]=hessij(p,delti,i,j);       nhstepm*hstepm matrices. 
         hess[j][i]=hess[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 
     }       for the memory).
   }       Model is determined by parameters x and covariates have to be 
   printf("\n");       included manually here. 
   
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");       */
    
   a=matrix(1,npar,1,npar);    int i, j, d, h, k;
   y=matrix(1,npar,1,npar);    double **out, cov[NCOVMAX];
   x=vector(1,npar);    double **newm;
   indx=ivector(1,npar);  
   for (i=1;i<=npar;i++)    /* Hstepm could be zero and should return the unit matrix */
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];    for (i=1;i<=nlstate+ndeath;i++)
   ludcmp(a,npar,indx,&pd);      for (j=1;j<=nlstate+ndeath;j++){
         oldm[i][j]=(i==j ? 1.0 : 0.0);
   for (j=1;j<=npar;j++) {        po[i][j][0]=(i==j ? 1.0 : 0.0);
     for (i=1;i<=npar;i++) x[i]=0;      }
     x[j]=1;    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
     lubksb(a,npar,indx,x);    for(h=1; h <=nhstepm; h++){
     for (i=1;i<=npar;i++){      for(d=1; d <=hstepm; d++){
       matcov[i][j]=x[i];        newm=savm;
     }        /* Covariates have to be included here again */
   }        cov[1]=1.;
         cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
   printf("\n#Hessian matrix#\n");        for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
   for (i=1;i<=npar;i++) {        for (k=1; k<=cptcovage;k++)
     for (j=1;j<=npar;j++) {          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
       printf("%.3e ",hess[i][j]);        for (k=1; k<=cptcovprod;k++)
     }          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
     printf("\n");  
   }  
         /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
   /* Recompute Inverse */        /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
   for (i=1;i<=npar;i++)        out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];                     pmij(pmmij,cov,ncovmodel,x,nlstate));
   ludcmp(a,npar,indx,&pd);        savm=oldm;
         oldm=newm;
   /*  printf("\n#Hessian matrix recomputed#\n");      }
       for(i=1; i<=nlstate+ndeath; i++)
   for (j=1;j<=npar;j++) {        for(j=1;j<=nlstate+ndeath;j++) {
     for (i=1;i<=npar;i++) x[i]=0;          po[i][j][h]=newm[i][j];
     x[j]=1;          /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
     lubksb(a,npar,indx,x);           */
     for (i=1;i<=npar;i++){        }
       y[i][j]=x[i];    } /* end h */
       printf("%.3e ",y[i][j]);    return po;
     }  }
     printf("\n");  
   }  
   */  /*************** log-likelihood *************/
   double func( double *x)
   free_matrix(a,1,npar,1,npar);  {
   free_matrix(y,1,npar,1,npar);    int i, ii, j, k, mi, d, kk;
   free_vector(x,1,npar);    double l, ll[NLSTATEMAX], cov[NCOVMAX];
   free_ivector(indx,1,npar);    double **out;
   free_matrix(hess,1,npar,1,npar);    double sw; /* Sum of weights */
     double lli; /* Individual log likelihood */
     int s1, s2;
 }    double bbh, survp;
     long ipmx;
 /*************** hessian matrix ****************/    /*extern weight */
 double hessii( double x[], double delta, int theta, double delti[])    /* We are differentiating ll according to initial status */
 {    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
   int i;    /*for(i=1;i<imx;i++) 
   int l=1, lmax=20;      printf(" %d\n",s[4][i]);
   double k1,k2;    */
   double p2[NPARMAX+1];    cov[1]=1.;
   double res;  
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;    for(k=1; k<=nlstate; k++) ll[k]=0.;
   double fx;  
   int k=0,kmax=10;    if(mle==1){
   double l1;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
         for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   fx=func(x);        for(mi=1; mi<= wav[i]-1; mi++){
   for (i=1;i<=npar;i++) p2[i]=x[i];          for (ii=1;ii<=nlstate+ndeath;ii++)
   for(l=0 ; l <=lmax; l++){            for (j=1;j<=nlstate+ndeath;j++){
     l1=pow(10,l);              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     delts=delt;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
     for(k=1 ; k <kmax; k=k+1){            }
       delt = delta*(l1*k);          for(d=0; d<dh[mi][i]; d++){
       p2[theta]=x[theta] +delt;            newm=savm;
       k1=func(p2)-fx;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
       p2[theta]=x[theta]-delt;            for (kk=1; kk<=cptcovage;kk++) {
       k2=func(p2)-fx;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
       /*res= (k1-2.0*fx+k2)/delt/delt; */            }
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
                               1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 #ifdef DEBUG            savm=oldm;
       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);            oldm=newm;
 #endif          } /* end mult */
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */        
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
         k=kmax;          /* But now since version 0.9 we anticipate for bias and large stepm.
       }           * If stepm is larger than one month (smallest stepm) and if the exact delay 
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */           * (in months) between two waves is not a multiple of stepm, we rounded to 
         k=kmax; l=lmax*10.;           * the nearest (and in case of equal distance, to the lowest) interval but now
       }           * we keep into memory the bias bh[mi][i] and also the previous matrix product
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
         delts=delt;           * probability in order to take into account the bias as a fraction of the way
       }           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
     }           * -stepm/2 to stepm/2 .
   }           * For stepm=1 the results are the same as for previous versions of Imach.
   delti[theta]=delts;           * For stepm > 1 the results are less biased than in previous versions. 
   return res;           */
            s1=s[mw[mi][i]][i];
 }          s2=s[mw[mi+1][i]][i];
           bbh=(double)bh[mi][i]/(double)stepm; 
 double hessij( double x[], double delti[], int thetai,int thetaj)          /* bias is positive if real duration
 {           * is higher than the multiple of stepm and negative otherwise.
   int i;           */
   int l=1, l1, lmax=20;          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
   double k1,k2,k3,k4,res,fx;          if( s2 > nlstate){ 
   double p2[NPARMAX+1];            /* i.e. if s2 is a death state and if the date of death is known then the contribution
   int k;               to the likelihood is the probability to die between last step unit time and current 
                step unit time, which is also the differences between probability to die before dh 
   fx=func(x);               and probability to die before dh-stepm . 
   for (k=1; k<=2; k++) {               In version up to 0.92 likelihood was computed
     for (i=1;i<=npar;i++) p2[i]=x[i];          as if date of death was unknown. Death was treated as any other
     p2[thetai]=x[thetai]+delti[thetai]/k;          health state: the date of the interview describes the actual state
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;          and not the date of a change in health state. The former idea was
     k1=func(p2)-fx;          to consider that at each interview the state was recorded
            (healthy, disable or death) and IMaCh was corrected; but when we
     p2[thetai]=x[thetai]+delti[thetai]/k;          introduced the exact date of death then we should have modified
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;          the contribution of an exact death to the likelihood. This new
     k2=func(p2)-fx;          contribution is smaller and very dependent of the step unit
            stepm. It is no more the probability to die between last interview
     p2[thetai]=x[thetai]-delti[thetai]/k;          and month of death but the probability to survive from last
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;          interview up to one month before death multiplied by the
     k3=func(p2)-fx;          probability to die within a month. Thanks to Chris
            Jackson for correcting this bug.  Former versions increased
     p2[thetai]=x[thetai]-delti[thetai]/k;          mortality artificially. The bad side is that we add another loop
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;          which slows down the processing. The difference can be up to 10%
     k4=func(p2)-fx;          lower mortality.
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */            */
 #ifdef DEBUG            lli=log(out[s1][s2] - savm[s1][s2]);
     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);          }else{
 #endif            lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
   }            /*  lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2]));*/ /* linear interpolation */
   return res;          } 
 }          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
           /*if(lli ==000.0)*/
 /************** Inverse of matrix **************/          /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
 void ludcmp(double **a, int n, int *indx, double *d)          ipmx +=1;
 {          sw += weight[i];
   int i,imax,j,k;          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   double big,dum,sum,temp;        } /* end of wave */
   double *vv;      } /* end of individual */
      }  else if(mle==2){
   vv=vector(1,n);      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   *d=1.0;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   for (i=1;i<=n;i++) {        for(mi=1; mi<= wav[i]-1; mi++){
     big=0.0;          for (ii=1;ii<=nlstate+ndeath;ii++)
     for (j=1;j<=n;j++)            for (j=1;j<=nlstate+ndeath;j++){
       if ((temp=fabs(a[i][j])) > big) big=temp;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");              savm[ii][j]=(ii==j ? 1.0 : 0.0);
     vv[i]=1.0/big;            }
   }          for(d=0; d<=dh[mi][i]; d++){
   for (j=1;j<=n;j++) {            newm=savm;
     for (i=1;i<j;i++) {            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
       sum=a[i][j];            for (kk=1; kk<=cptcovage;kk++) {
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
       a[i][j]=sum;            }
     }            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     big=0.0;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     for (i=j;i<=n;i++) {            savm=oldm;
       sum=a[i][j];            oldm=newm;
       for (k=1;k<j;k++)          } /* end mult */
         sum -= a[i][k]*a[k][j];        
       a[i][j]=sum;          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
       if ( (dum=vv[i]*fabs(sum)) >= big) {          /* But now since version 0.9 we anticipate for bias and large stepm.
         big=dum;           * If stepm is larger than one month (smallest stepm) and if the exact delay 
         imax=i;           * (in months) between two waves is not a multiple of stepm, we rounded to 
       }           * the nearest (and in case of equal distance, to the lowest) interval but now
     }           * we keep into memory the bias bh[mi][i] and also the previous matrix product
     if (j != imax) {           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
       for (k=1;k<=n;k++) {           * probability in order to take into account the bias as a fraction of the way
         dum=a[imax][k];           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
         a[imax][k]=a[j][k];           * -stepm/2 to stepm/2 .
         a[j][k]=dum;           * For stepm=1 the results are the same as for previous versions of Imach.
       }           * For stepm > 1 the results are less biased than in previous versions. 
       *d = -(*d);           */
       vv[imax]=vv[j];          s1=s[mw[mi][i]][i];
     }          s2=s[mw[mi+1][i]][i];
     indx[j]=imax;          bbh=(double)bh[mi][i]/(double)stepm; 
     if (a[j][j] == 0.0) a[j][j]=TINY;          /* bias is positive if real duration
     if (j != n) {           * is higher than the multiple of stepm and negative otherwise.
       dum=1.0/(a[j][j]);           */
       for (i=j+1;i<=n;i++) a[i][j] *= dum;          lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2])); /* linear interpolation */
     }          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
   }          /*lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.-+bh)*out[s1][s2])); */ /* exponential interpolation */
   free_vector(vv,1,n);  /* Doesn't work */          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
 ;          /*if(lli ==000.0)*/
 }          /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
           ipmx +=1;
 void lubksb(double **a, int n, int *indx, double b[])          sw += weight[i];
 {          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   int i,ii=0,ip,j;        } /* end of wave */
   double sum;      } /* end of individual */
      }  else if(mle==3){  /* exponential inter-extrapolation */
   for (i=1;i<=n;i++) {      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     ip=indx[i];        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     sum=b[ip];        for(mi=1; mi<= wav[i]-1; mi++){
     b[ip]=b[i];          for (ii=1;ii<=nlstate+ndeath;ii++)
     if (ii)            for (j=1;j<=nlstate+ndeath;j++){
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     else if (sum) ii=i;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
     b[i]=sum;            }
   }          for(d=0; d<dh[mi][i]; d++){
   for (i=n;i>=1;i--) {            newm=savm;
     sum=b[i];            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];            for (kk=1; kk<=cptcovage;kk++) {
     b[i]=sum/a[i][i];              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   }            }
 }            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
                          1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 /************ Frequencies ********************/            savm=oldm;
 void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax)            oldm=newm;
 {  /* Some frequencies */          } /* end mult */
          
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
   double ***freq; /* Frequencies */          /* But now since version 0.9 we anticipate for bias and large stepm.
   double *pp;           * If stepm is larger than one month (smallest stepm) and if the exact delay 
   double pos;           * (in months) between two waves is not a multiple of stepm, we rounded to 
   FILE *ficresp;           * the nearest (and in case of equal distance, to the lowest) interval but now
   char fileresp[FILENAMELENGTH];           * we keep into memory the bias bh[mi][i] and also the previous matrix product
            * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
   pp=vector(1,nlstate);           * probability in order to take into account the bias as a fraction of the way
            * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
   strcpy(fileresp,"p");           * -stepm/2 to stepm/2 .
   strcat(fileresp,fileres);           * For stepm=1 the results are the same as for previous versions of Imach.
   if((ficresp=fopen(fileresp,"w"))==NULL) {           * For stepm > 1 the results are less biased than in previous versions. 
     printf("Problem with prevalence resultfile: %s\n", fileresp);           */
     exit(0);          s1=s[mw[mi][i]][i];
   }          s2=s[mw[mi+1][i]][i];
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);          bbh=(double)bh[mi][i]/(double)stepm; 
   j1=0;          /* bias is positive if real duration
            * is higher than the multiple of stepm and negative otherwise.
   j=cptcoveff;           */
   if (cptcovn<1) {j=1;ncodemax[1]=1;}          /* lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2])); */ /* linear interpolation */
           lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* exponential inter-extrapolation */
   for(k1=1; k1<=j;k1++){          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
    for(i1=1; i1<=ncodemax[k1];i1++){          /*if(lli ==000.0)*/
        j1++;          /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);          ipmx +=1;
          scanf("%d", i);*/          sw += weight[i];
         for (i=-1; i<=nlstate+ndeath; i++)            ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
          for (jk=-1; jk<=nlstate+ndeath; jk++)          } /* end of wave */
            for(m=agemin; m <= agemax+3; m++)      } /* end of individual */
              freq[i][jk][m]=0;    }else{  /* ml=4 no inter-extrapolation */
              for (i=1,ipmx=0, sw=0.; i<=imx; i++){
        for (i=1; i<=imx; i++) {        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
          bool=1;        for(mi=1; mi<= wav[i]-1; mi++){
          if  (cptcovn>0) {          for (ii=1;ii<=nlstate+ndeath;ii++)
            for (z1=1; z1<=cptcoveff; z1++)            for (j=1;j<=nlstate+ndeath;j++){
              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
                bool=0;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
          }            }
           if (bool==1) {          for(d=0; d<dh[mi][i]; d++){
            for(m=firstpass; m<=lastpass-1; m++){            newm=savm;
              if(agev[m][i]==0) agev[m][i]=agemax+1;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
              if(agev[m][i]==1) agev[m][i]=agemax+2;            for (kk=1; kk<=cptcovage;kk++) {
              freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
              freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];            }
            }          
          }            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
        }                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
         if  (cptcovn>0) {            savm=oldm;
          fprintf(ficresp, "\n#********** Variable ");            oldm=newm;
          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);          } /* end mult */
        fprintf(ficresp, "**********\n#");        
         }          lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
        for(i=1; i<=nlstate;i++)          ipmx +=1;
          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);          sw += weight[i];
        fprintf(ficresp, "\n");          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
                } /* end of wave */
   for(i=(int)agemin; i <= (int)agemax+3; i++){      } /* end of individual */
     if(i==(int)agemax+3)    } /* End of if */
       printf("Total");    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
     else    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
       printf("Age %d", i);    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
     for(jk=1; jk <=nlstate ; jk++){    return -l;
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)  }
         pp[jk] += freq[jk][m][i];  
     }  
     for(jk=1; jk <=nlstate ; jk++){  /*********** Maximum Likelihood Estimation ***************/
       for(m=-1, pos=0; m <=0 ; m++)  
         pos += freq[jk][m][i];  void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
       if(pp[jk]>=1.e-10)  {
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);    int i,j, iter;
       else    double **xi;
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);    double fret;
     }    char filerespow[FILENAMELENGTH];
     for(jk=1; jk <=nlstate ; jk++){    xi=matrix(1,npar,1,npar);
       for(m=1, pp[jk]=0; m <=nlstate+ndeath; m++)    for (i=1;i<=npar;i++)
         pp[jk] += freq[jk][m][i];      for (j=1;j<=npar;j++)
     }        xi[i][j]=(i==j ? 1.0 : 0.0);
     for(jk=1,pos=0; jk <=nlstate ; jk++)    printf("Powell\n");  fprintf(ficlog,"Powell\n");
       pos += pp[jk];    strcpy(filerespow,"pow"); 
     for(jk=1; jk <=nlstate ; jk++){    strcat(filerespow,fileres);
       if(pos>=1.e-5)    if((ficrespow=fopen(filerespow,"w"))==NULL) {
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);      printf("Problem with resultfile: %s\n", filerespow);
       else      fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);    }
       if( i <= (int) agemax){    fprintf(ficrespow,"# Powell\n# iter -2*LL");
         if(pos>=1.e-5)    for (i=1;i<=nlstate;i++)
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);      for(j=1;j<=nlstate+ndeath;j++)
       else        if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);    fprintf(ficrespow,"\n");
       }    powell(p,xi,npar,ftol,&iter,&fret,func);
     }  
     for(jk=-1; jk <=nlstate+ndeath; jk++)    fclose(ficrespow);
       for(m=-1; m <=nlstate+ndeath; m++)    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);    fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
     if(i <= (int) agemax)    fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
       fprintf(ficresp,"\n");  
     printf("\n");  }
     }  
     }  /**** Computes Hessian and covariance matrix ***/
  }  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
    {
   fclose(ficresp);    double  **a,**y,*x,pd;
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);    double **hess;
   free_vector(pp,1,nlstate);    int i, j,jk;
     int *indx;
 }  /* End of Freq */  
     double hessii(double p[], double delta, int theta, double delti[]);
 /************* Waves Concatenation ***************/    double hessij(double p[], double delti[], int i, int j);
     void lubksb(double **a, int npar, int *indx, double b[]) ;
 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 ludcmp(double **a, int npar, int *indx, double *d) ;
 {  
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.    hess=matrix(1,npar,1,npar);
      Death is a valid wave (if date is known).  
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i    printf("\nCalculation of the hessian matrix. Wait...\n");
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]    fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
      and mw[mi+1][i]. dh depends on stepm.    for (i=1;i<=npar;i++){
      */      printf("%d",i);fflush(stdout);
       fprintf(ficlog,"%d",i);fflush(ficlog);
   int i, mi, m;      hess[i][i]=hessii(p,ftolhess,i,delti);
   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;      /*printf(" %f ",p[i]);*/
      double sum=0., jmean=0.;*/      /*printf(" %lf ",hess[i][i]);*/
     }
 int j, k=0,jk, ju, jl;    
      double sum=0.;    for (i=1;i<=npar;i++) {
 jmin=1e+5;      for (j=1;j<=npar;j++)  {
  jmax=-1;        if (j>i) { 
 jmean=0.;          printf(".%d%d",i,j);fflush(stdout);
   for(i=1; i<=imx; i++){          fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
     mi=0;          hess[i][j]=hessij(p,delti,i,j);
     m=firstpass;          hess[j][i]=hess[i][j];    
     while(s[m][i] <= nlstate){          /*printf(" %lf ",hess[i][j]);*/
       if(s[m][i]>=1)        }
         mw[++mi][i]=m;      }
       if(m >=lastpass)    }
         break;    printf("\n");
       else    fprintf(ficlog,"\n");
         m++;  
     }/* end while */    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
     if (s[m][i] > nlstate){    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
       mi++;     /* Death is another wave */    
       /* if(mi==0)  never been interviewed correctly before death */    a=matrix(1,npar,1,npar);
          /* Only death is a correct wave */    y=matrix(1,npar,1,npar);
       mw[mi][i]=m;    x=vector(1,npar);
     }    indx=ivector(1,npar);
     for (i=1;i<=npar;i++)
     wav[i]=mi;      for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
     if(mi==0)    ludcmp(a,npar,indx,&pd);
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);  
   }    for (j=1;j<=npar;j++) {
       for (i=1;i<=npar;i++) x[i]=0;
   for(i=1; i<=imx; i++){      x[j]=1;
     for(mi=1; mi<wav[i];mi++){      lubksb(a,npar,indx,x);
       if (stepm <=0)      for (i=1;i<=npar;i++){ 
         dh[mi][i]=1;        matcov[i][j]=x[i];
       else{      }
         if (s[mw[mi+1][i]][i] > nlstate) {    }
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);  
           /*if ((j<0) || (j>28)) printf("j=%d num=%d ",j,i);*/    printf("\n#Hessian matrix#\n");
           if(j==0) j=1;  /* Survives at least one month after exam */    fprintf(ficlog,"\n#Hessian matrix#\n");
           k=k+1;    for (i=1;i<=npar;i++) { 
           if (j >= jmax) jmax=j;      for (j=1;j<=npar;j++) { 
           else if (j <= jmin)jmin=j;        printf("%.3e ",hess[i][j]);
           sum=sum+j;        fprintf(ficlog,"%.3e ",hess[i][j]);
         }      }
         else{      printf("\n");
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));      fprintf(ficlog,"\n");
           /*if ((j<0) || (j>28)) printf("j=%d num=%d ",j,i);*/    }
           k=k+1;  
           if (j >= jmax) jmax=j;    /* Recompute Inverse */
           else if (j <= jmin)jmin=j;    for (i=1;i<=npar;i++)
           sum=sum+j;      for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
         }    ludcmp(a,npar,indx,&pd);
         jk= j/stepm;  
         jl= j -jk*stepm;    /*  printf("\n#Hessian matrix recomputed#\n");
         ju= j -(jk+1)*stepm;  
         if(jl <= -ju)    for (j=1;j<=npar;j++) {
           dh[mi][i]=jk;      for (i=1;i<=npar;i++) x[i]=0;
         else      x[j]=1;
           dh[mi][i]=jk+1;      lubksb(a,npar,indx,x);
         if(dh[mi][i]==0)      for (i=1;i<=npar;i++){ 
           dh[mi][i]=1; /* At least one step */        y[i][j]=x[i];
       }        printf("%.3e ",y[i][j]);
     }        fprintf(ficlog,"%.3e ",y[i][j]);
   }      }
   jmean=sum/k;      printf("\n");
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);      fprintf(ficlog,"\n");
 }    }
 /*********** Tricode ****************************/    */
 void tricode(int *Tvar, int **nbcode, int imx)  
 {    free_matrix(a,1,npar,1,npar);
   int Ndum[20],ij=1, k, j, i;    free_matrix(y,1,npar,1,npar);
   int cptcode=0;    free_vector(x,1,npar);
   cptcoveff=0;    free_ivector(indx,1,npar);
      free_matrix(hess,1,npar,1,npar);
   for (k=0; k<19; k++) Ndum[k]=0;  
   for (k=1; k<=7; k++) ncodemax[k]=0;  
   }
   for (j=1; j<=(cptcovn+2*cptcovprod); j++) {  
     for (i=1; i<=imx; i++) {  /*************** hessian matrix ****************/
       ij=(int)(covar[Tvar[j]][i]);  double hessii( double x[], double delta, int theta, double delti[])
       Ndum[ij]++;  {
       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/    int i;
       if (ij > cptcode) cptcode=ij;    int l=1, lmax=20;
     }    double k1,k2;
     double p2[NPARMAX+1];
     for (i=0; i<=cptcode; i++) {    double res;
       if(Ndum[i]!=0) ncodemax[j]++;    double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
     }    double fx;
     ij=1;    int k=0,kmax=10;
     double l1;
   
     for (i=1; i<=ncodemax[j]; i++) {    fx=func(x);
       for (k=0; k<=19; k++) {    for (i=1;i<=npar;i++) p2[i]=x[i];
         if (Ndum[k] != 0) {    for(l=0 ; l <=lmax; l++){
           nbcode[Tvar[j]][ij]=k;      l1=pow(10,l);
           ij++;      delts=delt;
         }      for(k=1 ; k <kmax; k=k+1){
         if (ij > ncodemax[j]) break;        delt = delta*(l1*k);
       }          p2[theta]=x[theta] +delt;
     }        k1=func(p2)-fx;
   }          p2[theta]=x[theta]-delt;
         k2=func(p2)-fx;
  for (k=0; k<19; k++) Ndum[k]=0;        /*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<=ncovmodel; i++) {        
       ij=Tvar[i];  #ifdef DEBUG
       Ndum[ij]++;        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);
     }        fprintf(ficlog,"%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);
   #endif
  ij=1;        /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
  for (i=1; i<=10; i++) {        if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
    if((Ndum[i]!=0) && (i<=ncov)){          k=kmax;
      Tvaraff[ij]=i;        }
      ij++;        else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
    }          k=kmax; l=lmax*10.;
  }        }
          else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
     cptcoveff=ij-1;          delts=delt;
 }        }
       }
 /*********** Health Expectancies ****************/    }
     delti[theta]=delts;
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)    return res; 
 {    
   /* Health expectancies */  }
   int i, j, nhstepm, hstepm, h;  
   double age, agelim,hf;  double hessij( double x[], double delti[], int thetai,int thetaj)
   double ***p3mat;  {
      int i;
   fprintf(ficreseij,"# Health expectancies\n");    int l=1, l1, lmax=20;
   fprintf(ficreseij,"# Age");    double k1,k2,k3,k4,res,fx;
   for(i=1; i<=nlstate;i++)    double p2[NPARMAX+1];
     for(j=1; j<=nlstate;j++)    int k;
       fprintf(ficreseij," %1d-%1d",i,j);  
   fprintf(ficreseij,"\n");    fx=func(x);
     for (k=1; k<=2; k++) {
   hstepm=1*YEARM; /*  Every j years of age (in month) */      for (i=1;i<=npar;i++) p2[i]=x[i];
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */      p2[thetai]=x[thetai]+delti[thetai]/k;
       p2[thetaj]=x[thetaj]+delti[thetaj]/k;
   agelim=AGESUP;      k1=func(p2)-fx;
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */    
     /* nhstepm age range expressed in number of stepm */      p2[thetai]=x[thetai]+delti[thetai]/k;
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
     /* Typically if 20 years = 20*12/6=40 stepm */      k2=func(p2)-fx;
     if (stepm >= YEARM) hstepm=1;    
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */      p2[thetai]=x[thetai]-delti[thetai]/k;
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
     /* Computed by stepm unit matrices, product of hstepm matrices, stored      k3=func(p2)-fx;
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */    
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);        p2[thetai]=x[thetai]-delti[thetai]/k;
       p2[thetaj]=x[thetaj]-delti[thetaj]/k;
       k4=func(p2)-fx;
     for(i=1; i<=nlstate;i++)      res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
       for(j=1; j<=nlstate;j++)  #ifdef DEBUG
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){      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);
           eij[i][j][(int)age] +=p3mat[i][j][h];      fprintf(ficlog,"%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
        }
     hf=1;    return res;
     if (stepm >= YEARM) hf=stepm/YEARM;  }
     fprintf(ficreseij,"%.0f",age );  
     for(i=1; i<=nlstate;i++)  /************** Inverse of matrix **************/
       for(j=1; j<=nlstate;j++){  void ludcmp(double **a, int n, int *indx, double *d) 
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);  { 
       }    int i,imax,j,k; 
     fprintf(ficreseij,"\n");    double big,dum,sum,temp; 
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    double *vv; 
   }   
 }    vv=vector(1,n); 
     *d=1.0; 
 /************ Variance ******************/    for (i=1;i<=n;i++) { 
 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)      big=0.0; 
 {      for (j=1;j<=n;j++) 
   /* Variance of health expectancies */        if ((temp=fabs(a[i][j])) > big) big=temp; 
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/      if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
   double **newm;      vv[i]=1.0/big; 
   double **dnewm,**doldm;    } 
   int i, j, nhstepm, hstepm, h;    for (j=1;j<=n;j++) { 
   int k, cptcode;      for (i=1;i<j;i++) { 
    double *xp;        sum=a[i][j]; 
   double **gp, **gm;        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
   double ***gradg, ***trgradg;        a[i][j]=sum; 
   double ***p3mat;      } 
   double age,agelim;      big=0.0; 
   int theta;      for (i=j;i<=n;i++) { 
         sum=a[i][j]; 
    fprintf(ficresvij,"# Covariances of life expectancies\n");        for (k=1;k<j;k++) 
   fprintf(ficresvij,"# Age");          sum -= a[i][k]*a[k][j]; 
   for(i=1; i<=nlstate;i++)        a[i][j]=sum; 
     for(j=1; j<=nlstate;j++)        if ( (dum=vv[i]*fabs(sum)) >= big) { 
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);          big=dum; 
   fprintf(ficresvij,"\n");          imax=i; 
         } 
   xp=vector(1,npar);      } 
   dnewm=matrix(1,nlstate,1,npar);      if (j != imax) { 
   doldm=matrix(1,nlstate,1,nlstate);        for (k=1;k<=n;k++) { 
            dum=a[imax][k]; 
   hstepm=1*YEARM; /* Every year of age */          a[imax][k]=a[j][k]; 
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */          a[j][k]=dum; 
   agelim = AGESUP;        } 
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */        *d = -(*d); 
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */        vv[imax]=vv[j]; 
     if (stepm >= YEARM) hstepm=1;      } 
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */      indx[j]=imax; 
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);      if (a[j][j] == 0.0) a[j][j]=TINY; 
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);      if (j != n) { 
     gp=matrix(0,nhstepm,1,nlstate);        dum=1.0/(a[j][j]); 
     gm=matrix(0,nhstepm,1,nlstate);        for (i=j+1;i<=n;i++) a[i][j] *= dum; 
       } 
     for(theta=1; theta <=npar; theta++){    } 
       for(i=1; i<=npar; i++){ /* Computes gradient */    free_vector(vv,1,n);  /* Doesn't work */
         xp[i] = x[i] + (i==theta ?delti[theta]:0);  ;
       }  } 
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);    
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);  void lubksb(double **a, int n, int *indx, double b[]) 
       for(j=1; j<= nlstate; j++){  { 
         for(h=0; h<=nhstepm; h++){    int i,ii=0,ip,j; 
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)    double sum; 
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];   
         }    for (i=1;i<=n;i++) { 
       }      ip=indx[i]; 
          sum=b[ip]; 
       for(i=1; i<=npar; i++) /* Computes gradient */      b[ip]=b[i]; 
         xp[i] = x[i] - (i==theta ?delti[theta]:0);      if (ii) 
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);          for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);      else if (sum) ii=i; 
       for(j=1; j<= nlstate; j++){      b[i]=sum; 
         for(h=0; h<=nhstepm; h++){    } 
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)    for (i=n;i>=1;i--) { 
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];      sum=b[i]; 
         }      for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
       }      b[i]=sum/a[i][i]; 
       for(j=1; j<= nlstate; j++)    } 
         for(h=0; h<=nhstepm; h++){  } 
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];  
         }  /************ Frequencies ********************/
     } /* End theta */  void  freqsummary(char fileres[], int iagemin, int iagemax, int **s, double **agev, int nlstate, int imx, int *Tvaraff, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2,double jprev1, double mprev1,double anprev1,double jprev2, double mprev2,double anprev2)
   {  /* Some frequencies */
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);    
     int i, m, jk, k1,i1, j1, bool, z1,z2,j;
     for(h=0; h<=nhstepm; h++)    int first;
       for(j=1; j<=nlstate;j++)    double ***freq; /* Frequencies */
         for(theta=1; theta <=npar; theta++)    double *pp, **prop;
           trgradg[h][j][theta]=gradg[h][theta][j];    double pos,posprop, k2, dateintsum=0,k2cpt=0;
     FILE *ficresp;
     for(i=1;i<=nlstate;i++)    char fileresp[FILENAMELENGTH];
       for(j=1;j<=nlstate;j++)    
         vareij[i][j][(int)age] =0.;    pp=vector(1,nlstate);
     for(h=0;h<=nhstepm;h++){    prop=matrix(1,nlstate,iagemin,iagemax+3);
       for(k=0;k<=nhstepm;k++){    strcpy(fileresp,"p");
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);    strcat(fileresp,fileres);
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);    if((ficresp=fopen(fileresp,"w"))==NULL) {
         for(i=1;i<=nlstate;i++)      printf("Problem with prevalence resultfile: %s\n", fileresp);
           for(j=1;j<=nlstate;j++)      fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
             vareij[i][j][(int)age] += doldm[i][j];      exit(0);
       }    }
     }    freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);
     h=1;    j1=0;
     if (stepm >= YEARM) h=stepm/YEARM;    
     fprintf(ficresvij,"%.0f ",age );    j=cptcoveff;
     for(i=1; i<=nlstate;i++)    if (cptcovn<1) {j=1;ncodemax[1]=1;}
       for(j=1; j<=nlstate;j++){  
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);    first=1;
       }  
     fprintf(ficresvij,"\n");    for(k1=1; k1<=j;k1++){
     free_matrix(gp,0,nhstepm,1,nlstate);      for(i1=1; i1<=ncodemax[k1];i1++){
     free_matrix(gm,0,nhstepm,1,nlstate);        j1++;
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);          scanf("%d", i);*/
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        for (i=-1; i<=nlstate+ndeath; i++)  
   } /* End age */          for (jk=-1; jk<=nlstate+ndeath; jk++)  
              for(m=iagemin; m <= iagemax+3; m++)
   free_vector(xp,1,npar);              freq[i][jk][m]=0;
   free_matrix(doldm,1,nlstate,1,npar);  
   free_matrix(dnewm,1,nlstate,1,nlstate);      for (i=1; i<=nlstate; i++)  
         for(m=iagemin; m <= iagemax+3; m++)
 }          prop[i][m]=0;
         
 /************ Variance of prevlim ******************/        dateintsum=0;
 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)        k2cpt=0;
 {        for (i=1; i<=imx; i++) {
   /* Variance of prevalence limit */          bool=1;
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/          if  (cptcovn>0) {
   double **newm;            for (z1=1; z1<=cptcoveff; z1++) 
   double **dnewm,**doldm;              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
   int i, j, nhstepm, hstepm;                bool=0;
   int k, cptcode;          }
   double *xp;          if (bool==1){
   double *gp, *gm;            for(m=firstpass; m<=lastpass; m++){
   double **gradg, **trgradg;              k2=anint[m][i]+(mint[m][i]/12.);
   double age,agelim;              if ((k2>=dateprev1) && (k2<=dateprev2)) {
   int theta;                if(agev[m][i]==0) agev[m][i]=iagemax+1;
                    if(agev[m][i]==1) agev[m][i]=iagemax+2;
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");                if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
   fprintf(ficresvpl,"# Age");                if (m<lastpass) {
   for(i=1; i<=nlstate;i++)                  freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
       fprintf(ficresvpl," %1d-%1d",i,i);                  freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
   fprintf(ficresvpl,"\n");                }
                 
   xp=vector(1,npar);                if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
   dnewm=matrix(1,nlstate,1,npar);                  dateintsum=dateintsum+k2;
   doldm=matrix(1,nlstate,1,nlstate);                  k2cpt++;
                  }
   hstepm=1*YEARM; /* Every year of age */              }
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */            }
   agelim = AGESUP;          }
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */        }
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */         
     if (stepm >= YEARM) hstepm=1;        fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */  
     gradg=matrix(1,npar,1,nlstate);        if  (cptcovn>0) {
     gp=vector(1,nlstate);          fprintf(ficresp, "\n#********** Variable "); 
     gm=vector(1,nlstate);          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresp, "**********\n#");
     for(theta=1; theta <=npar; theta++){        }
       for(i=1; i<=npar; i++){ /* Computes gradient */        for(i=1; i<=nlstate;i++) 
         xp[i] = x[i] + (i==theta ?delti[theta]:0);          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
       }        fprintf(ficresp, "\n");
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);        
       for(i=1;i<=nlstate;i++)        for(i=iagemin; i <= iagemax+3; i++){
         gp[i] = prlim[i][i];          if(i==iagemax+3){
                fprintf(ficlog,"Total");
       for(i=1; i<=npar; i++) /* Computes gradient */          }else{
         xp[i] = x[i] - (i==theta ?delti[theta]:0);            if(first==1){
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);              first=0;
       for(i=1;i<=nlstate;i++)              printf("See log file for details...\n");
         gm[i] = prlim[i][i];            }
             fprintf(ficlog,"Age %d", i);
       for(i=1;i<=nlstate;i++)          }
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];          for(jk=1; jk <=nlstate ; jk++){
     } /* End theta */            for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
               pp[jk] += freq[jk][m][i]; 
     trgradg =matrix(1,nlstate,1,npar);          }
           for(jk=1; jk <=nlstate ; jk++){
     for(j=1; j<=nlstate;j++)            for(m=-1, pos=0; m <=0 ; m++)
       for(theta=1; theta <=npar; theta++)              pos += freq[jk][m][i];
         trgradg[j][theta]=gradg[theta][j];            if(pp[jk]>=1.e-10){
               if(first==1){
     for(i=1;i<=nlstate;i++)              printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
       varpl[i][(int)age] =0.;              }
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);              fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);            }else{
     for(i=1;i<=nlstate;i++)              if(first==1)
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */                printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
               fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
     fprintf(ficresvpl,"%.0f ",age );            }
     for(i=1; i<=nlstate;i++)          }
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));  
     fprintf(ficresvpl,"\n");          for(jk=1; jk <=nlstate ; jk++){
     free_vector(gp,1,nlstate);            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
     free_vector(gm,1,nlstate);              pp[jk] += freq[jk][m][i];
     free_matrix(gradg,1,npar,1,nlstate);          }       
     free_matrix(trgradg,1,nlstate,1,npar);          for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
   } /* End age */            pos += pp[jk];
             posprop += prop[jk][i];
   free_vector(xp,1,npar);          }
   free_matrix(doldm,1,nlstate,1,npar);          for(jk=1; jk <=nlstate ; jk++){
   free_matrix(dnewm,1,nlstate,1,nlstate);            if(pos>=1.e-5){
               if(first==1)
 }                printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
               fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
             }else{
               if(first==1)
 /***********************************************/                printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
 /**************** Main Program *****************/              fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
 /***********************************************/            }
             if( i <= iagemax){
 /*int main(int argc, char *argv[])*/              if(pos>=1.e-5){
 int main()                fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
 {                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]);*/
   int i,j, k, n=MAXN,iter,m,size,cptcode, cptcod;              }
   double agedeb, agefin,hf;              else
   double agemin=1.e20, agemax=-1.e20;                fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
             }
   double fret;          }
   double **xi,tmp,delta;          
           for(jk=-1; jk <=nlstate+ndeath; jk++)
   double dum; /* Dummy variable */            for(m=-1; m <=nlstate+ndeath; m++)
   double ***p3mat;              if(freq[jk][m][i] !=0 ) {
   int *indx;              if(first==1)
   char line[MAXLINE], linepar[MAXLINE];                printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
   char title[MAXLINE];                fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];              }
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH];          if(i <= iagemax)
   char filerest[FILENAMELENGTH];            fprintf(ficresp,"\n");
   char fileregp[FILENAMELENGTH];          if(first==1)
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];            printf("Others in log...\n");
   int firstobs=1, lastobs=10;          fprintf(ficlog,"\n");
   int sdeb, sfin; /* Status at beginning and end */        }
   int c,  h , cpt,l;      }
   int ju,jl, mi;    }
   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;    dateintmean=dateintsum/k2cpt; 
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;   
      fclose(ficresp);
   int hstepm, nhstepm;    free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);
   double bage, fage, age, agelim, agebase;    free_vector(pp,1,nlstate);
   double ftolpl=FTOL;    free_matrix(prop,1,nlstate,iagemin, iagemax+3);
   double **prlim;    /* End of Freq */
   double *severity;  }
   double ***param; /* Matrix of parameters */  
   double  *p;  /************ Prevalence ********************/
   double **matcov; /* Matrix of covariance */  void prevalence(double agemin, double agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax,double **mint,double **anint, double dateprev1,double dateprev2, int firstpass, int lastpass)
   double ***delti3; /* Scale */  {  
   double *delti; /* Scale */    /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
   double ***eij, ***vareij;       in each health status at the date of interview (if between dateprev1 and dateprev2).
   double **varpl; /* Variances of prevalence limits by age */       We still use firstpass and lastpass as another selection.
   double *epj, vepp;    */
   char version[80]="Imach version 62c, May 1999, INED-EUROREVES ";   
   char *alph[]={"a","a","b","c","d","e"}, str[4];    int i, m, jk, k1, i1, j1, bool, z1,z2,j;
     double ***freq; /* Frequencies */
   char z[1]="c", occ;    double *pp, **prop;
 #include <sys/time.h>    double pos,posprop; 
 #include <time.h>    double  y2; /* in fractional years */
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];    int iagemin, iagemax;
   /* long total_usecs;  
   struct timeval start_time, end_time;    iagemin= (int) agemin;
      iagemax= (int) agemax;
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */    /*pp=vector(1,nlstate);*/
     prop=matrix(1,nlstate,iagemin,iagemax+3); 
     /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
   printf("\nIMACH, Version 0.64a");    j1=0;
   printf("\nEnter the parameter file name: ");    
     j=cptcoveff;
 #ifdef windows    if (cptcovn<1) {j=1;ncodemax[1]=1;}
   scanf("%s",pathtot);    
   getcwd(pathcd, size);    for(k1=1; k1<=j;k1++){
   /*cygwin_split_path(pathtot,path,optionfile);      for(i1=1; i1<=ncodemax[k1];i1++){
     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/        j1++;
   /* cutv(path,optionfile,pathtot,'\\');*/        
         for (i=1; i<=nlstate; i++)  
 split(pathtot, path,optionfile);          for(m=iagemin; m <= iagemax+3; m++)
   chdir(path);            prop[i][m]=0.0;
   replace(pathc,path);       
 #endif        for (i=1; i<=imx; i++) { /* Each individual */
 #ifdef unix          bool=1;
   scanf("%s",optionfile);          if  (cptcovn>0) {
 #endif            for (z1=1; z1<=cptcoveff; z1++) 
               if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
 /*-------- arguments in the command line --------*/                bool=0;
           } 
   strcpy(fileres,"r");          if (bool==1) { 
   strcat(fileres, optionfile);            for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
               y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
   /*---------arguments file --------*/              if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
                 if(agev[m][i]==0) agev[m][i]=iagemax+1;
   if((ficpar=fopen(optionfile,"r"))==NULL)    {                if(agev[m][i]==1) agev[m][i]=iagemax+2;
     printf("Problem with optionfile %s\n",optionfile);                if((int)agev[m][i] <iagemin || (int)agev[m][i] >iagemax+3) printf("Error on individual =%d agev[m][i]=%f m=%d\n",i, agev[m][i],m); 
     goto end;                if (s[m][i]>0 && s[m][i]<=nlstate) { 
   }                  /*if(i>4620) printf(" i=%d m=%d s[m][i]=%d (int)agev[m][i]=%d weight[i]=%f prop=%f\n",i,m,s[m][i],(int)agev[m][m],weight[i],prop[s[m][i]][(int)agev[m][i]]);*/
                   prop[s[m][i]][(int)agev[m][i]] += weight[i];
   strcpy(filereso,"o");                  prop[s[m][i]][iagemax+3] += weight[i]; 
   strcat(filereso,fileres);                } 
   if((ficparo=fopen(filereso,"w"))==NULL) {              }
     printf("Problem with Output resultfile: %s\n", filereso);goto end;            } /* end selection of waves */
   }          }
         }
   /* Reads comments: lines beginning with '#' */        for(i=iagemin; i <= iagemax+3; i++){  
   while((c=getc(ficpar))=='#' && c!= EOF){          
     ungetc(c,ficpar);          for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
     fgets(line, MAXLINE, ficpar);            posprop += prop[jk][i]; 
     puts(line);          } 
     fputs(line,ficparo);  
   }          for(jk=1; jk <=nlstate ; jk++){     
   ungetc(c,ficpar);            if( i <=  iagemax){ 
               if(posprop>=1.e-5){ 
   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);                probs[i][jk][j1]= prop[jk][i]/posprop;
   printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate,ndeath, maxwav, mle, weightopt,model);              } 
   fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncov,nlstate,ndeath,maxwav, mle, weightopt,model);            } 
           }/* end jk */ 
   covar=matrix(0,NCOVMAX,1,n);        }/* end i */ 
   cptcovn=0;      } /* end i1 */
   if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;    } /* end k1 */
     
   ncovmodel=2+cptcovn;    /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */    /*free_vector(pp,1,nlstate);*/
      free_matrix(prop,1,nlstate, iagemin,iagemax+3);
   /* Read guess parameters */  }  /* End of prevalence */
   /* Reads comments: lines beginning with '#' */  
   while((c=getc(ficpar))=='#' && c!= EOF){  /************* Waves Concatenation ***************/
     ungetc(c,ficpar);  
     fgets(line, MAXLINE, ficpar);  void  concatwav(int wav[], int **dh, int **bh,  int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)
     puts(line);  {
     fputs(line,ficparo);    /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
   }       Death is a valid wave (if date is known).
   ungetc(c,ficpar);       mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
         dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);       and mw[mi+1][i]. dh depends on stepm.
     for(i=1; i <=nlstate; i++)       */
     for(j=1; j <=nlstate+ndeath-1; j++){  
       fscanf(ficpar,"%1d%1d",&i1,&j1);    int i, mi, m;
       fprintf(ficparo,"%1d%1d",i1,j1);    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
       printf("%1d%1d",i,j);       double sum=0., jmean=0.;*/
       for(k=1; k<=ncovmodel;k++){    int first;
         fscanf(ficpar," %lf",&param[i][j][k]);    int j, k=0,jk, ju, jl;
         printf(" %lf",param[i][j][k]);    double sum=0.;
         fprintf(ficparo," %lf",param[i][j][k]);    first=0;
       }    jmin=1e+5;
       fscanf(ficpar,"\n");    jmax=-1;
       printf("\n");    jmean=0.;
       fprintf(ficparo,"\n");    for(i=1; i<=imx; i++){
     }      mi=0;
        m=firstpass;
   npar= (nlstate+ndeath-1)*nlstate*ncovmodel;      while(s[m][i] <= nlstate){
   p=param[1][1];        if(s[m][i]>=1)
            mw[++mi][i]=m;
   /* Reads comments: lines beginning with '#' */        if(m >=lastpass)
   while((c=getc(ficpar))=='#' && c!= EOF){          break;
     ungetc(c,ficpar);        else
     fgets(line, MAXLINE, ficpar);          m++;
     puts(line);      }/* end while */
     fputs(line,ficparo);      if (s[m][i] > nlstate){
   }        mi++;     /* Death is another wave */
   ungetc(c,ficpar);        /* if(mi==0)  never been interviewed correctly before death */
            /* Only death is a correct wave */
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);        mw[mi][i]=m;
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */      }
   for(i=1; i <=nlstate; i++){  
     for(j=1; j <=nlstate+ndeath-1; j++){      wav[i]=mi;
       fscanf(ficpar,"%1d%1d",&i1,&j1);      if(mi==0){
       printf("%1d%1d",i,j);        if(first==0){
       fprintf(ficparo,"%1d%1d",i1,j1);          printf("Warning! None valid information for:%d line=%d (skipped) and may be others, see log file\n",num[i],i);
       for(k=1; k<=ncovmodel;k++){          first=1;
         fscanf(ficpar,"%le",&delti3[i][j][k]);        }
         printf(" %le",delti3[i][j][k]);        if(first==1){
         fprintf(ficparo," %le",delti3[i][j][k]);          fprintf(ficlog,"Warning! None valid information for:%d line=%d (skipped)\n",num[i],i);
       }        }
       fscanf(ficpar,"\n");      } /* end mi==0 */
       printf("\n");    } /* End individuals */
       fprintf(ficparo,"\n");  
     }    for(i=1; i<=imx; i++){
   }      for(mi=1; mi<wav[i];mi++){
   delti=delti3[1][1];        if (stepm <=0)
            dh[mi][i]=1;
   /* Reads comments: lines beginning with '#' */        else{
   while((c=getc(ficpar))=='#' && c!= EOF){          if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
     ungetc(c,ficpar);            if (agedc[i] < 2*AGESUP) {
     fgets(line, MAXLINE, ficpar);            j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
     puts(line);            if(j==0) j=1;  /* Survives at least one month after exam */
     fputs(line,ficparo);            k=k+1;
   }            if (j >= jmax) jmax=j;
   ungetc(c,ficpar);            if (j <= jmin) jmin=j;
              sum=sum+j;
   matcov=matrix(1,npar,1,npar);            /*if (j<0) printf("j=%d num=%d \n",j,i);*/
   for(i=1; i <=npar; i++){            /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
     fscanf(ficpar,"%s",&str);            if(j<0)printf("Error! Negative delay (%d to death) between waves %d and %d of individual %d at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
     printf("%s",str);            }
     fprintf(ficparo,"%s",str);          }
     for(j=1; j <=i; j++){          else{
       fscanf(ficpar," %le",&matcov[i][j]);            j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
       printf(" %.5le",matcov[i][j]);            /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
       fprintf(ficparo," %.5le",matcov[i][j]);            k=k+1;
     }            if (j >= jmax) jmax=j;
     fscanf(ficpar,"\n");            else if (j <= jmin)jmin=j;
     printf("\n");            /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
     fprintf(ficparo,"\n");            /*printf("%d %lf %d %d %d\n", i,agev[mw[mi][i]][i],j,s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);*/
   }            if(j<0)printf("Error! Negative delay (%d) between waves %d and %d of individual %d at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
   for(i=1; i <=npar; i++)            sum=sum+j;
     for(j=i+1;j<=npar;j++)          }
       matcov[i][j]=matcov[j][i];          jk= j/stepm;
              jl= j -jk*stepm;
   printf("\n");          ju= j -(jk+1)*stepm;
           if(mle <=1){ 
             if(jl==0){
     /*-------- data file ----------*/              dh[mi][i]=jk;
     if((ficres =fopen(fileres,"w"))==NULL) {              bh[mi][i]=0;
       printf("Problem with resultfile: %s\n", fileres);goto end;            }else{ /* We want a negative bias in order to only have interpolation ie
     }                    * at the price of an extra matrix product in likelihood */
     fprintf(ficres,"#%s\n",version);              dh[mi][i]=jk+1;
                  bh[mi][i]=ju;
     if((fic=fopen(datafile,"r"))==NULL)    {            }
       printf("Problem with datafile: %s\n", datafile);goto end;          }else{
     }            if(jl <= -ju){
               dh[mi][i]=jk;
     n= lastobs;              bh[mi][i]=jl;       /* bias is positive if real duration
     severity = vector(1,maxwav);                                   * is higher than the multiple of stepm and negative otherwise.
     outcome=imatrix(1,maxwav+1,1,n);                                   */
     num=ivector(1,n);            }
     moisnais=vector(1,n);            else{
     annais=vector(1,n);              dh[mi][i]=jk+1;
     moisdc=vector(1,n);              bh[mi][i]=ju;
     andc=vector(1,n);            }
     agedc=vector(1,n);            if(dh[mi][i]==0){
     cod=ivector(1,n);              dh[mi][i]=1; /* At least one step */
     weight=vector(1,n);              bh[mi][i]=ju; /* At least one step */
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */              /*  printf(" bh=%d ju=%d jl=%d dh=%d jk=%d stepm=%d %d\n",bh[mi][i],ju,jl,dh[mi][i],jk,stepm,i);*/
     mint=matrix(1,maxwav,1,n);            }
     anint=matrix(1,maxwav,1,n);          }
     s=imatrix(1,maxwav+1,1,n);        } /* end if mle */
     adl=imatrix(1,maxwav+1,1,n);          } /* end wave */
     tab=ivector(1,NCOVMAX);    }
     ncodemax=ivector(1,8);    jmean=sum/k;
     printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
     i=1;    fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
     while (fgets(line, MAXLINE, fic) != NULL)    {   }
       if ((i >= firstobs) && (i <=lastobs)) {  
          /*********** Tricode ****************************/
         for (j=maxwav;j>=1;j--){  void tricode(int *Tvar, int **nbcode, int imx)
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb);  {
           strcpy(line,stra);    
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);    int Ndum[20],ij=1, k, j, i, maxncov=19;
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);    int cptcode=0;
         }    cptcoveff=0; 
           
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);    for (k=0; k<maxncov; k++) Ndum[k]=0;
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);    for (k=1; k<=7; k++) ncodemax[k]=0;
   
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);    for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);      for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
                                  modality*/ 
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);        ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
         for (j=ncov;j>=1;j--){        Ndum[ij]++; /*store the modality */
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);        /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
         }        if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
         num[i]=atol(stra);                                         Tvar[j]. If V=sex and male is 0 and 
                                          female is 1, then  cptcode=1.*/
         /*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]));*/      }
   
         i=i+1;      for (i=0; i<=cptcode; i++) {
       }        if(Ndum[i]!=0) ncodemax[j]++; /* Nomber of modalities of the j th covariates. In fact ncodemax[j]=2 (dichotom. variables) but it can be more */
     }      }
   
     /*scanf("%d",i);*/      ij=1; 
   imx=i-1; /* Number of individuals */      for (i=1; i<=ncodemax[j]; i++) {
         for (k=0; k<= maxncov; k++) {
   /* Calculation of the number of parameter from char model*/          if (Ndum[k] != 0) {
   Tvar=ivector(1,15);            nbcode[Tvar[j]][ij]=k; 
   Tprod=ivector(1,15);            /* store the modality in an array. k is a modality. If we have model=V1+V1*sex then: nbcode[1][1]=0 ; nbcode[1][2]=1; nbcode[2][1]=0 ; nbcode[2][2]=1; */
   Tvaraff=ivector(1,15);            
   Tvard=imatrix(1,15,1,2);            ij++;
   Tage=ivector(1,15);                }
              if (ij > ncodemax[j]) break; 
   if (strlen(model) >1){        }  
     j=0, j1=0, k1=1, k2=1;      } 
     j=nbocc(model,'+');    }  
     j1=nbocc(model,'*');  
     cptcovn=j+1;   for (k=0; k< maxncov; k++) Ndum[k]=0;
     cptcovprod=j1;  
       for (i=1; i<=ncovmodel-2; i++) { 
         /* Listing of all covariables in staement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
     strcpy(modelsav,model);     ij=Tvar[i];
     if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){     Ndum[ij]++;
       printf("Error. Non available option model=%s ",model);   }
       goto end;  
     }   ij=1;
       for (i=1; i<= maxncov; i++) {
     for(i=(j+1); i>=1;i--){     if((Ndum[i]!=0) && (i<=ncovcol)){
       cutv(stra,strb,modelsav,'+');       Tvaraff[ij]=i; /*For printing */
       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav);       ij++;
       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/     }
       /*scanf("%d",i);*/   }
       if (strchr(strb,'*')) {   
         cutv(strd,strc,strb,'*');   cptcoveff=ij-1; /*Number of simple covariates*/
         if (strcmp(strc,"age")==0) {  }
           cptcovprod--;  
           cutv(strb,stre,strd,'V');  /*********** Health Expectancies ****************/
           Tvar[i]=atoi(stre);  
           cptcovage++;  void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij, int estepm,double delti[],double **matcov )
             Tage[cptcovage]=i;  
             /*printf("stre=%s ", stre);*/  {
         }    /* Health expectancies */
         else if (strcmp(strd,"age")==0) {    int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
           cptcovprod--;    double age, agelim, hf;
           cutv(strb,stre,strc,'V');    double ***p3mat,***varhe;
           Tvar[i]=atoi(stre);    double **dnewm,**doldm;
           cptcovage++;    double *xp;
           Tage[cptcovage]=i;    double **gp, **gm;
         }    double ***gradg, ***trgradg;
         else {    int theta;
           cutv(strb,stre,strc,'V');  
           Tvar[i]=ncov+k1;    varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
           cutv(strb,strc,strd,'V');    xp=vector(1,npar);
           Tprod[k1]=i;    dnewm=matrix(1,nlstate*nlstate,1,npar);
           Tvard[k1][1]=atoi(strc);    doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
           Tvard[k1][2]=atoi(stre);    
           Tvar[cptcovn+k2]=Tvard[k1][1];    fprintf(ficreseij,"# Health expectancies\n");
           Tvar[cptcovn+k2+1]=Tvard[k1][2];    fprintf(ficreseij,"# Age");
           for (k=1; k<=lastobs;k++)    for(i=1; i<=nlstate;i++)
             covar[ncov+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];      for(j=1; j<=nlstate;j++)
           k1++;        fprintf(ficreseij," %1d-%1d (SE)",i,j);
           k2=k2+2;    fprintf(ficreseij,"\n");
         }  
       }    if(estepm < stepm){
       else {      printf ("Problem %d lower than %d\n",estepm, stepm);
         /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/    }
        /*  scanf("%d",i);*/    else  hstepm=estepm;   
       cutv(strd,strc,strb,'V');    /* We compute the life expectancy from trapezoids spaced every estepm months
       Tvar[i]=atoi(strc);     * This is mainly to measure the difference between two models: for example
       }     * if stepm=24 months pijx are given only every 2 years and by summing them
       strcpy(modelsav,stra);       * we are calculating an estimate of the Life Expectancy assuming a linear 
       /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);     * progression in between and thus overestimating or underestimating according
         scanf("%d",i);*/     * to the curvature of the survival function. If, for the same date, we 
     }     * estimate the model with stepm=1 month, we can keep estepm to 24 months
 }     * to compare the new estimate of Life expectancy with the same linear 
       * hypothesis. A more precise result, taking into account a more precise
   /*printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);     * curvature will be obtained if estepm is as small as stepm. */
   printf("cptcovprod=%d ", cptcovprod);  
   scanf("%d ",i);*/    /* For example we decided to compute the life expectancy with the smallest unit */
     fclose(fic);    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
        nhstepm is the number of hstepm from age to agelim 
     /*  if(mle==1){*/       nstepm is the number of stepm from age to agelin. 
     if (weightopt != 1) { /* Maximisation without weights*/       Look at hpijx to understand the reason of that which relies in memory size
       for(i=1;i<=n;i++) weight[i]=1.0;       and note for a fixed period like estepm months */
     }    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
     /*-calculation of age at interview from date of interview and age at death -*/       survival function given by stepm (the optimization length). Unfortunately it
     agev=matrix(1,maxwav,1,imx);       means that if the survival funtion is printed only each two years of age and if
           you sum them up and add 1 year (area under the trapezoids) you won't get the same 
     for (i=1; i<=imx; i++)  {       results. So we changed our mind and took the option of the best precision.
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);    */
       for(m=1; (m<= maxwav); m++){    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
         if(s[m][i] >0){  
           if (s[m][i] == nlstate+1) {    agelim=AGESUP;
             if(agedc[i]>0)    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
               if(moisdc[i]!=99 && andc[i]!=9999)      /* nhstepm age range expressed in number of stepm */
               agev[m][i]=agedc[i];      nstepm=(int) rint((agelim-age)*YEARM/stepm); 
             else {      /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
               if (andc[i]!=9999){      /* if (stepm >= YEARM) hstepm=1;*/
               printf("Warning negative age at death: %d line:%d\n",num[i],i);      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
               agev[m][i]=-1;      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
               }      gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
             }      gp=matrix(0,nhstepm,1,nlstate*nlstate);
           }      gm=matrix(0,nhstepm,1,nlstate*nlstate);
           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]);      /* Computed by stepm unit matrices, product of hstepm matrices, stored
             if(mint[m][i]==99 || anint[m][i]==9999)         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
               agev[m][i]=1;      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
             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);*/      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
             }  
             else if(agev[m][i] >agemax){      /* Computing Variances of health expectancies */
               agemax=agev[m][i];  
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/       for(theta=1; theta <=npar; theta++){
             }        for(i=1; i<=npar; i++){ 
             /*agev[m][i]=anint[m][i]-annais[i];*/          xp[i] = x[i] + (i==theta ?delti[theta]:0);
             /*   agev[m][i] = age[i]+2*m;*/        }
           }        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
           else { /* =9 */    
             agev[m][i]=1;        cptj=0;
             s[m][i]=-1;        for(j=1; j<= nlstate; j++){
           }          for(i=1; i<=nlstate; i++){
         }            cptj=cptj+1;
         else /*= 0 Unknown */            for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
           agev[m][i]=1;              gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
       }            }
              }
     }        }
     for (i=1; i<=imx; i++)  {       
       for(m=1; (m<= maxwav); m++){       
         if (s[m][i] > (nlstate+ndeath)) {        for(i=1; i<=npar; i++) 
           printf("Error: Wrong value in nlstate or ndeath\n");            xp[i] = x[i] - (i==theta ?delti[theta]:0);
           goto end;        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
         }        
       }        cptj=0;
     }        for(j=1; j<= nlstate; j++){
           for(i=1;i<=nlstate;i++){
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);            cptj=cptj+1;
             for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
     free_vector(severity,1,maxwav);  
     free_imatrix(outcome,1,maxwav+1,1,n);              gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
     free_vector(moisnais,1,n);            }
     free_vector(annais,1,n);          }
     free_matrix(mint,1,maxwav,1,n);        }
     free_matrix(anint,1,maxwav,1,n);        for(j=1; j<= nlstate*nlstate; j++)
     free_vector(moisdc,1,n);          for(h=0; h<=nhstepm-1; h++){
     free_vector(andc,1,n);            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
           }
           } 
     wav=ivector(1,imx);     
     dh=imatrix(1,lastpass-firstpass+1,1,imx);  /* End theta */
     mw=imatrix(1,lastpass-firstpass+1,1,imx);  
           trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
     /* Concatenates waves */  
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);       for(h=0; h<=nhstepm-1; h++)
         for(j=1; j<=nlstate*nlstate;j++)
           for(theta=1; theta <=npar; theta++)
       Tcode=ivector(1,100);            trgradg[h][j][theta]=gradg[h][theta][j];
       nbcode=imatrix(0,NCOVMAX,0,NCOVMAX);       
       ncodemax[1]=1;  
       if (cptcovn > 0) tricode(Tvar,nbcode,imx);       for(i=1;i<=nlstate*nlstate;i++)
              for(j=1;j<=nlstate*nlstate;j++)
    codtab=imatrix(1,100,1,10);          varhe[i][j][(int)age] =0.;
    h=0;  
    m=pow(2,cptcoveff);       printf("%d|",(int)age);fflush(stdout);
         fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
    for(k=1;k<=cptcoveff; k++){       for(h=0;h<=nhstepm-1;h++){
      for(i=1; i <=(m/pow(2,k));i++){        for(k=0;k<=nhstepm-1;k++){
        for(j=1; j <= ncodemax[k]; j++){          matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
          for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){          matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
            h++;          for(i=1;i<=nlstate*nlstate;i++)
            if (h>m) h=1;codtab[h][k]=j;            for(j=1;j<=nlstate*nlstate;j++)
          }              varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
        }        }
      }      }
    }      /* Computing expectancies */
       for(i=1; i<=nlstate;i++)
         for(j=1; j<=nlstate;j++)
    /*for(i=1; i <=m ;i++){          for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
      for(k=1; k <=cptcovn; k++){            eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
        printf("i=%d k=%d %d %d",i,k,codtab[i][k], cptcoveff);            
      }  /* if((int)age==70)printf("i=%2d,j=%2d,h=%2d,age=%3d,%9.4f,%9.4f,%9.4f\n",i,j,h,(int)age,p3mat[i][j][h],hf,eij[i][j][(int)age]);*/
      printf("\n");  
    }          }
    scanf("%d",i);*/  
          fprintf(ficreseij,"%3.0f",age );
    /* Calculates basic frequencies. Computes observed prevalence at single age      cptj=0;
        and prints on file fileres'p'. */      for(i=1; i<=nlstate;i++)
   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax);        for(j=1; j<=nlstate;j++){
           cptj++;
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */          fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        }
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      fprintf(ficreseij,"\n");
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */     
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */      free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
          free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
     /* For Powell, parameters are in a vector p[] starting at p[1]      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */      free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     }
     if(mle==1){    printf("\n");
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);    fprintf(ficlog,"\n");
     }  
        free_vector(xp,1,npar);
     /*--------- results files --------------*/    free_matrix(dnewm,1,nlstate*nlstate,1,npar);
     fprintf(ficres,"\ntitle=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate, ndeath, maxwav, mle,weightopt,model);    free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
        free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
    jk=1;  }
    fprintf(ficres,"# Parameters\n");  
    printf("# Parameters\n");  /************ Variance ******************/
    for(i=1,jk=1; i <=nlstate; i++){  void varevsij(char optionfilefiname[], 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, int estepm, int cptcov, int cptcod, int popbased, int mobilav)
      for(k=1; k <=(nlstate+ndeath); k++){  {
        if (k != i)    /* Variance of health expectancies */
          {    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
            printf("%d%d ",i,k);    /* double **newm;*/
            fprintf(ficres,"%1d%1d ",i,k);    double **dnewm,**doldm;
            for(j=1; j <=ncovmodel; j++){    double **dnewmp,**doldmp;
              printf("%f ",p[jk]);    int i, j, nhstepm, hstepm, h, nstepm ;
              fprintf(ficres,"%f ",p[jk]);    int k, cptcode;
              jk++;    double *xp;
            }    double **gp, **gm;  /* for var eij */
            printf("\n");    double ***gradg, ***trgradg; /*for var eij */
            fprintf(ficres,"\n");    double **gradgp, **trgradgp; /* for var p point j */
          }    double *gpp, *gmp; /* for var p point j */
      }    double **varppt; /* for var p point j nlstate to nlstate+ndeath */
    }    double ***p3mat;
  if(mle==1){    double age,agelim, hf;
     /* Computing hessian and covariance matrix */    double ***mobaverage;
     ftolhess=ftol; /* Usually correct */    int theta;
     hesscov(matcov, p, npar, delti, ftolhess, func);    char digit[4];
  }    char digitp[25];
     fprintf(ficres,"# Scales\n");  
     printf("# Scales\n");    char fileresprobmorprev[FILENAMELENGTH];
      for(i=1,jk=1; i <=nlstate; i++){  
       for(j=1; j <=nlstate+ndeath; j++){    if(popbased==1){
         if (j!=i) {      if(mobilav!=0)
           fprintf(ficres,"%1d%1d",i,j);        strcpy(digitp,"-populbased-mobilav-");
           printf("%1d%1d",i,j);      else strcpy(digitp,"-populbased-nomobil-");
           for(k=1; k<=ncovmodel;k++){    }
             printf(" %.5e",delti[jk]);    else 
             fprintf(ficres," %.5e",delti[jk]);      strcpy(digitp,"-stablbased-");
             jk++;  
           }    if (mobilav!=0) {
           printf("\n");      mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
           fprintf(ficres,"\n");      if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
         }        fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
       }        printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }      }
        }
     k=1;  
     fprintf(ficres,"# Covariance\n");    strcpy(fileresprobmorprev,"prmorprev"); 
     printf("# Covariance\n");    sprintf(digit,"%-d",ij);
     for(i=1;i<=npar;i++){    /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
       /*  if (k>nlstate) k=1;    strcat(fileresprobmorprev,digit); /* Tvar to be done */
       i1=(i-1)/(ncovmodel*nlstate)+1;    strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);    strcat(fileresprobmorprev,fileres);
       printf("%s%d%d",alph[k],i1,tab[i]);*/    if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
       fprintf(ficres,"%3d",i);      printf("Problem with resultfile: %s\n", fileresprobmorprev);
       printf("%3d",i);      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
       for(j=1; j<=i;j++){    }
         fprintf(ficres," %.5e",matcov[i][j]);    printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
         printf(" %.5e",matcov[i][j]);    fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
       }    fprintf(ficresprobmorprev,"# probabilities of dying before estepm=%d months for people of exact age and weighted probabilities w1*p1j+w2*p2j+... stand dev in()\n",estepm);
       fprintf(ficres,"\n");    fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
       printf("\n");    for(j=nlstate+1; j<=(nlstate+ndeath);j++){
       k++;      fprintf(ficresprobmorprev," p.%-d SE",j);
     }      for(i=1; i<=nlstate;i++)
            fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
     while((c=getc(ficpar))=='#' && c!= EOF){    }  
       ungetc(c,ficpar);    fprintf(ficresprobmorprev,"\n");
       fgets(line, MAXLINE, ficpar);    if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
       puts(line);      printf("Problem with gnuplot file: %s\n", optionfilegnuplot);
       fputs(line,ficparo);      fprintf(ficlog,"Problem with gnuplot file: %s\n", optionfilegnuplot);
     }      exit(0);
     ungetc(c,ficpar);    }
      else{
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);      fprintf(ficgp,"\n# Routine varevsij");
        }
     if (fage <= 2) {    if((fichtm=fopen(optionfilehtm,"a"))==NULL) {
       bage = agemin;      printf("Problem with html file: %s\n", optionfilehtm);
       fage = agemax;      fprintf(ficlog,"Problem with html file: %s\n", optionfilehtm);
     }      exit(0);
     }
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");    else{
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);      fprintf(fichtm,"\n<li><h4> Computing probabilities of dying over estepm months as a weighted average (i.e global mortality independent of initial healh state)</h4></li>\n");
       fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
        }
 /*------------ gnuplot -------------*/    varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 chdir(pathcd);  
   if((ficgp=fopen("graph.plt","w"))==NULL) {    fprintf(ficresvij,"# Variance and covariance of health expectancies e.j \n#  (weighted average of eij where weights are the stable prevalence in health states i\n");
     printf("Problem with file graph.gp");goto end;    fprintf(ficresvij,"# Age");
   }    for(i=1; i<=nlstate;i++)
 #ifdef windows      for(j=1; j<=nlstate;j++)
   fprintf(ficgp,"cd \"%s\" \n",pathc);        fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
 #endif    fprintf(ficresvij,"\n");
 m=pow(2,cptcoveff);  
      xp=vector(1,npar);
  /* 1eme*/    dnewm=matrix(1,nlstate,1,npar);
   for (cpt=1; cpt<= nlstate ; cpt ++) {    doldm=matrix(1,nlstate,1,nlstate);
    for (k1=1; k1<= m ; k1 ++) {    dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
     doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
 #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);    gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
 #endif    gpp=vector(nlstate+1,nlstate+ndeath);
 #ifdef unix    gmp=vector(nlstate+1,nlstate+ndeath);
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);    trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
 #endif    
     if(estepm < stepm){
 for (i=1; i<= nlstate ; i ++) {      printf ("Problem %d lower than %d\n",estepm, stepm);
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");    }
   else fprintf(ficgp," \%%*lf (\%%*lf)");    else  hstepm=estepm;   
 }    /* For example we decided to compute the life expectancy with the smallest unit */
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
     for (i=1; i<= nlstate ; i ++) {       nhstepm is the number of hstepm from age to agelim 
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");       nstepm is the number of stepm from age to agelin. 
   else fprintf(ficgp," \%%*lf (\%%*lf)");       Look at hpijx to understand the reason of that which relies in memory size
 }       and note for a fixed period like k years */
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
      for (i=1; i<= nlstate ; i ++) {       survival function given by stepm (the optimization length). Unfortunately it
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");       means that if the survival funtion is printed every two years of age and if
   else fprintf(ficgp," \%%*lf (\%%*lf)");       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
 }         results. So we changed our mind and took the option of the best precision.
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));    */
 #ifdef unix    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
 fprintf(ficgp,"\nset ter gif small size 400,300");    agelim = AGESUP;
 #endif    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);      nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
    }      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
   }      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   /*2 eme*/      gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
       gp=matrix(0,nhstepm,1,nlstate);
   for (k1=1; k1<= m ; k1 ++) {      gm=matrix(0,nhstepm,1,nlstate);
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);  
      
     for (i=1; i<= nlstate+1 ; i ++) {      for(theta=1; theta <=npar; theta++){
       k=2*i;        for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);          xp[i] = x[i] + (i==theta ?delti[theta]:0);
       for (j=1; j<= nlstate+1 ; j ++) {        }
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
   else fprintf(ficgp," \%%*lf (\%%*lf)");        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
 }    
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");        if (popbased==1) {
       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);          if(mobilav ==0){
     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);            for(i=1; i<=nlstate;i++)
       for (j=1; j<= nlstate+1 ; j ++) {              prlim[i][i]=probs[(int)age][i][ij];
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");          }else{ /* mobilav */ 
         else fprintf(ficgp," \%%*lf (\%%*lf)");            for(i=1; i<=nlstate;i++)
 }                prlim[i][i]=mobaverage[(int)age][i][ij];
       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)");        for(j=1; j<= nlstate; j++){
   else fprintf(ficgp," \%%*lf (\%%*lf)");          for(h=0; h<=nhstepm; h++){
 }              for(i=1, gp[h][j]=0.;i<=nlstate;i++)
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
       else fprintf(ficgp,"\" t\"\" w l 0,");          }
     }        }
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);        /* This for computing probability of death (h=1 means
   }           computed over hstepm matrices product = hstepm*stepm months) 
             as a weighted average of prlim.
   /*3eme*/        */
         for(j=nlstate+1;j<=nlstate+ndeath;j++){
   for (k1=1; k1<= m ; k1 ++) {          for(i=1,gpp[j]=0.; i<= nlstate; i++)
     for (cpt=1; cpt<= nlstate ; cpt ++) {            gpp[j] += prlim[i][i]*p3mat[i][j][1];
       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);        /* end probability of death */
       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);        for(i=1; i<=npar; i++) /* Computes gradient x - delta */
       }          xp[i] = x[i] - (i==theta ?delti[theta]:0);
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
     }        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   }   
          if (popbased==1) {
   /* CV preval stat */          if(mobilav ==0){
   for (k1=1; k1<= m ; k1 ++) {            for(i=1; i<=nlstate;i++)
     for (cpt=1; cpt<nlstate ; cpt ++) {              prlim[i][i]=probs[(int)age][i][ij];
       k=3;          }else{ /* mobilav */ 
       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/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);            for(i=1; i<=nlstate;i++)
       for (i=1; i< nlstate ; i ++)              prlim[i][i]=mobaverage[(int)age][i][ij];
         fprintf(ficgp,"+$%d",k+i+1);          }
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);        }
        
       l=3+(nlstate+ndeath)*cpt;        for(j=1; j<= nlstate; j++){
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);          for(h=0; h<=nhstepm; h++){
       for (i=1; i< nlstate ; i ++) {            for(i=1, gm[h][j]=0.;i<=nlstate;i++)
         l=3+(nlstate+ndeath)*cpt;              gm[h][j] += prlim[i][i]*p3mat[i][j][h];
         fprintf(ficgp,"+$%d",l+i+1);          }
       }        }
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);          /* This for computing probability of death (h=1 means
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);           computed over hstepm matrices product = hstepm*stepm months) 
     }           as a weighted average of prlim.
   }        */
         for(j=nlstate+1;j<=nlstate+ndeath;j++){
   /* proba elementaires */          for(i=1,gmp[j]=0.; i<= nlstate; i++)
    for(i=1,jk=1; i <=nlstate; i++){           gmp[j] += prlim[i][i]*p3mat[i][j][1];
     for(k=1; k <=(nlstate+ndeath); k++){        }    
       if (k != i) {        /* end probability of death */
         for(j=1; j <=ncovmodel; j++){  
           /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/        for(j=1; j<= nlstate; j++) /* vareij */
           /*fprintf(ficgp,"%s",alph[1]);*/          for(h=0; h<=nhstepm; h++){
           fprintf(ficgp,"p%d=%f ",jk,p[jk]);            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
           jk++;          }
           fprintf(ficgp,"\n");  
         }        for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
       }          gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
     }        }
     }  
       } /* End theta */
   for(jk=1; jk <=m; jk++) {  
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);      trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
    i=1;  
    for(k2=1; k2<=nlstate; k2++) {      for(h=0; h<=nhstepm; h++) /* veij */
      k3=i;        for(j=1; j<=nlstate;j++)
      for(k=1; k<=(nlstate+ndeath); k++) {          for(theta=1; theta <=npar; theta++)
        if (k != k2){            trgradg[h][j][theta]=gradg[h][theta][j];
         fprintf(ficgp," exp(p%d+p%d*x",i,i+1);  
 ij=1;      for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
         for(j=3; j <=ncovmodel; j++) {        for(theta=1; theta <=npar; theta++)
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {          trgradgp[j][theta]=gradgp[theta][j];
             fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);    
             ij++;  
           }      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
           else      for(i=1;i<=nlstate;i++)
           fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);        for(j=1;j<=nlstate;j++)
         }          vareij[i][j][(int)age] =0.;
           fprintf(ficgp,")/(1");  
              for(h=0;h<=nhstepm;h++){
         for(k1=1; k1 <=nlstate; k1++){          for(k=0;k<=nhstepm;k++){
           fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);          matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
 ij=1;          matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
           for(j=3; j <=ncovmodel; j++){          for(i=1;i<=nlstate;i++)
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {            for(j=1;j<=nlstate;j++)
             fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);              vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
             ij++;        }
           }      }
           else    
             fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);      /* pptj */
           }      matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
           fprintf(ficgp,")");      matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
         }      for(j=nlstate+1;j<=nlstate+ndeath;j++)
         fprintf(ficgp,") t \"p%d%d\" ", k2,k);        for(i=nlstate+1;i<=nlstate+ndeath;i++)
         if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");          varppt[j][i]=doldmp[j][i];
         i=i+ncovmodel;      /* end ppptj */
        }      /*  x centered again */
      }      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
    }      prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
    fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);   
   }      if (popbased==1) {
            if(mobilav ==0){
   fclose(ficgp);          for(i=1; i<=nlstate;i++)
                prlim[i][i]=probs[(int)age][i][ij];
 chdir(path);        }else{ /* mobilav */ 
     free_matrix(agev,1,maxwav,1,imx);          for(i=1; i<=nlstate;i++)
     free_ivector(wav,1,imx);            prlim[i][i]=mobaverage[(int)age][i][ij];
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);        }
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);      }
                   
     free_imatrix(s,1,maxwav+1,1,n);      /* This for computing probability of death (h=1 means
             computed over hstepm (estepm) matrices product = hstepm*stepm months) 
             as a weighted average of prlim.
     free_ivector(num,1,n);      */
     free_vector(agedc,1,n);      for(j=nlstate+1;j<=nlstate+ndeath;j++){
     free_vector(weight,1,n);        for(i=1,gmp[j]=0.;i<= nlstate; i++) 
     /*free_matrix(covar,1,NCOVMAX,1,n);*/          gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
     fclose(ficparo);      }    
     fclose(ficres);      /* end probability of death */
     /*  }*/  
          fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
    /*________fin mle=1_________*/      for(j=nlstate+1; j<=(nlstate+ndeath);j++){
            fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
         for(i=1; i<=nlstate;i++){
            fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
     /* No more information from the sample is required now */        }
   /* Reads comments: lines beginning with '#' */      } 
   while((c=getc(ficpar))=='#' && c!= EOF){      fprintf(ficresprobmorprev,"\n");
     ungetc(c,ficpar);  
     fgets(line, MAXLINE, ficpar);      fprintf(ficresvij,"%.0f ",age );
     puts(line);      for(i=1; i<=nlstate;i++)
     fputs(line,ficparo);        for(j=1; j<=nlstate;j++){
   }          fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
   ungetc(c,ficpar);        }
        fprintf(ficresvij,"\n");
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);      free_matrix(gp,0,nhstepm,1,nlstate);
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);      free_matrix(gm,0,nhstepm,1,nlstate);
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
 /*--------- index.htm --------*/      free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
       free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   if((fichtm=fopen("index.htm","w"))==NULL)    {    } /* End age */
     printf("Problem with index.htm \n");goto end;    free_vector(gpp,nlstate+1,nlstate+ndeath);
   }    free_vector(gmp,nlstate+1,nlstate+ndeath);
     free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
  fprintf(fichtm,"<body><ul> <font size=\"6\">Imach, Version 0.64a </font> <hr size=\"2\" color=\"#EC5E5E\">    free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
 Titre=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>    fprintf(ficgp,"\nset noparametric;set nolabel; set ter png small;set size 0.65, 0.65");
 Total number of observations=%d <br>    /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
 Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>    fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
 <hr  size=\"2\" color=\"#EC5E5E\">  /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
 <li>Outputs files<br><br>\n  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>    fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",fileresprobmorprev);
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",fileresprobmorprev);
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",fileresprobmorprev);
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>    fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",fileresprobmorprev,fileresprobmorprev);
         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>    fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months. <br> <img src=\"varmuptjgr%s%s%s.png\"> <br>\n", estepm,digitp,optionfilefiname,digit);
         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>    /*  fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months and then divided by estepm and multiplied by %.0f in order to have the probability to die over a year <br> <img src=\"varmuptjgr%s%s.png\"> <br>\n", stepm,YEARM,digitp,digit);
         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>  */
         - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%s</a> <br><br>",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);    fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit);
   
  fprintf(fichtm," <li>Graphs</li><p>");    free_vector(xp,1,npar);
     free_matrix(doldm,1,nlstate,1,nlstate);
  m=cptcoveff;    free_matrix(dnewm,1,nlstate,1,npar);
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}    free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
  j1=0;    free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
  for(k1=1; k1<=m;k1++){    if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
    for(i1=1; i1<=ncodemax[k1];i1++){    fclose(ficresprobmorprev);
        j1++;    fclose(ficgp);
        if (cptcovn > 0) {    fclose(fichtm);
          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]]);  /************ Variance of prevlim ******************/
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");  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)
        }  {
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>    /* Variance of prevalence limit */
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);        /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
        for(cpt=1; cpt<nlstate;cpt++){    double **newm;
          fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>    double **dnewm,**doldm;
 <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);    int i, j, nhstepm, hstepm;
        }    int k, cptcode;
     for(cpt=1; cpt<=nlstate;cpt++) {    double *xp;
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident    double *gp, *gm;
 interval) in state (%d): v%s%d%d.gif <br>    double **gradg, **trgradg;
 <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);      double age,agelim;
      }    int theta;
      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>    fprintf(ficresvpl,"# Standard deviation of stable prevalences \n");
 <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);    fprintf(ficresvpl,"# Age");
      }    for(i=1; i<=nlstate;i++)
      fprintf(fichtm,"\n<br>- Total life expectancy by age and        fprintf(ficresvpl," %1d-%1d",i,i);
 health expectancies in states (1) and (2): e%s%d.gif<br>    fprintf(ficresvpl,"\n");
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);  
 fprintf(fichtm,"\n</body>");    xp=vector(1,npar);
    }    dnewm=matrix(1,nlstate,1,npar);
  }    doldm=matrix(1,nlstate,1,nlstate);
 fclose(fichtm);    
     hstepm=1*YEARM; /* Every year of age */
   /*--------------- Prevalence limit --------------*/    hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
      agelim = AGESUP;
   strcpy(filerespl,"pl");    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
   strcat(filerespl,fileres);      nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
   if((ficrespl=fopen(filerespl,"w"))==NULL) {      if (stepm >= YEARM) hstepm=1;
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;      nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
   }      gradg=matrix(1,npar,1,nlstate);
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);      gp=vector(1,nlstate);
   fprintf(ficrespl,"#Prevalence limit\n");      gm=vector(1,nlstate);
   fprintf(ficrespl,"#Age ");  
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);      for(theta=1; theta <=npar; theta++){
   fprintf(ficrespl,"\n");        for(i=1; i<=npar; i++){ /* Computes gradient */
            xp[i] = x[i] + (i==theta ?delti[theta]:0);
   prlim=matrix(1,nlstate,1,nlstate);        }
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        for(i=1;i<=nlstate;i++)
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */          gp[i] = prlim[i][i];
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */        for(i=1; i<=npar; i++) /* Computes gradient */
   k=0;          xp[i] = x[i] - (i==theta ?delti[theta]:0);
   agebase=agemin;        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   agelim=agemax;        for(i=1;i<=nlstate;i++)
   ftolpl=1.e-10;          gm[i] = prlim[i][i];
   i1=cptcoveff;  
   if (cptcovn < 1){i1=1;}        for(i=1;i<=nlstate;i++)
           gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
   for(cptcov=1;cptcov<=i1;cptcov++){      } /* End theta */
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){  
         k=k+1;      trgradg =matrix(1,nlstate,1,npar);
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/  
         fprintf(ficrespl,"\n#******");      for(j=1; j<=nlstate;j++)
         for(j=1;j<=cptcoveff;j++)        for(theta=1; theta <=npar; theta++)
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);          trgradg[j][theta]=gradg[theta][j];
         fprintf(ficrespl,"******\n");  
              for(i=1;i<=nlstate;i++)
         for (age=agebase; age<=agelim; age++){        varpl[i][(int)age] =0.;
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);      matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
           fprintf(ficrespl,"%.0f",age );      matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
           for(i=1; i<=nlstate;i++)      for(i=1;i<=nlstate;i++)
           fprintf(ficrespl," %.5f", prlim[i][i]);        varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
           fprintf(ficrespl,"\n");  
         }      fprintf(ficresvpl,"%.0f ",age );
       }      for(i=1; i<=nlstate;i++)
     }        fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
   fclose(ficrespl);      fprintf(ficresvpl,"\n");
   /*------------- h Pij x at various ages ------------*/      free_vector(gp,1,nlstate);
        free_vector(gm,1,nlstate);
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);      free_matrix(gradg,1,npar,1,nlstate);
   if((ficrespij=fopen(filerespij,"w"))==NULL) {      free_matrix(trgradg,1,nlstate,1,npar);
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;    } /* End age */
   }  
   printf("Computing pij: result on file '%s' \n", filerespij);    free_vector(xp,1,npar);
      free_matrix(doldm,1,nlstate,1,npar);
   stepsize=(int) (stepm+YEARM-1)/YEARM;    free_matrix(dnewm,1,nlstate,1,nlstate);
   if (stepm<=24) stepsize=2;  
   }
   agelim=AGESUP;  
   hstepm=stepsize*YEARM; /* Every year of age */  /************ Variance of one-step probabilities  ******************/
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */  void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax)
    {
   k=0;    int i, j=0,  i1, k1, l1, t, tj;
   for(cptcov=1;cptcov<=i1;cptcov++){    int k2, l2, j1,  z1;
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    int k=0,l, cptcode;
       k=k+1;    int first=1, first1;
         fprintf(ficrespij,"\n#****** ");    double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
         for(j=1;j<=cptcoveff;j++)    double **dnewm,**doldm;
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    double *xp;
         fprintf(ficrespij,"******\n");    double *gp, *gm;
            double **gradg, **trgradg;
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */    double **mu;
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */    double age,agelim, cov[NCOVMAX];
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    int theta;
           oldm=oldms;savm=savms;    char fileresprob[FILENAMELENGTH];
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);      char fileresprobcov[FILENAMELENGTH];
           fprintf(ficrespij,"# Age");    char fileresprobcor[FILENAMELENGTH];
           for(i=1; i<=nlstate;i++)  
             for(j=1; j<=nlstate+ndeath;j++)    double ***varpij;
               fprintf(ficrespij," %1d-%1d",i,j);  
           fprintf(ficrespij,"\n");    strcpy(fileresprob,"prob"); 
           for (h=0; h<=nhstepm; h++){    strcat(fileresprob,fileres);
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );    if((ficresprob=fopen(fileresprob,"w"))==NULL) {
             for(i=1; i<=nlstate;i++)      printf("Problem with resultfile: %s\n", fileresprob);
               for(j=1; j<=nlstate+ndeath;j++)      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);    }
             fprintf(ficrespij,"\n");    strcpy(fileresprobcov,"probcov"); 
           }    strcat(fileresprobcov,fileres);
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
           fprintf(ficrespij,"\n");      printf("Problem with resultfile: %s\n", fileresprobcov);
         }      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
     }    }
   }    strcpy(fileresprobcor,"probcor"); 
     strcat(fileresprobcor,fileres);
   fclose(ficrespij);    if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprobcor);
   /*---------- Health expectancies and variances ------------*/      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
     }
   strcpy(filerest,"t");    printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
   strcat(filerest,fileres);    fprintf(ficlog,"Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
   if((ficrest=fopen(filerest,"w"))==NULL) {    printf("Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;    fprintf(ficlog,"Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
   }    printf("and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
   printf("Computing Total LEs with variances: file '%s' \n", filerest);    fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
     
     fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
   strcpy(filerese,"e");    fprintf(ficresprob,"# Age");
   strcat(filerese,fileres);    fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
   if((ficreseij=fopen(filerese,"w"))==NULL) {    fprintf(ficresprobcov,"# Age");
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);    fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
   }    fprintf(ficresprobcov,"# Age");
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);  
   
  strcpy(fileresv,"v");    for(i=1; i<=nlstate;i++)
   strcat(fileresv,fileres);      for(j=1; j<=(nlstate+ndeath);j++){
   if((ficresvij=fopen(fileresv,"w"))==NULL) {        fprintf(ficresprob," p%1d-%1d (SE)",i,j);
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);        fprintf(ficresprobcov," p%1d-%1d ",i,j);
   }        fprintf(ficresprobcor," p%1d-%1d ",i,j);
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);      }  
    /* fprintf(ficresprob,"\n");
   k=0;    fprintf(ficresprobcov,"\n");
   for(cptcov=1;cptcov<=i1;cptcov++){    fprintf(ficresprobcor,"\n");
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){   */
       k=k+1;   xp=vector(1,npar);
       fprintf(ficrest,"\n#****** ");    dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
       for(j=1;j<=cptcoveff;j++)    doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
         fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
       fprintf(ficrest,"******\n");    varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
     first=1;
       fprintf(ficreseij,"\n#****** ");    if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
       for(j=1;j<=cptcoveff;j++)      printf("Problem with gnuplot file: %s\n", optionfilegnuplot);
         fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);      fprintf(ficlog,"Problem with gnuplot file: %s\n", optionfilegnuplot);
       fprintf(ficreseij,"******\n");      exit(0);
     }
       fprintf(ficresvij,"\n#****** ");    else{
       for(j=1;j<=cptcoveff;j++)      fprintf(ficgp,"\n# Routine varprob");
         fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);    }
       fprintf(ficresvij,"******\n");    if((fichtm=fopen(optionfilehtm,"a"))==NULL) {
       printf("Problem with html file: %s\n", optionfilehtm);
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);      fprintf(ficlog,"Problem with html file: %s\n", optionfilehtm);
       oldm=oldms;savm=savms;      exit(0);
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);      }
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);    else{
       oldm=oldms;savm=savms;      fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);      fprintf(fichtm,"\n");
        
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");      fprintf(fichtm,"\n<li><h4> Computing matrix of variance-covariance of step probabilities</h4></li>\n");
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);      fprintf(fichtm,"\nWe have drawn ellipsoids of confidence around the p<inf>ij</inf>, p<inf>kl</inf> to understand the covariance between two incidences. They are expressed in year<sup>-1</sup> in order to be less dependent of stepm.<br>\n");
       fprintf(ficrest,"\n");      fprintf(fichtm,"\n<br> We have drawn x'cov<sup>-1</sup>x = 4 where x is the column vector (pij,pkl). It means that if pij and pkl where uncorrelated the (2X2) matrix would have been (1/(var pij), 0 , 0, 1/(var pkl)), and the confidence interval would be 2 standard deviations wide on each axis. <br> When both incidences are correlated we diagonalised the inverse of the covariance matrix and made the appropriate rotation.<br> \n");
          
       hf=1;    }
       if (stepm >= YEARM) hf=stepm/YEARM;  
       epj=vector(1,nlstate+1);    cov[1]=1;
       for(age=bage; age <=fage ;age++){    tj=cptcoveff;
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);    if (cptcovn<1) {tj=1;ncodemax[1]=1;}
         fprintf(ficrest," %.0f",age);    j1=0;
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){    for(t=1; t<=tj;t++){
           for(i=1, epj[j]=0.;i <=nlstate;i++) {      for(i1=1; i1<=ncodemax[t];i1++){ 
             epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];        j1++;
           }        if  (cptcovn>0) {
           epj[nlstate+1] +=epj[j];          fprintf(ficresprob, "\n#********** Variable "); 
         }          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
         for(i=1, vepp=0.;i <=nlstate;i++)          fprintf(ficresprob, "**********\n#\n");
           for(j=1;j <=nlstate;j++)          fprintf(ficresprobcov, "\n#********** Variable "); 
             vepp += vareij[i][j][(int)age];          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
         fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));          fprintf(ficresprobcov, "**********\n#\n");
         for(j=1;j <=nlstate;j++){          
           fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));          fprintf(ficgp, "\n#********** Variable "); 
         }          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
         fprintf(ficrest,"\n");          fprintf(ficgp, "**********\n#\n");
       }          
     }          
   }          fprintf(fichtm, "\n<hr  size=\"2\" color=\"#EC5E5E\">********** Variable "); 
                  for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
  fclose(ficreseij);          fprintf(fichtm, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
  fclose(ficresvij);          
   fclose(ficrest);          fprintf(ficresprobcor, "\n#********** Variable ");    
   fclose(ficpar);          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
   free_vector(epj,1,nlstate+1);          fprintf(ficresprobcor, "**********\n#");    
   /*  scanf("%d ",i); */        }
         
   /*------- Variance limit prevalence------*/          for (age=bage; age<=fage; age ++){ 
           cov[2]=age;
 strcpy(fileresvpl,"vpl");          for (k=1; k<=cptcovn;k++) {
   strcat(fileresvpl,fileres);            cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {          }
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);          for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
     exit(0);          for (k=1; k<=cptcovprod;k++)
   }            cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);          
           gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
  k=0;          trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
  for(cptcov=1;cptcov<=i1;cptcov++){          gp=vector(1,(nlstate)*(nlstate+ndeath));
    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){          gm=vector(1,(nlstate)*(nlstate+ndeath));
      k=k+1;      
      fprintf(ficresvpl,"\n#****** ");          for(theta=1; theta <=npar; theta++){
      for(j=1;j<=cptcoveff;j++)            for(i=1; i<=npar; i++)
        fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);              xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
      fprintf(ficresvpl,"******\n");            
                  pmij(pmmij,cov,ncovmodel,xp,nlstate);
      varpl=matrix(1,nlstate,(int) bage, (int) fage);            
      oldm=oldms;savm=savms;            k=0;
      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);            for(i=1; i<= (nlstate); i++){
    }              for(j=1; j<=(nlstate+ndeath);j++){
  }                k=k+1;
                 gp[k]=pmmij[i][j];
   fclose(ficresvpl);              }
             }
   /*---------- End : free ----------------*/            
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);            for(i=1; i<=npar; i++)
                xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);      
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);            pmij(pmmij,cov,ncovmodel,xp,nlstate);
              k=0;
              for(i=1; i<=(nlstate); i++){
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);              for(j=1; j<=(nlstate+ndeath);j++){
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);                k=k+1;
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);                gm[k]=pmmij[i][j];
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);              }
              }
   free_matrix(matcov,1,npar,1,npar);       
   free_vector(delti,1,npar);            for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
                gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);          }
   
   printf("End of Imach\n");          for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */            for(theta=1; theta <=npar; theta++)
                trgradg[j][theta]=gradg[theta][j];
   /* 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);*/          matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
   /*------ End -----------*/          matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
           free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
  end:          free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
 #ifdef windows          free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
  chdir(pathcd);          free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
 #endif  
  /*system("wgnuplot graph.plt");*/          pmij(pmmij,cov,ncovmodel,x,nlstate);
  system("../gp37mgw/wgnuplot graph.plt");          
           k=0;
 #ifdef windows          for(i=1; i<=(nlstate); i++){
   while (z[0] != 'q') {            for(j=1; j<=(nlstate+ndeath);j++){
     chdir(pathcd);              k=k+1;
     printf("\nType e to edit output files, c to start again, and q for exiting: ");              mu[k][(int) age]=pmmij[i][j];
     scanf("%s",z);            }
     if (z[0] == 'c') system("./imach");          }
     else if (z[0] == 'e') {          for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
       chdir(path);            for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
       system("index.htm");              varpij[i][j][(int)age] = doldm[i][j];
     }  
     else if (z[0] == 'q') exit(0);          /*printf("\n%d ",(int)age);
   }            for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
 #endif            printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
 }            fprintf(ficlog,"%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
             }*/
   
           fprintf(ficresprob,"\n%d ",(int)age);
           fprintf(ficresprobcov,"\n%d ",(int)age);
           fprintf(ficresprobcor,"\n%d ",(int)age);
   
           for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
             fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
           for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
             fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
             fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
           }
           i=0;
           for (k=1; k<=(nlstate);k++){
             for (l=1; l<=(nlstate+ndeath);l++){ 
               i=i++;
               fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l);
               fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l);
               for (j=1; j<=i;j++){
                 fprintf(ficresprobcov," %11.3e",varpij[i][j][(int)age]);
                 fprintf(ficresprobcor," %11.3e",varpij[i][j][(int) age]/sqrt(varpij[i][i][(int) age])/sqrt(varpij[j][j][(int)age]));
               }
             }
           }/* end of loop for state */
         } /* end of loop for age */
   
         /* Confidence intervalle of pij  */
         /*
           fprintf(ficgp,"\nset noparametric;unset label");
           fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
           fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
           fprintf(fichtm,"\n<br>Probability with  confidence intervals expressed in year<sup>-1</sup> :<a href=\"pijgr%s.png\">pijgr%s.png</A>, ",optionfilefiname,optionfilefiname);
           fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
           fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
           fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
         */
   
         /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
         first1=1;
         for (k2=1; k2<=(nlstate);k2++){
           for (l2=1; l2<=(nlstate+ndeath);l2++){ 
             if(l2==k2) continue;
             j=(k2-1)*(nlstate+ndeath)+l2;
             for (k1=1; k1<=(nlstate);k1++){
               for (l1=1; l1<=(nlstate+ndeath);l1++){ 
                 if(l1==k1) continue;
                 i=(k1-1)*(nlstate+ndeath)+l1;
                 if(i<=j) continue;
                 for (age=bage; age<=fage; age ++){ 
                   if ((int)age %5==0){
                     v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
                     v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
                     cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
                     mu1=mu[i][(int) age]/stepm*YEARM ;
                     mu2=mu[j][(int) age]/stepm*YEARM;
                     c12=cv12/sqrt(v1*v2);
                     /* Computing eigen value of matrix of covariance */
                     lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
                     lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
                     /* Eigen vectors */
                     v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
                     /*v21=sqrt(1.-v11*v11); *//* error */
                     v21=(lc1-v1)/cv12*v11;
                     v12=-v21;
                     v22=v11;
                     tnalp=v21/v11;
                     if(first1==1){
                       first1=0;
                       printf("%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tang %.3f\nOthers in log...\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
                     }
                     fprintf(ficlog,"%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tan %.3f\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
                     /*printf(fignu*/
                     /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
                     /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
                     if(first==1){
                       first=0;
                       fprintf(ficgp,"\nset parametric;unset label");
                       fprintf(ficgp,"\nset log y;set log x; set xlabel \"p%1d%1d (year-1)\";set ylabel \"p%1d%1d (year-1)\"",k1,l1,k2,l2);
                       fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
                       fprintf(fichtm,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup> :<a href=\"varpijgr%s%d%1d%1d-%1d%1d.png\">varpijgr%s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,optionfilefiname, j1,k1,l1,k2,l2,optionfilefiname, j1,k1,l1,k2,l2);
                       fprintf(fichtm,"\n<br><img src=\"varpijgr%s%d%1d%1d-%1d%1d.png\"> ",optionfilefiname, j1,k1,l1,k2,l2);
                       fprintf(fichtm,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\nset out \"varpijgr%s%d%1d%1d-%1d%1d.png\"",optionfilefiname, j1,k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                       fprintf(ficgp,"\nplot [-pi:pi] %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }else{
                       first=0;
                       fprintf(fichtm," %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\nreplot %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }/* if first */
                   } /* age mod 5 */
                 } /* end loop age */
                 fprintf(ficgp,"\nset out \"varpijgr%s%d%1d%1d-%1d%1d.png\";replot;",optionfilefiname, j1,k1,l1,k2,l2);
                 first=1;
               } /*l12 */
             } /* k12 */
           } /*l1 */
         }/* k1 */
       } /* loop covariates */
     }
     free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
     free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
     free_vector(xp,1,npar);
     fclose(ficresprob);
     fclose(ficresprobcov);
     fclose(ficresprobcor);
     fclose(ficgp);
     fclose(fichtm);
   }
   
   
   /******************* Printing html file ***********/
   void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
                     int lastpass, int stepm, int weightopt, char model[],\
                     int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
                     int popforecast, int estepm ,\
                     double jprev1, double mprev1,double anprev1, \
                     double jprev2, double mprev2,double anprev2){
     int jj1, k1, i1, cpt;
     /*char optionfilehtm[FILENAMELENGTH];*/
     if((fichtm=fopen(optionfilehtm,"a"))==NULL)    {
       printf("Problem with %s \n",optionfilehtm), exit(0);
       fprintf(ficlog,"Problem with %s \n",optionfilehtm), exit(0);
     }
   
      fprintf(fichtm,"<ul><li><h4>Result files (first order: no variance)</h4>\n
    - Observed prevalence in each state (during the period defined between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf): <a href=\"p%s\">p%s</a> <br>\n
    - Estimated transition probabilities over %d (stepm) months: <a href=\"pij%s\">pij%s</a><br>\n
    - Stable prevalence in each health state: <a href=\"pl%s\">pl%s</a> <br>\n
    - Life expectancies by age and initial health status (estepm=%2d months): 
      <a href=\"e%s\">e%s</a> <br>\n</li>", \
     jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,fileres,fileres,stepm,fileres,fileres,fileres,fileres,estepm,fileres,fileres);
   
   fprintf(fichtm," \n<ul><li><b>Graphs</b></li><p>");
   
    m=cptcoveff;
    if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   
    jj1=0;
    for(k1=1; k1<=m;k1++){
      for(i1=1; i1<=ncodemax[k1];i1++){
        jj1++;
        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[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
        }
        /* Pij */
        fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i, %d (stepm) months before: pe%s%d1.png<br>
   <img src=\"pe%s%d1.png\">",stepm,strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1);     
        /* Quasi-incidences */
        fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i %d (stepm) months before but expressed in per year i.e. quasi incidences if stepm is small and probabilities too: pe%s%d2.png<br>
   <img src=\"pe%s%d2.png\">",stepm,strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1); 
          /* Stable prevalence in each health state */
          for(cpt=1; cpt<nlstate;cpt++){
            fprintf(fichtm,"<br>- Stable prevalence in each health state : p%s%d%d.png<br>
   <img src=\"p%s%d%d.png\">",strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);
          }
        for(cpt=1; cpt<=nlstate;cpt++) {
           fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.png <br>
   <img src=\"exp%s%d%d.png\">",cpt,strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);
        }
        fprintf(fichtm,"\n<br>- Total life expectancy by age and
   health expectancies in states (1) and (2): e%s%d.png<br>
   <img src=\"e%s%d.png\">",strtok(optionfile, "."),jj1,strtok(optionfile, "."),jj1);
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
   
   
    fprintf(fichtm,"\n<br><li><h4> Result files (second order: variances)</h4>\n
    - Parameter file with estimated parameters and covariance matrix: <a href=\"%s\">%s</a> <br>\n
    - Variance of one-step probabilities: <a href=\"prob%s\">prob%s</a> <br>\n
    - Variance-covariance of one-step probabilities: <a href=\"probcov%s\">probcov%s</a> <br>\n
    - Correlation matrix of one-step probabilities: <a href=\"probcor%s\">probcor%s</a> <br>\n
    - Variances and covariances of life expectancies by age and initial health status (estepm=%d months): <a href=\"v%s\">v%s</a><br>\n 
    - Health expectancies with their variances (no covariance): <a href=\"t%s\">t%s</a> <br>\n
    - Standard deviation of stable prevalences: <a href=\"vpl%s\">vpl%s</a> <br>\n",rfileres,rfileres,fileres,fileres,fileres,fileres,fileres,fileres, estepm, fileres,fileres,fileres,fileres,fileres,fileres);
   
   /*  if(popforecast==1) fprintf(fichtm,"\n */
   /*  - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>\n */
   /*  - Population forecasting (if popforecast=1): <a href=\"pop%s\">pop%s</a> <br>\n */
   /*      <br>",fileres,fileres,fileres,fileres); */
   /*  else  */
   /*    fprintf(fichtm,"\n No population forecast: popforecast = %d (instead of 1) or stepm = %d (instead of 1) or model=%s (instead of .)<br><br></li>\n",popforecast, stepm, model); */
   fprintf(fichtm," <ul><li><b>Graphs</b></li><p>");
   
    m=cptcoveff;
    if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   
    jj1=0;
    for(k1=1; k1<=m;k1++){
      for(i1=1; i1<=ncodemax[k1];i1++){
        jj1++;
        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[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
        }
        for(cpt=1; cpt<=nlstate;cpt++) {
          fprintf(fichtm,"<br>- Observed and period prevalence (with confident
   interval) in state (%d): v%s%d%d.png <br>
   <img src=\"v%s%d%d.png\">",cpt,strtok(optionfile, "."),cpt,jj1,strtok(optionfile, "."),cpt,jj1);  
        }
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
   fclose(fichtm);
   }
   
   /******************* Gnuplot file **************/
   void printinggnuplot(char fileres[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
   
     int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;
     int ng;
     if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) {
       printf("Problem with file %s",optionfilegnuplot);
       fprintf(ficlog,"Problem with file %s",optionfilegnuplot);
     }
   
     /*#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 ++) {
        fprintf(ficgp,"\nset out \"v%s%d%d.png\" \n",strtok(optionfile, "."),cpt,k1);
        fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] \"vpl%s\" every :::%d::%d u 1:2 \"\%%lf",ageminpar,fage,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\"Stable prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+1.96*$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:($2-1.96*$3) \"\%%lf",fileres,k1-1,k1-1); 
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        }  
        fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));
      }
     }
     /*2 eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       fprintf(ficgp,"\nset out \"e%s%d.png\" \n",strtok(optionfile, "."),k1);
       fprintf(ficgp,"set ylabel \"Years\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] ",ageminpar,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,");
       }
     }
     
     /*3eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<= nlstate ; cpt ++) {
         k=2+nlstate*(2*cpt-2);
         fprintf(ficgp,"\nset out \"exp%s%d%d.png\" \n",strtok(optionfile, "."),cpt,k1);
         fprintf(ficgp,"set ter png small\nset size 0.65,0.65\nplot [%.f:%.f] \"e%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",ageminpar,fage,fileres,k1-1,k1-1,k,cpt);
         /*fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d-2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
           for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
           fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
           fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d+2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
           for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
           fprintf(ficgp,"\" t \"e%d1\" w l",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+2*i,cpt,i+1);
           
         } 
       }
     }
     
     /* CV preval stable (period) */
     for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<=nlstate ; cpt ++) {
         k=3;
         fprintf(ficgp,"\nset out \"p%s%d%d.png\" \n",strtok(optionfile, "."),cpt,k1);
         fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] \"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",ageminpar,agemaxpar,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);   
       } 
     }  
     
     /* 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,"p%d=%f ",jk,p[jk]);
             jk++; 
             fprintf(ficgp,"\n");
           }
         }
       }
      }
   
      for(ng=1; ng<=2;ng++){ /* Number of graphics: first is probabilities second is incidence per year*/
        for(jk=1; jk <=m; jk++) {
          fprintf(ficgp,"\nset out \"pe%s%d%d.png\" \n",strtok(optionfile, "."),jk,ng); 
          if (ng==2)
            fprintf(ficgp,"\nset ylabel \"Quasi-incidence per year\"\n");
          else
            fprintf(ficgp,"\nset title \"Probability\"\n");
          fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65\nset log y\nplot  [%.f:%.f] ",ageminpar,agemaxpar);
          i=1;
          for(k2=1; k2<=nlstate; k2++) {
            k3=i;
            for(k=1; k<=(nlstate+ndeath); k++) {
              if (k != k2){
                if(ng==2)
                  fprintf(ficgp," %f*exp(p%d+p%d*x",YEARM/stepm,i,i+1);
                else
                  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;
              }
            } /* end k */
          } /* end k2 */
        } /* end jk */
      } /* end ng */
      fclose(ficgp); 
   }  /* end gnuplot */
   
   
   /*************** Moving average **************/
   int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav){
   
     int i, cpt, cptcod;
     int modcovmax =1;
     int mobilavrange, mob;
     double age;
   
     modcovmax=2*cptcoveff;/* Max number of modalities. We suppose 
                              a covariate has 2 modalities */
     if (cptcovn<1) modcovmax=1; /* At least 1 pass */
   
     if(mobilav==1||mobilav ==3 ||mobilav==5 ||mobilav== 7){
       if(mobilav==1) mobilavrange=5; /* default */
       else mobilavrange=mobilav;
       for (age=bage; age<=fage; age++)
         for (i=1; i<=nlstate;i++)
           for (cptcod=1;cptcod<=modcovmax;cptcod++)
             mobaverage[(int)age][i][cptcod]=probs[(int)age][i][cptcod];
       /* We keep the original values on the extreme ages bage, fage and for 
          fage+1 and bage-1 we use a 3 terms moving average; for fage+2 bage+2
          we use a 5 terms etc. until the borders are no more concerned. 
       */ 
       for (mob=3;mob <=mobilavrange;mob=mob+2){
         for (age=bage+(mob-1)/2; age<=fage-(mob-1)/2; age++){
           for (i=1; i<=nlstate;i++){
             for (cptcod=1;cptcod<=modcovmax;cptcod++){
               mobaverage[(int)age][i][cptcod] =probs[(int)age][i][cptcod];
                 for (cpt=1;cpt<=(mob-1)/2;cpt++){
                   mobaverage[(int)age][i][cptcod] +=probs[(int)age-cpt][i][cptcod];
                   mobaverage[(int)age][i][cptcod] +=probs[(int)age+cpt][i][cptcod];
                 }
               mobaverage[(int)age][i][cptcod]=mobaverage[(int)age][i][cptcod]/mob;
             }
           }
         }/* end age */
       }/* end mob */
     }else return -1;
     return 0;
   }/* End movingaverage */
   
   
   /************** Forecasting ******************/
   prevforecast(char fileres[], double anproj1, double mproj1, double jproj1, double ageminpar, double agemax, double dateprev1, double dateprev2, int mobilav, double bage, double fage, int firstpass, int lastpass, double anproj2, double p[], int cptcoveff){
     /* proj1, year, month, day of starting projection 
        agemin, agemax range of age
        dateprev1 dateprev2 range of dates during which prevalence is computed
        anproj2 year of en of projection (same day and month as proj1).
     */
     int yearp, stepsize, hstepm, nhstepm, j, k, c, cptcod, i, h, i1;
     int *popage;
     double agec; /* generic age */
     double agelim, ppij, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;
     double *popeffectif,*popcount;
     double ***p3mat;
     double ***mobaverage;
     char fileresf[FILENAMELENGTH];
   
     agelim=AGESUP;
     prevalence(ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
    
     strcpy(fileresf,"f"); 
     strcat(fileresf,fileres);
     if((ficresf=fopen(fileresf,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", fileresf);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", fileresf);
     }
     printf("Computing forecasting: result on file '%s' \n", fileresf);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", fileresf);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     if(estepm < stepm){
       printf ("Problem %d lower than %d\n",estepm, stepm);
     }
     else  hstepm=estepm;   
   
     hstepm=hstepm/stepm; 
     yp1=modf(dateintmean,&yp);/* extracts integral of datemean in yp  and
                                  fractional in yp1 */
     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;
   
     i1=cptcoveff;
     if (cptcovn < 1){i1=1;}
     
     fprintf(ficresf,"# Mean day of interviews %.lf/%.lf/%.lf (%.2f) between %.2f and %.2f \n",jprojmean,mprojmean,anprojmean,dateintmean,dateprev1,dateprev2); 
     
     fprintf(ficresf,"#****** Routine prevforecast **\n");
   
   /*            if (h==(int)(YEARM*yearp)){ */
     for(cptcov=1, k=0;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, hpijx=probability over h years, hp.jx is weighted by observed prev ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficresf,"******\n");
         fprintf(ficresf,"# Covariate valuofcovar yearproj age");
         for(j=1; j<=nlstate+ndeath;j++){ 
           for(i=1; i<=nlstate;i++)              
             fprintf(ficresf," p%d%d",i,j);
           fprintf(ficresf," p.%d",j);
         }
         for (yearp=0; yearp<=(anproj2-anproj1);yearp +=stepsize) { 
           fprintf(ficresf,"\n");
           fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+yearp);   
   
           for (agec=fage; agec>=(ageminpar-1); agec--){ 
             nhstepm=(int) rint((agelim-agec)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agec,hstepm,p,nlstate,stepm,oldm,savm, k);  
           
             for (h=0; h<=nhstepm; h++){
               if (h*hstepm/YEARM*stepm ==yearp) {
                 fprintf(ficresf,"\n");
                 for(j=1;j<=cptcoveff;j++) 
                   fprintf(ficresf,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
                 fprintf(ficresf,"%.f %.f ",anproj1+yearp,agec+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 ppij=0.;
                 for(i=1; i<=nlstate;i++) {
                   if (mobilav==1) 
                     ppij=ppij+p3mat[i][j][h]*mobaverage[(int)agec][i][cptcod];
                   else {
                     ppij=ppij+p3mat[i][j][h]*probs[(int)(agec)][i][cptcod];
                   }
                   if (h*hstepm/YEARM*stepm== yearp) {
                     fprintf(ficresf," %.3f", p3mat[i][j][h]);
                   }
                 } /* end i */
                 if (h*hstepm/YEARM*stepm==yearp) {
                   fprintf(ficresf," %.3f", ppij);
                 }
               }/* end j */
             } /* end h */
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           } /* end agec */
         } /* end yearp */
       } /* end cptcod */
     } /* end  cptcov */
          
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     fclose(ficresf);
   }
   
   /************** Forecasting *****not tested NB*************/
   populforecast(char fileres[], double anpyram,double mpyram,double jpyram,double ageminpar, double agemax,double dateprev1, double dateprev2, int mobilav, double agedeb, double fage, int popforecast, char popfile[], double anpyram1,double p[], int i2){
     
     int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;
     int *popage;
     double calagedatem, agelim, kk1, kk2;
     double *popeffectif,*popcount;
     double ***p3mat,***tabpop,***tabpopprev;
     double ***mobaverage;
     char filerespop[FILENAMELENGTH];
   
     tabpop= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     tabpopprev= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     agelim=AGESUP;
     calagedatem=(anpyram+mpyram/12.+jpyram/365.-dateintmean)*YEARM;
     
     prevalence(ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     
     
     strcpy(filerespop,"pop"); 
     strcat(filerespop,fileres);
     if((ficrespop=fopen(filerespop,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", filerespop);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", filerespop);
     }
     printf("Computing forecasting: result on file '%s' \n", filerespop);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", filerespop);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     
     agelim=AGESUP;
     
     hstepm=1;
     hstepm=hstepm/stepm; 
     
     if (popforecast==1) {
       if((ficpop=fopen(popfile,"r"))==NULL) {
         printf("Problem with population file : %s\n",popfile);exit(0);
         fprintf(ficlog,"Problem with population file : %s\n",popfile);exit(0);
       } 
       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,k=0;cptcov<=i2;cptcov++){
      for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficrespop,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficrespop," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficrespop,"******\n");
         fprintf(ficrespop,"# Age");
         for(j=1; j<=nlstate+ndeath;j++) fprintf(ficrespop," P.%d",j);
         if (popforecast==1)  fprintf(ficrespop," [Population]");
         
         for (cpt=0; cpt<=0;cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             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) (calagedatem+YEARM*cpt)) {
                 fprintf(ficrespop,"\n %3.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];
                   }
                 }
                 if (h==(int)(calagedatem+12*cpt)){
                   tabpop[(int)(agedeb)][j][cptcod]=kk1;
                     /*fprintf(ficrespop," %.3f", kk1);
                       if (popforecast==1) fprintf(ficrespop," [%.f]", kk1*popeffectif[(int)agedeb+1]);*/
                 }
               }
               for(i=1; i<=nlstate;i++){
                 kk1=0.;
                   for(j=1; j<=nlstate;j++){
                     kk1= kk1+tabpop[(int)(agedeb)][j][cptcod]; 
                   }
                     tabpopprev[(int)(agedeb)][i][cptcod]=tabpop[(int)(agedeb)][i][cptcod]/kk1*popeffectif[(int)(agedeb+(calagedatem+12*cpt)*hstepm/YEARM*stepm-1)];
               }
   
               if (h==(int)(calagedatem+12*cpt)) for(j=1; j<=nlstate;j++) 
                 fprintf(ficrespop," %15.2f",tabpopprev[(int)(agedeb+1)][j][cptcod]);
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
    
     /******/
   
         for (cpt=1; cpt<=(anpyram1-anpyram);cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             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) (calagedatem+YEARM*cpt)) {
                 fprintf(ficresf,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   kk1=kk1+p3mat[i][j][h]*tabpopprev[(int)agedeb+1][i][cptcod];    
                 }
                 if (h==(int)(calagedatem+12*cpt)) fprintf(ficresf," %15.2f", kk1);        
               }
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
      } 
     }
    
     if (mobilav!=0) 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_ma3x(tabpop,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     free_ma3x(tabpopprev,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     fclose(ficrespop);
   }
   
   /***********************************************/
   /**************** Main Program *****************/
   /***********************************************/
   
   int main(int argc, char *argv[])
   {
     int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav);
     int i,j, k, n=MAXN,iter,m,size=100,cptcode, cptcod;
     double agedeb, agefin,hf;
     double ageminpar=1.e20,agemin=1.e20, agemaxpar=-1.e20, agemax=-1.e20;
   
     double fret;
     double **xi,tmp,delta;
   
     double dum; /* Dummy variable */
     double ***p3mat;
     double ***mobaverage;
     int *indx;
     char line[MAXLINE], linepar[MAXLINE];
     char path[80],pathc[80],pathcd[80],pathtot[80],model[80];
     int firstobs=1, lastobs=10;
     int sdeb, sfin; /* Status at beginning and end */
     int c,  h , cpt,l;
     int ju,jl, mi;
     int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;
     int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,*tab; 
     int mobilavproj=0 , prevfcast=0 ; /* moving average of prev, If prevfcast=1 prevalence projection */
     int mobilav=0,popforecast=0;
     int hstepm, nhstepm;
     double jprev1=1, mprev1=1,anprev1=2000,jprev2=1, mprev2=1,anprev2=2000;
     double jpyram=1, mpyram=1,anpyram=2000,jpyram1=1, mpyram1=1,anpyram1=2000;
   
     double bage, fage, age, agelim, agebase;
     double ftolpl=FTOL;
     double **prlim;
     double *severity;
     double ***param; /* Matrix of parameters */
     double  *p;
     double **matcov; /* Matrix of covariance */
     double ***delti3; /* Scale */
     double *delti; /* Scale */
     double ***eij, ***vareij;
     double **varpl; /* Variances of prevalence limits by age */
     double *epj, vepp;
     double kk1, kk2;
     double dateprev1, dateprev2,jproj1=1,mproj1=1,anproj1=2000,jproj2=1,mproj2=1,anproj2=2000;
   
     char *alph[]={"a","a","b","c","d","e"}, str[4];
   
   
     char z[1]="c", occ;
   #include <sys/time.h>
   #include <time.h>
     char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
    
     /* long total_usecs;
        struct timeval start_time, end_time;
     
        gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
     getcwd(pathcd, size);
   
     printf("\n%s\n%s",version,fullversion);
     if(argc <=1){
       printf("\nEnter the parameter file name: ");
       scanf("%s",pathtot);
     }
     else{
       strcpy(pathtot,argv[1]);
     }
     /*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);*/
     /* cutv(path,optionfile,pathtot,'\\');*/
   
     split(pathtot,path,optionfile,optionfilext,optionfilefiname);
     printf("pathtot=%s, path=%s, optionfile=%s optionfilext=%s optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
     chdir(path);
     replace(pathc,path);
   
     /*-------- arguments in the command line --------*/
   
     /* Log file */
     strcat(filelog, optionfilefiname);
     strcat(filelog,".log");    /* */
     if((ficlog=fopen(filelog,"w"))==NULL)    {
       printf("Problem with logfile %s\n",filelog);
       goto end;
     }
     fprintf(ficlog,"Log filename:%s\n",filelog);
     fprintf(ficlog,"\n%s",version);
     fprintf(ficlog,"\nEnter the parameter file name: ");
     fprintf(ficlog,"pathtot=%s, path=%s, optionfile=%s optionfilext=%s optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
     fflush(ficlog);
   
     /* */
     strcpy(fileres,"r");
     strcat(fileres, optionfilefiname);
     strcat(fileres,".txt");    /* Other files have txt extension */
   
     /*---------arguments file --------*/
   
     if((ficpar=fopen(optionfile,"r"))==NULL)    {
       printf("Problem with optionfile %s\n",optionfile);
       fprintf(ficlog,"Problem with optionfile %s\n",optionfile);
       goto end;
     }
   
     strcpy(filereso,"o");
     strcat(filereso,fileres);
     if((ficparo=fopen(filereso,"w"))==NULL) {
       printf("Problem with Output resultfile: %s\n", filereso);
       fprintf(ficlog,"Problem with Output resultfile: %s\n", filereso);
       goto end;
     }
   
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d model=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncovcol, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);
     printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate,ndeath, maxwav, mle, weightopt,model);
     fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
     
      
     covar=matrix(0,NCOVMAX,1,n); 
     cptcovn=0; /*Number of covariates, i.e. number of '+' in model statement*/
     if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;
   
     ncovmodel=2+cptcovn; /*Number of variables = cptcovn + intercept + age */
     nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
     
     /* Read guess parameters */
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
     
     param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     for(i=1; i <=nlstate; i++)
       for(j=1; j <=nlstate+ndeath-1; j++){
         fscanf(ficpar,"%1d%1d",&i1,&j1);
         fprintf(ficparo,"%1d%1d",i1,j1);
         if(mle==1)
           printf("%1d%1d",i,j);
         fprintf(ficlog,"%1d%1d",i,j);
         for(k=1; k<=ncovmodel;k++){
           fscanf(ficpar," %lf",&param[i][j][k]);
           if(mle==1){
             printf(" %lf",param[i][j][k]);
             fprintf(ficlog," %lf",param[i][j][k]);
           }
           else
             fprintf(ficlog," %lf",param[i][j][k]);
           fprintf(ficparo," %lf",param[i][j][k]);
         }
         fscanf(ficpar,"\n");
         if(mle==1)
           printf("\n");
         fprintf(ficlog,"\n");
         fprintf(ficparo,"\n");
       }
     
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/
   
     p=param[1][1];
     
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     /* delti=vector(1,npar); *//* Scale of each paramater (output from hesscov) */
     for(i=1; i <=nlstate; i++){
       for(j=1; j <=nlstate+ndeath-1; j++){
         fscanf(ficpar,"%1d%1d",&i1,&j1);
         printf("%1d%1d",i,j);
         fprintf(ficparo,"%1d%1d",i1,j1);
         for(k=1; k<=ncovmodel;k++){
           fscanf(ficpar,"%le",&delti3[i][j][k]);
           printf(" %le",delti3[i][j][k]);
           fprintf(ficparo," %le",delti3[i][j][k]);
         }
         fscanf(ficpar,"\n");
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     delti=delti3[1][1];
   
   
     /* free_ma3x(delti3,1,nlstate,1,nlstate+ndeath-1,1,ncovmodel); */ /* Hasn't to to freed here otherwise delti is no more allocated */
     
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
     
     matcov=matrix(1,npar,1,npar);
     for(i=1; i <=npar; i++){
       fscanf(ficpar,"%s",&str);
       if(mle==1)
         printf("%s",str);
       fprintf(ficlog,"%s",str);
       fprintf(ficparo,"%s",str);
       for(j=1; j <=i; j++){
         fscanf(ficpar," %le",&matcov[i][j]);
         if(mle==1){
           printf(" %.5le",matcov[i][j]);
           fprintf(ficlog," %.5le",matcov[i][j]);
         }
         else
           fprintf(ficlog," %.5le",matcov[i][j]);
         fprintf(ficparo," %.5le",matcov[i][j]);
       }
       fscanf(ficpar,"\n");
       if(mle==1)
         printf("\n");
       fprintf(ficlog,"\n");
       fprintf(ficparo,"\n");
     }
     for(i=1; i <=npar; i++)
       for(j=i+1;j<=npar;j++)
         matcov[i][j]=matcov[j][i];
      
     if(mle==1)
       printf("\n");
     fprintf(ficlog,"\n");
   
   
     /*-------- Rewriting paramater file ----------*/
     strcpy(rfileres,"r");    /* "Rparameterfile */
     strcat(rfileres,optionfilefiname);    /* Parameter file first name*/
     strcat(rfileres,".");    /* */
     strcat(rfileres,optionfilext);    /* Other files have txt extension */
     if((ficres =fopen(rfileres,"w"))==NULL) {
       printf("Problem writing new parameter file: %s\n", fileres);goto end;
       fprintf(ficlog,"Problem writing new parameter file: %s\n", fileres);goto end;
     }
     fprintf(ficres,"#%s\n",version);
       
     /*-------- data file ----------*/
     if((fic=fopen(datafile,"r"))==NULL)    {
       printf("Problem with datafile: %s\n", datafile);goto end;
       fprintf(ficlog,"Problem with datafile: %s\n", datafile);goto end;
     }
   
     n= lastobs;
     severity = vector(1,maxwav);
     outcome=imatrix(1,maxwav+1,1,n);
     num=ivector(1,n);
     moisnais=vector(1,n);
     annais=vector(1,n);
     moisdc=vector(1,n);
     andc=vector(1,n);
     agedc=vector(1,n);
     cod=ivector(1,n);
     weight=vector(1,n);
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
     mint=matrix(1,maxwav,1,n);
     anint=matrix(1,maxwav,1,n);
     s=imatrix(1,maxwav+1,1,n);
     tab=ivector(1,NCOVMAX);
     ncodemax=ivector(1,8);
   
     i=1;
     while (fgets(line, MAXLINE, fic) != NULL)    {
       if ((i >= firstobs) && (i <=lastobs)) {
           
         for (j=maxwav;j>=1;j--){
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb); 
           strcpy(line,stra);
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         }
           
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);
         for (j=ncovcol;j>=1;j--){
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         } 
         num[i]=atol(stra);
           
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){
           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;}*/
   
         i=i+1;
       }
     }
     /* printf("ii=%d", ij);
        scanf("%d",i);*/
     imx=i-1; /* Number of individuals */
   
     /* for (i=1; i<=imx; i++){
       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;
       }*/
      /*  for (i=1; i<=imx; i++){
        if (s[4][i]==9)  s[4][i]=-1; 
        printf("%d %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));}*/
     
    for (i=1; i<=imx; i++)
    
      /*if ((s[3][i]==3) ||  (s[4][i]==3)) weight[i]=0.08;
        else weight[i]=1;*/
   
     /* Calculation of the number of parameter from char model*/
     Tvar=ivector(1,15); /* stores the number n of the covariates in Vm+Vn at 1 and m at 2 */
     Tprod=ivector(1,15); 
     Tvaraff=ivector(1,15); 
     Tvard=imatrix(1,15,1,2);
     Tage=ivector(1,15);      
      
     if (strlen(model) >1){ /* If there is at least 1 covariate */
       j=0, j1=0, k1=1, k2=1;
       j=nbocc(model,'+'); /* j=Number of '+' */
       j1=nbocc(model,'*'); /* j1=Number of '*' */
       cptcovn=j+1; 
       cptcovprod=j1; /*Number of products */
       
       strcpy(modelsav,model); 
       if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){
         printf("Error. Non available option model=%s ",model);
         fprintf(ficlog,"Error. Non available option model=%s ",model);
         goto end;
       }
       
       /* This loop fills the array Tvar from the string 'model'.*/
   
       for(i=(j+1); i>=1;i--){
         cutv(stra,strb,modelsav,'+'); /* keeps in strb after the last + */ 
         if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav); /* and analyzes it */
         /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/
         /*scanf("%d",i);*/
         if (strchr(strb,'*')) {  /* Model includes a product */
           cutv(strd,strc,strb,'*'); /* strd*strc  Vm*Vn (if not *age)*/
           if (strcmp(strc,"age")==0) { /* Vn*age */
             cptcovprod--;
             cutv(strb,stre,strd,'V');
             Tvar[i]=atoi(stre); /* computes n in Vn and stores in Tvar*/
             cptcovage++;
               Tage[cptcovage]=i;
               /*printf("stre=%s ", stre);*/
           }
           else if (strcmp(strd,"age")==0) { /* or age*Vn */
             cptcovprod--;
             cutv(strb,stre,strc,'V');
             Tvar[i]=atoi(stre);
             cptcovage++;
             Tage[cptcovage]=i;
           }
           else {  /* Age is not in the model */
             cutv(strb,stre,strc,'V'); /* strc= Vn, stre is n*/
             Tvar[i]=ncovcol+k1;
             cutv(strb,strc,strd,'V'); /* strd was Vm, strc is m */
             Tprod[k1]=i;
             Tvard[k1][1]=atoi(strc); /* m*/
             Tvard[k1][2]=atoi(stre); /* n */
             Tvar[cptcovn+k2]=Tvard[k1][1];
             Tvar[cptcovn+k2+1]=Tvard[k1][2]; 
             for (k=1; k<=lastobs;k++) 
               covar[ncovcol+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];
             k1++;
             k2=k2+2;
           }
         }
         else { /* no more sum */
           /*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);*/
       } /* end of loop + */
     } /* end model */
     
     /*The number n of Vn is stored in Tvar. cptcovage =number of age covariate. Tage gives the position of age. cptcovprod= number of products.
       If model=V1+V1*age then Tvar[1]=1 Tvar[2]=1 cptcovage=1 Tage[1]=2 cptcovprod=0*/
   
     /* printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);
     printf("cptcovprod=%d ", cptcovprod);
     fprintf(ficlog,"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 (((int)mint[m][i]== 99) && (s[m][i] <= nlstate)){
           anint[m][i]=9999;
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]==9999 && s[m][i]>nlstate){
           printf("Error! Date of death (month %2d and year %4d) of individual %d on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           fprintf(ficlog,"Error! Date of death (month %2d and year %4d) of individual %d on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]!=9999 && s[m][i]>nlstate){
           printf("Error! Month of death of individual %d on line %d was unknown %2d, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,(int)moisdc[i]); 
           fprintf(ficlog,"Error! Month of death of individual %d on line %d was unknown %f, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,moisdc[i]); 
           s[m][i]=-1;
         }
       }
     }
   
     for (i=1; i<=imx; i++)  {
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
       for(m=firstpass; (m<= lastpass); m++){
         if(s[m][i] >0){
           if (s[m][i] >= nlstate+1) {
             if(agedc[i]>0)
               if((int)moisdc[i]!=99 && (int)andc[i]!=9999)
                 agev[m][i]=agedc[i];
             /*if(moisdc[i]==99 && andc[i]==9999) s[m][i]=-1;*/
               else {
                 if ((int)andc[i]!=9999){
                   printf("Warning negative age at death: %d line:%d\n",num[i],i);
                   fprintf(ficlog,"Warning negative age at death: %d line:%d\n",num[i],i);
                   agev[m][i]=-1;
                 }
               }
           }
           else if(s[m][i] !=9){ /* Standard case, age in fractional
                                    years but with the precision of a
                                    month */
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
             if((int)mint[m][i]==99 || (int)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=firstpass; (m<=lastpass); m++){
         if (s[m][i] > (nlstate+ndeath)) {
           printf("Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           fprintf(ficlog,"Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           goto end;
         }
       }
     }
   
     /*for (i=1; i<=imx; i++){
     for (m=firstpass; (m<lastpass); m++){
        printf("%d %d %.lf %d %d\n", num[i],(covar[1][i]),agev[m][i],s[m][i],s[m+1][i]);
   }
   
   }*/
   
     printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
     fprintf(ficlog,"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);
     bh=imatrix(1,lastpass-firstpass+1,1,imx);
     mw=imatrix(1,lastpass-firstpass+1,1,imx);
      
     /* Concatenates waves */
     concatwav(wav, dh, bh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);
   
     /* Routine tricode is to calculate cptcoveff (real number of unique covariates) and to associate covariable number and modality */
   
     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); /* Cross tabulation to get the order of 
                                    the estimations*/
     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;codtab[h][Tvar[k]]=j;
             /*  printf("h=%d k=%d j=%d codtab[h][k]=%d tvar[k]=%d \n",h, k,j,codtab[h][k],Tvar[k]);*/
           } 
         }
       }
     } 
     /* printf("codtab[1][2]=%d codtab[2][2]=%d",codtab[1][2],codtab[2][2]); 
        codtab[1][2]=1;codtab[2][2]=2; */
     /* 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){ /* Could be 1 or 2 */
       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 ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle= 0 weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate, ndeath, maxwav, weightopt,model);
     
   
     jk=1;
     fprintf(ficres,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     fprintf(ficlog,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\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(ficlog,"%d%d ",i,k);
             fprintf(ficres,"%1d%1d ",i,k);
             for(j=1; j <=ncovmodel; j++){
               printf("%f ",p[jk]);
               fprintf(ficlog,"%f ",p[jk]);
               fprintf(ficres,"%f ",p[jk]);
               jk++; 
             }
             printf("\n");
             fprintf(ficlog,"\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 (for hessian or gradient estimation)\n");
     printf("# Scales (for hessian or gradient estimation)\n");
     fprintf(ficlog,"# Scales (for hessian or gradient estimation)\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);
           fprintf(ficlog,"%1d%1d",i,j);
           for(k=1; k<=ncovmodel;k++){
             printf(" %.5e",delti[jk]);
             fprintf(ficlog," %.5e",delti[jk]);
             fprintf(ficres," %.5e",delti[jk]);
             jk++;
           }
           printf("\n");
           fprintf(ficlog,"\n");
           fprintf(ficres,"\n");
         }
       }
     }
      
     fprintf(ficres,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     if(mle==1)
       printf("# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     fprintf(ficlog,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     for(i=1,k=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);
       if(mle==1)
         printf("%3d",i);
       fprintf(ficlog,"%3d",i);
       for(j=1; j<=i;j++){
         fprintf(ficres," %.5e",matcov[i][j]);
         if(mle==1)
           printf(" %.5e",matcov[i][j]);
         fprintf(ficlog," %.5e",matcov[i][j]);
       }
       fprintf(ficres,"\n");
       if(mle==1)
         printf("\n");
       fprintf(ficlog,"\n");
       k++;
     }
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     estepm=0;
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf estepm=%d\n",&ageminpar,&agemaxpar, &bage, &fage, &estepm);
     if (estepm==0 || estepm < stepm) estepm=stepm;
     if (fage <= 2) {
       bage = ageminpar;
       fage = agemaxpar;
     }
      
     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 estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
     fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
      
     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 mov_average=%d\n",&jprev1, &mprev1,&anprev1,&jprev2, &mprev2,&anprev2,&mobilav);
     fprintf(ficparo,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     fprintf(ficres,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     printf("begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     fprintf(ficlog,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_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+(mprev1-1)/12.+(jprev1-1)/365.;
     dateprev2=anprev2+(mprev2-1)/12.+(jprev2-1)/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,"prevforecast=%d starting-proj-date=%lf/%lf/%lf final-proj-date=%lf/%lf/%lf mobil_average=%d\n",&prevfcast,&jproj1,&mproj1,&anproj1,&jproj2,&mproj2,&anproj2,&mobilavproj);
     fprintf(ficparo,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     printf("prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     fprintf(ficlog,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     fprintf(ficres,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     /* day and month of proj2 are not used but only year anproj2.*/
   
     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 popfiledate=%lf/%lf/%lf last-popfiledate=%lf/%lf/%lf\n",&popforecast,popfile,&jpyram,&mpyram,&anpyram,&jpyram1,&mpyram1,&anpyram1);
     fprintf(ficparo,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
     fprintf(ficres,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
   
     probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
     freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint,dateprev1,dateprev2,jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);
   
     /*------------ gnuplot -------------*/
     strcpy(optionfilegnuplot,optionfilefiname);
     strcat(optionfilegnuplot,".gp");
     if((ficgp=fopen(optionfilegnuplot,"w"))==NULL) {
       printf("Problem with file %s",optionfilegnuplot);
     }
     else{
       fprintf(ficgp,"\n# %s\n", version); 
       fprintf(ficgp,"# %s\n", optionfilegnuplot); 
       fprintf(ficgp,"set missing 'NaNq'\n");
     }
     fclose(ficgp);
     printinggnuplot(fileres, ageminpar,agemaxpar,fage, pathc,p);
     /*--------- index.htm --------*/
   
     strcpy(optionfilehtm,optionfile);
     strcat(optionfilehtm,".htm");
     if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtm), exit(0);
     }
   
     fprintf(fichtm,"<body> <font size=\"2\">%s </font> <hr size=\"2\" color=\"#EC5E5E\"> \n
   Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n
   \n
   Total number of observations=%d <br>\n
   Youngest age at first (selected) pass %.2f, oldest age %.2f<br>\n
   Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>\n
   <hr  size=\"2\" color=\"#EC5E5E\">
    <ul><li><h4>Parameter files</h4>\n
    - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>\n
    - Log file of the run: <a href=\"%s\">%s</a><br>\n
    - Gnuplot file name: <a href=\"%s\">%s</a></ul>\n",version,title,datafile,firstpass,lastpass,stepm, weightopt,model,imx,agemin,agemax,jmin,jmax,jmean,fileres,fileres,filelog,filelog,optionfilegnuplot,optionfilegnuplot);
      fclose(fichtm);
   
     printinghtml(fileres,title,datafile, firstpass, lastpass, stepm, weightopt,model,imx,jmin,jmax,jmean,rfileres,popforecast,estepm,jprev1,mprev1,anprev1,jprev2,mprev2,anprev2);
    
     /*------------ free_vector  -------------*/
     chdir(path);
    
     free_ivector(wav,1,imx);
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);
     free_imatrix(bh,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,0,NCOVMAX,1,n);*/
     /*free_matrix(covar,1,NCOVMAX,1,n);*/
     fclose(ficparo);
     fclose(ficres);
   
   
     /*--------------- Prevalence limit  (stable prevalence) --------------*/
     
     strcpy(filerespl,"pl");
     strcat(filerespl,fileres);
     if((ficrespl=fopen(filerespl,"w"))==NULL) {
       printf("Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
       fprintf(ficlog,"Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
     }
     printf("Computing stable prevalence: result on file '%s' \n", filerespl);
     fprintf(ficlog,"Computing stable prevalence: result on file '%s' \n", filerespl);
     fprintf(ficrespl,"#Stable prevalence \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);
   
     agebase=ageminpar;
     agelim=agemaxpar;
     ftolpl=1.e-10;
     i1=cptcoveff;
     if (cptcovn < 1){i1=1;}
   
     for(cptcov=1,k=0;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#******");
         printf("\n#******");
         fprintf(ficlog,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           printf(" V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficlog," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficrespl,"******\n");
         printf("******\n");
         fprintf(ficlog,"******\n");
           
         for (age=agebase; age<=agelim; age++){
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
           fprintf(ficrespl,"%.0f ",age );
           for(j=1;j<=cptcoveff;j++)
             fprintf(ficrespl,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           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;
       fprintf(ficlog,"Problem with Pij resultfile: %s\n", filerespij);goto end;
     }
     printf("Computing pij: result on file '%s' \n", filerespij);
     fprintf(ficlog,"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 */ 
   
     /* hstepm=1;   aff par mois*/
   
     fprintf(ficrespij,"#****** h Pij x Probability to be in state j at age x+h being in i at x ");
     for(cptcov=1,k=0;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 */
   
           /*        nhstepm=nhstepm*YEARM; aff par mois*/
   
           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,"# Cov Agex agex+h hpijx with i,j=");
           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 %3.f %3.f",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(optionfilefiname, matcov, p, delti, nlstate, bage, fage,k,Tvar,nbcode, ncodemax);
   
     fclose(ficrespij);
   
   
     /*---------- Forecasting ------------------*/
     /*if((stepm == 1) && (strcmp(model,".")==0)){*/
     if(prevfcast==1){
       /*    if(stepm ==1){*/
         prevforecast(fileres, anproj1, mproj1, jproj1, agemin, agemax, dateprev1, dateprev2, mobilavproj, bage, fage, firstpass, lastpass, anproj2, p, cptcoveff);
         /* (popforecast==1) populforecast(fileres, anpyram,mpyram,jpyram, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anpyram1,p, i1);*/
   /*      }  */
   /*      else{ */
   /*        erreur=108; */
   /*        printf("Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
   /*        fprintf(ficlog,"Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
   /*      } */
     }
     
   
     /*---------- 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;
       fprintf(ficlog,"Problem with total LE resultfile: %s\n", filerest);goto end;
     }
     printf("Computing Total LEs with variances: file '%s' \n", filerest); 
     fprintf(ficlog,"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);
       fprintf(ficlog,"Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
     }
     printf("Computing Health Expectancies: result on file '%s' \n", filerese);
     fprintf(ficlog,"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);
       fprintf(ficlog,"Problem with variance resultfile: %s\n", fileresv);exit(0);
     }
     printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
     fprintf(ficlog,"Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
   
     /* Computes prevalence between agemin (i.e minimal age computed) and no more ageminpar */
     prevalence(agemin, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     /*  printf("ageminpar=%f, agemax=%f, s[lastpass][imx]=%d, agev[lastpass][imx]=%f, nlstate=%d, imx=%d,  mint[lastpass][imx]=%f, anint[lastpass][imx]=%f,dateprev1=%f, dateprev2=%f, firstpass=%d, lastpass=%d\n",\
   ageminpar, agemax, s[lastpass][imx], agev[lastpass][imx], nlstate, imx, mint[lastpass][imx],anint[lastpass][imx], dateprev1, dateprev2, firstpass, lastpass);
     */
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     for(cptcov=1,k=0;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 ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficreseij,"******\n");
   
         fprintf(ficresvij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficresvij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[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, estepm, delti, matcov);  
    
         vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,0, mobilav);
         if(popbased==1){
           varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,popbased,mobilav);
         }
   
    
         fprintf(ficrest,"#Total LEs with variances: e.. (std) ");
         for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);
         fprintf(ficrest,"\n");
   
         epj=vector(1,nlstate+1);
         for(age=bage; age <=fage ;age++){
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
           if (popbased==1) {
             if(mobilav ==0){
               for(i=1; i<=nlstate;i++)
                 prlim[i][i]=probs[(int)age][i][k];
             }else{ /* mobilav */ 
               for(i=1; i<=nlstate;i++)
                 prlim[i][i]=mobaverage[(int)age][i][k];
             }
           }
           
           fprintf(ficrest," %4.0f",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]*eij[i][j][(int)age];
               /*  printf("%lf %lf ", prlim[i][i] ,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," %7.3f (%7.3f)", epj[nlstate+1],sqrt(vepp));
           for(j=1;j <=nlstate;j++){
             fprintf(ficrest," %7.3f (%7.3f)", epj[j],sqrt(vareij[j][j][(int)age]));
           }
           fprintf(ficrest,"\n");
         }
         free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
         free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);
         free_vector(epj,1,nlstate+1);
       }
     }
     free_vector(weight,1,n);
     free_imatrix(Tvard,1,15,1,2);
     free_imatrix(s,1,maxwav+1,1,n);
     free_matrix(anint,1,maxwav,1,n); 
     free_matrix(mint,1,maxwav,1,n);
     free_ivector(cod,1,n);
     free_ivector(tab,1,NCOVMAX);
     fclose(ficreseij);
     fclose(ficresvij);
     fclose(ficrest);
     fclose(ficpar);
     
     /*------- Variance of stable prevalence------*/   
   
     strcpy(fileresvpl,"vpl");
     strcat(fileresvpl,fileres);
     if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
       printf("Problem with variance of stable prevalence  resultfile: %s\n", fileresvpl);
       exit(0);
     }
     printf("Computing Variance-covariance of stable prevalence: file '%s' \n", fileresvpl);
   
     for(cptcov=1,k=0;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);
         free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
       }
     }
   
     fclose(ficresvpl);
   
     /*---------- End : free ----------------*/
     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(covar,0,NCOVMAX,1,n);
     free_matrix(matcov,1,npar,1,npar);
     /*free_vector(delti,1,npar);*/
     free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
     free_matrix(agev,1,maxwav,1,imx);
     free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     free_ma3x(probs,1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     free_ivector(ncodemax,1,8);
     free_ivector(Tvar,1,15);
     free_ivector(Tprod,1,15);
     free_ivector(Tvaraff,1,15);
     free_ivector(Tage,1,15);
     free_ivector(Tcode,1,100);
   
     /*  fclose(fichtm);*/
     /*  fclose(ficgp);*/ /* ALready done */
     
   
     if(erreur >0){
       printf("End of Imach with error or warning %d\n",erreur);
       fprintf(ficlog,"End of Imach with error or warning %d\n",erreur);
     }else{
      printf("End of Imach\n");
      fprintf(ficlog,"End of Imach\n");
     }
     printf("See log file on %s\n",filelog);
     fclose(ficlog);
     /*  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);
     printf("Starting graphs with: %s",plotcmd);fflush(stdout);
     system(plotcmd);
     printf(" Wait...");
   
    /*#ifdef windows*/
     while (z[0] != 'q') {
       /* chdir(path); */
       printf("\nType e to edit output files, g to graph again, c to start again, and q for exiting: ");
       scanf("%s",z);
       if (z[0] == 'c') system("./imach");
       else if (z[0] == 'e') system(optionfilehtm);
       else if (z[0] == 'g') system(plotcmd);
       else if (z[0] == 'q') exit(0);
     }
     /*#endif */
   }
   
   

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  Added in v.1.83


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