Diff for /imach/src/imach.c between versions 1.7 and 1.103

version 1.7, 2001/05/02 17:50:24 version 1.103, 2005/09/30 15:54:49
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 1.103  2005/09/30 15:54:49  lievre
   individuals from different ages are interviewed on their health status    (Module): sump fixed, loop imx fixed, and simplifications.
   or degree of  disability. At least a second wave of interviews  
   ("longitudinal") should  measure each new individual health status.    Revision 1.102  2004/09/15 17:31:30  brouard
   Health expectancies are computed from the transistions observed between    Add the possibility to read data file including tab characters.
   waves and are computed for each degree of severity of disability (number  
   of life states). More degrees you consider, more time is necessary to    Revision 1.101  2004/09/15 10:38:38  brouard
   reach the Maximum Likelihood of the parameters involved in the model.    Fix on curr_time
   The simplest model is the multinomial logistic model where pij is  
   the probabibility to be observed in state j at the second wave conditional    Revision 1.100  2004/07/12 18:29:06  brouard
   to be observed in state i at the first wave. Therefore the model is:    Add version for Mac OS X. Just define UNIX in Makefile
   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    Revision 1.99  2004/06/05 08:57:40  brouard
   age", you should modify the program where the markup    *** empty log message ***
     *Covariates have to be included here again* invites you to do it.  
   More covariates you add, less is the speed of the convergence.    Revision 1.98  2004/05/16 15:05:56  brouard
     New version 0.97 . First attempt to estimate force of mortality
   The advantage that this computer programme claims, comes from that if the    directly from the data i.e. without the need of knowing the health
   delay between waves is not identical for each individual, or if some    state at each age, but using a Gompertz model: log u =a + b*age .
   individual missed an interview, the information is not rounded or lost, but    This is the basic analysis of mortality and should be done before any
   taken into account using an interpolation or extrapolation.    other analysis, in order to test if the mortality estimated from the
   hPijx is the probability to be    cross-longitudinal survey is different from the mortality estimated
   observed in state i at age x+h conditional to the observed state i at age    from other sources like vital statistic data.
   x. The delay 'h' can be split into an exact number (nh*stepm) of  
   unobserved intermediate  states. This elementary transition (by month or    The same imach parameter file can be used but the option for mle should be -3.
   quarter trimester, semester or year) is model as a multinomial logistic.  
   The hPx matrix is simply the matrix product of nh*stepm elementary matrices    Agnès, who wrote this part of the code, tried to keep most of the
   and the contribution of each individual to the likelihood is simply hPijx.    former routines in order to include the new code within the former code.
   
   Also this programme outputs the covariance matrix of the parameters but also    The output is very simple: only an estimate of the intercept and of
   of the life expectancies. It also computes the prevalence limits.    the slope with 95% confident intervals.
    
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).    Current limitations:
            Institut national d'études démographiques, Paris.    A) Even if you enter covariates, i.e. with the
   This software have been partly granted by Euro-REVES, a concerted action    model= V1+V2 equation for example, the programm does only estimate a unique global model without covariates.
   from the European Union.    B) There is no computation of Life Expectancy nor Life Table.
   It is copyrighted identically to a GNU software product, ie programme and  
   software can be distributed freely for non commercial use. Latest version    Revision 1.97  2004/02/20 13:25:42  lievre
   can be accessed at http://euroreves.ined.fr/imach .    Version 0.96d. Population forecasting command line is (temporarily)
   **********************************************************************/    suppressed.
    
 #include <math.h>    Revision 1.96  2003/07/15 15:38:55  brouard
 #include <stdio.h>    * imach.c (Repository): Errors in subdirf, 2, 3 while printing tmpout is
 #include <stdlib.h>    rewritten within the same printf. Workaround: many printfs.
 #include <unistd.h>  
     Revision 1.95  2003/07/08 07:54:34  brouard
 #define MAXLINE 256    * imach.c (Repository):
 #define FILENAMELENGTH 80    (Repository): Using imachwizard code to output a more meaningful covariance
 /*#define DEBUG*/    matrix (cov(a12,c31) instead of numbers.
 #define windows  
 #define GLOCK_ERROR_NOPATH              -1      /* empty path */    Revision 1.94  2003/06/27 13:00:02  brouard
 #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */    Just cleaning
   
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */    Revision 1.93  2003/06/25 16:33:55  brouard
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */    (Module): On windows (cygwin) function asctime_r doesn't
     exist so I changed back to asctime which exists.
 #define NINTERVMAX 8    (Module): Version 0.96b
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */  
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */    Revision 1.92  2003/06/25 16:30:45  brouard
 #define NCOVMAX 8 /* Maximum number of covariates */    (Module): On windows (cygwin) function asctime_r doesn't
 #define MAXN 20000    exist so I changed back to asctime which exists.
 #define YEARM 12. /* Number of months per year */  
 #define AGESUP 130    Revision 1.91  2003/06/25 15:30:29  brouard
 #define AGEBASE 40    * imach.c (Repository): Duplicated warning errors corrected.
     (Repository): Elapsed time after each iteration is now output. It
     helps to forecast when convergence will be reached. Elapsed time
 int nvar;    is stamped in powell.  We created a new html file for the graphs
 static int cptcov;    concerning matrix of covariance. It has extension -cov.htm.
 int cptcovn, cptcovage=0, cptcoveff=0;  
 int npar=NPARMAX;    Revision 1.90  2003/06/24 12:34:15  brouard
 int nlstate=2; /* Number of live states */    (Module): Some bugs corrected for windows. Also, when
 int ndeath=1; /* Number of dead states */    mle=-1 a template is output in file "or"mypar.txt with the design
 int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */    of the covariance matrix to be input.
   
 int *wav; /* Number of waves for this individuual 0 is possible */    Revision 1.89  2003/06/24 12:30:52  brouard
 int maxwav; /* Maxim number of waves */    (Module): Some bugs corrected for windows. Also, when
 int mle, weightopt;    mle=-1 a template is output in file "or"mypar.txt with the design
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */    of the covariance matrix to be input.
 int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */  
 double **oldm, **newm, **savm; /* Working pointers to matrices */    Revision 1.88  2003/06/23 17:54:56  brouard
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */    * imach.c (Repository): Create a sub-directory where all the secondary files are. Only imach, htm, gp and r(imach) are on the main directory. Correct time and other things.
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest;  
 FILE *ficgp, *fichtm;    Revision 1.87  2003/06/18 12:26:01  brouard
 FILE *ficreseij;    Version 0.96
   char filerese[FILENAMELENGTH];  
  FILE  *ficresvij;    Revision 1.86  2003/06/17 20:04:08  brouard
   char fileresv[FILENAMELENGTH];    (Module): Change position of html and gnuplot routines and added
  FILE  *ficresvpl;    routine fileappend.
   char fileresvpl[FILENAMELENGTH];  
     Revision 1.85  2003/06/17 13:12:43  brouard
 #define NR_END 1    * imach.c (Repository): Check when date of death was earlier that
 #define FREE_ARG char*    current date of interview. It may happen when the death was just
 #define FTOL 1.0e-10    prior to the death. In this case, dh was negative and likelihood
     was wrong (infinity). We still send an "Error" but patch by
 #define NRANSI    assuming that the date of death was just one stepm after the
 #define ITMAX 200    interview.
     (Repository): Because some people have very long ID (first column)
 #define TOL 2.0e-4    we changed int to long in num[] and we added a new lvector for
     memory allocation. But we also truncated to 8 characters (left
 #define CGOLD 0.3819660    truncation)
 #define ZEPS 1.0e-10    (Repository): No more line truncation errors.
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);  
     Revision 1.84  2003/06/13 21:44:43  brouard
 #define GOLD 1.618034    * imach.c (Repository): Replace "freqsummary" at a correct
 #define GLIMIT 100.0    place. It differs from routine "prevalence" which may be called
 #define TINY 1.0e-20    many times. Probs is memory consuming and must be used with
     parcimony.
 static double maxarg1,maxarg2;    Version 0.95a3 (should output exactly the same maximization than 0.8a2)
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))  
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))    Revision 1.83  2003/06/10 13:39:11  lievre
      *** empty log message ***
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))  
 #define rint(a) floor(a+0.5)    Revision 1.82  2003/06/05 15:57:20  brouard
     Add log in  imach.c and  fullversion number is now printed.
 static double sqrarg;  
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)  */
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}  /*
      Interpolated Markov Chain
 int imx;  
 int stepm;    Short summary of the programme:
 /* Stepm, step in month: minimum step interpolation*/    
     This program computes Healthy Life Expectancies from
 int m,nb;    cross-longitudinal data. Cross-longitudinal data consist in: -1- a
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;    first survey ("cross") where individuals from different ages are
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;    interviewed on their health status or degree of disability (in the
 double **pmmij;    case of a health survey which is our main interest) -2- at least a
     second wave of interviews ("longitudinal") which measure each change
 double *weight;    (if any) in individual health status.  Health expectancies are
 int **s; /* Status */    computed from the time spent in each health state according to a
 double *agedc, **covar, idx;    model. More health states you consider, more time is necessary to reach the
 int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;    Maximum Likelihood of the parameters involved in the model.  The
     simplest model is the multinomial logistic model where pij is the
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */    probability to be observed in state j at the second wave
 double ftolhess; /* Tolerance for computing hessian */    conditional to be observed in state i at the first wave. Therefore
     the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
 /**************** split *************************/    'age' is age and 'sex' is a covariate. If you want to have a more
 static  int split( char *path, char *dirc, char *name )    complex model than "constant and age", you should modify the program
 {    where the markup *Covariates have to be included here again* invites
    char *s;                             /* pointer */    you to do it.  More covariates you add, slower the
    int  l1, l2;                         /* length counters */    convergence.
   
    l1 = strlen( path );                 /* length of path */    The advantage of this computer programme, compared to a simple
    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );    multinomial logistic model, is clear when the delay between waves is not
    s = strrchr( path, '\\' );           /* find last / */    identical for each individual. Also, if a individual missed an
    if ( s == NULL ) {                   /* no directory, so use current */    intermediate interview, the information is lost, but taken into
 #if     defined(__bsd__)                /* get current working directory */    account using an interpolation or extrapolation.  
       extern char       *getwd( );  
     hPijx is the probability to be observed in state i at age x+h
       if ( getwd( dirc ) == NULL ) {    conditional to the observed state i at age x. The delay 'h' can be
 #else    split into an exact number (nh*stepm) of unobserved intermediate
       extern char       *getcwd( );    states. This elementary transition (by month, quarter,
     semester or year) is modelled as a multinomial logistic.  The hPx
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {    matrix is simply the matrix product of nh*stepm elementary matrices
 #endif    and the contribution of each individual to the likelihood is simply
          return( GLOCK_ERROR_GETCWD );    hPijx.
       }  
       strcpy( name, path );             /* we've got it */    Also this programme outputs the covariance matrix of the parameters but also
    } else {                             /* strip direcotry from path */    of the life expectancies. It also computes the stable prevalence. 
       s++;                              /* after this, the filename */    
       l2 = strlen( s );                 /* length of filename */    Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );             Institut national d'études démographiques, Paris.
       strcpy( name, s );                /* save file name */    This software have been partly granted by Euro-REVES, a concerted action
       strncpy( dirc, path, l1 - l2 );   /* now the directory */    from the European Union.
       dirc[l1-l2] = 0;                  /* add zero */    It is copyrighted identically to a GNU software product, ie programme and
    }    software can be distributed freely for non commercial use. Latest version
    l1 = strlen( dirc );                 /* length of directory */    can be accessed at http://euroreves.ined.fr/imach .
    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }  
    return( 0 );                         /* we're done */    Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
 }    or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
     
     **********************************************************************/
 /******************************************/  /*
     main
 void replace(char *s, char*t)    read parameterfile
 {    read datafile
   int i;    concatwav
   int lg=20;    freqsummary
   i=0;    if (mle >= 1)
   lg=strlen(t);      mlikeli
   for(i=0; i<= lg; i++) {    print results files
     (s[i] = t[i]);    if mle==1 
     if (t[i]== '\\') s[i]='/';       computes hessian
   }    read end of parameter file: agemin, agemax, bage, fage, estepm
 }        begin-prev-date,...
     open gnuplot file
 int nbocc(char *s, char occ)    open html file
 {    stable prevalence
   int i,j=0;     for age prevalim()
   int lg=20;    h Pij x
   i=0;    variance of p varprob
   lg=strlen(s);    forecasting if prevfcast==1 prevforecast call prevalence()
   for(i=0; i<= lg; i++) {    health expectancies
   if  (s[i] == occ ) j++;    Variance-covariance of DFLE
   }    prevalence()
   return j;     movingaverage()
 }    varevsij() 
     if popbased==1 varevsij(,popbased)
 void cutv(char *u,char *v, char*t, char occ)    total life expectancies
 {    Variance of stable prevalence
   int i,lg,j,p=0;   end
   i=0;  */
   for(j=0; j<=strlen(t)-1; j++) {  
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;  
   }  
    
   lg=strlen(t);  #include <math.h>
   for(j=0; j<p; j++) {  #include <stdio.h>
     (u[j] = t[j]);  #include <stdlib.h>
   }  #include <unistd.h>
      u[p]='\0';  
   /* #include <sys/time.h> */
    for(j=0; j<= lg; j++) {  #include <time.h>
     if (j>=(p+1))(v[j-p-1] = t[j]);  #include "timeval.h"
   }  
 }  /* #include <libintl.h> */
   /* #define _(String) gettext (String) */
 /********************** nrerror ********************/  
   #define MAXLINE 256
 void nrerror(char error_text[])  #define GNUPLOTPROGRAM "gnuplot"
 {  /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
   fprintf(stderr,"ERREUR ...\n");  #define FILENAMELENGTH 132
   fprintf(stderr,"%s\n",error_text);  /*#define DEBUG*/
   exit(1);  /*#define windows*/
 }  #define GLOCK_ERROR_NOPATH              -1      /* empty path */
 /*********************** vector *******************/  #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
 double *vector(int nl, int nh)  
 {  #define MAXPARM 30 /* Maximum number of parameters for the optimization */
   double *v;  #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));  
   if (!v) nrerror("allocation failure in vector");  #define NINTERVMAX 8
   return v-nl+NR_END;  #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
 }  #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
   #define NCOVMAX 8 /* Maximum number of covariates */
 /************************ free vector ******************/  #define MAXN 20000
 void free_vector(double*v, int nl, int nh)  #define YEARM 12. /* Number of months per year */
 {  #define AGESUP 130
   free((FREE_ARG)(v+nl-NR_END));  #define AGEBASE 40
 }  #define AGEGOMP 10. /* Minimal age for Gompertz adjustment */
   #ifdef UNIX
 /************************ivector *******************************/  #define DIRSEPARATOR '/'
 int *ivector(long nl,long nh)  #define ODIRSEPARATOR '\\'
 {  #else
   int *v;  #define DIRSEPARATOR '\\'
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));  #define ODIRSEPARATOR '/'
   if (!v) nrerror("allocation failure in ivector");  #endif
   return v-nl+NR_END;  
 }  /* $Id$ */
   /* $State$ */
 /******************free ivector **************************/  
 void free_ivector(int *v, long nl, long nh)  char version[]="Imach version 0.97c, September 2004, INED-EUROREVES ";
 {  char fullversion[]="$Revision$ $Date$"; 
   free((FREE_ARG)(v+nl-NR_END));  int erreur, nberr=0, nbwarn=0; /* Error number, number of errors number of warnings  */
 }  int nvar;
   int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
 /******************* imatrix *******************************/  int npar=NPARMAX;
 int **imatrix(long nrl, long nrh, long ncl, long nch)  int nlstate=2; /* Number of live states */
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */  int ndeath=1; /* Number of dead states */
 {  int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;  int popbased=0;
   int **m;  
    int *wav; /* Number of waves for this individuual 0 is possible */
   /* allocate pointers to rows */  int maxwav; /* Maxim number of waves */
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));  int jmin, jmax; /* min, max spacing between 2 waves */
   if (!m) nrerror("allocation failure 1 in matrix()");  int gipmx, gsw; /* Global variables on the number of contributions 
   m += NR_END;                     to the likelihood and the sum of weights (done by funcone)*/
   m -= nrl;  int mle, weightopt;
    int **mw; /* mw[mi][i] is number of the mi wave for this individual */
    int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
   /* allocate rows and set pointers to them */  int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));             * wave mi and wave mi+1 is not an exact multiple of stepm. */
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  double jmean; /* Mean space between 2 waves */
   m[nrl] += NR_END;  double **oldm, **newm, **savm; /* Working pointers to matrices */
   m[nrl] -= ncl;  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
    FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;  FILE *ficlog, *ficrespow;
    int globpr; /* Global variable for printing or not */
   /* return pointer to array of pointers to rows */  double fretone; /* Only one call to likelihood */
   return m;  long ipmx; /* Number of contributions */
 }  double sw; /* Sum of weights */
   char filerespow[FILENAMELENGTH];
 /****************** free_imatrix *************************/  char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */
 void free_imatrix(m,nrl,nrh,ncl,nch)  FILE *ficresilk;
       int **m;  FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
       long nch,ncl,nrh,nrl;  FILE *ficresprobmorprev;
      /* free an int matrix allocated by imatrix() */  FILE *fichtm, *fichtmcov; /* Html File */
 {  FILE *ficreseij;
   free((FREE_ARG) (m[nrl]+ncl-NR_END));  char filerese[FILENAMELENGTH];
   free((FREE_ARG) (m+nrl-NR_END));  FILE  *ficresvij;
 }  char fileresv[FILENAMELENGTH];
   FILE  *ficresvpl;
 /******************* matrix *******************************/  char fileresvpl[FILENAMELENGTH];
 double **matrix(long nrl, long nrh, long ncl, long nch)  char title[MAXLINE];
 {  char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;  char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
   double **m;  char tmpout[FILENAMELENGTH],  tmpout2[FILENAMELENGTH]; 
   char command[FILENAMELENGTH];
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  int  outcmd=0;
   if (!m) nrerror("allocation failure 1 in matrix()");  
   m += NR_END;  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
   m -= nrl;  
   char filelog[FILENAMELENGTH]; /* Log file */
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  char filerest[FILENAMELENGTH];
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  char fileregp[FILENAMELENGTH];
   m[nrl] += NR_END;  char popfile[FILENAMELENGTH];
   m[nrl] -= ncl;  
   char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH], optionfilehtmcov[FILENAMELENGTH] ;
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  
   return m;  struct timeval start_time, end_time, curr_time, last_time, forecast_time;
 }  struct timezone tzp;
   extern int gettimeofday();
 /*************************free matrix ************************/  struct tm tmg, tm, tmf, *gmtime(), *localtime();
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)  long time_value;
 {  extern long time();
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  char strcurr[80], strfor[80];
   free((FREE_ARG)(m+nrl-NR_END));  
 }  #define NR_END 1
   #define FREE_ARG char*
 /******************* ma3x *******************************/  #define FTOL 1.0e-10
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)  
 {  #define NRANSI 
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;  #define ITMAX 200 
   double ***m;  
   #define TOL 2.0e-4 
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  
   if (!m) nrerror("allocation failure 1 in matrix()");  #define CGOLD 0.3819660 
   m += NR_END;  #define ZEPS 1.0e-10 
   m -= nrl;  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
   
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  #define GOLD 1.618034 
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  #define GLIMIT 100.0 
   m[nrl] += NR_END;  #define TINY 1.0e-20 
   m[nrl] -= ncl;  
   static double maxarg1,maxarg2;
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
   #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));    
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
   m[nrl][ncl] += NR_END;  #define rint(a) floor(a+0.5)
   m[nrl][ncl] -= nll;  
   for (j=ncl+1; j<=nch; j++)  static double sqrarg;
     m[nrl][j]=m[nrl][j-1]+nlay;  #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
    #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
   for (i=nrl+1; i<=nrh; i++) {  int agegomp= AGEGOMP;
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;  
     for (j=ncl+1; j<=nch; j++)  int imx; 
       m[i][j]=m[i][j-1]+nlay;  int stepm=1;
   }  /* Stepm, step in month: minimum step interpolation*/
   return m;  
 }  int estepm;
   /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
 /*************************free ma3x ************************/  
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)  int m,nb;
 {  long *num;
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));  int firstpass=0, lastpass=4,*cod, *ncodemax, *Tage,*cens;
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
   free((FREE_ARG)(m+nrl-NR_END));  double **pmmij, ***probs;
 }  double *ageexmed,*agecens;
   double dateintmean=0;
 /***************** f1dim *************************/  
 extern int ncom;  double *weight;
 extern double *pcom,*xicom;  int **s; /* Status */
 extern double (*nrfunc)(double []);  double *agedc, **covar, idx;
    int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
 double f1dim(double x)  
 {  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
   int j;  double ftolhess; /* Tolerance for computing hessian */
   double f;  
   double *xt;  /**************** split *************************/
    static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
   xt=vector(1,ncom);  {
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];    /* From a file name with full path (either Unix or Windows) we extract the directory (dirc)
   f=(*nrfunc)(xt);       the name of the file (name), its extension only (ext) and its first part of the name (finame)
   free_vector(xt,1,ncom);    */ 
   return f;    char  *ss;                            /* pointer */
 }    int   l1, l2;                         /* length counters */
   
 /*****************brent *************************/    l1 = strlen(path );                   /* length of path */
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
 {    ss= strrchr( path, DIRSEPARATOR );            /* find last / */
   int iter;    if ( ss == NULL ) {                   /* no directory, so use current */
   double a,b,d,etemp;      /*if(strrchr(path, ODIRSEPARATOR )==NULL)
   double fu,fv,fw,fx;        printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
   double ftemp;      /* get current working directory */
   double p,q,r,tol1,tol2,u,v,w,x,xm;      /*    extern  char* getcwd ( char *buf , int len);*/
   double e=0.0;      if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
          return( GLOCK_ERROR_GETCWD );
   a=(ax < cx ? ax : cx);      }
   b=(ax > cx ? ax : cx);      strcpy( name, path );               /* we've got it */
   x=w=v=bx;    } else {                              /* strip direcotry from path */
   fw=fv=fx=(*f)(x);      ss++;                               /* after this, the filename */
   for (iter=1;iter<=ITMAX;iter++) {      l2 = strlen( ss );                  /* length of filename */
     xm=0.5*(a+b);      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);      strcpy( name, ss );         /* save file name */
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/      strncpy( dirc, path, l1 - l2 );     /* now the directory */
     printf(".");fflush(stdout);      dirc[l1-l2] = 0;                    /* add zero */
 #ifdef DEBUG    }
     printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);    l1 = strlen( dirc );                  /* length of directory */
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */    /*#ifdef windows
 #endif    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){  #else
       *xmin=x;    if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
       return fx;  #endif
     }    */
     ftemp=fu;    ss = strrchr( name, '.' );            /* find last / */
     if (fabs(e) > tol1) {    if (ss >0){
       r=(x-w)*(fx-fv);      ss++;
       q=(x-v)*(fx-fw);      strcpy(ext,ss);                     /* save extension */
       p=(x-v)*q-(x-w)*r;      l1= strlen( name);
       q=2.0*(q-r);      l2= strlen(ss)+1;
       if (q > 0.0) p = -p;      strncpy( finame, name, l1-l2);
       q=fabs(q);      finame[l1-l2]= 0;
       etemp=e;    }
       e=d;    return( 0 );                          /* we're done */
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))  }
         d=CGOLD*(e=(x >= xm ? a-x : b-x));  
       else {  
         d=p/q;  /******************************************/
         u=x+d;  
         if (u-a < tol2 || b-u < tol2)  void replace_back_to_slash(char *s, char*t)
           d=SIGN(tol1,xm-x);  {
       }    int i;
     } else {    int lg=0;
       d=CGOLD*(e=(x >= xm ? a-x : b-x));    i=0;
     }    lg=strlen(t);
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));    for(i=0; i<= lg; i++) {
     fu=(*f)(u);      (s[i] = t[i]);
     if (fu <= fx) {      if (t[i]== '\\') s[i]='/';
       if (u >= x) a=x; else b=x;    }
       SHFT(v,w,x,u)  }
         SHFT(fv,fw,fx,fu)  
         } else {  int nbocc(char *s, char occ)
           if (u < x) a=u; else b=u;  {
           if (fu <= fw || w == x) {    int i,j=0;
             v=w;    int lg=20;
             w=u;    i=0;
             fv=fw;    lg=strlen(s);
             fw=fu;    for(i=0; i<= lg; i++) {
           } else if (fu <= fv || v == x || v == w) {    if  (s[i] == occ ) j++;
             v=u;    }
             fv=fu;    return j;
           }  }
         }  
   }  void cutv(char *u,char *v, char*t, char occ)
   nrerror("Too many iterations in brent");  {
   *xmin=x;    /* cuts string t into u and v where u ends before first occurence of char 'occ' 
   return fx;       and v starts after first occurence of char 'occ' : ex cutv(u,v,"abcdef2ghi2j",'2')
 }       gives u="abcedf" and v="ghi2j" */
     int i,lg,j,p=0;
 /****************** mnbrak ***********************/    i=0;
     for(j=0; j<=strlen(t)-1; j++) {
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,      if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
             double (*func)(double))    }
 {  
   double ulim,u,r,q, dum;    lg=strlen(t);
   double fu;    for(j=0; j<p; j++) {
        (u[j] = t[j]);
   *fa=(*func)(*ax);    }
   *fb=(*func)(*bx);       u[p]='\0';
   if (*fb > *fa) {  
     SHFT(dum,*ax,*bx,dum)     for(j=0; j<= lg; j++) {
       SHFT(dum,*fb,*fa,dum)      if (j>=(p+1))(v[j-p-1] = t[j]);
       }    }
   *cx=(*bx)+GOLD*(*bx-*ax);  }
   *fc=(*func)(*cx);  
   while (*fb > *fc) {  /********************** nrerror ********************/
     r=(*bx-*ax)*(*fb-*fc);  
     q=(*bx-*cx)*(*fb-*fa);  void nrerror(char error_text[])
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/  {
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));    fprintf(stderr,"ERREUR ...\n");
     ulim=(*bx)+GLIMIT*(*cx-*bx);    fprintf(stderr,"%s\n",error_text);
     if ((*bx-u)*(u-*cx) > 0.0) {    exit(EXIT_FAILURE);
       fu=(*func)(u);  }
     } else if ((*cx-u)*(u-ulim) > 0.0) {  /*********************** vector *******************/
       fu=(*func)(u);  double *vector(int nl, int nh)
       if (fu < *fc) {  {
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))    double *v;
           SHFT(*fb,*fc,fu,(*func)(u))    v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
           }    if (!v) nrerror("allocation failure in vector");
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {    return v-nl+NR_END;
       u=ulim;  }
       fu=(*func)(u);  
     } else {  /************************ free vector ******************/
       u=(*cx)+GOLD*(*cx-*bx);  void free_vector(double*v, int nl, int nh)
       fu=(*func)(u);  {
     }    free((FREE_ARG)(v+nl-NR_END));
     SHFT(*ax,*bx,*cx,u)  }
       SHFT(*fa,*fb,*fc,fu)  
       }  /************************ivector *******************************/
 }  int *ivector(long nl,long nh)
   {
 /*************** linmin ************************/    int *v;
     v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
 int ncom;    if (!v) nrerror("allocation failure in ivector");
 double *pcom,*xicom;    return v-nl+NR_END;
 double (*nrfunc)(double []);  }
    
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))  /******************free ivector **************************/
 {  void free_ivector(int *v, long nl, long nh)
   double brent(double ax, double bx, double cx,  {
                double (*f)(double), double tol, double *xmin);    free((FREE_ARG)(v+nl-NR_END));
   double f1dim(double x);  }
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,  
               double *fc, double (*func)(double));  /************************lvector *******************************/
   int j;  long *lvector(long nl,long nh)
   double xx,xmin,bx,ax;  {
   double fx,fb,fa;    long *v;
      v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long)));
   ncom=n;    if (!v) nrerror("allocation failure in ivector");
   pcom=vector(1,n);    return v-nl+NR_END;
   xicom=vector(1,n);  }
   nrfunc=func;  
   for (j=1;j<=n;j++) {  /******************free lvector **************************/
     pcom[j]=p[j];  void free_lvector(long *v, long nl, long nh)
     xicom[j]=xi[j];  {
   }    free((FREE_ARG)(v+nl-NR_END));
   ax=0.0;  }
   xx=1.0;  
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);  /******************* imatrix *******************************/
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);  int **imatrix(long nrl, long nrh, long ncl, long nch) 
 #ifdef DEBUG       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);  { 
 #endif    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
   for (j=1;j<=n;j++) {    int **m; 
     xi[j] *= xmin;    
     p[j] += xi[j];    /* allocate pointers to rows */ 
   }    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
   free_vector(xicom,1,n);    if (!m) nrerror("allocation failure 1 in matrix()"); 
   free_vector(pcom,1,n);    m += NR_END; 
 }    m -= nrl; 
     
 /*************** powell ************************/    
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,    /* allocate rows and set pointers to them */ 
             double (*func)(double []))    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
 {    if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
   void linmin(double p[], double xi[], int n, double *fret,    m[nrl] += NR_END; 
               double (*func)(double []));    m[nrl] -= ncl; 
   int i,ibig,j;    
   double del,t,*pt,*ptt,*xit;    for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
   double fp,fptt;    
   double *xits;    /* return pointer to array of pointers to rows */ 
   pt=vector(1,n);    return m; 
   ptt=vector(1,n);  } 
   xit=vector(1,n);  
   xits=vector(1,n);  /****************** free_imatrix *************************/
   *fret=(*func)(p);  void free_imatrix(m,nrl,nrh,ncl,nch)
   for (j=1;j<=n;j++) pt[j]=p[j];        int **m;
   for (*iter=1;;++(*iter)) {        long nch,ncl,nrh,nrl; 
     fp=(*fret);       /* free an int matrix allocated by imatrix() */ 
     ibig=0;  { 
     del=0.0;    free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);    free((FREE_ARG) (m+nrl-NR_END)); 
     for (i=1;i<=n;i++)  } 
       printf(" %d %.12f",i, p[i]);  
     printf("\n");  /******************* matrix *******************************/
     for (i=1;i<=n;i++) {  double **matrix(long nrl, long nrh, long ncl, long nch)
       for (j=1;j<=n;j++) xit[j]=xi[j][i];  {
       fptt=(*fret);    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
 #ifdef DEBUG    double **m;
       printf("fret=%lf \n",*fret);  
 #endif    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
       printf("%d",i);fflush(stdout);    if (!m) nrerror("allocation failure 1 in matrix()");
       linmin(p,xit,n,fret,func);    m += NR_END;
       if (fabs(fptt-(*fret)) > del) {    m -= nrl;
         del=fabs(fptt-(*fret));  
         ibig=i;    m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
       }    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
 #ifdef DEBUG    m[nrl] += NR_END;
       printf("%d %.12e",i,(*fret));    m[nrl] -= ncl;
       for (j=1;j<=n;j++) {  
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
         printf(" x(%d)=%.12e",j,xit[j]);    return m;
       }    /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) 
       for(j=1;j<=n;j++)     */
         printf(" p=%.12e",p[j]);  }
       printf("\n");  
 #endif  /*************************free matrix ************************/
     }  void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {  {
 #ifdef DEBUG    free((FREE_ARG)(m[nrl]+ncl-NR_END));
       int k[2],l;    free((FREE_ARG)(m+nrl-NR_END));
       k[0]=1;  }
       k[1]=-1;  
       printf("Max: %.12e",(*func)(p));  /******************* ma3x *******************************/
       for (j=1;j<=n;j++)  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
         printf(" %.12e",p[j]);  {
       printf("\n");    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
       for(l=0;l<=1;l++) {    double ***m;
         for (j=1;j<=n;j++) {  
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);    if (!m) nrerror("allocation failure 1 in matrix()");
         }    m += NR_END;
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));    m -= nrl;
       }  
 #endif    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
     if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
     m[nrl] += NR_END;
       free_vector(xit,1,n);    m[nrl] -= ncl;
       free_vector(xits,1,n);  
       free_vector(ptt,1,n);    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
       free_vector(pt,1,n);  
       return;    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
     }    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");    m[nrl][ncl] += NR_END;
     for (j=1;j<=n;j++) {    m[nrl][ncl] -= nll;
       ptt[j]=2.0*p[j]-pt[j];    for (j=ncl+1; j<=nch; j++) 
       xit[j]=p[j]-pt[j];      m[nrl][j]=m[nrl][j-1]+nlay;
       pt[j]=p[j];    
     }    for (i=nrl+1; i<=nrh; i++) {
     fptt=(*func)(ptt);      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
     if (fptt < fp) {      for (j=ncl+1; j<=nch; j++) 
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);        m[i][j]=m[i][j-1]+nlay;
       if (t < 0.0) {    }
         linmin(p,xit,n,fret,func);    return m; 
         for (j=1;j<=n;j++) {    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
           xi[j][ibig]=xi[j][n];             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
           xi[j][n]=xit[j];    */
         }  }
 #ifdef DEBUG  
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);  /*************************free ma3x ************************/
         for(j=1;j<=n;j++)  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
           printf(" %.12e",xit[j]);  {
         printf("\n");    free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
 #endif    free((FREE_ARG)(m[nrl]+ncl-NR_END));
       }    free((FREE_ARG)(m+nrl-NR_END));
     }  }
   }  
 }  /*************** function subdirf ***********/
   char *subdirf(char fileres[])
 /**** Prevalence limit ****************/  {
     /* Caution optionfilefiname is hidden */
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)    strcpy(tmpout,optionfilefiname);
 {    strcat(tmpout,"/"); /* Add to the right */
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit    strcat(tmpout,fileres);
      matrix by transitions matrix until convergence is reached */    return tmpout;
   }
   int i, ii,j,k;  
   double min, max, maxmin, maxmax,sumnew=0.;  /*************** function subdirf2 ***********/
   double **matprod2();  char *subdirf2(char fileres[], char *preop)
   double **out, cov[NCOVMAX], **pmij();  {
   double **newm;    
   double agefin, delaymax=50 ; /* Max number of years to converge */    /* Caution optionfilefiname is hidden */
     strcpy(tmpout,optionfilefiname);
   for (ii=1;ii<=nlstate+ndeath;ii++)    strcat(tmpout,"/");
     for (j=1;j<=nlstate+ndeath;j++){    strcat(tmpout,preop);
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);    strcat(tmpout,fileres);
     }    return tmpout;
   }
    cov[1]=1.;  
    /*************** function subdirf3 ***********/
  /* Even if hstepm = 1, at least one multiplication by the unit matrix */  char *subdirf3(char fileres[], char *preop, char *preop2)
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){  {
     newm=savm;    
     /* Covariates have to be included here again */    /* Caution optionfilefiname is hidden */
      cov[2]=agefin;    strcpy(tmpout,optionfilefiname);
      strcat(tmpout,"/");
       for (k=1; k<=cptcovn;k++) {    strcat(tmpout,preop);
         cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];    strcat(tmpout,preop2);
         /*printf("ij=%d Tvar[k]=%d nbcode=%d cov=%lf\n",ij, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k]);*/    strcat(tmpout,fileres);
       }    return tmpout;
       for (k=1; k<=cptcovage;k++)  }
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];  
       for (k=1; k<=cptcovprod;k++)  /***************** f1dim *************************/
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];  extern int ncom; 
   extern double *pcom,*xicom;
       /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/  extern double (*nrfunc)(double []); 
    
       /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/  double f1dim(double x) 
   { 
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);    int j; 
     double f;
     savm=oldm;    double *xt; 
     oldm=newm;   
     maxmax=0.;    xt=vector(1,ncom); 
     for(j=1;j<=nlstate;j++){    for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
       min=1.;    f=(*nrfunc)(xt); 
       max=0.;    free_vector(xt,1,ncom); 
       for(i=1; i<=nlstate; i++) {    return f; 
         sumnew=0;  } 
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];  
         prlim[i][j]= newm[i][j]/(1-sumnew);  /*****************brent *************************/
         max=FMAX(max,prlim[i][j]);  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
         min=FMIN(min,prlim[i][j]);  { 
       }    int iter; 
       maxmin=max-min;    double a,b,d,etemp;
       maxmax=FMAX(maxmax,maxmin);    double fu,fv,fw,fx;
     }    double ftemp;
     if(maxmax < ftolpl){    double p,q,r,tol1,tol2,u,v,w,x,xm; 
       return prlim;    double e=0.0; 
     }   
   }    a=(ax < cx ? ax : cx); 
 }    b=(ax > cx ? ax : cx); 
     x=w=v=bx; 
 /*************** transition probabilities **********/    fw=fv=fx=(*f)(x); 
     for (iter=1;iter<=ITMAX;iter++) { 
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )      xm=0.5*(a+b); 
 {      tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
   double s1, s2;      /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
   /*double t34;*/      printf(".");fflush(stdout);
   int i,j,j1, nc, ii, jj;      fprintf(ficlog,".");fflush(ficlog);
   #ifdef DEBUG
     for(i=1; i<= nlstate; i++){      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);
     for(j=1; j<i;j++){      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);
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){      /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
         /*s2 += param[i][j][nc]*cov[nc];*/  #endif
         s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];      if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/        *xmin=x; 
       }        return fx; 
       ps[i][j]=s2;      } 
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/      ftemp=fu;
     }      if (fabs(e) > tol1) { 
     for(j=i+1; j<=nlstate+ndeath;j++){        r=(x-w)*(fx-fv); 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){        q=(x-v)*(fx-fw); 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];        p=(x-v)*q-(x-w)*r; 
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/        q=2.0*(q-r); 
       }        if (q > 0.0) p = -p; 
       ps[i][j]=s2;        q=fabs(q); 
     }        etemp=e; 
   }        e=d; 
   for(i=1; i<= nlstate; i++){        if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
      s1=0;          d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
     for(j=1; j<i; j++)        else { 
       s1+=exp(ps[i][j]);          d=p/q; 
     for(j=i+1; j<=nlstate+ndeath; j++)          u=x+d; 
       s1+=exp(ps[i][j]);          if (u-a < tol2 || b-u < tol2) 
     ps[i][i]=1./(s1+1.);            d=SIGN(tol1,xm-x); 
     for(j=1; j<i; j++)        } 
       ps[i][j]= exp(ps[i][j])*ps[i][i];      } else { 
     for(j=i+1; j<=nlstate+ndeath; j++)        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
       ps[i][j]= exp(ps[i][j])*ps[i][i];      } 
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */      u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
   } /* end i */      fu=(*f)(u); 
       if (fu <= fx) { 
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){        if (u >= x) a=x; else b=x; 
     for(jj=1; jj<= nlstate+ndeath; jj++){        SHFT(v,w,x,u) 
       ps[ii][jj]=0;          SHFT(fv,fw,fx,fu) 
       ps[ii][ii]=1;          } else { 
     }            if (u < x) a=u; else b=u; 
   }            if (fu <= fw || w == x) { 
               v=w; 
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){              w=u; 
     for(jj=1; jj<= nlstate+ndeath; jj++){              fv=fw; 
      printf("%lf ",ps[ii][jj]);              fw=fu; 
    }            } else if (fu <= fv || v == x || v == w) { 
     printf("\n ");              v=u; 
     }              fv=fu; 
     printf("\n ");printf("%lf ",cov[2]);*/            } 
 /*          } 
   for(i=1; i<= npar; i++) printf("%f ",x[i]);    } 
   goto end;*/    nrerror("Too many iterations in brent"); 
     return ps;    *xmin=x; 
 }    return fx; 
   } 
 /**************** Product of 2 matrices ******************/  
   /****************** mnbrak ***********************/
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)  
 {  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
   /* Computes the matric product of in(1,nrh-nrl+1)(1,nch-ncl+1) times              double (*func)(double)) 
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */  { 
   /* in, b, out are matrice of pointers which should have been initialized    double ulim,u,r,q, dum;
      before: only the contents of out is modified. The function returns    double fu; 
      a pointer to pointers identical to out */   
   long i, j, k;    *fa=(*func)(*ax); 
   for(i=nrl; i<= nrh; i++)    *fb=(*func)(*bx); 
     for(k=ncolol; k<=ncoloh; k++)    if (*fb > *fa) { 
       for(j=ncl,out[i][k]=0.; j<=nch; j++)      SHFT(dum,*ax,*bx,dum) 
         out[i][k] +=in[i][j]*b[j][k];        SHFT(dum,*fb,*fa,dum) 
         } 
   return out;    *cx=(*bx)+GOLD*(*bx-*ax); 
 }    *fc=(*func)(*cx); 
     while (*fb > *fc) { 
       r=(*bx-*ax)*(*fb-*fc); 
 /************* Higher Matrix Product ***************/      q=(*bx-*cx)*(*fb-*fa); 
       u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )        (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
 {      ulim=(*bx)+GLIMIT*(*cx-*bx); 
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month      if ((*bx-u)*(u-*cx) > 0.0) { 
      duration (i.e. until        fu=(*func)(u); 
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.      } else if ((*cx-u)*(u-ulim) > 0.0) { 
      Output is stored in matrix po[i][j][h] for h every 'hstepm' step        fu=(*func)(u); 
      (typically every 2 years instead of every month which is too big).        if (fu < *fc) { 
      Model is determined by parameters x and covariates have to be          SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
      included manually here.            SHFT(*fb,*fc,fu,(*func)(u)) 
             } 
      */      } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
         u=ulim; 
   int i, j, d, h, k;        fu=(*func)(u); 
   double **out, cov[NCOVMAX];      } else { 
   double **newm;        u=(*cx)+GOLD*(*cx-*bx); 
         fu=(*func)(u); 
   /* Hstepm could be zero and should return the unit matrix */      } 
   for (i=1;i<=nlstate+ndeath;i++)      SHFT(*ax,*bx,*cx,u) 
     for (j=1;j<=nlstate+ndeath;j++){        SHFT(*fa,*fb,*fc,fu) 
       oldm[i][j]=(i==j ? 1.0 : 0.0);        } 
       po[i][j][0]=(i==j ? 1.0 : 0.0);  } 
     }  
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */  /*************** linmin ************************/
   for(h=1; h <=nhstepm; h++){  
     for(d=1; d <=hstepm; d++){  int ncom; 
       newm=savm;  double *pcom,*xicom;
       /* Covariates have to be included here again */  double (*nrfunc)(double []); 
       cov[1]=1.;   
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];  { 
 for (k=1; k<=cptcovage;k++)    double brent(double ax, double bx, double cx, 
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];                 double (*f)(double), double tol, double *xmin); 
    for (k=1; k<=cptcovprod;k++)    double f1dim(double x); 
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
                 double *fc, double (*func)(double)); 
     int j; 
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/    double xx,xmin,bx,ax; 
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/    double fx,fb,fa;
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,   
                    pmij(pmmij,cov,ncovmodel,x,nlstate));    ncom=n; 
       savm=oldm;    pcom=vector(1,n); 
       oldm=newm;    xicom=vector(1,n); 
     }    nrfunc=func; 
     for(i=1; i<=nlstate+ndeath; i++)    for (j=1;j<=n;j++) { 
       for(j=1;j<=nlstate+ndeath;j++) {      pcom[j]=p[j]; 
         po[i][j][h]=newm[i][j];      xicom[j]=xi[j]; 
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);    } 
          */    ax=0.0; 
       }    xx=1.0; 
   } /* end h */    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
   return po;    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
 }  #ifdef DEBUG
     printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
     fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
 /*************** log-likelihood *************/  #endif
 double func( double *x)    for (j=1;j<=n;j++) { 
 {      xi[j] *= xmin; 
   int i, ii, j, k, mi, d, kk;      p[j] += xi[j]; 
   double l, ll[NLSTATEMAX], cov[NCOVMAX];    } 
   double **out;    free_vector(xicom,1,n); 
   double sw; /* Sum of weights */    free_vector(pcom,1,n); 
   double lli; /* Individual log likelihood */  } 
   long ipmx;  
   /*extern weight */  char *asc_diff_time(long time_sec, char ascdiff[])
   /* We are differentiating ll according to initial status */  {
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/    long sec_left, days, hours, minutes;
   /*for(i=1;i<imx;i++)    days = (time_sec) / (60*60*24);
 printf(" %d\n",s[4][i]);    sec_left = (time_sec) % (60*60*24);
   */    hours = (sec_left) / (60*60) ;
   cov[1]=1.;    sec_left = (sec_left) %(60*60);
     minutes = (sec_left) /60;
   for(k=1; k<=nlstate; k++) ll[k]=0.;    sec_left = (sec_left) % (60);
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){    sprintf(ascdiff,"%d day(s) %d hour(s) %d minute(s) %d second(s)",days, hours, minutes, sec_left);  
     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];    return ascdiff;
        for(mi=1; mi<= wav[i]-1; mi++){  }
       for (ii=1;ii<=nlstate+ndeath;ii++)  
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);  /*************** powell ************************/
             for(d=0; d<dh[mi][i]; d++){  void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
               newm=savm;              double (*func)(double [])) 
               cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;  { 
               for (kk=1; kk<=cptcovage;kk++) {    void linmin(double p[], double xi[], int n, double *fret, 
                  cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];                double (*func)(double [])); 
                  /*printf("%d %d",kk,Tage[kk]);*/    int i,ibig,j; 
               }    double del,t,*pt,*ptt,*xit;
               /*cov[4]=covar[1][i]*cov[2];scanf("%d", i);*/    double fp,fptt;
               /*cov[3]=pow(cov[2],2)/1000.;*/    double *xits;
     int niterf, itmp;
           out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,  
                        1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));    pt=vector(1,n); 
           savm=oldm;    ptt=vector(1,n); 
           oldm=newm;    xit=vector(1,n); 
     xits=vector(1,n); 
     *fret=(*func)(p); 
       } /* end mult */    for (j=1;j<=n;j++) pt[j]=p[j]; 
        for (*iter=1;;++(*iter)) { 
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);      fp=(*fret); 
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/      ibig=0; 
       ipmx +=1;      del=0.0; 
       sw += weight[i];      last_time=curr_time;
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;      (void) gettimeofday(&curr_time,&tzp);
     } /* end of wave */      printf("\nPowell iter=%d -2*LL=%.12f %ld sec. %ld sec.",*iter,*fret, curr_time.tv_sec-last_time.tv_sec, curr_time.tv_sec-start_time.tv_sec);fflush(stdout);
   } /* end of individual */      /*    fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f %ld sec. %ld sec.",*iter,*fret, curr_time.tv_sec-last_time.tv_sec, curr_time.tv_sec-start_time.tv_sec);
       fprintf(ficrespow,"%d %.12f %ld",*iter,*fret,curr_time.tv_sec-start_time.tv_sec);
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];      */
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */     for (i=1;i<=n;i++) {
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */        printf(" %d %.12f",i, p[i]);
   return -l;        fprintf(ficlog," %d %.12lf",i, p[i]);
 }        fprintf(ficrespow," %.12lf", p[i]);
       }
       printf("\n");
 /*********** Maximum Likelihood Estimation ***************/      fprintf(ficlog,"\n");
       fprintf(ficrespow,"\n");fflush(ficrespow);
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))      if(*iter <=3){
 {        tm = *localtime(&curr_time.tv_sec);
   int i,j, iter;        strcpy(strcurr,asctime(&tm));
   double **xi,*delti;  /*       asctime_r(&tm,strcurr); */
   double fret;        forecast_time=curr_time; 
   xi=matrix(1,npar,1,npar);        itmp = strlen(strcurr);
   for (i=1;i<=npar;i++)        if(strcurr[itmp-1]=='\n')  /* Windows outputs with a new line */
     for (j=1;j<=npar;j++)          strcurr[itmp-1]='\0';
       xi[i][j]=(i==j ? 1.0 : 0.0);        printf("\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
   printf("Powell\n");        fprintf(ficlog,"\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
   powell(p,xi,npar,ftol,&iter,&fret,func);        for(niterf=10;niterf<=30;niterf+=10){
           forecast_time.tv_sec=curr_time.tv_sec+(niterf-*iter)*(curr_time.tv_sec-last_time.tv_sec);
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));          tmf = *localtime(&forecast_time.tv_sec);
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));  /*      asctime_r(&tmf,strfor); */
           strcpy(strfor,asctime(&tmf));
 }          itmp = strlen(strfor);
           if(strfor[itmp-1]=='\n')
 /**** Computes Hessian and covariance matrix ***/          strfor[itmp-1]='\0';
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))          printf("   - if your program needs %d iterations to converge, convergence will be \n   reached in %s i.e.\n   on %s (current time is %s);\n",niterf, asc_diff_time(forecast_time.tv_sec-curr_time.tv_sec,tmpout),strfor,strcurr);
 {          fprintf(ficlog,"   - if your program needs %d iterations to converge, convergence will be \n   reached in %s i.e.\n   on %s (current time is %s);\n",niterf, asc_diff_time(forecast_time.tv_sec-curr_time.tv_sec,tmpout),strfor,strcurr);
   double  **a,**y,*x,pd;        }
   double **hess;      }
   int i, j,jk;      for (i=1;i<=n;i++) { 
   int *indx;        for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
         fptt=(*fret); 
   double hessii(double p[], double delta, int theta, double delti[]);  #ifdef DEBUG
   double hessij(double p[], double delti[], int i, int j);        printf("fret=%lf \n",*fret);
   void lubksb(double **a, int npar, int *indx, double b[]) ;        fprintf(ficlog,"fret=%lf \n",*fret);
   void ludcmp(double **a, int npar, int *indx, double *d) ;  #endif
         printf("%d",i);fflush(stdout);
         fprintf(ficlog,"%d",i);fflush(ficlog);
   hess=matrix(1,npar,1,npar);        linmin(p,xit,n,fret,func); 
         if (fabs(fptt-(*fret)) > del) { 
   printf("\nCalculation of the hessian matrix. Wait...\n");          del=fabs(fptt-(*fret)); 
   for (i=1;i<=npar;i++){          ibig=i; 
     printf("%d",i);fflush(stdout);        } 
     hess[i][i]=hessii(p,ftolhess,i,delti);  #ifdef DEBUG
     /*printf(" %f ",p[i]);*/        printf("%d %.12e",i,(*fret));
   }        fprintf(ficlog,"%d %.12e",i,(*fret));
         for (j=1;j<=n;j++) {
   for (i=1;i<=npar;i++) {          xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
     for (j=1;j<=npar;j++)  {          printf(" x(%d)=%.12e",j,xit[j]);
       if (j>i) {          fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
         printf(".%d%d",i,j);fflush(stdout);        }
         hess[i][j]=hessij(p,delti,i,j);        for(j=1;j<=n;j++) {
         hess[j][i]=hess[i][j];          printf(" p=%.12e",p[j]);
       }          fprintf(ficlog," p=%.12e",p[j]);
     }        }
   }        printf("\n");
   printf("\n");        fprintf(ficlog,"\n");
   #endif
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");      } 
        if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
   a=matrix(1,npar,1,npar);  #ifdef DEBUG
   y=matrix(1,npar,1,npar);        int k[2],l;
   x=vector(1,npar);        k[0]=1;
   indx=ivector(1,npar);        k[1]=-1;
   for (i=1;i<=npar;i++)        printf("Max: %.12e",(*func)(p));
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];        fprintf(ficlog,"Max: %.12e",(*func)(p));
   ludcmp(a,npar,indx,&pd);        for (j=1;j<=n;j++) {
           printf(" %.12e",p[j]);
   for (j=1;j<=npar;j++) {          fprintf(ficlog," %.12e",p[j]);
     for (i=1;i<=npar;i++) x[i]=0;        }
     x[j]=1;        printf("\n");
     lubksb(a,npar,indx,x);        fprintf(ficlog,"\n");
     for (i=1;i<=npar;i++){        for(l=0;l<=1;l++) {
       matcov[i][j]=x[i];          for (j=1;j<=n;j++) {
     }            ptt[j]=p[j]+(p[j]-pt[j])*k[l];
   }            printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
             fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
   printf("\n#Hessian matrix#\n");          }
   for (i=1;i<=npar;i++) {          printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
     for (j=1;j<=npar;j++) {          fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
       printf("%.3e ",hess[i][j]);        }
     }  #endif
     printf("\n");  
   }  
         free_vector(xit,1,n); 
   /* Recompute Inverse */        free_vector(xits,1,n); 
   for (i=1;i<=npar;i++)        free_vector(ptt,1,n); 
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];        free_vector(pt,1,n); 
   ludcmp(a,npar,indx,&pd);        return; 
       } 
   /*  printf("\n#Hessian matrix recomputed#\n");      if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
       for (j=1;j<=n;j++) { 
   for (j=1;j<=npar;j++) {        ptt[j]=2.0*p[j]-pt[j]; 
     for (i=1;i<=npar;i++) x[i]=0;        xit[j]=p[j]-pt[j]; 
     x[j]=1;        pt[j]=p[j]; 
     lubksb(a,npar,indx,x);      } 
     for (i=1;i<=npar;i++){      fptt=(*func)(ptt); 
       y[i][j]=x[i];      if (fptt < fp) { 
       printf("%.3e ",y[i][j]);        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
     }        if (t < 0.0) { 
     printf("\n");          linmin(p,xit,n,fret,func); 
   }          for (j=1;j<=n;j++) { 
   */            xi[j][ibig]=xi[j][n]; 
             xi[j][n]=xit[j]; 
   free_matrix(a,1,npar,1,npar);          }
   free_matrix(y,1,npar,1,npar);  #ifdef DEBUG
   free_vector(x,1,npar);          printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
   free_ivector(indx,1,npar);          fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
   free_matrix(hess,1,npar,1,npar);          for(j=1;j<=n;j++){
             printf(" %.12e",xit[j]);
             fprintf(ficlog," %.12e",xit[j]);
 }          }
           printf("\n");
 /*************** hessian matrix ****************/          fprintf(ficlog,"\n");
 double hessii( double x[], double delta, int theta, double delti[])  #endif
 {        }
   int i;      } 
   int l=1, lmax=20;    } 
   double k1,k2;  } 
   double p2[NPARMAX+1];  
   double res;  /**** Prevalence limit (stable prevalence)  ****************/
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;  
   double fx;  double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
   int k=0,kmax=10;  {
   double l1;    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
        matrix by transitions matrix until convergence is reached */
   fx=func(x);  
   for (i=1;i<=npar;i++) p2[i]=x[i];    int i, ii,j,k;
   for(l=0 ; l <=lmax; l++){    double min, max, maxmin, maxmax,sumnew=0.;
     l1=pow(10,l);    double **matprod2();
     delts=delt;    double **out, cov[NCOVMAX], **pmij();
     for(k=1 ; k <kmax; k=k+1){    double **newm;
       delt = delta*(l1*k);    double agefin, delaymax=50 ; /* Max number of years to converge */
       p2[theta]=x[theta] +delt;  
       k1=func(p2)-fx;    for (ii=1;ii<=nlstate+ndeath;ii++)
       p2[theta]=x[theta]-delt;      for (j=1;j<=nlstate+ndeath;j++){
       k2=func(p2)-fx;        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       /*res= (k1-2.0*fx+k2)/delt/delt; */      }
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */  
           cov[1]=1.;
 #ifdef DEBUG   
       printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
 #endif    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */      newm=savm;
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){      /* Covariates have to be included here again */
         k=kmax;       cov[2]=agefin;
       }    
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */        for (k=1; k<=cptcovn;k++) {
         k=kmax; l=lmax*10.;          cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
       }          /*      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]]);*/
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){        }
         delts=delt;        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]]];
   }  
   delti[theta]=delts;        /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
   return res;        /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
          /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
 }      out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
   
 double hessij( double x[], double delti[], int thetai,int thetaj)      savm=oldm;
 {      oldm=newm;
   int i;      maxmax=0.;
   int l=1, l1, lmax=20;      for(j=1;j<=nlstate;j++){
   double k1,k2,k3,k4,res,fx;        min=1.;
   double p2[NPARMAX+1];        max=0.;
   int k;        for(i=1; i<=nlstate; i++) {
           sumnew=0;
   fx=func(x);          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
   for (k=1; k<=2; k++) {          prlim[i][j]= newm[i][j]/(1-sumnew);
     for (i=1;i<=npar;i++) p2[i]=x[i];          max=FMAX(max,prlim[i][j]);
     p2[thetai]=x[thetai]+delti[thetai]/k;          min=FMIN(min,prlim[i][j]);
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;        }
     k1=func(p2)-fx;        maxmin=max-min;
          maxmax=FMAX(maxmax,maxmin);
     p2[thetai]=x[thetai]+delti[thetai]/k;      }
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;      if(maxmax < ftolpl){
     k2=func(p2)-fx;        return prlim;
        }
     p2[thetai]=x[thetai]-delti[thetai]/k;    }
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;  }
     k3=func(p2)-fx;  
    /*************** transition probabilities ***************/ 
     p2[thetai]=x[thetai]-delti[thetai]/k;  
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
     k4=func(p2)-fx;  {
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */    double s1, s2;
 #ifdef DEBUG    /*double t34;*/
     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);    int i,j,j1, nc, ii, jj;
 #endif  
   }      for(i=1; i<= nlstate; i++){
   return res;        for(j=1; j<i;j++){
 }          for (nc=1, s2=0.;nc <=ncovmodel; nc++){
             /*s2 += param[i][j][nc]*cov[nc];*/
 /************** Inverse of matrix **************/            s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
 void ludcmp(double **a, int n, int *indx, double *d)  /*       printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2); */
 {          }
   int i,imax,j,k;          ps[i][j]=s2;
   double big,dum,sum,temp;  /*      printf("s1=%.17e, s2=%.17e\n",s1,s2); */
   double *vv;        }
          for(j=i+1; j<=nlstate+ndeath;j++){
   vv=vector(1,n);          for (nc=1, s2=0.;nc <=ncovmodel; nc++){
   *d=1.0;            s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
   for (i=1;i<=n;i++) {  /*        printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2); */
     big=0.0;          }
     for (j=1;j<=n;j++)          ps[i][j]=s2;
       if ((temp=fabs(a[i][j])) > big) big=temp;        }
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");      }
     vv[i]=1.0/big;      /*ps[3][2]=1;*/
   }      
   for (j=1;j<=n;j++) {      for(i=1; i<= nlstate; i++){
     for (i=1;i<j;i++) {        s1=0;
       sum=a[i][j];        for(j=1; j<i; j++)
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];          s1+=exp(ps[i][j]);
       a[i][j]=sum;        for(j=i+1; j<=nlstate+ndeath; j++)
     }          s1+=exp(ps[i][j]);
     big=0.0;        ps[i][i]=1./(s1+1.);
     for (i=j;i<=n;i++) {        for(j=1; j<i; j++)
       sum=a[i][j];          ps[i][j]= exp(ps[i][j])*ps[i][i];
       for (k=1;k<j;k++)        for(j=i+1; j<=nlstate+ndeath; j++)
         sum -= a[i][k]*a[k][j];          ps[i][j]= exp(ps[i][j])*ps[i][i];
       a[i][j]=sum;        /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
       if ( (dum=vv[i]*fabs(sum)) >= big) {      } /* end i */
         big=dum;      
         imax=i;      for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
       }        for(jj=1; jj<= nlstate+ndeath; jj++){
     }          ps[ii][jj]=0;
     if (j != imax) {          ps[ii][ii]=1;
       for (k=1;k<=n;k++) {        }
         dum=a[imax][k];      }
         a[imax][k]=a[j][k];      
         a[j][k]=dum;  
       }  /*        for(ii=1; ii<= nlstate+ndeath; ii++){ */
       *d = -(*d);  /*       for(jj=1; jj<= nlstate+ndeath; jj++){ */
       vv[imax]=vv[j];  /*         printf("ddd %lf ",ps[ii][jj]); */
     }  /*       } */
     indx[j]=imax;  /*       printf("\n "); */
     if (a[j][j] == 0.0) a[j][j]=TINY;  /*        } */
     if (j != n) {  /*        printf("\n ");printf("%lf ",cov[2]); */
       dum=1.0/(a[j][j]);         /*
       for (i=j+1;i<=n;i++) a[i][j] *= dum;        for(i=1; i<= npar; i++) printf("%f ",x[i]);
     }        goto end;*/
   }      return ps;
   free_vector(vv,1,n);  /* Doesn't work */  }
 ;  
 }  /**************** Product of 2 matrices ******************/
   
 void lubksb(double **a, int n, int *indx, double b[])  double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
 {  {
   int i,ii=0,ip,j;    /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
   double sum;       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
      /* in, b, out are matrice of pointers which should have been initialized 
   for (i=1;i<=n;i++) {       before: only the contents of out is modified. The function returns
     ip=indx[i];       a pointer to pointers identical to out */
     sum=b[ip];    long i, j, k;
     b[ip]=b[i];    for(i=nrl; i<= nrh; i++)
     if (ii)      for(k=ncolol; k<=ncoloh; k++)
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];        for(j=ncl,out[i][k]=0.; j<=nch; j++)
     else if (sum) ii=i;          out[i][k] +=in[i][j]*b[j][k];
     b[i]=sum;  
   }    return out;
   for (i=n;i>=1;i--) {  }
     sum=b[i];  
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];  
     b[i]=sum/a[i][i];  /************* 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 )
   {
 /************ Frequencies ********************/    /* Computes the transition matrix starting at age 'age' over 
 void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax)       'nhstepm*hstepm*stepm' months (i.e. until
 {  /* Some frequencies */       age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
         nhstepm*hstepm matrices. 
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;       Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
   double ***freq; /* Frequencies */       (typically every 2 years instead of every month which is too big 
   double *pp;       for the memory).
   double pos;       Model is determined by parameters x and covariates have to be 
   FILE *ficresp;       included manually here. 
   char fileresp[FILENAMELENGTH];  
        */
   pp=vector(1,nlstate);  
     int i, j, d, h, k;
   strcpy(fileresp,"p");    double **out, cov[NCOVMAX];
   strcat(fileresp,fileres);    double **newm;
   if((ficresp=fopen(fileresp,"w"))==NULL) {  
     printf("Problem with prevalence resultfile: %s\n", fileresp);    /* Hstepm could be zero and should return the unit matrix */
     exit(0);    for (i=1;i<=nlstate+ndeath;i++)
   }      for (j=1;j<=nlstate+ndeath;j++){
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);        oldm[i][j]=(i==j ? 1.0 : 0.0);
   j1=0;        po[i][j][0]=(i==j ? 1.0 : 0.0);
       }
   j=cptcoveff;    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
   if (cptcovn<1) {j=1;ncodemax[1]=1;}    for(h=1; h <=nhstepm; h++){
       for(d=1; d <=hstepm; d++){
   for(k1=1; k1<=j;k1++){        newm=savm;
    for(i1=1; i1<=ncodemax[k1];i1++){        /* Covariates have to be included here again */
        j1++;        cov[1]=1.;
         cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
         for (i=-1; i<=nlstate+ndeath; i++)          for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
          for (jk=-1; jk<=nlstate+ndeath; jk++)          for (k=1; k<=cptcovage;k++)
            for(m=agemin; m <= agemax+3; m++)          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
              freq[i][jk][m]=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]]];
        for (i=1; i<=imx; i++) {  
          bool=1;  
          if  (cptcovn>0) {        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
            for (z1=1; z1<=cptcoveff; z1++)        /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) bool=0;        out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
          }                     pmij(pmmij,cov,ncovmodel,x,nlstate));
           if (bool==1) {        savm=oldm;
            for(m=firstpass; m<=lastpass-1; m++){        oldm=newm;
              if(agev[m][i]==0) agev[m][i]=agemax+1;      }
              if(agev[m][i]==1) agev[m][i]=agemax+2;      for(i=1; i<=nlstate+ndeath; i++)
              freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];        for(j=1;j<=nlstate+ndeath;j++) {
              freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];          po[i][j][h]=newm[i][j];
            }          /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
          }           */
        }        }
         if  (cptcovn>0) {    } /* end h */
          fprintf(ficresp, "\n#********** Variable ");    return po;
          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);  }
        }  
        fprintf(ficresp, "**********\n#");  
        for(i=1; i<=nlstate;i++)  /*************** log-likelihood *************/
          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);  double func( double *x)
        fprintf(ficresp, "\n");  {
            int i, ii, j, k, mi, d, kk;
   for(i=(int)agemin; i <= (int)agemax+3; i++){    double l, ll[NLSTATEMAX], cov[NCOVMAX];
     if(i==(int)agemax+3)    double **out;
       printf("Total");    double sw; /* Sum of weights */
     else    double lli; /* Individual log likelihood */
       printf("Age %d", i);    int s1, s2;
     for(jk=1; jk <=nlstate ; jk++){    double bbh, survp;
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)    long ipmx;
         pp[jk] += freq[jk][m][i];    /*extern weight */
     }    /* We are differentiating ll according to initial status */
     for(jk=1; jk <=nlstate ; jk++){    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
       for(m=-1, pos=0; m <=0 ; m++)    /*for(i=1;i<imx;i++) 
         pos += freq[jk][m][i];      printf(" %d\n",s[4][i]);
       if(pp[jk]>=1.e-10)    */
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);    cov[1]=1.;
       else  
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);    for(k=1; k<=nlstate; k++) ll[k]=0.;
     }  
     for(jk=1; jk <=nlstate ; jk++){    if(mle==1){
       for(m=1, pp[jk]=0; m <=nlstate+ndeath; m++)      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
         pp[jk] += freq[jk][m][i];        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     }        for(mi=1; mi<= wav[i]-1; mi++){
     for(jk=1,pos=0; jk <=nlstate ; jk++)          for (ii=1;ii<=nlstate+ndeath;ii++)
       pos += pp[jk];            for (j=1;j<=nlstate+ndeath;j++){
     for(jk=1; jk <=nlstate ; jk++){              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       if(pos>=1.e-5)              savm[ii][j]=(ii==j ? 1.0 : 0.0);
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);            }
       else          for(d=0; d<dh[mi][i]; d++){
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);            newm=savm;
       if( i <= (int) agemax){            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
         if(pos>=1.e-5)            for (kk=1; kk<=cptcovage;kk++) {
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
       else            }
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
       }                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     }            savm=oldm;
     for(jk=-1; jk <=nlstate+ndeath; jk++)            oldm=newm;
       for(m=-1; m <=nlstate+ndeath; m++)          } /* end mult */
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);        
     if(i <= (int) agemax)          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
       fprintf(ficresp,"\n");          /* But now since version 0.9 we anticipate for bias at large stepm.
     printf("\n");           * If stepm is larger than one month (smallest stepm) and if the exact delay 
     }           * (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
             * (i.e to dh[mi][i]-1) saved in 'savm'. Then we inter(extra)polate the
   fclose(ficresp);           * probability in order to take into account the bias as a fraction of the way
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);           * from savm to out if bh is negative or even beyond if bh is positive. bh varies
   free_vector(pp,1,nlstate);           * -stepm/2 to stepm/2 .
            * For stepm=1 the results are the same as for previous versions of Imach.
 }  /* End of Freq */           * For stepm > 1 the results are less biased than in previous versions. 
            */
 /************* Waves Concatenation ***************/          s1=s[mw[mi][i]][i];
           s2=s[mw[mi+1][i]][i];
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)          bbh=(double)bh[mi][i]/(double)stepm; 
 {          /* bias bh is positive if real duration
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.           * is higher than the multiple of stepm and negative otherwise.
      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          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]          if( s2 > nlstate){ 
      and mw[mi+1][i]. dh depends on stepm.            /* i.e. if s2 is a death state and if the date of death is known then the contribution
      */               to the likelihood is the probability to die between last step unit time and current 
                step unit time, which is also equal to probability to die before dh 
   int i, mi, m;               minus probability to die before dh-stepm . 
   int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;               In version up to 0.92 likelihood was computed
 float sum=0.;          as if date of death was unknown. Death was treated as any other
           health state: the date of the interview describes the actual state
   for(i=1; i<=imx; i++){          and not the date of a change in health state. The former idea was
     mi=0;          to consider that at each interview the state was recorded
     m=firstpass;          (healthy, disable or death) and IMaCh was corrected; but when we
     while(s[m][i] <= nlstate){          introduced the exact date of death then we should have modified
       if(s[m][i]>=1)          the contribution of an exact death to the likelihood. This new
         mw[++mi][i]=m;          contribution is smaller and very dependent of the step unit
       if(m >=lastpass)          stepm. It is no more the probability to die between last interview
         break;          and month of death but the probability to survive from last
       else          interview up to one month before death multiplied by the
         m++;          probability to die within a month. Thanks to Chris
     }/* end while */          Jackson for correcting this bug.  Former versions increased
     if (s[m][i] > nlstate){          mortality artificially. The bad side is that we add another loop
       mi++;     /* Death is another wave */          which slows down the processing. The difference can be up to 10%
       /* if(mi==0)  never been interviewed correctly before death */          lower mortality.
          /* Only death is a correct wave */            */
       mw[mi][i]=m;            lli=log(out[s1][s2] - savm[s1][s2]);
     }          }else{
             lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
     wav[i]=mi;            /*  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 */
     if(mi==0)          } 
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);          /*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); */
   for(i=1; i<=imx; i++){          ipmx +=1;
     for(mi=1; mi<wav[i];mi++){          sw += weight[i];
       if (stepm <=0)          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         dh[mi][i]=1;        } /* end of wave */
       else{      } /* end of individual */
         if (s[mw[mi+1][i]][i] > nlstate) {    }  else if(mle==2){
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
           if(j=0) j=1;  /* Survives at least one month after exam */        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
         }        for(mi=1; mi<= wav[i]-1; mi++){
         else{          for (ii=1;ii<=nlstate+ndeath;ii++)
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));            for (j=1;j<=nlstate+ndeath;j++){
           k=k+1;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
           if (j >= jmax) jmax=j;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
           else if (j <= jmin)jmin=j;            }
           sum=sum+j;          for(d=0; d<=dh[mi][i]; d++){
         }            newm=savm;
         jk= j/stepm;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
         jl= j -jk*stepm;            for (kk=1; kk<=cptcovage;kk++) {
         ju= j -(jk+1)*stepm;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
         if(jl <= -ju)            }
           dh[mi][i]=jk;            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
         else                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
           dh[mi][i]=jk+1;            savm=oldm;
         if(dh[mi][i]==0)            oldm=newm;
           dh[mi][i]=1; /* At least one step */          } /* end mult */
       }        
     }          s1=s[mw[mi][i]][i];
   }          s2=s[mw[mi+1][i]][i];
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,sum/k);          bbh=(double)bh[mi][i]/(double)stepm; 
 }          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 */
 /*********** Tricode ****************************/          ipmx +=1;
 void tricode(int *Tvar, int **nbcode, int imx)          sw += weight[i];
 {          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   int Ndum[20],ij=1, k, j, i;        } /* end of wave */
   int cptcode=0;      } /* end of individual */
   cptcoveff=0;    }  else if(mle==3){  /* exponential inter-extrapolation */
        for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   for (k=0; k<19; k++) Ndum[k]=0;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   for (k=1; k<=7; k++) ncodemax[k]=0;        for(mi=1; mi<= wav[i]-1; mi++){
           for (ii=1;ii<=nlstate+ndeath;ii++)
   for (j=1; j<=(cptcovn+2*cptcovprod); j++) {            for (j=1;j<=nlstate+ndeath;j++){
     for (i=1; i<=imx; i++) {              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       ij=(int)(covar[Tvar[j]][i]);              savm[ii][j]=(ii==j ? 1.0 : 0.0);
       Ndum[ij]++;            }
       if (ij > cptcode) cptcode=ij;          for(d=0; d<dh[mi][i]; d++){
     }            newm=savm;
             cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     /*printf("cptcode=%d cptcovn=%d ",cptcode,cptcovn);*/            for (kk=1; kk<=cptcovage;kk++) {
     for (i=0; i<=cptcode; i++) {              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
       if(Ndum[i]!=0) ncodemax[j]++;            }
     }            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     ij=1;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
             savm=oldm;
     for (i=1; i<=ncodemax[j]; i++) {            oldm=newm;
       for (k=0; k<=19; k++) {          } /* end mult */
         if (Ndum[k] != 0) {        
           nbcode[Tvar[j]][ij]=k;          s1=s[mw[mi][i]][i];
           /*   printf("ij=%d ",nbcode[Tvar[2]][1]);*/          s2=s[mw[mi+1][i]][i];
           ij++;          bbh=(double)bh[mi][i]/(double)stepm; 
         }          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 */
         if (ij > ncodemax[j]) break;          ipmx +=1;
       }            sw += weight[i];
     }          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   }          } /* end of wave */
  for (i=1; i<=10; i++) {      } /* end of individual */
       ij=Tvar[i];    }else if (mle==4){  /* ml=4 no inter-extrapolation */
       Ndum[ij]++;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     }        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
  ij=1;        for(mi=1; mi<= wav[i]-1; mi++){
  for (i=1; i<=cptcovn; i++) {          for (ii=1;ii<=nlstate+ndeath;ii++)
    if((Ndum[i]!=0) && (i<=ncov)){            for (j=1;j<=nlstate+ndeath;j++){
      Tvaraff[i]=ij;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
    ij++;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
    }            }
  }          for(d=0; d<dh[mi][i]; d++){
              newm=savm;
  for (j=1; j<=(cptcovn+2*cptcovprod); j++) {            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
    if ((Tvar[j]>= cptcoveff) && (Tvar[j] <=ncov)) cptcoveff=Tvar[j];            for (kk=1; kk<=cptcovage;kk++) {
    /*printf("j=%d %d\n",j,Tvar[j]);*/              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
  }            }
            
  /* printf("cptcoveff=%d Tvaraff=%d %d\n",cptcoveff, Tvaraff[1],Tvaraff[2]);            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     scanf("%d",i);*/                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 }            savm=oldm;
             oldm=newm;
 /*********** Health Expectancies ****************/          } /* end mult */
         
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)          s1=s[mw[mi][i]][i];
 {          s2=s[mw[mi+1][i]][i];
   /* Health expectancies */          if( s2 > nlstate){ 
   int i, j, nhstepm, hstepm, h;            lli=log(out[s1][s2] - savm[s1][s2]);
   double age, agelim,hf;          }else{
   double ***p3mat;            lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
            }
   fprintf(ficreseij,"# Health expectancies\n");          ipmx +=1;
   fprintf(ficreseij,"# Age");          sw += weight[i];
   for(i=1; i<=nlstate;i++)          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
     for(j=1; j<=nlstate;j++)  /*      printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */
       fprintf(ficreseij," %1d-%1d",i,j);        } /* end of wave */
   fprintf(ficreseij,"\n");      } /* end of individual */
     }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
   hstepm=1*YEARM; /*  Every j years of age (in month) */      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
         for(mi=1; mi<= wav[i]-1; mi++){
   agelim=AGESUP;          for (ii=1;ii<=nlstate+ndeath;ii++)
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */            for (j=1;j<=nlstate+ndeath;j++){
     /* nhstepm age range expressed in number of stepm */              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);              savm[ii][j]=(ii==j ? 1.0 : 0.0);
     /* Typically if 20 years = 20*12/6=40 stepm */            }
     if (stepm >= YEARM) hstepm=1;          for(d=0; d<dh[mi][i]; d++){
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */            newm=savm;
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     /* Computed by stepm unit matrices, product of hstepm matrices, stored            for (kk=1; kk<=cptcovage;kk++) {
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);              }
           
             out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     for(i=1; i<=nlstate;i++)                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
       for(j=1; j<=nlstate;j++)            savm=oldm;
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){            oldm=newm;
           eij[i][j][(int)age] +=p3mat[i][j][h];          } /* end mult */
         }        
              s1=s[mw[mi][i]][i];
     hf=1;          s2=s[mw[mi+1][i]][i];
     if (stepm >= YEARM) hf=stepm/YEARM;          lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
     fprintf(ficreseij,"%.0f",age );          ipmx +=1;
     for(i=1; i<=nlstate;i++)          sw += weight[i];
       for(j=1; j<=nlstate;j++){          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);          /*printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]);*/
       }        } /* end of wave */
     fprintf(ficreseij,"\n");      } /* end of individual */
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    } /* End of if */
   }    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
 }    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
     l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
 /************ Variance ******************/    return -l;
 void varevsij(char fileres[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)  }
 {  
   /* Variance of health expectancies */  /*************** log-likelihood *************/
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/  double funcone( double *x)
   double **newm;  {
   double **dnewm,**doldm;    /* Same as likeli but slower because of a lot of printf and if */
   int i, j, nhstepm, hstepm, h;    int i, ii, j, k, mi, d, kk;
   int k, cptcode;    double l, ll[NLSTATEMAX], cov[NCOVMAX];
    double *xp;    double **out;
   double **gp, **gm;    double lli; /* Individual log likelihood */
   double ***gradg, ***trgradg;    double llt;
   double ***p3mat;    int s1, s2;
   double age,agelim;    double bbh, survp;
   int theta;    /*extern weight */
     /* We are differentiating ll according to initial status */
    fprintf(ficresvij,"# Covariances of life expectancies\n");    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
   fprintf(ficresvij,"# Age");    /*for(i=1;i<imx;i++) 
   for(i=1; i<=nlstate;i++)      printf(" %d\n",s[4][i]);
     for(j=1; j<=nlstate;j++)    */
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);    cov[1]=1.;
   fprintf(ficresvij,"\n");  
     for(k=1; k<=nlstate; k++) ll[k]=0.;
   xp=vector(1,npar);  
   dnewm=matrix(1,nlstate,1,npar);    for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   doldm=matrix(1,nlstate,1,nlstate);      for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
        for(mi=1; mi<= wav[i]-1; mi++){
   hstepm=1*YEARM; /* Every year of age */        for (ii=1;ii<=nlstate+ndeath;ii++)
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */          for (j=1;j<=nlstate+ndeath;j++){
   agelim = AGESUP;            oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */            savm[ii][j]=(ii==j ? 1.0 : 0.0);
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */          }
     if (stepm >= YEARM) hstepm=1;        for(d=0; d<dh[mi][i]; d++){
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */          newm=savm;
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);          for (kk=1; kk<=cptcovage;kk++) {
     gp=matrix(0,nhstepm,1,nlstate);            cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
     gm=matrix(0,nhstepm,1,nlstate);          }
           out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     for(theta=1; theta <=npar; theta++){                       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
       for(i=1; i<=npar; i++){ /* Computes gradient */          savm=oldm;
         xp[i] = x[i] + (i==theta ?delti[theta]:0);          oldm=newm;
       }        } /* end mult */
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);          
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);        s1=s[mw[mi][i]][i];
       for(j=1; j<= nlstate; j++){        s2=s[mw[mi+1][i]][i];
         for(h=0; h<=nhstepm; h++){        bbh=(double)bh[mi][i]/(double)stepm; 
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)        /* bias is positive if real duration
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];         * is higher than the multiple of stepm and negative otherwise.
         }         */
       }        if( s2 > nlstate && (mle <5) ){  /* Jackson */
              lli=log(out[s1][s2] - savm[s1][s2]);
       for(i=1; i<=npar; i++) /* Computes gradient */        } else if (mle==1){
         xp[i] = x[i] - (i==theta ?delti[theta]:0);          lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);          } else if(mle==2){
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);          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 */
       for(j=1; j<= nlstate; j++){        } else if(mle==3){  /* exponential inter-extrapolation */
         for(h=0; h<=nhstepm; h++){          lli= (savm[s1][s2]>(double)1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* exponential inter-extrapolation */
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)        } else if (mle==4){  /* mle=4 no inter-extrapolation */
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];          lli=log(out[s1][s2]); /* Original formula */
         }        } else{  /* ml>=5 no inter-extrapolation no jackson =0.8a */
       }          lli=log(out[s1][s2]); /* Original formula */
       for(j=1; j<= nlstate; j++)        } /* End of if */
         for(h=0; h<=nhstepm; h++){        ipmx +=1;
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];        sw += weight[i];
         }        ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
     } /* End theta */  /*       printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */
         if(globpr){
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);          fprintf(ficresilk,"%9d %6d %1d %1d %1d %1d %3d %10.6f %6.4f\
    %10.6f %10.6f %10.6f ", \
     for(h=0; h<=nhstepm; h++)                  num[i],i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],
       for(j=1; j<=nlstate;j++)                  2*weight[i]*lli,out[s1][s2],savm[s1][s2]);
         for(theta=1; theta <=npar; theta++)          for(k=1,llt=0.,l=0.; k<=nlstate; k++){
           trgradg[h][j][theta]=gradg[h][theta][j];            llt +=ll[k]*gipmx/gsw;
             fprintf(ficresilk," %10.6f",-ll[k]*gipmx/gsw);
     for(i=1;i<=nlstate;i++)          }
       for(j=1;j<=nlstate;j++)          fprintf(ficresilk," %10.6f\n", -llt);
         vareij[i][j][(int)age] =0.;        }
     for(h=0;h<=nhstepm;h++){      } /* end of wave */
       for(k=0;k<=nhstepm;k++){    } /* end of individual */
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
         for(i=1;i<=nlstate;i++)    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
           for(j=1;j<=nlstate;j++)    if(globpr==0){ /* First time we count the contributions and weights */
             vareij[i][j][(int)age] += doldm[i][j];      gipmx=ipmx;
       }      gsw=sw;
     }    }
     h=1;    return -l;
     if (stepm >= YEARM) h=stepm/YEARM;  }
     fprintf(ficresvij,"%.0f ",age );  
     for(i=1; i<=nlstate;i++)  
       for(j=1; j<=nlstate;j++){  /*************** function likelione ***********/
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);  void likelione(FILE *ficres,double p[], int npar, int nlstate, int *globpri, long *ipmx, double *sw, double *fretone, double (*funcone)(double []))
       }  {
     fprintf(ficresvij,"\n");    /* This routine should help understanding what is done with 
     free_matrix(gp,0,nhstepm,1,nlstate);       the selection of individuals/waves and
     free_matrix(gm,0,nhstepm,1,nlstate);       to check the exact contribution to the likelihood.
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);       Plotting could be done.
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);     */
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    int k;
   } /* End age */  
      if(*globpri !=0){ /* Just counts and sums, no printings */
   free_vector(xp,1,npar);      strcpy(fileresilk,"ilk"); 
   free_matrix(doldm,1,nlstate,1,npar);      strcat(fileresilk,fileres);
   free_matrix(dnewm,1,nlstate,1,nlstate);      if((ficresilk=fopen(fileresilk,"w"))==NULL) {
         printf("Problem with resultfile: %s\n", fileresilk);
 }        fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
       }
 /************ Variance of prevlim ******************/      fprintf(ficresilk, "#individual(line's_record) s1 s2 wave# effective_wave# number_of_matrices_product pij weight -2ln(pij)*weight 0pij_x 0pij_(x-stepm) cumulating_loglikeli_by_health_state(reweighted=-2ll*weightXnumber_of_contribs/sum_of_weights) and_total\n");
 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(ficresilk, "#num_i i s1 s2 mi mw dh likeli weight 2wlli out sav ");
 {      /*  i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],2*weight[i]*lli,out[s1][s2],savm[s1][s2]); */
   /* Variance of prevalence limit */      for(k=1; k<=nlstate; k++) 
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/        fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k);
   double **newm;      fprintf(ficresilk," -2*gipw/gsw*weight*ll(total)\n");
   double **dnewm,**doldm;    }
   int i, j, nhstepm, hstepm;  
   int k, cptcode;    *fretone=(*funcone)(p);
   double *xp;    if(*globpri !=0){
   double *gp, *gm;      fclose(ficresilk);
   double **gradg, **trgradg;      fprintf(fichtm,"\n<br>File of contributions to the likelihood: <a href=\"%s\">%s</a><br>\n",subdirf(fileresilk),subdirf(fileresilk));
   double age,agelim;      fflush(fichtm); 
   int theta;    } 
        return;
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");  }
   fprintf(ficresvpl,"# Age");  
   for(i=1; i<=nlstate;i++)  
       fprintf(ficresvpl," %1d-%1d",i,i);  /*********** Maximum Likelihood Estimation ***************/
   fprintf(ficresvpl,"\n");  
   void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
   xp=vector(1,npar);  {
   dnewm=matrix(1,nlstate,1,npar);    int i,j, iter;
   doldm=matrix(1,nlstate,1,nlstate);    double **xi;
      double fret;
   hstepm=1*YEARM; /* Every year of age */    double fretone; /* Only one call to likelihood */
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */    /*  char filerespow[FILENAMELENGTH];*/
   agelim = AGESUP;    xi=matrix(1,npar,1,npar);
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */    for (i=1;i<=npar;i++)
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */      for (j=1;j<=npar;j++)
     if (stepm >= YEARM) hstepm=1;        xi[i][j]=(i==j ? 1.0 : 0.0);
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    printf("Powell\n");  fprintf(ficlog,"Powell\n");
     gradg=matrix(1,npar,1,nlstate);    strcpy(filerespow,"pow"); 
     gp=vector(1,nlstate);    strcat(filerespow,fileres);
     gm=vector(1,nlstate);    if((ficrespow=fopen(filerespow,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", filerespow);
     for(theta=1; theta <=npar; theta++){      fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
       for(i=1; i<=npar; i++){ /* Computes gradient */    }
         xp[i] = x[i] + (i==theta ?delti[theta]:0);    fprintf(ficrespow,"# Powell\n# iter -2*LL");
       }    for (i=1;i<=nlstate;i++)
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);      for(j=1;j<=nlstate+ndeath;j++)
       for(i=1;i<=nlstate;i++)        if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
         gp[i] = prlim[i][i];    fprintf(ficrespow,"\n");
      
       for(i=1; i<=npar; i++) /* Computes gradient */    powell(p,xi,npar,ftol,&iter,&fret,func);
         xp[i] = x[i] - (i==theta ?delti[theta]:0);  
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    fclose(ficrespow);
       for(i=1;i<=nlstate;i++)    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
         gm[i] = prlim[i][i];    fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
     fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
       for(i=1;i<=nlstate;i++)  
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];  }
     } /* End theta */  
   /**** Computes Hessian and covariance matrix ***/
     trgradg =matrix(1,nlstate,1,npar);  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
   {
     for(j=1; j<=nlstate;j++)    double  **a,**y,*x,pd;
       for(theta=1; theta <=npar; theta++)    double **hess;
         trgradg[j][theta]=gradg[theta][j];    int i, j,jk;
     int *indx;
     for(i=1;i<=nlstate;i++)  
       varpl[i][(int)age] =0.;    double hessii(double p[], double delta, int theta, double delti[],double (*func)(double []),int npar);
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);    double hessij(double p[], double delti[], int i, int j,double (*func)(double []),int npar);
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);    void lubksb(double **a, int npar, int *indx, double b[]) ;
     for(i=1;i<=nlstate;i++)    void ludcmp(double **a, int npar, int *indx, double *d) ;
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */    double gompertz(double p[]);
     hess=matrix(1,npar,1,npar);
     fprintf(ficresvpl,"%.0f ",age );  
     for(i=1; i<=nlstate;i++)    printf("\nCalculation of the hessian matrix. Wait...\n");
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));    fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
     fprintf(ficresvpl,"\n");    for (i=1;i<=npar;i++){
     free_vector(gp,1,nlstate);      printf("%d",i);fflush(stdout);
     free_vector(gm,1,nlstate);      fprintf(ficlog,"%d",i);fflush(ficlog);
     free_matrix(gradg,1,npar,1,nlstate);     
     free_matrix(trgradg,1,nlstate,1,npar);       hess[i][i]=hessii(p,ftolhess,i,delti,func,npar);
   } /* End age */      
       /*  printf(" %f ",p[i]);
   free_vector(xp,1,npar);          printf(" %lf %lf %lf",hess[i][i],ftolhess,delti[i]);*/
   free_matrix(doldm,1,nlstate,1,npar);    }
   free_matrix(dnewm,1,nlstate,1,nlstate);    
     for (i=1;i<=npar;i++) {
 }      for (j=1;j<=npar;j++)  {
         if (j>i) { 
           printf(".%d%d",i,j);fflush(stdout);
           fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
 /***********************************************/          hess[i][j]=hessij(p,delti,i,j,func,npar);
 /**************** Main Program *****************/          
 /***********************************************/          hess[j][i]=hess[i][j];    
           /*printf(" %lf ",hess[i][j]);*/
 /*int main(int argc, char *argv[])*/        }
 int main()      }
 {    }
     printf("\n");
   int i,j, k, n=MAXN,iter,m,size,cptcode, aaa, cptcod;    fprintf(ficlog,"\n");
   double agedeb, agefin,hf;  
   double agemin=1.e20, agemax=-1.e20;    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
     fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
   double fret;    
   double **xi,tmp,delta;    a=matrix(1,npar,1,npar);
     y=matrix(1,npar,1,npar);
   double dum; /* Dummy variable */    x=vector(1,npar);
   double ***p3mat;    indx=ivector(1,npar);
   int *indx;    for (i=1;i<=npar;i++)
   char line[MAXLINE], linepar[MAXLINE];      for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
   char title[MAXLINE];    ludcmp(a,npar,indx,&pd);
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];  
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH];    for (j=1;j<=npar;j++) {
   char filerest[FILENAMELENGTH];      for (i=1;i<=npar;i++) x[i]=0;
   char fileregp[FILENAMELENGTH];      x[j]=1;
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];      lubksb(a,npar,indx,x);
   int firstobs=1, lastobs=10;      for (i=1;i<=npar;i++){ 
   int sdeb, sfin; /* Status at beginning and end */        matcov[i][j]=x[i];
   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,**adl,*tab;    printf("\n#Hessian matrix#\n");
      fprintf(ficlog,"\n#Hessian matrix#\n");
   int hstepm, nhstepm;    for (i=1;i<=npar;i++) { 
   double bage, fage, age, agelim, agebase;      for (j=1;j<=npar;j++) { 
   double ftolpl=FTOL;        printf("%.3e ",hess[i][j]);
   double **prlim;        fprintf(ficlog,"%.3e ",hess[i][j]);
   double *severity;      }
   double ***param; /* Matrix of parameters */      printf("\n");
   double  *p;      fprintf(ficlog,"\n");
   double **matcov; /* Matrix of covariance */    }
   double ***delti3; /* Scale */  
   double *delti; /* Scale */    /* Recompute Inverse */
   double ***eij, ***vareij;    for (i=1;i<=npar;i++)
   double **varpl; /* Variances of prevalence limits by age */      for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
   double *epj, vepp;    ludcmp(a,npar,indx,&pd);
   char version[80]="Imach version 62c, May 1999, INED-EUROREVES ";  
   char *alph[]={"a","a","b","c","d","e"}, str[4];    /*  printf("\n#Hessian matrix recomputed#\n");
   
   char z[1]="c", occ;    for (j=1;j<=npar;j++) {
 #include <sys/time.h>      for (i=1;i<=npar;i++) x[i]=0;
 #include <time.h>      x[j]=1;
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];      lubksb(a,npar,indx,x);
   /* long total_usecs;      for (i=1;i<=npar;i++){ 
   struct timeval start_time, end_time;        y[i][j]=x[i];
          printf("%.3e ",y[i][j]);
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */        fprintf(ficlog,"%.3e ",y[i][j]);
       }
       printf("\n");
   printf("\nIMACH, Version 0.64a");      fprintf(ficlog,"\n");
   printf("\nEnter the parameter file name: ");    }
     */
 #ifdef windows  
   scanf("%s",pathtot);    free_matrix(a,1,npar,1,npar);
   getcwd(pathcd, size);    free_matrix(y,1,npar,1,npar);
   /*cygwin_split_path(pathtot,path,optionfile);    free_vector(x,1,npar);
     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/    free_ivector(indx,1,npar);
   /* cutv(path,optionfile,pathtot,'\\');*/    free_matrix(hess,1,npar,1,npar);
   
 split(pathtot, path,optionfile);  
   chdir(path);  }
   replace(pathc,path);  
 #endif  /*************** hessian matrix ****************/
 #ifdef unix  double hessii(double x[], double delta, int theta, double delti[], double (*func)(double []), int npar)
   scanf("%s",optionfile);  {
 #endif    int i;
     int l=1, lmax=20;
 /*-------- arguments in the command line --------*/    double k1,k2;
     double p2[NPARMAX+1];
   strcpy(fileres,"r");    double res;
   strcat(fileres, optionfile);    double delt=0.0001, delts, nkhi=10.,nkhif=1., khi=1.e-4;
     double fx;
   /*---------arguments file --------*/    int k=0,kmax=10;
     double l1;
   if((ficpar=fopen(optionfile,"r"))==NULL)    {  
     printf("Problem with optionfile %s\n",optionfile);    fx=func(x);
     goto end;    for (i=1;i<=npar;i++) p2[i]=x[i];
   }    for(l=0 ; l <=lmax; l++){
       l1=pow(10,l);
   strcpy(filereso,"o");      delts=delt;
   strcat(filereso,fileres);      for(k=1 ; k <kmax; k=k+1){
   if((ficparo=fopen(filereso,"w"))==NULL) {        delt = delta*(l1*k);
     printf("Problem with Output resultfile: %s\n", filereso);goto end;        p2[theta]=x[theta] +delt;
   }        k1=func(p2)-fx;
         p2[theta]=x[theta]-delt;
   /* Reads comments: lines beginning with '#' */        k2=func(p2)-fx;
   while((c=getc(ficpar))=='#' && c!= EOF){        /*res= (k1-2.0*fx+k2)/delt/delt; */
     ungetc(c,ficpar);        res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
     fgets(line, MAXLINE, ficpar);        
     puts(line);  #ifdef DEBUG
     fputs(line,ficparo);        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);
   ungetc(c,ficpar);  #endif
         /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
   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);        if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
   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);          k=kmax;
   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);        }
         else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
   covar=matrix(0,NCOVMAX,1,n);              k=kmax; l=lmax*10.;
   if (strlen(model)<=1) cptcovn=0;        }
   else {        else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
     j=0;          delts=delt;
     j=nbocc(model,'+');        }
     cptcovn=j+1;      }
   }    }
     delti[theta]=delts;
   ncovmodel=2+cptcovn;    return res; 
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */    
    }
   /* Read guess parameters */  
   /* Reads comments: lines beginning with '#' */  double hessij( double x[], double delti[], int thetai,int thetaj,double (*func)(double []),int npar)
   while((c=getc(ficpar))=='#' && c!= EOF){  {
     ungetc(c,ficpar);    int i;
     fgets(line, MAXLINE, ficpar);    int l=1, l1, lmax=20;
     puts(line);    double k1,k2,k3,k4,res,fx;
     fputs(line,ficparo);    double p2[NPARMAX+1];
   }    int k;
   ungetc(c,ficpar);  
      fx=func(x);
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);    for (k=1; k<=2; k++) {
     for(i=1; i <=nlstate; i++)      for (i=1;i<=npar;i++) p2[i]=x[i];
     for(j=1; j <=nlstate+ndeath-1; j++){      p2[thetai]=x[thetai]+delti[thetai]/k;
       fscanf(ficpar,"%1d%1d",&i1,&j1);      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
       fprintf(ficparo,"%1d%1d",i1,j1);      k1=func(p2)-fx;
       printf("%1d%1d",i,j);    
       for(k=1; k<=ncovmodel;k++){      p2[thetai]=x[thetai]+delti[thetai]/k;
         fscanf(ficpar," %lf",&param[i][j][k]);      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
         printf(" %lf",param[i][j][k]);      k2=func(p2)-fx;
         fprintf(ficparo," %lf",param[i][j][k]);    
       }      p2[thetai]=x[thetai]-delti[thetai]/k;
       fscanf(ficpar,"\n");      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
       printf("\n");      k3=func(p2)-fx;
       fprintf(ficparo,"\n");    
     }      p2[thetai]=x[thetai]-delti[thetai]/k;
        p2[thetaj]=x[thetaj]-delti[thetaj]/k;
   npar= (nlstate+ndeath-1)*nlstate*ncovmodel;      k4=func(p2)-fx;
   p=param[1][1];      res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
    #ifdef DEBUG
   /* Reads comments: lines beginning with '#' */      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);
   while((c=getc(ficpar))=='#' && c!= EOF){      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);
     ungetc(c,ficpar);  #endif
     fgets(line, MAXLINE, ficpar);    }
     puts(line);    return res;
     fputs(line,ficparo);  }
   }  
   ungetc(c,ficpar);  /************** Inverse of matrix **************/
   void ludcmp(double **a, int n, int *indx, double *d) 
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);  { 
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */    int i,imax,j,k; 
   for(i=1; i <=nlstate; i++){    double big,dum,sum,temp; 
     for(j=1; j <=nlstate+ndeath-1; j++){    double *vv; 
       fscanf(ficpar,"%1d%1d",&i1,&j1);   
       printf("%1d%1d",i,j);    vv=vector(1,n); 
       fprintf(ficparo,"%1d%1d",i1,j1);    *d=1.0; 
       for(k=1; k<=ncovmodel;k++){    for (i=1;i<=n;i++) { 
         fscanf(ficpar,"%le",&delti3[i][j][k]);      big=0.0; 
         printf(" %le",delti3[i][j][k]);      for (j=1;j<=n;j++) 
         fprintf(ficparo," %le",delti3[i][j][k]);        if ((temp=fabs(a[i][j])) > big) big=temp; 
       }      if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
       fscanf(ficpar,"\n");      vv[i]=1.0/big; 
       printf("\n");    } 
       fprintf(ficparo,"\n");    for (j=1;j<=n;j++) { 
     }      for (i=1;i<j;i++) { 
   }        sum=a[i][j]; 
   delti=delti3[1][1];        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
          a[i][j]=sum; 
   /* Reads comments: lines beginning with '#' */      } 
   while((c=getc(ficpar))=='#' && c!= EOF){      big=0.0; 
     ungetc(c,ficpar);      for (i=j;i<=n;i++) { 
     fgets(line, MAXLINE, ficpar);        sum=a[i][j]; 
     puts(line);        for (k=1;k<j;k++) 
     fputs(line,ficparo);          sum -= a[i][k]*a[k][j]; 
   }        a[i][j]=sum; 
   ungetc(c,ficpar);        if ( (dum=vv[i]*fabs(sum)) >= big) { 
            big=dum; 
   matcov=matrix(1,npar,1,npar);          imax=i; 
   for(i=1; i <=npar; i++){        } 
     fscanf(ficpar,"%s",&str);      } 
     printf("%s",str);      if (j != imax) { 
     fprintf(ficparo,"%s",str);        for (k=1;k<=n;k++) { 
     for(j=1; j <=i; j++){          dum=a[imax][k]; 
       fscanf(ficpar," %le",&matcov[i][j]);          a[imax][k]=a[j][k]; 
       printf(" %.5le",matcov[i][j]);          a[j][k]=dum; 
       fprintf(ficparo," %.5le",matcov[i][j]);        } 
     }        *d = -(*d); 
     fscanf(ficpar,"\n");        vv[imax]=vv[j]; 
     printf("\n");      } 
     fprintf(ficparo,"\n");      indx[j]=imax; 
   }      if (a[j][j] == 0.0) a[j][j]=TINY; 
   for(i=1; i <=npar; i++)      if (j != n) { 
     for(j=i+1;j<=npar;j++)        dum=1.0/(a[j][j]); 
       matcov[i][j]=matcov[j][i];        for (i=j+1;i<=n;i++) a[i][j] *= dum; 
          } 
   printf("\n");    } 
     free_vector(vv,1,n);  /* Doesn't work */
   ;
     /*-------- data file ----------*/  } 
     if((ficres =fopen(fileres,"w"))==NULL) {  
       printf("Problem with resultfile: %s\n", fileres);goto end;  void lubksb(double **a, int n, int *indx, double b[]) 
     }  { 
     fprintf(ficres,"#%s\n",version);    int i,ii=0,ip,j; 
        double sum; 
     if((fic=fopen(datafile,"r"))==NULL)    {   
       printf("Problem with datafile: %s\n", datafile);goto end;    for (i=1;i<=n;i++) { 
     }      ip=indx[i]; 
       sum=b[ip]; 
     n= lastobs;      b[ip]=b[i]; 
     severity = vector(1,maxwav);      if (ii) 
     outcome=imatrix(1,maxwav+1,1,n);        for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
     num=ivector(1,n);      else if (sum) ii=i; 
     moisnais=vector(1,n);      b[i]=sum; 
     annais=vector(1,n);    } 
     moisdc=vector(1,n);    for (i=n;i>=1;i--) { 
     andc=vector(1,n);      sum=b[i]; 
     agedc=vector(1,n);      for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
     cod=ivector(1,n);      b[i]=sum/a[i][i]; 
     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);  /************ Frequencies ********************/
     s=imatrix(1,maxwav+1,1,n);  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)
     adl=imatrix(1,maxwav+1,1,n);      {  /* Some frequencies */
     tab=ivector(1,NCOVMAX);    
     ncodemax=ivector(1,8);    int i, m, jk, k1,i1, j1, bool, z1,z2,j;
     int first;
     i=1;    double ***freq; /* Frequencies */
     while (fgets(line, MAXLINE, fic) != NULL)    {    double *pp, **prop;
       if ((i >= firstobs) && (i <=lastobs)) {    double pos,posprop, k2, dateintsum=0,k2cpt=0;
            FILE *ficresp;
         for (j=maxwav;j>=1;j--){    char fileresp[FILENAMELENGTH];
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb);    
           strcpy(line,stra);    pp=vector(1,nlstate);
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);    prop=matrix(1,nlstate,iagemin,iagemax+3);
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);    strcpy(fileresp,"p");
         }    strcat(fileresp,fileres);
            if((ficresp=fopen(fileresp,"w"))==NULL) {
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);      printf("Problem with prevalence resultfile: %s\n", fileresp);
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);      fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
       exit(0);
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);    }
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);    freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);
     j1=0;
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);    
         for (j=ncov;j>=1;j--){    j=cptcoveff;
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);    if (cptcovn<1) {j=1;ncodemax[1]=1;}
         }  
         num[i]=atol(stra);    first=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(k1=1; k1<=j;k1++){
       for(i1=1; i1<=ncodemax[k1];i1++){
         i=i+1;        j1++;
       }        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
     }          scanf("%d", i);*/
         for (i=-1; i<=nlstate+ndeath; i++)  
     /*scanf("%d",i);*/          for (jk=-1; jk<=nlstate+ndeath; jk++)  
   imx=i-1; /* Number of individuals */            for(m=iagemin; m <= iagemax+3; m++)
               freq[i][jk][m]=0;
   /* Calculation of the number of parameter from char model*/  
   Tvar=ivector(1,15);      for (i=1; i<=nlstate; i++)  
   Tprod=ivector(1,15);        for(m=iagemin; m <= iagemax+3; m++)
   Tvaraff=ivector(1,15);          prop[i][m]=0;
   Tvard=imatrix(1,15,1,2);        
   Tage=ivector(1,15);              dateintsum=0;
            k2cpt=0;
   if (strlen(model) >1){        for (i=1; i<=imx; i++) {
     j=0, j1=0, k1=1, k2=1;          bool=1;
     j=nbocc(model,'+');          if  (cptcovn>0) {
     j1=nbocc(model,'*');            for (z1=1; z1<=cptcoveff; z1++) 
     cptcovn=j+1;              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
     cptcovprod=j1;                bool=0;
              }
     strcpy(modelsav,model);          if (bool==1){
    if (j==0) {            for(m=firstpass; m<=lastpass; m++){
       if (j1==0){              k2=anint[m][i]+(mint[m][i]/12.);
         cutv(stra,strb,modelsav,'V');              /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
         Tvar[1]=atoi(strb);                if(agev[m][i]==0) agev[m][i]=iagemax+1;
       }                if(agev[m][i]==1) agev[m][i]=iagemax+2;
       else if (j1==1) {                if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
         cutv(stra,strb,modelsav,'*');                if (m<lastpass) {
         Tage[1]=1; cptcovage++;                  freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
         if (strcmp(stra,"age")==0) {                  freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
           cptcovprod--;                }
           cutv(strd,strc,strb,'V');                
           Tvar[1]=atoi(strc);                if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
         }                  dateintsum=dateintsum+k2;
         else if (strcmp(strb,"age")==0) {                  k2cpt++;
           cptcovprod--;                }
           cutv(strd,strc,stra,'V');                /*}*/
           Tvar[1]=atoi(strc);            }
         }          }
         else {        }
           cutv(strd,strc,strb,'V');         
           cutv(stre,strd,stra,'V');        /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
           Tvar[1]=ncov+1;  
           for (k=1; k<=lastobs;k++)        if  (cptcovn>0) {
               covar[ncov+1][k]=covar[atoi(strc)][k]*covar[atoi(strd)][k];          fprintf(ficresp, "\n#********** Variable "); 
         }          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
         /*printf("%s %s %s\n", stra,strb,modelsav);          fprintf(ficresp, "**********\n#");
 printf("%d ",Tvar[1]);        }
 scanf("%d",i);*/        for(i=1; i<=nlstate;i++) 
       }          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
     }        fprintf(ficresp, "\n");
    else {        
       for(i=j; i>=1;i--){        for(i=iagemin; i <= iagemax+3; i++){
         cutv(stra,strb,modelsav,'+');          if(i==iagemax+3){
         /*printf("%s %s %s\n", stra,strb,modelsav);            fprintf(ficlog,"Total");
           scanf("%d",i);*/          }else{
         if (strchr(strb,'*')) {            if(first==1){
           cutv(strd,strc,strb,'*');              first=0;
           if (strcmp(strc,"age")==0) {              printf("See log file for details...\n");
             cptcovprod--;            }
             cutv(strb,stre,strd,'V');            fprintf(ficlog,"Age %d", i);
             Tvar[i+1]=atoi(stre);          }
             cptcovage++;          for(jk=1; jk <=nlstate ; jk++){
             Tage[cptcovage]=i+1;            for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
             printf("stre=%s ", stre);              pp[jk] += freq[jk][m][i]; 
           }          }
           else if (strcmp(strd,"age")==0) {          for(jk=1; jk <=nlstate ; jk++){
             cptcovprod--;            for(m=-1, pos=0; m <=0 ; m++)
             cutv(strb,stre,strc,'V');              pos += freq[jk][m][i];
             Tvar[i+1]=atoi(stre);            if(pp[jk]>=1.e-10){
             cptcovage++;              if(first==1){
             Tage[cptcovage]=i+1;              printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
           }              }
           else {              fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
             cutv(strb,stre,strc,'V');            }else{
             Tvar[i+1]=ncov+k1;              if(first==1)
             cutv(strb,strc,strd,'V');                printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
             Tprod[k1]=i+1;              fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
             Tvard[k1][1]=atoi(strc);            }
             Tvard[k1][2]=atoi(stre);          }
             Tvar[cptcovn+k2]=Tvard[k1][1];  
             Tvar[cptcovn+k2+1]=Tvard[k1][2];          for(jk=1; jk <=nlstate ; jk++){
             for (k=1; k<=lastobs;k++)            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
               covar[ncov+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];              pp[jk] += freq[jk][m][i];
             k1++;          }       
             k2=k2+2;          for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
           }            pos += pp[jk];
         }            posprop += prop[jk][i];
         else {          }
           cutv(strd,strc,strb,'V');          for(jk=1; jk <=nlstate ; jk++){
           /* printf("%s %s %s", strd,strc,strb);*/            if(pos>=1.e-5){
           Tvar[i+1]=atoi(strc);              if(first==1)
         }                printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
         strcpy(modelsav,stra);                fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
       }            }else{
       cutv(strd,strc,stra,'V');              if(first==1)
       Tvar[1]=atoi(strc);                printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
     }              fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
   }            }
   /* for (i=1; i<=5; i++)            if( i <= iagemax){
      printf("i=%d %d ",i,Tvar[i]);*/              if(pos>=1.e-5){
   /* printf("tvar=%d %d cptcovage=%d %d",Tvar[1],Tvar[2],cptcovage,Tage[1]);*/                fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
  /*printf("cptcovprod=%d ", cptcovprod);*/                /*probs[i][jk][j1]= pp[jk]/pos;*/
   /*  scanf("%d ",i);*/                /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
     fclose(fic);              }
               else
     /*  if(mle==1){*/                fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
     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 -*/          for(jk=-1; jk <=nlstate+ndeath; jk++)
     agev=matrix(1,maxwav,1,imx);            for(m=-1; m <=nlstate+ndeath; m++)
                  if(freq[jk][m][i] !=0 ) {
     for (i=1; i<=imx; i++)  {              if(first==1)
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);                printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
       for(m=1; (m<= maxwav); m++){                fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
         if(s[m][i] >0){              }
           if (s[m][i] == nlstate+1) {          if(i <= iagemax)
             if(agedc[i]>0)            fprintf(ficresp,"\n");
               if(moisdc[i]!=99 && andc[i]!=9999)          if(first==1)
               agev[m][i]=agedc[i];            printf("Others in log...\n");
             else{          fprintf(ficlog,"\n");
               printf("Warning negative age at death: %d line:%d\n",num[i],i);        }
               agev[m][i]=-1;      }
             }    }
           }    dateintmean=dateintsum/k2cpt; 
           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]);    fclose(ficresp);
             if(mint[m][i]==99 || anint[m][i]==9999)    free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);
               agev[m][i]=1;    free_vector(pp,1,nlstate);
             else if(agev[m][i] <agemin){    free_matrix(prop,1,nlstate,iagemin, iagemax+3);
               agemin=agev[m][i];    /* End of Freq */
               /*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){  /************ Prevalence ********************/
               agemax=agev[m][i];  void prevalence(double ***probs, 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)
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/  {  
             }    /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
             /*agev[m][i]=anint[m][i]-annais[i];*/       in each health status at the date of interview (if between dateprev1 and dateprev2).
             /*   agev[m][i] = age[i]+2*m;*/       We still use firstpass and lastpass as another selection.
           }    */
           else { /* =9 */   
             agev[m][i]=1;    int i, m, jk, k1, i1, j1, bool, z1,z2,j;
             s[m][i]=-1;    double ***freq; /* Frequencies */
           }    double *pp, **prop;
         }    double pos,posprop; 
         else /*= 0 Unknown */    double  y2; /* in fractional years */
           agev[m][i]=1;    int iagemin, iagemax;
       }  
        iagemin= (int) agemin;
     }    iagemax= (int) agemax;
     for (i=1; i<=imx; i++)  {    /*pp=vector(1,nlstate);*/
       for(m=1; (m<= maxwav); m++){    prop=matrix(1,nlstate,iagemin,iagemax+3); 
         if (s[m][i] > (nlstate+ndeath)) {    /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
           printf("Error: Wrong value in nlstate or ndeath\n");      j1=0;
           goto end;    
         }    j=cptcoveff;
       }    if (cptcovn<1) {j=1;ncodemax[1]=1;}
     }    
     for(k1=1; k1<=j;k1++){
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);      for(i1=1; i1<=ncodemax[k1];i1++){
         j1++;
     free_vector(severity,1,maxwav);        
     free_imatrix(outcome,1,maxwav+1,1,n);        for (i=1; i<=nlstate; i++)  
     free_vector(moisnais,1,n);          for(m=iagemin; m <= iagemax+3; m++)
     free_vector(annais,1,n);            prop[i][m]=0.0;
     free_matrix(mint,1,maxwav,1,n);       
     free_matrix(anint,1,maxwav,1,n);        for (i=1; i<=imx; i++) { /* Each individual */
     free_vector(moisdc,1,n);          bool=1;
     free_vector(andc,1,n);          if  (cptcovn>0) {
             for (z1=1; z1<=cptcoveff; z1++) 
                  if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
     wav=ivector(1,imx);                bool=0;
     dh=imatrix(1,lastpass-firstpass+1,1,imx);          } 
     mw=imatrix(1,lastpass-firstpass+1,1,imx);          if (bool==1) { 
                for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
     /* Concatenates waves */              y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);              if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
                 if(agev[m][i]==0) agev[m][i]=iagemax+1;
                 if(agev[m][i]==1) agev[m][i]=iagemax+2;
       Tcode=ivector(1,100);                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); 
       nbcode=imatrix(1,nvar,1,8);                if (s[m][i]>0 && s[m][i]<=nlstate) { 
       ncodemax[1]=1;                  /*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]]);*/
       if (cptcovn > 0) tricode(Tvar,nbcode,imx);                  prop[s[m][i]][(int)agev[m][i]] += weight[i];
                        prop[s[m][i]][iagemax+3] += weight[i]; 
    codtab=imatrix(1,100,1,10);                } 
    h=0;              }
    m=pow(2,cptcoveff);            } /* end selection of waves */
            }
    for(k=1;k<=cptcoveff; k++){        }
      for(i=1; i <=(m/pow(2,k));i++){        for(i=iagemin; i <= iagemax+3; i++){  
        for(j=1; j <= ncodemax[k]; j++){          
          for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){          for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
            h++;            posprop += prop[jk][i]; 
            if (h>m) h=1;codtab[h][k]=j;          } 
          }  
        }          for(jk=1; jk <=nlstate ; jk++){     
      }            if( i <=  iagemax){ 
    }              if(posprop>=1.e-5){ 
                 probs[i][jk][j1]= prop[jk][i]/posprop;
               } 
    /*for(i=1; i <=m ;i++){            } 
      for(k=1; k <=cptcovn; k++){          }/* end jk */ 
        printf("i=%d k=%d %d %d",i,k,codtab[i][k], cptcoveff);        }/* end i */ 
      }      } /* end i1 */
      printf("\n");    } /* end k1 */
    }    
    scanf("%d",i);*/    /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
        /*free_vector(pp,1,nlstate);*/
    /* Calculates basic frequencies. Computes observed prevalence at single age    free_matrix(prop,1,nlstate, iagemin,iagemax+3);
        and prints on file fileres'p'. */  }  /* End of prevalence */
   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax);  
   /************* Waves Concatenation ***************/
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  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)
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  {
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */       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
     /* For Powell, parameters are in a vector p[] starting at p[1]       dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */       and mw[mi+1][i]. dh depends on stepm.
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */       */
   
     if(mle==1){    int i, mi, m;
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
     }       double sum=0., jmean=0.;*/
        int first;
     /*--------- results files --------------*/    int j, k=0,jk, ju, jl;
     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);    double sum=0.;
        first=0;
    jk=1;    jmin=1e+5;
    fprintf(ficres,"# Parameters\n");    jmax=-1;
    printf("# Parameters\n");    jmean=0.;
    for(i=1,jk=1; i <=nlstate; i++){    for(i=1; i<=imx; i++){
      for(k=1; k <=(nlstate+ndeath); k++){      mi=0;
        if (k != i)      m=firstpass;
          {      while(s[m][i] <= nlstate){
            printf("%d%d ",i,k);        if(s[m][i]>=1)
            fprintf(ficres,"%1d%1d ",i,k);          mw[++mi][i]=m;
            for(j=1; j <=ncovmodel; j++){        if(m >=lastpass)
              printf("%f ",p[jk]);          break;
              fprintf(ficres,"%f ",p[jk]);        else
              jk++;          m++;
            }      }/* end while */
            printf("\n");      if (s[m][i] > nlstate){
            fprintf(ficres,"\n");        mi++;     /* Death is another wave */
          }        /* if(mi==0)  never been interviewed correctly before death */
      }           /* Only death is a correct wave */
    }        mw[mi][i]=m;
  if(mle==1){      }
     /* Computing hessian and covariance matrix */  
     ftolhess=ftol; /* Usually correct */      wav[i]=mi;
     hesscov(matcov, p, npar, delti, ftolhess, func);      if(mi==0){
  }        nbwarn++;
     fprintf(ficres,"# Scales\n");        if(first==0){
     printf("# Scales\n");          printf("Warning! None valid information for:%ld line=%d (skipped) and may be others, see log file\n",num[i],i);
      for(i=1,jk=1; i <=nlstate; i++){          first=1;
       for(j=1; j <=nlstate+ndeath; j++){        }
         if (j!=i) {        if(first==1){
           fprintf(ficres,"%1d%1d",i,j);          fprintf(ficlog,"Warning! None valid information for:%ld line=%d (skipped)\n",num[i],i);
           printf("%1d%1d",i,j);        }
           for(k=1; k<=ncovmodel;k++){      } /* end mi==0 */
             printf(" %.5e",delti[jk]);    } /* End individuals */
             fprintf(ficres," %.5e",delti[jk]);  
             jk++;    for(i=1; i<=imx; i++){
           }      for(mi=1; mi<wav[i];mi++){
           printf("\n");        if (stepm <=0)
           fprintf(ficres,"\n");          dh[mi][i]=1;
         }        else{
       }          if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
       }            if (agedc[i] < 2*AGESUP) {
                  j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
     k=1;              if(j==0) j=1;  /* Survives at least one month after exam */
     fprintf(ficres,"# Covariance\n");              else if(j<0){
     printf("# Covariance\n");                nberr++;
     for(i=1;i<=npar;i++){                printf("Error! Negative delay (%d to death) between waves %d and %d of individual %ld 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]);
       /*  if (k>nlstate) k=1;                j=1; /* Temporary Dangerous patch */
       i1=(i-1)/(ncovmodel*nlstate)+1;                printf("   We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview.\n  You MUST fix the contradiction between dates.\n",stepm);
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);                fprintf(ficlog,"Error! Negative delay (%d to death) between waves %d and %d of individual %ld 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%d%d",alph[k],i1,tab[i]);*/                fprintf(ficlog,"   We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview.\n  You MUST fix the contradiction between dates.\n",stepm);
       fprintf(ficres,"%3d",i);              }
       printf("%3d",i);              k=k+1;
       for(j=1; j<=i;j++){              if (j >= jmax) jmax=j;
         fprintf(ficres," %.5e",matcov[i][j]);              if (j <= jmin) jmin=j;
         printf(" %.5e",matcov[i][j]);              sum=sum+j;
       }              /*if (j<0) printf("j=%d num=%d \n",j,i);*/
       fprintf(ficres,"\n");              /*    printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
       printf("\n");            }
       k++;          }
     }          else{
                j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
     while((c=getc(ficpar))=='#' && c!= EOF){            /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
       ungetc(c,ficpar);            k=k+1;
       fgets(line, MAXLINE, ficpar);            if (j >= jmax) jmax=j;
       puts(line);            else if (j <= jmin)jmin=j;
       fputs(line,ficparo);            /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
     }            /*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]);*/
     ungetc(c,ficpar);            if(j<0){
                nberr++;
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);              printf("Error! Negative delay (%d) between waves %d and %d of individual %ld 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]);
                  fprintf(ficlog,"Error! Negative delay (%d) between waves %d and %d of individual %ld 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]);
     if (fage <= 2) {            }
       bage = agemin;            sum=sum+j;
       fage = agemax;          }
     }          jk= j/stepm;
           jl= j -jk*stepm;
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");          ju= j -(jk+1)*stepm;
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);          if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */
             if(jl==0){
                  dh[mi][i]=jk;
 /*------------ gnuplot -------------*/              bh[mi][i]=0;
 chdir(pathcd);            }else{ /* We want a negative bias in order to only have interpolation ie
   if((ficgp=fopen("graph.plt","w"))==NULL) {                    * at the price of an extra matrix product in likelihood */
     printf("Problem with file graph.gp");goto end;              dh[mi][i]=jk+1;
   }              bh[mi][i]=ju;
 #ifdef windows            }
   fprintf(ficgp,"cd \"%s\" \n",pathc);          }else{
 #endif            if(jl <= -ju){
 m=pow(2,cptcoveff);              dh[mi][i]=jk;
                bh[mi][i]=jl;       /* bias is positive if real duration
  /* 1eme*/                                   * is higher than the multiple of stepm and negative otherwise.
   for (cpt=1; cpt<= nlstate ; cpt ++) {                                   */
    for (k1=1; k1<= m ; k1 ++) {            }
             else{
 #ifdef windows              dh[mi][i]=jk+1;
     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);              bh[mi][i]=ju;
 #endif            }
 #ifdef unix            if(dh[mi][i]==0){
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);              dh[mi][i]=1; /* At least one step */
 #endif              bh[mi][i]=ju; /* At least one step */
               /*  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);*/
 for (i=1; i<= nlstate ; i ++) {            }
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");          } /* end if mle */
   else fprintf(ficgp," \%%*lf (\%%*lf)");        }
 }      } /* end wave */
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);    }
     for (i=1; i<= nlstate ; i ++) {    jmean=sum/k;
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");    printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
   else fprintf(ficgp," \%%*lf (\%%*lf)");    fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
 }   }
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);  
      for (i=1; i<= nlstate ; i ++) {  /*********** Tricode ****************************/
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");  void tricode(int *Tvar, int **nbcode, int imx)
   else fprintf(ficgp," \%%*lf (\%%*lf)");  {
 }      
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));    int Ndum[20],ij=1, k, j, i, maxncov=19;
 #ifdef unix    int cptcode=0;
 fprintf(ficgp,"\nset ter gif small size 400,300");    cptcoveff=0; 
 #endif   
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);    for (k=0; k<maxncov; k++) Ndum[k]=0;
    }    for (k=1; k<=7; k++) ncodemax[k]=0;
   }  
   /*2 eme*/    for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
       for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
   for (k1=1; k1<= m ; k1 ++) {                                 modality*/ 
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);        ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
            Ndum[ij]++; /*store the modality */
     for (i=1; i<= nlstate+1 ; i ++) {        /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
       k=2*i;        if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);                                         Tvar[j]. If V=sex and male is 0 and 
       for (j=1; j<= nlstate+1 ; j ++) {                                         female is 1, then  cptcode=1.*/
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");      }
   else fprintf(ficgp," \%%*lf (\%%*lf)");  
 }        for (i=0; i<=cptcode; i++) {
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");        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 */
       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 ++) {      ij=1; 
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");      for (i=1; i<=ncodemax[j]; i++) {
         else fprintf(ficgp," \%%*lf (\%%*lf)");        for (k=0; k<= maxncov; k++) {
 }            if (Ndum[k] != 0) {
       fprintf(ficgp,"\" t\"\" w l 0,");            nbcode[Tvar[j]][ij]=k; 
      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);            /* 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; */
       for (j=1; j<= nlstate+1 ; j ++) {            
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");            ij++;
   else fprintf(ficgp," \%%*lf (\%%*lf)");          }
 }            if (ij > ncodemax[j]) break; 
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");        }  
       else fprintf(ficgp,"\" t\"\" w l 0,");      } 
     }    }  
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);  
   }   for (k=0; k< maxncov; k++) Ndum[k]=0;
    
   /*3eme*/   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.*/
   for (k1=1; k1<= m ; k1 ++) {     ij=Tvar[i];
     for (cpt=1; cpt<= nlstate ; cpt ++) {     Ndum[ij]++;
       k=2+nlstate*(cpt-1);   }
       fprintf(ficgp,"set ter gif small size 400,300\nplot [%.f:%.f] \"e%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",agemin,fage,fileres,k1-1,k1-1,k,cpt);  
       for (i=1; i< nlstate ; i ++) {   ij=1;
         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<= maxncov; i++) {
       }     if((Ndum[i]!=0) && (i<=ncovcol)){
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);       Tvaraff[ij]=i; /*For printing */
     }       ij++;
   }     }
     }
   /* CV preval stat */   
   for (k1=1; k1<= m ; k1 ++) {   cptcoveff=ij-1; /*Number of simple covariates*/
     for (cpt=1; cpt<nlstate ; cpt ++) {  }
       k=3;  
       fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);  /*********** Health Expectancies ****************/
       for (i=1; i< nlstate ; i ++)  
         fprintf(ficgp,"+$%d",k+i+1);  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 )
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);  
        {
       l=3+(nlstate+ndeath)*cpt;    /* Health expectancies */
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);    int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
       for (i=1; i< nlstate ; i ++) {    double age, agelim, hf;
         l=3+(nlstate+ndeath)*cpt;    double ***p3mat,***varhe;
         fprintf(ficgp,"+$%d",l+i+1);    double **dnewm,**doldm;
       }    double *xp;
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);      double **gp, **gm;
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);    double ***gradg, ***trgradg;
     }    int theta;
   }  
     varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
   /* proba elementaires */    xp=vector(1,npar);
    for(i=1,jk=1; i <=nlstate; i++){    dnewm=matrix(1,nlstate*nlstate,1,npar);
     for(k=1; k <=(nlstate+ndeath); k++){    doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
       if (k != i) {    
         for(j=1; j <=ncovmodel; j++){    fprintf(ficreseij,"# Health expectancies\n");
           /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/    fprintf(ficreseij,"# Age");
           /*fprintf(ficgp,"%s",alph[1]);*/    for(i=1; i<=nlstate;i++)
           fprintf(ficgp,"p%d=%f ",jk,p[jk]);      for(j=1; j<=nlstate;j++)
           jk++;        fprintf(ficreseij," %1d-%1d (SE)",i,j);
           fprintf(ficgp,"\n");    fprintf(ficreseij,"\n");
         }  
       }    if(estepm < stepm){
     }      printf ("Problem %d lower than %d\n",estepm, stepm);
     }    }
     else  hstepm=estepm;   
   for(jk=1; jk <=m; jk++) {    /* We compute the life expectancy from trapezoids spaced every estepm months
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);     * This is mainly to measure the difference between two models: for example
    i=1;     * if stepm=24 months pijx are given only every 2 years and by summing them
    for(k2=1; k2<=nlstate; k2++) {     * we are calculating an estimate of the Life Expectancy assuming a linear 
      k3=i;     * progression in between and thus overestimating or underestimating according
      for(k=1; k<=(nlstate+ndeath); k++) {     * to the curvature of the survival function. If, for the same date, we 
        if (k != k2){     * estimate the model with stepm=1 month, we can keep estepm to 24 months
         fprintf(ficgp," exp(p%d+p%d*x",i,i+1);     * to compare the new estimate of Life expectancy with the same linear 
 ij=1;     * hypothesis. A more precise result, taking into account a more precise
         for(j=3; j <=ncovmodel; j++) {     * curvature will be obtained if estepm is as small as stepm. */
           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]]]);    /* For example we decided to compute the life expectancy with the smallest unit */
             ij++;    /* 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 
           else       nstepm is the number of stepm from age to agelin. 
           fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);       Look at hpijx to understand the reason of that which relies in memory size
         }       and note for a fixed period like estepm months */
           fprintf(ficgp,")/(1");    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
               survival function given by stepm (the optimization length). Unfortunately it
         for(k1=1; k1 <=nlstate; k1++){         means that if the survival funtion is printed only each two years of age and if
           fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
 ij=1;       results. So we changed our mind and took the option of the best precision.
           for(j=3; j <=ncovmodel; j++){    */
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
             fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);  
             ij++;    agelim=AGESUP;
           }    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
           else      /* nhstepm age range expressed in number of stepm */
             fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);      nstepm=(int) rint((agelim-age)*YEARM/stepm); 
           }      /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
           fprintf(ficgp,")");      /* if (stepm >= YEARM) hstepm=1;*/
         }      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
         fprintf(ficgp,") t \"p%d%d\" ", k2,k);      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
         if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");      gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
         i=i+ncovmodel;      gp=matrix(0,nhstepm,1,nlstate*nlstate);
        }      gm=matrix(0,nhstepm,1,nlstate*nlstate);
      }  
    }      /* Computed by stepm unit matrices, product of hstepm matrices, stored
    fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
   }      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
       
   fclose(ficgp);  
          hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
 chdir(path);  
     free_matrix(agev,1,maxwav,1,imx);      /* Computing  Variances of health expectancies */
     free_ivector(wav,1,imx);  
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);       for(theta=1; theta <=npar; theta++){
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);        for(i=1; i<=npar; i++){ 
              xp[i] = x[i] + (i==theta ?delti[theta]:0);
     free_imatrix(s,1,maxwav+1,1,n);        }
            hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
        
     free_ivector(num,1,n);        cptj=0;
     free_vector(agedc,1,n);        for(j=1; j<= nlstate; j++){
     free_vector(weight,1,n);          for(i=1; i<=nlstate; i++){
     /*free_matrix(covar,1,NCOVMAX,1,n);*/            cptj=cptj+1;
     fclose(ficparo);            for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
     fclose(ficres);              gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
     /*  }*/            }
              }
    /*________fin mle=1_________*/        }
           
        
          for(i=1; i<=npar; i++) 
     /* No more information from the sample is required now */          xp[i] = x[i] - (i==theta ?delti[theta]:0);
   /* Reads comments: lines beginning with '#' */        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
   while((c=getc(ficpar))=='#' && c!= EOF){        
     ungetc(c,ficpar);        cptj=0;
     fgets(line, MAXLINE, ficpar);        for(j=1; j<= nlstate; j++){
     puts(line);          for(i=1;i<=nlstate;i++){
     fputs(line,ficparo);            cptj=cptj+1;
   }            for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
   ungetc(c,ficpar);  
                gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);            }
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);          }
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);        }
 /*--------- index.htm --------*/        for(j=1; j<= nlstate*nlstate; j++)
           for(h=0; h<=nhstepm-1; h++){
   if((fichtm=fopen("index.htm","w"))==NULL)    {            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
     printf("Problem with index.htm \n");goto end;          }
   }       } 
      
  fprintf(fichtm,"<body><ul> Imach, Version 0.64a<hr> <li>Outputs files<br><br>\n  /* End theta */
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n  
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>       trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>  
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>       for(h=0; h<=nhstepm-1; h++)
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>        for(j=1; j<=nlstate*nlstate;j++)
         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>          for(theta=1; theta <=npar; theta++)
         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>            trgradg[h][j][theta]=gradg[h][theta][j];
         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>       
         - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%s</a> <br><br>",fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres);  
        for(i=1;i<=nlstate*nlstate;i++)
  fprintf(fichtm," <li>Graphs</li>\n<p>");        for(j=1;j<=nlstate*nlstate;j++)
           varhe[i][j][(int)age] =0.;
  m=cptcoveff;  
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}       printf("%d|",(int)age);fflush(stdout);
        fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
  j1=0;       for(h=0;h<=nhstepm-1;h++){
  for(k1=1; k1<=m;k1++){        for(k=0;k<=nhstepm-1;k++){
    for(i1=1; i1<=ncodemax[k1];i1++){          matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
        j1++;          matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
        if (cptcovn > 0) {          for(i=1;i<=nlstate*nlstate;i++)
          fprintf(fichtm,"<hr>************ Results for covariates");            for(j=1;j<=nlstate*nlstate;j++)
          for (cpt=1; cpt<=cptcoveff;cpt++)              varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[j1][cpt]]);        }
          fprintf(fichtm," ************\n<hr>");      }
        }      /* Computing expectancies */
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>      for(i=1; i<=nlstate;i++)
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);            for(j=1; j<=nlstate;j++)
        for(cpt=1; cpt<nlstate;cpt++){          for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
          fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>            eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
 <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);            
        }  /* 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]);*/
     for(cpt=1; cpt<=nlstate;cpt++) {  
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident          }
 interval) in state (%d): v%s%d%d.gif <br>  
 <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);        fprintf(ficreseij,"%3.0f",age );
      }      cptj=0;
      for(cpt=1; cpt<=nlstate;cpt++) {      for(i=1; i<=nlstate;i++)
         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>        for(j=1; j<=nlstate;j++){
 <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);          cptj++;
      }          fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
      fprintf(fichtm,"\n<br>- Total life expectancy by age and        }
 health expectancies in states (1) and (2): e%s%d.gif<br>      fprintf(ficreseij,"\n");
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);     
 fprintf(fichtm,"\n</body>");      free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
    }      free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
  }      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
 fclose(fichtm);      free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
       free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   /*--------------- Prevalence limit --------------*/    }
      printf("\n");
   strcpy(filerespl,"pl");    fprintf(ficlog,"\n");
   strcat(filerespl,fileres);  
   if((ficrespl=fopen(filerespl,"w"))==NULL) {    free_vector(xp,1,npar);
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;    free_matrix(dnewm,1,nlstate*nlstate,1,npar);
   }    free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);    free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
   fprintf(ficrespl,"#Prevalence limit\n");  }
   fprintf(ficrespl,"#Age ");  
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);  /************ Variance ******************/
   fprintf(ficrespl,"\n");  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)
    {
   prlim=matrix(1,nlstate,1,nlstate);    /* Variance of health expectancies */
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    /* double **newm;*/
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    double **dnewm,**doldm;
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    double **dnewmp,**doldmp;
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */    int i, j, nhstepm, hstepm, h, nstepm ;
   k=0;    int k, cptcode;
   agebase=agemin;    double *xp;
   agelim=agemax;    double **gp, **gm;  /* for var eij */
   ftolpl=1.e-10;    double ***gradg, ***trgradg; /*for var eij */
   i1=cptcoveff;    double **gradgp, **trgradgp; /* for var p point j */
   if (cptcovn < 1){i1=1;}    double *gpp, *gmp; /* for var p point j */
     double **varppt; /* for var p point j nlstate to nlstate+ndeath */
   for(cptcov=1;cptcov<=i1;cptcov++){    double ***p3mat;
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    double age,agelim, hf;
         k=k+1;    double ***mobaverage;
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/    int theta;
         fprintf(ficrespl,"\n#******");    char digit[4];
         for(j=1;j<=cptcoveff;j++)    char digitp[25];
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);  
         fprintf(ficrespl,"******\n");    char fileresprobmorprev[FILENAMELENGTH];
          
         for (age=agebase; age<=agelim; age++){    if(popbased==1){
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);      if(mobilav!=0)
           fprintf(ficrespl,"%.0f",age );        strcpy(digitp,"-populbased-mobilav-");
           for(i=1; i<=nlstate;i++)      else strcpy(digitp,"-populbased-nomobil-");
           fprintf(ficrespl," %.5f", prlim[i][i]);    }
           fprintf(ficrespl,"\n");    else 
         }      strcpy(digitp,"-stablbased-");
       }  
     }    if (mobilav!=0) {
   fclose(ficrespl);      mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   /*------------- h Pij x at various ages ------------*/      if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
          fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);        printf(" Error in movingaverage mobilav=%d\n",mobilav);
   if((ficrespij=fopen(filerespij,"w"))==NULL) {      }
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;    }
   }  
   printf("Computing pij: result on file '%s' \n", filerespij);    strcpy(fileresprobmorprev,"prmorprev"); 
      sprintf(digit,"%-d",ij);
   stepsize=(int) (stepm+YEARM-1)/YEARM;    /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
   if (stepm<=24) stepsize=2;    strcat(fileresprobmorprev,digit); /* Tvar to be done */
     strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
   agelim=AGESUP;    strcat(fileresprobmorprev,fileres);
   hstepm=stepsize*YEARM; /* Every year of age */    if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */      printf("Problem with resultfile: %s\n", fileresprobmorprev);
        fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
   k=0;    }
   for(cptcov=1;cptcov<=i1;cptcov++){    printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
       k=k+1;    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(ficrespij,"\n#****** ");    fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
         for(j=1;j<=cptcoveff;j++)    for(j=nlstate+1; j<=(nlstate+ndeath);j++){
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);      fprintf(ficresprobmorprev," p.%-d SE",j);
         fprintf(ficrespij,"******\n");      for(i=1; i<=nlstate;i++)
                fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */    }  
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */    fprintf(ficresprobmorprev,"\n");
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    fprintf(ficgp,"\n# Routine varevsij");
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    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");
           oldm=oldms;savm=savms;    fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);    /*   } */
           fprintf(ficrespij,"# Age");    varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
           for(i=1; i<=nlstate;i++)  
             for(j=1; j<=nlstate+ndeath;j++)    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");
               fprintf(ficrespij," %1d-%1d",i,j);    fprintf(ficresvij,"# Age");
           fprintf(ficrespij,"\n");    for(i=1; i<=nlstate;i++)
           for (h=0; h<=nhstepm; h++){      for(j=1; j<=nlstate;j++)
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );        fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
             for(i=1; i<=nlstate;i++)    fprintf(ficresvij,"\n");
               for(j=1; j<=nlstate+ndeath;j++)  
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);    xp=vector(1,npar);
             fprintf(ficrespij,"\n");    dnewm=matrix(1,nlstate,1,npar);
           }    doldm=matrix(1,nlstate,1,nlstate);
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
           fprintf(ficrespij,"\n");    doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
         }  
     }    gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
   }    gpp=vector(nlstate+1,nlstate+ndeath);
     gmp=vector(nlstate+1,nlstate+ndeath);
   fclose(ficrespij);    trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
     
   /*---------- Health expectancies and variances ------------*/    if(estepm < stepm){
       printf ("Problem %d lower than %d\n",estepm, stepm);
   strcpy(filerest,"t");    }
   strcat(filerest,fileres);    else  hstepm=estepm;   
   if((ficrest=fopen(filerest,"w"))==NULL) {    /* For example we decided to compute the life expectancy with the smallest unit */
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;    /* 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 
   printf("Computing Total LEs with variances: file '%s' \n", filerest);       nstepm is the number of stepm from age to agelin. 
        Look at hpijx to understand the reason of that which relies in memory size
        and note for a fixed period like k years */
   strcpy(filerese,"e");    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
   strcat(filerese,fileres);       survival function given by stepm (the optimization length). Unfortunately it
   if((ficreseij=fopen(filerese,"w"))==NULL) {       means that if the survival funtion is printed every two years of age and if
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);       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.
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);    */
     hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
  strcpy(fileresv,"v");    agelim = AGESUP;
   strcat(fileresv,fileres);    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
   if((ficresvij=fopen(fileresv,"w"))==NULL) {      nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
   }      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);      gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
       gp=matrix(0,nhstepm,1,nlstate);
   k=0;      gm=matrix(0,nhstepm,1,nlstate);
   for(cptcov=1;cptcov<=i1;cptcov++){  
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){  
       k=k+1;      for(theta=1; theta <=npar; theta++){
       fprintf(ficrest,"\n#****** ");        for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
       for(j=1;j<=cptcoveff;j++)          xp[i] = x[i] + (i==theta ?delti[theta]:0);
         fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);        }
       fprintf(ficrest,"******\n");        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
       fprintf(ficreseij,"\n#****** ");  
       for(j=1;j<=cptcoveff;j++)        if (popbased==1) {
         fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);          if(mobilav ==0){
       fprintf(ficreseij,"******\n");            for(i=1; i<=nlstate;i++)
               prlim[i][i]=probs[(int)age][i][ij];
       fprintf(ficresvij,"\n#****** ");          }else{ /* mobilav */ 
       for(j=1;j<=cptcoveff;j++)            for(i=1; i<=nlstate;i++)
         fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);              prlim[i][i]=mobaverage[(int)age][i][ij];
       fprintf(ficresvij,"******\n");          }
         }
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);    
       oldm=oldms;savm=savms;        for(j=1; j<= nlstate; j++){
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);            for(h=0; h<=nhstepm; h++){
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);            for(i=1, gp[h][j]=0.;i<=nlstate;i++)
       oldm=oldms;savm=savms;              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);          }
              }
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");        /* This for computing probability of death (h=1 means
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);           computed over hstepm matrices product = hstepm*stepm months) 
       fprintf(ficrest,"\n");           as a weighted average of prlim.
                */
       hf=1;        for(j=nlstate+1;j<=nlstate+ndeath;j++){
       if (stepm >= YEARM) hf=stepm/YEARM;          for(i=1,gpp[j]=0.; i<= nlstate; i++)
       epj=vector(1,nlstate+1);            gpp[j] += prlim[i][i]*p3mat[i][j][1];
       for(age=bage; age <=fage ;age++){        }    
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);        /* end probability of death */
         fprintf(ficrest," %.0f",age);  
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){        for(i=1; i<=npar; i++) /* Computes gradient x - delta */
           for(i=1, epj[j]=0.;i <=nlstate;i++) {          xp[i] = x[i] - (i==theta ?delti[theta]:0);
             epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
           }        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
           epj[nlstate+1] +=epj[j];   
         }        if (popbased==1) {
         for(i=1, vepp=0.;i <=nlstate;i++)          if(mobilav ==0){
           for(j=1;j <=nlstate;j++)            for(i=1; i<=nlstate;i++)
             vepp += vareij[i][j][(int)age];              prlim[i][i]=probs[(int)age][i][ij];
         fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));          }else{ /* mobilav */ 
         for(j=1;j <=nlstate;j++){            for(i=1; i<=nlstate;i++)
           fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));              prlim[i][i]=mobaverage[(int)age][i][ij];
         }          }
         fprintf(ficrest,"\n");        }
       }  
     }        for(j=1; j<= nlstate; j++){
   }          for(h=0; h<=nhstepm; h++){
                    for(i=1, gm[h][j]=0.;i<=nlstate;i++)
  fclose(ficreseij);              gm[h][j] += prlim[i][i]*p3mat[i][j][h];
  fclose(ficresvij);          }
   fclose(ficrest);        }
   fclose(ficpar);        /* This for computing probability of death (h=1 means
   free_vector(epj,1,nlstate+1);           computed over hstepm matrices product = hstepm*stepm months) 
   /*  scanf("%d ",i); */           as a weighted average of prlim.
         */
   /*------- Variance limit prevalence------*/          for(j=nlstate+1;j<=nlstate+ndeath;j++){
           for(i=1,gmp[j]=0.; i<= nlstate; i++)
 strcpy(fileresvpl,"vpl");           gmp[j] += prlim[i][i]*p3mat[i][j][1];
   strcat(fileresvpl,fileres);        }    
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {        /* end probability of death */
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);  
     exit(0);        for(j=1; j<= nlstate; j++) /* vareij */
   }          for(h=0; h<=nhstepm; h++){
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
           }
  k=0;  
  for(cptcov=1;cptcov<=i1;cptcov++){        for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){          gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
      k=k+1;        }
      fprintf(ficresvpl,"\n#****** ");  
      for(j=1;j<=cptcoveff;j++)      } /* End theta */
        fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);  
      fprintf(ficresvpl,"******\n");      trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
        
      varpl=matrix(1,nlstate,(int) bage, (int) fage);      for(h=0; h<=nhstepm; h++) /* veij */
      oldm=oldms;savm=savms;        for(j=1; j<=nlstate;j++)
      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);          for(theta=1; theta <=npar; theta++)
    }            trgradg[h][j][theta]=gradg[h][theta][j];
  }  
       for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
   fclose(ficresvpl);        for(theta=1; theta <=npar; theta++)
           trgradgp[j][theta]=gradgp[theta][j];
   /*---------- End : free ----------------*/    
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);  
        hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);      for(i=1;i<=nlstate;i++)
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);        for(j=1;j<=nlstate;j++)
            vareij[i][j][(int)age] =0.;
    
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);      for(h=0;h<=nhstepm;h++){
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);        for(k=0;k<=nhstepm;k++){
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);          matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);          matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
            for(i=1;i<=nlstate;i++)
   free_matrix(matcov,1,npar,1,npar);            for(j=1;j<=nlstate;j++)
   free_vector(delti,1,npar);              vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
          }
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);      }
     
   printf("End of Imach\n");      /* pptj */
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */      matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
        matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
   /* 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);*/      for(j=nlstate+1;j<=nlstate+ndeath;j++)
   /*printf("Total time was %d uSec.\n", total_usecs);*/        for(i=nlstate+1;i<=nlstate+ndeath;i++)
   /*------ End -----------*/          varppt[j][i]=doldmp[j][i];
       /* end ppptj */
  end:      /*  x centered again */
 #ifdef windows      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
  chdir(pathcd);      prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
 #endif   
  system("wgnuplot graph.plt");      if (popbased==1) {
         if(mobilav ==0){
 #ifdef windows          for(i=1; i<=nlstate;i++)
   while (z[0] != 'q') {            prlim[i][i]=probs[(int)age][i][ij];
     chdir(pathcd);        }else{ /* mobilav */ 
     printf("\nType e to edit output files, c to start again, and q for exiting: ");          for(i=1; i<=nlstate;i++)
     scanf("%s",z);            prlim[i][i]=mobaverage[(int)age][i][ij];
     if (z[0] == 'c') system("./imach");        }
     else if (z[0] == 'e') {      }
       chdir(path);               
       system("index.htm");      /* This for computing probability of death (h=1 means
     }         computed over hstepm (estepm) matrices product = hstepm*stepm months) 
     else if (z[0] == 'q') exit(0);         as a weighted average of prlim.
   }      */
 #endif      for(j=nlstate+1;j<=nlstate+ndeath;j++){
 }        for(i=1,gmp[j]=0.;i<= nlstate; i++) 
           gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
       }    
       /* end probability of death */
   
       fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
       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]);
         }
       } 
       fprintf(ficresprobmorprev,"\n");
   
       fprintf(ficresvij,"%.0f ",age );
       for(i=1; i<=nlstate;i++)
         for(j=1; j<=nlstate;j++){
           fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
         }
       fprintf(ficresvij,"\n");
       free_matrix(gp,0,nhstepm,1,nlstate);
       free_matrix(gm,0,nhstepm,1,nlstate);
       free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
       free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
       free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     } /* End age */
     free_vector(gpp,nlstate+1,nlstate+ndeath);
     free_vector(gmp,nlstate+1,nlstate+ndeath);
     free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
     free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
     fprintf(ficgp,"\nset noparametric;set nolabel; set ter png small;set size 0.65, 0.65");
     /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
     fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
   /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
   /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
   /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
     fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",subdirf(fileresprobmorprev));
     fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",subdirf(fileresprobmorprev));
     fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)) not w l 2 ",subdirf(fileresprobmorprev));
     fprintf(fichtm,"\n<br> File (multiple files are possible if covariates are present): <A href=\"%s\">%s</a>\n",subdirf(fileresprobmorprev),subdirf(fileresprobmorprev));
     fprintf(fichtm,"\n<br> Probability is computed over estepm=%d months. <br> <img src=\"%s%s.png\"> <br>\n", estepm,subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
     /*  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);
   */
   /*   fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit); */
     fprintf(ficgp,"\nset out \"%s%s.png\";replot;\n",subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
   
     free_vector(xp,1,npar);
     free_matrix(doldm,1,nlstate,1,nlstate);
     free_matrix(dnewm,1,nlstate,1,npar);
     free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
     free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     fclose(ficresprobmorprev);
     fflush(ficgp);
     fflush(fichtm); 
   }  /* end varevsij */
   
   /************ Variance of prevlim ******************/
   void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)
   {
     /* Variance of prevalence limit */
     /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
     double **newm;
     double **dnewm,**doldm;
     int i, j, nhstepm, hstepm;
     int k, cptcode;
     double *xp;
     double *gp, *gm;
     double **gradg, **trgradg;
     double age,agelim;
     int theta;
      
     fprintf(ficresvpl,"# Standard deviation of stable prevalences \n");
     fprintf(ficresvpl,"# Age");
     for(i=1; i<=nlstate;i++)
         fprintf(ficresvpl," %1d-%1d",i,i);
     fprintf(ficresvpl,"\n");
   
     xp=vector(1,npar);
     dnewm=matrix(1,nlstate,1,npar);
     doldm=matrix(1,nlstate,1,nlstate);
     
     hstepm=1*YEARM; /* Every year of age */
     hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
     agelim = AGESUP;
     for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
       nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
       if (stepm >= YEARM) hstepm=1;
       nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
       gradg=matrix(1,npar,1,nlstate);
       gp=vector(1,nlstate);
       gm=vector(1,nlstate);
   
       for(theta=1; theta <=npar; theta++){
         for(i=1; i<=npar; i++){ /* Computes gradient */
           xp[i] = x[i] + (i==theta ?delti[theta]:0);
         }
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
         for(i=1;i<=nlstate;i++)
           gp[i] = prlim[i][i];
       
         for(i=1; i<=npar; i++) /* Computes gradient */
           xp[i] = x[i] - (i==theta ?delti[theta]:0);
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
         for(i=1;i<=nlstate;i++)
           gm[i] = prlim[i][i];
   
         for(i=1;i<=nlstate;i++)
           gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
       } /* End theta */
   
       trgradg =matrix(1,nlstate,1,npar);
   
       for(j=1; j<=nlstate;j++)
         for(theta=1; theta <=npar; theta++)
           trgradg[j][theta]=gradg[theta][j];
   
       for(i=1;i<=nlstate;i++)
         varpl[i][(int)age] =0.;
       matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
       matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
       for(i=1;i<=nlstate;i++)
         varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
   
       fprintf(ficresvpl,"%.0f ",age );
       for(i=1; i<=nlstate;i++)
         fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
       fprintf(ficresvpl,"\n");
       free_vector(gp,1,nlstate);
       free_vector(gm,1,nlstate);
       free_matrix(gradg,1,npar,1,nlstate);
       free_matrix(trgradg,1,nlstate,1,npar);
     } /* End age */
   
     free_vector(xp,1,npar);
     free_matrix(doldm,1,nlstate,1,npar);
     free_matrix(dnewm,1,nlstate,1,nlstate);
   
   }
   
   /************ Variance of one-step probabilities  ******************/
   void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax)
   {
     int i, j=0,  i1, k1, l1, t, tj;
     int k2, l2, j1,  z1;
     int k=0,l, cptcode;
     int first=1, first1;
     double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
     double **dnewm,**doldm;
     double *xp;
     double *gp, *gm;
     double **gradg, **trgradg;
     double **mu;
     double age,agelim, cov[NCOVMAX];
     double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
     int theta;
     char fileresprob[FILENAMELENGTH];
     char fileresprobcov[FILENAMELENGTH];
     char fileresprobcor[FILENAMELENGTH];
   
     double ***varpij;
   
     strcpy(fileresprob,"prob"); 
     strcat(fileresprob,fileres);
     if((ficresprob=fopen(fileresprob,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprob);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
     }
     strcpy(fileresprobcov,"probcov"); 
     strcat(fileresprobcov,fileres);
     if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprobcov);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
     }
     strcpy(fileresprobcor,"probcor"); 
     strcat(fileresprobcor,fileres);
     if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprobcor);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
     }
     printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     fprintf(ficlog,"Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     printf("Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
     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);
     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");
     fprintf(ficresprob,"# Age");
     fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
     fprintf(ficresprobcov,"# Age");
     fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
     fprintf(ficresprobcov,"# Age");
   
   
     for(i=1; i<=nlstate;i++)
       for(j=1; j<=(nlstate+ndeath);j++){
         fprintf(ficresprob," p%1d-%1d (SE)",i,j);
         fprintf(ficresprobcov," p%1d-%1d ",i,j);
         fprintf(ficresprobcor," p%1d-%1d ",i,j);
       }  
    /* fprintf(ficresprob,"\n");
     fprintf(ficresprobcov,"\n");
     fprintf(ficresprobcor,"\n");
    */
    xp=vector(1,npar);
     dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
     doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
     mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
     varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
     first=1;
     fprintf(ficgp,"\n# Routine varprob");
     fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
     fprintf(fichtm,"\n");
   
     fprintf(fichtm,"\n<li><h4> <a href=\"%s\">Matrix of variance-covariance of pairs of step probabilities (drawings)</a></h4></li>\n",optionfilehtmcov);
     fprintf(fichtmcov,"\n<h4>Matrix of variance-covariance of pairs of step probabilities</h4>\n\
     file %s<br>\n",optionfilehtmcov);
     fprintf(fichtmcov,"\nEllipsoids of confidence centered on point (p<inf>ij</inf>, p<inf>kl</inf>) are estimated\
   and drawn. It helps understanding how is the covariance between two incidences.\
    They are expressed in year<sup>-1</sup> in order to be less dependent of stepm.<br>\n");
     fprintf(fichtmcov,"\n<br> Contour plot corresponding to x'cov<sup>-1</sup>x = 4 (where x is the column vector (pij,pkl)) are drawn. \
   It can be understood this way: if pij and pkl where uncorrelated the (2x2) matrix of covariance \
   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>\
    Now, if both incidences are correlated (usual case) we diagonalised the inverse of the covariance matrix\
    and made the appropriate rotation to look at the uncorrelated principal directions.<br>\
   To be simple, these graphs help to understand the significativity of each parameter in relation to a second other one.<br> \n");
   
     cov[1]=1;
     tj=cptcoveff;
     if (cptcovn<1) {tj=1;ncodemax[1]=1;}
     j1=0;
     for(t=1; t<=tj;t++){
       for(i1=1; i1<=ncodemax[t];i1++){ 
         j1++;
         if  (cptcovn>0) {
           fprintf(ficresprob, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprob, "**********\n#\n");
           fprintf(ficresprobcov, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprobcov, "**********\n#\n");
           
           fprintf(ficgp, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficgp, "**********\n#\n");
           
           
           fprintf(fichtmcov, "\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]]);
           fprintf(fichtmcov, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
           
           fprintf(ficresprobcor, "\n#********** Variable ");    
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprobcor, "**********\n#");    
         }
         
         for (age=bage; age<=fage; age ++){ 
           cov[2]=age;
           for (k=1; k<=cptcovn;k++) {
             cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
           }
           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]]];
           
           gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
           trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
           gp=vector(1,(nlstate)*(nlstate+ndeath));
           gm=vector(1,(nlstate)*(nlstate+ndeath));
       
           for(theta=1; theta <=npar; theta++){
             for(i=1; i<=npar; i++)
               xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
             
             pmij(pmmij,cov,ncovmodel,xp,nlstate);
             
             k=0;
             for(i=1; i<= (nlstate); i++){
               for(j=1; j<=(nlstate+ndeath);j++){
                 k=k+1;
                 gp[k]=pmmij[i][j];
               }
             }
             
             for(i=1; i<=npar; i++)
               xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
       
             pmij(pmmij,cov,ncovmodel,xp,nlstate);
             k=0;
             for(i=1; i<=(nlstate); i++){
               for(j=1; j<=(nlstate+ndeath);j++){
                 k=k+1;
                 gm[k]=pmmij[i][j];
               }
             }
        
             for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
               gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
           }
   
           for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
             for(theta=1; theta <=npar; theta++)
               trgradg[j][theta]=gradg[theta][j];
           
           matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
           matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
           free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
           free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
           free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
           free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
   
           pmij(pmmij,cov,ncovmodel,x,nlstate);
           
           k=0;
           for(i=1; i<=(nlstate); i++){
             for(j=1; j<=(nlstate+ndeath);j++){
               k=k+1;
               mu[k][(int) age]=pmmij[i][j];
             }
           }
           for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
             for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
               varpij[i][j][(int)age] = doldm[i][j];
   
           /*printf("\n%d ",(int)age);
             for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
             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(fichtmcov,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup>\
    :<a href=\"%s%d%1d%1d-%1d%1d.png\">\
   %s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,\
                               subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2,\
                               subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(fichtmcov,"\n<br><img src=\"%s%d%1d%1d-%1d%1d.png\"> ",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(fichtmcov,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\"",subdirf2(optionfilefiname,"varpijgr"), 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(fichtmcov," %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 \"%s%d%1d%1d-%1d%1d.png\";replot;",subdirf2(optionfilefiname,"varpijgr"), 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);
     fflush(ficgp);
     fflush(fichtmcov);
   }
   
   
   /******************* 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;
   
      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=\"%s\">%s</a> <br>\n ",
              jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,subdirf2(fileres,"p"),subdirf2(fileres,"p"));
      fprintf(fichtm,"\
    - Estimated transition probabilities over %d (stepm) months: <a href=\"%s\">%s</a><br>\n ",
              stepm,subdirf2(fileres,"pij"),subdirf2(fileres,"pij"));
      fprintf(fichtm,"\
    - Stable prevalence in each health state: <a href=\"%s\">%s</a> <br>\n",
              subdirf2(fileres,"pl"),subdirf2(fileres,"pl"));
      fprintf(fichtm,"\
    - Life expectancies by age and initial health status (estepm=%2d months): \
      <a href=\"%s\">%s</a> <br>\n</li>",
              estepm,subdirf2(fileres,"e"),subdirf2(fileres,"e"));
   
   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: %s%d1.png<br> \
   <img src=\"%s%d1.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),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: %s%d2.png<br> \
   <img src=\"%s%d2.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),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=\"%s%d%d.png\">",subdirf2(optionfilefiname,"p"),cpt,jj1,subdirf2(optionfilefiname,"p"),cpt,jj1);
          }
        for(cpt=1; cpt<=nlstate;cpt++) {
           fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): %s%d%d.png <br> \
   <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"exp"),cpt,jj1,subdirf2(optionfilefiname,"exp"),cpt,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", rfileres,rfileres);
   
    fprintf(fichtm," - Variance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"prob"),subdirf2(fileres,"prob"));
    fprintf(fichtm,"\
    - Variance-covariance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"probcov"),subdirf2(fileres,"probcov"));
   
    fprintf(fichtm,"\
    - Correlation matrix of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"probcor"),subdirf2(fileres,"probcor"));
    fprintf(fichtm,"\
    - Variances and covariances of life expectancies by age and initial health status (estepm=%d months): <a href=\"%s\">%s</a><br>\n",
            estepm, subdirf2(fileres,"v"),subdirf2(fileres,"v"));
    fprintf(fichtm,"\
    - Health expectancies with their variances (no covariance): <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"t"),subdirf2(fileres,"t"));
    fprintf(fichtm,"\
    - Standard deviation of stable prevalences: <a href=\"%s\">%s</a> <br>\n",\
            subdirf2(fileres,"vpl"),subdirf2(fileres,"vpl"));
   
   /*  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); */
    fflush(fichtm);
    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 (cross-sectional) and period (incidence based) \
   prevalence (with 95%% confidence interval) in state (%d): %s%d%d.png <br>\
   <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"v"),cpt,jj1,subdirf2(optionfilefiname,"v"),cpt,jj1);  
        }
        fprintf(fichtm,"\n<br>- Total life expectancy by age and \
   health expectancies in states (1) and (2): %s%d.png<br>\
   <img src=\"%s%d.png\">",subdirf2(optionfilefiname,"e"),jj1,subdirf2(optionfilefiname,"e"),jj1);
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
    fflush(fichtm);
   }
   
   /******************* Gnuplot file **************/
   void printinggnuplot(char fileres[], char optionfilefiname[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
   
     char dirfileres[132],optfileres[132];
     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);
   
     strcpy(dirfileres,optionfilefiname);
     strcpy(optfileres,"vpl");
    /* 1eme*/
     for (cpt=1; cpt<= nlstate ; cpt ++) {
      for (k1=1; k1<= m ; k1 ++) {
        fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"v"),cpt,k1);
        fprintf(ficgp,"\n#set out \"v%s%d%d.png\" \n",optionfilefiname,cpt,k1);
        fprintf(ficgp,"set xlabel \"Age\" \n\
   set ylabel \"Probability\" \n\
   set ter png small\n\
   set size 0.65,0.65\n\
   plot [%.f:%.f] \"%s\" every :::%d::%d u 1:2 \"\%%lf",ageminpar,fage,subdirf2(fileres,"vpl"),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,\"%s\" every :::%d::%d u 1:($2+1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),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,\"%s\" every :::%d::%d u 1:($2-1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1); 
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        }  
        fprintf(ficgp,"\" t\"\" w l 1,\"%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",subdirf2(fileres,"p"),k1-1,k1-1,2+4*(cpt-1));
      }
     }
     /*2 eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       fprintf(ficgp,"\nset out \"%s%d.png\" \n",subdirf2(optionfilefiname,"e"),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,"\"%s\" every :::%d::%d u 1:2 \"\%%lf",subdirf2(fileres,"t"),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,"\"%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",subdirf2(fileres,"t"),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,"\"%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",subdirf2(fileres,"t"),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 \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"exp"),cpt,k1);
         fprintf(ficgp,"set ter png small\n\
   set size 0.65,0.65\n\
   plot [%.f:%.f] \"%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",ageminpar,fage,subdirf2(fileres,"e"),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," ,\"%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",subdirf2(fileres,"e"),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 \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"p"),cpt,k1);
         fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \n\
   set ter png small\nset size 0.65,0.65\n\
   unset log y\n\
   plot [%.f:%.f] \"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",ageminpar,agemaxpar,subdirf2(fileres,"pij"),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,",\"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",subdirf2(fileres,"pij"),k1,l+cpt+1,l+1);
         for (i=1; i< nlstate ; i ++) {
           l=3+(nlstate+ndeath)*cpt;
           fprintf(ficgp,"+$%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 \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"pe"),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 */
      fflush(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(probs, 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(probs, 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);
   } /* End of popforecast */
   
   int fileappend(FILE *fichier, char *optionfich)
   {
     if((fichier=fopen(optionfich,"a"))==NULL) {
       printf("Problem with file: %s\n", optionfich);
       fprintf(ficlog,"Problem with file: %s\n", optionfich);
       return (0);
     }
     fflush(fichier);
     return (1);
   }
   
   
   /**************** function prwizard **********************/
   void prwizard(int ncovmodel, int nlstate, int ndeath,  char model[], FILE *ficparo)
   {
   
     /* Wizard to print covariance matrix template */
   
     char ca[32], cb[32], cc[32];
     int i,j, k, l, li, lj, lk, ll, jj, npar, itimes;
     int numlinepar;
   
     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     fprintf(ficparo,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     for(i=1; i <=nlstate; i++){
       jj=0;
       for(j=1; j <=nlstate+ndeath; j++){
         if(j==i) continue;
         jj++;
         /*ca[0]= k+'a'-1;ca[1]='\0';*/
         printf("%1d%1d",i,j);
         fprintf(ficparo,"%1d%1d",i,j);
         for(k=1; k<=ncovmodel;k++){
           /*        printf(" %lf",param[i][j][k]); */
           /*        fprintf(ficparo," %lf",param[i][j][k]); */
           printf(" 0.");
           fprintf(ficparo," 0.");
         }
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     printf("# Scales (for hessian or gradient estimation)\n");
     fprintf(ficparo,"# Scales (for hessian or gradient estimation)\n");
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/ 
     for(i=1; i <=nlstate; i++){
       jj=0;
       for(j=1; j <=nlstate+ndeath; j++){
         if(j==i) continue;
         jj++;
         fprintf(ficparo,"%1d%1d",i,j);
         printf("%1d%1d",i,j);
         fflush(stdout);
         for(k=1; k<=ncovmodel;k++){
           /*      printf(" %le",delti3[i][j][k]); */
           /*      fprintf(ficparo," %le",delti3[i][j][k]); */
           printf(" 0.");
           fprintf(ficparo," 0.");
         }
         numlinepar++;
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     printf("# Covariance matrix\n");
   /* # 121 Var(a12)\n\ */
   /* # 122 Cov(b12,a12) Var(b12)\n\ */
   /* # 131 Cov(a13,a12) Cov(a13,b12, Var(a13)\n\ */
   /* # 132 Cov(b13,a12) Cov(b13,b12, Cov(b13,a13) Var(b13)\n\ */
   /* # 212 Cov(a21,a12) Cov(a21,b12, Cov(a21,a13) Cov(a21,b13) Var(a21)\n\ */
   /* # 212 Cov(b21,a12) Cov(b21,b12, Cov(b21,a13) Cov(b21,b13) Cov(b21,a21) Var(b21)\n\ */
   /* # 232 Cov(a23,a12) Cov(a23,b12, Cov(a23,a13) Cov(a23,b13) Cov(a23,a21) Cov(a23,b21) Var(a23)\n\ */
   /* # 232 Cov(b23,a12) Cov(b23,b12) ... Var (b23)\n" */
     fflush(stdout);
     fprintf(ficparo,"# 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(itimes=1;itimes<=2;itimes++){
       jj=0;
       for(i=1; i <=nlstate; i++){
         for(j=1; j <=nlstate+ndeath; j++){
           if(j==i) continue;
           for(k=1; k<=ncovmodel;k++){
             jj++;
             ca[0]= k+'a'-1;ca[1]='\0';
             if(itimes==1){
               printf("#%1d%1d%d",i,j,k);
               fprintf(ficparo,"#%1d%1d%d",i,j,k);
             }else{
               printf("%1d%1d%d",i,j,k);
               fprintf(ficparo,"%1d%1d%d",i,j,k);
               /*  printf(" %.5le",matcov[i][j]); */
             }
             ll=0;
             for(li=1;li <=nlstate; li++){
               for(lj=1;lj <=nlstate+ndeath; lj++){
                 if(lj==li) continue;
                 for(lk=1;lk<=ncovmodel;lk++){
                   ll++;
                   if(ll<=jj){
                     cb[0]= lk +'a'-1;cb[1]='\0';
                     if(ll<jj){
                       if(itimes==1){
                         printf(" Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                         fprintf(ficparo," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                       }else{
                         printf(" 0.");
                         fprintf(ficparo," 0.");
                       }
                     }else{
                       if(itimes==1){
                         printf(" Var(%s%1d%1d)",ca,i,j);
                         fprintf(ficparo," Var(%s%1d%1d)",ca,i,j);
                       }else{
                         printf(" 0.");
                         fprintf(ficparo," 0.");
                       }
                     }
                   }
                 } /* end lk */
               } /* end lj */
             } /* end li */
             printf("\n");
             fprintf(ficparo,"\n");
             numlinepar++;
           } /* end k*/
         } /*end j */
       } /* end i */
     } /* end itimes */
   
   } /* end of prwizard */
   /******************* Gompertz Likelihood ******************************/
   double gompertz(double x[])
   { 
     double A,B,L=0.0,sump=0.,num=0.;
     int i,n=0; /* n is the size of the sample */
     for (i=0;i<=imx-1 ; i++) {
       sump=sump+weight[i];
       /*    sump=sump+1;*/
       num=num+1;
     }
    
    
     /* for (i=0; i<=imx; i++) 
        if (wav[i]>0) printf("i=%d ageex=%lf agecens=%lf agedc=%lf cens=%d %d\n" ,i,ageexmed[i],agecens[i],agedc[i],cens[i],wav[i]);*/
   
     for (i=1;i<=imx ; i++)
       {
         if (cens[i]==1 & wav[i]>1)
           A=-x[1]/(x[2])*(exp(x[2]*(agecens[i]-agegomp))-exp(x[2]*(ageexmed[i]-agegomp)));
         
         if (cens[i]==0 & wav[i]>1)
           A=-x[1]/(x[2])*(exp(x[2]*(agedc[i]-agegomp))-exp(x[2]*(ageexmed[i]-agegomp)))
                +log(x[1]/YEARM)+x[2]*(agedc[i]-agegomp)+log(YEARM);  
         
         if (wav[i]>1 & agecens[i]>15) {
           L=L+A*weight[i];
           /*      printf("\ni=%d A=%f L=%lf x[1]=%lf x[2]=%lf ageex=%lf agecens=%lf cens=%d agedc=%lf weight=%lf\n",i,A,L,x[1],x[2],ageexmed[i]*12,agecens[i]*12,cens[i],agedc[i]*12,weight[i]);*/
         }
       }
   
    /*printf("x1=%2.9f x2=%2.9f x3=%2.9f L=%f\n",x[1],x[2],x[3],L);*/
    
     return -2*L*num/sump;
   }
   
   /******************* Printing html file ***********/
   void printinghtmlmort(char fileres[], char title[], char datafile[], int firstpass, \
                     int lastpass, int stepm, int weightopt, char model[],\
                     int imx,  double p[],double **matcov){
     int i;
   
     fprintf(fichtm,"<ul><li><h4>Result files </h4>\n Force of mortality. Parameters of the Gompertz fit (with confidence interval in brackets):<br>");
     fprintf(fichtm,"  mu(age) =%lf*exp(%lf*(age-%d)) per year<br><br>",p[1],p[2],agegomp);
     for (i=1;i<=2;i++) 
       fprintf(fichtm," p[%d] = %lf [%f ; %f]<br>\n",i,p[i],p[i]-2*sqrt(matcov[i][i]),p[i]+2*sqrt(matcov[i][i]));
     fprintf(fichtm,"<br><br><img src=\"graphmort.png\">");
     fprintf(fichtm,"</ul>");
     fflush(fichtm);
   }
   
   /******************* Gnuplot file **************/
   void printinggnuplotmort(char fileres[], char optionfilefiname[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
   
     char dirfileres[132],optfileres[132];
     int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;
     int ng;
   
   
     /*#ifdef windows */
     fprintf(ficgp,"cd \"%s\" \n",pathc);
       /*#endif */
   
   
     strcpy(dirfileres,optionfilefiname);
     strcpy(optfileres,"vpl");
     fprintf(ficgp,"set out \"graphmort.png\"\n "); 
     fprintf(ficgp,"set xlabel \"Age\"\n set ylabel \"Force of mortality (per year)\" \n "); 
     fprintf(ficgp, "set ter png small\n set log y\n"); 
     fprintf(ficgp, "set size 0.65,0.65\n");
     fprintf(ficgp,"plot [%d:100] %lf*exp(%lf*(x-%d))",agegomp,p[1],p[2],agegomp);
   
   } 
   
   
   
   
   /***********************************************/
   /**************** 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;
     int jj, ll, li, lj, lk, imk;
     int numlinepar=0; /* Current linenumber of parameter file */
     int itimes;
     int NDIM=2;
   
     char ca[32], cb[32], cc[32];
     /*  FILE *fichtm; *//* Html File */
     /* FILE *ficgp;*/ /*Gnuplot File */
     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[MAXLINE],pathc[MAXLINE],pathcd[MAXLINE],pathtot[MAXLINE],model[MAXLINE];
     char pathr[MAXLINE], pathimach[MAXLINE]; 
     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;
     double **ximort;
     char *alph[]={"a","a","b","c","d","e"}, str[4];
     int *dcwave;
   
     char z[1]="c", occ;
   
     char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
     char strstart[80], *strt, strtend[80];
     char *stratrunc;
     int lstra;
   
     long total_usecs;
    
   /*   setlocale (LC_ALL, ""); */
   /*   bindtextdomain (PACKAGE, LOCALEDIR); */
   /*   textdomain (PACKAGE); */
   /*   setlocale (LC_CTYPE, ""); */
   /*   setlocale (LC_MESSAGES, ""); */
   
     /*   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
     (void) gettimeofday(&start_time,&tzp);
     curr_time=start_time;
     tm = *localtime(&start_time.tv_sec);
     tmg = *gmtime(&start_time.tv_sec);
     strcpy(strstart,asctime(&tm));
   
   /*  printf("Localtime (at start)=%s",strstart); */
   /*  tp.tv_sec = tp.tv_sec +86400; */
   /*  tm = *localtime(&start_time.tv_sec); */
   /*   tmg.tm_year=tmg.tm_year +dsign*dyear; */
   /*   tmg.tm_mon=tmg.tm_mon +dsign*dmonth; */
   /*   tmg.tm_hour=tmg.tm_hour + 1; */
   /*   tp.tv_sec = mktime(&tmg); */
   /*   strt=asctime(&tmg); */
   /*   printf("Time(after) =%s",strstart);  */
   /*  (void) time (&time_value);
   *  printf("time=%d,t-=%d\n",time_value,time_value-86400);
   *  tm = *localtime(&time_value);
   *  strstart=asctime(&tm);
   *  printf("tim_value=%d,asctime=%s\n",time_value,strstart); 
   */
   
     nberr=0; /* Number of errors and warnings */
     nbwarn=0;
     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, MAXLINE)!= 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(argv[0],pathimach,optionfile,optionfilext,optionfilefiname);
    /*   strcpy(pathimach,argv[0]); */
     split(pathtot,path,optionfile,optionfilext,optionfilefiname);
     printf("pathimach=%s, pathtot=%s,\npath=%s,\noptionfile=%s \noptionfilext=%s \noptionfilefiname=%s\n",pathimach,pathtot,path,optionfile,optionfilext,optionfilefiname);
     chdir(path);
     strcpy(command,"mkdir ");
     strcat(command,optionfilefiname);
     if((outcmd=system(command)) != 0){
       printf("Problem creating directory or it already exists %s%s, err=%d\n",path,optionfilefiname,outcmd);
       /* fprintf(ficlog,"Problem creating directory %s%s\n",path,optionfilefiname); */
       /* fclose(ficlog); */
   /*     exit(1); */
     }
   /*   if((imk=mkdir(optionfilefiname))<0){ */
   /*     perror("mkdir"); */
   /*   } */
   
     /*-------- 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\n%s",version,fullversion);
     fprintf(ficlog,"\nEnter the parameter file name: \n");
     fprintf(ficlog,"pathimach=%s\npathtot=%s\n\
    path=%s \n\
    optionfile=%s\n\
    optionfilext=%s\n\
    optionfilefiname=%s\n",pathimach,pathtot,path,optionfile,optionfilext,optionfilefiname);
   
     printf("Local time (at start):%s",strstart);
     fprintf(ficlog,"Local time (at start): %s",strstart);
     fflush(ficlog);
   /*   (void) gettimeofday(&curr_time,&tzp); */
   /*   printf("Elapsed time %d\n", asc_diff_time(curr_time.tv_sec-start_time.tv_sec,tmpout)); */
   
     /* */
     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);
       fflush(ficlog);
       goto end;
     }
   
   
   
     strcpy(filereso,"o");
     strcat(filereso,fileres);
     if((ficparo=fopen(filereso,"w"))==NULL) { /* opened on subdirectory */
       printf("Problem with Output resultfile: %s\n", filereso);
       fprintf(ficlog,"Problem with Output resultfile: %s\n", filereso);
       fflush(ficlog);
       goto end;
     }
   
     /* Reads comments: lines beginning with '#' */
     numlinepar=0;
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     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);
     numlinepar++;
     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);
     fprintf(ficlog,"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);
     fflush(ficlog);
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     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 */
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/
   
     delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     delti=delti3[1][1];
     /*delti=vector(1,npar); *//* Scale of each paramater (output from hesscov)*/
     if(mle==-1){ /* Print a wizard for help writing covariance matrix */
       prwizard(ncovmodel, nlstate, ndeath, model, ficparo);
       printf(" You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
       fprintf(ficlog," You choose mle=-1, look at file %s for a template of covariance matrix \n",filereso);
       free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
       fclose (ficparo);
       fclose (ficlog);
       exit(0);
     }
     else if(mle==-3) {
       prwizard(ncovmodel, nlstate, ndeath, model, ficparo);
       printf(" You choose mle=-3, look at file %s for a template of covariance matrix \n",filereso);
       fprintf(ficlog," You choose mle=-3, look at file %s for a template of covariance matrix \n",filereso);
       param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
       matcov=matrix(1,npar,1,npar);
     }
     else{
       /* Read guess parameters */
       /* Reads comments: lines beginning with '#' */
       while((c=getc(ficpar))=='#' && c!= EOF){
         ungetc(c,ficpar);
         fgets(line, MAXLINE, ficpar);
         numlinepar++;
         puts(line);
         fputs(line,ficparo);
         fputs(line,ficlog);
       }
       ungetc(c,ficpar);
       
       param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
       for(i=1; i <=nlstate; i++){
         j=0;
         for(jj=1; jj <=nlstate+ndeath; jj++){
           if(jj==i) continue;
           j++;
           fscanf(ficpar,"%1d%1d",&i1,&j1);
           if ((i1 != i) && (j1 != j)){
             printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
             exit(1);
           }
           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");
           numlinepar++;
           if(mle==1)
             printf("\n");
           fprintf(ficlog,"\n");
           fprintf(ficparo,"\n");
         }
       }  
       fflush(ficlog);
   
   
       p=param[1][1];
       
       /* Reads comments: lines beginning with '#' */
       while((c=getc(ficpar))=='#' && c!= EOF){
         ungetc(c,ficpar);
         fgets(line, MAXLINE, ficpar);
         numlinepar++;
         puts(line);
         fputs(line,ficparo);
         fputs(line,ficlog);
       }
       ungetc(c,ficpar);
   
       for(i=1; i <=nlstate; i++){
         for(j=1; j <=nlstate+ndeath-1; j++){
           fscanf(ficpar,"%1d%1d",&i1,&j1);
           if ((i1-i)*(j1-j)!=0){
             printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
             exit(1);
           }
           printf("%1d%1d",i,j);
           fprintf(ficparo,"%1d%1d",i1,j1);
           fprintf(ficlog,"%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]);
             fprintf(ficlog," %le",delti3[i][j][k]);
           }
           fscanf(ficpar,"\n");
           numlinepar++;
           printf("\n");
           fprintf(ficparo,"\n");
           fprintf(ficlog,"\n");
         }
       }
       fflush(ficlog);
   
       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);
         numlinepar++;
         puts(line);
         fputs(line,ficparo);
         fputs(line,ficlog);
       }
       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]);
           fprintf(ficparo," %.5le",matcov[i][j]);
         }
         fscanf(ficpar,"\n");
         numlinepar++;
         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");
       
       fflush(ficlog);
       
       /*-------- Rewriting parameter 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);
     }    /* End of mle != -3 */
   
     /*-------- 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=lvector(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=0; line[j] != '\n';j++){  /* Untabifies line */
           if(line[j] == '\t')
             line[j] = ' ';
         }
         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);
         } 
         lstra=strlen(stra);
         if(lstra > 9){ /* More than 2**32 or max of what printf can write with %ld */
           stratrunc = &(stra[lstra-9]);
           num[i]=atol(stratrunc);
         }
         else
           num[i]=atol(stra);
           
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){
           printf("%ld %.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("%ld %.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){
           nberr++;
           printf("Error! Date of death (month %2d and year %4d) of individual %ld 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 %ld 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){
           nberr++;
           printf("Error! Month of death of individual %ld 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 %ld 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; /* We prefer to skip it (and to skip it in version 0.8a1 too */
         }
       }
     }
   
     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){
                   nbwarn++;
                   printf("Warning negative age at death: %ld line:%d\n",num[i],i);
                   fprintf(ficlog,"Warning negative age at death: %ld 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)) {
           nberr++;
           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("%ld %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); 
   
     agegomp=(int)agemin;
     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);*/
       
     /*------------ gnuplot -------------*/
     strcpy(optionfilegnuplot,optionfilefiname);
     if(mle==-3)
       strcat(optionfilegnuplot,"-mort");
     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);*/
     /*--------- index.htm --------*/
   
     strcpy(optionfilehtm,optionfilefiname); /* Main html file */
     if(mle==-3)
       strcat(optionfilehtm,"-mort");
     strcat(optionfilehtm,".htm");
     if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtm), exit(0);
     }
   
     strcpy(optionfilehtmcov,optionfilefiname); /* Only for matrix of covariance */
     strcat(optionfilehtmcov,"-cov.htm");
     if((fichtmcov=fopen(optionfilehtmcov,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtmcov), exit(0);
     }
     else{
     fprintf(fichtmcov,"<body>\n<title>IMaCh Cov %s</title>\n <font size=\"2\">%s <br> %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",\
             fileres,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model);
     }
   
     fprintf(fichtm,"<body>\n<title>IMaCh %s</title>\n <font size=\"2\">%s <br> %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\
   <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><br>\n\
    - Date and time at start: %s</ul>\n",\
             fileres,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model,\
             fileres,fileres,\
             filelog,filelog,optionfilegnuplot,optionfilegnuplot,strstart);
     fflush(fichtm);
   
     strcpy(pathr,path);
     strcat(pathr,optionfilefiname);
     chdir(optionfilefiname); /* Move to directory named optionfile */
     
     /* Calculates basic frequencies. Computes observed prevalence at single age
        and prints on file fileres'p'. */
     freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);
   
     fprintf(fichtm,"\n");
     fprintf(fichtm,"<br>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",\
             imx,agemin,agemax,jmin,jmax,jmean);
     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) */
   
     globpr=0; /* To get the number ipmx of contributions and the sum of weights*/
     if (mle==-3){
       ximort=matrix(1,NDIM,1,NDIM);
       cens=ivector(1,n);
       ageexmed=vector(1,n);
       agecens=vector(1,n);
       dcwave=ivector(1,n);
    
       for (i=1; i<=imx; i++){
         dcwave[i]=-1;
         for (j=1; j<=lastpass; j++)
           if (s[j][i]>nlstate) {
             dcwave[i]=j;
             /*    printf("i=%d j=%d s=%d dcwave=%d\n",i,j, s[j][i],dcwave[i]);*/
             break;
           }
       }
   
       for (i=1; i<=imx; i++) {
         if (wav[i]>0){
           ageexmed[i]=agev[mw[1][i]][i];
           j=wav[i];agecens[i]=1.; 
           if (ageexmed[i]>1 & wav[i]>0) agecens[i]=agev[mw[j][i]][i];
           cens[i]=1;
           
           if (ageexmed[i]<1) cens[i]=-1;
           if (agedc[i]< AGESUP & agedc[i]>1 & dcwave[i]>firstpass & dcwave[i]<=lastpass) cens[i]=0 ;
         }
         else cens[i]=-1;
       }
       
       for (i=1;i<=NDIM;i++) {
         for (j=1;j<=NDIM;j++)
           ximort[i][j]=(i == j ? 1.0 : 0.0);
       }
   
       p[1]=0.1; p[2]=0.1;
       /*printf("%lf %lf", p[1], p[2]);*/
       
       
     printf("Powell\n");  fprintf(ficlog,"Powell\n");
     strcpy(filerespow,"pow-mort"); 
     strcat(filerespow,fileres);
     if((ficrespow=fopen(filerespow,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", filerespow);
       fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
     }
     fprintf(ficrespow,"# Powell\n# iter -2*LL");
     /*  for (i=1;i<=nlstate;i++)
       for(j=1;j<=nlstate+ndeath;j++)
         if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
     */
     fprintf(ficrespow,"\n");
   
       powell(p,ximort,NDIM,ftol,&iter,&fret,gompertz);
       fclose(ficrespow);
       
       hesscov(matcov, p, NDIM,delti, 1e-4, gompertz); 
   
       for(i=1; i <=NDIM; i++)
         for(j=i+1;j<=NDIM;j++)
           matcov[i][j]=matcov[j][i];
       
       printf("\nCovariance matrix\n ");
       for(i=1; i <=NDIM; i++) {
         for(j=1;j<=NDIM;j++){ 
           printf("%f ",matcov[i][j]);
         }
         printf("\n ");
       }
       
       printf("iter=%d MLE=%f Eq=%lf*exp(%lf*(age-%d))\n",iter,-gompertz(p),p[1],p[2],agegomp);
       for (i=1;i<=NDIM;i++) 
         printf("%f [%f ; %f]\n",p[i],p[i]-2*sqrt(matcov[i][i]),p[i]+2*sqrt(matcov[i][i]));
       replace_back_to_slash(pathc,path); /* Even gnuplot wants a / */
       printinggnuplotmort(fileres, optionfilefiname,ageminpar,agemaxpar,fage, pathc,p);
       
       printinghtmlmort(fileres,title,datafile, firstpass, lastpass, \
                        stepm, weightopt,\
                        model,imx,p,matcov);
     } /* Endof if mle==-3 */
   
     else{ /* For mle >=1 */
     
       likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
       printf("First Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
       for (k=1; k<=npar;k++)
         printf(" %d %8.5f",k,p[k]);
       printf("\n");
       globpr=1; /* to print the contributions */
       likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
       printf("Second Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
       for (k=1; k<=npar;k++)
         printf(" %d %8.5f",k,p[k]);
       printf("\n");
       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);
       
       
       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!=0){
         /* 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");
       /* # 121 Var(a12)\n\ */
       /* # 122 Cov(b12,a12) Var(b12)\n\ */
       /* # 131 Cov(a13,a12) Cov(a13,b12, Var(a13)\n\ */
       /* # 132 Cov(b13,a12) Cov(b13,b12, Cov(b13,a13) Var(b13)\n\ */
       /* # 212 Cov(a21,a12) Cov(a21,b12, Cov(a21,a13) Cov(a21,b13) Var(a21)\n\ */
       /* # 212 Cov(b21,a12) Cov(b21,b12, Cov(b21,a13) Cov(b21,b13) Cov(b21,a21) Var(b21)\n\ */
       /* # 232 Cov(a23,a12) Cov(a23,b12, Cov(a23,a13) Cov(a23,b13) Cov(a23,a21) Cov(a23,b21) Var(a23)\n\ */
       /* # 232 Cov(b23,a12) Cov(b23,b12) ... Var (b23)\n" */
       
       
       /* Just to have a covariance matrix which will be more understandable
          even is we still don't want to manage dictionary of variables
       */
       for(itimes=1;itimes<=2;itimes++){
         jj=0;
         for(i=1; i <=nlstate; i++){
           for(j=1; j <=nlstate+ndeath; j++){
             if(j==i) continue;
             for(k=1; k<=ncovmodel;k++){
               jj++;
               ca[0]= k+'a'-1;ca[1]='\0';
               if(itimes==1){
                 if(mle>=1)
                   printf("#%1d%1d%d",i,j,k);
                 fprintf(ficlog,"#%1d%1d%d",i,j,k);
                 fprintf(ficres,"#%1d%1d%d",i,j,k);
               }else{
                 if(mle>=1)
                   printf("%1d%1d%d",i,j,k);
                 fprintf(ficlog,"%1d%1d%d",i,j,k);
                 fprintf(ficres,"%1d%1d%d",i,j,k);
               }
               ll=0;
               for(li=1;li <=nlstate; li++){
                 for(lj=1;lj <=nlstate+ndeath; lj++){
                   if(lj==li) continue;
                   for(lk=1;lk<=ncovmodel;lk++){
                     ll++;
                     if(ll<=jj){
                       cb[0]= lk +'a'-1;cb[1]='\0';
                       if(ll<jj){
                         if(itimes==1){
                           if(mle>=1)
                             printf(" Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                           fprintf(ficlog," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                           fprintf(ficres," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                         }else{
                           if(mle>=1)
                             printf(" %.5e",matcov[jj][ll]); 
                           fprintf(ficlog," %.5e",matcov[jj][ll]); 
                           fprintf(ficres," %.5e",matcov[jj][ll]); 
                         }
                       }else{
                         if(itimes==1){
                           if(mle>=1)
                             printf(" Var(%s%1d%1d)",ca,i,j);
                           fprintf(ficlog," Var(%s%1d%1d)",ca,i,j);
                           fprintf(ficres," Var(%s%1d%1d)",ca,i,j);
                         }else{
                           if(mle>=1)
                             printf(" %.5e",matcov[jj][ll]); 
                           fprintf(ficlog," %.5e",matcov[jj][ll]); 
                           fprintf(ficres," %.5e",matcov[jj][ll]); 
                         }
                       }
                     }
                   } /* end lk */
                 } /* end lj */
               } /* end li */
               if(mle>=1)
                 printf("\n");
               fprintf(ficlog,"\n");
               fprintf(ficres,"\n");
               numlinepar++;
             } /* end k*/
           } /*end j */
         } /* end i */
       } /* end itimes */
       
       fflush(ficlog);
       fflush(ficres);
       
       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.*/
       
       
       
       /*  freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);*/
       /*,dateprev1,dateprev2,jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
       
       replace_back_to_slash(pathc,path); /* Even gnuplot wants a / */
       printinggnuplot(fileres, optionfilefiname,ageminpar,agemaxpar,fage, pathc,p);
       
       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_lvector(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);
   
       probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
       for(i=1;i<=AGESUP;i++)
         for(j=1;j<=NCOVMAX;j++)
           for(k=1;k<=NCOVMAX;k++)
             probs[i][j][k]=0.;
   
       /*---------- 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(probs, 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 ----------------*/
       if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       free_ma3x(probs,1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     }  /* mle==-3 arrives here for freeing */
       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);
   
       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);
   
   
     fflush(fichtm);
     fflush(ficgp);
     
   
     if((nberr >0) || (nbwarn>0)){
       printf("End of Imach with %d errors and/or %d warnings\n",nberr,nbwarn);
       fprintf(ficlog,"End of Imach with %d errors and/or warnings %d\n",nberr,nbwarn);
     }else{
       printf("End of Imach\n");
       fprintf(ficlog,"End of Imach\n");
     }
     printf("See log file on %s\n",filelog);
     /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
     (void) gettimeofday(&end_time,&tzp);
     tm = *localtime(&end_time.tv_sec);
     tmg = *gmtime(&end_time.tv_sec);
     strcpy(strtend,asctime(&tm));
     printf("Local time at start %s\nLocaltime at end   %s",strstart, strtend); 
     fprintf(ficlog,"Local time at start %s\nLocal time at end   %s\n",strstart, strtend); 
     printf("Total time used %s\n", asc_diff_time(end_time.tv_sec -start_time.tv_sec,tmpout));
   
     printf("Total time was %d Sec.\n", end_time.tv_sec -start_time.tv_sec);
     fprintf(ficlog,"Total time used %s\n", asc_diff_time(end_time.tv_sec -start_time.tv_sec,tmpout));
     fprintf(ficlog,"Total time was %d Sec.\n", end_time.tv_sec -start_time.tv_sec);
     /*  printf("Total time was %d uSec.\n", total_usecs);*/
   /*   if(fileappend(fichtm,optionfilehtm)){ */
     fprintf(fichtm,"<br>Local time at start %s<br>Local time at end   %s<br>",strstart, strtend);
     fclose(fichtm);
     fclose(fichtmcov);
     fclose(ficgp);
     fclose(ficlog);
     /*------ End -----------*/
   
     chdir(path);
     strcpy(plotcmd,"\"");
     strcat(plotcmd,pathimach);
     strcat(plotcmd,GNUPLOTPROGRAM);
     strcat(plotcmd,"\"");
     strcat(plotcmd," ");
     strcat(plotcmd,optionfilegnuplot);
     printf("Starting graphs with: %s",plotcmd);fflush(stdout);
     if((outcmd=system(plotcmd)) != 0){
       printf(" Problem with gnuplot\n");
     }
     printf(" Wait...");
     while (z[0] != 'q') {
       /* chdir(path); */
       printf("\nType e to edit output files, g to graph again and q for exiting: ");
       scanf("%s",z);
   /*     if (z[0] == 'c') system("./imach"); */
       if (z[0] == 'e') {
         printf("Starting browser with: %s",optionfilehtm);fflush(stdout);
         system(optionfilehtm);
       }
       else if (z[0] == 'g') system(plotcmd);
       else if (z[0] == 'q') exit(0);
     }
     end:
     while (z[0] != 'q') {
       printf("\nType  q for exiting: ");
       scanf("%s",z);
     }
   }
   
   
   

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changed lines
  Added in v.1.103


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