Diff for /imach/src/imach.c between versions 1.8 and 1.105

version 1.8, 2001/05/02 17:54:31 version 1.105, 2006/01/05 20:23:19
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 1.105  2006/01/05 20:23:19  lievre
   individuals from different ages are interviewed on their health status    *** empty log message ***
   or degree of  disability. At least a second wave of interviews  
   ("longitudinal") should  measure each new individual health status.    Revision 1.104  2005/09/30 16:11:43  lievre
   Health expectancies are computed from the transistions observed between    (Module): sump fixed, loop imx fixed, and simplifications.
   waves and are computed for each degree of severity of disability (number    (Module): If the status is missing at the last wave but we know
   of life states). More degrees you consider, more time is necessary to    that the person is alive, then we can code his/her status as -2
   reach the Maximum Likelihood of the parameters involved in the model.    (instead of missing=-1 in earlier versions) and his/her
   The simplest model is the multinomial logistic model where pij is    contributions to the likelihood is 1 - Prob of dying from last
   the probabibility to be observed in state j at the second wave conditional    health status (= 1-p13= p11+p12 in the easiest case of somebody in
   to be observed in state i at the first wave. Therefore the model is:    the healthy state at last known wave). Version is 0.98
   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 1.103  2005/09/30 15:54:49  lievre
   age", you should modify the program where the markup    (Module): sump fixed, loop imx fixed, and simplifications.
     *Covariates have to be included here again* invites you to do it.  
   More covariates you add, less is the speed of the convergence.    Revision 1.102  2004/09/15 17:31:30  brouard
     Add the possibility to read data file including tab characters.
   The advantage that this computer programme claims, comes from that if the  
   delay between waves is not identical for each individual, or if some    Revision 1.101  2004/09/15 10:38:38  brouard
   individual missed an interview, the information is not rounded or lost, but    Fix on curr_time
   taken into account using an interpolation or extrapolation.  
   hPijx is the probability to be    Revision 1.100  2004/07/12 18:29:06  brouard
   observed in state i at age x+h conditional to the observed state i at age    Add version for Mac OS X. Just define UNIX in Makefile
   x. The delay 'h' can be split into an exact number (nh*stepm) of  
   unobserved intermediate  states. This elementary transition (by month or    Revision 1.99  2004/06/05 08:57:40  brouard
   quarter trimester, semester or year) is model as a multinomial logistic.    *** empty log message ***
   The hPx matrix is simply the matrix product of nh*stepm elementary matrices  
   and the contribution of each individual to the likelihood is simply hPijx.    Revision 1.98  2004/05/16 15:05:56  brouard
     New version 0.97 . First attempt to estimate force of mortality
   Also this programme outputs the covariance matrix of the parameters but also    directly from the data i.e. without the need of knowing the health
   of the life expectancies. It also computes the prevalence limits.    state at each age, but using a Gompertz model: log u =a + b*age .
      This is the basic analysis of mortality and should be done before any
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).    other analysis, in order to test if the mortality estimated from the
            Institut national d'études démographiques, Paris.    cross-longitudinal survey is different from the mortality estimated
   This software have been partly granted by Euro-REVES, a concerted action    from other sources like vital statistic data.
   from the European Union.  
   It is copyrighted identically to a GNU software product, ie programme and    The same imach parameter file can be used but the option for mle should be -3.
   software can be distributed freely for non commercial use. Latest version  
   can be accessed at http://euroreves.ined.fr/imach .    Agnès, who wrote this part of the code, tried to keep most of the
   **********************************************************************/    former routines in order to include the new code within the former code.
    
 #include <math.h>    The output is very simple: only an estimate of the intercept and of
 #include <stdio.h>    the slope with 95% confident intervals.
 #include <stdlib.h>  
 #include <unistd.h>    Current limitations:
     A) Even if you enter covariates, i.e. with the
 #define MAXLINE 256    model= V1+V2 equation for example, the programm does only estimate a unique global model without covariates.
 #define FILENAMELENGTH 80    B) There is no computation of Life Expectancy nor Life Table.
 /*#define DEBUG*/  
 #define windows    Revision 1.97  2004/02/20 13:25:42  lievre
 #define GLOCK_ERROR_NOPATH              -1      /* empty path */    Version 0.96d. Population forecasting command line is (temporarily)
 #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */    suppressed.
   
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */    Revision 1.96  2003/07/15 15:38:55  brouard
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */    * imach.c (Repository): Errors in subdirf, 2, 3 while printing tmpout is
     rewritten within the same printf. Workaround: many printfs.
 #define NINTERVMAX 8  
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */    Revision 1.95  2003/07/08 07:54:34  brouard
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */    * imach.c (Repository):
 #define NCOVMAX 8 /* Maximum number of covariates */    (Repository): Using imachwizard code to output a more meaningful covariance
 #define MAXN 20000    matrix (cov(a12,c31) instead of numbers.
 #define YEARM 12. /* Number of months per year */  
 #define AGESUP 130    Revision 1.94  2003/06/27 13:00:02  brouard
 #define AGEBASE 40    Just cleaning
   
     Revision 1.93  2003/06/25 16:33:55  brouard
 int nvar;    (Module): On windows (cygwin) function asctime_r doesn't
 int cptcovn, cptcovage=0, cptcoveff=0,cptcov;    exist so I changed back to asctime which exists.
 int npar=NPARMAX;    (Module): Version 0.96b
 int nlstate=2; /* Number of live states */  
 int ndeath=1; /* Number of dead states */    Revision 1.92  2003/06/25 16:30:45  brouard
 int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */    (Module): On windows (cygwin) function asctime_r doesn't
     exist so I changed back to asctime which exists.
 int *wav; /* Number of waves for this individuual 0 is possible */  
 int maxwav; /* Maxim number of waves */    Revision 1.91  2003/06/25 15:30:29  brouard
 int jmin, jmax; /* min, max spacing between 2 waves */    * imach.c (Repository): Duplicated warning errors corrected.
 int mle, weightopt;    (Repository): Elapsed time after each iteration is now output. It
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */    helps to forecast when convergence will be reached. Elapsed time
 int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */    is stamped in powell.  We created a new html file for the graphs
 double jmean; /* Mean space between 2 waves */    concerning matrix of covariance. It has extension -cov.htm.
 double **oldm, **newm, **savm; /* Working pointers to matrices */  
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */    Revision 1.90  2003/06/24 12:34:15  brouard
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest;    (Module): Some bugs corrected for windows. Also, when
 FILE *ficgp, *fichtm;    mle=-1 a template is output in file "or"mypar.txt with the design
 FILE *ficreseij;    of the covariance matrix to be input.
   char filerese[FILENAMELENGTH];  
  FILE  *ficresvij;    Revision 1.89  2003/06/24 12:30:52  brouard
   char fileresv[FILENAMELENGTH];    (Module): Some bugs corrected for windows. Also, when
  FILE  *ficresvpl;    mle=-1 a template is output in file "or"mypar.txt with the design
   char fileresvpl[FILENAMELENGTH];    of the covariance matrix to be input.
   
 #define NR_END 1    Revision 1.88  2003/06/23 17:54:56  brouard
 #define FREE_ARG char*    * 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.
 #define FTOL 1.0e-10  
     Revision 1.87  2003/06/18 12:26:01  brouard
 #define NRANSI    Version 0.96
 #define ITMAX 200  
     Revision 1.86  2003/06/17 20:04:08  brouard
 #define TOL 2.0e-4    (Module): Change position of html and gnuplot routines and added
     routine fileappend.
 #define CGOLD 0.3819660  
 #define ZEPS 1.0e-10    Revision 1.85  2003/06/17 13:12:43  brouard
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);    * imach.c (Repository): Check when date of death was earlier that
     current date of interview. It may happen when the death was just
 #define GOLD 1.618034    prior to the death. In this case, dh was negative and likelihood
 #define GLIMIT 100.0    was wrong (infinity). We still send an "Error" but patch by
 #define TINY 1.0e-20    assuming that the date of death was just one stepm after the
     interview.
 static double maxarg1,maxarg2;    (Repository): Because some people have very long ID (first column)
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))    we changed int to long in num[] and we added a new lvector for
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))    memory allocation. But we also truncated to 8 characters (left
      truncation)
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))    (Repository): No more line truncation errors.
 #define rint(a) floor(a+0.5)  
     Revision 1.84  2003/06/13 21:44:43  brouard
 static double sqrarg;    * imach.c (Repository): Replace "freqsummary" at a correct
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)    place. It differs from routine "prevalence" which may be called
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}    many times. Probs is memory consuming and must be used with
     parcimony.
 int imx;    Version 0.95a3 (should output exactly the same maximization than 0.8a2)
 int stepm;  
 /* Stepm, step in month: minimum step interpolation*/    Revision 1.83  2003/06/10 13:39:11  lievre
     *** empty log message ***
 int m,nb;  
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;    Revision 1.82  2003/06/05 15:57:20  brouard
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;    Add log in  imach.c and  fullversion number is now printed.
 double **pmmij;  
   */
 double *weight;  /*
 int **s; /* Status */     Interpolated Markov Chain
 double *agedc, **covar, idx;  
 int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;    Short summary of the programme:
     
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */    This program computes Healthy Life Expectancies from
 double ftolhess; /* Tolerance for computing hessian */    cross-longitudinal data. Cross-longitudinal data consist in: -1- a
     first survey ("cross") where individuals from different ages are
 /**************** split *************************/    interviewed on their health status or degree of disability (in the
 static  int split( char *path, char *dirc, char *name )    case of a health survey which is our main interest) -2- at least a
 {    second wave of interviews ("longitudinal") which measure each change
    char *s;                             /* pointer */    (if any) in individual health status.  Health expectancies are
    int  l1, l2;                         /* length counters */    computed from the time spent in each health state according to a
     model. More health states you consider, more time is necessary to reach the
    l1 = strlen( path );                 /* length of path */    Maximum Likelihood of the parameters involved in the model.  The
    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );    simplest model is the multinomial logistic model where pij is the
    s = strrchr( path, '\\' );           /* find last / */    probability to be observed in state j at the second wave
    if ( s == NULL ) {                   /* no directory, so use current */    conditional to be observed in state i at the first wave. Therefore
 #if     defined(__bsd__)                /* get current working directory */    the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
       extern char       *getwd( );    'age' is age and 'sex' is a covariate. If you want to have a more
     complex model than "constant and age", you should modify the program
       if ( getwd( dirc ) == NULL ) {    where the markup *Covariates have to be included here again* invites
 #else    you to do it.  More covariates you add, slower the
       extern char       *getcwd( );    convergence.
   
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {    The advantage of this computer programme, compared to a simple
 #endif    multinomial logistic model, is clear when the delay between waves is not
          return( GLOCK_ERROR_GETCWD );    identical for each individual. Also, if a individual missed an
       }    intermediate interview, the information is lost, but taken into
       strcpy( name, path );             /* we've got it */    account using an interpolation or extrapolation.  
    } else {                             /* strip direcotry from path */  
       s++;                              /* after this, the filename */    hPijx is the probability to be observed in state i at age x+h
       l2 = strlen( s );                 /* length of filename */    conditional to the observed state i at age x. The delay 'h' can be
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );    split into an exact number (nh*stepm) of unobserved intermediate
       strcpy( name, s );                /* save file name */    states. This elementary transition (by month, quarter,
       strncpy( dirc, path, l1 - l2 );   /* now the directory */    semester or year) is modelled as a multinomial logistic.  The hPx
       dirc[l1-l2] = 0;                  /* add zero */    matrix is simply the matrix product of nh*stepm elementary matrices
    }    and the contribution of each individual to the likelihood is simply
    l1 = strlen( dirc );                 /* length of directory */    hPijx.
    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }  
    return( 0 );                         /* we're done */    Also this programme outputs the covariance matrix of the parameters but also
 }    of the life expectancies. It also computes the stable prevalence. 
     
     Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
 /******************************************/             Institut national d'études démographiques, Paris.
     This software have been partly granted by Euro-REVES, a concerted action
 void replace(char *s, char*t)    from the European Union.
 {    It is copyrighted identically to a GNU software product, ie programme and
   int i;    software can be distributed freely for non commercial use. Latest version
   int lg=20;    can be accessed at http://euroreves.ined.fr/imach .
   i=0;  
   lg=strlen(t);    Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
   for(i=0; i<= lg; i++) {    or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
     (s[i] = t[i]);    
     if (t[i]== '\\') s[i]='/';    **********************************************************************/
   }  /*
 }    main
     read parameterfile
 int nbocc(char *s, char occ)    read datafile
 {    concatwav
   int i,j=0;    freqsummary
   int lg=20;    if (mle >= 1)
   i=0;      mlikeli
   lg=strlen(s);    print results files
   for(i=0; i<= lg; i++) {    if mle==1 
   if  (s[i] == occ ) j++;       computes hessian
   }    read end of parameter file: agemin, agemax, bage, fage, estepm
   return j;        begin-prev-date,...
 }    open gnuplot file
     open html file
 void cutv(char *u,char *v, char*t, char occ)    stable prevalence
 {     for age prevalim()
   int i,lg,j,p=0;    h Pij x
   i=0;    variance of p varprob
   for(j=0; j<=strlen(t)-1; j++) {    forecasting if prevfcast==1 prevforecast call prevalence()
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;    health expectancies
   }    Variance-covariance of DFLE
     prevalence()
   lg=strlen(t);     movingaverage()
   for(j=0; j<p; j++) {    varevsij() 
     (u[j] = t[j]);    if popbased==1 varevsij(,popbased)
   }    total life expectancies
      u[p]='\0';    Variance of stable prevalence
    end
    for(j=0; j<= lg; j++) {  */
     if (j>=(p+1))(v[j-p-1] = t[j]);  
   }  
 }  
    
 /********************** nrerror ********************/  #include <math.h>
   #include <stdio.h>
 void nrerror(char error_text[])  #include <stdlib.h>
 {  #include <unistd.h>
   fprintf(stderr,"ERREUR ...\n");  
   fprintf(stderr,"%s\n",error_text);  /* #include <sys/time.h> */
   exit(1);  #include <time.h>
 }  #include "timeval.h"
 /*********************** vector *******************/  
 double *vector(int nl, int nh)  /* #include <libintl.h> */
 {  /* #define _(String) gettext (String) */
   double *v;  
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));  #define MAXLINE 256
   if (!v) nrerror("allocation failure in vector");  #define GNUPLOTPROGRAM "gnuplot"
   return v-nl+NR_END;  /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
 }  #define FILENAMELENGTH 132
   /*#define DEBUG*/
 /************************ free vector ******************/  /*#define windows*/
 void free_vector(double*v, int nl, int nh)  #define GLOCK_ERROR_NOPATH              -1      /* empty path */
 {  #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
   free((FREE_ARG)(v+nl-NR_END));  
 }  #define MAXPARM 30 /* Maximum number of parameters for the optimization */
   #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
 /************************ivector *******************************/  
 int *ivector(long nl,long nh)  #define NINTERVMAX 8
 {  #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
   int *v;  #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));  #define NCOVMAX 8 /* Maximum number of covariates */
   if (!v) nrerror("allocation failure in ivector");  #define MAXN 20000
   return v-nl+NR_END;  #define YEARM 12. /* Number of months per year */
 }  #define AGESUP 130
   #define AGEBASE 40
 /******************free ivector **************************/  #define AGEGOMP 10. /* Minimal age for Gompertz adjustment */
 void free_ivector(int *v, long nl, long nh)  #ifdef UNIX
 {  #define DIRSEPARATOR '/'
   free((FREE_ARG)(v+nl-NR_END));  #define ODIRSEPARATOR '\\'
 }  #else
   #define DIRSEPARATOR '\\'
 /******************* imatrix *******************************/  #define ODIRSEPARATOR '/'
 int **imatrix(long nrl, long nrh, long ncl, long nch)  #endif
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */  
 {  /* $Id$ */
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;  /* $State$ */
   int **m;  
    char version[]="Imach version 0.98, September 2005, INED-EUROREVES ";
   /* allocate pointers to rows */  char fullversion[]="$Revision$ $Date$"; 
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));  int erreur, nberr=0, nbwarn=0; /* Error number, number of errors number of warnings  */
   if (!m) nrerror("allocation failure 1 in matrix()");  int nvar;
   m += NR_END;  int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
   m -= nrl;  int npar=NPARMAX;
    int nlstate=2; /* Number of live states */
    int ndeath=1; /* Number of dead states */
   /* allocate rows and set pointers to them */  int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));  int popbased=0;
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  
   m[nrl] += NR_END;  int *wav; /* Number of waves for this individuual 0 is possible */
   m[nrl] -= ncl;  int maxwav; /* Maxim number of waves */
    int jmin, jmax; /* min, max spacing between 2 waves */
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;  int gipmx, gsw; /* Global variables on the number of contributions 
                       to the likelihood and the sum of weights (done by funcone)*/
   /* return pointer to array of pointers to rows */  int mle, weightopt;
   return m;  int **mw; /* mw[mi][i] is number of the mi wave for this individual */
 }  int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
   int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
 /****************** free_imatrix *************************/             * wave mi and wave mi+1 is not an exact multiple of stepm. */
 void free_imatrix(m,nrl,nrh,ncl,nch)  double jmean; /* Mean space between 2 waves */
       int **m;  double **oldm, **newm, **savm; /* Working pointers to matrices */
       long nch,ncl,nrh,nrl;  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
      /* free an int matrix allocated by imatrix() */  FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
 {  FILE *ficlog, *ficrespow;
   free((FREE_ARG) (m[nrl]+ncl-NR_END));  int globpr; /* Global variable for printing or not */
   free((FREE_ARG) (m+nrl-NR_END));  double fretone; /* Only one call to likelihood */
 }  long ipmx; /* Number of contributions */
   double sw; /* Sum of weights */
 /******************* matrix *******************************/  char filerespow[FILENAMELENGTH];
 double **matrix(long nrl, long nrh, long ncl, long nch)  char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */
 {  FILE *ficresilk;
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;  FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
   double **m;  FILE *ficresprobmorprev;
   FILE *fichtm, *fichtmcov; /* Html File */
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  FILE *ficreseij;
   if (!m) nrerror("allocation failure 1 in matrix()");  char filerese[FILENAMELENGTH];
   m += NR_END;  FILE  *ficresvij;
   m -= nrl;  char fileresv[FILENAMELENGTH];
   FILE  *ficresvpl;
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  char fileresvpl[FILENAMELENGTH];
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  char title[MAXLINE];
   m[nrl] += NR_END;  char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
   m[nrl] -= ncl;  char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
   char tmpout[FILENAMELENGTH],  tmpout2[FILENAMELENGTH]; 
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  char command[FILENAMELENGTH];
   return m;  int  outcmd=0;
 }  
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
 /*************************free matrix ************************/  
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)  char filelog[FILENAMELENGTH]; /* Log file */
 {  char filerest[FILENAMELENGTH];
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  char fileregp[FILENAMELENGTH];
   free((FREE_ARG)(m+nrl-NR_END));  char popfile[FILENAMELENGTH];
 }  
   char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH], optionfilehtmcov[FILENAMELENGTH] ;
 /******************* ma3x *******************************/  
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)  struct timeval start_time, end_time, curr_time, last_time, forecast_time;
 {  struct timezone tzp;
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;  extern int gettimeofday();
   double ***m;  struct tm tmg, tm, tmf, *gmtime(), *localtime();
   long time_value;
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  extern long time();
   if (!m) nrerror("allocation failure 1 in matrix()");  char strcurr[80], strfor[80];
   m += NR_END;  
   m -= nrl;  #define NR_END 1
   #define FREE_ARG char*
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  #define FTOL 1.0e-10
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  
   m[nrl] += NR_END;  #define NRANSI 
   m[nrl] -= ncl;  #define ITMAX 200 
   
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  #define TOL 2.0e-4 
   
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));  #define CGOLD 0.3819660 
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");  #define ZEPS 1.0e-10 
   m[nrl][ncl] += NR_END;  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
   m[nrl][ncl] -= nll;  
   for (j=ncl+1; j<=nch; j++)  #define GOLD 1.618034 
     m[nrl][j]=m[nrl][j-1]+nlay;  #define GLIMIT 100.0 
    #define TINY 1.0e-20 
   for (i=nrl+1; i<=nrh; i++) {  
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;  static double maxarg1,maxarg2;
     for (j=ncl+1; j<=nch; j++)  #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
       m[i][j]=m[i][j-1]+nlay;  #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
   }    
   return m;  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
 }  #define rint(a) floor(a+0.5)
   
 /*************************free ma3x ************************/  static double sqrarg;
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)  #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
 {  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));  int agegomp= AGEGOMP;
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  
   free((FREE_ARG)(m+nrl-NR_END));  int imx; 
 }  int stepm=1;
   /* Stepm, step in month: minimum step interpolation*/
 /***************** f1dim *************************/  
 extern int ncom;  int estepm;
 extern double *pcom,*xicom;  /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
 extern double (*nrfunc)(double []);  
    int m,nb;
 double f1dim(double x)  long *num;
 {  int firstpass=0, lastpass=4,*cod, *ncodemax, *Tage,*cens;
   int j;  double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
   double f;  double **pmmij, ***probs;
   double *xt;  double *ageexmed,*agecens;
    double dateintmean=0;
   xt=vector(1,ncom);  
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];  double *weight;
   f=(*nrfunc)(xt);  int **s; /* Status */
   free_vector(xt,1,ncom);  double *agedc, **covar, idx;
   return f;  int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
 }  double *lsurv, *lpop, *tpop;
   
 /*****************brent *************************/  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)  double ftolhess; /* Tolerance for computing hessian */
 {  
   int iter;  /**************** split *************************/
   double a,b,d,etemp;  static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
   double fu,fv,fw,fx;  {
   double ftemp;    /* From a file name with full path (either Unix or Windows) we extract the directory (dirc)
   double p,q,r,tol1,tol2,u,v,w,x,xm;       the name of the file (name), its extension only (ext) and its first part of the name (finame)
   double e=0.0;    */ 
      char  *ss;                            /* pointer */
   a=(ax < cx ? ax : cx);    int   l1, l2;                         /* length counters */
   b=(ax > cx ? ax : cx);  
   x=w=v=bx;    l1 = strlen(path );                   /* length of path */
   fw=fv=fx=(*f)(x);    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
   for (iter=1;iter<=ITMAX;iter++) {    ss= strrchr( path, DIRSEPARATOR );            /* find last / */
     xm=0.5*(a+b);    if ( ss == NULL ) {                   /* no directory, so use current */
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);      /*if(strrchr(path, ODIRSEPARATOR )==NULL)
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/        printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
     printf(".");fflush(stdout);      /* get current working directory */
 #ifdef DEBUG      /*    extern  char* getcwd ( char *buf , int len);*/
     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);      if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */        return( GLOCK_ERROR_GETCWD );
 #endif      }
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){      strcpy( name, path );               /* we've got it */
       *xmin=x;    } else {                              /* strip direcotry from path */
       return fx;      ss++;                               /* after this, the filename */
     }      l2 = strlen( ss );                  /* length of filename */
     ftemp=fu;      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
     if (fabs(e) > tol1) {      strcpy( name, ss );         /* save file name */
       r=(x-w)*(fx-fv);      strncpy( dirc, path, l1 - l2 );     /* now the directory */
       q=(x-v)*(fx-fw);      dirc[l1-l2] = 0;                    /* add zero */
       p=(x-v)*q-(x-w)*r;    }
       q=2.0*(q-r);    l1 = strlen( dirc );                  /* length of directory */
       if (q > 0.0) p = -p;    /*#ifdef windows
       q=fabs(q);    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
       etemp=e;  #else
       e=d;    if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))  #endif
         d=CGOLD*(e=(x >= xm ? a-x : b-x));    */
       else {    ss = strrchr( name, '.' );            /* find last / */
         d=p/q;    if (ss >0){
         u=x+d;      ss++;
         if (u-a < tol2 || b-u < tol2)      strcpy(ext,ss);                     /* save extension */
           d=SIGN(tol1,xm-x);      l1= strlen( name);
       }      l2= strlen(ss)+1;
     } else {      strncpy( finame, name, l1-l2);
       d=CGOLD*(e=(x >= xm ? a-x : b-x));      finame[l1-l2]= 0;
     }    }
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));    return( 0 );                          /* we're done */
     fu=(*f)(u);  }
     if (fu <= fx) {  
       if (u >= x) a=x; else b=x;  
       SHFT(v,w,x,u)  /******************************************/
         SHFT(fv,fw,fx,fu)  
         } else {  void replace_back_to_slash(char *s, char*t)
           if (u < x) a=u; else b=u;  {
           if (fu <= fw || w == x) {    int i;
             v=w;    int lg=0;
             w=u;    i=0;
             fv=fw;    lg=strlen(t);
             fw=fu;    for(i=0; i<= lg; i++) {
           } else if (fu <= fv || v == x || v == w) {      (s[i] = t[i]);
             v=u;      if (t[i]== '\\') s[i]='/';
             fv=fu;    }
           }  }
         }  
   }  int nbocc(char *s, char occ)
   nrerror("Too many iterations in brent");  {
   *xmin=x;    int i,j=0;
   return fx;    int lg=20;
 }    i=0;
     lg=strlen(s);
 /****************** mnbrak ***********************/    for(i=0; i<= lg; i++) {
     if  (s[i] == occ ) j++;
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,    }
             double (*func)(double))    return j;
 {  }
   double ulim,u,r,q, dum;  
   double fu;  void cutv(char *u,char *v, char*t, char occ)
    {
   *fa=(*func)(*ax);    /* cuts string t into u and v where u ends before first occurence of char 'occ' 
   *fb=(*func)(*bx);       and v starts after first occurence of char 'occ' : ex cutv(u,v,"abcdef2ghi2j",'2')
   if (*fb > *fa) {       gives u="abcedf" and v="ghi2j" */
     SHFT(dum,*ax,*bx,dum)    int i,lg,j,p=0;
       SHFT(dum,*fb,*fa,dum)    i=0;
       }    for(j=0; j<=strlen(t)-1; j++) {
   *cx=(*bx)+GOLD*(*bx-*ax);      if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
   *fc=(*func)(*cx);    }
   while (*fb > *fc) {  
     r=(*bx-*ax)*(*fb-*fc);    lg=strlen(t);
     q=(*bx-*cx)*(*fb-*fa);    for(j=0; j<p; j++) {
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/      (u[j] = t[j]);
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));    }
     ulim=(*bx)+GLIMIT*(*cx-*bx);       u[p]='\0';
     if ((*bx-u)*(u-*cx) > 0.0) {  
       fu=(*func)(u);     for(j=0; j<= lg; j++) {
     } else if ((*cx-u)*(u-ulim) > 0.0) {      if (j>=(p+1))(v[j-p-1] = t[j]);
       fu=(*func)(u);    }
       if (fu < *fc) {  }
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))  
           SHFT(*fb,*fc,fu,(*func)(u))  /********************** nrerror ********************/
           }  
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {  void nrerror(char error_text[])
       u=ulim;  {
       fu=(*func)(u);    fprintf(stderr,"ERREUR ...\n");
     } else {    fprintf(stderr,"%s\n",error_text);
       u=(*cx)+GOLD*(*cx-*bx);    exit(EXIT_FAILURE);
       fu=(*func)(u);  }
     }  /*********************** vector *******************/
     SHFT(*ax,*bx,*cx,u)  double *vector(int nl, int nh)
       SHFT(*fa,*fb,*fc,fu)  {
       }    double *v;
 }    v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
     if (!v) nrerror("allocation failure in vector");
 /*************** linmin ************************/    return v-nl+NR_END;
   }
 int ncom;  
 double *pcom,*xicom;  /************************ free vector ******************/
 double (*nrfunc)(double []);  void free_vector(double*v, int nl, int nh)
    {
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))    free((FREE_ARG)(v+nl-NR_END));
 {  }
   double brent(double ax, double bx, double cx,  
                double (*f)(double), double tol, double *xmin);  /************************ivector *******************************/
   double f1dim(double x);  int *ivector(long nl,long nh)
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,  {
               double *fc, double (*func)(double));    int *v;
   int j;    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
   double xx,xmin,bx,ax;    if (!v) nrerror("allocation failure in ivector");
   double fx,fb,fa;    return v-nl+NR_END;
    }
   ncom=n;  
   pcom=vector(1,n);  /******************free ivector **************************/
   xicom=vector(1,n);  void free_ivector(int *v, long nl, long nh)
   nrfunc=func;  {
   for (j=1;j<=n;j++) {    free((FREE_ARG)(v+nl-NR_END));
     pcom[j]=p[j];  }
     xicom[j]=xi[j];  
   }  /************************lvector *******************************/
   ax=0.0;  long *lvector(long nl,long nh)
   xx=1.0;  {
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);    long *v;
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);    v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long)));
 #ifdef DEBUG    if (!v) nrerror("allocation failure in ivector");
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);    return v-nl+NR_END;
 #endif  }
   for (j=1;j<=n;j++) {  
     xi[j] *= xmin;  /******************free lvector **************************/
     p[j] += xi[j];  void free_lvector(long *v, long nl, long nh)
   }  {
   free_vector(xicom,1,n);    free((FREE_ARG)(v+nl-NR_END));
   free_vector(pcom,1,n);  }
 }  
   /******************* imatrix *******************************/
 /*************** powell ************************/  int **imatrix(long nrl, long nrh, long ncl, long nch) 
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
             double (*func)(double []))  { 
 {    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
   void linmin(double p[], double xi[], int n, double *fret,    int **m; 
               double (*func)(double []));    
   int i,ibig,j;    /* allocate pointers to rows */ 
   double del,t,*pt,*ptt,*xit;    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
   double fp,fptt;    if (!m) nrerror("allocation failure 1 in matrix()"); 
   double *xits;    m += NR_END; 
   pt=vector(1,n);    m -= nrl; 
   ptt=vector(1,n);    
   xit=vector(1,n);    
   xits=vector(1,n);    /* allocate rows and set pointers to them */ 
   *fret=(*func)(p);    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
   for (j=1;j<=n;j++) pt[j]=p[j];    if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
   for (*iter=1;;++(*iter)) {    m[nrl] += NR_END; 
     fp=(*fret);    m[nrl] -= ncl; 
     ibig=0;    
     del=0.0;    for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);    
     for (i=1;i<=n;i++)    /* return pointer to array of pointers to rows */ 
       printf(" %d %.12f",i, p[i]);    return m; 
     printf("\n");  } 
     for (i=1;i<=n;i++) {  
       for (j=1;j<=n;j++) xit[j]=xi[j][i];  /****************** free_imatrix *************************/
       fptt=(*fret);  void free_imatrix(m,nrl,nrh,ncl,nch)
 #ifdef DEBUG        int **m;
       printf("fret=%lf \n",*fret);        long nch,ncl,nrh,nrl; 
 #endif       /* free an int matrix allocated by imatrix() */ 
       printf("%d",i);fflush(stdout);  { 
       linmin(p,xit,n,fret,func);    free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
       if (fabs(fptt-(*fret)) > del) {    free((FREE_ARG) (m+nrl-NR_END)); 
         del=fabs(fptt-(*fret));  } 
         ibig=i;  
       }  /******************* matrix *******************************/
 #ifdef DEBUG  double **matrix(long nrl, long nrh, long ncl, long nch)
       printf("%d %.12e",i,(*fret));  {
       for (j=1;j<=n;j++) {    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);    double **m;
         printf(" x(%d)=%.12e",j,xit[j]);  
       }    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
       for(j=1;j<=n;j++)    if (!m) nrerror("allocation failure 1 in matrix()");
         printf(" p=%.12e",p[j]);    m += NR_END;
       printf("\n");    m -= nrl;
 #endif  
     }    m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
 #ifdef DEBUG    m[nrl] += NR_END;
       int k[2],l;    m[nrl] -= ncl;
       k[0]=1;  
       k[1]=-1;    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
       printf("Max: %.12e",(*func)(p));    return m;
       for (j=1;j<=n;j++)    /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) 
         printf(" %.12e",p[j]);     */
       printf("\n");  }
       for(l=0;l<=1;l++) {  
         for (j=1;j<=n;j++) {  /*************************free matrix ************************/
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];  void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);  {
         }    free((FREE_ARG)(m[nrl]+ncl-NR_END));
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));    free((FREE_ARG)(m+nrl-NR_END));
       }  }
 #endif  
   /******************* ma3x *******************************/
   double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
       free_vector(xit,1,n);  {
       free_vector(xits,1,n);    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
       free_vector(ptt,1,n);    double ***m;
       free_vector(pt,1,n);  
       return;    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
     }    if (!m) nrerror("allocation failure 1 in matrix()");
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");    m += NR_END;
     for (j=1;j<=n;j++) {    m -= nrl;
       ptt[j]=2.0*p[j]-pt[j];  
       xit[j]=p[j]-pt[j];    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
       pt[j]=p[j];    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
     }    m[nrl] += NR_END;
     fptt=(*func)(ptt);    m[nrl] -= ncl;
     if (fptt < fp) {  
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
       if (t < 0.0) {  
         linmin(p,xit,n,fret,func);    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
         for (j=1;j<=n;j++) {    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
           xi[j][ibig]=xi[j][n];    m[nrl][ncl] += NR_END;
           xi[j][n]=xit[j];    m[nrl][ncl] -= nll;
         }    for (j=ncl+1; j<=nch; j++) 
 #ifdef DEBUG      m[nrl][j]=m[nrl][j-1]+nlay;
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);    
         for(j=1;j<=n;j++)    for (i=nrl+1; i<=nrh; i++) {
           printf(" %.12e",xit[j]);      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
         printf("\n");      for (j=ncl+1; j<=nch; j++) 
 #endif        m[i][j]=m[i][j-1]+nlay;
       }    }
     }    return m; 
   }    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
 }             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
     */
 /**** Prevalence limit ****************/  }
   
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)  /*************************free ma3x ************************/
 {  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit  {
      matrix by transitions matrix until convergence is reached */    free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
     free((FREE_ARG)(m[nrl]+ncl-NR_END));
   int i, ii,j,k;    free((FREE_ARG)(m+nrl-NR_END));
   double min, max, maxmin, maxmax,sumnew=0.;  }
   double **matprod2();  
   double **out, cov[NCOVMAX], **pmij();  /*************** function subdirf ***********/
   double **newm;  char *subdirf(char fileres[])
   double agefin, delaymax=50 ; /* Max number of years to converge */  {
     /* Caution optionfilefiname is hidden */
   for (ii=1;ii<=nlstate+ndeath;ii++)    strcpy(tmpout,optionfilefiname);
     for (j=1;j<=nlstate+ndeath;j++){    strcat(tmpout,"/"); /* Add to the right */
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);    strcat(tmpout,fileres);
     }    return tmpout;
   }
    cov[1]=1.;  
    /*************** function subdirf2 ***********/
  /* Even if hstepm = 1, at least one multiplication by the unit matrix */  char *subdirf2(char fileres[], char *preop)
   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,fileres);
         /*printf("ij=%d Tvar[k]=%d nbcode=%d cov=%lf\n",ij, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k]);*/    return tmpout;
       }  }
       for (k=1; k<=cptcovage;k++)  
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];  /*************** function subdirf3 ***********/
       for (k=1; k<=cptcovprod;k++)  char *subdirf3(char fileres[], char *preop, char *preop2)
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];  {
     
       /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/    /* Caution optionfilefiname is hidden */
       /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/    strcpy(tmpout,optionfilefiname);
     strcat(tmpout,"/");
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);    strcat(tmpout,preop);
     strcat(tmpout,preop2);
     savm=oldm;    strcat(tmpout,fileres);
     oldm=newm;    return tmpout;
     maxmax=0.;  }
     for(j=1;j<=nlstate;j++){  
       min=1.;  /***************** f1dim *************************/
       max=0.;  extern int ncom; 
       for(i=1; i<=nlstate; i++) {  extern double *pcom,*xicom;
         sumnew=0;  extern double (*nrfunc)(double []); 
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];   
         prlim[i][j]= newm[i][j]/(1-sumnew);  double f1dim(double x) 
         max=FMAX(max,prlim[i][j]);  { 
         min=FMIN(min,prlim[i][j]);    int j; 
       }    double f;
       maxmin=max-min;    double *xt; 
       maxmax=FMAX(maxmax,maxmin);   
     }    xt=vector(1,ncom); 
     if(maxmax < ftolpl){    for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
       return prlim;    f=(*nrfunc)(xt); 
     }    free_vector(xt,1,ncom); 
   }    return f; 
 }  } 
   
 /*************** transition probabilities **********/  /*****************brent *************************/
   double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )  { 
 {    int iter; 
   double s1, s2;    double a,b,d,etemp;
   /*double t34;*/    double fu,fv,fw,fx;
   int i,j,j1, nc, ii, jj;    double ftemp;
     double p,q,r,tol1,tol2,u,v,w,x,xm; 
     for(i=1; i<= nlstate; i++){    double e=0.0; 
     for(j=1; j<i;j++){   
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){    a=(ax < cx ? ax : cx); 
         /*s2 += param[i][j][nc]*cov[nc];*/    b=(ax > cx ? ax : cx); 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];    x=w=v=bx; 
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/    fw=fv=fx=(*f)(x); 
       }    for (iter=1;iter<=ITMAX;iter++) { 
       ps[i][j]=s2;      xm=0.5*(a+b); 
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/      tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
     }      /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
     for(j=i+1; j<=nlstate+ndeath;j++){      printf(".");fflush(stdout);
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){      fprintf(ficlog,".");fflush(ficlog);
         s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];  #ifdef DEBUG
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/      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);
       }      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);
       ps[i][j]=s2;      /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
     }  #endif
   }      if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
   for(i=1; i<= nlstate; i++){        *xmin=x; 
      s1=0;        return fx; 
     for(j=1; j<i; j++)      } 
       s1+=exp(ps[i][j]);      ftemp=fu;
     for(j=i+1; j<=nlstate+ndeath; j++)      if (fabs(e) > tol1) { 
       s1+=exp(ps[i][j]);        r=(x-w)*(fx-fv); 
     ps[i][i]=1./(s1+1.);        q=(x-v)*(fx-fw); 
     for(j=1; j<i; j++)        p=(x-v)*q-(x-w)*r; 
       ps[i][j]= exp(ps[i][j])*ps[i][i];        q=2.0*(q-r); 
     for(j=i+1; j<=nlstate+ndeath; j++)        if (q > 0.0) p = -p; 
       ps[i][j]= exp(ps[i][j])*ps[i][i];        q=fabs(q); 
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */        etemp=e; 
   } /* end i */        e=d; 
         if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){          d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
     for(jj=1; jj<= nlstate+ndeath; jj++){        else { 
       ps[ii][jj]=0;          d=p/q; 
       ps[ii][ii]=1;          u=x+d; 
     }          if (u-a < tol2 || b-u < tol2) 
   }            d=SIGN(tol1,xm-x); 
         } 
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){      } else { 
     for(jj=1; jj<= nlstate+ndeath; jj++){        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
      printf("%lf ",ps[ii][jj]);      } 
    }      u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
     printf("\n ");      fu=(*f)(u); 
     }      if (fu <= fx) { 
     printf("\n ");printf("%lf ",cov[2]);*/        if (u >= x) a=x; else b=x; 
 /*        SHFT(v,w,x,u) 
   for(i=1; i<= npar; i++) printf("%f ",x[i]);          SHFT(fv,fw,fx,fu) 
   goto end;*/          } else { 
     return ps;            if (u < x) a=u; else b=u; 
 }            if (fu <= fw || w == x) { 
               v=w; 
 /**************** Product of 2 matrices ******************/              w=u; 
               fv=fw; 
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)              fw=fu; 
 {            } else if (fu <= fv || v == x || v == w) { 
   /* Computes the matric product of in(1,nrh-nrl+1)(1,nch-ncl+1) times              v=u; 
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */              fv=fu; 
   /* in, b, out are matrice of pointers which should have been initialized            } 
      before: only the contents of out is modified. The function returns          } 
      a pointer to pointers identical to out */    } 
   long i, j, k;    nrerror("Too many iterations in brent"); 
   for(i=nrl; i<= nrh; i++)    *xmin=x; 
     for(k=ncolol; k<=ncoloh; k++)    return fx; 
       for(j=ncl,out[i][k]=0.; j<=nch; j++)  } 
         out[i][k] +=in[i][j]*b[j][k];  
   /****************** mnbrak ***********************/
   return out;  
 }  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
               double (*func)(double)) 
   { 
 /************* Higher Matrix Product ***************/    double ulim,u,r,q, dum;
     double fu; 
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )   
 {    *fa=(*func)(*ax); 
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month    *fb=(*func)(*bx); 
      duration (i.e. until    if (*fb > *fa) { 
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.      SHFT(dum,*ax,*bx,dum) 
      Output is stored in matrix po[i][j][h] for h every 'hstepm' step        SHFT(dum,*fb,*fa,dum) 
      (typically every 2 years instead of every month which is too big).        } 
      Model is determined by parameters x and covariates have to be    *cx=(*bx)+GOLD*(*bx-*ax); 
      included manually here.    *fc=(*func)(*cx); 
     while (*fb > *fc) { 
      */      r=(*bx-*ax)*(*fb-*fc); 
       q=(*bx-*cx)*(*fb-*fa); 
   int i, j, d, h, k;      u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
   double **out, cov[NCOVMAX];        (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
   double **newm;      ulim=(*bx)+GLIMIT*(*cx-*bx); 
       if ((*bx-u)*(u-*cx) > 0.0) { 
   /* Hstepm could be zero and should return the unit matrix */        fu=(*func)(u); 
   for (i=1;i<=nlstate+ndeath;i++)      } else if ((*cx-u)*(u-ulim) > 0.0) { 
     for (j=1;j<=nlstate+ndeath;j++){        fu=(*func)(u); 
       oldm[i][j]=(i==j ? 1.0 : 0.0);        if (fu < *fc) { 
       po[i][j][0]=(i==j ? 1.0 : 0.0);          SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
     }            SHFT(*fb,*fc,fu,(*func)(u)) 
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */            } 
   for(h=1; h <=nhstepm; h++){      } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
     for(d=1; d <=hstepm; d++){        u=ulim; 
       newm=savm;        fu=(*func)(u); 
       /* Covariates have to be included here again */      } else { 
       cov[1]=1.;        u=(*cx)+GOLD*(*cx-*bx); 
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;        fu=(*func)(u); 
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];      } 
 for (k=1; k<=cptcovage;k++)      SHFT(*ax,*bx,*cx,u) 
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];        SHFT(*fa,*fb,*fc,fu) 
    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]]];  } 
   
   /*************** linmin ************************/
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/  
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/  int ncom; 
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,  double *pcom,*xicom;
                    pmij(pmmij,cov,ncovmodel,x,nlstate));  double (*nrfunc)(double []); 
       savm=oldm;   
       oldm=newm;  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
     }  { 
     for(i=1; i<=nlstate+ndeath; i++)    double brent(double ax, double bx, double cx, 
       for(j=1;j<=nlstate+ndeath;j++) {                 double (*f)(double), double tol, double *xmin); 
         po[i][j][h]=newm[i][j];    double f1dim(double x); 
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
          */                double *fc, double (*func)(double)); 
       }    int j; 
   } /* end h */    double xx,xmin,bx,ax; 
   return po;    double fx,fb,fa;
 }   
     ncom=n; 
     pcom=vector(1,n); 
 /*************** log-likelihood *************/    xicom=vector(1,n); 
 double func( double *x)    nrfunc=func; 
 {    for (j=1;j<=n;j++) { 
   int i, ii, j, k, mi, d, kk;      pcom[j]=p[j]; 
   double l, ll[NLSTATEMAX], cov[NCOVMAX];      xicom[j]=xi[j]; 
   double **out;    } 
   double sw; /* Sum of weights */    ax=0.0; 
   double lli; /* Individual log likelihood */    xx=1.0; 
   long ipmx;    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
   /*extern weight */    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
   /* We are differentiating ll according to initial status */  #ifdef DEBUG
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/    printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
   /*for(i=1;i<imx;i++)    fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
     printf(" %d\n",s[4][i]);  #endif
   */    for (j=1;j<=n;j++) { 
   cov[1]=1.;      xi[j] *= xmin; 
       p[j] += xi[j]; 
   for(k=1; k<=nlstate; k++) ll[k]=0.;    } 
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){    free_vector(xicom,1,n); 
     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];    free_vector(pcom,1,n); 
     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);  char *asc_diff_time(long time_sec, char ascdiff[])
       for(d=0; d<dh[mi][i]; d++){  {
         newm=savm;    long sec_left, days, hours, minutes;
         cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;    days = (time_sec) / (60*60*24);
         for (kk=1; kk<=cptcovage;kk++) {    sec_left = (time_sec) % (60*60*24);
           cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];    hours = (sec_left) / (60*60) ;
         }    sec_left = (sec_left) %(60*60);
            minutes = (sec_left) /60;
         out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,    sec_left = (sec_left) % (60);
                      1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));    sprintf(ascdiff,"%d day(s) %d hour(s) %d minute(s) %d second(s)",days, hours, minutes, sec_left);  
         savm=oldm;    return ascdiff;
         oldm=newm;  }
          
          /*************** powell ************************/
       } /* end mult */  void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
                    double (*func)(double [])) 
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);  { 
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/    void linmin(double p[], double xi[], int n, double *fret, 
       ipmx +=1;                double (*func)(double [])); 
       sw += weight[i];    int i,ibig,j; 
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;    double del,t,*pt,*ptt,*xit;
     } /* end of wave */    double fp,fptt;
   } /* end of individual */    double *xits;
     int niterf, itmp;
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];  
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */    pt=vector(1,n); 
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */    ptt=vector(1,n); 
   return -l;    xit=vector(1,n); 
 }    xits=vector(1,n); 
     *fret=(*func)(p); 
     for (j=1;j<=n;j++) pt[j]=p[j]; 
 /*********** Maximum Likelihood Estimation ***************/    for (*iter=1;;++(*iter)) { 
       fp=(*fret); 
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))      ibig=0; 
 {      del=0.0; 
   int i,j, iter;      last_time=curr_time;
   double **xi,*delti;      (void) gettimeofday(&curr_time,&tzp);
   double fret;      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);
   xi=matrix(1,npar,1,npar);      /*    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);
   for (i=1;i<=npar;i++)      fprintf(ficrespow,"%d %.12f %ld",*iter,*fret,curr_time.tv_sec-start_time.tv_sec);
     for (j=1;j<=npar;j++)      */
       xi[i][j]=(i==j ? 1.0 : 0.0);     for (i=1;i<=n;i++) {
   printf("Powell\n");        printf(" %d %.12f",i, p[i]);
   powell(p,xi,npar,ftol,&iter,&fret,func);        fprintf(ficlog," %d %.12lf",i, p[i]);
         fprintf(ficrespow," %.12lf", p[i]);
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));      }
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));      printf("\n");
       fprintf(ficlog,"\n");
 }      fprintf(ficrespow,"\n");fflush(ficrespow);
       if(*iter <=3){
 /**** Computes Hessian and covariance matrix ***/        tm = *localtime(&curr_time.tv_sec);
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))        strcpy(strcurr,asctime(&tm));
 {  /*       asctime_r(&tm,strcurr); */
   double  **a,**y,*x,pd;        forecast_time=curr_time; 
   double **hess;        itmp = strlen(strcurr);
   int i, j,jk;        if(strcurr[itmp-1]=='\n')  /* Windows outputs with a new line */
   int *indx;          strcurr[itmp-1]='\0';
         printf("\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
   double hessii(double p[], double delta, int theta, double delti[]);        fprintf(ficlog,"\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
   double hessij(double p[], double delti[], int i, int j);        for(niterf=10;niterf<=30;niterf+=10){
   void lubksb(double **a, int npar, int *indx, double b[]) ;          forecast_time.tv_sec=curr_time.tv_sec+(niterf-*iter)*(curr_time.tv_sec-last_time.tv_sec);
   void ludcmp(double **a, int npar, int *indx, double *d) ;          tmf = *localtime(&forecast_time.tv_sec);
   /*      asctime_r(&tmf,strfor); */
           strcpy(strfor,asctime(&tmf));
   hess=matrix(1,npar,1,npar);          itmp = strlen(strfor);
           if(strfor[itmp-1]=='\n')
   printf("\nCalculation of the hessian matrix. Wait...\n");          strfor[itmp-1]='\0';
   for (i=1;i<=npar;i++){          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);
     printf("%d",i);fflush(stdout);          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);
     hess[i][i]=hessii(p,ftolhess,i,delti);        }
     /*printf(" %f ",p[i]);*/      }
   }      for (i=1;i<=n;i++) { 
         for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
   for (i=1;i<=npar;i++) {        fptt=(*fret); 
     for (j=1;j<=npar;j++)  {  #ifdef DEBUG
       if (j>i) {        printf("fret=%lf \n",*fret);
         printf(".%d%d",i,j);fflush(stdout);        fprintf(ficlog,"fret=%lf \n",*fret);
         hess[i][j]=hessij(p,delti,i,j);  #endif
         hess[j][i]=hess[i][j];        printf("%d",i);fflush(stdout);
       }        fprintf(ficlog,"%d",i);fflush(ficlog);
     }        linmin(p,xit,n,fret,func); 
   }        if (fabs(fptt-(*fret)) > del) { 
   printf("\n");          del=fabs(fptt-(*fret)); 
           ibig=i; 
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");        } 
    #ifdef DEBUG
   a=matrix(1,npar,1,npar);        printf("%d %.12e",i,(*fret));
   y=matrix(1,npar,1,npar);        fprintf(ficlog,"%d %.12e",i,(*fret));
   x=vector(1,npar);        for (j=1;j<=n;j++) {
   indx=ivector(1,npar);          xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
   for (i=1;i<=npar;i++)          printf(" x(%d)=%.12e",j,xit[j]);
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];          fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
   ludcmp(a,npar,indx,&pd);        }
         for(j=1;j<=n;j++) {
   for (j=1;j<=npar;j++) {          printf(" p=%.12e",p[j]);
     for (i=1;i<=npar;i++) x[i]=0;          fprintf(ficlog," p=%.12e",p[j]);
     x[j]=1;        }
     lubksb(a,npar,indx,x);        printf("\n");
     for (i=1;i<=npar;i++){        fprintf(ficlog,"\n");
       matcov[i][j]=x[i];  #endif
     }      } 
   }      if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
   #ifdef DEBUG
   printf("\n#Hessian matrix#\n");        int k[2],l;
   for (i=1;i<=npar;i++) {        k[0]=1;
     for (j=1;j<=npar;j++) {        k[1]=-1;
       printf("%.3e ",hess[i][j]);        printf("Max: %.12e",(*func)(p));
     }        fprintf(ficlog,"Max: %.12e",(*func)(p));
     printf("\n");        for (j=1;j<=n;j++) {
   }          printf(" %.12e",p[j]);
           fprintf(ficlog," %.12e",p[j]);
   /* Recompute Inverse */        }
   for (i=1;i<=npar;i++)        printf("\n");
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];        fprintf(ficlog,"\n");
   ludcmp(a,npar,indx,&pd);        for(l=0;l<=1;l++) {
           for (j=1;j<=n;j++) {
   /*  printf("\n#Hessian matrix recomputed#\n");            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]);
   for (j=1;j<=npar;j++) {            fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
     for (i=1;i<=npar;i++) x[i]=0;          }
     x[j]=1;          printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
     lubksb(a,npar,indx,x);          fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
     for (i=1;i<=npar;i++){        }
       y[i][j]=x[i];  #endif
       printf("%.3e ",y[i][j]);  
     }  
     printf("\n");        free_vector(xit,1,n); 
   }        free_vector(xits,1,n); 
   */        free_vector(ptt,1,n); 
         free_vector(pt,1,n); 
   free_matrix(a,1,npar,1,npar);        return; 
   free_matrix(y,1,npar,1,npar);      } 
   free_vector(x,1,npar);      if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
   free_ivector(indx,1,npar);      for (j=1;j<=n;j++) { 
   free_matrix(hess,1,npar,1,npar);        ptt[j]=2.0*p[j]-pt[j]; 
         xit[j]=p[j]-pt[j]; 
         pt[j]=p[j]; 
 }      } 
       fptt=(*func)(ptt); 
 /*************** hessian matrix ****************/      if (fptt < fp) { 
 double hessii( double x[], double delta, int theta, double delti[])        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
 {        if (t < 0.0) { 
   int i;          linmin(p,xit,n,fret,func); 
   int l=1, lmax=20;          for (j=1;j<=n;j++) { 
   double k1,k2;            xi[j][ibig]=xi[j][n]; 
   double p2[NPARMAX+1];            xi[j][n]=xit[j]; 
   double res;          }
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;  #ifdef DEBUG
   double fx;          printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
   int k=0,kmax=10;          fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
   double l1;          for(j=1;j<=n;j++){
             printf(" %.12e",xit[j]);
   fx=func(x);            fprintf(ficlog," %.12e",xit[j]);
   for (i=1;i<=npar;i++) p2[i]=x[i];          }
   for(l=0 ; l <=lmax; l++){          printf("\n");
     l1=pow(10,l);          fprintf(ficlog,"\n");
     delts=delt;  #endif
     for(k=1 ; k <kmax; k=k+1){        }
       delt = delta*(l1*k);      } 
       p2[theta]=x[theta] +delt;    } 
       k1=func(p2)-fx;  } 
       p2[theta]=x[theta]-delt;  
       k2=func(p2)-fx;  /**** Prevalence limit (stable prevalence)  ****************/
       /*res= (k1-2.0*fx+k2)/delt/delt; */  
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */  double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
        {
 #ifdef DEBUG    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
       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);       matrix by transitions matrix until convergence is reached */
 #endif  
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */    int i, ii,j,k;
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){    double min, max, maxmin, maxmax,sumnew=0.;
         k=kmax;    double **matprod2();
       }    double **out, cov[NCOVMAX], **pmij();
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */    double **newm;
         k=kmax; l=lmax*10.;    double agefin, delaymax=50 ; /* Max number of years to converge */
       }  
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){    for (ii=1;ii<=nlstate+ndeath;ii++)
         delts=delt;      for (j=1;j<=nlstate+ndeath;j++){
       }        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     }      }
   }  
   delti[theta]=delts;     cov[1]=1.;
   return res;   
     /* Even if hstepm = 1, at least one multiplication by the unit matrix */
 }    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
       newm=savm;
 double hessij( double x[], double delti[], int thetai,int thetaj)      /* Covariates have to be included here again */
 {       cov[2]=agefin;
   int i;    
   int l=1, l1, lmax=20;        for (k=1; k<=cptcovn;k++) {
   double k1,k2,k3,k4,res,fx;          cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
   double p2[NPARMAX+1];          /*      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]]);*/
   int k;        }
         for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
   fx=func(x);        for (k=1; k<=cptcovprod;k++)
   for (k=1; k<=2; 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<=npar;i++) p2[i]=x[i];  
     p2[thetai]=x[thetai]+delti[thetai]/k;        /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;        /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
     k1=func(p2)-fx;        /*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);
     p2[thetai]=x[thetai]+delti[thetai]/k;  
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;      savm=oldm;
     k2=func(p2)-fx;      oldm=newm;
        maxmax=0.;
     p2[thetai]=x[thetai]-delti[thetai]/k;      for(j=1;j<=nlstate;j++){
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;        min=1.;
     k3=func(p2)-fx;        max=0.;
          for(i=1; i<=nlstate; i++) {
     p2[thetai]=x[thetai]-delti[thetai]/k;          sumnew=0;
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
     k4=func(p2)-fx;          prlim[i][j]= newm[i][j]/(1-sumnew);
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */          max=FMAX(max,prlim[i][j]);
 #ifdef DEBUG          min=FMIN(min,prlim[i][j]);
     printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);        }
 #endif        maxmin=max-min;
   }        maxmax=FMAX(maxmax,maxmin);
   return res;      }
 }      if(maxmax < ftolpl){
         return prlim;
 /************** Inverse of matrix **************/      }
 void ludcmp(double **a, int n, int *indx, double *d)    }
 {  }
   int i,imax,j,k;  
   double big,dum,sum,temp;  /*************** transition probabilities ***************/ 
   double *vv;  
    double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
   vv=vector(1,n);  {
   *d=1.0;    double s1, s2;
   for (i=1;i<=n;i++) {    /*double t34;*/
     big=0.0;    int i,j,j1, nc, ii, jj;
     for (j=1;j<=n;j++)  
       if ((temp=fabs(a[i][j])) > big) big=temp;      for(i=1; i<= nlstate; i++){
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");        for(j=1; j<i;j++){
     vv[i]=1.0/big;          for (nc=1, s2=0.;nc <=ncovmodel; nc++){
   }            /*s2 += param[i][j][nc]*cov[nc];*/
   for (j=1;j<=n;j++) {            s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
     for (i=1;i<j;i++) {  /*       printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2); */
       sum=a[i][j];          }
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];          ps[i][j]=s2;
       a[i][j]=sum;  /*      printf("s1=%.17e, s2=%.17e\n",s1,s2); */
     }        }
     big=0.0;        for(j=i+1; j<=nlstate+ndeath;j++){
     for (i=j;i<=n;i++) {          for (nc=1, s2=0.;nc <=ncovmodel; nc++){
       sum=a[i][j];            s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
       for (k=1;k<j;k++)  /*        printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2); */
         sum -= a[i][k]*a[k][j];          }
       a[i][j]=sum;          ps[i][j]=s2;
       if ( (dum=vv[i]*fabs(sum)) >= big) {        }
         big=dum;      }
         imax=i;      /*ps[3][2]=1;*/
       }      
     }      for(i=1; i<= nlstate; i++){
     if (j != imax) {        s1=0;
       for (k=1;k<=n;k++) {        for(j=1; j<i; j++)
         dum=a[imax][k];          s1+=exp(ps[i][j]);
         a[imax][k]=a[j][k];        for(j=i+1; j<=nlstate+ndeath; j++)
         a[j][k]=dum;          s1+=exp(ps[i][j]);
       }        ps[i][i]=1./(s1+1.);
       *d = -(*d);        for(j=1; j<i; j++)
       vv[imax]=vv[j];          ps[i][j]= exp(ps[i][j])*ps[i][i];
     }        for(j=i+1; j<=nlstate+ndeath; j++)
     indx[j]=imax;          ps[i][j]= exp(ps[i][j])*ps[i][i];
     if (a[j][j] == 0.0) a[j][j]=TINY;        /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
     if (j != n) {      } /* end i */
       dum=1.0/(a[j][j]);      
       for (i=j+1;i<=n;i++) a[i][j] *= dum;      for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
     }        for(jj=1; jj<= nlstate+ndeath; jj++){
   }          ps[ii][jj]=0;
   free_vector(vv,1,n);  /* Doesn't work */          ps[ii][ii]=1;
 ;        }
 }      }
       
 void lubksb(double **a, int n, int *indx, double b[])  
 {  /*        for(ii=1; ii<= nlstate+ndeath; ii++){ */
   int i,ii=0,ip,j;  /*       for(jj=1; jj<= nlstate+ndeath; jj++){ */
   double sum;  /*         printf("ddd %lf ",ps[ii][jj]); */
    /*       } */
   for (i=1;i<=n;i++) {  /*       printf("\n "); */
     ip=indx[i];  /*        } */
     sum=b[ip];  /*        printf("\n ");printf("%lf ",cov[2]); */
     b[ip]=b[i];         /*
     if (ii)        for(i=1; i<= npar; i++) printf("%f ",x[i]);
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];        goto end;*/
     else if (sum) ii=i;      return ps;
     b[i]=sum;  }
   }  
   for (i=n;i>=1;i--) {  /**************** Product of 2 matrices ******************/
     sum=b[i];  
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];  double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
     b[i]=sum/a[i][i];  {
   }    /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
 }       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
     /* in, b, out are matrice of pointers which should have been initialized 
 /************ Frequencies ********************/       before: only the contents of out is modified. The function returns
 void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax)       a pointer to pointers identical to out */
 {  /* Some frequencies */    long i, j, k;
      for(i=nrl; i<= nrh; i++)
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;      for(k=ncolol; k<=ncoloh; k++)
   double ***freq; /* Frequencies */        for(j=ncl,out[i][k]=0.; j<=nch; j++)
   double *pp;          out[i][k] +=in[i][j]*b[j][k];
   double pos;  
   FILE *ficresp;    return out;
   char fileresp[FILENAMELENGTH];  }
   
   pp=vector(1,nlstate);  
   /************* Higher Matrix Product ***************/
   strcpy(fileresp,"p");  
   strcat(fileresp,fileres);  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
   if((ficresp=fopen(fileresp,"w"))==NULL) {  {
     printf("Problem with prevalence resultfile: %s\n", fileresp);    /* Computes the transition matrix starting at age 'age' over 
     exit(0);       'nhstepm*hstepm*stepm' months (i.e. until
   }       age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);       nhstepm*hstepm matrices. 
   j1=0;       Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
        (typically every 2 years instead of every month which is too big 
   j=cptcoveff;       for the memory).
   if (cptcovn<1) {j=1;ncodemax[1]=1;}       Model is determined by parameters x and covariates have to be 
        included manually here. 
   for(k1=1; k1<=j;k1++){  
    for(i1=1; i1<=ncodemax[k1];i1++){       */
        j1++;  
        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);    int i, j, d, h, k;
          scanf("%d", i);*/    double **out, cov[NCOVMAX];
         for (i=-1; i<=nlstate+ndeath; i++)      double **newm;
          for (jk=-1; jk<=nlstate+ndeath; jk++)    
            for(m=agemin; m <= agemax+3; m++)    /* Hstepm could be zero and should return the unit matrix */
              freq[i][jk][m]=0;    for (i=1;i<=nlstate+ndeath;i++)
              for (j=1;j<=nlstate+ndeath;j++){
        for (i=1; i<=imx; i++) {        oldm[i][j]=(i==j ? 1.0 : 0.0);
          bool=1;        po[i][j][0]=(i==j ? 1.0 : 0.0);
          if  (cptcovn>0) {      }
            for (z1=1; z1<=cptcoveff; z1++)    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])    for(h=1; h <=nhstepm; h++){
                bool=0;      for(d=1; d <=hstepm; d++){
          }        newm=savm;
           if (bool==1) {        /* Covariates have to be included here again */
            for(m=firstpass; m<=lastpass-1; m++){        cov[1]=1.;
              if(agev[m][i]==0) agev[m][i]=agemax+1;        cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
              if(agev[m][i]==1) agev[m][i]=agemax+2;        for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
              freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];        for (k=1; k<=cptcovage;k++)
              freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];          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]]];
        }  
         if  (cptcovn>0) {  
          fprintf(ficresp, "\n#********** Variable ");        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);        /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
        fprintf(ficresp, "**********\n#");        out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
         }                     pmij(pmmij,cov,ncovmodel,x,nlstate));
        for(i=1; i<=nlstate;i++)        savm=oldm;
          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);        oldm=newm;
        fprintf(ficresp, "\n");      }
              for(i=1; i<=nlstate+ndeath; i++)
   for(i=(int)agemin; i <= (int)agemax+3; i++){        for(j=1;j<=nlstate+ndeath;j++) {
     if(i==(int)agemax+3)          po[i][j][h]=newm[i][j];
       printf("Total");          /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
     else           */
       printf("Age %d", i);        }
     for(jk=1; jk <=nlstate ; jk++){    } /* end h */
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)    return po;
         pp[jk] += freq[jk][m][i];  }
     }  
     for(jk=1; jk <=nlstate ; jk++){  
       for(m=-1, pos=0; m <=0 ; m++)  /*************** log-likelihood *************/
         pos += freq[jk][m][i];  double func( double *x)
       if(pp[jk]>=1.e-10)  {
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);    int i, ii, j, k, mi, d, kk;
       else    double l, ll[NLSTATEMAX], cov[NCOVMAX];
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);    double **out;
     }    double sw; /* Sum of weights */
     for(jk=1; jk <=nlstate ; jk++){    double lli; /* Individual log likelihood */
       for(m=1, pp[jk]=0; m <=nlstate+ndeath; m++)    int s1, s2;
         pp[jk] += freq[jk][m][i];    double bbh, survp;
     }    long ipmx;
     for(jk=1,pos=0; jk <=nlstate ; jk++)    /*extern weight */
       pos += pp[jk];    /* We are differentiating ll according to initial status */
     for(jk=1; jk <=nlstate ; jk++){    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
       if(pos>=1.e-5)    /*for(i=1;i<imx;i++) 
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);      printf(" %d\n",s[4][i]);
       else    */
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);    cov[1]=1.;
       if( i <= (int) agemax){  
         if(pos>=1.e-5)    for(k=1; k<=nlstate; k++) ll[k]=0.;
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);  
       else    if(mle==1){
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
       }        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     }        for(mi=1; mi<= wav[i]-1; mi++){
     for(jk=-1; jk <=nlstate+ndeath; jk++)          for (ii=1;ii<=nlstate+ndeath;ii++)
       for(m=-1; m <=nlstate+ndeath; m++)            for (j=1;j<=nlstate+ndeath;j++){
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     if(i <= (int) agemax)              savm[ii][j]=(ii==j ? 1.0 : 0.0);
       fprintf(ficresp,"\n");            }
     printf("\n");          for(d=0; d<dh[mi][i]; d++){
     }            newm=savm;
     }            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
  }            for (kk=1; kk<=cptcovage;kk++) {
                cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   fclose(ficresp);            }
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   free_vector(pp,1,nlstate);                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
             savm=oldm;
 }  /* End of Freq */            oldm=newm;
           } /* end mult */
 /************* Waves Concatenation ***************/        
           /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)          /* But now since version 0.9 we anticipate for bias at large stepm.
 {           * If stepm is larger than one month (smallest stepm) and if the exact delay 
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.           * (in months) between two waves is not a multiple of stepm, we rounded to 
      Death is a valid wave (if date is known).           * the nearest (and in case of equal distance, to the lowest) interval but now
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i           * we keep into memory the bias bh[mi][i] and also the previous matrix product
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]           * (i.e to dh[mi][i]-1) saved in 'savm'. Then we inter(extra)polate the
      and mw[mi+1][i]. dh depends on stepm.           * probability in order to take into account the bias as a fraction of the way
      */           * from savm to out if bh is negative or even beyond if bh is positive. bh varies
            * -stepm/2 to stepm/2 .
   int i, mi, m;           * For stepm=1 the results are the same as for previous versions of Imach.
   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;           * For stepm > 1 the results are less biased than in previous versions. 
      double sum=0., jmean=0.;*/           */
           s1=s[mw[mi][i]][i];
 int j, k=0,jk, ju, jl;          s2=s[mw[mi+1][i]][i];
      double sum=0.;          bbh=(double)bh[mi][i]/(double)stepm; 
 jmin=1e+5;          /* bias bh is positive if real duration
  jmax=-1;           * is higher than the multiple of stepm and negative otherwise.
 jmean=0.;           */
   for(i=1; i<=imx; 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]));*/
     mi=0;          if( s2 > nlstate){ 
     m=firstpass;            /* i.e. if s2 is a death state and if the date of death is known 
     while(s[m][i] <= nlstate){               then the contribution to the likelihood is the probability to 
       if(s[m][i]>=1)               die between last step unit time and current  step unit time, 
         mw[++mi][i]=m;               which is also equal to probability to die before dh 
       if(m >=lastpass)               minus probability to die before dh-stepm . 
         break;               In version up to 0.92 likelihood was computed
       else          as if date of death was unknown. Death was treated as any other
         m++;          health state: the date of the interview describes the actual state
     }/* end while */          and not the date of a change in health state. The former idea was
     if (s[m][i] > nlstate){          to consider that at each interview the state was recorded
       mi++;     /* Death is another wave */          (healthy, disable or death) and IMaCh was corrected; but when we
       /* if(mi==0)  never been interviewed correctly before death */          introduced the exact date of death then we should have modified
          /* Only death is a correct wave */          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
     }          stepm. It is no more the probability to die between last interview
           and month of death but the probability to survive from last
     wav[i]=mi;          interview up to one month before death multiplied by the
     if(mi==0)          probability to die within a month. Thanks to Chris
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);          Jackson for correcting this bug.  Former versions increased
   }          mortality artificially. The bad side is that we add another loop
           which slows down the processing. The difference can be up to 10%
   for(i=1; i<=imx; i++){          lower mortality.
     for(mi=1; mi<wav[i];mi++){            */
       if (stepm <=0)            lli=log(out[s1][s2] - savm[s1][s2]);
         dh[mi][i]=1;  
       else{  
         if (s[mw[mi+1][i]][i] > nlstate) {          } else if  (s2==-2) {
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);            for (j=1,survp=0. ; j<=nlstate; j++) 
           /*if ((j<0) || (j>28)) printf("j=%d num=%d ",j,i);*/              survp += out[s1][j];
           if(j==0) j=1;  /* Survives at least one month after exam */            lli= survp;
           k=k+1;          }
           if (j >= jmax) jmax=j;          
           else if (j <= jmin)jmin=j;          else if  (s2==-4) {
           sum=sum+j;            for (j=3,survp=0. ; j<=nlstate; j++) 
         }              survp += out[s1][j];
         else{            lli= survp;
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));          }
           /*if ((j<0) || (j>28)) printf("j=%d num=%d ",j,i);*/          
           k=k+1;          else if  (s2==-5) {
           if (j >= jmax) jmax=j;            for (j=1,survp=0. ; j<=2; j++) 
           else if (j <= jmin)jmin=j;              survp += out[s1][j];
           sum=sum+j;            lli= survp;
         }          }
         jk= j/stepm;  
         jl= j -jk*stepm;  
         ju= j -(jk+1)*stepm;          else{
         if(jl <= -ju)            lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
           dh[mi][i]=jk;            /*  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 */
         else          } 
           dh[mi][i]=jk+1;          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
         if(dh[mi][i]==0)          /*if(lli ==000.0)*/
           dh[mi][i]=1; /* At least one step */          /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
       }          ipmx +=1;
     }          sw += weight[i];
   }          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   jmean=sum/k;        } /* end of wave */
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);      } /* end of individual */
 }    }  else if(mle==2){
 /*********** Tricode ****************************/      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 void tricode(int *Tvar, int **nbcode, int imx)        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 {        for(mi=1; mi<= wav[i]-1; mi++){
   int Ndum[20],ij=1, k, j, i;          for (ii=1;ii<=nlstate+ndeath;ii++)
   int cptcode=0;            for (j=1;j<=nlstate+ndeath;j++){
   cptcoveff=0;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
                savm[ii][j]=(ii==j ? 1.0 : 0.0);
   for (k=0; k<19; k++) Ndum[k]=0;            }
   for (k=1; k<=7; k++) ncodemax[k]=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;
     for (i=1; i<=imx; i++) {            for (kk=1; kk<=cptcovage;kk++) {
       ij=(int)(covar[Tvar[j]][i]);              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
       Ndum[ij]++;            }
       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
       if (ij > cptcode) cptcode=ij;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     }            savm=oldm;
             oldm=newm;
     for (i=0; i<=cptcode; i++) {          } /* end mult */
       if(Ndum[i]!=0) ncodemax[j]++;        
     }          s1=s[mw[mi][i]][i];
     ij=1;          s2=s[mw[mi+1][i]][i];
           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 */
     for (i=1; i<=ncodemax[j]; i++) {          ipmx +=1;
       for (k=0; k<=19; k++) {          sw += weight[i];
         if (Ndum[k] != 0) {          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
           nbcode[Tvar[j]][ij]=k;        } /* end of wave */
           ij++;      } /* end of individual */
         }    }  else if(mle==3){  /* exponential inter-extrapolation */
         if (ij > ncodemax[j]) break;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
       }          for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     }        for(mi=1; mi<= wav[i]-1; mi++){
   }            for (ii=1;ii<=nlstate+ndeath;ii++)
             for (j=1;j<=nlstate+ndeath;j++){
  for (k=0; k<19; k++) Ndum[k]=0;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
               savm[ii][j]=(ii==j ? 1.0 : 0.0);
  for (i=1; i<=ncovmodel; i++) {            }
       ij=Tvar[i];          for(d=0; d<dh[mi][i]; d++){
       Ndum[ij]++;            newm=savm;
     }            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
             for (kk=1; kk<=cptcovage;kk++) {
  ij=1;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
  for (i=1; i<=10; i++) {            }
    if((Ndum[i]!=0) && (i<=ncov)){            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
      Tvaraff[ij]=i;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
      ij++;            savm=oldm;
    }            oldm=newm;
  }          } /* end mult */
          
     cptcoveff=ij-1;          s1=s[mw[mi][i]][i];
 }          s2=s[mw[mi+1][i]][i];
           bbh=(double)bh[mi][i]/(double)stepm; 
 /*********** Health Expectancies ****************/          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 */
           ipmx +=1;
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)          sw += weight[i];
 {          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   /* Health expectancies */        } /* end of wave */
   int i, j, nhstepm, hstepm, h;      } /* end of individual */
   double age, agelim,hf;    }else if (mle==4){  /* ml=4 no inter-extrapolation */
   double ***p3mat;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
          for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   fprintf(ficreseij,"# Health expectancies\n");        for(mi=1; mi<= wav[i]-1; mi++){
   fprintf(ficreseij,"# Age");          for (ii=1;ii<=nlstate+ndeath;ii++)
   for(i=1; i<=nlstate;i++)            for (j=1;j<=nlstate+ndeath;j++){
     for(j=1; j<=nlstate;j++)              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       fprintf(ficreseij," %1d-%1d",i,j);              savm[ii][j]=(ii==j ? 1.0 : 0.0);
   fprintf(ficreseij,"\n");            }
           for(d=0; d<dh[mi][i]; d++){
   hstepm=1*YEARM; /*  Every j years of age (in month) */            newm=savm;
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
             for (kk=1; kk<=cptcovage;kk++) {
   agelim=AGESUP;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */            }
     /* nhstepm age range expressed in number of stepm */          
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     /* Typically if 20 years = 20*12/6=40 stepm */                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     if (stepm >= YEARM) hstepm=1;            savm=oldm;
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */            oldm=newm;
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          } /* end mult */
     /* Computed by stepm unit matrices, product of hstepm matrices, stored        
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */          s1=s[mw[mi][i]][i];
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);            s2=s[mw[mi+1][i]][i];
           if( s2 > nlstate){ 
             lli=log(out[s1][s2] - savm[s1][s2]);
     for(i=1; i<=nlstate;i++)          }else{
       for(j=1; j<=nlstate;j++)            lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){          }
           eij[i][j][(int)age] +=p3mat[i][j][h];          ipmx +=1;
         }          sw += weight[i];
              ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
     hf=1;  /*      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 (stepm >= YEARM) hf=stepm/YEARM;        } /* end of wave */
     fprintf(ficreseij,"%.0f",age );      } /* end of individual */
     for(i=1; i<=nlstate;i++)    }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
       for(j=1; j<=nlstate;j++){      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
       }        for(mi=1; mi<= wav[i]-1; mi++){
     fprintf(ficreseij,"\n");          for (ii=1;ii<=nlstate+ndeath;ii++)
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);            for (j=1;j<=nlstate+ndeath;j++){
   }              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 }              savm[ii][j]=(ii==j ? 1.0 : 0.0);
             }
 /************ Variance ******************/          for(d=0; d<dh[mi][i]; d++){
 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)            newm=savm;
 {            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   /* Variance of health expectancies */            for (kk=1; kk<=cptcovage;kk++) {
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   double **newm;            }
   double **dnewm,**doldm;          
   int i, j, nhstepm, hstepm, h;            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   int k, cptcode;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
    double *xp;            savm=oldm;
   double **gp, **gm;            oldm=newm;
   double ***gradg, ***trgradg;          } /* end mult */
   double ***p3mat;        
   double age,agelim;          s1=s[mw[mi][i]][i];
   int theta;          s2=s[mw[mi+1][i]][i];
           lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
    fprintf(ficresvij,"# Covariances of life expectancies\n");          ipmx +=1;
   fprintf(ficresvij,"# 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(ficresvij," Cov(e%1d, e%1d)",i,j);        } /* end of wave */
   fprintf(ficresvij,"\n");      } /* end of individual */
     } /* End of if */
   xp=vector(1,npar);    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
   dnewm=matrix(1,nlstate,1,npar);    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
   doldm=matrix(1,nlstate,1,nlstate);    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
      return -l;
   hstepm=1*YEARM; /* Every year of age */  }
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */  
   agelim = AGESUP;  /*************** log-likelihood *************/
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */  double funcone( double *x)
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */  {
     if (stepm >= YEARM) hstepm=1;    /* Same as likeli but slower because of a lot of printf and if */
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    int i, ii, j, k, mi, d, kk;
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    double l, ll[NLSTATEMAX], cov[NCOVMAX];
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);    double **out;
     gp=matrix(0,nhstepm,1,nlstate);    double lli; /* Individual log likelihood */
     gm=matrix(0,nhstepm,1,nlstate);    double llt;
     int s1, s2;
     for(theta=1; theta <=npar; theta++){    double bbh, survp;
       for(i=1; i<=npar; i++){ /* Computes gradient */    /*extern weight */
         xp[i] = x[i] + (i==theta ?delti[theta]:0);    /* We are differentiating ll according to initial status */
       }    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);      /*for(i=1;i<imx;i++) 
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);      printf(" %d\n",s[4][i]);
       for(j=1; j<= nlstate; j++){    */
         for(h=0; h<=nhstepm; h++){    cov[1]=1.;
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)  
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];    for(k=1; k<=nlstate; k++) ll[k]=0.;
         }  
       }    for (i=1,ipmx=0, sw=0.; i<=imx; i++){
          for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
       for(i=1; i<=npar; i++) /* Computes gradient */      for(mi=1; mi<= wav[i]-1; mi++){
         xp[i] = x[i] - (i==theta ?delti[theta]:0);        for (ii=1;ii<=nlstate+ndeath;ii++)
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);            for (j=1;j<=nlstate+ndeath;j++){
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);            oldm[ii][j]=(ii==j ? 1.0 : 0.0);
       for(j=1; j<= nlstate; j++){            savm[ii][j]=(ii==j ? 1.0 : 0.0);
         for(h=0; h<=nhstepm; h++){          }
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)        for(d=0; d<dh[mi][i]; d++){
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];          newm=savm;
         }          cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
       }          for (kk=1; kk<=cptcovage;kk++) {
       for(j=1; j<= nlstate; j++)            cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
         for(h=0; h<=nhstepm; h++){          }
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];          out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
         }                       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     } /* End theta */          savm=oldm;
           oldm=newm;
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);        } /* end mult */
         
     for(h=0; h<=nhstepm; h++)        s1=s[mw[mi][i]][i];
       for(j=1; j<=nlstate;j++)        s2=s[mw[mi+1][i]][i];
         for(theta=1; theta <=npar; theta++)        bbh=(double)bh[mi][i]/(double)stepm; 
           trgradg[h][j][theta]=gradg[h][theta][j];        /* bias is positive if real duration
          * is higher than the multiple of stepm and negative otherwise.
     for(i=1;i<=nlstate;i++)         */
       for(j=1;j<=nlstate;j++)        if( s2 > nlstate && (mle <5) ){  /* Jackson */
         vareij[i][j][(int)age] =0.;          lli=log(out[s1][s2] - savm[s1][s2]);
     for(h=0;h<=nhstepm;h++){        } else if (mle==1){
       for(k=0;k<=nhstepm;k++){          lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);        } else if(mle==2){
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);          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(i=1;i<=nlstate;i++)        } else if(mle==3){  /* exponential inter-extrapolation */
           for(j=1;j<=nlstate;j++)          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 */
             vareij[i][j][(int)age] += doldm[i][j];        } else if (mle==4){  /* mle=4 no inter-extrapolation */
       }          lli=log(out[s1][s2]); /* Original formula */
     }        } else{  /* ml>=5 no inter-extrapolation no jackson =0.8a */
     h=1;          lli=log(out[s1][s2]); /* Original formula */
     if (stepm >= YEARM) h=stepm/YEARM;        } /* End of if */
     fprintf(ficresvij,"%.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(ficresvij," %.4f", h*vareij[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]); */
       }        if(globpr){
     fprintf(ficresvij,"\n");          fprintf(ficresilk,"%9d %6d %1d %1d %1d %1d %3d %10.6f %6.4f\
     free_matrix(gp,0,nhstepm,1,nlstate);   %10.6f %10.6f %10.6f ", \
     free_matrix(gm,0,nhstepm,1,nlstate);                  num[i],i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);                  2*weight[i]*lli,out[s1][s2],savm[s1][s2]);
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);          for(k=1,llt=0.,l=0.; k<=nlstate; k++){
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);            llt +=ll[k]*gipmx/gsw;
   } /* End age */            fprintf(ficresilk," %10.6f",-ll[k]*gipmx/gsw);
            }
   free_vector(xp,1,npar);          fprintf(ficresilk," %10.6f\n", -llt);
   free_matrix(doldm,1,nlstate,1,npar);        }
   free_matrix(dnewm,1,nlstate,1,nlstate);      } /* end of wave */
     } /* end of individual */
 }    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
     /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
 /************ Variance of prevlim ******************/    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
 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)    if(globpr==0){ /* First time we count the contributions and weights */
 {      gipmx=ipmx;
   /* Variance of prevalence limit */      gsw=sw;
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/    }
   double **newm;    return -l;
   double **dnewm,**doldm;  }
   int i, j, nhstepm, hstepm;  
   int k, cptcode;  
   double *xp;  /*************** function likelione ***********/
   double *gp, *gm;  void likelione(FILE *ficres,double p[], int npar, int nlstate, int *globpri, long *ipmx, double *sw, double *fretone, double (*funcone)(double []))
   double **gradg, **trgradg;  {
   double age,agelim;    /* This routine should help understanding what is done with 
   int theta;       the selection of individuals/waves and
           to check the exact contribution to the likelihood.
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");       Plotting could be done.
   fprintf(ficresvpl,"# Age");     */
   for(i=1; i<=nlstate;i++)    int k;
       fprintf(ficresvpl," %1d-%1d",i,i);  
   fprintf(ficresvpl,"\n");    if(*globpri !=0){ /* Just counts and sums, no printings */
       strcpy(fileresilk,"ilk"); 
   xp=vector(1,npar);      strcat(fileresilk,fileres);
   dnewm=matrix(1,nlstate,1,npar);      if((ficresilk=fopen(fileresilk,"w"))==NULL) {
   doldm=matrix(1,nlstate,1,nlstate);        printf("Problem with resultfile: %s\n", fileresilk);
          fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
   hstepm=1*YEARM; /* Every year of age */      }
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */      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");
   agelim = AGESUP;      fprintf(ficresilk, "#num_i i s1 s2 mi mw dh likeli weight 2wlli out sav ");
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */      /*  i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],2*weight[i]*lli,out[s1][s2],savm[s1][s2]); */
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */      for(k=1; k<=nlstate; k++) 
     if (stepm >= YEARM) hstepm=1;        fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k);
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */      fprintf(ficresilk," -2*gipw/gsw*weight*ll(total)\n");
     gradg=matrix(1,npar,1,nlstate);    }
     gp=vector(1,nlstate);  
     gm=vector(1,nlstate);    *fretone=(*funcone)(p);
     if(*globpri !=0){
     for(theta=1; theta <=npar; theta++){      fclose(ficresilk);
       for(i=1; i<=npar; i++){ /* Computes gradient */      fprintf(fichtm,"\n<br>File of contributions to the likelihood: <a href=\"%s\">%s</a><br>\n",subdirf(fileresilk),subdirf(fileresilk));
         xp[i] = x[i] + (i==theta ?delti[theta]:0);      fflush(fichtm); 
       }    } 
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    return;
       for(i=1;i<=nlstate;i++)  }
         gp[i] = prlim[i][i];  
      
       for(i=1; i<=npar; i++) /* Computes gradient */  /*********** Maximum Likelihood Estimation ***************/
         xp[i] = x[i] - (i==theta ?delti[theta]:0);  
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);  void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
       for(i=1;i<=nlstate;i++)  {
         gm[i] = prlim[i][i];    int i,j, iter;
     double **xi;
       for(i=1;i<=nlstate;i++)    double fret;
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];    double fretone; /* Only one call to likelihood */
     } /* End theta */    /*  char filerespow[FILENAMELENGTH];*/
     xi=matrix(1,npar,1,npar);
     trgradg =matrix(1,nlstate,1,npar);    for (i=1;i<=npar;i++)
       for (j=1;j<=npar;j++)
     for(j=1; j<=nlstate;j++)        xi[i][j]=(i==j ? 1.0 : 0.0);
       for(theta=1; theta <=npar; theta++)    printf("Powell\n");  fprintf(ficlog,"Powell\n");
         trgradg[j][theta]=gradg[theta][j];    strcpy(filerespow,"pow"); 
     strcat(filerespow,fileres);
     for(i=1;i<=nlstate;i++)    if((ficrespow=fopen(filerespow,"w"))==NULL) {
       varpl[i][(int)age] =0.;      printf("Problem with resultfile: %s\n", filerespow);
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);      fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);    }
     for(i=1;i<=nlstate;i++)    fprintf(ficrespow,"# Powell\n# iter -2*LL");
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */    for (i=1;i<=nlstate;i++)
       for(j=1;j<=nlstate+ndeath;j++)
     fprintf(ficresvpl,"%.0f ",age );        if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
     for(i=1; i<=nlstate;i++)    fprintf(ficrespow,"\n");
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));  
     fprintf(ficresvpl,"\n");    powell(p,xi,npar,ftol,&iter,&fret,func);
     free_vector(gp,1,nlstate);  
     free_vector(gm,1,nlstate);    fclose(ficrespow);
     free_matrix(gradg,1,npar,1,nlstate);    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
     free_matrix(trgradg,1,nlstate,1,npar);    fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
   } /* End age */    fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
   
   free_vector(xp,1,npar);  }
   free_matrix(doldm,1,nlstate,1,npar);  
   free_matrix(dnewm,1,nlstate,1,nlstate);  /**** Computes Hessian and covariance matrix ***/
   void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
 }  {
     double  **a,**y,*x,pd;
     double **hess;
     int i, j,jk;
 /***********************************************/    int *indx;
 /**************** Main Program *****************/  
 /***********************************************/    double hessii(double p[], double delta, int theta, double delti[],double (*func)(double []),int npar);
     double hessij(double p[], double delti[], int i, int j,double (*func)(double []),int npar);
 /*int main(int argc, char *argv[])*/    void lubksb(double **a, int npar, int *indx, double b[]) ;
 int main()    void ludcmp(double **a, int npar, int *indx, double *d) ;
 {    double gompertz(double p[]);
     hess=matrix(1,npar,1,npar);
   int i,j, k, n=MAXN,iter,m,size,cptcode, cptcod;  
   double agedeb, agefin,hf;    printf("\nCalculation of the hessian matrix. Wait...\n");
   double agemin=1.e20, agemax=-1.e20;    fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
     for (i=1;i<=npar;i++){
   double fret;      printf("%d",i);fflush(stdout);
   double **xi,tmp,delta;      fprintf(ficlog,"%d",i);fflush(ficlog);
      
   double dum; /* Dummy variable */       hess[i][i]=hessii(p,ftolhess,i,delti,func,npar);
   double ***p3mat;      
   int *indx;      /*  printf(" %f ",p[i]);
   char line[MAXLINE], linepar[MAXLINE];          printf(" %lf %lf %lf",hess[i][i],ftolhess,delti[i]);*/
   char title[MAXLINE];    }
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];    
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH];    for (i=1;i<=npar;i++) {
   char filerest[FILENAMELENGTH];      for (j=1;j<=npar;j++)  {
   char fileregp[FILENAMELENGTH];        if (j>i) { 
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];          printf(".%d%d",i,j);fflush(stdout);
   int firstobs=1, lastobs=10;          fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
   int sdeb, sfin; /* Status at beginning and end */          hess[i][j]=hessij(p,delti,i,j,func,npar);
   int c,  h , cpt,l;          
   int ju,jl, mi;          hess[j][i]=hess[i][j];    
   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;          /*printf(" %lf ",hess[i][j]);*/
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;        }
        }
   int hstepm, nhstepm;    }
   double bage, fage, age, agelim, agebase;    printf("\n");
   double ftolpl=FTOL;    fprintf(ficlog,"\n");
   double **prlim;  
   double *severity;    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
   double ***param; /* Matrix of parameters */    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
   double  *p;    
   double **matcov; /* Matrix of covariance */    a=matrix(1,npar,1,npar);
   double ***delti3; /* Scale */    y=matrix(1,npar,1,npar);
   double *delti; /* Scale */    x=vector(1,npar);
   double ***eij, ***vareij;    indx=ivector(1,npar);
   double **varpl; /* Variances of prevalence limits by age */    for (i=1;i<=npar;i++)
   double *epj, vepp;      for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
   char version[80]="Imach version 62c, May 1999, INED-EUROREVES ";    ludcmp(a,npar,indx,&pd);
   char *alph[]={"a","a","b","c","d","e"}, str[4];  
     for (j=1;j<=npar;j++) {
   char z[1]="c", occ;      for (i=1;i<=npar;i++) x[i]=0;
 #include <sys/time.h>      x[j]=1;
 #include <time.h>      lubksb(a,npar,indx,x);
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];      for (i=1;i<=npar;i++){ 
   /* long total_usecs;        matcov[i][j]=x[i];
   struct timeval start_time, end_time;      }
      }
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */  
     printf("\n#Hessian matrix#\n");
     fprintf(ficlog,"\n#Hessian matrix#\n");
   printf("\nIMACH, Version 0.64a");    for (i=1;i<=npar;i++) { 
   printf("\nEnter the parameter file name: ");      for (j=1;j<=npar;j++) { 
         printf("%.3e ",hess[i][j]);
 #ifdef windows        fprintf(ficlog,"%.3e ",hess[i][j]);
   scanf("%s",pathtot);      }
   getcwd(pathcd, size);      printf("\n");
   /*cygwin_split_path(pathtot,path,optionfile);      fprintf(ficlog,"\n");
     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/    }
   /* cutv(path,optionfile,pathtot,'\\');*/  
     /* Recompute Inverse */
 split(pathtot, path,optionfile);    for (i=1;i<=npar;i++)
   chdir(path);      for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
   replace(pathc,path);    ludcmp(a,npar,indx,&pd);
 #endif  
 #ifdef unix    /*  printf("\n#Hessian matrix recomputed#\n");
   scanf("%s",optionfile);  
 #endif    for (j=1;j<=npar;j++) {
       for (i=1;i<=npar;i++) x[i]=0;
 /*-------- arguments in the command line --------*/      x[j]=1;
       lubksb(a,npar,indx,x);
   strcpy(fileres,"r");      for (i=1;i<=npar;i++){ 
   strcat(fileres, optionfile);        y[i][j]=x[i];
         printf("%.3e ",y[i][j]);
   /*---------arguments file --------*/        fprintf(ficlog,"%.3e ",y[i][j]);
       }
   if((ficpar=fopen(optionfile,"r"))==NULL)    {      printf("\n");
     printf("Problem with optionfile %s\n",optionfile);      fprintf(ficlog,"\n");
     goto end;    }
   }    */
   
   strcpy(filereso,"o");    free_matrix(a,1,npar,1,npar);
   strcat(filereso,fileres);    free_matrix(y,1,npar,1,npar);
   if((ficparo=fopen(filereso,"w"))==NULL) {    free_vector(x,1,npar);
     printf("Problem with Output resultfile: %s\n", filereso);goto end;    free_ivector(indx,1,npar);
   }    free_matrix(hess,1,npar,1,npar);
   
   /* Reads comments: lines beginning with '#' */  
   while((c=getc(ficpar))=='#' && c!= EOF){  }
     ungetc(c,ficpar);  
     fgets(line, MAXLINE, ficpar);  /*************** hessian matrix ****************/
     puts(line);  double hessii(double x[], double delta, int theta, double delti[], double (*func)(double []), int npar)
     fputs(line,ficparo);  {
   }    int i;
   ungetc(c,ficpar);    int l=1, lmax=20;
     double k1,k2;
   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);    double p2[NPARMAX+1];
   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);    double res;
   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);    double delt=0.0001, delts, nkhi=10.,nkhif=1., khi=1.e-4;
     double fx;
   covar=matrix(0,NCOVMAX,1,n);    int k=0,kmax=10;
   cptcovn=0;    double l1;
   if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;  
     fx=func(x);
   ncovmodel=2+cptcovn;    for (i=1;i<=npar;i++) p2[i]=x[i];
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */    for(l=0 ; l <=lmax; l++){
        l1=pow(10,l);
   /* Read guess parameters */      delts=delt;
   /* Reads comments: lines beginning with '#' */      for(k=1 ; k <kmax; k=k+1){
   while((c=getc(ficpar))=='#' && c!= EOF){        delt = delta*(l1*k);
     ungetc(c,ficpar);        p2[theta]=x[theta] +delt;
     fgets(line, MAXLINE, ficpar);        k1=func(p2)-fx;
     puts(line);        p2[theta]=x[theta]-delt;
     fputs(line,ficparo);        k2=func(p2)-fx;
   }        /*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 */
          
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);  #ifdef DEBUG
     for(i=1; i <=nlstate; i++)        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);
     for(j=1; j <=nlstate+ndeath-1; j++){        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);
       fscanf(ficpar,"%1d%1d",&i1,&j1);  #endif
       fprintf(ficparo,"%1d%1d",i1,j1);        /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
       printf("%1d%1d",i,j);        if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
       for(k=1; k<=ncovmodel;k++){          k=kmax;
         fscanf(ficpar," %lf",&param[i][j][k]);        }
         printf(" %lf",param[i][j][k]);        else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
         fprintf(ficparo," %lf",param[i][j][k]);          k=kmax; l=lmax*10.;
       }        }
       fscanf(ficpar,"\n");        else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
       printf("\n");          delts=delt;
       fprintf(ficparo,"\n");        }
     }      }
      }
   npar= (nlstate+ndeath-1)*nlstate*ncovmodel;    delti[theta]=delts;
   p=param[1][1];    return res; 
      
   /* Reads comments: lines beginning with '#' */  }
   while((c=getc(ficpar))=='#' && c!= EOF){  
     ungetc(c,ficpar);  double hessij( double x[], double delti[], int thetai,int thetaj,double (*func)(double []),int npar)
     fgets(line, MAXLINE, ficpar);  {
     puts(line);    int i;
     fputs(line,ficparo);    int l=1, l1, lmax=20;
   }    double k1,k2,k3,k4,res,fx;
   ungetc(c,ficpar);    double p2[NPARMAX+1];
     int k;
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);  
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */    fx=func(x);
   for(i=1; i <=nlstate; i++){    for (k=1; k<=2; k++) {
     for(j=1; j <=nlstate+ndeath-1; j++){      for (i=1;i<=npar;i++) p2[i]=x[i];
       fscanf(ficpar,"%1d%1d",&i1,&j1);      p2[thetai]=x[thetai]+delti[thetai]/k;
       printf("%1d%1d",i,j);      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
       fprintf(ficparo,"%1d%1d",i1,j1);      k1=func(p2)-fx;
       for(k=1; k<=ncovmodel;k++){    
         fscanf(ficpar,"%le",&delti3[i][j][k]);      p2[thetai]=x[thetai]+delti[thetai]/k;
         printf(" %le",delti3[i][j][k]);      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
         fprintf(ficparo," %le",delti3[i][j][k]);      k2=func(p2)-fx;
       }    
       fscanf(ficpar,"\n");      p2[thetai]=x[thetai]-delti[thetai]/k;
       printf("\n");      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
       fprintf(ficparo,"\n");      k3=func(p2)-fx;
     }    
   }      p2[thetai]=x[thetai]-delti[thetai]/k;
   delti=delti3[1][1];      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
        k4=func(p2)-fx;
   /* Reads comments: lines beginning with '#' */      res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
   while((c=getc(ficpar))=='#' && c!= EOF){  #ifdef DEBUG
     ungetc(c,ficpar);      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);
     fgets(line, MAXLINE, ficpar);      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);
     puts(line);  #endif
     fputs(line,ficparo);    }
   }    return res;
   ungetc(c,ficpar);  }
    
   matcov=matrix(1,npar,1,npar);  /************** Inverse of matrix **************/
   for(i=1; i <=npar; i++){  void ludcmp(double **a, int n, int *indx, double *d) 
     fscanf(ficpar,"%s",&str);  { 
     printf("%s",str);    int i,imax,j,k; 
     fprintf(ficparo,"%s",str);    double big,dum,sum,temp; 
     for(j=1; j <=i; j++){    double *vv; 
       fscanf(ficpar," %le",&matcov[i][j]);   
       printf(" %.5le",matcov[i][j]);    vv=vector(1,n); 
       fprintf(ficparo," %.5le",matcov[i][j]);    *d=1.0; 
     }    for (i=1;i<=n;i++) { 
     fscanf(ficpar,"\n");      big=0.0; 
     printf("\n");      for (j=1;j<=n;j++) 
     fprintf(ficparo,"\n");        if ((temp=fabs(a[i][j])) > big) big=temp; 
   }      if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
   for(i=1; i <=npar; i++)      vv[i]=1.0/big; 
     for(j=i+1;j<=npar;j++)    } 
       matcov[i][j]=matcov[j][i];    for (j=1;j<=n;j++) { 
          for (i=1;i<j;i++) { 
   printf("\n");        sum=a[i][j]; 
         for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
         a[i][j]=sum; 
     /*-------- data file ----------*/      } 
     if((ficres =fopen(fileres,"w"))==NULL) {      big=0.0; 
       printf("Problem with resultfile: %s\n", fileres);goto end;      for (i=j;i<=n;i++) { 
     }        sum=a[i][j]; 
     fprintf(ficres,"#%s\n",version);        for (k=1;k<j;k++) 
              sum -= a[i][k]*a[k][j]; 
     if((fic=fopen(datafile,"r"))==NULL)    {        a[i][j]=sum; 
       printf("Problem with datafile: %s\n", datafile);goto end;        if ( (dum=vv[i]*fabs(sum)) >= big) { 
     }          big=dum; 
           imax=i; 
     n= lastobs;        } 
     severity = vector(1,maxwav);      } 
     outcome=imatrix(1,maxwav+1,1,n);      if (j != imax) { 
     num=ivector(1,n);        for (k=1;k<=n;k++) { 
     moisnais=vector(1,n);          dum=a[imax][k]; 
     annais=vector(1,n);          a[imax][k]=a[j][k]; 
     moisdc=vector(1,n);          a[j][k]=dum; 
     andc=vector(1,n);        } 
     agedc=vector(1,n);        *d = -(*d); 
     cod=ivector(1,n);        vv[imax]=vv[j]; 
     weight=vector(1,n);      } 
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */      indx[j]=imax; 
     mint=matrix(1,maxwav,1,n);      if (a[j][j] == 0.0) a[j][j]=TINY; 
     anint=matrix(1,maxwav,1,n);      if (j != n) { 
     s=imatrix(1,maxwav+1,1,n);        dum=1.0/(a[j][j]); 
     adl=imatrix(1,maxwav+1,1,n);            for (i=j+1;i<=n;i++) a[i][j] *= dum; 
     tab=ivector(1,NCOVMAX);      } 
     ncodemax=ivector(1,8);    } 
     free_vector(vv,1,n);  /* Doesn't work */
     i=1;  ;
     while (fgets(line, MAXLINE, fic) != NULL)    {  } 
       if ((i >= firstobs) && (i <=lastobs)) {  
          void lubksb(double **a, int n, int *indx, double b[]) 
         for (j=maxwav;j>=1;j--){  { 
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb);    int i,ii=0,ip,j; 
           strcpy(line,stra);    double sum; 
           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);    for (i=1;i<=n;i++) { 
         }      ip=indx[i]; 
              sum=b[ip]; 
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);      b[ip]=b[i]; 
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);      if (ii) 
         for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);      else if (sum) ii=i; 
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);      b[i]=sum; 
     } 
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);    for (i=n;i>=1;i--) { 
         for (j=ncov;j>=1;j--){      sum=b[i]; 
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);      for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
         }      b[i]=sum/a[i][i]; 
         num[i]=atol(stra);    } 
   } 
         /*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]));*/  
   /************ Frequencies ********************/
         i=i+1;  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, char strstart[])
       }  {  /* Some frequencies */
     }    
     int i, m, jk, k1,i1, j1, bool, z1,z2,j;
     /*scanf("%d",i);*/    int first;
   imx=i-1; /* Number of individuals */    double ***freq; /* Frequencies */
     double *pp, **prop;
   /* Calculation of the number of parameter from char model*/    double pos,posprop, k2, dateintsum=0,k2cpt=0;
   Tvar=ivector(1,15);    FILE *ficresp;
   Tprod=ivector(1,15);    char fileresp[FILENAMELENGTH];
   Tvaraff=ivector(1,15);    
   Tvard=imatrix(1,15,1,2);    pp=vector(1,nlstate);
   Tage=ivector(1,15);          prop=matrix(1,nlstate,iagemin,iagemax+3);
        strcpy(fileresp,"p");
   if (strlen(model) >1){    strcat(fileresp,fileres);
     j=0, j1=0, k1=1, k2=1;    if((ficresp=fopen(fileresp,"w"))==NULL) {
     j=nbocc(model,'+');      printf("Problem with prevalence resultfile: %s\n", fileresp);
     j1=nbocc(model,'*');      fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
     cptcovn=j+1;      exit(0);
     cptcovprod=j1;    }
        freq= ma3x(-5,nlstate+ndeath,-5,nlstate+ndeath,iagemin,iagemax+3);
        j1=0;
     strcpy(modelsav,model);    
     if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){    j=cptcoveff;
       printf("Error. Non available option model=%s ",model);    if (cptcovn<1) {j=1;ncodemax[1]=1;}
       goto end;  
     }    first=1;
      
     for(i=(j+1); i>=1;i--){    for(k1=1; k1<=j;k1++){
       cutv(stra,strb,modelsav,'+');      for(i1=1; i1<=ncodemax[k1];i1++){
       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav);        j1++;
       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
       /*scanf("%d",i);*/          scanf("%d", i);*/
       if (strchr(strb,'*')) {        for (i=-5; i<=nlstate+ndeath; i++)  
         cutv(strd,strc,strb,'*');          for (jk=-5; jk<=nlstate+ndeath; jk++)  
         if (strcmp(strc,"age")==0) {            for(m=iagemin; m <= iagemax+3; m++)
           cptcovprod--;              freq[i][jk][m]=0;
           cutv(strb,stre,strd,'V');  
           Tvar[i]=atoi(stre);      for (i=1; i<=nlstate; i++)  
           cptcovage++;        for(m=iagemin; m <= iagemax+3; m++)
             Tage[cptcovage]=i;          prop[i][m]=0;
             /*printf("stre=%s ", stre);*/        
         }        dateintsum=0;
         else if (strcmp(strd,"age")==0) {        k2cpt=0;
           cptcovprod--;        for (i=1; i<=imx; i++) {
           cutv(strb,stre,strc,'V');          bool=1;
           Tvar[i]=atoi(stre);          if  (cptcovn>0) {
           cptcovage++;            for (z1=1; z1<=cptcoveff; z1++) 
           Tage[cptcovage]=i;              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
         }                bool=0;
         else {          }
           cutv(strb,stre,strc,'V');          if (bool==1){
           Tvar[i]=ncov+k1;            for(m=firstpass; m<=lastpass; m++){
           cutv(strb,strc,strd,'V');              k2=anint[m][i]+(mint[m][i]/12.);
           Tprod[k1]=i;              /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
           Tvard[k1][1]=atoi(strc);                if(agev[m][i]==0) agev[m][i]=iagemax+1;
           Tvard[k1][2]=atoi(stre);                if(agev[m][i]==1) agev[m][i]=iagemax+2;
           Tvar[cptcovn+k2]=Tvard[k1][1];                if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
           Tvar[cptcovn+k2+1]=Tvard[k1][2];                if (m<lastpass) {
           for (k=1; k<=lastobs;k++)                  freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
             covar[ncov+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];                  freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
           k1++;                }
           k2=k2+2;                
         }                if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
       }                  dateintsum=dateintsum+k2;
       else {                  k2cpt++;
         /*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);        /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
         scanf("%d",i);*/  fprintf(ficresp, "#Local time at start: %s", strstart);
     }        if  (cptcovn>0) {
 }          fprintf(ficresp, "\n#********** Variable "); 
            for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
   /*printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);          fprintf(ficresp, "**********\n#");
   printf("cptcovprod=%d ", cptcovprod);        }
   scanf("%d ",i);*/        for(i=1; i<=nlstate;i++) 
     fclose(fic);          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
         fprintf(ficresp, "\n");
     /*  if(mle==1){*/        
     if (weightopt != 1) { /* Maximisation without weights*/        for(i=iagemin; i <= iagemax+3; i++){
       for(i=1;i<=n;i++) weight[i]=1.0;          if(i==iagemax+3){
     }            fprintf(ficlog,"Total");
     /*-calculation of age at interview from date of interview and age at death -*/          }else{
     agev=matrix(1,maxwav,1,imx);            if(first==1){
                  first=0;
     for (i=1; i<=imx; i++)  {              printf("See log file for details...\n");
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);            }
       for(m=1; (m<= maxwav); m++){            fprintf(ficlog,"Age %d", i);
         if(s[m][i] >0){          }
           if (s[m][i] == nlstate+1) {          for(jk=1; jk <=nlstate ; jk++){
             if(agedc[i]>0)            for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
               if(moisdc[i]!=99 && andc[i]!=9999)              pp[jk] += freq[jk][m][i]; 
               agev[m][i]=agedc[i];          }
             else {          for(jk=1; jk <=nlstate ; jk++){
               if (andc[i]!=9999){            for(m=-1, pos=0; m <=0 ; m++)
               printf("Warning negative age at death: %d line:%d\n",num[i],i);              pos += freq[jk][m][i];
               agev[m][i]=-1;            if(pp[jk]>=1.e-10){
               }              if(first==1){
             }              printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
           }              }
           else if(s[m][i] !=9){ /* Should no more exist */              fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);            }else{
             if(mint[m][i]==99 || anint[m][i]==9999)              if(first==1)
               agev[m][i]=1;                printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
             else if(agev[m][i] <agemin){              fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
               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){          for(jk=1; jk <=nlstate ; jk++){
               agemax=agev[m][i];            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/              pp[jk] += freq[jk][m][i];
             }          }       
             /*agev[m][i]=anint[m][i]-annais[i];*/          for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
             /*   agev[m][i] = age[i]+2*m;*/            pos += pp[jk];
           }            posprop += prop[jk][i];
           else { /* =9 */          }
             agev[m][i]=1;          for(jk=1; jk <=nlstate ; jk++){
             s[m][i]=-1;            if(pos>=1.e-5){
           }              if(first==1)
         }                printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
         else /*= 0 Unknown */              fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
           agev[m][i]=1;            }else{
       }              if(first==1)
                    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<=imx; i++)  {            }
       for(m=1; (m<= maxwav); m++){            if( i <= iagemax){
         if (s[m][i] > (nlstate+ndeath)) {              if(pos>=1.e-5){
           printf("Error: Wrong value in nlstate or ndeath\n");                  fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
           goto end;                /*probs[i][jk][j1]= pp[jk]/pos;*/
         }                /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
       }              }
     }              else
                 fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);            }
           }
     free_vector(severity,1,maxwav);          
     free_imatrix(outcome,1,maxwav+1,1,n);          for(jk=-1; jk <=nlstate+ndeath; jk++)
     free_vector(moisnais,1,n);            for(m=-1; m <=nlstate+ndeath; m++)
     free_vector(annais,1,n);              if(freq[jk][m][i] !=0 ) {
     free_matrix(mint,1,maxwav,1,n);              if(first==1)
     free_matrix(anint,1,maxwav,1,n);                printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
     free_vector(moisdc,1,n);                fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
     free_vector(andc,1,n);              }
           if(i <= iagemax)
                fprintf(ficresp,"\n");
     wav=ivector(1,imx);          if(first==1)
     dh=imatrix(1,lastpass-firstpass+1,1,imx);            printf("Others in log...\n");
     mw=imatrix(1,lastpass-firstpass+1,1,imx);          fprintf(ficlog,"\n");
            }
     /* Concatenates waves */      }
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);    }
     dateintmean=dateintsum/k2cpt; 
    
       Tcode=ivector(1,100);    fclose(ficresp);
       nbcode=imatrix(0,NCOVMAX,0,NCOVMAX);    free_ma3x(freq,-5,nlstate+ndeath,-5,nlstate+ndeath, iagemin, iagemax+3);
       ncodemax[1]=1;    free_vector(pp,1,nlstate);
       if (cptcovn > 0) tricode(Tvar,nbcode,imx);    free_matrix(prop,1,nlstate,iagemin, iagemax+3);
          /* End of Freq */
    codtab=imatrix(1,100,1,10);  }
    h=0;  
    m=pow(2,cptcoveff);  /************ Prevalence ********************/
    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)
    for(k=1;k<=cptcoveff; k++){  {  
      for(i=1; i <=(m/pow(2,k));i++){    /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
        for(j=1; j <= ncodemax[k]; j++){       in each health status at the date of interview (if between dateprev1 and dateprev2).
          for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){       We still use firstpass and lastpass as another selection.
            h++;    */
            if (h>m) h=1;codtab[h][k]=j;   
          }    int i, m, jk, k1, i1, j1, bool, z1,z2,j;
        }    double ***freq; /* Frequencies */
      }    double *pp, **prop;
    }    double pos,posprop; 
     double  y2; /* in fractional years */
     int iagemin, iagemax;
    /*for(i=1; i <=m ;i++){  
      for(k=1; k <=cptcovn; k++){    iagemin= (int) agemin;
        printf("i=%d k=%d %d %d",i,k,codtab[i][k], cptcoveff);    iagemax= (int) agemax;
      }    /*pp=vector(1,nlstate);*/
      printf("\n");    prop=matrix(1,nlstate,iagemin,iagemax+3); 
    }    /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
    scanf("%d",i);*/    j1=0;
        
    /* Calculates basic frequencies. Computes observed prevalence at single age    j=cptcoveff;
        and prints on file fileres'p'. */    if (cptcovn<1) {j=1;ncodemax[1]=1;}
   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax);    
     for(k1=1; k1<=j;k1++){
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      for(i1=1; i1<=ncodemax[k1];i1++){
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        j1++;
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        for (i=1; i<=nlstate; i++)  
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */          for(m=iagemin; m <= iagemax+3; m++)
                prop[i][m]=0.0;
     /* 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] */        for (i=1; i<=imx; i++) { /* Each individual */
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */          bool=1;
           if  (cptcovn>0) {
     if(mle==1){            for (z1=1; z1<=cptcoveff; z1++) 
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
     }                bool=0;
              } 
     /*--------- results files --------------*/          if (bool==1) { 
     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);            for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
                  y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
    jk=1;              if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
    fprintf(ficres,"# Parameters\n");                if(agev[m][i]==0) agev[m][i]=iagemax+1;
    printf("# Parameters\n");                if(agev[m][i]==1) agev[m][i]=iagemax+2;
    for(i=1,jk=1; i <=nlstate; i++){                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); 
      for(k=1; k <=(nlstate+ndeath); k++){                if (s[m][i]>0 && s[m][i]<=nlstate) { 
        if (k != i)                  /*if(i>4620) printf(" i=%d m=%d s[m][i]=%d (int)agev[m][i]=%d weight[i]=%f prop=%f\n",i,m,s[m][i],(int)agev[m][m],weight[i],prop[s[m][i]][(int)agev[m][i]]);*/
          {                  prop[s[m][i]][(int)agev[m][i]] += weight[i];
            printf("%d%d ",i,k);                  prop[s[m][i]][iagemax+3] += weight[i]; 
            fprintf(ficres,"%1d%1d ",i,k);                } 
            for(j=1; j <=ncovmodel; j++){              }
              printf("%f ",p[jk]);            } /* end selection of waves */
              fprintf(ficres,"%f ",p[jk]);          }
              jk++;        }
            }        for(i=iagemin; i <= iagemax+3; i++){  
            printf("\n");          
            fprintf(ficres,"\n");          for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
          }            posprop += prop[jk][i]; 
      }          } 
    }  
  if(mle==1){          for(jk=1; jk <=nlstate ; jk++){     
     /* Computing hessian and covariance matrix */            if( i <=  iagemax){ 
     ftolhess=ftol; /* Usually correct */              if(posprop>=1.e-5){ 
     hesscov(matcov, p, npar, delti, ftolhess, func);                probs[i][jk][j1]= prop[jk][i]/posprop;
  }              } 
     fprintf(ficres,"# Scales\n");            } 
     printf("# Scales\n");          }/* end jk */ 
      for(i=1,jk=1; i <=nlstate; i++){        }/* end i */ 
       for(j=1; j <=nlstate+ndeath; j++){      } /* end i1 */
         if (j!=i) {    } /* end k1 */
           fprintf(ficres,"%1d%1d",i,j);    
           printf("%1d%1d",i,j);    /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
           for(k=1; k<=ncovmodel;k++){    /*free_vector(pp,1,nlstate);*/
             printf(" %.5e",delti[jk]);    free_matrix(prop,1,nlstate, iagemin,iagemax+3);
             fprintf(ficres," %.5e",delti[jk]);  }  /* End of prevalence */
             jk++;  
           }  /************* Waves Concatenation ***************/
           printf("\n");  
           fprintf(ficres,"\n");  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)
         }  {
       }    /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
       }       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
     k=1;       dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
     fprintf(ficres,"# Covariance\n");       and mw[mi+1][i]. dh depends on stepm.
     printf("# Covariance\n");       */
     for(i=1;i<=npar;i++){  
       /*  if (k>nlstate) k=1;    int i, mi, m;
       i1=(i-1)/(ncovmodel*nlstate)+1;    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);       double sum=0., jmean=0.;*/
       printf("%s%d%d",alph[k],i1,tab[i]);*/    int first;
       fprintf(ficres,"%3d",i);    int j, k=0,jk, ju, jl;
       printf("%3d",i);    double sum=0.;
       for(j=1; j<=i;j++){    first=0;
         fprintf(ficres," %.5e",matcov[i][j]);    jmin=1e+5;
         printf(" %.5e",matcov[i][j]);    jmax=-1;
       }    jmean=0.;
       fprintf(ficres,"\n");    for(i=1; i<=imx; i++){
       printf("\n");      mi=0;
       k++;      m=firstpass;
     }      while(s[m][i] <= nlstate){
            if(s[m][i]>=1 || s[m][i]==-2 || s[m][i]==-4 || s[m][i]==-5)
     while((c=getc(ficpar))=='#' && c!= EOF){          mw[++mi][i]=m;
       ungetc(c,ficpar);        if(m >=lastpass)
       fgets(line, MAXLINE, ficpar);          break;
       puts(line);        else
       fputs(line,ficparo);          m++;
     }      }/* end while */
     ungetc(c,ficpar);      if (s[m][i] > nlstate){
          mi++;     /* Death is another wave */
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);        /* if(mi==0)  never been interviewed correctly before death */
               /* Only death is a correct wave */
     if (fage <= 2) {        mw[mi][i]=m;
       bage = agemin;      }
       fage = agemax;  
     }      wav[i]=mi;
       if(mi==0){
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");        nbwarn++;
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);        if(first==0){
           printf("Warning! None valid information for:%ld line=%d (skipped) and may be others, see log file\n",num[i],i);
              first=1;
 /*------------ gnuplot -------------*/        }
 chdir(pathcd);        if(first==1){
   if((ficgp=fopen("graph.plt","w"))==NULL) {          fprintf(ficlog,"Warning! None valid information for:%ld line=%d (skipped)\n",num[i],i);
     printf("Problem with file graph.gp");goto end;        }
   }      } /* end mi==0 */
 #ifdef windows    } /* End individuals */
   fprintf(ficgp,"cd \"%s\" \n",pathc);  
 #endif    for(i=1; i<=imx; i++){
 m=pow(2,cptcoveff);      for(mi=1; mi<wav[i];mi++){
          if (stepm <=0)
  /* 1eme*/          dh[mi][i]=1;
   for (cpt=1; cpt<= nlstate ; cpt ++) {        else{
    for (k1=1; k1<= m ; k1 ++) {          if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
             if (agedc[i] < 2*AGESUP) {
 #ifdef windows              j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
     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);              if(j==0) j=1;  /* Survives at least one month after exam */
 #endif              else if(j<0){
 #ifdef unix                nberr++;
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);                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]);
 #endif                j=1; /* Temporary Dangerous patch */
                 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. You MUST fix the contradiction between dates.\n",stepm);
 for (i=1; i<= nlstate ; 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]);
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");                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. You MUST fix the contradiction between dates.\n",stepm);
   else fprintf(ficgp," \%%*lf (\%%*lf)");              }
 }              k=k+1;
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);              if (j >= jmax) jmax=j;
     for (i=1; i<= nlstate ; i ++) {              if (j <= jmin) jmin=j;
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");              sum=sum+j;
   else fprintf(ficgp," \%%*lf (\%%*lf)");              /*if (j<0) printf("j=%d num=%d \n",j,i);*/
 }              /*    printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);            }
      for (i=1; i<= nlstate ; i ++) {          }
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");          else{
   else fprintf(ficgp," \%%*lf (\%%*lf)");            j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
 }    /*        if (j<0) printf("%d %lf %lf %d %d %d\n", i,agev[mw[mi+1][i]][i], agev[mw[mi][i]][i],j,s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]); */
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));  
 #ifdef unix            k=k+1;
 fprintf(ficgp,"\nset ter gif small size 400,300");            if (j >= jmax) jmax=j;
 #endif            else if (j <= jmin)jmin=j;
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);            /*        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]);*/
   }            if(j<0){
   /*2 eme*/              nberr++;
               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]);
   for (k1=1; k1<= m ; k1 ++) {              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]);
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);            }
                sum=sum+j;
     for (i=1; i<= nlstate+1 ; i ++) {          }
       k=2*i;          jk= j/stepm;
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);          jl= j -jk*stepm;
       for (j=1; j<= nlstate+1 ; j ++) {          ju= j -(jk+1)*stepm;
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");          if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */
   else fprintf(ficgp," \%%*lf (\%%*lf)");            if(jl==0){
 }                dh[mi][i]=jk;
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");              bh[mi][i]=0;
       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);            }else{ /* We want a negative bias in order to only have interpolation ie
     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);                    * at the price of an extra matrix product in likelihood */
       for (j=1; j<= nlstate+1 ; j ++) {              dh[mi][i]=jk+1;
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");              bh[mi][i]=ju;
         else fprintf(ficgp," \%%*lf (\%%*lf)");            }
 }            }else{
       fprintf(ficgp,"\" t\"\" w l 0,");            if(jl <= -ju){
      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);              dh[mi][i]=jk;
       for (j=1; j<= nlstate+1 ; j ++) {              bh[mi][i]=jl;       /* bias is positive if real duration
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");                                   * is higher than the multiple of stepm and negative otherwise.
   else fprintf(ficgp," \%%*lf (\%%*lf)");                                   */
 }              }
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");            else{
       else fprintf(ficgp,"\" t\"\" w l 0,");              dh[mi][i]=jk+1;
     }              bh[mi][i]=ju;
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);            }
   }            if(dh[mi][i]==0){
                dh[mi][i]=1; /* At least one step */
   /*3eme*/              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 (k1=1; k1<= m ; k1 ++) {            }
     for (cpt=1; cpt<= nlstate ; cpt ++) {          } /* end if mle */
       k=2+nlstate*(cpt-1);        }
       fprintf(ficgp,"set ter gif small size 400,300\nplot [%.f:%.f] \"e%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",agemin,fage,fileres,k1-1,k1-1,k,cpt);      } /* end wave */
       for (i=1; i< nlstate ; i ++) {    }
         fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",fileres,k1-1,k1-1,k+i,cpt,i+1);    jmean=sum/k;
       }    printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);    fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
     }   }
   }  
    /*********** Tricode ****************************/
   /* CV preval stat */  void tricode(int *Tvar, int **nbcode, int imx)
   for (k1=1; k1<= m ; k1 ++) {  {
     for (cpt=1; cpt<nlstate ; cpt ++) {    
       k=3;    int Ndum[20],ij=1, k, j, i, maxncov=19;
       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/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);    int cptcode=0;
       for (i=1; i< nlstate ; i ++)    cptcoveff=0; 
         fprintf(ficgp,"+$%d",k+i+1);   
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);    for (k=0; k<maxncov; k++) Ndum[k]=0;
          for (k=1; k<=7; k++) ncodemax[k]=0;
       l=3+(nlstate+ndeath)*cpt;  
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);    for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
       for (i=1; i< nlstate ; i ++) {      for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
         l=3+(nlstate+ndeath)*cpt;                                 modality*/ 
         fprintf(ficgp,"+$%d",l+i+1);        ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
       }        Ndum[ij]++; /*store the modality */
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);          /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);        if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
     }                                         Tvar[j]. If V=sex and male is 0 and 
   }                                         female is 1, then  cptcode=1.*/
       }
   /* proba elementaires */  
    for(i=1,jk=1; i <=nlstate; i++){      for (i=0; i<=cptcode; i++) {
     for(k=1; k <=(nlstate+ndeath); k++){        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 */
       if (k != i) {      }
         for(j=1; j <=ncovmodel; j++){  
           /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/      ij=1; 
           /*fprintf(ficgp,"%s",alph[1]);*/      for (i=1; i<=ncodemax[j]; i++) {
           fprintf(ficgp,"p%d=%f ",jk,p[jk]);        for (k=0; k<= maxncov; k++) {
           jk++;          if (Ndum[k] != 0) {
           fprintf(ficgp,"\n");            nbcode[Tvar[j]][ij]=k; 
         }            /* 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; */
       }            
     }            ij++;
     }          }
           if (ij > ncodemax[j]) break; 
   for(jk=1; jk <=m; jk++) {        }  
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);      } 
    i=1;    }  
    for(k2=1; k2<=nlstate; k2++) {  
      k3=i;   for (k=0; k< maxncov; k++) Ndum[k]=0;
      for(k=1; k<=(nlstate+ndeath); k++) {  
        if (k != k2){   for (i=1; i<=ncovmodel-2; i++) { 
         fprintf(ficgp," exp(p%d+p%d*x",i,i+1);     /* Listing of all covariables in statement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
 ij=1;     ij=Tvar[i];
         for(j=3; j <=ncovmodel; j++) {     Ndum[ij]++;
           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++;   ij=1;
           }   for (i=1; i<= maxncov; i++) {
           else     if((Ndum[i]!=0) && (i<=ncovcol)){
           fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);       Tvaraff[ij]=i; /*For printing */
         }       ij++;
           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);   cptcoveff=ij-1; /*Number of simple covariates*/
 ij=1;  }
           for(j=3; j <=ncovmodel; j++){  
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {  /*********** Health Expectancies ****************/
             fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);  
             ij++;  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,char strstart[] )
           }  
           else  {
             fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);    /* Health expectancies */
           }    int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
           fprintf(ficgp,")");    double age, agelim, hf;
         }    double ***p3mat,***varhe;
         fprintf(ficgp,") t \"p%d%d\" ", k2,k);    double **dnewm,**doldm;
         if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");    double *xp;
         i=i+ncovmodel;    double **gp, **gm;
        }    double ***gradg, ***trgradg;
      }    int theta;
    }  
    fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);    varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
   }    xp=vector(1,npar);
        dnewm=matrix(1,nlstate*nlstate,1,npar);
   fclose(ficgp);    doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
        
 chdir(path);    fprintf(ficreseij,"# Local time at start: %s", strstart);
     free_matrix(agev,1,maxwav,1,imx);    fprintf(ficreseij,"# Health expectancies\n");
     free_ivector(wav,1,imx);    fprintf(ficreseij,"# Age");
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);    for(i=1; i<=nlstate;i++)
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);      for(j=1; j<=nlstate;j++)
            fprintf(ficreseij," %1d-%1d (SE)",i,j);
     free_imatrix(s,1,maxwav+1,1,n);    fprintf(ficreseij,"\n");
      
        if(estepm < stepm){
     free_ivector(num,1,n);      printf ("Problem %d lower than %d\n",estepm, stepm);
     free_vector(agedc,1,n);    }
     free_vector(weight,1,n);    else  hstepm=estepm;   
     /*free_matrix(covar,1,NCOVMAX,1,n);*/    /* We compute the life expectancy from trapezoids spaced every estepm months
     fclose(ficparo);     * This is mainly to measure the difference between two models: for example
     fclose(ficres);     * if stepm=24 months pijx are given only every 2 years and by summing them
     /*  }*/     * we are calculating an estimate of the Life Expectancy assuming a linear 
         * progression in between and thus overestimating or underestimating according
    /*________fin mle=1_________*/     * to the curvature of the survival function. If, for the same date, we 
         * estimate the model with stepm=1 month, we can keep estepm to 24 months
      * to compare the new estimate of Life expectancy with the same linear 
       * hypothesis. A more precise result, taking into account a more precise
     /* No more information from the sample is required now */     * curvature will be obtained if estepm is as small as stepm. */
   /* Reads comments: lines beginning with '#' */  
   while((c=getc(ficpar))=='#' && c!= EOF){    /* For example we decided to compute the life expectancy with the smallest unit */
     ungetc(c,ficpar);    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
     fgets(line, MAXLINE, ficpar);       nhstepm is the number of hstepm from age to agelim 
     puts(line);       nstepm is the number of stepm from age to agelin. 
     fputs(line,ficparo);       Look at hpijx to understand the reason of that which relies in memory size
   }       and note for a fixed period like estepm months */
   ungetc(c,ficpar);    /* 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
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);       means that if the survival funtion is printed only each two years of age and if
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);       results. So we changed our mind and took the option of the best precision.
 /*--------- index.htm --------*/    */
     hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
   if((fichtm=fopen("index.htm","w"))==NULL)    {  
     printf("Problem with index.htm \n");goto end;    agelim=AGESUP;
   }    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
       /* nhstepm age range expressed in number of stepm */
  fprintf(fichtm,"<body><ul> <font size=\"6\">Imach, Version 0.64a </font> <hr size=\"2\" color=\"#EC5E5E\">      nstepm=(int) rint((agelim-age)*YEARM/stepm); 
 Titre=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>      /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
 Total number of observations=%d <br>      /* if (stepm >= YEARM) hstepm=1;*/
 Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
 <hr  size=\"2\" color=\"#EC5E5E\">      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
 <li>Outputs files<br><br>\n      gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n      gp=matrix(0,nhstepm,1,nlstate*nlstate);
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>      gm=matrix(0,nhstepm,1,nlstate*nlstate);
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>  
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>      /* Computed by stepm unit matrices, product of hstepm matrices, stored
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>   
         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>  
         - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%s</a> <br><br>",title,datafile,firstpass,lastpass,stepm, weightopt,model,imx,jmin,jmax,jmean,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres);      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
   
  fprintf(fichtm," <li>Graphs</li><p>");      /* Computing  Variances of health expectancies */
   
  m=cptcoveff;       for(theta=1; theta <=npar; theta++){
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}        for(i=1; i<=npar; i++){ 
           xp[i] = x[i] + (i==theta ?delti[theta]:0);
  j1=0;        }
  for(k1=1; k1<=m;k1++){        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
    for(i1=1; i1<=ncodemax[k1];i1++){    
        j1++;        cptj=0;
        if (cptcovn > 0) {        for(j=1; j<= nlstate; j++){
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");          for(i=1; i<=nlstate; i++){
          for (cpt=1; cpt<=cptcoveff;cpt++)            cptj=cptj+1;
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[j1][cpt]]);            for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");              gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
        }            }
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>          }
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);            }
        for(cpt=1; cpt<nlstate;cpt++){       
          fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>       
 <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);        for(i=1; i<=npar; i++) 
        }          xp[i] = x[i] - (i==theta ?delti[theta]:0);
     for(cpt=1; cpt<=nlstate;cpt++) {        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident        
 interval) in state (%d): v%s%d%d.gif <br>        cptj=0;
 <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);          for(j=1; j<= nlstate; j++){
      }          for(i=1;i<=nlstate;i++){
      for(cpt=1; cpt<=nlstate;cpt++) {            cptj=cptj+1;
         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>            for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
 <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);  
      }              gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
      fprintf(fichtm,"\n<br>- Total life expectancy by age and            }
 health expectancies in states (1) and (2): e%s%d.gif<br>          }
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);        }
 fprintf(fichtm,"\n</body>");        for(j=1; j<= nlstate*nlstate; j++)
    }          for(h=0; h<=nhstepm-1; h++){
  }            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
 fclose(fichtm);          }
        } 
   /*--------------- Prevalence limit --------------*/     
    /* End theta */
   strcpy(filerespl,"pl");  
   strcat(filerespl,fileres);       trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
   if((ficrespl=fopen(filerespl,"w"))==NULL) {  
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;       for(h=0; h<=nhstepm-1; h++)
   }        for(j=1; j<=nlstate*nlstate;j++)
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);          for(theta=1; theta <=npar; theta++)
   fprintf(ficrespl,"#Prevalence limit\n");            trgradg[h][j][theta]=gradg[h][theta][j];
   fprintf(ficrespl,"#Age ");       
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);  
   fprintf(ficrespl,"\n");       for(i=1;i<=nlstate*nlstate;i++)
          for(j=1;j<=nlstate*nlstate;j++)
   prlim=matrix(1,nlstate,1,nlstate);          varhe[i][j][(int)age] =0.;
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */       printf("%d|",(int)age);fflush(stdout);
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */       fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */       for(h=0;h<=nhstepm-1;h++){
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */        for(k=0;k<=nhstepm-1;k++){
   k=0;          matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
   agebase=agemin;          matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
   agelim=agemax;          for(i=1;i<=nlstate*nlstate;i++)
   ftolpl=1.e-10;            for(j=1;j<=nlstate*nlstate;j++)
   i1=cptcoveff;              varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
   if (cptcovn < 1){i1=1;}        }
       }
   for(cptcov=1;cptcov<=i1;cptcov++){      /* Computing expectancies */
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){      for(i=1; i<=nlstate;i++)
         k=k+1;        for(j=1; j<=nlstate;j++)
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/          for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
         fprintf(ficrespl,"\n#******");            eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
         for(j=1;j<=cptcoveff;j++)            
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);  /* 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]);*/
         fprintf(ficrespl,"******\n");  
                  }
         for (age=agebase; age<=agelim; age++){  
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);      fprintf(ficreseij,"%3.0f",age );
           fprintf(ficrespl,"%.0f",age );      cptj=0;
           for(i=1; i<=nlstate;i++)      for(i=1; i<=nlstate;i++)
           fprintf(ficrespl," %.5f", prlim[i][i]);        for(j=1; j<=nlstate;j++){
           fprintf(ficrespl,"\n");          cptj++;
         }          fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
       }        }
     }      fprintf(ficreseij,"\n");
   fclose(ficrespl);     
   /*------------- h Pij x at various ages ------------*/      free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
        free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
   if((ficrespij=fopen(filerespij,"w"))==NULL) {      free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   }    }
   printf("Computing pij: result on file '%s' \n", filerespij);    printf("\n");
      fprintf(ficlog,"\n");
   stepsize=(int) (stepm+YEARM-1)/YEARM;  
   if (stepm<=24) stepsize=2;    free_vector(xp,1,npar);
     free_matrix(dnewm,1,nlstate*nlstate,1,npar);
   agelim=AGESUP;    free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
   hstepm=stepsize*YEARM; /* Every year of age */    free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */  }
    
   k=0;  /************ Variance ******************/
   for(cptcov=1;cptcov<=i1;cptcov++){  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, char strstart[])
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){  {
       k=k+1;    /* Variance of health expectancies */
         fprintf(ficrespij,"\n#****** ");    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
         for(j=1;j<=cptcoveff;j++)    /* double **newm;*/
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    double **dnewm,**doldm;
         fprintf(ficrespij,"******\n");    double **dnewmp,**doldmp;
            int i, j, nhstepm, hstepm, h, nstepm ;
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */    int k, cptcode;
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */    double *xp;
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    double **gp, **gm;  /* for var eij */
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    double ***gradg, ***trgradg; /*for var eij */
           oldm=oldms;savm=savms;    double **gradgp, **trgradgp; /* for var p point j */
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);      double *gpp, *gmp; /* for var p point j */
           fprintf(ficrespij,"# Age");    double **varppt; /* for var p point j nlstate to nlstate+ndeath */
           for(i=1; i<=nlstate;i++)    double ***p3mat;
             for(j=1; j<=nlstate+ndeath;j++)    double age,agelim, hf;
               fprintf(ficrespij," %1d-%1d",i,j);    double ***mobaverage;
           fprintf(ficrespij,"\n");    int theta;
           for (h=0; h<=nhstepm; h++){    char digit[4];
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );    char digitp[25];
             for(i=1; i<=nlstate;i++)  
               for(j=1; j<=nlstate+ndeath;j++)    char fileresprobmorprev[FILENAMELENGTH];
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);  
             fprintf(ficrespij,"\n");    if(popbased==1){
           }      if(mobilav!=0)
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        strcpy(digitp,"-populbased-mobilav-");
           fprintf(ficrespij,"\n");      else strcpy(digitp,"-populbased-nomobil-");
         }    }
     }    else 
   }      strcpy(digitp,"-stablbased-");
   
   fclose(ficrespij);    if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   /*---------- Health expectancies and variances ------------*/      if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
   strcpy(filerest,"t");        printf(" Error in movingaverage mobilav=%d\n",mobilav);
   strcat(filerest,fileres);      }
   if((ficrest=fopen(filerest,"w"))==NULL) {    }
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;  
   }    strcpy(fileresprobmorprev,"prmorprev"); 
   printf("Computing Total LEs with variances: file '%s' \n", filerest);    sprintf(digit,"%-d",ij);
     /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
     strcat(fileresprobmorprev,digit); /* Tvar to be done */
   strcpy(filerese,"e");    strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
   strcat(filerese,fileres);    strcat(fileresprobmorprev,fileres);
   if((ficreseij=fopen(filerese,"w"))==NULL) {    if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);      printf("Problem with resultfile: %s\n", fileresprobmorprev);
   }      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);    }
     printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
  strcpy(fileresv,"v");   
   strcat(fileresv,fileres);    fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
   if((ficresvij=fopen(fileresv,"w"))==NULL) {    fprintf(ficresprobmorprev, "#Local time at start: %s", strstart);
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);    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(ficresprobmorprev,"# Age cov=%-d",ij);
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);    for(j=nlstate+1; j<=(nlstate+ndeath);j++){
       fprintf(ficresprobmorprev," p.%-d SE",j);
   k=0;      for(i=1; i<=nlstate;i++)
   for(cptcov=1;cptcov<=i1;cptcov++){        fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    }  
       k=k+1;    fprintf(ficresprobmorprev,"\n");
       fprintf(ficrest,"\n#****** ");    fprintf(ficgp,"\n# Routine varevsij");
       for(j=1;j<=cptcoveff;j++)   fprintf(fichtm, "#Local time at start: %s", strstart);
         fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    fprintf(fichtm,"\n<li><h4> Computing probabilities of dying over estepm months as a weighted average (i.e global mortality independent of initial healh state)</h4></li>\n");
       fprintf(ficrest,"******\n");    fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
   /*   } */
       fprintf(ficreseij,"\n#****** ");    varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
       for(j=1;j<=cptcoveff;j++)   fprintf(ficresvij, "#Local time at start: %s", strstart);
         fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][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(ficreseij,"******\n");    fprintf(ficresvij,"# Age");
     for(i=1; i<=nlstate;i++)
       fprintf(ficresvij,"\n#****** ");      for(j=1; j<=nlstate;j++)
       for(j=1;j<=cptcoveff;j++)        fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
         fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);    fprintf(ficresvij,"\n");
       fprintf(ficresvij,"******\n");  
     xp=vector(1,npar);
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);    dnewm=matrix(1,nlstate,1,npar);
       oldm=oldms;savm=savms;    doldm=matrix(1,nlstate,1,nlstate);
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);      dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);    doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
       oldm=oldms;savm=savms;  
       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);    gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
          gpp=vector(nlstate+1,nlstate+ndeath);
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");    gmp=vector(nlstate+1,nlstate+ndeath);
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);    trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
       fprintf(ficrest,"\n");    
            if(estepm < stepm){
       hf=1;      printf ("Problem %d lower than %d\n",estepm, stepm);
       if (stepm >= YEARM) hf=stepm/YEARM;    }
       epj=vector(1,nlstate+1);    else  hstepm=estepm;   
       for(age=bage; age <=fage ;age++){    /* For example we decided to compute the life expectancy with the smallest unit */
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
         fprintf(ficrest," %.0f",age);       nhstepm is the number of hstepm from age to agelim 
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){       nstepm is the number of stepm from age to agelin. 
           for(i=1, epj[j]=0.;i <=nlstate;i++) {       Look at hpijx to understand the reason of that which relies in memory size
             epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];       and note for a fixed period like k years */
           }    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
           epj[nlstate+1] +=epj[j];       survival function given by stepm (the optimization length). Unfortunately it
         }       means that if the survival funtion is printed every two years of age and if
         for(i=1, vepp=0.;i <=nlstate;i++)       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
           for(j=1;j <=nlstate;j++)       results. So we changed our mind and took the option of the best precision.
             vepp += vareij[i][j][(int)age];    */
         fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
         for(j=1;j <=nlstate;j++){    agelim = AGESUP;
           fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
         }      nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
         fprintf(ficrest,"\n");      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
       }      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     }      gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
   }      gp=matrix(0,nhstepm,1,nlstate);
              gm=matrix(0,nhstepm,1,nlstate);
  fclose(ficreseij);  
  fclose(ficresvij);  
   fclose(ficrest);      for(theta=1; theta <=npar; theta++){
   fclose(ficpar);        for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
   free_vector(epj,1,nlstate+1);          xp[i] = x[i] + (i==theta ?delti[theta]:0);
   /*  scanf("%d ",i); */        }
         hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
   /*------- Variance limit prevalence------*/          prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   
 strcpy(fileresvpl,"vpl");        if (popbased==1) {
   strcat(fileresvpl,fileres);          if(mobilav ==0){
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {            for(i=1; i<=nlstate;i++)
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);              prlim[i][i]=probs[(int)age][i][ij];
     exit(0);          }else{ /* mobilav */ 
   }            for(i=1; i<=nlstate;i++)
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);              prlim[i][i]=mobaverage[(int)age][i][ij];
           }
  k=0;        }
  for(cptcov=1;cptcov<=i1;cptcov++){    
    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){        for(j=1; j<= nlstate; j++){
      k=k+1;          for(h=0; h<=nhstepm; h++){
      fprintf(ficresvpl,"\n#****** ");            for(i=1, gp[h][j]=0.;i<=nlstate;i++)
      for(j=1;j<=cptcoveff;j++)              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
        fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);          }
      fprintf(ficresvpl,"******\n");        }
              /* This for computing probability of death (h=1 means
      varpl=matrix(1,nlstate,(int) bage, (int) fage);           computed over hstepm matrices product = hstepm*stepm months) 
      oldm=oldms;savm=savms;           as a weighted average of prlim.
      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);        */
    }        for(j=nlstate+1;j<=nlstate+ndeath;j++){
  }          for(i=1,gpp[j]=0.; i<= nlstate; i++)
             gpp[j] += prlim[i][i]*p3mat[i][j][1];
   fclose(ficresvpl);        }    
         /* end probability of death */
   /*---------- End : free ----------------*/  
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);        for(i=1; i<=npar; i++) /* Computes gradient x - delta */
            xp[i] = x[i] - (i==theta ?delti[theta]:0);
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
     
          if (popbased==1) {
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);          if(mobilav ==0){
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);            for(i=1; i<=nlstate;i++)
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);              prlim[i][i]=probs[(int)age][i][ij];
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);          }else{ /* mobilav */ 
              for(i=1; i<=nlstate;i++)
   free_matrix(matcov,1,npar,1,npar);              prlim[i][i]=mobaverage[(int)age][i][ij];
   free_vector(delti,1,npar);          }
          }
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);  
         for(j=1; j<= nlstate; j++){
   printf("End of Imach\n");          for(h=0; h<=nhstepm; h++){
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */            for(i=1, gm[h][j]=0.;i<=nlstate;i++)
                gm[h][j] += prlim[i][i]*p3mat[i][j][h];
   /* printf("Total time was %d Sec. %d uSec.\n", end_time.tv_sec -start_time.tv_sec, end_time.tv_usec -start_time.tv_usec);*/          }
   /*printf("Total time was %d uSec.\n", total_usecs);*/        }
   /*------ End -----------*/        /* This for computing probability of death (h=1 means
            computed over hstepm matrices product = hstepm*stepm months) 
  end:           as a weighted average of prlim.
 #ifdef windows        */
  chdir(pathcd);        for(j=nlstate+1;j<=nlstate+ndeath;j++){
 #endif          for(i=1,gmp[j]=0.; i<= nlstate; i++)
  /*system("wgnuplot graph.plt");*/           gmp[j] += prlim[i][i]*p3mat[i][j][1];
  system("../gp37mgw/wgnuplot graph.plt");        }    
         /* end probability of death */
 #ifdef windows  
   while (z[0] != 'q') {        for(j=1; j<= nlstate; j++) /* vareij */
     chdir(pathcd);          for(h=0; h<=nhstepm; h++){
     printf("\nType e to edit output files, c to start again, and q for exiting: ");            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
     scanf("%s",z);          }
     if (z[0] == 'c') system("./imach");  
     else if (z[0] == 'e') {        for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
       chdir(path);          gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
       system("index.htm");        }
     }  
     else if (z[0] == 'q') exit(0);      } /* End theta */
   }  
 #endif      trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
 }  
       for(h=0; h<=nhstepm; h++) /* veij */
         for(j=1; j<=nlstate;j++)
           for(theta=1; theta <=npar; theta++)
             trgradg[h][j][theta]=gradg[h][theta][j];
   
       for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
         for(theta=1; theta <=npar; theta++)
           trgradgp[j][theta]=gradgp[theta][j];
     
   
       hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
       for(i=1;i<=nlstate;i++)
         for(j=1;j<=nlstate;j++)
           vareij[i][j][(int)age] =0.;
   
       for(h=0;h<=nhstepm;h++){
         for(k=0;k<=nhstepm;k++){
           matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
           matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
           for(i=1;i<=nlstate;i++)
             for(j=1;j<=nlstate;j++)
               vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
         }
       }
     
       /* pptj */
       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);
       for(j=nlstate+1;j<=nlstate+ndeath;j++)
         for(i=nlstate+1;i<=nlstate+ndeath;i++)
           varppt[j][i]=doldmp[j][i];
       /* end ppptj */
       /*  x centered again */
       hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
       prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
    
       if (popbased==1) {
         if(mobilav ==0){
           for(i=1; i<=nlstate;i++)
             prlim[i][i]=probs[(int)age][i][ij];
         }else{ /* mobilav */ 
           for(i=1; i<=nlstate;i++)
             prlim[i][i]=mobaverage[(int)age][i][ij];
         }
       }
                
       /* This for computing probability of death (h=1 means
          computed over hstepm (estepm) matrices product = hstepm*stepm months) 
          as a weighted average of prlim.
       */
       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, char strstart[])
   {
     /* 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, "#Local time at start: %s", strstart); 
     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, char strstart[])
   {
     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, "#Local time at start: %s", strstart);
     fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
     fprintf(ficresprob,"# Age");
     fprintf(ficresprobcov, "#Local time at start: %s", strstart);
     fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
     fprintf(ficresprobcov,"# Age");
     fprintf(ficresprobcor, "#Local time at start: %s", strstart);
     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,double agemortsup){
     int i,k;
   
     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>");
   
   fprintf(fichtm,"<ul><li><h4>Life table</h4>\n <br>");
   
    fprintf(fichtm,"\nAge   lx     qx    dx    Lx     Tx     e(x)<br>");
   
    for (k=agegomp;k<(agemortsup-2);k++) 
      fprintf(fichtm,"%d %.0lf %lf %.0lf %.0lf %.0lf %lf<br>\n",k,lsurv[k],p[1]*exp(p[2]*(k-agegomp)),(p[1]*exp(p[2]*(k-agegomp)))*lsurv[k],lpop[k],tpop[k],tpop[k]/lsurv[k]);
   
    
     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;
     int agemortsup;
     float  sumlpop=0.;
     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 || s[m][i]==-2 || s[m][i]==-4 || s[m][i]==-5){
           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,strstart);
   
     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]));
   
   lsurv=vector(1,AGESUP);
       lpop=vector(1,AGESUP);
       tpop=vector(1,AGESUP);
       lsurv[agegomp]=100000;
      
        for (k=agegomp;k<=AGESUP;k++) {
         agemortsup=k;
         if (p[1]*exp(p[2]*(k-agegomp))>1) break;
       }
      
         for (k=agegomp;k<agemortsup;k++)
         lsurv[k+1]=lsurv[k]-lsurv[k]*(p[1]*exp(p[2]*(k-agegomp)));
   
       for (k=agegomp;k<agemortsup;k++){
         lpop[k]=(lsurv[k]+lsurv[k+1])/2.;
         sumlpop=sumlpop+lpop[k];
       }
   
    tpop[agegomp]=sumlpop;
       for (k=agegomp;k<(agemortsup-3);k++){
         /*  tpop[k+1]=2;*/
         tpop[k+1]=tpop[k]-lpop[k];
          }
      
      
          printf("\nAge   lx     qx    dx    Lx     Tx     e(x)\n");
       for (k=agegomp;k<(agemortsup-2);k++) 
         printf("%d %.0lf %lf %.0lf %.0lf %.0lf %lf\n",k,lsurv[k],p[1]*exp(p[2]*(k-agegomp)),(p[1]*exp(p[2]*(k-agegomp)))*lsurv[k],lpop[k],tpop[k],tpop[k]/lsurv[k]);
   
   
       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,agemortsup);
   
       free_vector(lsurv,1,AGESUP);
       free_vector(lpop,1,AGESUP);
       free_vector(tpop,1,AGESUP);
     } /* 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, "#Local time at start: %s", strstart);
       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, "#Local time at start: %s", strstart);
       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,strstart);
   
       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, strstart);  
    
           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, strstart);
           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, strstart);
           }
   
           fprintf(ficrest, "#Local time at start: %s", strstart);
           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,strstart);
           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\nLocal time 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);
     }
   }
   
   
   

Removed from v.1.8  
changed lines
  Added in v.1.105


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