Diff for /imach/src/imach.c between versions 1.11 and 1.107

version 1.11, 2001/05/17 16:07:14 version 1.107, 2006/01/19 16:20:37
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 1.107  2006/01/19 16:20:37  brouard
   individuals from different ages are interviewed on their health status    Test existence of gnuplot in imach path
   or degree of  disability. At least a second wave of interviews  
   ("longitudinal") should  measure each new individual health status.    Revision 1.106  2006/01/19 13:24:36  brouard
   Health expectancies are computed from the transistions observed between    Some cleaning and links added in html output
   waves and are computed for each degree of severity of disability (number  
   of life states). More degrees you consider, more time is necessary to    Revision 1.105  2006/01/05 20:23:19  lievre
   reach the Maximum Likelihood of the parameters involved in the model.    *** empty log message ***
   The simplest model is the multinomial logistic model where pij is  
   the probabibility to be observed in state j at the second wave conditional    Revision 1.104  2005/09/30 16:11:43  lievre
   to be observed in state i at the first wave. Therefore the model is:    (Module): sump fixed, loop imx fixed, and simplifications.
   log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex'    (Module): If the status is missing at the last wave but we know
   is a covariate. If you want to have a more complex model than "constant and    that the person is alive, then we can code his/her status as -2
   age", you should modify the program where the markup    (instead of missing=-1 in earlier versions) and his/her
     *Covariates have to be included here again* invites you to do it.    contributions to the likelihood is 1 - Prob of dying from last
   More covariates you add, less is the speed of the convergence.    health status (= 1-p13= p11+p12 in the easiest case of somebody in
     the healthy state at last known wave). Version is 0.98
   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 1.103  2005/09/30 15:54:49  lievre
   individual missed an interview, the information is not rounded or lost, but    (Module): sump fixed, loop imx fixed, and simplifications.
   taken into account using an interpolation or extrapolation.  
   hPijx is the probability to be    Revision 1.102  2004/09/15 17:31:30  brouard
   observed in state i at age x+h conditional to the observed state i at age    Add the possibility to read data file including tab characters.
   x. The delay 'h' can be split into an exact number (nh*stepm) of  
   unobserved intermediate  states. This elementary transition (by month or    Revision 1.101  2004/09/15 10:38:38  brouard
   quarter trimester, semester or year) is model as a multinomial logistic.    Fix on curr_time
   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 1.100  2004/07/12 18:29:06  brouard
     Add version for Mac OS X. Just define UNIX in Makefile
   Also this programme outputs the covariance matrix of the parameters but also  
   of the life expectancies. It also computes the prevalence limits.    Revision 1.99  2004/06/05 08:57:40  brouard
      *** empty log message ***
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).  
            Institut national d'études démographiques, Paris.    Revision 1.98  2004/05/16 15:05:56  brouard
   This software have been partly granted by Euro-REVES, a concerted action    New version 0.97 . First attempt to estimate force of mortality
   from the European Union.    directly from the data i.e. without the need of knowing the health
   It is copyrighted identically to a GNU software product, ie programme and    state at each age, but using a Gompertz model: log u =a + b*age .
   software can be distributed freely for non commercial use. Latest version    This is the basic analysis of mortality and should be done before any
   can be accessed at http://euroreves.ined.fr/imach .    other analysis, in order to test if the mortality estimated from the
   **********************************************************************/    cross-longitudinal survey is different from the mortality estimated
      from other sources like vital statistic data.
 #include <math.h>  
 #include <stdio.h>    The same imach parameter file can be used but the option for mle should be -3.
 #include <stdlib.h>  
 #include <unistd.h>    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.
 #define MAXLINE 256  
 #define FILENAMELENGTH 80    The output is very simple: only an estimate of the intercept and of
 /*#define DEBUG*/    the slope with 95% confident intervals.
 #define windows  
 #define GLOCK_ERROR_NOPATH              -1      /* empty path */    Current limitations:
 #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */    A) Even if you enter covariates, i.e. with the
     model= V1+V2 equation for example, the programm does only estimate a unique global model without covariates.
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */    B) There is no computation of Life Expectancy nor Life Table.
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */  
     Revision 1.97  2004/02/20 13:25:42  lievre
 #define NINTERVMAX 8    Version 0.96d. Population forecasting command line is (temporarily)
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */    suppressed.
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */  
 #define NCOVMAX 8 /* Maximum number of covariates */    Revision 1.96  2003/07/15 15:38:55  brouard
 #define MAXN 20000    * imach.c (Repository): Errors in subdirf, 2, 3 while printing tmpout is
 #define YEARM 12. /* Number of months per year */    rewritten within the same printf. Workaround: many printfs.
 #define AGESUP 130  
 #define AGEBASE 40    Revision 1.95  2003/07/08 07:54:34  brouard
     * imach.c (Repository):
     (Repository): Using imachwizard code to output a more meaningful covariance
 int nvar;    matrix (cov(a12,c31) instead of numbers.
 int cptcovn, cptcovage=0, cptcoveff=0,cptcov;  
 int npar=NPARMAX;    Revision 1.94  2003/06/27 13:00:02  brouard
 int nlstate=2; /* Number of live states */    Just cleaning
 int ndeath=1; /* Number of dead states */  
 int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */    Revision 1.93  2003/06/25 16:33:55  brouard
     (Module): On windows (cygwin) function asctime_r doesn't
 int *wav; /* Number of waves for this individuual 0 is possible */    exist so I changed back to asctime which exists.
 int maxwav; /* Maxim number of waves */    (Module): Version 0.96b
 int jmin, jmax; /* min, max spacing between 2 waves */  
 int mle, weightopt;    Revision 1.92  2003/06/25 16:30:45  brouard
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */    (Module): On windows (cygwin) function asctime_r doesn't
 int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */    exist so I changed back to asctime which exists.
 double jmean; /* Mean space between 2 waves */  
 double **oldm, **newm, **savm; /* Working pointers to matrices */    Revision 1.91  2003/06/25 15:30:29  brouard
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */    * imach.c (Repository): Duplicated warning errors corrected.
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest;    (Repository): Elapsed time after each iteration is now output. It
 FILE *ficgp, *fichtm;    helps to forecast when convergence will be reached. Elapsed time
 FILE *ficreseij;    is stamped in powell.  We created a new html file for the graphs
   char filerese[FILENAMELENGTH];    concerning matrix of covariance. It has extension -cov.htm.
  FILE  *ficresvij;  
   char fileresv[FILENAMELENGTH];    Revision 1.90  2003/06/24 12:34:15  brouard
  FILE  *ficresvpl;    (Module): Some bugs corrected for windows. Also, when
   char fileresvpl[FILENAMELENGTH];    mle=-1 a template is output in file "or"mypar.txt with the design
     of the covariance matrix to be input.
 #define NR_END 1  
 #define FREE_ARG char*    Revision 1.89  2003/06/24 12:30:52  brouard
 #define FTOL 1.0e-10    (Module): Some bugs corrected for windows. Also, when
     mle=-1 a template is output in file "or"mypar.txt with the design
 #define NRANSI    of the covariance matrix to be input.
 #define ITMAX 200  
     Revision 1.88  2003/06/23 17:54:56  brouard
 #define TOL 2.0e-4    * 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 CGOLD 0.3819660    Revision 1.87  2003/06/18 12:26:01  brouard
 #define ZEPS 1.0e-10    Version 0.96
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);  
     Revision 1.86  2003/06/17 20:04:08  brouard
 #define GOLD 1.618034    (Module): Change position of html and gnuplot routines and added
 #define GLIMIT 100.0    routine fileappend.
 #define TINY 1.0e-20  
     Revision 1.85  2003/06/17 13:12:43  brouard
 static double maxarg1,maxarg2;    * imach.c (Repository): Check when date of death was earlier that
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))    current date of interview. It may happen when the death was just
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))    prior to the death. In this case, dh was negative and likelihood
      was wrong (infinity). We still send an "Error" but patch by
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))    assuming that the date of death was just one stepm after the
 #define rint(a) floor(a+0.5)    interview.
     (Repository): Because some people have very long ID (first column)
 static double sqrarg;    we changed int to long in num[] and we added a new lvector for
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)    memory allocation. But we also truncated to 8 characters (left
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}    truncation)
     (Repository): No more line truncation errors.
 int imx;  
 int stepm;    Revision 1.84  2003/06/13 21:44:43  brouard
 /* Stepm, step in month: minimum step interpolation*/    * imach.c (Repository): Replace "freqsummary" at a correct
     place. It differs from routine "prevalence" which may be called
 int m,nb;    many times. Probs is memory consuming and must be used with
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;    parcimony.
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;    Version 0.95a3 (should output exactly the same maximization than 0.8a2)
 double **pmmij;  
     Revision 1.83  2003/06/10 13:39:11  lievre
 double *weight;    *** empty log message ***
 int **s; /* Status */  
 double *agedc, **covar, idx;    Revision 1.82  2003/06/05 15:57:20  brouard
 int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;    Add log in  imach.c and  fullversion number is now printed.
   
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */  */
 double ftolhess; /* Tolerance for computing hessian */  /*
      Interpolated Markov Chain
 /**************** split *************************/  
 static  int split( char *path, char *dirc, char *name )    Short summary of the programme:
 {    
    char *s;                             /* pointer */    This program computes Healthy Life Expectancies from
    int  l1, l2;                         /* length counters */    cross-longitudinal data. Cross-longitudinal data consist in: -1- a
     first survey ("cross") where individuals from different ages are
    l1 = strlen( path );                 /* length of path */    interviewed on their health status or degree of disability (in the
    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );    case of a health survey which is our main interest) -2- at least a
    s = strrchr( path, '\\' );           /* find last / */    second wave of interviews ("longitudinal") which measure each change
    if ( s == NULL ) {                   /* no directory, so use current */    (if any) in individual health status.  Health expectancies are
 #if     defined(__bsd__)                /* get current working directory */    computed from the time spent in each health state according to a
       extern char       *getwd( );    model. More health states you consider, more time is necessary to reach the
     Maximum Likelihood of the parameters involved in the model.  The
       if ( getwd( dirc ) == NULL ) {    simplest model is the multinomial logistic model where pij is the
 #else    probability to be observed in state j at the second wave
       extern char       *getcwd( );    conditional to be observed in state i at the first wave. Therefore
     the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {    'age' is age and 'sex' is a covariate. If you want to have a more
 #endif    complex model than "constant and age", you should modify the program
          return( GLOCK_ERROR_GETCWD );    where the markup *Covariates have to be included here again* invites
       }    you to do it.  More covariates you add, slower the
       strcpy( name, path );             /* we've got it */    convergence.
    } else {                             /* strip direcotry from path */  
       s++;                              /* after this, the filename */    The advantage of this computer programme, compared to a simple
       l2 = strlen( s );                 /* length of filename */    multinomial logistic model, is clear when the delay between waves is not
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );    identical for each individual. Also, if a individual missed an
       strcpy( name, s );                /* save file name */    intermediate interview, the information is lost, but taken into
       strncpy( dirc, path, l1 - l2 );   /* now the directory */    account using an interpolation or extrapolation.  
       dirc[l1-l2] = 0;                  /* add zero */  
    }    hPijx is the probability to be observed in state i at age x+h
    l1 = strlen( dirc );                 /* length of directory */    conditional to the observed state i at age x. The delay 'h' can be
    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }    split into an exact number (nh*stepm) of unobserved intermediate
    return( 0 );                         /* we're done */    states. This elementary transition (by month, quarter,
 }    semester or year) is modelled as a multinomial logistic.  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.
   
 void replace(char *s, char*t)    Also this programme outputs the covariance matrix of the parameters but also
 {    of the life expectancies. It also computes the stable prevalence. 
   int i;    
   int lg=20;    Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
   i=0;             Institut national d'études démographiques, Paris.
   lg=strlen(t);    This software have been partly granted by Euro-REVES, a concerted action
   for(i=0; i<= lg; i++) {    from the European Union.
     (s[i] = t[i]);    It is copyrighted identically to a GNU software product, ie programme and
     if (t[i]== '\\') s[i]='/';    software can be distributed freely for non commercial use. Latest version
   }    can be accessed at http://euroreves.ined.fr/imach .
 }  
     Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
 int nbocc(char *s, char occ)    or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
 {    
   int i,j=0;    **********************************************************************/
   int lg=20;  /*
   i=0;    main
   lg=strlen(s);    read parameterfile
   for(i=0; i<= lg; i++) {    read datafile
   if  (s[i] == occ ) j++;    concatwav
   }    freqsummary
   return j;    if (mle >= 1)
 }      mlikeli
     print results files
 void cutv(char *u,char *v, char*t, char occ)    if mle==1 
 {       computes hessian
   int i,lg,j,p=0;    read end of parameter file: agemin, agemax, bage, fage, estepm
   i=0;        begin-prev-date,...
   for(j=0; j<=strlen(t)-1; j++) {    open gnuplot file
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;    open html file
   }    stable prevalence
      for age prevalim()
   lg=strlen(t);    h Pij x
   for(j=0; j<p; j++) {    variance of p varprob
     (u[j] = t[j]);    forecasting if prevfcast==1 prevforecast call prevalence()
   }    health expectancies
      u[p]='\0';    Variance-covariance of DFLE
     prevalence()
    for(j=0; j<= lg; j++) {     movingaverage()
     if (j>=(p+1))(v[j-p-1] = t[j]);    varevsij() 
   }    if popbased==1 varevsij(,popbased)
 }    total life expectancies
     Variance of stable prevalence
 /********************** nrerror ********************/   end
   */
 void nrerror(char error_text[])  
 {  
   fprintf(stderr,"ERREUR ...\n");  
   fprintf(stderr,"%s\n",error_text);   
   exit(1);  #include <math.h>
 }  #include <stdio.h>
 /*********************** vector *******************/  #include <stdlib.h>
 double *vector(int nl, int nh)  #include <string.h>
 {  #include <unistd.h>
   double *v;  
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));  #include <sys/types.h>
   if (!v) nrerror("allocation failure in vector");  #include <sys/stat.h>
   return v-nl+NR_END;  #include <errno.h>
 }  extern int errno;
   
 /************************ free vector ******************/  /* #include <sys/time.h> */
 void free_vector(double*v, int nl, int nh)  #include <time.h>
 {  #include "timeval.h"
   free((FREE_ARG)(v+nl-NR_END));  
 }  /* #include <libintl.h> */
   /* #define _(String) gettext (String) */
 /************************ivector *******************************/  
 int *ivector(long nl,long nh)  #define MAXLINE 256
 {  #define GNUPLOTPROGRAM "gnuplot"
   int *v;  /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));  #define FILENAMELENGTH 132
   if (!v) nrerror("allocation failure in ivector");  /*#define DEBUG*/
   return v-nl+NR_END;  /*#define windows*/
 }  #define GLOCK_ERROR_NOPATH              -1      /* empty path */
   #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
 /******************free ivector **************************/  
 void free_ivector(int *v, long nl, long nh)  #define MAXPARM 30 /* Maximum number of parameters for the optimization */
 {  #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
   free((FREE_ARG)(v+nl-NR_END));  
 }  #define NINTERVMAX 8
   #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
 /******************* imatrix *******************************/  #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
 int **imatrix(long nrl, long nrh, long ncl, long nch)  #define NCOVMAX 8 /* Maximum number of covariates */
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */  #define MAXN 20000
 {  #define YEARM 12. /* Number of months per year */
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;  #define AGESUP 130
   int **m;  #define AGEBASE 40
    #define AGEGOMP 10. /* Minimal age for Gompertz adjustment */
   /* allocate pointers to rows */  #ifdef UNIX
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));  #define DIRSEPARATOR '/'
   if (!m) nrerror("allocation failure 1 in matrix()");  #define CHARSEPARATOR "/"
   m += NR_END;  #define ODIRSEPARATOR '\\'
   m -= nrl;  #else
    #define DIRSEPARATOR '\\'
    #define CHARSEPARATOR "\\"
   /* allocate rows and set pointers to them */  #define ODIRSEPARATOR '/'
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));  #endif
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  
   m[nrl] += NR_END;  /* $Id$ */
   m[nrl] -= ncl;  /* $State$ */
    
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;  char version[]="Imach version 0.98a, January 2006, INED-EUROREVES ";
    char fullversion[]="$Revision$ $Date$"; 
   /* return pointer to array of pointers to rows */  int erreur, nberr=0, nbwarn=0; /* Error number, number of errors number of warnings  */
   return m;  int nvar;
 }  int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
   int npar=NPARMAX;
 /****************** free_imatrix *************************/  int nlstate=2; /* Number of live states */
 void free_imatrix(m,nrl,nrh,ncl,nch)  int ndeath=1; /* Number of dead states */
       int **m;  int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
       long nch,ncl,nrh,nrl;  int popbased=0;
      /* free an int matrix allocated by imatrix() */  
 {  int *wav; /* Number of waves for this individuual 0 is possible */
   free((FREE_ARG) (m[nrl]+ncl-NR_END));  int maxwav; /* Maxim number of waves */
   free((FREE_ARG) (m+nrl-NR_END));  int jmin, jmax; /* min, max spacing between 2 waves */
 }  int gipmx, gsw; /* Global variables on the number of contributions 
                      to the likelihood and the sum of weights (done by funcone)*/
 /******************* matrix *******************************/  int mle, weightopt;
 double **matrix(long nrl, long nrh, long ncl, long nch)  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 */
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;  int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
   double **m;             * wave mi and wave mi+1 is not an exact multiple of stepm. */
   double jmean; /* Mean space between 2 waves */
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  double **oldm, **newm, **savm; /* Working pointers to matrices */
   if (!m) nrerror("allocation failure 1 in matrix()");  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
   m += NR_END;  FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
   m -= nrl;  FILE *ficlog, *ficrespow;
   int globpr; /* Global variable for printing or not */
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  double fretone; /* Only one call to likelihood */
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  long ipmx; /* Number of contributions */
   m[nrl] += NR_END;  double sw; /* Sum of weights */
   m[nrl] -= ncl;  char filerespow[FILENAMELENGTH];
   char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  FILE *ficresilk;
   return m;  FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
 }  FILE *ficresprobmorprev;
   FILE *fichtm, *fichtmcov; /* Html File */
 /*************************free matrix ************************/  FILE *ficreseij;
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)  char filerese[FILENAMELENGTH];
 {  FILE  *ficresvij;
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  char fileresv[FILENAMELENGTH];
   free((FREE_ARG)(m+nrl-NR_END));  FILE  *ficresvpl;
 }  char fileresvpl[FILENAMELENGTH];
   char title[MAXLINE];
 /******************* ma3x *******************************/  char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)  char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
 {  char tmpout[FILENAMELENGTH],  tmpout2[FILENAMELENGTH]; 
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;  char command[FILENAMELENGTH];
   double ***m;  int  outcmd=0;
   
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
   if (!m) nrerror("allocation failure 1 in matrix()");  
   m += NR_END;  char filelog[FILENAMELENGTH]; /* Log file */
   m -= nrl;  char filerest[FILENAMELENGTH];
   char fileregp[FILENAMELENGTH];
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  char popfile[FILENAMELENGTH];
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  
   m[nrl] += NR_END;  char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH], optionfilehtmcov[FILENAMELENGTH] ;
   m[nrl] -= ncl;  
   struct timeval start_time, end_time, curr_time, last_time, forecast_time;
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  struct timezone tzp;
   extern int gettimeofday();
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));  struct tm tmg, tm, tmf, *gmtime(), *localtime();
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");  long time_value;
   m[nrl][ncl] += NR_END;  extern long time();
   m[nrl][ncl] -= nll;  char strcurr[80], strfor[80];
   for (j=ncl+1; j<=nch; j++)  
     m[nrl][j]=m[nrl][j-1]+nlay;  #define NR_END 1
    #define FREE_ARG char*
   for (i=nrl+1; i<=nrh; i++) {  #define FTOL 1.0e-10
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;  
     for (j=ncl+1; j<=nch; j++)  #define NRANSI 
       m[i][j]=m[i][j-1]+nlay;  #define ITMAX 200 
   }  
   return m;  #define TOL 2.0e-4 
 }  
   #define CGOLD 0.3819660 
 /*************************free ma3x ************************/  #define ZEPS 1.0e-10 
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
 {  
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));  #define GOLD 1.618034 
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  #define GLIMIT 100.0 
   free((FREE_ARG)(m+nrl-NR_END));  #define TINY 1.0e-20 
 }  
   static double maxarg1,maxarg2;
 /***************** f1dim *************************/  #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
 extern int ncom;  #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
 extern double *pcom,*xicom;    
 extern double (*nrfunc)(double []);  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
    #define rint(a) floor(a+0.5)
 double f1dim(double x)  
 {  static double sqrarg;
   int j;  #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
   double f;  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
   double *xt;  int agegomp= AGEGOMP;
    
   xt=vector(1,ncom);  int imx; 
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];  int stepm=1;
   f=(*nrfunc)(xt);  /* Stepm, step in month: minimum step interpolation*/
   free_vector(xt,1,ncom);  
   return f;  int estepm;
 }  /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
   
 /*****************brent *************************/  int m,nb;
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)  long *num;
 {  int firstpass=0, lastpass=4,*cod, *ncodemax, *Tage,*cens;
   int iter;  double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
   double a,b,d,etemp;  double **pmmij, ***probs;
   double fu,fv,fw,fx;  double *ageexmed,*agecens;
   double ftemp;  double dateintmean=0;
   double p,q,r,tol1,tol2,u,v,w,x,xm;  
   double e=0.0;  double *weight;
    int **s; /* Status */
   a=(ax < cx ? ax : cx);  double *agedc, **covar, idx;
   b=(ax > cx ? ax : cx);  int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
   x=w=v=bx;  double *lsurv, *lpop, *tpop;
   fw=fv=fx=(*f)(x);  
   for (iter=1;iter<=ITMAX;iter++) {  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
     xm=0.5*(a+b);  double ftolhess; /* Tolerance for computing hessian */
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);  
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/  /**************** split *************************/
     printf(".");fflush(stdout);  static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
 #ifdef DEBUG  {
     printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);    /* From a file name with (full) path (either Unix or Windows) we extract the directory (dirc)
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */       the name of the file (name), its extension only (ext) and its first part of the name (finame)
 #endif    */ 
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){    char  *ss;                            /* pointer */
       *xmin=x;    int   l1, l2;                         /* length counters */
       return fx;  
     }    l1 = strlen(path );                   /* length of path */
     ftemp=fu;    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
     if (fabs(e) > tol1) {    ss= strrchr( path, DIRSEPARATOR );            /* find last / */
       r=(x-w)*(fx-fv);    if ( ss == NULL ) {                   /* no directory, so determine current directory */
       q=(x-v)*(fx-fw);      strcpy( name, path );               /* we got the fullname name because no directory */
       p=(x-v)*q-(x-w)*r;      /*if(strrchr(path, ODIRSEPARATOR )==NULL)
       q=2.0*(q-r);        printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
       if (q > 0.0) p = -p;      /* get current working directory */
       q=fabs(q);      /*    extern  char* getcwd ( char *buf , int len);*/
       etemp=e;      if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
       e=d;        return( GLOCK_ERROR_GETCWD );
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))      }
         d=CGOLD*(e=(x >= xm ? a-x : b-x));      /* got dirc from getcwd*/
       else {      printf(" DIRC = %s \n",dirc);
         d=p/q;    } else {                              /* strip direcotry from path */
         u=x+d;      ss++;                               /* after this, the filename */
         if (u-a < tol2 || b-u < tol2)      l2 = strlen( ss );                  /* length of filename */
           d=SIGN(tol1,xm-x);      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
       }      strcpy( name, ss );         /* save file name */
     } else {      strncpy( dirc, path, l1 - l2 );     /* now the directory */
       d=CGOLD*(e=(x >= xm ? a-x : b-x));      dirc[l1-l2] = 0;                    /* add zero */
     }      printf(" DIRC2 = %s \n",dirc);
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));    }
     fu=(*f)(u);    /* We add a separator at the end of dirc if not exists */
     if (fu <= fx) {    l1 = strlen( dirc );                  /* length of directory */
       if (u >= x) a=x; else b=x;    if( dirc[l1-1] != DIRSEPARATOR ){
       SHFT(v,w,x,u)      dirc[l1] =  DIRSEPARATOR;
         SHFT(fv,fw,fx,fu)      dirc[l1+1] = 0; 
         } else {      printf(" DIRC3 = %s \n",dirc);
           if (u < x) a=u; else b=u;    }
           if (fu <= fw || w == x) {    ss = strrchr( name, '.' );            /* find last / */
             v=w;    if (ss >0){
             w=u;      ss++;
             fv=fw;      strcpy(ext,ss);                     /* save extension */
             fw=fu;      l1= strlen( name);
           } else if (fu <= fv || v == x || v == w) {      l2= strlen(ss)+1;
             v=u;      strncpy( finame, name, l1-l2);
             fv=fu;      finame[l1-l2]= 0;
           }    }
         }  
   }    return( 0 );                          /* we're done */
   nrerror("Too many iterations in brent");  }
   *xmin=x;  
   return fx;  
 }  /******************************************/
   
 /****************** mnbrak ***********************/  void replace_back_to_slash(char *s, char*t)
   {
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,    int i;
             double (*func)(double))    int lg=0;
 {    i=0;
   double ulim,u,r,q, dum;    lg=strlen(t);
   double fu;    for(i=0; i<= lg; i++) {
        (s[i] = t[i]);
   *fa=(*func)(*ax);      if (t[i]== '\\') s[i]='/';
   *fb=(*func)(*bx);    }
   if (*fb > *fa) {  }
     SHFT(dum,*ax,*bx,dum)  
       SHFT(dum,*fb,*fa,dum)  int nbocc(char *s, char occ)
       }  {
   *cx=(*bx)+GOLD*(*bx-*ax);    int i,j=0;
   *fc=(*func)(*cx);    int lg=20;
   while (*fb > *fc) {    i=0;
     r=(*bx-*ax)*(*fb-*fc);    lg=strlen(s);
     q=(*bx-*cx)*(*fb-*fa);    for(i=0; i<= lg; i++) {
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/    if  (s[i] == occ ) j++;
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));    }
     ulim=(*bx)+GLIMIT*(*cx-*bx);    return j;
     if ((*bx-u)*(u-*cx) > 0.0) {  }
       fu=(*func)(u);  
     } else if ((*cx-u)*(u-ulim) > 0.0) {  void cutv(char *u,char *v, char*t, char occ)
       fu=(*func)(u);  {
       if (fu < *fc) {    /* cuts string t into u and v where u ends before first occurence of char 'occ' 
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))       and v starts after first occurence of char 'occ' : ex cutv(u,v,"abcdef2ghi2j",'2')
           SHFT(*fb,*fc,fu,(*func)(u))       gives u="abcedf" and v="ghi2j" */
           }    int i,lg,j,p=0;
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {    i=0;
       u=ulim;    for(j=0; j<=strlen(t)-1; j++) {
       fu=(*func)(u);      if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
     } else {    }
       u=(*cx)+GOLD*(*cx-*bx);  
       fu=(*func)(u);    lg=strlen(t);
     }    for(j=0; j<p; j++) {
     SHFT(*ax,*bx,*cx,u)      (u[j] = t[j]);
       SHFT(*fa,*fb,*fc,fu)    }
       }       u[p]='\0';
 }  
      for(j=0; j<= lg; j++) {
 /*************** linmin ************************/      if (j>=(p+1))(v[j-p-1] = t[j]);
     }
 int ncom;  }
 double *pcom,*xicom;  
 double (*nrfunc)(double []);  /********************** nrerror ********************/
    
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))  void nrerror(char error_text[])
 {  {
   double brent(double ax, double bx, double cx,    fprintf(stderr,"ERREUR ...\n");
                double (*f)(double), double tol, double *xmin);    fprintf(stderr,"%s\n",error_text);
   double f1dim(double x);    exit(EXIT_FAILURE);
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,  }
               double *fc, double (*func)(double));  /*********************** vector *******************/
   int j;  double *vector(int nl, int nh)
   double xx,xmin,bx,ax;  {
   double fx,fb,fa;    double *v;
      v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
   ncom=n;    if (!v) nrerror("allocation failure in vector");
   pcom=vector(1,n);    return v-nl+NR_END;
   xicom=vector(1,n);  }
   nrfunc=func;  
   for (j=1;j<=n;j++) {  /************************ free vector ******************/
     pcom[j]=p[j];  void free_vector(double*v, int nl, int nh)
     xicom[j]=xi[j];  {
   }    free((FREE_ARG)(v+nl-NR_END));
   ax=0.0;  }
   xx=1.0;  
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);  /************************ivector *******************************/
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);  int *ivector(long nl,long nh)
 #ifdef DEBUG  {
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);    int *v;
 #endif    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
   for (j=1;j<=n;j++) {    if (!v) nrerror("allocation failure in ivector");
     xi[j] *= xmin;    return v-nl+NR_END;
     p[j] += xi[j];  }
   }  
   free_vector(xicom,1,n);  /******************free ivector **************************/
   free_vector(pcom,1,n);  void free_ivector(int *v, long nl, long nh)
 }  {
     free((FREE_ARG)(v+nl-NR_END));
 /*************** powell ************************/  }
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,  
             double (*func)(double []))  /************************lvector *******************************/
 {  long *lvector(long nl,long nh)
   void linmin(double p[], double xi[], int n, double *fret,  {
               double (*func)(double []));    long *v;
   int i,ibig,j;    v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long)));
   double del,t,*pt,*ptt,*xit;    if (!v) nrerror("allocation failure in ivector");
   double fp,fptt;    return v-nl+NR_END;
   double *xits;  }
   pt=vector(1,n);  
   ptt=vector(1,n);  /******************free lvector **************************/
   xit=vector(1,n);  void free_lvector(long *v, long nl, long nh)
   xits=vector(1,n);  {
   *fret=(*func)(p);    free((FREE_ARG)(v+nl-NR_END));
   for (j=1;j<=n;j++) pt[j]=p[j];  }
   for (*iter=1;;++(*iter)) {  
     fp=(*fret);  /******************* imatrix *******************************/
     ibig=0;  int **imatrix(long nrl, long nrh, long ncl, long nch) 
     del=0.0;       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);  { 
     for (i=1;i<=n;i++)    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
       printf(" %d %.12f",i, p[i]);    int **m; 
     printf("\n");    
     for (i=1;i<=n;i++) {    /* allocate pointers to rows */ 
       for (j=1;j<=n;j++) xit[j]=xi[j][i];    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
       fptt=(*fret);    if (!m) nrerror("allocation failure 1 in matrix()"); 
 #ifdef DEBUG    m += NR_END; 
       printf("fret=%lf \n",*fret);    m -= nrl; 
 #endif    
       printf("%d",i);fflush(stdout);    
       linmin(p,xit,n,fret,func);    /* allocate rows and set pointers to them */ 
       if (fabs(fptt-(*fret)) > del) {    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
         del=fabs(fptt-(*fret));    if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
         ibig=i;    m[nrl] += NR_END; 
       }    m[nrl] -= ncl; 
 #ifdef DEBUG    
       printf("%d %.12e",i,(*fret));    for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
       for (j=1;j<=n;j++) {    
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);    /* return pointer to array of pointers to rows */ 
         printf(" x(%d)=%.12e",j,xit[j]);    return m; 
       }  } 
       for(j=1;j<=n;j++)  
         printf(" p=%.12e",p[j]);  /****************** free_imatrix *************************/
       printf("\n");  void free_imatrix(m,nrl,nrh,ncl,nch)
 #endif        int **m;
     }        long nch,ncl,nrh,nrl; 
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {       /* free an int matrix allocated by imatrix() */ 
 #ifdef DEBUG  { 
       int k[2],l;    free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
       k[0]=1;    free((FREE_ARG) (m+nrl-NR_END)); 
       k[1]=-1;  } 
       printf("Max: %.12e",(*func)(p));  
       for (j=1;j<=n;j++)  /******************* matrix *******************************/
         printf(" %.12e",p[j]);  double **matrix(long nrl, long nrh, long ncl, long nch)
       printf("\n");  {
       for(l=0;l<=1;l++) {    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
         for (j=1;j<=n;j++) {    double **m;
           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]);    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
         }    if (!m) nrerror("allocation failure 1 in matrix()");
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));    m += NR_END;
       }    m -= nrl;
 #endif  
     m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
     if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
       free_vector(xit,1,n);    m[nrl] += NR_END;
       free_vector(xits,1,n);    m[nrl] -= ncl;
       free_vector(ptt,1,n);  
       free_vector(pt,1,n);    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
       return;    return m;
     }    /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) 
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");     */
     for (j=1;j<=n;j++) {  }
       ptt[j]=2.0*p[j]-pt[j];  
       xit[j]=p[j]-pt[j];  /*************************free matrix ************************/
       pt[j]=p[j];  void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
     }  {
     fptt=(*func)(ptt);    free((FREE_ARG)(m[nrl]+ncl-NR_END));
     if (fptt < fp) {    free((FREE_ARG)(m+nrl-NR_END));
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);  }
       if (t < 0.0) {  
         linmin(p,xit,n,fret,func);  /******************* ma3x *******************************/
         for (j=1;j<=n;j++) {  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
           xi[j][ibig]=xi[j][n];  {
           xi[j][n]=xit[j];    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
         }    double ***m;
 #ifdef DEBUG  
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);    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(" %.12e",xit[j]);    m += NR_END;
         printf("\n");    m -= nrl;
 #endif  
       }    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
     }    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
   }    m[nrl] += NR_END;
 }    m[nrl] -= ncl;
   
 /**** Prevalence limit ****************/    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
   
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
 {    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit    m[nrl][ncl] += NR_END;
      matrix by transitions matrix until convergence is reached */    m[nrl][ncl] -= nll;
     for (j=ncl+1; j<=nch; j++) 
   int i, ii,j,k;      m[nrl][j]=m[nrl][j-1]+nlay;
   double min, max, maxmin, maxmax,sumnew=0.;    
   double **matprod2();    for (i=nrl+1; i<=nrh; i++) {
   double **out, cov[NCOVMAX], **pmij();      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
   double **newm;      for (j=ncl+1; j<=nch; j++) 
   double agefin, delaymax=50 ; /* Max number of years to converge */        m[i][j]=m[i][j-1]+nlay;
     }
   for (ii=1;ii<=nlstate+ndeath;ii++)    return m; 
     for (j=1;j<=nlstate+ndeath;j++){    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
     }    */
   }
    cov[1]=1.;  
    /*************************free ma3x ************************/
  /* Even if hstepm = 1, at least one multiplication by the unit matrix */  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){  {
     newm=savm;    free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
     /* Covariates have to be included here again */    free((FREE_ARG)(m[nrl]+ncl-NR_END));
      cov[2]=agefin;    free((FREE_ARG)(m+nrl-NR_END));
    }
       for (k=1; k<=cptcovn;k++) {  
         cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];  /*************** function subdirf ***********/
         /*printf("ij=%d Tvar[k]=%d nbcode=%d cov=%lf\n",ij, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k]);*/  char *subdirf(char fileres[])
       }  {
       for (k=1; k<=cptcovage;k++)    /* Caution optionfilefiname is hidden */
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];    strcpy(tmpout,optionfilefiname);
       for (k=1; k<=cptcovprod;k++)    strcat(tmpout,"/"); /* Add to the right */
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];    strcat(tmpout,fileres);
     return tmpout;
       /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/  }
       /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/  
   /*************** function subdirf2 ***********/
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);  char *subdirf2(char fileres[], char *preop)
   {
     savm=oldm;    
     oldm=newm;    /* Caution optionfilefiname is hidden */
     maxmax=0.;    strcpy(tmpout,optionfilefiname);
     for(j=1;j<=nlstate;j++){    strcat(tmpout,"/");
       min=1.;    strcat(tmpout,preop);
       max=0.;    strcat(tmpout,fileres);
       for(i=1; i<=nlstate; i++) {    return tmpout;
         sumnew=0;  }
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];  
         prlim[i][j]= newm[i][j]/(1-sumnew);  /*************** function subdirf3 ***********/
         max=FMAX(max,prlim[i][j]);  char *subdirf3(char fileres[], char *preop, char *preop2)
         min=FMIN(min,prlim[i][j]);  {
       }    
       maxmin=max-min;    /* Caution optionfilefiname is hidden */
       maxmax=FMAX(maxmax,maxmin);    strcpy(tmpout,optionfilefiname);
     }    strcat(tmpout,"/");
     if(maxmax < ftolpl){    strcat(tmpout,preop);
       return prlim;    strcat(tmpout,preop2);
     }    strcat(tmpout,fileres);
   }    return tmpout;
 }  }
   
 /*************** transition probabilities **********/  /***************** f1dim *************************/
   extern int ncom; 
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )  extern double *pcom,*xicom;
 {  extern double (*nrfunc)(double []); 
   double s1, s2;   
   /*double t34;*/  double f1dim(double x) 
   int i,j,j1, nc, ii, jj;  { 
     int j; 
     for(i=1; i<= nlstate; i++){    double f;
     for(j=1; j<i;j++){    double *xt; 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){   
         /*s2 += param[i][j][nc]*cov[nc];*/    xt=vector(1,ncom); 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];    for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/    f=(*nrfunc)(xt); 
       }    free_vector(xt,1,ncom); 
       ps[i][j]=s2;    return f; 
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/  } 
     }  
     for(j=i+1; j<=nlstate+ndeath;j++){  /*****************brent *************************/
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];  { 
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/    int iter; 
       }    double a,b,d,etemp;
       ps[i][j]=s2;    double fu,fv,fw,fx;
     }    double ftemp;
   }    double p,q,r,tol1,tol2,u,v,w,x,xm; 
   for(i=1; i<= nlstate; i++){    double e=0.0; 
      s1=0;   
     for(j=1; j<i; j++)    a=(ax < cx ? ax : cx); 
       s1+=exp(ps[i][j]);    b=(ax > cx ? ax : cx); 
     for(j=i+1; j<=nlstate+ndeath; j++)    x=w=v=bx; 
       s1+=exp(ps[i][j]);    fw=fv=fx=(*f)(x); 
     ps[i][i]=1./(s1+1.);    for (iter=1;iter<=ITMAX;iter++) { 
     for(j=1; j<i; j++)      xm=0.5*(a+b); 
       ps[i][j]= exp(ps[i][j])*ps[i][i];      tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
     for(j=i+1; j<=nlstate+ndeath; j++)      /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
       ps[i][j]= exp(ps[i][j])*ps[i][i];      printf(".");fflush(stdout);
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */      fprintf(ficlog,".");fflush(ficlog);
   } /* end i */  #ifdef DEBUG
       printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){      fprintf(ficlog,"br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
     for(jj=1; jj<= nlstate+ndeath; jj++){      /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
       ps[ii][jj]=0;  #endif
       ps[ii][ii]=1;      if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
     }        *xmin=x; 
   }        return fx; 
       } 
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){      ftemp=fu;
     for(jj=1; jj<= nlstate+ndeath; jj++){      if (fabs(e) > tol1) { 
      printf("%lf ",ps[ii][jj]);        r=(x-w)*(fx-fv); 
    }        q=(x-v)*(fx-fw); 
     printf("\n ");        p=(x-v)*q-(x-w)*r; 
     }        q=2.0*(q-r); 
     printf("\n ");printf("%lf ",cov[2]);*/        if (q > 0.0) p = -p; 
 /*        q=fabs(q); 
   for(i=1; i<= npar; i++) printf("%f ",x[i]);        etemp=e; 
   goto end;*/        e=d; 
     return ps;        if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
 }          d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
         else { 
 /**************** Product of 2 matrices ******************/          d=p/q; 
           u=x+d; 
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)          if (u-a < tol2 || b-u < tol2) 
 {            d=SIGN(tol1,xm-x); 
   /* Computes the matric product of in(1,nrh-nrl+1)(1,nch-ncl+1) times        } 
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */      } else { 
   /* in, b, out are matrice of pointers which should have been initialized        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
      before: only the contents of out is modified. The function returns      } 
      a pointer to pointers identical to out */      u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
   long i, j, k;      fu=(*f)(u); 
   for(i=nrl; i<= nrh; i++)      if (fu <= fx) { 
     for(k=ncolol; k<=ncoloh; k++)        if (u >= x) a=x; else b=x; 
       for(j=ncl,out[i][k]=0.; j<=nch; j++)        SHFT(v,w,x,u) 
         out[i][k] +=in[i][j]*b[j][k];          SHFT(fv,fw,fx,fu) 
           } else { 
   return out;            if (u < x) a=u; else b=u; 
 }            if (fu <= fw || w == x) { 
               v=w; 
               w=u; 
 /************* Higher Matrix Product ***************/              fv=fw; 
               fw=fu; 
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )            } else if (fu <= fv || v == x || v == w) { 
 {              v=u; 
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month              fv=fu; 
      duration (i.e. until            } 
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.          } 
      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).    nrerror("Too many iterations in brent"); 
      Model is determined by parameters x and covariates have to be    *xmin=x; 
      included manually here.    return fx; 
   } 
      */  
   /****************** mnbrak ***********************/
   int i, j, d, h, k;  
   double **out, cov[NCOVMAX];  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
   double **newm;              double (*func)(double)) 
   { 
   /* Hstepm could be zero and should return the unit matrix */    double ulim,u,r,q, dum;
   for (i=1;i<=nlstate+ndeath;i++)    double fu; 
     for (j=1;j<=nlstate+ndeath;j++){   
       oldm[i][j]=(i==j ? 1.0 : 0.0);    *fa=(*func)(*ax); 
       po[i][j][0]=(i==j ? 1.0 : 0.0);    *fb=(*func)(*bx); 
     }    if (*fb > *fa) { 
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */      SHFT(dum,*ax,*bx,dum) 
   for(h=1; h <=nhstepm; h++){        SHFT(dum,*fb,*fa,dum) 
     for(d=1; d <=hstepm; d++){        } 
       newm=savm;    *cx=(*bx)+GOLD*(*bx-*ax); 
       /* Covariates have to be included here again */    *fc=(*func)(*cx); 
       cov[1]=1.;    while (*fb > *fc) { 
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;      r=(*bx-*ax)*(*fb-*fc); 
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];      q=(*bx-*cx)*(*fb-*fa); 
 for (k=1; k<=cptcovage;k++)      u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];        (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
    for (k=1; k<=cptcovprod;k++)      ulim=(*bx)+GLIMIT*(*cx-*bx); 
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];      if ((*bx-u)*(u-*cx) > 0.0) { 
         fu=(*func)(u); 
       } else if ((*cx-u)*(u-ulim) > 0.0) { 
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/        fu=(*func)(u); 
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/        if (fu < *fc) { 
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,          SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
                    pmij(pmmij,cov,ncovmodel,x,nlstate));            SHFT(*fb,*fc,fu,(*func)(u)) 
       savm=oldm;            } 
       oldm=newm;      } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
     }        u=ulim; 
     for(i=1; i<=nlstate+ndeath; i++)        fu=(*func)(u); 
       for(j=1;j<=nlstate+ndeath;j++) {      } else { 
         po[i][j][h]=newm[i][j];        u=(*cx)+GOLD*(*cx-*bx); 
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);        fu=(*func)(u); 
          */      } 
       }      SHFT(*ax,*bx,*cx,u) 
   } /* end h */        SHFT(*fa,*fb,*fc,fu) 
   return po;        } 
 }  } 
   
   /*************** linmin ************************/
 /*************** log-likelihood *************/  
 double func( double *x)  int ncom; 
 {  double *pcom,*xicom;
   int i, ii, j, k, mi, d, kk;  double (*nrfunc)(double []); 
   double l, ll[NLSTATEMAX], cov[NCOVMAX];   
   double **out;  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
   double sw; /* Sum of weights */  { 
   double lli; /* Individual log likelihood */    double brent(double ax, double bx, double cx, 
   long ipmx;                 double (*f)(double), double tol, double *xmin); 
   /*extern weight */    double f1dim(double x); 
   /* We are differentiating ll according to initial status */    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/                double *fc, double (*func)(double)); 
   /*for(i=1;i<imx;i++)    int j; 
     printf(" %d\n",s[4][i]);    double xx,xmin,bx,ax; 
   */    double fx,fb,fa;
   cov[1]=1.;   
     ncom=n; 
   for(k=1; k<=nlstate; k++) ll[k]=0.;    pcom=vector(1,n); 
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){    xicom=vector(1,n); 
     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];    nrfunc=func; 
     for(mi=1; mi<= wav[i]-1; mi++){    for (j=1;j<=n;j++) { 
       for (ii=1;ii<=nlstate+ndeath;ii++)      pcom[j]=p[j]; 
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);      xicom[j]=xi[j]; 
       for(d=0; d<dh[mi][i]; d++){    } 
         newm=savm;    ax=0.0; 
         cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;    xx=1.0; 
         for (kk=1; kk<=cptcovage;kk++) {    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
           cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
         }  #ifdef DEBUG
            printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
         out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,    fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
                      1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));  #endif
         savm=oldm;    for (j=1;j<=n;j++) { 
         oldm=newm;      xi[j] *= xmin; 
              p[j] += xi[j]; 
            } 
       } /* end mult */    free_vector(xicom,1,n); 
          free_vector(pcom,1,n); 
       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]]);*/  
       ipmx +=1;  char *asc_diff_time(long time_sec, char ascdiff[])
       sw += weight[i];  {
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;    long sec_left, days, hours, minutes;
     } /* end of wave */    days = (time_sec) / (60*60*24);
   } /* end of individual */    sec_left = (time_sec) % (60*60*24);
     hours = (sec_left) / (60*60) ;
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];    sec_left = (sec_left) %(60*60);
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */    minutes = (sec_left) /60;
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */    sec_left = (sec_left) % (60);
   return -l;    sprintf(ascdiff,"%d day(s) %d hour(s) %d minute(s) %d second(s)",days, hours, minutes, sec_left);  
 }    return ascdiff;
   }
   
 /*********** Maximum Likelihood Estimation ***************/  /*************** powell ************************/
   void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))              double (*func)(double [])) 
 {  { 
   int i,j, iter;    void linmin(double p[], double xi[], int n, double *fret, 
   double **xi,*delti;                double (*func)(double [])); 
   double fret;    int i,ibig,j; 
   xi=matrix(1,npar,1,npar);    double del,t,*pt,*ptt,*xit;
   for (i=1;i<=npar;i++)    double fp,fptt;
     for (j=1;j<=npar;j++)    double *xits;
       xi[i][j]=(i==j ? 1.0 : 0.0);    int niterf, itmp;
   printf("Powell\n");  
   powell(p,xi,npar,ftol,&iter,&fret,func);    pt=vector(1,n); 
     ptt=vector(1,n); 
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));    xit=vector(1,n); 
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));    xits=vector(1,n); 
     *fret=(*func)(p); 
 }    for (j=1;j<=n;j++) pt[j]=p[j]; 
     for (*iter=1;;++(*iter)) { 
 /**** Computes Hessian and covariance matrix ***/      fp=(*fret); 
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))      ibig=0; 
 {      del=0.0; 
   double  **a,**y,*x,pd;      last_time=curr_time;
   double **hess;      (void) gettimeofday(&curr_time,&tzp);
   int i, j,jk;      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);
   int *indx;      /*    fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f %ld sec. %ld sec.",*iter,*fret, curr_time.tv_sec-last_time.tv_sec, curr_time.tv_sec-start_time.tv_sec);
       fprintf(ficrespow,"%d %.12f %ld",*iter,*fret,curr_time.tv_sec-start_time.tv_sec);
   double hessii(double p[], double delta, int theta, double delti[]);      */
   double hessij(double p[], double delti[], int i, int j);     for (i=1;i<=n;i++) {
   void lubksb(double **a, int npar, int *indx, double b[]) ;        printf(" %d %.12f",i, p[i]);
   void ludcmp(double **a, int npar, int *indx, double *d) ;        fprintf(ficlog," %d %.12lf",i, p[i]);
         fprintf(ficrespow," %.12lf", p[i]);
       }
   hess=matrix(1,npar,1,npar);      printf("\n");
       fprintf(ficlog,"\n");
   printf("\nCalculation of the hessian matrix. Wait...\n");      fprintf(ficrespow,"\n");fflush(ficrespow);
   for (i=1;i<=npar;i++){      if(*iter <=3){
     printf("%d",i);fflush(stdout);        tm = *localtime(&curr_time.tv_sec);
     hess[i][i]=hessii(p,ftolhess,i,delti);        strcpy(strcurr,asctime(&tm));
     /*printf(" %f ",p[i]);*/  /*       asctime_r(&tm,strcurr); */
   }        forecast_time=curr_time; 
         itmp = strlen(strcurr);
   for (i=1;i<=npar;i++) {        if(strcurr[itmp-1]=='\n')  /* Windows outputs with a new line */
     for (j=1;j<=npar;j++)  {          strcurr[itmp-1]='\0';
       if (j>i) {        printf("\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
         printf(".%d%d",i,j);fflush(stdout);        fprintf(ficlog,"\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
         hess[i][j]=hessij(p,delti,i,j);        for(niterf=10;niterf<=30;niterf+=10){
         hess[j][i]=hess[i][j];          forecast_time.tv_sec=curr_time.tv_sec+(niterf-*iter)*(curr_time.tv_sec-last_time.tv_sec);
       }          tmf = *localtime(&forecast_time.tv_sec);
     }  /*      asctime_r(&tmf,strfor); */
   }          strcpy(strfor,asctime(&tmf));
   printf("\n");          itmp = strlen(strfor);
           if(strfor[itmp-1]=='\n')
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");          strfor[itmp-1]='\0';
            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);
   a=matrix(1,npar,1,npar);          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);
   y=matrix(1,npar,1,npar);        }
   x=vector(1,npar);      }
   indx=ivector(1,npar);      for (i=1;i<=n;i++) { 
   for (i=1;i<=npar;i++)        for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];        fptt=(*fret); 
   ludcmp(a,npar,indx,&pd);  #ifdef DEBUG
         printf("fret=%lf \n",*fret);
   for (j=1;j<=npar;j++) {        fprintf(ficlog,"fret=%lf \n",*fret);
     for (i=1;i<=npar;i++) x[i]=0;  #endif
     x[j]=1;        printf("%d",i);fflush(stdout);
     lubksb(a,npar,indx,x);        fprintf(ficlog,"%d",i);fflush(ficlog);
     for (i=1;i<=npar;i++){        linmin(p,xit,n,fret,func); 
       matcov[i][j]=x[i];        if (fabs(fptt-(*fret)) > del) { 
     }          del=fabs(fptt-(*fret)); 
   }          ibig=i; 
         } 
   printf("\n#Hessian matrix#\n");  #ifdef DEBUG
   for (i=1;i<=npar;i++) {        printf("%d %.12e",i,(*fret));
     for (j=1;j<=npar;j++) {        fprintf(ficlog,"%d %.12e",i,(*fret));
       printf("%.3e ",hess[i][j]);        for (j=1;j<=n;j++) {
     }          xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
     printf("\n");          printf(" x(%d)=%.12e",j,xit[j]);
   }          fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
         }
   /* Recompute Inverse */        for(j=1;j<=n;j++) {
   for (i=1;i<=npar;i++)          printf(" p=%.12e",p[j]);
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];          fprintf(ficlog," p=%.12e",p[j]);
   ludcmp(a,npar,indx,&pd);        }
         printf("\n");
   /*  printf("\n#Hessian matrix recomputed#\n");        fprintf(ficlog,"\n");
   #endif
   for (j=1;j<=npar;j++) {      } 
     for (i=1;i<=npar;i++) x[i]=0;      if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
     x[j]=1;  #ifdef DEBUG
     lubksb(a,npar,indx,x);        int k[2],l;
     for (i=1;i<=npar;i++){        k[0]=1;
       y[i][j]=x[i];        k[1]=-1;
       printf("%.3e ",y[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]);
         }
   free_matrix(a,1,npar,1,npar);        printf("\n");
   free_matrix(y,1,npar,1,npar);        fprintf(ficlog,"\n");
   free_vector(x,1,npar);        for(l=0;l<=1;l++) {
   free_ivector(indx,1,npar);          for (j=1;j<=n;j++) {
   free_matrix(hess,1,npar,1,npar);            ptt[j]=p[j]+(p[j]-pt[j])*k[l];
             printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
             fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
 }          }
           printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
 /*************** hessian matrix ****************/          fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
 double hessii( double x[], double delta, int theta, double delti[])        }
 {  #endif
   int i;  
   int l=1, lmax=20;  
   double k1,k2;        free_vector(xit,1,n); 
   double p2[NPARMAX+1];        free_vector(xits,1,n); 
   double res;        free_vector(ptt,1,n); 
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;        free_vector(pt,1,n); 
   double fx;        return; 
   int k=0,kmax=10;      } 
   double l1;      if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
       for (j=1;j<=n;j++) { 
   fx=func(x);        ptt[j]=2.0*p[j]-pt[j]; 
   for (i=1;i<=npar;i++) p2[i]=x[i];        xit[j]=p[j]-pt[j]; 
   for(l=0 ; l <=lmax; l++){        pt[j]=p[j]; 
     l1=pow(10,l);      } 
     delts=delt;      fptt=(*func)(ptt); 
     for(k=1 ; k <kmax; k=k+1){      if (fptt < fp) { 
       delt = delta*(l1*k);        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
       p2[theta]=x[theta] +delt;        if (t < 0.0) { 
       k1=func(p2)-fx;          linmin(p,xit,n,fret,func); 
       p2[theta]=x[theta]-delt;          for (j=1;j<=n;j++) { 
       k2=func(p2)-fx;            xi[j][ibig]=xi[j][n]; 
       /*res= (k1-2.0*fx+k2)/delt/delt; */            xi[j][n]=xit[j]; 
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */          }
        #ifdef DEBUG
 #ifdef DEBUG          printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
       printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);          fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
 #endif          for(j=1;j<=n;j++){
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */            printf(" %.12e",xit[j]);
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){            fprintf(ficlog," %.12e",xit[j]);
         k=kmax;          }
       }          printf("\n");
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */          fprintf(ficlog,"\n");
         k=kmax; l=lmax*10.;  #endif
       }        }
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){      } 
         delts=delt;    } 
       }  } 
     }  
   }  /**** Prevalence limit (stable prevalence)  ****************/
   delti[theta]=delts;  
   return res;  double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
    {
 }    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
        matrix by transitions matrix until convergence is reached */
 double hessij( double x[], double delti[], int thetai,int thetaj)  
 {    int i, ii,j,k;
   int i;    double min, max, maxmin, maxmax,sumnew=0.;
   int l=1, l1, lmax=20;    double **matprod2();
   double k1,k2,k3,k4,res,fx;    double **out, cov[NCOVMAX], **pmij();
   double p2[NPARMAX+1];    double **newm;
   int k;    double agefin, delaymax=50 ; /* Max number of years to converge */
   
   fx=func(x);    for (ii=1;ii<=nlstate+ndeath;ii++)
   for (k=1; k<=2; k++) {      for (j=1;j<=nlstate+ndeath;j++){
     for (i=1;i<=npar;i++) p2[i]=x[i];        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     p2[thetai]=x[thetai]+delti[thetai]/k;      }
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;  
     k1=func(p2)-fx;     cov[1]=1.;
     
     p2[thetai]=x[thetai]+delti[thetai]/k;   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
     k2=func(p2)-fx;      newm=savm;
        /* Covariates have to be included here again */
     p2[thetai]=x[thetai]-delti[thetai]/k;       cov[2]=agefin;
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;    
     k3=func(p2)-fx;        for (k=1; k<=cptcovn;k++) {
            cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
     p2[thetai]=x[thetai]-delti[thetai]/k;          /*      printf("ij=%d k=%d Tvar[k]=%d nbcode=%d cov=%lf codtab[ij][Tvar[k]]=%d \n",ij,k, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k], codtab[ij][Tvar[k]]);*/
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;        }
     k4=func(p2)-fx;        for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */        for (k=1; k<=cptcovprod;k++)
 #ifdef DEBUG          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
     printf("%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);  
 #endif        /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/
   }        /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/
   return res;        /*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);
   
 /************** Inverse of matrix **************/      savm=oldm;
 void ludcmp(double **a, int n, int *indx, double *d)      oldm=newm;
 {      maxmax=0.;
   int i,imax,j,k;      for(j=1;j<=nlstate;j++){
   double big,dum,sum,temp;        min=1.;
   double *vv;        max=0.;
          for(i=1; i<=nlstate; i++) {
   vv=vector(1,n);          sumnew=0;
   *d=1.0;          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
   for (i=1;i<=n;i++) {          prlim[i][j]= newm[i][j]/(1-sumnew);
     big=0.0;          max=FMAX(max,prlim[i][j]);
     for (j=1;j<=n;j++)          min=FMIN(min,prlim[i][j]);
       if ((temp=fabs(a[i][j])) > big) big=temp;        }
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");        maxmin=max-min;
     vv[i]=1.0/big;        maxmax=FMAX(maxmax,maxmin);
   }      }
   for (j=1;j<=n;j++) {      if(maxmax < ftolpl){
     for (i=1;i<j;i++) {        return prlim;
       sum=a[i][j];      }
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];    }
       a[i][j]=sum;  }
     }  
     big=0.0;  /*************** transition probabilities ***************/ 
     for (i=j;i<=n;i++) {  
       sum=a[i][j];  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
       for (k=1;k<j;k++)  {
         sum -= a[i][k]*a[k][j];    double s1, s2;
       a[i][j]=sum;    /*double t34;*/
       if ( (dum=vv[i]*fabs(sum)) >= big) {    int i,j,j1, nc, ii, jj;
         big=dum;  
         imax=i;      for(i=1; i<= nlstate; i++){
       }        for(j=1; j<i;j++){
     }          for (nc=1, s2=0.;nc <=ncovmodel; nc++){
     if (j != imax) {            /*s2 += param[i][j][nc]*cov[nc];*/
       for (k=1;k<=n;k++) {            s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
         dum=a[imax][k];  /*       printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2); */
         a[imax][k]=a[j][k];          }
         a[j][k]=dum;          ps[i][j]=s2;
       }  /*      printf("s1=%.17e, s2=%.17e\n",s1,s2); */
       *d = -(*d);        }
       vv[imax]=vv[j];        for(j=i+1; j<=nlstate+ndeath;j++){
     }          for (nc=1, s2=0.;nc <=ncovmodel; nc++){
     indx[j]=imax;            s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
     if (a[j][j] == 0.0) a[j][j]=TINY;  /*        printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2); */
     if (j != n) {          }
       dum=1.0/(a[j][j]);          ps[i][j]=s2;
       for (i=j+1;i<=n;i++) a[i][j] *= dum;        }
     }      }
   }      /*ps[3][2]=1;*/
   free_vector(vv,1,n);  /* Doesn't work */      
 ;      for(i=1; i<= nlstate; i++){
 }        s1=0;
         for(j=1; j<i; j++)
 void lubksb(double **a, int n, int *indx, double b[])          s1+=exp(ps[i][j]);
 {        for(j=i+1; j<=nlstate+ndeath; j++)
   int i,ii=0,ip,j;          s1+=exp(ps[i][j]);
   double sum;        ps[i][i]=1./(s1+1.);
          for(j=1; j<i; j++)
   for (i=1;i<=n;i++) {          ps[i][j]= exp(ps[i][j])*ps[i][i];
     ip=indx[i];        for(j=i+1; j<=nlstate+ndeath; j++)
     sum=b[ip];          ps[i][j]= exp(ps[i][j])*ps[i][i];
     b[ip]=b[i];        /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
     if (ii)      } /* end i */
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];      
     else if (sum) ii=i;      for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
     b[i]=sum;        for(jj=1; jj<= nlstate+ndeath; jj++){
   }          ps[ii][jj]=0;
   for (i=n;i>=1;i--) {          ps[ii][ii]=1;
     sum=b[i];        }
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];      }
     b[i]=sum/a[i][i];      
   }  
 }  /*        for(ii=1; ii<= nlstate+ndeath; ii++){ */
   /*       for(jj=1; jj<= nlstate+ndeath; jj++){ */
 /************ Frequencies ********************/  /*         printf("ddd %lf ",ps[ii][jj]); */
 void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax)  /*       } */
 {  /* Some frequencies */  /*       printf("\n "); */
    /*        } */
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;  /*        printf("\n ");printf("%lf ",cov[2]); */
   double ***freq; /* Frequencies */         /*
   double *pp;        for(i=1; i<= npar; i++) printf("%f ",x[i]);
   double pos;        goto end;*/
   FILE *ficresp;      return ps;
   char fileresp[FILENAMELENGTH];  }
   
   pp=vector(1,nlstate);  /**************** Product of 2 matrices ******************/
   
   strcpy(fileresp,"p");  double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
   strcat(fileresp,fileres);  {
   if((ficresp=fopen(fileresp,"w"))==NULL) {    /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
     printf("Problem with prevalence resultfile: %s\n", fileresp);       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
     exit(0);    /* in, b, out are matrice of pointers which should have been initialized 
   }       before: only the contents of out is modified. The function returns
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);       a pointer to pointers identical to out */
   j1=0;    long i, j, k;
     for(i=nrl; i<= nrh; i++)
   j=cptcoveff;      for(k=ncolol; k<=ncoloh; k++)
   if (cptcovn<1) {j=1;ncodemax[1]=1;}        for(j=ncl,out[i][k]=0.; j<=nch; j++)
           out[i][k] +=in[i][j]*b[j][k];
   for(k1=1; k1<=j;k1++){  
    for(i1=1; i1<=ncodemax[k1];i1++){    return out;
        j1++;  }
        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);  
          scanf("%d", i);*/  
         for (i=-1; i<=nlstate+ndeath; i++)    /************* Higher Matrix Product ***************/
          for (jk=-1; jk<=nlstate+ndeath; jk++)    
            for(m=agemin; m <= agemax+3; m++)  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
              freq[i][jk][m]=0;  {
            /* Computes the transition matrix starting at age 'age' over 
        for (i=1; i<=imx; i++) {       'nhstepm*hstepm*stepm' months (i.e. until
          bool=1;       age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
          if  (cptcovn>0) {       nhstepm*hstepm matrices. 
            for (z1=1; z1<=cptcoveff; z1++)       Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])       (typically every 2 years instead of every month which is too big 
                bool=0;       for the memory).
          }       Model is determined by parameters x and covariates have to be 
           if (bool==1) {       included manually here. 
            for(m=firstpass; m<=lastpass-1; m++){  
              if(agev[m][i]==0) agev[m][i]=agemax+1;       */
              if(agev[m][i]==1) agev[m][i]=agemax+2;  
              freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];    int i, j, d, h, k;
              freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];    double **out, cov[NCOVMAX];
            }    double **newm;
          }  
        }    /* Hstepm could be zero and should return the unit matrix */
         if  (cptcovn>0) {    for (i=1;i<=nlstate+ndeath;i++)
          fprintf(ficresp, "\n#********** Variable ");      for (j=1;j<=nlstate+ndeath;j++){
          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);        oldm[i][j]=(i==j ? 1.0 : 0.0);
        fprintf(ficresp, "**********\n#");        po[i][j][0]=(i==j ? 1.0 : 0.0);
         }      }
        for(i=1; i<=nlstate;i++)    /* Even if hstepm = 1, at least one multiplication by the unit matrix */
          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);    for(h=1; h <=nhstepm; h++){
        fprintf(ficresp, "\n");      for(d=1; d <=hstepm; d++){
                newm=savm;
   for(i=(int)agemin; i <= (int)agemax+3; i++){        /* Covariates have to be included here again */
     if(i==(int)agemax+3)        cov[1]=1.;
       printf("Total");        cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
     else        for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
       printf("Age %d", i);        for (k=1; k<=cptcovage;k++)
     for(jk=1; jk <=nlstate ; jk++){          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)        for (k=1; k<=cptcovprod;k++)
         pp[jk] += freq[jk][m][i];          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
     }  
     for(jk=1; jk <=nlstate ; jk++){  
       for(m=-1, pos=0; m <=0 ; m++)        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
         pos += freq[jk][m][i];        /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
       if(pp[jk]>=1.e-10)        out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);                     pmij(pmmij,cov,ncovmodel,x,nlstate));
       else        savm=oldm;
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);        oldm=newm;
     }      }
     for(jk=1; jk <=nlstate ; jk++){      for(i=1; i<=nlstate+ndeath; i++)
       for(m=1, pp[jk]=0; m <=nlstate+ndeath; m++)        for(j=1;j<=nlstate+ndeath;j++) {
         pp[jk] += freq[jk][m][i];          po[i][j][h]=newm[i][j];
     }          /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
     for(jk=1,pos=0; jk <=nlstate ; jk++)           */
       pos += pp[jk];        }
     for(jk=1; jk <=nlstate ; jk++){    } /* end h */
       if(pos>=1.e-5)    return po;
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);  }
       else  
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);  
       if( i <= (int) agemax){  /*************** log-likelihood *************/
         if(pos>=1.e-5)  double func( double *x)
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);  {
       else    int i, ii, j, k, mi, d, kk;
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);    double l, ll[NLSTATEMAX], cov[NCOVMAX];
       }    double **out;
     }    double sw; /* Sum of weights */
     for(jk=-1; jk <=nlstate+ndeath; jk++)    double lli; /* Individual log likelihood */
       for(m=-1; m <=nlstate+ndeath; m++)    int s1, s2;
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);    double bbh, survp;
     if(i <= (int) agemax)    long ipmx;
       fprintf(ficresp,"\n");    /*extern weight */
     printf("\n");    /* We are differentiating ll according to initial status */
     }    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
     }    /*for(i=1;i<imx;i++) 
  }      printf(" %d\n",s[4][i]);
      */
   fclose(ficresp);    cov[1]=1.;
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);  
   free_vector(pp,1,nlstate);    for(k=1; k<=nlstate; k++) ll[k]=0.;
   
 }  /* End of Freq */    if(mle==1){
       for (i=1,ipmx=0, sw=0.; i<=imx; i++){
 /************* Waves Concatenation ***************/        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
         for(mi=1; mi<= wav[i]-1; mi++){
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)          for (ii=1;ii<=nlstate+ndeath;ii++)
 {            for (j=1;j<=nlstate+ndeath;j++){
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
      Death is a valid wave (if date is known).              savm[ii][j]=(ii==j ? 1.0 : 0.0);
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i            }
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]          for(d=0; d<dh[mi][i]; d++){
      and mw[mi+1][i]. dh depends on stepm.            newm=savm;
      */            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
             for (kk=1; kk<=cptcovage;kk++) {
   int i, mi, m;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;            }
      double sum=0., jmean=0.;*/            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
                          1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   int j, k=0,jk, ju, jl;            savm=oldm;
   double sum=0.;            oldm=newm;
   jmin=1e+5;          } /* end mult */
   jmax=-1;        
   jmean=0.;          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
   for(i=1; i<=imx; i++){          /* But now since version 0.9 we anticipate for bias at large stepm.
     mi=0;           * If stepm is larger than one month (smallest stepm) and if the exact delay 
     m=firstpass;           * (in months) between two waves is not a multiple of stepm, we rounded to 
     while(s[m][i] <= nlstate){           * the nearest (and in case of equal distance, to the lowest) interval but now
       if(s[m][i]>=1)           * we keep into memory the bias bh[mi][i] and also the previous matrix product
         mw[++mi][i]=m;           * (i.e to dh[mi][i]-1) saved in 'savm'. Then we inter(extra)polate the
       if(m >=lastpass)           * probability in order to take into account the bias as a fraction of the way
         break;           * from savm to out if bh is negative or even beyond if bh is positive. bh varies
       else           * -stepm/2 to stepm/2 .
         m++;           * For stepm=1 the results are the same as for previous versions of Imach.
     }/* end while */           * For stepm > 1 the results are less biased than in previous versions. 
     if (s[m][i] > nlstate){           */
       mi++;     /* Death is another wave */          s1=s[mw[mi][i]][i];
       /* if(mi==0)  never been interviewed correctly before death */          s2=s[mw[mi+1][i]][i];
          /* Only death is a correct wave */          bbh=(double)bh[mi][i]/(double)stepm; 
       mw[mi][i]=m;          /* bias bh is positive if real duration
     }           * is higher than the multiple of stepm and negative otherwise.
            */
     wav[i]=mi;          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
     if(mi==0)          if( s2 > nlstate){ 
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);            /* i.e. if s2 is a death state and if the date of death is known 
   }               then the contribution to the likelihood is the probability to 
                die between last step unit time and current  step unit time, 
   for(i=1; i<=imx; i++){               which is also equal to probability to die before dh 
     for(mi=1; mi<wav[i];mi++){               minus probability to die before dh-stepm . 
       if (stepm <=0)               In version up to 0.92 likelihood was computed
         dh[mi][i]=1;          as if date of death was unknown. Death was treated as any other
       else{          health state: the date of the interview describes the actual state
         if (s[mw[mi+1][i]][i] > nlstate) {          and not the date of a change in health state. The former idea was
           if (agedc[i] < 2*AGESUP) {          to consider that at each interview the state was recorded
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);          (healthy, disable or death) and IMaCh was corrected; but when we
           if(j==0) j=1;  /* Survives at least one month after exam */          introduced the exact date of death then we should have modified
           k=k+1;          the contribution of an exact death to the likelihood. This new
           if (j >= jmax) jmax=j;          contribution is smaller and very dependent of the step unit
           if (j <= jmin) jmin=j;          stepm. It is no more the probability to die between last interview
           sum=sum+j;          and month of death but the probability to survive from last
           if (j<0) printf("j=%d num=%d ",j,i);          interview up to one month before death multiplied by the
           }          probability to die within a month. Thanks to Chris
         }          Jackson for correcting this bug.  Former versions increased
         else{          mortality artificially. The bad side is that we add another loop
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));          which slows down the processing. The difference can be up to 10%
           k=k+1;          lower mortality.
           if (j >= jmax) jmax=j;            */
           else if (j <= jmin)jmin=j;            lli=log(out[s1][s2] - savm[s1][s2]);
           sum=sum+j;  
         }  
         jk= j/stepm;          } else if  (s2==-2) {
         jl= j -jk*stepm;            for (j=1,survp=0. ; j<=nlstate; j++) 
         ju= j -(jk+1)*stepm;              survp += out[s1][j];
         if(jl <= -ju)            lli= survp;
           dh[mi][i]=jk;          }
         else          
           dh[mi][i]=jk+1;          else if  (s2==-4) {
         if(dh[mi][i]==0)            for (j=3,survp=0. ; j<=nlstate; j++) 
           dh[mi][i]=1; /* At least one step */              survp += out[s1][j];
       }            lli= survp;
     }          }
   }          
   jmean=sum/k;          else if  (s2==-5) {
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);            for (j=1,survp=0. ; j<=2; j++) 
 }              survp += out[s1][j];
 /*********** Tricode ****************************/            lli= survp;
 void tricode(int *Tvar, int **nbcode, int imx)          }
 {  
   int Ndum[20],ij=1, k, j, i;  
   int cptcode=0;          else{
   cptcoveff=0;            lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
              /*  lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*(savm[s1][s2])):log((1.+bbh)*out[s1][s2]));*/ /* linear interpolation */
   for (k=0; k<19; k++) Ndum[k]=0;          } 
   for (k=1; k<=7; k++) ncodemax[k]=0;          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
           /*if(lli ==000.0)*/
   for (j=1; j<=(cptcovn+2*cptcovprod); j++) {          /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
     for (i=1; i<=imx; i++) {          ipmx +=1;
       ij=(int)(covar[Tvar[j]][i]);          sw += weight[i];
       Ndum[ij]++;          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/        } /* end of wave */
       if (ij > cptcode) cptcode=ij;      } /* end of individual */
     }    }  else if(mle==2){
       for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     for (i=0; i<=cptcode; i++) {        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
       if(Ndum[i]!=0) ncodemax[j]++;        for(mi=1; mi<= wav[i]-1; mi++){
     }          for (ii=1;ii<=nlstate+ndeath;ii++)
     ij=1;            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);
     for (i=1; i<=ncodemax[j]; i++) {            }
       for (k=0; k<=19; k++) {          for(d=0; d<=dh[mi][i]; d++){
         if (Ndum[k] != 0) {            newm=savm;
           nbcode[Tvar[j]][ij]=k;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
           ij++;            for (kk=1; kk<=cptcovage;kk++) {
         }              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
         if (ij > ncodemax[j]) break;            }
       }              out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     }                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   }              savm=oldm;
             oldm=newm;
  for (k=0; k<19; k++) Ndum[k]=0;          } /* end mult */
         
  for (i=1; i<=ncovmodel; i++) {          s1=s[mw[mi][i]][i];
       ij=Tvar[i];          s2=s[mw[mi+1][i]][i];
       Ndum[ij]++;          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 */
           ipmx +=1;
  ij=1;          sw += weight[i];
  for (i=1; i<=10; i++) {          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
    if((Ndum[i]!=0) && (i<=ncov)){        } /* end of wave */
      Tvaraff[ij]=i;      } /* end of individual */
      ij++;    }  else if(mle==3){  /* exponential inter-extrapolation */
    }      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++){
     cptcoveff=ij-1;          for (ii=1;ii<=nlstate+ndeath;ii++)
 }            for (j=1;j<=nlstate+ndeath;j++){
               oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 /*********** Health Expectancies ****************/              savm[ii][j]=(ii==j ? 1.0 : 0.0);
             }
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)          for(d=0; d<dh[mi][i]; d++){
 {            newm=savm;
   /* Health expectancies */            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   int i, j, nhstepm, hstepm, h;            for (kk=1; kk<=cptcovage;kk++) {
   double age, agelim,hf;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   double ***p3mat;            }
              out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   fprintf(ficreseij,"# Health expectancies\n");                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   fprintf(ficreseij,"# Age");            savm=oldm;
   for(i=1; i<=nlstate;i++)            oldm=newm;
     for(j=1; j<=nlstate;j++)          } /* end mult */
       fprintf(ficreseij," %1d-%1d",i,j);        
   fprintf(ficreseij,"\n");          s1=s[mw[mi][i]][i];
           s2=s[mw[mi+1][i]][i];
   hstepm=1*YEARM; /*  Every j years of age (in month) */          bbh=(double)bh[mi][i]/(double)stepm; 
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */          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;
   agelim=AGESUP;          sw += weight[i];
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
     /* nhstepm age range expressed in number of stepm */        } /* end of wave */
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);      } /* end of individual */
     /* Typically if 20 years = 20*12/6=40 stepm */    }else if (mle==4){  /* ml=4 no inter-extrapolation */
     if (stepm >= YEARM) hstepm=1;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        for(mi=1; mi<= wav[i]-1; mi++){
     /* Computed by stepm unit matrices, product of hstepm matrices, stored          for (ii=1;ii<=nlstate+ndeath;ii++)
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */            for (j=1;j<=nlstate+ndeath;j++){
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);                oldm[ii][j]=(ii==j ? 1.0 : 0.0);
               savm[ii][j]=(ii==j ? 1.0 : 0.0);
             }
     for(i=1; i<=nlstate;i++)          for(d=0; d<dh[mi][i]; d++){
       for(j=1; j<=nlstate;j++)            newm=savm;
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
           eij[i][j][(int)age] +=p3mat[i][j][h];            for (kk=1; kk<=cptcovage;kk++) {
         }              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
                }
     hf=1;          
     if (stepm >= YEARM) hf=stepm/YEARM;            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     fprintf(ficreseij,"%.0f",age );                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     for(i=1; i<=nlstate;i++)            savm=oldm;
       for(j=1; j<=nlstate;j++){            oldm=newm;
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);          } /* end mult */
       }        
     fprintf(ficreseij,"\n");          s1=s[mw[mi][i]][i];
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          s2=s[mw[mi+1][i]][i];
   }          if( s2 > nlstate){ 
 }            lli=log(out[s1][s2] - savm[s1][s2]);
           }else{
 /************ Variance ******************/            lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
 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)          }
 {          ipmx +=1;
   /* Variance of health expectancies */          sw += weight[i];
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   double **newm;  /*      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]); */
   double **dnewm,**doldm;        } /* end of wave */
   int i, j, nhstepm, hstepm, h;      } /* end of individual */
   int k, cptcode;    }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
    double *xp;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   double **gp, **gm;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   double ***gradg, ***trgradg;        for(mi=1; mi<= wav[i]-1; mi++){
   double ***p3mat;          for (ii=1;ii<=nlstate+ndeath;ii++)
   double age,agelim;            for (j=1;j<=nlstate+ndeath;j++){
   int theta;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
               savm[ii][j]=(ii==j ? 1.0 : 0.0);
    fprintf(ficresvij,"# Covariances of life expectancies\n");            }
   fprintf(ficresvij,"# Age");          for(d=0; d<dh[mi][i]; d++){
   for(i=1; i<=nlstate;i++)            newm=savm;
     for(j=1; j<=nlstate;j++)            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);            for (kk=1; kk<=cptcovage;kk++) {
   fprintf(ficresvij,"\n");              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
             }
   xp=vector(1,npar);          
   dnewm=matrix(1,nlstate,1,npar);            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   doldm=matrix(1,nlstate,1,nlstate);                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
              savm=oldm;
   hstepm=1*YEARM; /* Every year of age */            oldm=newm;
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */          } /* end mult */
   agelim = AGESUP;        
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */          s1=s[mw[mi][i]][i];
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */          s2=s[mw[mi+1][i]][i];
     if (stepm >= YEARM) hstepm=1;          lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */          ipmx +=1;
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          sw += weight[i];
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
     gp=matrix(0,nhstepm,1,nlstate);          /*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]);*/
     gm=matrix(0,nhstepm,1,nlstate);        } /* end of wave */
       } /* end of individual */
     for(theta=1; theta <=npar; theta++){    } /* End of if */
       for(i=1; i<=npar; i++){ /* Computes gradient */    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
         xp[i] = x[i] + (i==theta ?delti[theta]:0);    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
       }    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);      return -l;
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);  }
       for(j=1; j<= nlstate; j++){  
         for(h=0; h<=nhstepm; h++){  /*************** log-likelihood *************/
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)  double funcone( double *x)
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];  {
         }    /* Same as likeli but slower because of a lot of printf and if */
       }    int i, ii, j, k, mi, d, kk;
        double l, ll[NLSTATEMAX], cov[NCOVMAX];
       for(i=1; i<=npar; i++) /* Computes gradient */    double **out;
         xp[i] = x[i] - (i==theta ?delti[theta]:0);    double lli; /* Individual log likelihood */
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);      double llt;
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    int s1, s2;
       for(j=1; j<= nlstate; j++){    double bbh, survp;
         for(h=0; h<=nhstepm; h++){    /*extern weight */
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)    /* We are differentiating ll according to initial status */
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
         }    /*for(i=1;i<imx;i++) 
       }      printf(" %d\n",s[4][i]);
       for(j=1; j<= nlstate; j++)    */
         for(h=0; h<=nhstepm; h++){    cov[1]=1.;
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];  
         }    for(k=1; k<=nlstate; k++) ll[k]=0.;
     } /* End theta */  
     for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);      for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
       for(mi=1; mi<= wav[i]-1; mi++){
     for(h=0; h<=nhstepm; h++)        for (ii=1;ii<=nlstate+ndeath;ii++)
       for(j=1; j<=nlstate;j++)          for (j=1;j<=nlstate+ndeath;j++){
         for(theta=1; theta <=npar; theta++)            oldm[ii][j]=(ii==j ? 1.0 : 0.0);
           trgradg[h][j][theta]=gradg[h][theta][j];            savm[ii][j]=(ii==j ? 1.0 : 0.0);
           }
     for(i=1;i<=nlstate;i++)        for(d=0; d<dh[mi][i]; d++){
       for(j=1;j<=nlstate;j++)          newm=savm;
         vareij[i][j][(int)age] =0.;          cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     for(h=0;h<=nhstepm;h++){          for (kk=1; kk<=cptcovage;kk++) {
       for(k=0;k<=nhstepm;k++){            cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);          }
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);          out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
         for(i=1;i<=nlstate;i++)                       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
           for(j=1;j<=nlstate;j++)          savm=oldm;
             vareij[i][j][(int)age] += doldm[i][j];          oldm=newm;
       }        } /* end mult */
     }        
     h=1;        s1=s[mw[mi][i]][i];
     if (stepm >= YEARM) h=stepm/YEARM;        s2=s[mw[mi+1][i]][i];
     fprintf(ficresvij,"%.0f ",age );        bbh=(double)bh[mi][i]/(double)stepm; 
     for(i=1; i<=nlstate;i++)        /* bias is positive if real duration
       for(j=1; j<=nlstate;j++){         * is higher than the multiple of stepm and negative otherwise.
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);         */
       }        if( s2 > nlstate && (mle <5) ){  /* Jackson */
     fprintf(ficresvij,"\n");          lli=log(out[s1][s2] - savm[s1][s2]);
     free_matrix(gp,0,nhstepm,1,nlstate);        } else if (mle==1){
     free_matrix(gm,0,nhstepm,1,nlstate);          lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);        } else if(mle==2){
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);          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 */
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        } else if(mle==3){  /* exponential inter-extrapolation */
   } /* End age */          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 */
          } else if (mle==4){  /* mle=4 no inter-extrapolation */
   free_vector(xp,1,npar);          lli=log(out[s1][s2]); /* Original formula */
   free_matrix(doldm,1,nlstate,1,npar);        } else{  /* ml>=5 no inter-extrapolation no jackson =0.8a */
   free_matrix(dnewm,1,nlstate,1,nlstate);          lli=log(out[s1][s2]); /* Original formula */
         } /* End of if */
 }        ipmx +=1;
         sw += weight[i];
 /************ Variance of prevlim ******************/        ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
 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)  /*       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){
   /* Variance of prevalence limit */          fprintf(ficresilk,"%9d %6d %1d %1d %1d %1d %3d %10.6f %6.4f\
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/   %10.6f %10.6f %10.6f ", \
   double **newm;                  num[i],i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],
   double **dnewm,**doldm;                  2*weight[i]*lli,out[s1][s2],savm[s1][s2]);
   int i, j, nhstepm, hstepm;          for(k=1,llt=0.,l=0.; k<=nlstate; k++){
   int k, cptcode;            llt +=ll[k]*gipmx/gsw;
   double *xp;            fprintf(ficresilk," %10.6f",-ll[k]*gipmx/gsw);
   double *gp, *gm;          }
   double **gradg, **trgradg;          fprintf(ficresilk," %10.6f\n", -llt);
   double age,agelim;        }
   int theta;      } /* end of wave */
        } /* end of individual */
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
   fprintf(ficresvpl,"# Age");    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
   for(i=1; i<=nlstate;i++)    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
       fprintf(ficresvpl," %1d-%1d",i,i);    if(globpr==0){ /* First time we count the contributions and weights */
   fprintf(ficresvpl,"\n");      gipmx=ipmx;
       gsw=sw;
   xp=vector(1,npar);    }
   dnewm=matrix(1,nlstate,1,npar);    return -l;
   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 */  /*************** function likelione ***********/
   agelim = AGESUP;  void likelione(FILE *ficres,double p[], int npar, int nlstate, int *globpri, long *ipmx, double *sw, double *fretone, double (*funcone)(double []))
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */  {
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */    /* This routine should help understanding what is done with 
     if (stepm >= YEARM) hstepm=1;       the selection of individuals/waves and
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */       to check the exact contribution to the likelihood.
     gradg=matrix(1,npar,1,nlstate);       Plotting could be done.
     gp=vector(1,nlstate);     */
     gm=vector(1,nlstate);    int k;
   
     for(theta=1; theta <=npar; theta++){    if(*globpri !=0){ /* Just counts and sums, no printings */
       for(i=1; i<=npar; i++){ /* Computes gradient */      strcpy(fileresilk,"ilk"); 
         xp[i] = x[i] + (i==theta ?delti[theta]:0);      strcat(fileresilk,fileres);
       }      if((ficresilk=fopen(fileresilk,"w"))==NULL) {
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);        printf("Problem with resultfile: %s\n", fileresilk);
       for(i=1;i<=nlstate;i++)        fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
         gp[i] = prlim[i][i];      }
          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");
       for(i=1; i<=npar; i++) /* Computes gradient */      fprintf(ficresilk, "#num_i i s1 s2 mi mw dh likeli weight 2wlli out sav ");
         xp[i] = x[i] - (i==theta ?delti[theta]:0);      /*  i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],2*weight[i]*lli,out[s1][s2],savm[s1][s2]); */
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);      for(k=1; k<=nlstate; k++) 
       for(i=1;i<=nlstate;i++)        fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k);
         gm[i] = prlim[i][i];      fprintf(ficresilk," -2*gipw/gsw*weight*ll(total)\n");
     }
       for(i=1;i<=nlstate;i++)  
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];    *fretone=(*funcone)(p);
     } /* End theta */    if(*globpri !=0){
       fclose(ficresilk);
     trgradg =matrix(1,nlstate,1,npar);      fprintf(fichtm,"\n<br>File of contributions to the likelihood: <a href=\"%s\">%s</a><br>\n",subdirf(fileresilk),subdirf(fileresilk));
       fflush(fichtm); 
     for(j=1; j<=nlstate;j++)    } 
       for(theta=1; theta <=npar; theta++)    return;
         trgradg[j][theta]=gradg[theta][j];  }
   
     for(i=1;i<=nlstate;i++)  
       varpl[i][(int)age] =0.;  /*********** Maximum Likelihood Estimation ***************/
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);  
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);  void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
     for(i=1;i<=nlstate;i++)  {
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */    int i,j, iter;
     double **xi;
     fprintf(ficresvpl,"%.0f ",age );    double fret;
     for(i=1; i<=nlstate;i++)    double fretone; /* Only one call to likelihood */
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));    /*  char filerespow[FILENAMELENGTH];*/
     fprintf(ficresvpl,"\n");    xi=matrix(1,npar,1,npar);
     free_vector(gp,1,nlstate);    for (i=1;i<=npar;i++)
     free_vector(gm,1,nlstate);      for (j=1;j<=npar;j++)
     free_matrix(gradg,1,npar,1,nlstate);        xi[i][j]=(i==j ? 1.0 : 0.0);
     free_matrix(trgradg,1,nlstate,1,npar);    printf("Powell\n");  fprintf(ficlog,"Powell\n");
   } /* End age */    strcpy(filerespow,"pow"); 
     strcat(filerespow,fileres);
   free_vector(xp,1,npar);    if((ficrespow=fopen(filerespow,"w"))==NULL) {
   free_matrix(doldm,1,nlstate,1,npar);      printf("Problem with resultfile: %s\n", filerespow);
   free_matrix(dnewm,1,nlstate,1,nlstate);      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");
 /**************** Main Program *****************/  
 /***********************************************/    powell(p,xi,npar,ftol,&iter,&fret,func);
   
 /*int main(int argc, char *argv[])*/    fclose(ficrespow);
 int main()    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
 {    fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
     fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
   int i,j, k, n=MAXN,iter,m,size,cptcode, cptcod;  
   double agedeb, agefin,hf;  }
   double agemin=1.e20, agemax=-1.e20;  
   /**** Computes Hessian and covariance matrix ***/
   double fret;  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
   double **xi,tmp,delta;  {
     double  **a,**y,*x,pd;
   double dum; /* Dummy variable */    double **hess;
   double ***p3mat;    int i, j,jk;
   int *indx;    int *indx;
   char line[MAXLINE], linepar[MAXLINE];  
   char title[MAXLINE];    double hessii(double p[], double delta, int theta, double delti[],double (*func)(double []),int npar);
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];    double hessij(double p[], double delti[], int i, int j,double (*func)(double []),int npar);
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH];    void lubksb(double **a, int npar, int *indx, double b[]) ;
   char filerest[FILENAMELENGTH];    void ludcmp(double **a, int npar, int *indx, double *d) ;
   char fileregp[FILENAMELENGTH];    double gompertz(double p[]);
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];    hess=matrix(1,npar,1,npar);
   int firstobs=1, lastobs=10;  
   int sdeb, sfin; /* Status at beginning and end */    printf("\nCalculation of the hessian matrix. Wait...\n");
   int c,  h , cpt,l;    fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
   int ju,jl, mi;    for (i=1;i<=npar;i++){
   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;      printf("%d",i);fflush(stdout);
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;      fprintf(ficlog,"%d",i);fflush(ficlog);
       
   int hstepm, nhstepm;       hess[i][i]=hessii(p,ftolhess,i,delti,func,npar);
   double bage, fage, age, agelim, agebase;      
   double ftolpl=FTOL;      /*  printf(" %f ",p[i]);
   double **prlim;          printf(" %lf %lf %lf",hess[i][i],ftolhess,delti[i]);*/
   double *severity;    }
   double ***param; /* Matrix of parameters */    
   double  *p;    for (i=1;i<=npar;i++) {
   double **matcov; /* Matrix of covariance */      for (j=1;j<=npar;j++)  {
   double ***delti3; /* Scale */        if (j>i) { 
   double *delti; /* Scale */          printf(".%d%d",i,j);fflush(stdout);
   double ***eij, ***vareij;          fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
   double **varpl; /* Variances of prevalence limits by age */          hess[i][j]=hessij(p,delti,i,j,func,npar);
   double *epj, vepp;          
   char version[80]="Imach version 64b, May 2001, INED-EUROREVES ";          hess[j][i]=hess[i][j];    
   char *alph[]={"a","a","b","c","d","e"}, str[4];          /*printf(" %lf ",hess[i][j]);*/
         }
   char z[1]="c", occ;      }
 #include <sys/time.h>    }
 #include <time.h>    printf("\n");
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];    fprintf(ficlog,"\n");
   /* long total_usecs;  
   struct timeval start_time, end_time;    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
      fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */    
     a=matrix(1,npar,1,npar);
     y=matrix(1,npar,1,npar);
   printf("\nIMACH, Version 0.64b");    x=vector(1,npar);
   printf("\nEnter the parameter file name: ");    indx=ivector(1,npar);
     for (i=1;i<=npar;i++)
 #ifdef windows      for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
   scanf("%s",pathtot);    ludcmp(a,npar,indx,&pd);
   getcwd(pathcd, size);  
   /*cygwin_split_path(pathtot,path,optionfile);    for (j=1;j<=npar;j++) {
     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/      for (i=1;i<=npar;i++) x[i]=0;
   /* cutv(path,optionfile,pathtot,'\\');*/      x[j]=1;
       lubksb(a,npar,indx,x);
 split(pathtot, path,optionfile);      for (i=1;i<=npar;i++){ 
   chdir(path);        matcov[i][j]=x[i];
   replace(pathc,path);      }
 #endif    }
 #ifdef unix  
   scanf("%s",optionfile);    printf("\n#Hessian matrix#\n");
 #endif    fprintf(ficlog,"\n#Hessian matrix#\n");
     for (i=1;i<=npar;i++) { 
 /*-------- arguments in the command line --------*/      for (j=1;j<=npar;j++) { 
         printf("%.3e ",hess[i][j]);
   strcpy(fileres,"r");        fprintf(ficlog,"%.3e ",hess[i][j]);
   strcat(fileres, optionfile);      }
       printf("\n");
   /*---------arguments file --------*/      fprintf(ficlog,"\n");
     }
   if((ficpar=fopen(optionfile,"r"))==NULL)    {  
     printf("Problem with optionfile %s\n",optionfile);    /* Recompute Inverse */
     goto end;    for (i=1;i<=npar;i++)
   }      for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
     ludcmp(a,npar,indx,&pd);
   strcpy(filereso,"o");  
   strcat(filereso,fileres);    /*  printf("\n#Hessian matrix recomputed#\n");
   if((ficparo=fopen(filereso,"w"))==NULL) {  
     printf("Problem with Output resultfile: %s\n", filereso);goto end;    for (j=1;j<=npar;j++) {
   }      for (i=1;i<=npar;i++) x[i]=0;
       x[j]=1;
   /* Reads comments: lines beginning with '#' */      lubksb(a,npar,indx,x);
   while((c=getc(ficpar))=='#' && c!= EOF){      for (i=1;i<=npar;i++){ 
     ungetc(c,ficpar);        y[i][j]=x[i];
     fgets(line, MAXLINE, ficpar);        printf("%.3e ",y[i][j]);
     puts(line);        fprintf(ficlog,"%.3e ",y[i][j]);
     fputs(line,ficparo);      }
   }      printf("\n");
   ungetc(c,ficpar);      fprintf(ficlog,"\n");
     }
   fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncov, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);    */
   printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate,ndeath, maxwav, mle, weightopt,model);  
   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);    free_matrix(a,1,npar,1,npar);
     free_matrix(y,1,npar,1,npar);
   covar=matrix(0,NCOVMAX,1,n);    free_vector(x,1,npar);
   cptcovn=0;    free_ivector(indx,1,npar);
   if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;    free_matrix(hess,1,npar,1,npar);
   
   ncovmodel=2+cptcovn;  
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */  }
    
   /* Read guess parameters */  /*************** hessian matrix ****************/
   /* Reads comments: lines beginning with '#' */  double hessii(double x[], double delta, int theta, double delti[], double (*func)(double []), int npar)
   while((c=getc(ficpar))=='#' && c!= EOF){  {
     ungetc(c,ficpar);    int i;
     fgets(line, MAXLINE, ficpar);    int l=1, lmax=20;
     puts(line);    double k1,k2;
     fputs(line,ficparo);    double p2[NPARMAX+1];
   }    double res;
   ungetc(c,ficpar);    double delt=0.0001, delts, nkhi=10.,nkhif=1., khi=1.e-4;
      double fx;
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);    int k=0,kmax=10;
     for(i=1; i <=nlstate; i++)    double l1;
     for(j=1; j <=nlstate+ndeath-1; j++){  
       fscanf(ficpar,"%1d%1d",&i1,&j1);    fx=func(x);
       fprintf(ficparo,"%1d%1d",i1,j1);    for (i=1;i<=npar;i++) p2[i]=x[i];
       printf("%1d%1d",i,j);    for(l=0 ; l <=lmax; l++){
       for(k=1; k<=ncovmodel;k++){      l1=pow(10,l);
         fscanf(ficpar," %lf",&param[i][j][k]);      delts=delt;
         printf(" %lf",param[i][j][k]);      for(k=1 ; k <kmax; k=k+1){
         fprintf(ficparo," %lf",param[i][j][k]);        delt = delta*(l1*k);
       }        p2[theta]=x[theta] +delt;
       fscanf(ficpar,"\n");        k1=func(p2)-fx;
       printf("\n");        p2[theta]=x[theta]-delt;
       fprintf(ficparo,"\n");        k2=func(p2)-fx;
     }        /*res= (k1-2.0*fx+k2)/delt/delt; */
          res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
   npar= (nlstate+ndeath-1)*nlstate*ncovmodel;        
   p=param[1][1];  #ifdef DEBUG
          printf("%d %d k1=%.12e k2=%.12e xk1=%.12e xk2=%.12e delt=%.12e res=%.12e l=%d k=%d,fx=%.12e\n",theta,theta,k1,k2,x[theta]+delt,x[theta]-delt,delt,res, l, k,fx);
   /* Reads comments: lines beginning with '#' */        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);
   while((c=getc(ficpar))=='#' && c!= EOF){  #endif
     ungetc(c,ficpar);        /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
     fgets(line, MAXLINE, ficpar);        if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
     puts(line);          k=kmax;
     fputs(line,ficparo);        }
   }        else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
   ungetc(c,ficpar);          k=kmax; l=lmax*10.;
         }
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);        else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */          delts=delt;
   for(i=1; i <=nlstate; i++){        }
     for(j=1; j <=nlstate+ndeath-1; j++){      }
       fscanf(ficpar,"%1d%1d",&i1,&j1);    }
       printf("%1d%1d",i,j);    delti[theta]=delts;
       fprintf(ficparo,"%1d%1d",i1,j1);    return res; 
       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]);  double hessij( double x[], double delti[], int thetai,int thetaj,double (*func)(double []),int npar)
       }  {
       fscanf(ficpar,"\n");    int i;
       printf("\n");    int l=1, l1, lmax=20;
       fprintf(ficparo,"\n");    double k1,k2,k3,k4,res,fx;
     }    double p2[NPARMAX+1];
   }    int k;
   delti=delti3[1][1];  
      fx=func(x);
   /* Reads comments: lines beginning with '#' */    for (k=1; k<=2; k++) {
   while((c=getc(ficpar))=='#' && c!= EOF){      for (i=1;i<=npar;i++) p2[i]=x[i];
     ungetc(c,ficpar);      p2[thetai]=x[thetai]+delti[thetai]/k;
     fgets(line, MAXLINE, ficpar);      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
     puts(line);      k1=func(p2)-fx;
     fputs(line,ficparo);    
   }      p2[thetai]=x[thetai]+delti[thetai]/k;
   ungetc(c,ficpar);      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
        k2=func(p2)-fx;
   matcov=matrix(1,npar,1,npar);    
   for(i=1; i <=npar; i++){      p2[thetai]=x[thetai]-delti[thetai]/k;
     fscanf(ficpar,"%s",&str);      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
     printf("%s",str);      k3=func(p2)-fx;
     fprintf(ficparo,"%s",str);    
     for(j=1; j <=i; j++){      p2[thetai]=x[thetai]-delti[thetai]/k;
       fscanf(ficpar," %le",&matcov[i][j]);      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
       printf(" %.5le",matcov[i][j]);      k4=func(p2)-fx;
       fprintf(ficparo," %.5le",matcov[i][j]);      res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
     }  #ifdef DEBUG
     fscanf(ficpar,"\n");      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);
     printf("\n");      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);
     fprintf(ficparo,"\n");  #endif
   }    }
   for(i=1; i <=npar; i++)    return res;
     for(j=i+1;j<=npar;j++)  }
       matcov[i][j]=matcov[j][i];  
      /************** Inverse of matrix **************/
   printf("\n");  void ludcmp(double **a, int n, int *indx, double *d) 
   { 
     int i,imax,j,k; 
     /*-------- data file ----------*/    double big,dum,sum,temp; 
     if((ficres =fopen(fileres,"w"))==NULL) {    double *vv; 
       printf("Problem with resultfile: %s\n", fileres);goto end;   
     }    vv=vector(1,n); 
     fprintf(ficres,"#%s\n",version);    *d=1.0; 
        for (i=1;i<=n;i++) { 
     if((fic=fopen(datafile,"r"))==NULL)    {      big=0.0; 
       printf("Problem with datafile: %s\n", datafile);goto end;      for (j=1;j<=n;j++) 
     }        if ((temp=fabs(a[i][j])) > big) big=temp; 
       if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
     n= lastobs;      vv[i]=1.0/big; 
     severity = vector(1,maxwav);    } 
     outcome=imatrix(1,maxwav+1,1,n);    for (j=1;j<=n;j++) { 
     num=ivector(1,n);      for (i=1;i<j;i++) { 
     moisnais=vector(1,n);        sum=a[i][j]; 
     annais=vector(1,n);        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
     moisdc=vector(1,n);        a[i][j]=sum; 
     andc=vector(1,n);      } 
     agedc=vector(1,n);      big=0.0; 
     cod=ivector(1,n);      for (i=j;i<=n;i++) { 
     weight=vector(1,n);        sum=a[i][j]; 
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */        for (k=1;k<j;k++) 
     mint=matrix(1,maxwav,1,n);          sum -= a[i][k]*a[k][j]; 
     anint=matrix(1,maxwav,1,n);        a[i][j]=sum; 
     s=imatrix(1,maxwav+1,1,n);        if ( (dum=vv[i]*fabs(sum)) >= big) { 
     adl=imatrix(1,maxwav+1,1,n);              big=dum; 
     tab=ivector(1,NCOVMAX);          imax=i; 
     ncodemax=ivector(1,8);        } 
       } 
     i=1;      if (j != imax) { 
     while (fgets(line, MAXLINE, fic) != NULL)    {        for (k=1;k<=n;k++) { 
       if ((i >= firstobs) && (i <=lastobs)) {          dum=a[imax][k]; 
                  a[imax][k]=a[j][k]; 
         for (j=maxwav;j>=1;j--){          a[j][k]=dum; 
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb);        } 
           strcpy(line,stra);        *d = -(*d); 
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);        vv[imax]=vv[j]; 
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);      } 
         }      indx[j]=imax; 
              if (a[j][j] == 0.0) a[j][j]=TINY; 
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);      if (j != n) { 
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);        dum=1.0/(a[j][j]); 
         for (i=j+1;i<=n;i++) a[i][j] *= dum; 
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);      } 
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);    } 
     free_vector(vv,1,n);  /* Doesn't work */
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);  ;
         for (j=ncov;j>=1;j--){  } 
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);  
         }  void lubksb(double **a, int n, int *indx, double b[]) 
         num[i]=atol(stra);  { 
     int i,ii=0,ip,j; 
         /*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]));*/    double sum; 
    
         i=i+1;    for (i=1;i<=n;i++) { 
       }      ip=indx[i]; 
     }      sum=b[ip]; 
       b[ip]=b[i]; 
     /*scanf("%d",i);*/      if (ii) 
   imx=i-1; /* Number of individuals */        for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
       else if (sum) ii=i; 
   /* Calculation of the number of parameter from char model*/      b[i]=sum; 
   Tvar=ivector(1,15);    } 
   Tprod=ivector(1,15);    for (i=n;i>=1;i--) { 
   Tvaraff=ivector(1,15);      sum=b[i]; 
   Tvard=imatrix(1,15,1,2);      for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
   Tage=ivector(1,15);            b[i]=sum/a[i][i]; 
        } 
   if (strlen(model) >1){  } 
     j=0, j1=0, k1=1, k2=1;  
     j=nbocc(model,'+');  /************ Frequencies ********************/
     j1=nbocc(model,'*');  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[])
     cptcovn=j+1;  {  /* Some frequencies */
     cptcovprod=j1;    
        int i, m, jk, k1,i1, j1, bool, z1,z2,j;
        int first;
     strcpy(modelsav,model);    double ***freq; /* Frequencies */
     if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){    double *pp, **prop;
       printf("Error. Non available option model=%s ",model);    double pos,posprop, k2, dateintsum=0,k2cpt=0;
       goto end;    FILE *ficresp;
     }    char fileresp[FILENAMELENGTH];
        
     for(i=(j+1); i>=1;i--){    pp=vector(1,nlstate);
       cutv(stra,strb,modelsav,'+');    prop=matrix(1,nlstate,iagemin,iagemax+3);
       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav);    strcpy(fileresp,"p");
       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/    strcat(fileresp,fileres);
       /*scanf("%d",i);*/    if((ficresp=fopen(fileresp,"w"))==NULL) {
       if (strchr(strb,'*')) {      printf("Problem with prevalence resultfile: %s\n", fileresp);
         cutv(strd,strc,strb,'*');      fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
         if (strcmp(strc,"age")==0) {      exit(0);
           cptcovprod--;    }
           cutv(strb,stre,strd,'V');    freq= ma3x(-5,nlstate+ndeath,-5,nlstate+ndeath,iagemin,iagemax+3);
           Tvar[i]=atoi(stre);    j1=0;
           cptcovage++;    
             Tage[cptcovage]=i;    j=cptcoveff;
             /*printf("stre=%s ", stre);*/    if (cptcovn<1) {j=1;ncodemax[1]=1;}
         }  
         else if (strcmp(strd,"age")==0) {    first=1;
           cptcovprod--;  
           cutv(strb,stre,strc,'V');    for(k1=1; k1<=j;k1++){
           Tvar[i]=atoi(stre);      for(i1=1; i1<=ncodemax[k1];i1++){
           cptcovage++;        j1++;
           Tage[cptcovage]=i;        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
         }          scanf("%d", i);*/
         else {        for (i=-5; i<=nlstate+ndeath; i++)  
           cutv(strb,stre,strc,'V');          for (jk=-5; jk<=nlstate+ndeath; jk++)  
           Tvar[i]=ncov+k1;            for(m=iagemin; m <= iagemax+3; m++)
           cutv(strb,strc,strd,'V');              freq[i][jk][m]=0;
           Tprod[k1]=i;  
           Tvard[k1][1]=atoi(strc);      for (i=1; i<=nlstate; i++)  
           Tvard[k1][2]=atoi(stre);        for(m=iagemin; m <= iagemax+3; m++)
           Tvar[cptcovn+k2]=Tvard[k1][1];          prop[i][m]=0;
           Tvar[cptcovn+k2+1]=Tvard[k1][2];        
           for (k=1; k<=lastobs;k++)        dateintsum=0;
             covar[ncov+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];        k2cpt=0;
           k1++;        for (i=1; i<=imx; i++) {
           k2=k2+2;          bool=1;
         }          if  (cptcovn>0) {
       }            for (z1=1; z1<=cptcoveff; z1++) 
       else {              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
         /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/                bool=0;
        /*  scanf("%d",i);*/          }
       cutv(strd,strc,strb,'V');          if (bool==1){
       Tvar[i]=atoi(strc);            for(m=firstpass; m<=lastpass; m++){
       }              k2=anint[m][i]+(mint[m][i]/12.);
       strcpy(modelsav,stra);                /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
       /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);                if(agev[m][i]==0) agev[m][i]=iagemax+1;
         scanf("%d",i);*/                if(agev[m][i]==1) agev[m][i]=iagemax+2;
     }                if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
 }                if (m<lastpass) {
                    freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
   /*printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);                  freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
   printf("cptcovprod=%d ", cptcovprod);                }
   scanf("%d ",i);*/                
     fclose(fic);                if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
                   dateintsum=dateintsum+k2;
     /*  if(mle==1){*/                  k2cpt++;
     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++)  {        /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);  fprintf(ficresp, "#Local time at start: %s", strstart);
       for(m=1; (m<= maxwav); m++){        if  (cptcovn>0) {
         if(s[m][i] >0){          fprintf(ficresp, "\n#********** Variable "); 
           if (s[m][i] == nlstate+1) {          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
             if(agedc[i]>0)          fprintf(ficresp, "**********\n#");
               if(moisdc[i]!=99 && andc[i]!=9999)        }
               agev[m][i]=agedc[i];        for(i=1; i<=nlstate;i++) 
             else {          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
               if (andc[i]!=9999){        fprintf(ficresp, "\n");
               printf("Warning negative age at death: %d line:%d\n",num[i],i);        
               agev[m][i]=-1;        for(i=iagemin; i <= iagemax+3; i++){
               }          if(i==iagemax+3){
             }            fprintf(ficlog,"Total");
           }          }else{
           else if(s[m][i] !=9){ /* Should no more exist */            if(first==1){
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);              first=0;
             if(mint[m][i]==99 || anint[m][i]==9999)              printf("See log file for details...\n");
               agev[m][i]=1;            }
             else if(agev[m][i] <agemin){            fprintf(ficlog,"Age %d", i);
               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);*/          for(jk=1; jk <=nlstate ; jk++){
             }            for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
             else if(agev[m][i] >agemax){              pp[jk] += freq[jk][m][i]; 
               agemax=agev[m][i];          }
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/          for(jk=1; jk <=nlstate ; jk++){
             }            for(m=-1, pos=0; m <=0 ; m++)
             /*agev[m][i]=anint[m][i]-annais[i];*/              pos += freq[jk][m][i];
             /*   agev[m][i] = age[i]+2*m;*/            if(pp[jk]>=1.e-10){
           }              if(first==1){
           else { /* =9 */              printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
             agev[m][i]=1;              }
             s[m][i]=-1;              fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
           }            }else{
         }              if(first==1)
         else /*= 0 Unknown */                printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
           agev[m][i]=1;              fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
       }            }
              }
     }  
     for (i=1; i<=imx; i++)  {          for(jk=1; jk <=nlstate ; jk++){
       for(m=1; (m<= maxwav); m++){            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
         if (s[m][i] > (nlstate+ndeath)) {              pp[jk] += freq[jk][m][i];
           printf("Error: Wrong value in nlstate or ndeath\n");            }       
           goto end;          for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
         }            pos += pp[jk];
       }            posprop += prop[jk][i];
     }          }
           for(jk=1; jk <=nlstate ; jk++){
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);            if(pos>=1.e-5){
               if(first==1)
     free_vector(severity,1,maxwav);                printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
     free_imatrix(outcome,1,maxwav+1,1,n);              fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
     free_vector(moisnais,1,n);            }else{
     free_vector(annais,1,n);              if(first==1)
     free_matrix(mint,1,maxwav,1,n);                printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
     free_matrix(anint,1,maxwav,1,n);              fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
     free_vector(moisdc,1,n);            }
     free_vector(andc,1,n);            if( i <= iagemax){
               if(pos>=1.e-5){
                    fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
     wav=ivector(1,imx);                /*probs[i][jk][j1]= pp[jk]/pos;*/
     dh=imatrix(1,lastpass-firstpass+1,1,imx);                /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
     mw=imatrix(1,lastpass-firstpass+1,1,imx);              }
                  else
     /* Concatenates waves */                fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);            }
           }
           
       Tcode=ivector(1,100);          for(jk=-1; jk <=nlstate+ndeath; jk++)
       nbcode=imatrix(0,NCOVMAX,0,NCOVMAX);            for(m=-1; m <=nlstate+ndeath; m++)
       ncodemax[1]=1;              if(freq[jk][m][i] !=0 ) {
       if (cptcovn > 0) tricode(Tvar,nbcode,imx);              if(first==1)
                      printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
    codtab=imatrix(1,100,1,10);                fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
    h=0;              }
    m=pow(2,cptcoveff);          if(i <= iagemax)
              fprintf(ficresp,"\n");
    for(k=1;k<=cptcoveff; k++){          if(first==1)
      for(i=1; i <=(m/pow(2,k));i++){            printf("Others in log...\n");
        for(j=1; j <= ncodemax[k]; j++){          fprintf(ficlog,"\n");
          for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){        }
            h++;      }
            if (h>m) h=1;codtab[h][k]=j;    }
          }    dateintmean=dateintsum/k2cpt; 
        }   
      }    fclose(ficresp);
    }    free_ma3x(freq,-5,nlstate+ndeath,-5,nlstate+ndeath, iagemin, iagemax+3);
     free_vector(pp,1,nlstate);
     free_matrix(prop,1,nlstate,iagemin, iagemax+3);
    /*for(i=1; i <=m ;i++){    /* End of Freq */
      for(k=1; k <=cptcovn; k++){  }
        printf("i=%d k=%d %d %d",i,k,codtab[i][k], cptcoveff);  
      }  /************ Prevalence ********************/
      printf("\n");  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)
    }  {  
    scanf("%d",i);*/    /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
           in each health status at the date of interview (if between dateprev1 and dateprev2).
    /* Calculates basic frequencies. Computes observed prevalence at single age       We still use firstpass and lastpass as another selection.
        and prints on file fileres'p'. */    */
   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax);   
     int i, m, jk, k1, i1, j1, bool, z1,z2,j;
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    double ***freq; /* Frequencies */
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    double *pp, **prop;
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    double pos,posprop; 
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    double  y2; /* in fractional years */
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */    int iagemin, iagemax;
      
     /* For Powell, parameters are in a vector p[] starting at p[1]    iagemin= (int) agemin;
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */    iagemax= (int) agemax;
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */    /*pp=vector(1,nlstate);*/
     prop=matrix(1,nlstate,iagemin,iagemax+3); 
     if(mle==1){    /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);    j1=0;
     }    
        j=cptcoveff;
     /*--------- results files --------------*/    if (cptcovn<1) {j=1;ncodemax[1]=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(k1=1; k1<=j;k1++){
    jk=1;      for(i1=1; i1<=ncodemax[k1];i1++){
    fprintf(ficres,"# Parameters\n");        j1++;
    printf("# Parameters\n");        
    for(i=1,jk=1; i <=nlstate; i++){        for (i=1; i<=nlstate; i++)  
      for(k=1; k <=(nlstate+ndeath); k++){          for(m=iagemin; m <= iagemax+3; m++)
        if (k != i)            prop[i][m]=0.0;
          {       
            printf("%d%d ",i,k);        for (i=1; i<=imx; i++) { /* Each individual */
            fprintf(ficres,"%1d%1d ",i,k);          bool=1;
            for(j=1; j <=ncovmodel; j++){          if  (cptcovn>0) {
              printf("%f ",p[jk]);            for (z1=1; z1<=cptcoveff; z1++) 
              fprintf(ficres,"%f ",p[jk]);              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
              jk++;                bool=0;
            }          } 
            printf("\n");          if (bool==1) { 
            fprintf(ficres,"\n");            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 */
      }              if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
    }                if(agev[m][i]==0) agev[m][i]=iagemax+1;
  if(mle==1){                if(agev[m][i]==1) agev[m][i]=iagemax+2;
     /* Computing hessian and covariance matrix */                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); 
     ftolhess=ftol; /* Usually correct */                if (s[m][i]>0 && s[m][i]<=nlstate) { 
     hesscov(matcov, p, npar, delti, ftolhess, func);                  /*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];
     fprintf(ficres,"# Scales\n");                  prop[s[m][i]][iagemax+3] += weight[i]; 
     printf("# Scales\n");                } 
      for(i=1,jk=1; i <=nlstate; i++){              }
       for(j=1; j <=nlstate+ndeath; j++){            } /* end selection of waves */
         if (j!=i) {          }
           fprintf(ficres,"%1d%1d",i,j);        }
           printf("%1d%1d",i,j);        for(i=iagemin; i <= iagemax+3; i++){  
           for(k=1; k<=ncovmodel;k++){          
             printf(" %.5e",delti[jk]);          for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
             fprintf(ficres," %.5e",delti[jk]);            posprop += prop[jk][i]; 
             jk++;          } 
           }  
           printf("\n");          for(jk=1; jk <=nlstate ; jk++){     
           fprintf(ficres,"\n");            if( i <=  iagemax){ 
         }              if(posprop>=1.e-5){ 
       }                probs[i][jk][j1]= prop[jk][i]/posprop;
       }              } 
                } 
     k=1;          }/* end jk */ 
     fprintf(ficres,"# Covariance\n");        }/* end i */ 
     printf("# Covariance\n");      } /* end i1 */
     for(i=1;i<=npar;i++){    } /* end k1 */
       /*  if (k>nlstate) k=1;    
       i1=(i-1)/(ncovmodel*nlstate)+1;    /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);    /*free_vector(pp,1,nlstate);*/
       printf("%s%d%d",alph[k],i1,tab[i]);*/    free_matrix(prop,1,nlstate, iagemin,iagemax+3);
       fprintf(ficres,"%3d",i);  }  /* End of prevalence */
       printf("%3d",i);  
       for(j=1; j<=i;j++){  /************* Waves Concatenation ***************/
         fprintf(ficres," %.5e",matcov[i][j]);  
         printf(" %.5e",matcov[i][j]);  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)
       }  {
       fprintf(ficres,"\n");    /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
       printf("\n");       Death is a valid wave (if date is known).
       k++;       mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
     }       dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
           and mw[mi+1][i]. dh depends on stepm.
     while((c=getc(ficpar))=='#' && c!= EOF){       */
       ungetc(c,ficpar);  
       fgets(line, MAXLINE, ficpar);    int i, mi, m;
       puts(line);    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
       fputs(line,ficparo);       double sum=0., jmean=0.;*/
     }    int first;
     ungetc(c,ficpar);    int j, k=0,jk, ju, jl;
      double sum=0.;
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);    first=0;
        jmin=1e+5;
     if (fage <= 2) {    jmax=-1;
       bage = agemin;    jmean=0.;
       fage = agemax;    for(i=1; i<=imx; i++){
     }      mi=0;
       m=firstpass;
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");      while(s[m][i] <= nlstate){
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);        if(s[m][i]>=1 || s[m][i]==-2 || s[m][i]==-4 || s[m][i]==-5)
           mw[++mi][i]=m;
            if(m >=lastpass)
 /*------------ gnuplot -------------*/          break;
 chdir(pathcd);        else
   if((ficgp=fopen("graph.plt","w"))==NULL) {          m++;
     printf("Problem with file graph.gp");goto end;      }/* end while */
   }      if (s[m][i] > nlstate){
 #ifdef windows        mi++;     /* Death is another wave */
   fprintf(ficgp,"cd \"%s\" \n",pathc);        /* if(mi==0)  never been interviewed correctly before death */
 #endif           /* Only death is a correct wave */
 m=pow(2,cptcoveff);        mw[mi][i]=m;
        }
  /* 1eme*/  
   for (cpt=1; cpt<= nlstate ; cpt ++) {      wav[i]=mi;
    for (k1=1; k1<= m ; k1 ++) {      if(mi==0){
         nbwarn++;
 #ifdef windows        if(first==0){
     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);          printf("Warning! None valid information for:%ld line=%d (skipped) and may be others, see log file\n",num[i],i);
 #endif          first=1;
 #ifdef unix        }
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);        if(first==1){
 #endif          fprintf(ficlog,"Warning! None valid information for:%ld line=%d (skipped)\n",num[i],i);
         }
 for (i=1; i<= nlstate ; i ++) {      } /* end mi==0 */
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");    } /* End individuals */
   else fprintf(ficgp," \%%*lf (\%%*lf)");  
 }    for(i=1; i<=imx; i++){
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);      for(mi=1; mi<wav[i];mi++){
     for (i=1; i<= nlstate ; i ++) {        if (stepm <=0)
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");          dh[mi][i]=1;
   else fprintf(ficgp," \%%*lf (\%%*lf)");        else{
 }          if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);            if (agedc[i] < 2*AGESUP) {
      for (i=1; i<= nlstate ; i ++) {              j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");              if(j==0) j=1;  /* Survives at least one month after exam */
   else fprintf(ficgp," \%%*lf (\%%*lf)");              else if(j<0){
 }                  nberr++;
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));                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]);
 #ifdef unix                j=1; /* Temporary Dangerous patch */
 fprintf(ficgp,"\nset ter gif small size 400,300");                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);
 #endif                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]);
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);                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);
    }              }
   }              k=k+1;
   /*2 eme*/              if (j >= jmax) jmax=j;
               if (j <= jmin) jmin=j;
   for (k1=1; k1<= m ; k1 ++) {              sum=sum+j;
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);              /*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);*/
     for (i=1; i<= nlstate+1 ; i ++) {            }
       k=2*i;          }
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);          else{
       for (j=1; j<= nlstate+1 ; j ++) {            j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");  /*        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]); */
   else fprintf(ficgp," \%%*lf (\%%*lf)");  
 }              k=k+1;
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");            if (j >= jmax) jmax=j;
       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);            else if (j <= jmin)jmin=j;
     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);            /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
       for (j=1; j<= nlstate+1 ; j ++) {            /*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==i) fprintf(ficgp," \%%lf (\%%lf)");            if(j<0){
         else fprintf(ficgp," \%%*lf (\%%*lf)");              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]);
       fprintf(ficgp,"\" t\"\" w l 0,");              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,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);            }
       for (j=1; j<= nlstate+1 ; j ++) {            sum=sum+j;
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");          }
   else fprintf(ficgp," \%%*lf (\%%*lf)");          jk= j/stepm;
 }            jl= j -jk*stepm;
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");          ju= j -(jk+1)*stepm;
       else fprintf(ficgp,"\" t\"\" w l 0,");          if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */
     }            if(jl==0){
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);              dh[mi][i]=jk;
   }              bh[mi][i]=0;
              }else{ /* We want a negative bias in order to only have interpolation ie
   /*3eme*/                    * at the price of an extra matrix product in likelihood */
               dh[mi][i]=jk+1;
   for (k1=1; k1<= m ; k1 ++) {              bh[mi][i]=ju;
     for (cpt=1; cpt<= nlstate ; cpt ++) {            }
       k=2+nlstate*(cpt-1);          }else{
       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);            if(jl <= -ju){
       for (i=1; i< nlstate ; i ++) {              dh[mi][i]=jk;
         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);              bh[mi][i]=jl;       /* bias is positive if real duration
       }                                   * is higher than the multiple of stepm and negative otherwise.
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);                                   */
     }            }
   }            else{
                dh[mi][i]=jk+1;
   /* CV preval stat */              bh[mi][i]=ju;
   for (k1=1; k1<= m ; k1 ++) {            }
     for (cpt=1; cpt<nlstate ; cpt ++) {            if(dh[mi][i]==0){
       k=3;              dh[mi][i]=1; /* At least one step */
       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/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);              bh[mi][i]=ju; /* At least one step */
       for (i=1; i< nlstate ; i ++)              /*  printf(" bh=%d ju=%d jl=%d dh=%d jk=%d stepm=%d %d\n",bh[mi][i],ju,jl,dh[mi][i],jk,stepm,i);*/
         fprintf(ficgp,"+$%d",k+i+1);            }
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);          } /* end if mle */
              }
       l=3+(nlstate+ndeath)*cpt;      } /* end wave */
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);    }
       for (i=1; i< nlstate ; i ++) {    jmean=sum/k;
         l=3+(nlstate+ndeath)*cpt;    printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
         fprintf(ficgp,"+$%d",l+i+1);    fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
       }   }
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);    
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);  /*********** Tricode ****************************/
     }  void tricode(int *Tvar, int **nbcode, int imx)
   }  {
     
   /* proba elementaires */    int Ndum[20],ij=1, k, j, i, maxncov=19;
    for(i=1,jk=1; i <=nlstate; i++){    int cptcode=0;
     for(k=1; k <=(nlstate+ndeath); k++){    cptcoveff=0; 
       if (k != i) {   
         for(j=1; j <=ncovmodel; j++){    for (k=0; k<maxncov; k++) Ndum[k]=0;
           /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/    for (k=1; k<=7; k++) ncodemax[k]=0;
           /*fprintf(ficgp,"%s",alph[1]);*/  
           fprintf(ficgp,"p%d=%f ",jk,p[jk]);    for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
           jk++;      for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
           fprintf(ficgp,"\n");                                 modality*/ 
         }        ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
       }        Ndum[ij]++; /*store the modality */
     }        /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
     }        if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
                                          Tvar[j]. If V=sex and male is 0 and 
   for(jk=1; jk <=m; jk++) {                                         female is 1, then  cptcode=1.*/
   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++) {      for (i=0; i<=cptcode; i++) {
      k3=i;        if(Ndum[i]!=0) ncodemax[j]++; /* Nomber of modalities of the j th covariates. In fact ncodemax[j]=2 (dichotom. variables) but it can be more */
      for(k=1; k<=(nlstate+ndeath); k++) {      }
        if (k != k2){  
         fprintf(ficgp," exp(p%d+p%d*x",i,i+1);      ij=1; 
 ij=1;      for (i=1; i<=ncodemax[j]; i++) {
         for(j=3; j <=ncovmodel; j++) {        for (k=0; k<= maxncov; k++) {
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {          if (Ndum[k] != 0) {
             fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);            nbcode[Tvar[j]][ij]=k; 
             ij++;            /* 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; */
           }            
           else            ij++;
           fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);          }
         }          if (ij > ncodemax[j]) break; 
           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 (k=0; k< maxncov; k++) Ndum[k]=0;
           for(j=3; j <=ncovmodel; j++){  
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {   for (i=1; i<=ncovmodel-2; i++) { 
             fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);     /* Listing of all covariables in statement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
             ij++;     ij=Tvar[i];
           }     Ndum[ij]++;
           else   }
             fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);  
           }   ij=1;
           fprintf(ficgp,")");   for (i=1; i<= maxncov; i++) {
         }     if((Ndum[i]!=0) && (i<=ncovcol)){
         fprintf(ficgp,") t \"p%d%d\" ", k2,k);       Tvaraff[ij]=i; /*For printing */
         if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");       ij++;
         i=i+ncovmodel;     }
        }   }
      }   
    }   cptcoveff=ij-1; /*Number of simple covariates*/
    fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);  }
   }  
      /*********** Health Expectancies ****************/
   fclose(ficgp);  
      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[] )
 chdir(path);  
     free_matrix(agev,1,maxwav,1,imx);  {
     free_ivector(wav,1,imx);    /* Health expectancies */
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);    int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);    double age, agelim, hf;
        double ***p3mat,***varhe;
     free_imatrix(s,1,maxwav+1,1,n);    double **dnewm,**doldm;
        double *xp;
        double **gp, **gm;
     free_ivector(num,1,n);    double ***gradg, ***trgradg;
     free_vector(agedc,1,n);    int theta;
     free_vector(weight,1,n);  
     /*free_matrix(covar,1,NCOVMAX,1,n);*/    varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
     fclose(ficparo);    xp=vector(1,npar);
     fclose(ficres);    dnewm=matrix(1,nlstate*nlstate,1,npar);
     /*  }*/    doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
        
    /*________fin mle=1_________*/    fprintf(ficreseij,"# Local time at start: %s", strstart);
        fprintf(ficreseij,"# Health expectancies\n");
     fprintf(ficreseij,"# Age");
      for(i=1; i<=nlstate;i++)
     /* No more information from the sample is required now */      for(j=1; j<=nlstate;j++)
   /* Reads comments: lines beginning with '#' */        fprintf(ficreseij," %1d-%1d (SE)",i,j);
   while((c=getc(ficpar))=='#' && c!= EOF){    fprintf(ficreseij,"\n");
     ungetc(c,ficpar);  
     fgets(line, MAXLINE, ficpar);    if(estepm < stepm){
     puts(line);      printf ("Problem %d lower than %d\n",estepm, stepm);
     fputs(line,ficparo);    }
   }    else  hstepm=estepm;   
   ungetc(c,ficpar);    /* We compute the life expectancy from trapezoids spaced every estepm months
       * This is mainly to measure the difference between two models: for example
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);     * if stepm=24 months pijx are given only every 2 years and by summing them
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);     * we are calculating an estimate of the Life Expectancy assuming a linear 
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);     * progression in between and thus overestimating or underestimating according
 /*--------- index.htm --------*/     * 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
   strcpy(optionfilehtm,optionfile);     * to compare the new estimate of Life expectancy with the same linear 
   strcat(optionfilehtm,".htm");     * hypothesis. A more precise result, taking into account a more precise
   if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {     * curvature will be obtained if estepm is as small as stepm. */
     printf("Problem with %s \n",optionfilehtm);goto end;  
   }    /* For example we decided to compute the life expectancy with the smallest unit */
     /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
  fprintf(fichtm,"<body><ul> <font size=\"6\">Imach, Version 0.64b </font> <hr size=\"2\" color=\"#EC5E5E\">       nhstepm is the number of hstepm from age to agelim 
 Titre=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>       nstepm is the number of stepm from age to agelin. 
 Total number of observations=%d <br>       Look at hpijx to understand the reason of that which relies in memory size
 Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>       and note for a fixed period like estepm months */
 <hr  size=\"2\" color=\"#EC5E5E\">    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
 <li>Outputs files<br><br>\n       survival function given by stepm (the optimization length). Unfortunately it
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n       means that if the survival funtion is printed only each two years of age and if
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>       results. So we changed our mind and took the option of the best precision.
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>    */
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>  
         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>    agelim=AGESUP;
         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
         - 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);      /* nhstepm age range expressed in number of stepm */
       nstepm=(int) rint((agelim-age)*YEARM/stepm); 
  fprintf(fichtm," <li>Graphs</li><p>");      /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
       /* if (stepm >= YEARM) hstepm=1;*/
  m=cptcoveff;      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
       gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
  j1=0;      gp=matrix(0,nhstepm,1,nlstate*nlstate);
  for(k1=1; k1<=m;k1++){      gm=matrix(0,nhstepm,1,nlstate*nlstate);
    for(i1=1; i1<=ncodemax[k1];i1++){  
        j1++;      /* Computed by stepm unit matrices, product of hstepm matrices, stored
        if (cptcovn > 0) {         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
          for (cpt=1; cpt<=cptcoveff;cpt++)   
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[j1][cpt]]);  
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
        }  
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>      /* Computing  Variances of health expectancies */
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);      
        for(cpt=1; cpt<nlstate;cpt++){       for(theta=1; theta <=npar; theta++){
          fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>        for(i=1; i<=npar; i++){ 
 <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);          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, gp[h][cptj]=0.; h<=nhstepm-1; h++){
 <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);              gp[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(i=1; i<=npar; i++) 
  }          xp[i] = x[i] - (i==theta ?delti[theta]:0);
 fclose(fichtm);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
         
   /*--------------- Prevalence limit --------------*/        cptj=0;
          for(j=1; j<= nlstate; j++){
   strcpy(filerespl,"pl");          for(i=1;i<=nlstate;i++){
   strcat(filerespl,fileres);            cptj=cptj+1;
   if((ficrespl=fopen(filerespl,"w"))==NULL) {            for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;  
   }              gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);            }
   fprintf(ficrespl,"#Prevalence limit\n");          }
   fprintf(ficrespl,"#Age ");        }
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);        for(j=1; j<= nlstate*nlstate; j++)
   fprintf(ficrespl,"\n");          for(h=0; h<=nhstepm-1; h++){
              gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
   prlim=matrix(1,nlstate,1,nlstate);          }
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */       } 
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */     
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  /* End theta */
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */  
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */       trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
   k=0;  
   agebase=agemin;       for(h=0; h<=nhstepm-1; h++)
   agelim=agemax;        for(j=1; j<=nlstate*nlstate;j++)
   ftolpl=1.e-10;          for(theta=1; theta <=npar; theta++)
   i1=cptcoveff;            trgradg[h][j][theta]=gradg[h][theta][j];
   if (cptcovn < 1){i1=1;}       
   
   for(cptcov=1;cptcov<=i1;cptcov++){       for(i=1;i<=nlstate*nlstate;i++)
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){        for(j=1;j<=nlstate*nlstate;j++)
         k=k+1;          varhe[i][j][(int)age] =0.;
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/  
         fprintf(ficrespl,"\n#******");       printf("%d|",(int)age);fflush(stdout);
         for(j=1;j<=cptcoveff;j++)       fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);       for(h=0;h<=nhstepm-1;h++){
         fprintf(ficrespl,"******\n");        for(k=0;k<=nhstepm-1;k++){
                  matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
         for (age=agebase; age<=agelim; age++){          matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);          for(i=1;i<=nlstate*nlstate;i++)
           fprintf(ficrespl,"%.0f",age );            for(j=1;j<=nlstate*nlstate;j++)
           for(i=1; i<=nlstate;i++)              varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
           fprintf(ficrespl," %.5f", prlim[i][i]);        }
           fprintf(ficrespl,"\n");      }
         }      /* Computing expectancies */
       }      for(i=1; i<=nlstate;i++)
     }        for(j=1; j<=nlstate;j++)
   fclose(ficrespl);          for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
   /*------------- h Pij x at various ages ------------*/            eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
              
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);  /* 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]);*/
   if((ficrespij=fopen(filerespij,"w"))==NULL) {  
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;          }
   }  
   printf("Computing pij: result on file '%s' \n", filerespij);      fprintf(ficreseij,"%3.0f",age );
        cptj=0;
   stepsize=(int) (stepm+YEARM-1)/YEARM;      for(i=1; i<=nlstate;i++)
   if (stepm<=24) stepsize=2;        for(j=1; j<=nlstate;j++){
           cptj++;
   agelim=AGESUP;          fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
   hstepm=stepsize*YEARM; /* Every year of age */        }
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */      fprintf(ficreseij,"\n");
       
   k=0;      free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
   for(cptcov=1;cptcov<=i1;cptcov++){      free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
       k=k+1;      free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
         fprintf(ficrespij,"\n#****** ");      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
         for(j=1;j<=cptcoveff;j++)    }
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    printf("\n");
         fprintf(ficrespij,"******\n");    fprintf(ficlog,"\n");
          
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */    free_vector(xp,1,npar);
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */    free_matrix(dnewm,1,nlstate*nlstate,1,npar);
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
           oldm=oldms;savm=savms;  }
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);    
           fprintf(ficrespij,"# Age");  /************ Variance ******************/
           for(i=1; i<=nlstate;i++)  void varevsij(char optionfilefiname[], double ***vareij, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij, int estepm, int cptcov, int cptcod, int popbased, int mobilav, char strstart[])
             for(j=1; j<=nlstate+ndeath;j++)  {
               fprintf(ficrespij," %1d-%1d",i,j);    /* Variance of health expectancies */
           fprintf(ficrespij,"\n");    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
           for (h=0; h<=nhstepm; h++){    /* double **newm;*/
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );    double **dnewm,**doldm;
             for(i=1; i<=nlstate;i++)    double **dnewmp,**doldmp;
               for(j=1; j<=nlstate+ndeath;j++)    int i, j, nhstepm, hstepm, h, nstepm ;
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);    int k, cptcode;
             fprintf(ficrespij,"\n");    double *xp;
           }    double **gp, **gm;  /* for var eij */
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    double ***gradg, ***trgradg; /*for var eij */
           fprintf(ficrespij,"\n");    double **gradgp, **trgradgp; /* for var p point j */
         }    double *gpp, *gmp; /* for var p point j */
     }    double **varppt; /* for var p point j nlstate to nlstate+ndeath */
   }    double ***p3mat;
     double age,agelim, hf;
   fclose(ficrespij);    double ***mobaverage;
     int theta;
   /*---------- Health expectancies and variances ------------*/    char digit[4];
     char digitp[25];
   strcpy(filerest,"t");  
   strcat(filerest,fileres);    char fileresprobmorprev[FILENAMELENGTH];
   if((ficrest=fopen(filerest,"w"))==NULL) {  
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;    if(popbased==1){
   }      if(mobilav!=0)
   printf("Computing Total LEs with variances: file '%s' \n", filerest);        strcpy(digitp,"-populbased-mobilav-");
       else strcpy(digitp,"-populbased-nomobil-");
     }
   strcpy(filerese,"e");    else 
   strcat(filerese,fileres);      strcpy(digitp,"-stablbased-");
   if((ficreseij=fopen(filerese,"w"))==NULL) {  
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);    if (mobilav!=0) {
   }      mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);      if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
  strcpy(fileresv,"v");        printf(" Error in movingaverage mobilav=%d\n",mobilav);
   strcat(fileresv,fileres);      }
   if((ficresvij=fopen(fileresv,"w"))==NULL) {    }
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);  
   }    strcpy(fileresprobmorprev,"prmorprev"); 
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);    sprintf(digit,"%-d",ij);
     /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
   k=0;    strcat(fileresprobmorprev,digit); /* Tvar to be done */
   for(cptcov=1;cptcov<=i1;cptcov++){    strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    strcat(fileresprobmorprev,fileres);
       k=k+1;    if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
       fprintf(ficrest,"\n#****** ");      printf("Problem with resultfile: %s\n", fileresprobmorprev);
       for(j=1;j<=cptcoveff;j++)      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
         fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    }
       fprintf(ficrest,"******\n");    printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
    
       fprintf(ficreseij,"\n#****** ");    fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
       for(j=1;j<=cptcoveff;j++)    fprintf(ficresprobmorprev, "#Local time at start: %s", strstart);
         fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);    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(ficreseij,"******\n");    fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
     for(j=nlstate+1; j<=(nlstate+ndeath);j++){
       fprintf(ficresvij,"\n#****** ");      fprintf(ficresprobmorprev," p.%-d SE",j);
       for(j=1;j<=cptcoveff;j++)      for(i=1; i<=nlstate;i++)
         fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);        fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
       fprintf(ficresvij,"******\n");    }  
     fprintf(ficresprobmorprev,"\n");
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);    fprintf(ficgp,"\n# Routine varevsij");
       oldm=oldms;savm=savms;    /* fprintf(fichtm, "#Local time at start: %s", strstart);*/
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);      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");
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);    fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
       oldm=oldms;savm=savms;  /*   } */
       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);    varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
         fprintf(ficresvij, "#Local time at start: %s", strstart);
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");    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");
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);    fprintf(ficresvij,"# Age");
       fprintf(ficrest,"\n");    for(i=1; i<=nlstate;i++)
              for(j=1; j<=nlstate;j++)
       hf=1;        fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
       if (stepm >= YEARM) hf=stepm/YEARM;    fprintf(ficresvij,"\n");
       epj=vector(1,nlstate+1);  
       for(age=bage; age <=fage ;age++){    xp=vector(1,npar);
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);    dnewm=matrix(1,nlstate,1,npar);
         fprintf(ficrest," %.0f",age);    doldm=matrix(1,nlstate,1,nlstate);
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){    dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
           for(i=1, epj[j]=0.;i <=nlstate;i++) {    doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
             epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];  
           }    gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
           epj[nlstate+1] +=epj[j];    gpp=vector(nlstate+1,nlstate+ndeath);
         }    gmp=vector(nlstate+1,nlstate+ndeath);
         for(i=1, vepp=0.;i <=nlstate;i++)    trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
           for(j=1;j <=nlstate;j++)    
             vepp += vareij[i][j][(int)age];    if(estepm < stepm){
         fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));      printf ("Problem %d lower than %d\n",estepm, stepm);
         for(j=1;j <=nlstate;j++){    }
           fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));    else  hstepm=estepm;   
         }    /* For example we decided to compute the life expectancy with the smallest unit */
         fprintf(ficrest,"\n");    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
       }       nhstepm is the number of hstepm from age to agelim 
     }       nstepm is the number of stepm from age to agelin. 
   }       Look at hpijx to understand the reason of that which relies in memory size
               and note for a fixed period like k years */
  fclose(ficreseij);    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
  fclose(ficresvij);       survival function given by stepm (the optimization length). Unfortunately it
   fclose(ficrest);       means that if the survival funtion is printed every two years of age and if
   fclose(ficpar);       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
   free_vector(epj,1,nlstate+1);       results. So we changed our mind and took the option of the best precision.
   /*  scanf("%d ",i); */    */
     hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
   /*------- Variance limit prevalence------*/      agelim = AGESUP;
     for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
 strcpy(fileresvpl,"vpl");      nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
   strcat(fileresvpl,fileres);      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);      gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
     exit(0);      gp=matrix(0,nhstepm,1,nlstate);
   }      gm=matrix(0,nhstepm,1,nlstate);
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);  
   
  k=0;      for(theta=1; theta <=npar; theta++){
  for(cptcov=1;cptcov<=i1;cptcov++){        for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){          xp[i] = x[i] + (i==theta ?delti[theta]:0);
      k=k+1;        }
      fprintf(ficresvpl,"\n#****** ");        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
      for(j=1;j<=cptcoveff;j++)        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
        fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);  
      fprintf(ficresvpl,"******\n");        if (popbased==1) {
                if(mobilav ==0){
      varpl=matrix(1,nlstate,(int) bage, (int) fage);            for(i=1; i<=nlstate;i++)
      oldm=oldms;savm=savms;              prlim[i][i]=probs[(int)age][i][ij];
      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);          }else{ /* mobilav */ 
    }            for(i=1; i<=nlstate;i++)
  }              prlim[i][i]=mobaverage[(int)age][i][ij];
           }
   fclose(ficresvpl);        }
     
   /*---------- End : free ----------------*/        for(j=1; j<= nlstate; j++){
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);          for(h=0; h<=nhstepm; h++){
              for(i=1, gp[h][j]=0.;i<=nlstate;i++)
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);          }
          }
          /* This for computing probability of death (h=1 means
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);           computed over hstepm matrices product = hstepm*stepm months) 
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);           as a weighted average of prlim.
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);        */
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);        for(j=nlstate+1;j<=nlstate+ndeath;j++){
            for(i=1,gpp[j]=0.; i<= nlstate; i++)
   free_matrix(matcov,1,npar,1,npar);            gpp[j] += prlim[i][i]*p3mat[i][j][1];
   free_vector(delti,1,npar);        }    
          /* end probability of death */
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);  
         for(i=1; i<=npar; i++) /* Computes gradient x - delta */
   printf("End of Imach\n");          xp[i] = x[i] - (i==theta ?delti[theta]:0);
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
          prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   /* 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);*/        if (popbased==1) {
   /*------ End -----------*/          if(mobilav ==0){
             for(i=1; i<=nlstate;i++)
  end:              prlim[i][i]=probs[(int)age][i][ij];
 #ifdef windows          }else{ /* mobilav */ 
  chdir(pathcd);            for(i=1; i<=nlstate;i++)
 #endif              prlim[i][i]=mobaverage[(int)age][i][ij];
  /*system("wgnuplot graph.plt");*/          }
  /*system("../gp37mgw/wgnuplot graph.plt");*/        }
  /*system("cd ../gp37mgw");*/  
  system("..\\gp37mgw\\wgnuplot graph.plt");        for(j=1; j<= nlstate; j++){
           for(h=0; h<=nhstepm; h++){
 #ifdef windows            for(i=1, gm[h][j]=0.;i<=nlstate;i++)
   while (z[0] != 'q') {              gm[h][j] += prlim[i][i]*p3mat[i][j][h];
     chdir(pathcd);          }
     printf("\nType e to edit output files, c to start again, and q for exiting: ");        }
     scanf("%s",z);        /* This for computing probability of death (h=1 means
     if (z[0] == 'c') system("./imach");           computed over hstepm matrices product = hstepm*stepm months) 
     else if (z[0] == 'e') {           as a weighted average of prlim.
       chdir(path);        */
       system(optionfilehtm);        for(j=nlstate+1;j<=nlstate+ndeath;j++){
     }          for(i=1,gmp[j]=0.; i<= nlstate; i++)
     else if (z[0] == 'q') exit(0);           gmp[j] += prlim[i][i]*p3mat[i][j][1];
   }        }    
 #endif        /* end probability of death */
 }  
         for(j=1; j<= nlstate; j++) /* vareij */
           for(h=0; h<=nhstepm; h++){
             gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
           }
   
         for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
           gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
         }
   
       } /* End theta */
   
       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><a href='#firstorder'>Result files (first order: no variance)</a>\n \
      <li><a href='#secondorder'>Result files (second order (variance)</a>\n \
   </ul>");
      fprintf(fichtm,"<ul><li><h4><a name='firstorder'>Result files (first order: no variance)</a></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> <a name='secondorder'>Result files (second order: variances)</a></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   l<inf>x</inf>     q<inf>x</inf> d(x,x+1)    L<inf>x</inf>     T<inf>x</inf>     e<infx</inf><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 */
     struct stat info;
     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], imach program to get pathimach */
     printf("\nargv[0]=%s argv[1]=%s, \n",argv[0],argv[1]);
     split(argv[0],pathimach,optionfile,optionfilext,optionfilefiname);
     printf("\nargv[0]=%s pathimach=%s, \noptionfile=%s \noptionfilext=%s \noptionfilefiname=%s\n",argv[0],pathimach,optionfile,optionfilext,optionfilefiname);
    /*   strcpy(pathimach,argv[0]); */
     /* Split argv[1]=pathtot, parameter file name to get path, optionfile, extension and name */
     split(pathtot,path,optionfile,optionfilext,optionfilefiname);
     printf("\npathtot=%s,\npath=%s,\noptionfile=%s \noptionfilext=%s \noptionfilefiname=%s\n",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 parameters 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);
   #ifndef UNIX
     strcpy(plotcmd,"\"");
   #endif
     strcat(plotcmd,pathimach);
     /*strcat(plotcmd,CHARSEPARATOR);*/
     strcat(plotcmd,GNUPLOTPROGRAM);
   #ifndef UNIX
     strcat(plotcmd,"\"");
   #endif
     if(stat(plotcmd,&info)){
       printf("Error gnuplot program not found: %s\n",plotcmd);fflush(stdout);
     }
     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.1.11  
changed lines
  Added in v.1.107


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