Diff for /imach/src/imach.c between versions 1.11 and 1.133

version 1.11, 2001/05/17 16:07:14 version 1.133, 2009/07/06 10:21:25
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 1.133  2009/07/06 10:21:25  brouard
   individuals from different ages are interviewed on their health status    just nforces
   or degree of  disability. At least a second wave of interviews  
   ("longitudinal") should  measure each new individual health status.    Revision 1.132  2009/07/06 08:22:05  brouard
   Health expectancies are computed from the transistions observed between    Many tings
   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 1.131  2009/06/20 16:22:47  brouard
   reach the Maximum Likelihood of the parameters involved in the model.    Some dimensions resccaled
   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 1.130  2009/05/26 06:44:34  brouard
   to be observed in state i at the first wave. Therefore the model is:    (Module): Max Covariate is now set to 20 instead of 8. A
   log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex'    lot of cleaning with variables initialized to 0. Trying to make
   is a covariate. If you want to have a more complex model than "constant and    V2+V3*age+V1+V4 strb=V3*age+V1+V4 working better.
   age", you should modify the program where the markup  
     *Covariates have to be included here again* invites you to do it.    Revision 1.129  2007/08/31 13:49:27  lievre
   More covariates you add, less is the speed of the convergence.    Modification of the way of exiting when the covariate is not binary in order to see on the window the error message before exiting
   
   The advantage that this computer programme claims, comes from that if the    Revision 1.128  2006/06/30 13:02:05  brouard
   delay between waves is not identical for each individual, or if some    (Module): Clarifications on computing e.j
   individual missed an interview, the information is not rounded or lost, but  
   taken into account using an interpolation or extrapolation.    Revision 1.127  2006/04/28 18:11:50  brouard
   hPijx is the probability to be    (Module): Yes the sum of survivors was wrong since
   observed in state i at age x+h conditional to the observed state i at age    imach-114 because nhstepm was no more computed in the age
   x. The delay 'h' can be split into an exact number (nh*stepm) of    loop. Now we define nhstepma in the age loop.
   unobserved intermediate  states. This elementary transition (by month or    (Module): In order to speed up (in case of numerous covariates) we
   quarter trimester, semester or year) is model as a multinomial logistic.    compute health expectancies (without variances) in a first step
   The hPx matrix is simply the matrix product of nh*stepm elementary matrices    and then all the health expectancies with variances or standard
   and the contribution of each individual to the likelihood is simply hPijx.    deviation (needs data from the Hessian matrices) which slows the
     computation.
   Also this programme outputs the covariance matrix of the parameters but also    In the future we should be able to stop the program is only health
   of the life expectancies. It also computes the prevalence limits.    expectancies and graph are needed without standard deviations.
    
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).    Revision 1.126  2006/04/28 17:23:28  brouard
            Institut national d'études démographiques, Paris.    (Module): Yes the sum of survivors was wrong since
   This software have been partly granted by Euro-REVES, a concerted action    imach-114 because nhstepm was no more computed in the age
   from the European Union.    loop. Now we define nhstepma in the age loop.
   It is copyrighted identically to a GNU software product, ie programme and    Version 0.98h
   software can be distributed freely for non commercial use. Latest version  
   can be accessed at http://euroreves.ined.fr/imach .    Revision 1.125  2006/04/04 15:20:31  lievre
   **********************************************************************/    Errors in calculation of health expectancies. Age was not initialized.
      Forecasting file added.
 #include <math.h>  
 #include <stdio.h>    Revision 1.124  2006/03/22 17:13:53  lievre
 #include <stdlib.h>    Parameters are printed with %lf instead of %f (more numbers after the comma).
 #include <unistd.h>    The log-likelihood is printed in the log file
   
 #define MAXLINE 256    Revision 1.123  2006/03/20 10:52:43  brouard
 #define FILENAMELENGTH 80    * imach.c (Module): <title> changed, corresponds to .htm file
 /*#define DEBUG*/    name. <head> headers where missing.
 #define windows  
 #define GLOCK_ERROR_NOPATH              -1      /* empty path */    * imach.c (Module): Weights can have a decimal point as for
 #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */    English (a comma might work with a correct LC_NUMERIC environment,
     otherwise the weight is truncated).
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */    Modification of warning when the covariates values are not 0 or
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */    1.
     Version 0.98g
 #define NINTERVMAX 8  
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */    Revision 1.122  2006/03/20 09:45:41  brouard
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */    (Module): Weights can have a decimal point as for
 #define NCOVMAX 8 /* Maximum number of covariates */    English (a comma might work with a correct LC_NUMERIC environment,
 #define MAXN 20000    otherwise the weight is truncated).
 #define YEARM 12. /* Number of months per year */    Modification of warning when the covariates values are not 0 or
 #define AGESUP 130    1.
 #define AGEBASE 40    Version 0.98g
   
     Revision 1.121  2006/03/16 17:45:01  lievre
 int nvar;    * imach.c (Module): Comments concerning covariates added
 int cptcovn, cptcovage=0, cptcoveff=0,cptcov;  
 int npar=NPARMAX;    * imach.c (Module): refinements in the computation of lli if
 int nlstate=2; /* Number of live states */    status=-2 in order to have more reliable computation if stepm is
 int ndeath=1; /* Number of dead states */    not 1 month. Version 0.98f
 int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */  
     Revision 1.120  2006/03/16 15:10:38  lievre
 int *wav; /* Number of waves for this individuual 0 is possible */    (Module): refinements in the computation of lli if
 int maxwav; /* Maxim number of waves */    status=-2 in order to have more reliable computation if stepm is
 int jmin, jmax; /* min, max spacing between 2 waves */    not 1 month. Version 0.98f
 int mle, weightopt;  
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */    Revision 1.119  2006/03/15 17:42:26  brouard
 int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */    (Module): Bug if status = -2, the loglikelihood was
 double jmean; /* Mean space between 2 waves */    computed as likelihood omitting the logarithm. Version O.98e
 double **oldm, **newm, **savm; /* Working pointers to matrices */  
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */    Revision 1.118  2006/03/14 18:20:07  brouard
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest;    (Module): varevsij Comments added explaining the second
 FILE *ficgp, *fichtm;    table of variances if popbased=1 .
 FILE *ficreseij;    (Module): Covariances of eij, ekl added, graphs fixed, new html link.
   char filerese[FILENAMELENGTH];    (Module): Function pstamp added
  FILE  *ficresvij;    (Module): Version 0.98d
   char fileresv[FILENAMELENGTH];  
  FILE  *ficresvpl;    Revision 1.117  2006/03/14 17:16:22  brouard
   char fileresvpl[FILENAMELENGTH];    (Module): varevsij Comments added explaining the second
     table of variances if popbased=1 .
 #define NR_END 1    (Module): Covariances of eij, ekl added, graphs fixed, new html link.
 #define FREE_ARG char*    (Module): Function pstamp added
 #define FTOL 1.0e-10    (Module): Version 0.98d
   
 #define NRANSI    Revision 1.116  2006/03/06 10:29:27  brouard
 #define ITMAX 200    (Module): Variance-covariance wrong links and
     varian-covariance of ej. is needed (Saito).
 #define TOL 2.0e-4  
     Revision 1.115  2006/02/27 12:17:45  brouard
 #define CGOLD 0.3819660    (Module): One freematrix added in mlikeli! 0.98c
 #define ZEPS 1.0e-10  
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);    Revision 1.114  2006/02/26 12:57:58  brouard
     (Module): Some improvements in processing parameter
 #define GOLD 1.618034    filename with strsep.
 #define GLIMIT 100.0  
 #define TINY 1.0e-20    Revision 1.113  2006/02/24 14:20:24  brouard
     (Module): Memory leaks checks with valgrind and:
 static double maxarg1,maxarg2;    datafile was not closed, some imatrix were not freed and on matrix
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))    allocation too.
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))  
      Revision 1.112  2006/01/30 09:55:26  brouard
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))    (Module): Back to gnuplot.exe instead of wgnuplot.exe
 #define rint(a) floor(a+0.5)  
     Revision 1.111  2006/01/25 20:38:18  brouard
 static double sqrarg;    (Module): Lots of cleaning and bugs added (Gompertz)
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)    (Module): Comments can be added in data file. Missing date values
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}    can be a simple dot '.'.
   
 int imx;    Revision 1.110  2006/01/25 00:51:50  brouard
 int stepm;    (Module): Lots of cleaning and bugs added (Gompertz)
 /* Stepm, step in month: minimum step interpolation*/  
     Revision 1.109  2006/01/24 19:37:15  brouard
 int m,nb;    (Module): Comments (lines starting with a #) are allowed in data.
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;  
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;    Revision 1.108  2006/01/19 18:05:42  lievre
 double **pmmij;    Gnuplot problem appeared...
     To be fixed
 double *weight;  
 int **s; /* Status */    Revision 1.107  2006/01/19 16:20:37  brouard
 double *agedc, **covar, idx;    Test existence of gnuplot in imach path
 int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;  
     Revision 1.106  2006/01/19 13:24:36  brouard
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */    Some cleaning and links added in html output
 double ftolhess; /* Tolerance for computing hessian */  
     Revision 1.105  2006/01/05 20:23:19  lievre
 /**************** split *************************/    *** empty log message ***
 static  int split( char *path, char *dirc, char *name )  
 {    Revision 1.104  2005/09/30 16:11:43  lievre
    char *s;                             /* pointer */    (Module): sump fixed, loop imx fixed, and simplifications.
    int  l1, l2;                         /* length counters */    (Module): If the status is missing at the last wave but we know
     that the person is alive, then we can code his/her status as -2
    l1 = strlen( path );                 /* length of path */    (instead of missing=-1 in earlier versions) and his/her
    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );    contributions to the likelihood is 1 - Prob of dying from last
    s = strrchr( path, '\\' );           /* find last / */    health status (= 1-p13= p11+p12 in the easiest case of somebody in
    if ( s == NULL ) {                   /* no directory, so use current */    the healthy state at last known wave). Version is 0.98
 #if     defined(__bsd__)                /* get current working directory */  
       extern char       *getwd( );    Revision 1.103  2005/09/30 15:54:49  lievre
     (Module): sump fixed, loop imx fixed, and simplifications.
       if ( getwd( dirc ) == NULL ) {  
 #else    Revision 1.102  2004/09/15 17:31:30  brouard
       extern char       *getcwd( );    Add the possibility to read data file including tab characters.
   
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {    Revision 1.101  2004/09/15 10:38:38  brouard
 #endif    Fix on curr_time
          return( GLOCK_ERROR_GETCWD );  
       }    Revision 1.100  2004/07/12 18:29:06  brouard
       strcpy( name, path );             /* we've got it */    Add version for Mac OS X. Just define UNIX in Makefile
    } else {                             /* strip direcotry from path */  
       s++;                              /* after this, the filename */    Revision 1.99  2004/06/05 08:57:40  brouard
       l2 = strlen( s );                 /* length of filename */    *** empty log message ***
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );  
       strcpy( name, s );                /* save file name */    Revision 1.98  2004/05/16 15:05:56  brouard
       strncpy( dirc, path, l1 - l2 );   /* now the directory */    New version 0.97 . First attempt to estimate force of mortality
       dirc[l1-l2] = 0;                  /* add zero */    directly from the data i.e. without the need of knowing the health
    }    state at each age, but using a Gompertz model: log u =a + b*age .
    l1 = strlen( dirc );                 /* length of directory */    This is the basic analysis of mortality and should be done before any
    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }    other analysis, in order to test if the mortality estimated from the
    return( 0 );                         /* we're done */    cross-longitudinal survey is different from the mortality estimated
 }    from other sources like vital statistic data.
   
     The same imach parameter file can be used but the option for mle should be -3.
 /******************************************/  
     Agnès, who wrote this part of the code, tried to keep most of the
 void replace(char *s, char*t)    former routines in order to include the new code within the former code.
 {  
   int i;    The output is very simple: only an estimate of the intercept and of
   int lg=20;    the slope with 95% confident intervals.
   i=0;  
   lg=strlen(t);    Current limitations:
   for(i=0; i<= lg; i++) {    A) Even if you enter covariates, i.e. with the
     (s[i] = t[i]);    model= V1+V2 equation for example, the programm does only estimate a unique global model without covariates.
     if (t[i]== '\\') s[i]='/';    B) There is no computation of Life Expectancy nor Life Table.
   }  
 }    Revision 1.97  2004/02/20 13:25:42  lievre
     Version 0.96d. Population forecasting command line is (temporarily)
 int nbocc(char *s, char occ)    suppressed.
 {  
   int i,j=0;    Revision 1.96  2003/07/15 15:38:55  brouard
   int lg=20;    * imach.c (Repository): Errors in subdirf, 2, 3 while printing tmpout is
   i=0;    rewritten within the same printf. Workaround: many printfs.
   lg=strlen(s);  
   for(i=0; i<= lg; i++) {    Revision 1.95  2003/07/08 07:54:34  brouard
   if  (s[i] == occ ) j++;    * imach.c (Repository):
   }    (Repository): Using imachwizard code to output a more meaningful covariance
   return j;    matrix (cov(a12,c31) instead of numbers.
 }  
     Revision 1.94  2003/06/27 13:00:02  brouard
 void cutv(char *u,char *v, char*t, char occ)    Just cleaning
 {  
   int i,lg,j,p=0;    Revision 1.93  2003/06/25 16:33:55  brouard
   i=0;    (Module): On windows (cygwin) function asctime_r doesn't
   for(j=0; j<=strlen(t)-1; j++) {    exist so I changed back to asctime which exists.
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;    (Module): Version 0.96b
   }  
     Revision 1.92  2003/06/25 16:30:45  brouard
   lg=strlen(t);    (Module): On windows (cygwin) function asctime_r doesn't
   for(j=0; j<p; j++) {    exist so I changed back to asctime which exists.
     (u[j] = t[j]);  
   }    Revision 1.91  2003/06/25 15:30:29  brouard
      u[p]='\0';    * imach.c (Repository): Duplicated warning errors corrected.
     (Repository): Elapsed time after each iteration is now output. It
    for(j=0; j<= lg; j++) {    helps to forecast when convergence will be reached. Elapsed time
     if (j>=(p+1))(v[j-p-1] = t[j]);    is stamped in powell.  We created a new html file for the graphs
   }    concerning matrix of covariance. It has extension -cov.htm.
 }  
     Revision 1.90  2003/06/24 12:34:15  brouard
 /********************** nrerror ********************/    (Module): Some bugs corrected for windows. Also, when
     mle=-1 a template is output in file "or"mypar.txt with the design
 void nrerror(char error_text[])    of the covariance matrix to be input.
 {  
   fprintf(stderr,"ERREUR ...\n");    Revision 1.89  2003/06/24 12:30:52  brouard
   fprintf(stderr,"%s\n",error_text);    (Module): Some bugs corrected for windows. Also, when
   exit(1);    mle=-1 a template is output in file "or"mypar.txt with the design
 }    of the covariance matrix to be input.
 /*********************** vector *******************/  
 double *vector(int nl, int nh)    Revision 1.88  2003/06/23 17:54:56  brouard
 {    * 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.
   double *v;  
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));    Revision 1.87  2003/06/18 12:26:01  brouard
   if (!v) nrerror("allocation failure in vector");    Version 0.96
   return v-nl+NR_END;  
 }    Revision 1.86  2003/06/17 20:04:08  brouard
     (Module): Change position of html and gnuplot routines and added
 /************************ free vector ******************/    routine fileappend.
 void free_vector(double*v, int nl, int nh)  
 {    Revision 1.85  2003/06/17 13:12:43  brouard
   free((FREE_ARG)(v+nl-NR_END));    * imach.c (Repository): Check when date of death was earlier that
 }    current date of interview. It may happen when the death was just
     prior to the death. In this case, dh was negative and likelihood
 /************************ivector *******************************/    was wrong (infinity). We still send an "Error" but patch by
 int *ivector(long nl,long nh)    assuming that the date of death was just one stepm after the
 {    interview.
   int *v;    (Repository): Because some people have very long ID (first column)
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));    we changed int to long in num[] and we added a new lvector for
   if (!v) nrerror("allocation failure in ivector");    memory allocation. But we also truncated to 8 characters (left
   return v-nl+NR_END;    truncation)
 }    (Repository): No more line truncation errors.
   
 /******************free ivector **************************/    Revision 1.84  2003/06/13 21:44:43  brouard
 void free_ivector(int *v, long nl, long nh)    * imach.c (Repository): Replace "freqsummary" at a correct
 {    place. It differs from routine "prevalence" which may be called
   free((FREE_ARG)(v+nl-NR_END));    many times. Probs is memory consuming and must be used with
 }    parcimony.
     Version 0.95a3 (should output exactly the same maximization than 0.8a2)
 /******************* imatrix *******************************/  
 int **imatrix(long nrl, long nrh, long ncl, long nch)    Revision 1.83  2003/06/10 13:39:11  lievre
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */    *** empty log message ***
 {  
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;    Revision 1.82  2003/06/05 15:57:20  brouard
   int **m;    Add log in  imach.c and  fullversion number is now printed.
    
   /* allocate pointers to rows */  */
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));  /*
   if (!m) nrerror("allocation failure 1 in matrix()");     Interpolated Markov Chain
   m += NR_END;  
   m -= nrl;    Short summary of the programme:
      
      This program computes Healthy Life Expectancies from
   /* allocate rows and set pointers to them */    cross-longitudinal data. Cross-longitudinal data consist in: -1- a
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));    first survey ("cross") where individuals from different ages are
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    interviewed on their health status or degree of disability (in the
   m[nrl] += NR_END;    case of a health survey which is our main interest) -2- at least a
   m[nrl] -= ncl;    second wave of interviews ("longitudinal") which measure each change
      (if any) in individual health status.  Health expectancies are
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;    computed from the time spent in each health state according to a
      model. More health states you consider, more time is necessary to reach the
   /* return pointer to array of pointers to rows */    Maximum Likelihood of the parameters involved in the model.  The
   return m;    simplest model is the multinomial logistic model where pij is the
 }    probability to be observed in state j at the second wave
     conditional to be observed in state i at the first wave. Therefore
 /****************** free_imatrix *************************/    the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
 void free_imatrix(m,nrl,nrh,ncl,nch)    'age' is age and 'sex' is a covariate. If you want to have a more
       int **m;    complex model than "constant and age", you should modify the program
       long nch,ncl,nrh,nrl;    where the markup *Covariates have to be included here again* invites
      /* free an int matrix allocated by imatrix() */    you to do it.  More covariates you add, slower the
 {    convergence.
   free((FREE_ARG) (m[nrl]+ncl-NR_END));  
   free((FREE_ARG) (m+nrl-NR_END));    The advantage of this computer programme, compared to a simple
 }    multinomial logistic model, is clear when the delay between waves is not
     identical for each individual. Also, if a individual missed an
 /******************* matrix *******************************/    intermediate interview, the information is lost, but taken into
 double **matrix(long nrl, long nrh, long ncl, long nch)    account using an interpolation or extrapolation.  
 {  
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;    hPijx is the probability to be observed in state i at age x+h
   double **m;    conditional to the observed state i at age x. The delay 'h' can be
     split into an exact number (nh*stepm) of unobserved intermediate
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));    states. This elementary transition (by month, quarter,
   if (!m) nrerror("allocation failure 1 in matrix()");    semester or year) is modelled as a multinomial logistic.  The hPx
   m += NR_END;    matrix is simply the matrix product of nh*stepm elementary matrices
   m -= nrl;    and the contribution of each individual to the likelihood is simply
     hPijx.
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    Also this programme outputs the covariance matrix of the parameters but also
   m[nrl] += NR_END;    of the life expectancies. It also computes the period (stable) prevalence. 
   m[nrl] -= ncl;    
     Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;             Institut national d'études démographiques, Paris.
   return m;    This software have been partly granted by Euro-REVES, a concerted action
 }    from the European Union.
     It is copyrighted identically to a GNU software product, ie programme and
 /*************************free matrix ************************/    software can be distributed freely for non commercial use. Latest version
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)    can be accessed at http://euroreves.ined.fr/imach .
 {  
   free((FREE_ARG)(m[nrl]+ncl-NR_END));    Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
   free((FREE_ARG)(m+nrl-NR_END));    or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
 }    
     **********************************************************************/
 /******************* ma3x *******************************/  /*
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)    main
 {    read parameterfile
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;    read datafile
   double ***m;    concatwav
     freqsummary
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));    if (mle >= 1)
   if (!m) nrerror("allocation failure 1 in matrix()");      mlikeli
   m += NR_END;    print results files
   m -= nrl;    if mle==1 
        computes hessian
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));    read end of parameter file: agemin, agemax, bage, fage, estepm
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");        begin-prev-date,...
   m[nrl] += NR_END;    open gnuplot file
   m[nrl] -= ncl;    open html file
     period (stable) prevalence
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;     for age prevalim()
     h Pij x
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));    variance of p varprob
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");    forecasting if prevfcast==1 prevforecast call prevalence()
   m[nrl][ncl] += NR_END;    health expectancies
   m[nrl][ncl] -= nll;    Variance-covariance of DFLE
   for (j=ncl+1; j<=nch; j++)    prevalence()
     m[nrl][j]=m[nrl][j-1]+nlay;     movingaverage()
      varevsij() 
   for (i=nrl+1; i<=nrh; i++) {    if popbased==1 varevsij(,popbased)
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;    total life expectancies
     for (j=ncl+1; j<=nch; j++)    Variance of period (stable) prevalence
       m[i][j]=m[i][j-1]+nlay;   end
   }  */
   return m;  
 }  
   
 /*************************free ma3x ************************/   
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)  #include <math.h>
 {  #include <stdio.h>
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));  #include <stdlib.h>
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  #include <string.h>
   free((FREE_ARG)(m+nrl-NR_END));  #include <unistd.h>
 }  
   #include <limits.h>
 /***************** f1dim *************************/  #include <sys/types.h>
 extern int ncom;  #include <sys/stat.h>
 extern double *pcom,*xicom;  #include <errno.h>
 extern double (*nrfunc)(double []);  extern int errno;
    
 double f1dim(double x)  /* #include <sys/time.h> */
 {  #include <time.h>
   int j;  #include "timeval.h"
   double f;  
   double *xt;  /* #include <libintl.h> */
    /* #define _(String) gettext (String) */
   xt=vector(1,ncom);  
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];  #define MAXLINE 256
   f=(*nrfunc)(xt);  
   free_vector(xt,1,ncom);  #define GNUPLOTPROGRAM "gnuplot"
   return f;  /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
 }  #define FILENAMELENGTH 132
   
 /*****************brent *************************/  #define GLOCK_ERROR_NOPATH              -1      /* empty path */
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)  #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
 {  
   int iter;  #define MAXPARM 128 /* Maximum number of parameters for the optimization */
   double a,b,d,etemp;  #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
   double fu,fv,fw,fx;  
   double ftemp;  #define NINTERVMAX 8
   double p,q,r,tol1,tol2,u,v,w,x,xm;  #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
   double e=0.0;  #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
    #define NCOVMAX 20 /* Maximum number of covariates */
   a=(ax < cx ? ax : cx);  #define MAXN 20000
   b=(ax > cx ? ax : cx);  #define YEARM 12. /* Number of months per year */
   x=w=v=bx;  #define AGESUP 130
   fw=fv=fx=(*f)(x);  #define AGEBASE 40
   for (iter=1;iter<=ITMAX;iter++) {  #define AGEGOMP 10. /* Minimal age for Gompertz adjustment */
     xm=0.5*(a+b);  #ifdef UNIX
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);  #define DIRSEPARATOR '/'
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/  #define CHARSEPARATOR "/"
     printf(".");fflush(stdout);  #define ODIRSEPARATOR '\\'
 #ifdef DEBUG  #else
     printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);  #define DIRSEPARATOR '\\'
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */  #define CHARSEPARATOR "\\"
 #endif  #define ODIRSEPARATOR '/'
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){  #endif
       *xmin=x;  
       return fx;  /* $Id$ */
     }  /* $State$ */
     ftemp=fu;  
     if (fabs(e) > tol1) {  char version[]="Imach version 0.98k, June 2009, INED-EUROREVES-Institut de longevite ";
       r=(x-w)*(fx-fv);  char fullversion[]="$Revision$ $Date$"; 
       q=(x-v)*(fx-fw);  char strstart[80];
       p=(x-v)*q-(x-w)*r;  char optionfilext[10], optionfilefiname[FILENAMELENGTH];
       q=2.0*(q-r);  int erreur=0, nberr=0, nbwarn=0; /* Error number, number of errors number of warnings  */
       if (q > 0.0) p = -p;  int nvar=0, nforce=0; /* Number of variables, number of forces */
       q=fabs(q);  int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov=0; /* Number of covariates, of covariates with '*age' */
       etemp=e;  int npar=NPARMAX;
       e=d;  int nlstate=2; /* Number of live states */
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))  int ndeath=1; /* Number of dead states */
         d=CGOLD*(e=(x >= xm ? a-x : b-x));  int ncovmodel=0, ncovcol=0;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
       else {  int popbased=0;
         d=p/q;  
         u=x+d;  int *wav; /* Number of waves for this individuual 0 is possible */
         if (u-a < tol2 || b-u < tol2)  int maxwav=0; /* Maxim number of waves */
           d=SIGN(tol1,xm-x);  int jmin=0, jmax=0; /* min, max spacing between 2 waves */
       }  int ijmin=0, ijmax=0; /* Individuals having jmin and jmax */ 
     } else {  int gipmx=0, gsw=0; /* Global variables on the number of contributions 
       d=CGOLD*(e=(x >= xm ? a-x : b-x));                     to the likelihood and the sum of weights (done by funcone)*/
     }  int mle=1, weightopt=0;
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));  int **mw; /* mw[mi][i] is number of the mi wave for this individual */
     fu=(*f)(u);  int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
     if (fu <= fx) {  int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
       if (u >= x) a=x; else b=x;             * wave mi and wave mi+1 is not an exact multiple of stepm. */
       SHFT(v,w,x,u)  double jmean=1; /* Mean space between 2 waves */
         SHFT(fv,fw,fx,fu)  double **oldm, **newm, **savm; /* Working pointers to matrices */
         } else {  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
           if (u < x) a=u; else b=u;  FILE *fic,*ficpar, *ficparo,*ficres, *ficresp, *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
           if (fu <= fw || w == x) {  FILE *ficlog, *ficrespow;
             v=w;  int globpr=0; /* Global variable for printing or not */
             w=u;  double fretone; /* Only one call to likelihood */
             fv=fw;  long ipmx=0; /* Number of contributions */
             fw=fu;  double sw; /* Sum of weights */
           } else if (fu <= fv || v == x || v == w) {  char filerespow[FILENAMELENGTH];
             v=u;  char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */
             fv=fu;  FILE *ficresilk;
           }  FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
         }  FILE *ficresprobmorprev;
   }  FILE *fichtm, *fichtmcov; /* Html File */
   nrerror("Too many iterations in brent");  FILE *ficreseij;
   *xmin=x;  char filerese[FILENAMELENGTH];
   return fx;  FILE *ficresstdeij;
 }  char fileresstde[FILENAMELENGTH];
   FILE *ficrescveij;
 /****************** mnbrak ***********************/  char filerescve[FILENAMELENGTH];
   FILE  *ficresvij;
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,  char fileresv[FILENAMELENGTH];
             double (*func)(double))  FILE  *ficresvpl;
 {  char fileresvpl[FILENAMELENGTH];
   double ulim,u,r,q, dum;  char title[MAXLINE];
   double fu;  char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
    char plotcmd[FILENAMELENGTH], pplotcmd[FILENAMELENGTH];
   *fa=(*func)(*ax);  char tmpout[FILENAMELENGTH],  tmpout2[FILENAMELENGTH]; 
   *fb=(*func)(*bx);  char command[FILENAMELENGTH];
   if (*fb > *fa) {  int  outcmd=0;
     SHFT(dum,*ax,*bx,dum)  
       SHFT(dum,*fb,*fa,dum)  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
       }  
   *cx=(*bx)+GOLD*(*bx-*ax);  char filelog[FILENAMELENGTH]; /* Log file */
   *fc=(*func)(*cx);  char filerest[FILENAMELENGTH];
   while (*fb > *fc) {  char fileregp[FILENAMELENGTH];
     r=(*bx-*ax)*(*fb-*fc);  char popfile[FILENAMELENGTH];
     q=(*bx-*cx)*(*fb-*fa);  
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/  char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH], optionfilehtmcov[FILENAMELENGTH] ;
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));  
     ulim=(*bx)+GLIMIT*(*cx-*bx);  struct timeval start_time, end_time, curr_time, last_time, forecast_time;
     if ((*bx-u)*(u-*cx) > 0.0) {  struct timezone tzp;
       fu=(*func)(u);  extern int gettimeofday();
     } else if ((*cx-u)*(u-ulim) > 0.0) {  struct tm tmg, tm, tmf, *gmtime(), *localtime();
       fu=(*func)(u);  long time_value;
       if (fu < *fc) {  extern long time();
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))  char strcurr[80], strfor[80];
           SHFT(*fb,*fc,fu,(*func)(u))  
           }  char *endptr;
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {  long lval;
       u=ulim;  double dval;
       fu=(*func)(u);  
     } else {  #define NR_END 1
       u=(*cx)+GOLD*(*cx-*bx);  #define FREE_ARG char*
       fu=(*func)(u);  #define FTOL 1.0e-10
     }  
     SHFT(*ax,*bx,*cx,u)  #define NRANSI 
       SHFT(*fa,*fb,*fc,fu)  #define ITMAX 200 
       }  
 }  #define TOL 2.0e-4 
   
 /*************** linmin ************************/  #define CGOLD 0.3819660 
   #define ZEPS 1.0e-10 
 int ncom;  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
 double *pcom,*xicom;  
 double (*nrfunc)(double []);  #define GOLD 1.618034 
    #define GLIMIT 100.0 
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))  #define TINY 1.0e-20 
 {  
   double brent(double ax, double bx, double cx,  static double maxarg1,maxarg2;
                double (*f)(double), double tol, double *xmin);  #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
   double f1dim(double x);  #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,    
               double *fc, double (*func)(double));  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
   int j;  #define rint(a) floor(a+0.5)
   double xx,xmin,bx,ax;  
   double fx,fb,fa;  static double sqrarg;
    #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
   ncom=n;  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
   pcom=vector(1,n);  int agegomp= AGEGOMP;
   xicom=vector(1,n);  
   nrfunc=func;  int imx; 
   for (j=1;j<=n;j++) {  int stepm=1;
     pcom[j]=p[j];  /* Stepm, step in month: minimum step interpolation*/
     xicom[j]=xi[j];  
   }  int estepm;
   ax=0.0;  /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
   xx=1.0;  
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);  int m,nb;
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);  long *num;
 #ifdef DEBUG  int firstpass=0, lastpass=4,*cod, *ncodemax, *Tage,*cens;
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);  double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
 #endif  double **pmmij, ***probs;
   for (j=1;j<=n;j++) {  double *ageexmed,*agecens;
     xi[j] *= xmin;  double dateintmean=0;
     p[j] += xi[j];  
   }  double *weight;
   free_vector(xicom,1,n);  int **s; /* Status */
   free_vector(pcom,1,n);  double *agedc, **covar, idx;
 }  int **nbcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
   double *lsurv, *lpop, *tpop;
 /*************** powell ************************/  
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,  double ftol=FTOL; /* Tolerance for computing Max Likelihood */
             double (*func)(double []))  double ftolhess; /* Tolerance for computing hessian */
 {  
   void linmin(double p[], double xi[], int n, double *fret,  /**************** split *************************/
               double (*func)(double []));  static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
   int i,ibig,j;  {
   double del,t,*pt,*ptt,*xit;    /* From a file name with (full) path (either Unix or Windows) we extract the directory (dirc)
   double fp,fptt;       the name of the file (name), its extension only (ext) and its first part of the name (finame)
   double *xits;    */ 
   pt=vector(1,n);    char  *ss;                            /* pointer */
   ptt=vector(1,n);    int   l1, l2;                         /* length counters */
   xit=vector(1,n);  
   xits=vector(1,n);    l1 = strlen(path );                   /* length of path */
   *fret=(*func)(p);    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
   for (j=1;j<=n;j++) pt[j]=p[j];    ss= strrchr( path, DIRSEPARATOR );            /* find last / */
   for (*iter=1;;++(*iter)) {    if ( ss == NULL ) {                   /* no directory, so determine current directory */
     fp=(*fret);      strcpy( name, path );               /* we got the fullname name because no directory */
     ibig=0;      /*if(strrchr(path, ODIRSEPARATOR )==NULL)
     del=0.0;        printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);      /* get current working directory */
     for (i=1;i<=n;i++)      /*    extern  char* getcwd ( char *buf , int len);*/
       printf(" %d %.12f",i, p[i]);      if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
     printf("\n");        return( GLOCK_ERROR_GETCWD );
     for (i=1;i<=n;i++) {      }
       for (j=1;j<=n;j++) xit[j]=xi[j][i];      /* got dirc from getcwd*/
       fptt=(*fret);      printf(" DIRC = %s \n",dirc);
 #ifdef DEBUG    } else {                              /* strip direcotry from path */
       printf("fret=%lf \n",*fret);      ss++;                               /* after this, the filename */
 #endif      l2 = strlen( ss );                  /* length of filename */
       printf("%d",i);fflush(stdout);      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
       linmin(p,xit,n,fret,func);      strcpy( name, ss );         /* save file name */
       if (fabs(fptt-(*fret)) > del) {      strncpy( dirc, path, l1 - l2 );     /* now the directory */
         del=fabs(fptt-(*fret));      dirc[l1-l2] = 0;                    /* add zero */
         ibig=i;      printf(" DIRC2 = %s \n",dirc);
       }    }
 #ifdef DEBUG    /* We add a separator at the end of dirc if not exists */
       printf("%d %.12e",i,(*fret));    l1 = strlen( dirc );                  /* length of directory */
       for (j=1;j<=n;j++) {    if( dirc[l1-1] != DIRSEPARATOR ){
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);      dirc[l1] =  DIRSEPARATOR;
         printf(" x(%d)=%.12e",j,xit[j]);      dirc[l1+1] = 0; 
       }      printf(" DIRC3 = %s \n",dirc);
       for(j=1;j<=n;j++)    }
         printf(" p=%.12e",p[j]);    ss = strrchr( name, '.' );            /* find last / */
       printf("\n");    if (ss >0){
 #endif      ss++;
     }      strcpy(ext,ss);                     /* save extension */
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {      l1= strlen( name);
 #ifdef DEBUG      l2= strlen(ss)+1;
       int k[2],l;      strncpy( finame, name, l1-l2);
       k[0]=1;      finame[l1-l2]= 0;
       k[1]=-1;    }
       printf("Max: %.12e",(*func)(p));  
       for (j=1;j<=n;j++)    return( 0 );                          /* we're done */
         printf(" %.12e",p[j]);  }
       printf("\n");  
       for(l=0;l<=1;l++) {  
         for (j=1;j<=n;j++) {  /******************************************/
           ptt[j]=p[j]+(p[j]-pt[j])*k[l];  
           printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);  void replace_back_to_slash(char *s, char*t)
         }  {
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));    int i;
       }    int lg=0;
 #endif    i=0;
     lg=strlen(t);
     for(i=0; i<= lg; i++) {
       free_vector(xit,1,n);      (s[i] = t[i]);
       free_vector(xits,1,n);      if (t[i]== '\\') s[i]='/';
       free_vector(ptt,1,n);    }
       free_vector(pt,1,n);  }
       return;  
     }  char *trimbb(char *out, char *in)
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");  { /* Trim multiple blanks in line */
     for (j=1;j<=n;j++) {    char *s;
       ptt[j]=2.0*p[j]-pt[j];    s=out;
       xit[j]=p[j]-pt[j];    while (*in != '\0'){
       pt[j]=p[j];      while( *in == ' ' && *(in+1) == ' ' && *(in+1) != '\0'){
     }        in++;
     fptt=(*func)(ptt);      }
     if (fptt < fp) {      *out++ = *in++;
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);    }
       if (t < 0.0) {    *out='\0';
         linmin(p,xit,n,fret,func);    return s;
         for (j=1;j<=n;j++) {  }
           xi[j][ibig]=xi[j][n];  
           xi[j][n]=xit[j];  int nbocc(char *s, char occ)
         }  {
 #ifdef DEBUG    int i,j=0;
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);    int lg=20;
         for(j=1;j<=n;j++)    i=0;
           printf(" %.12e",xit[j]);    lg=strlen(s);
         printf("\n");    for(i=0; i<= lg; i++) {
 #endif    if  (s[i] == occ ) j++;
       }    }
     }    return j;
   }  }
 }  
   void cutv(char *u,char *v, char*t, char occ)
 /**** Prevalence limit ****************/  {
     /* cuts string t into u and v where u ends before first occurence of char 'occ' 
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)       and v starts after first occurence of char 'occ' : ex cutv(u,v,"abcdef2ghi2j",'2')
 {       gives u="abcedf" and v="ghi2j" */
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit    int i,lg,j,p=0;
      matrix by transitions matrix until convergence is reached */    i=0;
     for(j=0; j<=strlen(t)-1; j++) {
   int i, ii,j,k;      if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
   double min, max, maxmin, maxmax,sumnew=0.;    }
   double **matprod2();  
   double **out, cov[NCOVMAX], **pmij();    lg=strlen(t);
   double **newm;    for(j=0; j<p; j++) {
   double agefin, delaymax=50 ; /* Max number of years to converge */      (u[j] = t[j]);
     }
   for (ii=1;ii<=nlstate+ndeath;ii++)       u[p]='\0';
     for (j=1;j<=nlstate+ndeath;j++){  
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);     for(j=0; j<= lg; j++) {
     }      if (j>=(p+1))(v[j-p-1] = t[j]);
     }
    cov[1]=1.;  }
    
  /* Even if hstepm = 1, at least one multiplication by the unit matrix */  /********************** nrerror ********************/
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){  
     newm=savm;  void nrerror(char error_text[])
     /* Covariates have to be included here again */  {
      cov[2]=agefin;    fprintf(stderr,"ERREUR ...\n");
      fprintf(stderr,"%s\n",error_text);
       for (k=1; k<=cptcovn;k++) {    exit(EXIT_FAILURE);
         cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];  }
         /*printf("ij=%d Tvar[k]=%d nbcode=%d cov=%lf\n",ij, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k]);*/  /*********************** vector *******************/
       }  double *vector(int nl, int nh)
       for (k=1; k<=cptcovage;k++)  {
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];    double *v;
       for (k=1; k<=cptcovprod;k++)    v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];    if (!v) nrerror("allocation failure in vector");
     return v-nl+NR_END;
       /*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]);*/  
   /************************ free vector ******************/
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);  void free_vector(double*v, int nl, int nh)
   {
     savm=oldm;    free((FREE_ARG)(v+nl-NR_END));
     oldm=newm;  }
     maxmax=0.;  
     for(j=1;j<=nlstate;j++){  /************************ivector *******************************/
       min=1.;  int *ivector(long nl,long nh)
       max=0.;  {
       for(i=1; i<=nlstate; i++) {    int *v;
         sumnew=0;    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];    if (!v) nrerror("allocation failure in ivector");
         prlim[i][j]= newm[i][j]/(1-sumnew);    return v-nl+NR_END;
         max=FMAX(max,prlim[i][j]);  }
         min=FMIN(min,prlim[i][j]);  
       }  /******************free ivector **************************/
       maxmin=max-min;  void free_ivector(int *v, long nl, long nh)
       maxmax=FMAX(maxmax,maxmin);  {
     }    free((FREE_ARG)(v+nl-NR_END));
     if(maxmax < ftolpl){  }
       return prlim;  
     }  /************************lvector *******************************/
   }  long *lvector(long nl,long nh)
 }  {
     long *v;
 /*************** transition probabilities **********/    v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long)));
     if (!v) nrerror("allocation failure in ivector");
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )    return v-nl+NR_END;
 {  }
   double s1, s2;  
   /*double t34;*/  /******************free lvector **************************/
   int i,j,j1, nc, ii, jj;  void free_lvector(long *v, long nl, long nh)
   {
     for(i=1; i<= nlstate; i++){    free((FREE_ARG)(v+nl-NR_END));
     for(j=1; j<i;j++){  }
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){  
         /*s2 += param[i][j][nc]*cov[nc];*/  /******************* imatrix *******************************/
         s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];  int **imatrix(long nrl, long nrh, long ncl, long nch) 
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
       }  { 
       ps[i][j]=s2;    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/    int **m; 
     }    
     for(j=i+1; j<=nlstate+ndeath;j++){    /* allocate pointers to rows */ 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];    if (!m) nrerror("allocation failure 1 in matrix()"); 
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/    m += NR_END; 
       }    m -= nrl; 
       ps[i][j]=s2;    
     }    
   }    /* allocate rows and set pointers to them */ 
   for(i=1; i<= nlstate; i++){    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
      s1=0;    if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
     for(j=1; j<i; j++)    m[nrl] += NR_END; 
       s1+=exp(ps[i][j]);    m[nrl] -= ncl; 
     for(j=i+1; j<=nlstate+ndeath; j++)    
       s1+=exp(ps[i][j]);    for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
     ps[i][i]=1./(s1+1.);    
     for(j=1; j<i; j++)    /* return pointer to array of pointers to rows */ 
       ps[i][j]= exp(ps[i][j])*ps[i][i];    return m; 
     for(j=i+1; j<=nlstate+ndeath; j++)  } 
       ps[i][j]= exp(ps[i][j])*ps[i][i];  
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */  /****************** free_imatrix *************************/
   } /* end i */  void free_imatrix(m,nrl,nrh,ncl,nch)
         int **m;
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){        long nch,ncl,nrh,nrl; 
     for(jj=1; jj<= nlstate+ndeath; jj++){       /* free an int matrix allocated by imatrix() */ 
       ps[ii][jj]=0;  { 
       ps[ii][ii]=1;    free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
     }    free((FREE_ARG) (m+nrl-NR_END)); 
   }  } 
   
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){  /******************* matrix *******************************/
     for(jj=1; jj<= nlstate+ndeath; jj++){  double **matrix(long nrl, long nrh, long ncl, long nch)
      printf("%lf ",ps[ii][jj]);  {
    }    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
     printf("\n ");    double **m;
     }  
     printf("\n ");printf("%lf ",cov[2]);*/    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
 /*    if (!m) nrerror("allocation failure 1 in matrix()");
   for(i=1; i<= npar; i++) printf("%f ",x[i]);    m += NR_END;
   goto end;*/    m -= nrl;
     return ps;  
 }    m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
     if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
 /**************** Product of 2 matrices ******************/    m[nrl] += NR_END;
     m[nrl] -= ncl;
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)  
 {    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
   /* Computes the matric product of in(1,nrh-nrl+1)(1,nch-ncl+1) times    return m;
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */    /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) 
   /* in, b, out are matrice of pointers which should have been initialized     */
      before: only the contents of out is modified. The function returns  }
      a pointer to pointers identical to out */  
   long i, j, k;  /*************************free matrix ************************/
   for(i=nrl; i<= nrh; i++)  void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
     for(k=ncolol; k<=ncoloh; k++)  {
       for(j=ncl,out[i][k]=0.; j<=nch; j++)    free((FREE_ARG)(m[nrl]+ncl-NR_END));
         out[i][k] +=in[i][j]*b[j][k];    free((FREE_ARG)(m+nrl-NR_END));
   }
   return out;  
 }  /******************* ma3x *******************************/
   double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
   {
 /************* Higher Matrix Product ***************/    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
     double ***m;
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )  
 {    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month    if (!m) nrerror("allocation failure 1 in matrix()");
      duration (i.e. until    m += NR_END;
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.    m -= nrl;
      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).    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
      Model is determined by parameters x and covariates have to be    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
      included manually here.    m[nrl] += NR_END;
     m[nrl] -= ncl;
      */  
     for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
   int i, j, d, h, k;  
   double **out, cov[NCOVMAX];    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
   double **newm;    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
     m[nrl][ncl] += NR_END;
   /* Hstepm could be zero and should return the unit matrix */    m[nrl][ncl] -= nll;
   for (i=1;i<=nlstate+ndeath;i++)    for (j=ncl+1; j<=nch; j++) 
     for (j=1;j<=nlstate+ndeath;j++){      m[nrl][j]=m[nrl][j-1]+nlay;
       oldm[i][j]=(i==j ? 1.0 : 0.0);    
       po[i][j][0]=(i==j ? 1.0 : 0.0);    for (i=nrl+1; i<=nrh; i++) {
     }      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */      for (j=ncl+1; j<=nch; j++) 
   for(h=1; h <=nhstepm; h++){        m[i][j]=m[i][j-1]+nlay;
     for(d=1; d <=hstepm; d++){    }
       newm=savm;    return m; 
       /* Covariates have to be included here again */    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
       cov[1]=1.;             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
       cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;    */
       for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];  }
 for (k=1; k<=cptcovage;k++)  
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];  /*************************free ma3x ************************/
    for (k=1; k<=cptcovprod;k++)  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];  {
     free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
     free((FREE_ARG)(m[nrl]+ncl-NR_END));
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/    free((FREE_ARG)(m+nrl-NR_END));
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/  }
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,  
                    pmij(pmmij,cov,ncovmodel,x,nlstate));  /*************** function subdirf ***********/
       savm=oldm;  char *subdirf(char fileres[])
       oldm=newm;  {
     }    /* Caution optionfilefiname is hidden */
     for(i=1; i<=nlstate+ndeath; i++)    strcpy(tmpout,optionfilefiname);
       for(j=1;j<=nlstate+ndeath;j++) {    strcat(tmpout,"/"); /* Add to the right */
         po[i][j][h]=newm[i][j];    strcat(tmpout,fileres);
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);    return tmpout;
          */  }
       }  
   } /* end h */  /*************** function subdirf2 ***********/
   return po;  char *subdirf2(char fileres[], char *preop)
 }  {
     
     /* Caution optionfilefiname is hidden */
 /*************** log-likelihood *************/    strcpy(tmpout,optionfilefiname);
 double func( double *x)    strcat(tmpout,"/");
 {    strcat(tmpout,preop);
   int i, ii, j, k, mi, d, kk;    strcat(tmpout,fileres);
   double l, ll[NLSTATEMAX], cov[NCOVMAX];    return tmpout;
   double **out;  }
   double sw; /* Sum of weights */  
   double lli; /* Individual log likelihood */  /*************** function subdirf3 ***********/
   long ipmx;  char *subdirf3(char fileres[], char *preop, char *preop2)
   /*extern weight */  {
   /* We are differentiating ll according to initial status */    
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/    /* Caution optionfilefiname is hidden */
   /*for(i=1;i<imx;i++)    strcpy(tmpout,optionfilefiname);
     printf(" %d\n",s[4][i]);    strcat(tmpout,"/");
   */    strcat(tmpout,preop);
   cov[1]=1.;    strcat(tmpout,preop2);
     strcat(tmpout,fileres);
   for(k=1; k<=nlstate; k++) ll[k]=0.;    return tmpout;
   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++){  /***************** f1dim *************************/
       for (ii=1;ii<=nlstate+ndeath;ii++)  extern int ncom; 
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);  extern double *pcom,*xicom;
       for(d=0; d<dh[mi][i]; d++){  extern double (*nrfunc)(double []); 
         newm=savm;   
         cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;  double f1dim(double x) 
         for (kk=1; kk<=cptcovage;kk++) {  { 
           cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];    int j; 
         }    double f;
            double *xt; 
         out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,   
                      1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));    xt=vector(1,ncom); 
         savm=oldm;    for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
         oldm=newm;    f=(*nrfunc)(xt); 
            free_vector(xt,1,ncom); 
            return f; 
       } /* end mult */  } 
        
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);  /*****************brent *************************/
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
       ipmx +=1;  { 
       sw += weight[i];    int iter; 
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;    double a,b,d,etemp;
     } /* end of wave */    double fu,fv,fw,fx;
   } /* end of individual */    double ftemp;
     double p,q,r,tol1,tol2,u,v,w,x,xm; 
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];    double e=0.0; 
   /* 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 */    a=(ax < cx ? ax : cx); 
   return -l;    b=(ax > cx ? ax : cx); 
 }    x=w=v=bx; 
     fw=fv=fx=(*f)(x); 
     for (iter=1;iter<=ITMAX;iter++) { 
 /*********** Maximum Likelihood Estimation ***************/      xm=0.5*(a+b); 
       tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))      /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
 {      printf(".");fflush(stdout);
   int i,j, iter;      fprintf(ficlog,".");fflush(ficlog);
   double **xi,*delti;  #ifdef DEBUG
   double fret;      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);
   xi=matrix(1,npar,1,npar);      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 (i=1;i<=npar;i++)      /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
     for (j=1;j<=npar;j++)  #endif
       xi[i][j]=(i==j ? 1.0 : 0.0);      if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
   printf("Powell\n");        *xmin=x; 
   powell(p,xi,npar,ftol,&iter,&fret,func);        return fx; 
       } 
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));      ftemp=fu;
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));      if (fabs(e) > tol1) { 
         r=(x-w)*(fx-fv); 
 }        q=(x-v)*(fx-fw); 
         p=(x-v)*q-(x-w)*r; 
 /**** Computes Hessian and covariance matrix ***/        q=2.0*(q-r); 
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))        if (q > 0.0) p = -p; 
 {        q=fabs(q); 
   double  **a,**y,*x,pd;        etemp=e; 
   double **hess;        e=d; 
   int i, j,jk;        if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
   int *indx;          d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
         else { 
   double hessii(double p[], double delta, int theta, double delti[]);          d=p/q; 
   double hessij(double p[], double delti[], int i, int j);          u=x+d; 
   void lubksb(double **a, int npar, int *indx, double b[]) ;          if (u-a < tol2 || b-u < tol2) 
   void ludcmp(double **a, int npar, int *indx, double *d) ;            d=SIGN(tol1,xm-x); 
         } 
       } else { 
   hess=matrix(1,npar,1,npar);        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
       } 
   printf("\nCalculation of the hessian matrix. Wait...\n");      u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
   for (i=1;i<=npar;i++){      fu=(*f)(u); 
     printf("%d",i);fflush(stdout);      if (fu <= fx) { 
     hess[i][i]=hessii(p,ftolhess,i,delti);        if (u >= x) a=x; else b=x; 
     /*printf(" %f ",p[i]);*/        SHFT(v,w,x,u) 
   }          SHFT(fv,fw,fx,fu) 
           } else { 
   for (i=1;i<=npar;i++) {            if (u < x) a=u; else b=u; 
     for (j=1;j<=npar;j++)  {            if (fu <= fw || w == x) { 
       if (j>i) {              v=w; 
         printf(".%d%d",i,j);fflush(stdout);              w=u; 
         hess[i][j]=hessij(p,delti,i,j);              fv=fw; 
         hess[j][i]=hess[i][j];              fw=fu; 
       }            } else if (fu <= fv || v == x || v == w) { 
     }              v=u; 
   }              fv=fu; 
   printf("\n");            } 
           } 
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");    } 
      nrerror("Too many iterations in brent"); 
   a=matrix(1,npar,1,npar);    *xmin=x; 
   y=matrix(1,npar,1,npar);    return fx; 
   x=vector(1,npar);  } 
   indx=ivector(1,npar);  
   for (i=1;i<=npar;i++)  /****************** mnbrak ***********************/
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];  
   ludcmp(a,npar,indx,&pd);  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
               double (*func)(double)) 
   for (j=1;j<=npar;j++) {  { 
     for (i=1;i<=npar;i++) x[i]=0;    double ulim,u,r,q, dum;
     x[j]=1;    double fu; 
     lubksb(a,npar,indx,x);   
     for (i=1;i<=npar;i++){    *fa=(*func)(*ax); 
       matcov[i][j]=x[i];    *fb=(*func)(*bx); 
     }    if (*fb > *fa) { 
   }      SHFT(dum,*ax,*bx,dum) 
         SHFT(dum,*fb,*fa,dum) 
   printf("\n#Hessian matrix#\n");        } 
   for (i=1;i<=npar;i++) {    *cx=(*bx)+GOLD*(*bx-*ax); 
     for (j=1;j<=npar;j++) {    *fc=(*func)(*cx); 
       printf("%.3e ",hess[i][j]);    while (*fb > *fc) { 
     }      r=(*bx-*ax)*(*fb-*fc); 
     printf("\n");      q=(*bx-*cx)*(*fb-*fa); 
   }      u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
         (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
   /* Recompute Inverse */      ulim=(*bx)+GLIMIT*(*cx-*bx); 
   for (i=1;i<=npar;i++)      if ((*bx-u)*(u-*cx) > 0.0) { 
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];        fu=(*func)(u); 
   ludcmp(a,npar,indx,&pd);      } else if ((*cx-u)*(u-ulim) > 0.0) { 
         fu=(*func)(u); 
   /*  printf("\n#Hessian matrix recomputed#\n");        if (fu < *fc) { 
           SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
   for (j=1;j<=npar;j++) {            SHFT(*fb,*fc,fu,(*func)(u)) 
     for (i=1;i<=npar;i++) x[i]=0;            } 
     x[j]=1;      } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
     lubksb(a,npar,indx,x);        u=ulim; 
     for (i=1;i<=npar;i++){        fu=(*func)(u); 
       y[i][j]=x[i];      } else { 
       printf("%.3e ",y[i][j]);        u=(*cx)+GOLD*(*cx-*bx); 
     }        fu=(*func)(u); 
     printf("\n");      } 
   }      SHFT(*ax,*bx,*cx,u) 
   */        SHFT(*fa,*fb,*fc,fu) 
         } 
   free_matrix(a,1,npar,1,npar);  } 
   free_matrix(y,1,npar,1,npar);  
   free_vector(x,1,npar);  /*************** linmin ************************/
   free_ivector(indx,1,npar);  
   free_matrix(hess,1,npar,1,npar);  int ncom; 
   double *pcom,*xicom;
   double (*nrfunc)(double []); 
 }   
   void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
 /*************** hessian matrix ****************/  { 
 double hessii( double x[], double delta, int theta, double delti[])    double brent(double ax, double bx, double cx, 
 {                 double (*f)(double), double tol, double *xmin); 
   int i;    double f1dim(double x); 
   int l=1, lmax=20;    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
   double k1,k2;                double *fc, double (*func)(double)); 
   double p2[NPARMAX+1];    int j; 
   double res;    double xx,xmin,bx,ax; 
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;    double fx,fb,fa;
   double fx;   
   int k=0,kmax=10;    ncom=n; 
   double l1;    pcom=vector(1,n); 
     xicom=vector(1,n); 
   fx=func(x);    nrfunc=func; 
   for (i=1;i<=npar;i++) p2[i]=x[i];    for (j=1;j<=n;j++) { 
   for(l=0 ; l <=lmax; l++){      pcom[j]=p[j]; 
     l1=pow(10,l);      xicom[j]=xi[j]; 
     delts=delt;    } 
     for(k=1 ; k <kmax; k=k+1){    ax=0.0; 
       delt = delta*(l1*k);    xx=1.0; 
       p2[theta]=x[theta] +delt;    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
       k1=func(p2)-fx;    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
       p2[theta]=x[theta]-delt;  #ifdef DEBUG
       k2=func(p2)-fx;    printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
       /*res= (k1-2.0*fx+k2)/delt/delt; */    fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */  #endif
          for (j=1;j<=n;j++) { 
 #ifdef DEBUG      xi[j] *= xmin; 
       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);      p[j] += xi[j]; 
 #endif    } 
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */    free_vector(xicom,1,n); 
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){    free_vector(pcom,1,n); 
         k=kmax;  } 
       }  
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */  char *asc_diff_time(long time_sec, char ascdiff[])
         k=kmax; l=lmax*10.;  {
       }    long sec_left, days, hours, minutes;
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){    days = (time_sec) / (60*60*24);
         delts=delt;    sec_left = (time_sec) % (60*60*24);
       }    hours = (sec_left) / (60*60) ;
     }    sec_left = (sec_left) %(60*60);
   }    minutes = (sec_left) /60;
   delti[theta]=delts;    sec_left = (sec_left) % (60);
   return res;    sprintf(ascdiff,"%d day(s) %d hour(s) %d minute(s) %d second(s)",days, hours, minutes, sec_left);  
      return ascdiff;
 }  }
   
 double hessij( double x[], double delti[], int thetai,int thetaj)  /*************** powell ************************/
 {  void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
   int i;              double (*func)(double [])) 
   int l=1, l1, lmax=20;  { 
   double k1,k2,k3,k4,res,fx;    void linmin(double p[], double xi[], int n, double *fret, 
   double p2[NPARMAX+1];                double (*func)(double [])); 
   int k;    int i,ibig,j; 
     double del,t,*pt,*ptt,*xit;
   fx=func(x);    double fp,fptt;
   for (k=1; k<=2; k++) {    double *xits;
     for (i=1;i<=npar;i++) p2[i]=x[i];    int niterf, itmp;
     p2[thetai]=x[thetai]+delti[thetai]/k;  
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;    pt=vector(1,n); 
     k1=func(p2)-fx;    ptt=vector(1,n); 
      xit=vector(1,n); 
     p2[thetai]=x[thetai]+delti[thetai]/k;    xits=vector(1,n); 
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;    *fret=(*func)(p); 
     k2=func(p2)-fx;    for (j=1;j<=n;j++) pt[j]=p[j]; 
      for (*iter=1;;++(*iter)) { 
     p2[thetai]=x[thetai]-delti[thetai]/k;      fp=(*fret); 
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;      ibig=0; 
     k3=func(p2)-fx;      del=0.0; 
        last_time=curr_time;
     p2[thetai]=x[thetai]-delti[thetai]/k;      (void) gettimeofday(&curr_time,&tzp);
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;      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);
     k4=func(p2)-fx;      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); fflush(ficlog);
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */  /*     fprintf(ficrespow,"%d %.12f %ld",*iter,*fret,curr_time.tv_sec-start_time.tv_sec); */
 #ifdef DEBUG     for (i=1;i<=n;i++) {
     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(" %d %.12f",i, p[i]);
 #endif        fprintf(ficlog," %d %.12lf",i, p[i]);
   }        fprintf(ficrespow," %.12lf", p[i]);
   return res;      }
 }      printf("\n");
       fprintf(ficlog,"\n");
 /************** Inverse of matrix **************/      fprintf(ficrespow,"\n");fflush(ficrespow);
 void ludcmp(double **a, int n, int *indx, double *d)      if(*iter <=3){
 {        tm = *localtime(&curr_time.tv_sec);
   int i,imax,j,k;        strcpy(strcurr,asctime(&tm));
   double big,dum,sum,temp;  /*       asctime_r(&tm,strcurr); */
   double *vv;        forecast_time=curr_time; 
          itmp = strlen(strcurr);
   vv=vector(1,n);        if(strcurr[itmp-1]=='\n')  /* Windows outputs with a new line */
   *d=1.0;          strcurr[itmp-1]='\0';
   for (i=1;i<=n;i++) {        printf("\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
     big=0.0;        fprintf(ficlog,"\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
     for (j=1;j<=n;j++)        for(niterf=10;niterf<=30;niterf+=10){
       if ((temp=fabs(a[i][j])) > big) big=temp;          forecast_time.tv_sec=curr_time.tv_sec+(niterf-*iter)*(curr_time.tv_sec-last_time.tv_sec);
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");          tmf = *localtime(&forecast_time.tv_sec);
     vv[i]=1.0/big;  /*      asctime_r(&tmf,strfor); */
   }          strcpy(strfor,asctime(&tmf));
   for (j=1;j<=n;j++) {          itmp = strlen(strfor);
     for (i=1;i<j;i++) {          if(strfor[itmp-1]=='\n')
       sum=a[i][j];          strfor[itmp-1]='\0';
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];          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[i][j]=sum;          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);
     }        }
     big=0.0;      }
     for (i=j;i<=n;i++) {      for (i=1;i<=n;i++) { 
       sum=a[i][j];        for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
       for (k=1;k<j;k++)        fptt=(*fret); 
         sum -= a[i][k]*a[k][j];  #ifdef DEBUG
       a[i][j]=sum;        printf("fret=%lf \n",*fret);
       if ( (dum=vv[i]*fabs(sum)) >= big) {        fprintf(ficlog,"fret=%lf \n",*fret);
         big=dum;  #endif
         imax=i;        printf("%d",i);fflush(stdout);
       }        fprintf(ficlog,"%d",i);fflush(ficlog);
     }        linmin(p,xit,n,fret,func); 
     if (j != imax) {        if (fabs(fptt-(*fret)) > del) { 
       for (k=1;k<=n;k++) {          del=fabs(fptt-(*fret)); 
         dum=a[imax][k];          ibig=i; 
         a[imax][k]=a[j][k];        } 
         a[j][k]=dum;  #ifdef DEBUG
       }        printf("%d %.12e",i,(*fret));
       *d = -(*d);        fprintf(ficlog,"%d %.12e",i,(*fret));
       vv[imax]=vv[j];        for (j=1;j<=n;j++) {
     }          xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
     indx[j]=imax;          printf(" x(%d)=%.12e",j,xit[j]);
     if (a[j][j] == 0.0) a[j][j]=TINY;          fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
     if (j != n) {        }
       dum=1.0/(a[j][j]);        for(j=1;j<=n;j++) {
       for (i=j+1;i<=n;i++) a[i][j] *= dum;          printf(" p=%.12e",p[j]);
     }          fprintf(ficlog," p=%.12e",p[j]);
   }        }
   free_vector(vv,1,n);  /* Doesn't work */        printf("\n");
 ;        fprintf(ficlog,"\n");
 }  #endif
       } 
 void lubksb(double **a, int n, int *indx, double b[])      if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
 {  #ifdef DEBUG
   int i,ii=0,ip,j;        int k[2],l;
   double sum;        k[0]=1;
          k[1]=-1;
   for (i=1;i<=n;i++) {        printf("Max: %.12e",(*func)(p));
     ip=indx[i];        fprintf(ficlog,"Max: %.12e",(*func)(p));
     sum=b[ip];        for (j=1;j<=n;j++) {
     b[ip]=b[i];          printf(" %.12e",p[j]);
     if (ii)          fprintf(ficlog," %.12e",p[j]);
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];        }
     else if (sum) ii=i;        printf("\n");
     b[i]=sum;        fprintf(ficlog,"\n");
   }        for(l=0;l<=1;l++) {
   for (i=n;i>=1;i--) {          for (j=1;j<=n;j++) {
     sum=b[i];            ptt[j]=p[j]+(p[j]-pt[j])*k[l];
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];            printf("l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
     b[i]=sum/a[i][i];            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)));
           fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
 /************ Frequencies ********************/        }
 void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax)  #endif
 {  /* Some frequencies */  
    
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;        free_vector(xit,1,n); 
   double ***freq; /* Frequencies */        free_vector(xits,1,n); 
   double *pp;        free_vector(ptt,1,n); 
   double pos;        free_vector(pt,1,n); 
   FILE *ficresp;        return; 
   char fileresp[FILENAMELENGTH];      } 
       if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
   pp=vector(1,nlstate);      for (j=1;j<=n;j++) { 
         ptt[j]=2.0*p[j]-pt[j]; 
   strcpy(fileresp,"p");        xit[j]=p[j]-pt[j]; 
   strcat(fileresp,fileres);        pt[j]=p[j]; 
   if((ficresp=fopen(fileresp,"w"))==NULL) {      } 
     printf("Problem with prevalence resultfile: %s\n", fileresp);      fptt=(*func)(ptt); 
     exit(0);      if (fptt < fp) { 
   }        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);        if (t < 0.0) { 
   j1=0;          linmin(p,xit,n,fret,func); 
           for (j=1;j<=n;j++) { 
   j=cptcoveff;            xi[j][ibig]=xi[j][n]; 
   if (cptcovn<1) {j=1;ncodemax[1]=1;}            xi[j][n]=xit[j]; 
           }
   for(k1=1; k1<=j;k1++){  #ifdef DEBUG
    for(i1=1; i1<=ncodemax[k1];i1++){          printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
        j1++;          fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);          for(j=1;j<=n;j++){
          scanf("%d", i);*/            printf(" %.12e",xit[j]);
         for (i=-1; i<=nlstate+ndeath; i++)              fprintf(ficlog," %.12e",xit[j]);
          for (jk=-1; jk<=nlstate+ndeath; jk++)            }
            for(m=agemin; m <= agemax+3; m++)          printf("\n");
              freq[i][jk][m]=0;          fprintf(ficlog,"\n");
          #endif
        for (i=1; i<=imx; i++) {        }
          bool=1;      } 
          if  (cptcovn>0) {    } 
            for (z1=1; z1<=cptcoveff; z1++)  } 
              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])  
                bool=0;  /**** Prevalence limit (stable or period prevalence)  ****************/
          }  
           if (bool==1) {  double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
            for(m=firstpass; m<=lastpass-1; m++){  {
              if(agev[m][i]==0) agev[m][i]=agemax+1;    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
              if(agev[m][i]==1) agev[m][i]=agemax+2;       matrix by transitions matrix until convergence is reached */
              freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];  
              freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];    int i, ii,j,k;
            }    double min, max, maxmin, maxmax,sumnew=0.;
          }    double **matprod2();
        }    double **out, cov[NCOVMAX+1], **pmij();
         if  (cptcovn>0) {    double **newm;
          fprintf(ficresp, "\n#********** Variable ");    double agefin, delaymax=50 ; /* Max number of years to converge */
          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);  
        fprintf(ficresp, "**********\n#");    for (ii=1;ii<=nlstate+ndeath;ii++)
         }      for (j=1;j<=nlstate+ndeath;j++){
        for(i=1; i<=nlstate;i++)        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);      }
        fprintf(ficresp, "\n");  
             cov[1]=1.;
   for(i=(int)agemin; i <= (int)agemax+3; i++){   
     if(i==(int)agemax+3)   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
       printf("Total");    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
     else      newm=savm;
       printf("Age %d", i);      /* Covariates have to be included here again */
     for(jk=1; jk <=nlstate ; jk++){       cov[2]=agefin;
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)    
         pp[jk] += freq[jk][m][i];        for (k=1; k<=cptcovn;k++) {
     }          cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
     for(jk=1; jk <=nlstate ; jk++){          /*      printf("ij=%d k=%d Tvar[k]=%d nbcode=%d cov=%lf codtab[ij][Tvar[k]]=%d \n",ij,k, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k], codtab[ij][Tvar[k]]);*/
       for(m=-1, pos=0; m <=0 ; m++)        }
         pos += freq[jk][m][i];        for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
       if(pp[jk]>=1.e-10)        for (k=1; k<=cptcovprod;k++)
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
       else  
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);        /*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]);*/
     for(jk=1; jk <=nlstate ; jk++){        /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
       for(m=1, pp[jk]=0; m <=nlstate+ndeath; m++)      out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
         pp[jk] += freq[jk][m][i];  
     }      savm=oldm;
     for(jk=1,pos=0; jk <=nlstate ; jk++)      oldm=newm;
       pos += pp[jk];      maxmax=0.;
     for(jk=1; jk <=nlstate ; jk++){      for(j=1;j<=nlstate;j++){
       if(pos>=1.e-5)        min=1.;
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);        max=0.;
       else        for(i=1; i<=nlstate; i++) {
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);          sumnew=0;
       if( i <= (int) agemax){          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
         if(pos>=1.e-5)          prlim[i][j]= newm[i][j]/(1-sumnew);
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);          max=FMAX(max,prlim[i][j]);
       else          min=FMIN(min,prlim[i][j]);
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);        }
       }        maxmin=max-min;
     }        maxmax=FMAX(maxmax,maxmin);
     for(jk=-1; jk <=nlstate+ndeath; jk++)      }
       for(m=-1; m <=nlstate+ndeath; m++)      if(maxmax < ftolpl){
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);        return prlim;
     if(i <= (int) agemax)      }
       fprintf(ficresp,"\n");    }
     printf("\n");  }
     }  
     }  /*************** transition probabilities ***************/ 
  }  
    double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
   fclose(ficresp);  {
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);    double s1, s2;
   free_vector(pp,1,nlstate);    /*double t34;*/
     int i,j,j1, nc, ii, jj;
 }  /* End of Freq */  
       for(i=1; i<= nlstate; i++){
 /************* Waves Concatenation ***************/        for(j=1; j<i;j++){
           for (nc=1, s2=0.;nc <=ncovmodel; nc++){
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)            /*s2 += param[i][j][nc]*cov[nc];*/
 {            s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.  /*       printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2); */
      Death is a valid wave (if date is known).          }
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i          ps[i][j]=s2;
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]  /*      printf("s1=%.17e, s2=%.17e\n",s1,s2); */
      and mw[mi+1][i]. dh depends on stepm.        }
      */        for(j=i+1; j<=nlstate+ndeath;j++){
           for (nc=1, s2=0.;nc <=ncovmodel; nc++){
   int i, mi, m;            s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;  /*        printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2); */
      double sum=0., jmean=0.;*/          }
           ps[i][j]=s2;
   int j, k=0,jk, ju, jl;        }
   double sum=0.;      }
   jmin=1e+5;      /*ps[3][2]=1;*/
   jmax=-1;      
   jmean=0.;      for(i=1; i<= nlstate; i++){
   for(i=1; i<=imx; i++){        s1=0;
     mi=0;        for(j=1; j<i; j++){
     m=firstpass;          s1+=exp(ps[i][j]);
     while(s[m][i] <= nlstate){          /*printf("debug1 %d %d ps=%lf exp(ps)=%lf s1+=%lf\n",i,j,ps[i][j],exp(ps[i][j]),s1); */
       if(s[m][i]>=1)        }
         mw[++mi][i]=m;        for(j=i+1; j<=nlstate+ndeath; j++){
       if(m >=lastpass)          s1+=exp(ps[i][j]);
         break;          /*printf("debug2 %d %d ps=%lf exp(ps)=%lf s1+=%lf\n",i,j,ps[i][j],exp(ps[i][j]),s1); */
       else        }
         m++;        ps[i][i]=1./(s1+1.);
     }/* end while */        for(j=1; j<i; j++)
     if (s[m][i] > nlstate){          ps[i][j]= exp(ps[i][j])*ps[i][i];
       mi++;     /* Death is another wave */        for(j=i+1; j<=nlstate+ndeath; j++)
       /* if(mi==0)  never been interviewed correctly before death */          ps[i][j]= exp(ps[i][j])*ps[i][i];
          /* Only death is a correct wave */        /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
       mw[mi][i]=m;      } /* end i */
     }      
       for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
     wav[i]=mi;        for(jj=1; jj<= nlstate+ndeath; jj++){
     if(mi==0)          ps[ii][jj]=0;
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);          ps[ii][ii]=1;
   }        }
       }
   for(i=1; i<=imx; i++){      
     for(mi=1; mi<wav[i];mi++){  
       if (stepm <=0)  /*        for(ii=1; ii<= nlstate+ndeath; ii++){ */
         dh[mi][i]=1;  /*       for(jj=1; jj<= nlstate+ndeath; jj++){ */
       else{  /*         printf("ddd %lf ",ps[ii][jj]); */
         if (s[mw[mi+1][i]][i] > nlstate) {  /*       } */
           if (agedc[i] < 2*AGESUP) {  /*       printf("\n "); */
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);  /*        } */
           if(j==0) j=1;  /* Survives at least one month after exam */  /*        printf("\n ");printf("%lf ",cov[2]); */
           k=k+1;         /*
           if (j >= jmax) jmax=j;        for(i=1; i<= npar; i++) printf("%f ",x[i]);
           if (j <= jmin) jmin=j;        goto end;*/
           sum=sum+j;      return ps;
           if (j<0) printf("j=%d num=%d ",j,i);  }
           }  
         }  /**************** Product of 2 matrices ******************/
         else{  
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));  double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
           k=k+1;  {
           if (j >= jmax) jmax=j;    /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
           else if (j <= jmin)jmin=j;       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
           sum=sum+j;    /* in, b, out are matrice of pointers which should have been initialized 
         }       before: only the contents of out is modified. The function returns
         jk= j/stepm;       a pointer to pointers identical to out */
         jl= j -jk*stepm;    long i, j, k;
         ju= j -(jk+1)*stepm;    for(i=nrl; i<= nrh; i++)
         if(jl <= -ju)      for(k=ncolol; k<=ncoloh; k++)
           dh[mi][i]=jk;        for(j=ncl,out[i][k]=0.; j<=nch; j++)
         else          out[i][k] +=in[i][j]*b[j][k];
           dh[mi][i]=jk+1;  
         if(dh[mi][i]==0)    return out;
           dh[mi][i]=1; /* At least one step */  }
       }  
     }  
   }  /************* Higher Matrix Product ***************/
   jmean=sum/k;  
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
 }  {
 /*********** Tricode ****************************/    /* Computes the transition matrix starting at age 'age' over 
 void tricode(int *Tvar, int **nbcode, int imx)       'nhstepm*hstepm*stepm' months (i.e. until
 {       age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
   int Ndum[20],ij=1, k, j, i;       nhstepm*hstepm matrices. 
   int cptcode=0;       Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
   cptcoveff=0;       (typically every 2 years instead of every month which is too big 
         for the memory).
   for (k=0; k<19; k++) Ndum[k]=0;       Model is determined by parameters x and covariates have to be 
   for (k=1; k<=7; k++) ncodemax[k]=0;       included manually here. 
   
   for (j=1; j<=(cptcovn+2*cptcovprod); j++) {       */
     for (i=1; i<=imx; i++) {  
       ij=(int)(covar[Tvar[j]][i]);    int i, j, d, h, k;
       Ndum[ij]++;    double **out, cov[NCOVMAX+1];
       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/    double **newm;
       if (ij > cptcode) cptcode=ij;  
     }    /* Hstepm could be zero and should return the unit matrix */
     for (i=1;i<=nlstate+ndeath;i++)
     for (i=0; i<=cptcode; i++) {      for (j=1;j<=nlstate+ndeath;j++){
       if(Ndum[i]!=0) ncodemax[j]++;        oldm[i][j]=(i==j ? 1.0 : 0.0);
     }        po[i][j][0]=(i==j ? 1.0 : 0.0);
     ij=1;      }
     /* Even if hstepm = 1, at least one multiplication by the unit matrix */
     for(h=1; h <=nhstepm; h++){
     for (i=1; i<=ncodemax[j]; i++) {      for(d=1; d <=hstepm; d++){
       for (k=0; k<=19; k++) {        newm=savm;
         if (Ndum[k] != 0) {        /* Covariates have to be included here again */
           nbcode[Tvar[j]][ij]=k;        cov[1]=1.;
           ij++;        cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
         }        for (k=1; k<=cptcovn;k++) 
         if (ij > ncodemax[j]) break;          cov[2+k]=nbcode[Tvar[k]][codtab[ij][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]]];
  for (k=0; k<19; k++) Ndum[k]=0;  
   
  for (i=1; i<=ncovmodel; i++) {        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
       ij=Tvar[i];        /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
       Ndum[ij]++;        out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
     }                     pmij(pmmij,cov,ncovmodel,x,nlstate));
         savm=oldm;
  ij=1;        oldm=newm;
  for (i=1; i<=10; i++) {      }
    if((Ndum[i]!=0) && (i<=ncov)){      for(i=1; i<=nlstate+ndeath; i++)
      Tvaraff[ij]=i;        for(j=1;j<=nlstate+ndeath;j++) {
      ij++;          po[i][j][h]=newm[i][j];
    }          /*if(h==nhstepm) printf("po[%d][%d][%d]=%f ",i,j,h,po[i][j][h]);*/
  }        }
        /*printf("h=%d ",h);*/
     cptcoveff=ij-1;    } /* end h */
 }  /*     printf("\n H=%d \n",h); */
     return po;
 /*********** Health Expectancies ****************/  }
   
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)  
 {  /*************** log-likelihood *************/
   /* Health expectancies */  double func( double *x)
   int i, j, nhstepm, hstepm, h;  {
   double age, agelim,hf;    int i, ii, j, k, mi, d, kk;
   double ***p3mat;    double l, ll[NLSTATEMAX+1], cov[NCOVMAX+1];
      double **out;
   fprintf(ficreseij,"# Health expectancies\n");    double sw; /* Sum of weights */
   fprintf(ficreseij,"# Age");    double lli; /* Individual log likelihood */
   for(i=1; i<=nlstate;i++)    int s1, s2;
     for(j=1; j<=nlstate;j++)    double bbh, survp;
       fprintf(ficreseij," %1d-%1d",i,j);    long ipmx;
   fprintf(ficreseij,"\n");    /*extern weight */
     /* We are differentiating ll according to initial status */
   hstepm=1*YEARM; /*  Every j years of age (in month) */    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */    /*for(i=1;i<imx;i++) 
       printf(" %d\n",s[4][i]);
   agelim=AGESUP;    */
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */    cov[1]=1.;
     /* nhstepm age range expressed in number of stepm */  
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);    for(k=1; k<=nlstate; k++) ll[k]=0.;
     /* Typically if 20 years = 20*12/6=40 stepm */  
     if (stepm >= YEARM) hstepm=1;    if(mle==1){
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     /* Computed by stepm unit matrices, product of hstepm matrices, stored        for(mi=1; mi<= wav[i]-1; mi++){
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */          for (ii=1;ii<=nlstate+ndeath;ii++)
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);              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<=nlstate;i++)            }
       for(j=1; j<=nlstate;j++)          for(d=0; d<dh[mi][i]; d++){
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){            newm=savm;
           eij[i][j][(int)age] +=p3mat[i][j][h];            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
         }            for (kk=1; kk<=cptcovage;kk++) {
                  cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
     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");          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          /* But now since version 0.9 we anticipate for bias at large stepm.
   }           * If stepm is larger than one month (smallest stepm) and if the exact delay 
 }           * (in months) between two waves is not a multiple of stepm, we rounded to 
            * the nearest (and in case of equal distance, to the lowest) interval but now
 /************ Variance ******************/           * we keep into memory the bias bh[mi][i] and also the previous matrix product
 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)           * (i.e to dh[mi][i]-1) saved in 'savm'. Then we inter(extra)polate the
 {           * probability in order to take into account the bias as a fraction of the way
   /* Variance of health expectancies */           * from savm to out if bh is negative or even beyond if bh is positive. bh varies
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/           * -stepm/2 to stepm/2 .
   double **newm;           * For stepm=1 the results are the same as for previous versions of Imach.
   double **dnewm,**doldm;           * For stepm > 1 the results are less biased than in previous versions. 
   int i, j, nhstepm, hstepm, h;           */
   int k, cptcode;          s1=s[mw[mi][i]][i];
    double *xp;          s2=s[mw[mi+1][i]][i];
   double **gp, **gm;          bbh=(double)bh[mi][i]/(double)stepm; 
   double ***gradg, ***trgradg;          /* bias bh is positive if real duration
   double ***p3mat;           * is higher than the multiple of stepm and negative otherwise.
   double age,agelim;           */
   int theta;          /* 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( s2 > nlstate){ 
    fprintf(ficresvij,"# Covariances of life expectancies\n");            /* i.e. if s2 is a death state and if the date of death is known 
   fprintf(ficresvij,"# Age");               then the contribution to the likelihood is the probability to 
   for(i=1; i<=nlstate;i++)               die between last step unit time and current  step unit time, 
     for(j=1; j<=nlstate;j++)               which is also equal to probability to die before dh 
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);               minus probability to die before dh-stepm . 
   fprintf(ficresvij,"\n");               In version up to 0.92 likelihood was computed
           as if date of death was unknown. Death was treated as any other
   xp=vector(1,npar);          health state: the date of the interview describes the actual state
   dnewm=matrix(1,nlstate,1,npar);          and not the date of a change in health state. The former idea was
   doldm=matrix(1,nlstate,1,nlstate);          to consider that at each interview the state was recorded
            (healthy, disable or death) and IMaCh was corrected; but when we
   hstepm=1*YEARM; /* Every year of age */          introduced the exact date of death then we should have modified
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */          the contribution of an exact death to the likelihood. This new
   agelim = AGESUP;          contribution is smaller and very dependent of the step unit
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */          stepm. It is no more the probability to die between last interview
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */          and month of death but the probability to survive from last
     if (stepm >= YEARM) hstepm=1;          interview up to one month before death multiplied by the
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */          probability to die within a month. Thanks to Chris
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          Jackson for correcting this bug.  Former versions increased
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);          mortality artificially. The bad side is that we add another loop
     gp=matrix(0,nhstepm,1,nlstate);          which slows down the processing. The difference can be up to 10%
     gm=matrix(0,nhstepm,1,nlstate);          lower mortality.
             */
     for(theta=1; theta <=npar; theta++){            lli=log(out[s1][s2] - savm[s1][s2]);
       for(i=1; i<=npar; i++){ /* Computes gradient */  
         xp[i] = x[i] + (i==theta ?delti[theta]:0);  
       }          } else if  (s2==-2) {
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);              for (j=1,survp=0. ; j<=nlstate; j++) 
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);              survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j];
       for(j=1; j<= nlstate; j++){            /*survp += out[s1][j]; */
         for(h=0; h<=nhstepm; h++){            lli= log(survp);
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)          }
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];          
         }          else if  (s2==-4) { 
       }            for (j=3,survp=0. ; j<=nlstate; j++)  
                  survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j];
       for(i=1; i<=npar; i++) /* Computes gradient */            lli= log(survp); 
         xp[i] = x[i] - (i==theta ?delti[theta]:0);          } 
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);    
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);          else if  (s2==-5) { 
       for(j=1; j<= nlstate; j++){            for (j=1,survp=0. ; j<=2; j++)  
         for(h=0; h<=nhstepm; h++){              survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j];
           for(i=1, gm[h][j]=0.;i<=nlstate;i++)            lli= log(survp); 
             gm[h][j] += prlim[i][i]*p3mat[i][j][h];          } 
         }          
       }          else{
       for(j=1; j<= nlstate; j++)            lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
         for(h=0; h<=nhstepm; h++){            /*  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 */
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];          } 
         }          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
     } /* End theta */          /*if(lli ==000.0)*/
           /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);          ipmx +=1;
           sw += weight[i];
     for(h=0; h<=nhstepm; h++)          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
       for(j=1; j<=nlstate;j++)        } /* end of wave */
         for(theta=1; theta <=npar; theta++)      } /* end of individual */
           trgradg[h][j][theta]=gradg[h][theta][j];    }  else if(mle==2){
       for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     for(i=1;i<=nlstate;i++)        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
       for(j=1;j<=nlstate;j++)        for(mi=1; mi<= wav[i]-1; mi++){
         vareij[i][j][(int)age] =0.;          for (ii=1;ii<=nlstate+ndeath;ii++)
     for(h=0;h<=nhstepm;h++){            for (j=1;j<=nlstate+ndeath;j++){
       for(k=0;k<=nhstepm;k++){              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);              savm[ii][j]=(ii==j ? 1.0 : 0.0);
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);            }
         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] += doldm[i][j];            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
       }            for (kk=1; kk<=cptcovage;kk++) {
     }              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
     h=1;            }
     if (stepm >= YEARM) h=stepm/YEARM;            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     fprintf(ficresvij,"%.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(ficresvij," %.4f", h*vareij[i][j][(int)age]);          } /* end mult */
       }        
     fprintf(ficresvij,"\n");          s1=s[mw[mi][i]][i];
     free_matrix(gp,0,nhstepm,1,nlstate);          s2=s[mw[mi+1][i]][i];
     free_matrix(gm,0,nhstepm,1,nlstate);          bbh=(double)bh[mi][i]/(double)stepm; 
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);          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(trgradg,0,nhstepm,1,nlstate,1,npar);          ipmx +=1;
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          sw += weight[i];
   } /* End age */          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
          } /* end of wave */
   free_vector(xp,1,npar);      } /* end of individual */
   free_matrix(doldm,1,nlstate,1,npar);    }  else if(mle==3){  /* exponential inter-extrapolation */
   free_matrix(dnewm,1,nlstate,1,nlstate);      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
         for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 }        for(mi=1; mi<= wav[i]-1; mi++){
           for (ii=1;ii<=nlstate+ndeath;ii++)
 /************ Variance of prevlim ******************/            for (j=1;j<=nlstate+ndeath;j++){
 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)              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
 {              savm[ii][j]=(ii==j ? 1.0 : 0.0);
   /* Variance of prevalence limit */            }
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/          for(d=0; d<dh[mi][i]; d++){
   double **newm;            newm=savm;
   double **dnewm,**doldm;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   int i, j, nhstepm, hstepm;            for (kk=1; kk<=cptcovage;kk++) {
   int k, cptcode;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   double *xp;            }
   double *gp, *gm;            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   double **gradg, **trgradg;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   double age,agelim;            savm=oldm;
   int theta;            oldm=newm;
              } /* end mult */
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");        
   fprintf(ficresvpl,"# Age");          s1=s[mw[mi][i]][i];
   for(i=1; i<=nlstate;i++)          s2=s[mw[mi+1][i]][i];
       fprintf(ficresvpl," %1d-%1d",i,i);          bbh=(double)bh[mi][i]/(double)stepm; 
   fprintf(ficresvpl,"\n");          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;
   xp=vector(1,npar);          sw += weight[i];
   dnewm=matrix(1,nlstate,1,npar);          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   doldm=matrix(1,nlstate,1,nlstate);        } /* end of wave */
        } /* end of individual */
   hstepm=1*YEARM; /* Every year of age */    }else if (mle==4){  /* ml=4 no inter-extrapolation */
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   agelim = AGESUP;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */        for(mi=1; mi<= wav[i]-1; mi++){
     nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */          for (ii=1;ii<=nlstate+ndeath;ii++)
     if (stepm >= YEARM) hstepm=1;            for (j=1;j<=nlstate+ndeath;j++){
     nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     gradg=matrix(1,npar,1,nlstate);              savm[ii][j]=(ii==j ? 1.0 : 0.0);
     gp=vector(1,nlstate);            }
     gm=vector(1,nlstate);          for(d=0; d<dh[mi][i]; d++){
             newm=savm;
     for(theta=1; theta <=npar; theta++){            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
       for(i=1; i<=npar; i++){ /* Computes gradient */            for (kk=1; kk<=cptcovage;kk++) {
         xp[i] = x[i] + (i==theta ?delti[theta]:0);              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
       }            }
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);          
       for(i=1;i<=nlstate;i++)            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
         gp[i] = prlim[i][i];                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
                savm=oldm;
       for(i=1; i<=npar; i++) /* Computes gradient */            oldm=newm;
         xp[i] = x[i] - (i==theta ?delti[theta]:0);          } /* end mult */
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);        
       for(i=1;i<=nlstate;i++)          s1=s[mw[mi][i]][i];
         gm[i] = prlim[i][i];          s2=s[mw[mi+1][i]][i];
           if( s2 > nlstate){ 
       for(i=1;i<=nlstate;i++)            lli=log(out[s1][s2] - savm[s1][s2]);
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];          }else{
     } /* End theta */            lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
           }
     trgradg =matrix(1,nlstate,1,npar);          ipmx +=1;
           sw += weight[i];
     for(j=1; j<=nlstate;j++)          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
       for(theta=1; theta <=npar; theta++)  /*      printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */
         trgradg[j][theta]=gradg[theta][j];        } /* end of wave */
       } /* end of individual */
     for(i=1;i<=nlstate;i++)    }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
       varpl[i][(int)age] =0.;      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);        for(mi=1; mi<= wav[i]-1; mi++){
     for(i=1;i<=nlstate;i++)          for (ii=1;ii<=nlstate+ndeath;ii++)
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */            for (j=1;j<=nlstate+ndeath;j++){
               oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     fprintf(ficresvpl,"%.0f ",age );              savm[ii][j]=(ii==j ? 1.0 : 0.0);
     for(i=1; i<=nlstate;i++)            }
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));          for(d=0; d<dh[mi][i]; d++){
     fprintf(ficresvpl,"\n");            newm=savm;
     free_vector(gp,1,nlstate);            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     free_vector(gm,1,nlstate);            for (kk=1; kk<=cptcovage;kk++) {
     free_matrix(gradg,1,npar,1,nlstate);              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
     free_matrix(trgradg,1,nlstate,1,npar);            }
   } /* End age */          
             out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   free_vector(xp,1,npar);                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
   free_matrix(doldm,1,nlstate,1,npar);            savm=oldm;
   free_matrix(dnewm,1,nlstate,1,nlstate);            oldm=newm;
           } /* end mult */
 }        
           s1=s[mw[mi][i]][i];
           s2=s[mw[mi+1][i]][i];
           lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
 /***********************************************/          ipmx +=1;
 /**************** Main Program *****************/          sw += weight[i];
 /***********************************************/          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
           /*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]);*/
 /*int main(int argc, char *argv[])*/        } /* end of wave */
 int main()      } /* end of individual */
 {    } /* End of if */
     for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
   int i,j, k, n=MAXN,iter,m,size,cptcode, cptcod;    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
   double agedeb, agefin,hf;    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
   double agemin=1.e20, agemax=-1.e20;    return -l;
   }
   double fret;  
   double **xi,tmp,delta;  /*************** log-likelihood *************/
   double funcone( double *x)
   double dum; /* Dummy variable */  {
   double ***p3mat;    /* Same as likeli but slower because of a lot of printf and if */
   int *indx;    int i, ii, j, k, mi, d, kk;
   char line[MAXLINE], linepar[MAXLINE];    double l, ll[NLSTATEMAX+1], cov[NCOVMAX+1];
   char title[MAXLINE];    double **out;
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];    double lli; /* Individual log likelihood */
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH];    double llt;
   char filerest[FILENAMELENGTH];    int s1, s2;
   char fileregp[FILENAMELENGTH];    double bbh, survp;
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];    /*extern weight */
   int firstobs=1, lastobs=10;    /* We are differentiating ll according to initial status */
   int sdeb, sfin; /* Status at beginning and end */    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
   int c,  h , cpt,l;    /*for(i=1;i<imx;i++) 
   int ju,jl, mi;      printf(" %d\n",s[4][i]);
   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;    */
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;    cov[1]=1.;
    
   int hstepm, nhstepm;    for(k=1; k<=nlstate; k++) ll[k]=0.;
   double bage, fage, age, agelim, agebase;  
   double ftolpl=FTOL;    for (i=1,ipmx=0, sw=0.; i<=imx; i++){
   double **prlim;      for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   double *severity;      for(mi=1; mi<= wav[i]-1; mi++){
   double ***param; /* Matrix of parameters */        for (ii=1;ii<=nlstate+ndeath;ii++)
   double  *p;          for (j=1;j<=nlstate+ndeath;j++){
   double **matcov; /* Matrix of covariance */            oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   double ***delti3; /* Scale */            savm[ii][j]=(ii==j ? 1.0 : 0.0);
   double *delti; /* Scale */          }
   double ***eij, ***vareij;        for(d=0; d<dh[mi][i]; d++){
   double **varpl; /* Variances of prevalence limits by age */          newm=savm;
   double *epj, vepp;          cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
   char version[80]="Imach version 64b, May 2001, INED-EUROREVES ";          for (kk=1; kk<=cptcovage;kk++) {
   char *alph[]={"a","a","b","c","d","e"}, str[4];            cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
           }
   char z[1]="c", occ;          out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
 #include <sys/time.h>                       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
 #include <time.h>          savm=oldm;
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];          oldm=newm;
   /* long total_usecs;        } /* end mult */
   struct timeval start_time, end_time;        
          s1=s[mw[mi][i]][i];
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */        s2=s[mw[mi+1][i]][i];
         bbh=(double)bh[mi][i]/(double)stepm; 
         /* bias is positive if real duration
   printf("\nIMACH, Version 0.64b");         * is higher than the multiple of stepm and negative otherwise.
   printf("\nEnter the parameter file name: ");         */
         if( s2 > nlstate && (mle <5) ){  /* Jackson */
 #ifdef windows          lli=log(out[s1][s2] - savm[s1][s2]);
   scanf("%s",pathtot);        } else if  (s2==-2) {
   getcwd(pathcd, size);          for (j=1,survp=0. ; j<=nlstate; j++) 
   /*cygwin_split_path(pathtot,path,optionfile);            survp += (1.+bbh)*out[s1][j]- bbh*savm[s1][j];
     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/          lli= log(survp);
   /* cutv(path,optionfile,pathtot,'\\');*/        }else if (mle==1){
           lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
 split(pathtot, path,optionfile);        } else if(mle==2){
   chdir(path);          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 */
   replace(pathc,path);        } else if(mle==3){  /* exponential inter-extrapolation */
 #endif          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 */
 #ifdef unix        } else if (mle==4){  /* mle=4 no inter-extrapolation */
   scanf("%s",optionfile);          lli=log(out[s1][s2]); /* Original formula */
 #endif        } else{  /* ml>=5 no inter-extrapolation no jackson =0.8a */
           lli=log(out[s1][s2]); /* Original formula */
 /*-------- arguments in the command line --------*/        } /* End of if */
         ipmx +=1;
   strcpy(fileres,"r");        sw += weight[i];
   strcat(fileres, optionfile);        ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         /*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]); */
   /*---------arguments file --------*/        if(globpr){
           fprintf(ficresilk,"%9d %6d %2d %2d %1d %1d %3d %11.6f %8.4f\
   if((ficpar=fopen(optionfile,"r"))==NULL)    {   %11.6f %11.6f %11.6f ", \
     printf("Problem with optionfile %s\n",optionfile);                  num[i],i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],
     goto end;                  2*weight[i]*lli,out[s1][s2],savm[s1][s2]);
   }          for(k=1,llt=0.,l=0.; k<=nlstate; k++){
             llt +=ll[k]*gipmx/gsw;
   strcpy(filereso,"o");            fprintf(ficresilk," %10.6f",-ll[k]*gipmx/gsw);
   strcat(filereso,fileres);          }
   if((ficparo=fopen(filereso,"w"))==NULL) {          fprintf(ficresilk," %10.6f\n", -llt);
     printf("Problem with Output resultfile: %s\n", filereso);goto end;        }
   }      } /* end of wave */
     } /* end of individual */
   /* Reads comments: lines beginning with '#' */    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
   while((c=getc(ficpar))=='#' && c!= EOF){    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
     ungetc(c,ficpar);    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
     fgets(line, MAXLINE, ficpar);    if(globpr==0){ /* First time we count the contributions and weights */
     puts(line);      gipmx=ipmx;
     fputs(line,ficparo);      gsw=sw;
   }    }
   ungetc(c,ficpar);    return -l;
   }
   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);  /*************** function likelione ***********/
   void likelione(FILE *ficres,double p[], int npar, int nlstate, int *globpri, long *ipmx, double *sw, double *fretone, double (*funcone)(double []))
   covar=matrix(0,NCOVMAX,1,n);  {
   cptcovn=0;    /* This routine should help understanding what is done with 
   if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;       the selection of individuals/waves and
        to check the exact contribution to the likelihood.
   ncovmodel=2+cptcovn;       Plotting could be done.
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */     */
      int k;
   /* Read guess parameters */  
   /* Reads comments: lines beginning with '#' */    if(*globpri !=0){ /* Just counts and sums, no printings */
   while((c=getc(ficpar))=='#' && c!= EOF){      strcpy(fileresilk,"ilk"); 
     ungetc(c,ficpar);      strcat(fileresilk,fileres);
     fgets(line, MAXLINE, ficpar);      if((ficresilk=fopen(fileresilk,"w"))==NULL) {
     puts(line);        printf("Problem with resultfile: %s\n", fileresilk);
     fputs(line,ficparo);        fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
   }      }
   ungetc(c,ficpar);      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");
        fprintf(ficresilk, "#num_i i s1 s2 mi mw dh likeli weight 2wlli out sav ");
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);      /*  i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],2*weight[i]*lli,out[s1][s2],savm[s1][s2]); */
     for(i=1; i <=nlstate; i++)      for(k=1; k<=nlstate; k++) 
     for(j=1; j <=nlstate+ndeath-1; j++){        fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k);
       fscanf(ficpar,"%1d%1d",&i1,&j1);      fprintf(ficresilk," -2*gipw/gsw*weight*ll(total)\n");
       fprintf(ficparo,"%1d%1d",i1,j1);    }
       printf("%1d%1d",i,j);  
       for(k=1; k<=ncovmodel;k++){    *fretone=(*funcone)(p);
         fscanf(ficpar," %lf",&param[i][j][k]);    if(*globpri !=0){
         printf(" %lf",param[i][j][k]);      fclose(ficresilk);
         fprintf(ficparo," %lf",param[i][j][k]);      fprintf(fichtm,"\n<br>File of contributions to the likelihood: <a href=\"%s\">%s</a><br>\n",subdirf(fileresilk),subdirf(fileresilk));
       }      fflush(fichtm); 
       fscanf(ficpar,"\n");    } 
       printf("\n");    return;
       fprintf(ficparo,"\n");  }
     }  
    
   npar= (nlstate+ndeath-1)*nlstate*ncovmodel;  /*********** Maximum Likelihood Estimation ***************/
   p=param[1][1];  
    void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
   /* Reads comments: lines beginning with '#' */  {
   while((c=getc(ficpar))=='#' && c!= EOF){    int i,j, iter;
     ungetc(c,ficpar);    double **xi;
     fgets(line, MAXLINE, ficpar);    double fret;
     puts(line);    double fretone; /* Only one call to likelihood */
     fputs(line,ficparo);    /*  char filerespow[FILENAMELENGTH];*/
   }    xi=matrix(1,npar,1,npar);
   ungetc(c,ficpar);    for (i=1;i<=npar;i++)
       for (j=1;j<=npar;j++)
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);        xi[i][j]=(i==j ? 1.0 : 0.0);
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */    printf("Powell\n");  fprintf(ficlog,"Powell\n");
   for(i=1; i <=nlstate; i++){    strcpy(filerespow,"pow"); 
     for(j=1; j <=nlstate+ndeath-1; j++){    strcat(filerespow,fileres);
       fscanf(ficpar,"%1d%1d",&i1,&j1);    if((ficrespow=fopen(filerespow,"w"))==NULL) {
       printf("%1d%1d",i,j);      printf("Problem with resultfile: %s\n", filerespow);
       fprintf(ficparo,"%1d%1d",i1,j1);      fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
       for(k=1; k<=ncovmodel;k++){    }
         fscanf(ficpar,"%le",&delti3[i][j][k]);    fprintf(ficrespow,"# Powell\n# iter -2*LL");
         printf(" %le",delti3[i][j][k]);    for (i=1;i<=nlstate;i++)
         fprintf(ficparo," %le",delti3[i][j][k]);      for(j=1;j<=nlstate+ndeath;j++)
       }        if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
       fscanf(ficpar,"\n");    fprintf(ficrespow,"\n");
       printf("\n");  
       fprintf(ficparo,"\n");    powell(p,xi,npar,ftol,&iter,&fret,func);
     }  
   }    free_matrix(xi,1,npar,1,npar);
   delti=delti3[1][1];    fclose(ficrespow);
      printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
   /* Reads comments: lines beginning with '#' */    fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
   while((c=getc(ficpar))=='#' && c!= EOF){    fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
     ungetc(c,ficpar);  
     fgets(line, MAXLINE, ficpar);  }
     puts(line);  
     fputs(line,ficparo);  /**** Computes Hessian and covariance matrix ***/
   }  void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
   ungetc(c,ficpar);  {
      double  **a,**y,*x,pd;
   matcov=matrix(1,npar,1,npar);    double **hess;
   for(i=1; i <=npar; i++){    int i, j,jk;
     fscanf(ficpar,"%s",&str);    int *indx;
     printf("%s",str);  
     fprintf(ficparo,"%s",str);    double hessii(double p[], double delta, int theta, double delti[],double (*func)(double []),int npar);
     for(j=1; j <=i; j++){    double hessij(double p[], double delti[], int i, int j,double (*func)(double []),int npar);
       fscanf(ficpar," %le",&matcov[i][j]);    void lubksb(double **a, int npar, int *indx, double b[]) ;
       printf(" %.5le",matcov[i][j]);    void ludcmp(double **a, int npar, int *indx, double *d) ;
       fprintf(ficparo," %.5le",matcov[i][j]);    double gompertz(double p[]);
     }    hess=matrix(1,npar,1,npar);
     fscanf(ficpar,"\n");  
     printf("\n");    printf("\nCalculation of the hessian matrix. Wait...\n");
     fprintf(ficparo,"\n");    fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
   }    for (i=1;i<=npar;i++){
   for(i=1; i <=npar; i++)      printf("%d",i);fflush(stdout);
     for(j=i+1;j<=npar;j++)      fprintf(ficlog,"%d",i);fflush(ficlog);
       matcov[i][j]=matcov[j][i];     
           hess[i][i]=hessii(p,ftolhess,i,delti,func,npar);
   printf("\n");      
       /*  printf(" %f ",p[i]);
           printf(" %lf %lf %lf",hess[i][i],ftolhess,delti[i]);*/
     /*-------- data file ----------*/    }
     if((ficres =fopen(fileres,"w"))==NULL) {    
       printf("Problem with resultfile: %s\n", fileres);goto end;    for (i=1;i<=npar;i++) {
     }      for (j=1;j<=npar;j++)  {
     fprintf(ficres,"#%s\n",version);        if (j>i) { 
              printf(".%d%d",i,j);fflush(stdout);
     if((fic=fopen(datafile,"r"))==NULL)    {          fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
       printf("Problem with datafile: %s\n", datafile);goto end;          hess[i][j]=hessij(p,delti,i,j,func,npar);
     }          
           hess[j][i]=hess[i][j];    
     n= lastobs;          /*printf(" %lf ",hess[i][j]);*/
     severity = vector(1,maxwav);        }
     outcome=imatrix(1,maxwav+1,1,n);      }
     num=ivector(1,n);    }
     moisnais=vector(1,n);    printf("\n");
     annais=vector(1,n);    fprintf(ficlog,"\n");
     moisdc=vector(1,n);  
     andc=vector(1,n);    printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
     agedc=vector(1,n);    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
     cod=ivector(1,n);    
     weight=vector(1,n);    a=matrix(1,npar,1,npar);
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */    y=matrix(1,npar,1,npar);
     mint=matrix(1,maxwav,1,n);    x=vector(1,npar);
     anint=matrix(1,maxwav,1,n);    indx=ivector(1,npar);
     s=imatrix(1,maxwav+1,1,n);    for (i=1;i<=npar;i++)
     adl=imatrix(1,maxwav+1,1,n);          for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
     tab=ivector(1,NCOVMAX);    ludcmp(a,npar,indx,&pd);
     ncodemax=ivector(1,8);  
     for (j=1;j<=npar;j++) {
     i=1;      for (i=1;i<=npar;i++) x[i]=0;
     while (fgets(line, MAXLINE, fic) != NULL)    {      x[j]=1;
       if ((i >= firstobs) && (i <=lastobs)) {      lubksb(a,npar,indx,x);
              for (i=1;i<=npar;i++){ 
         for (j=maxwav;j>=1;j--){        matcov[i][j]=x[i];
           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);    printf("\n#Hessian matrix#\n");
         }    fprintf(ficlog,"\n#Hessian matrix#\n");
            for (i=1;i<=npar;i++) { 
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);      for (j=1;j<=npar;j++) { 
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);        printf("%.3e ",hess[i][j]);
         fprintf(ficlog,"%.3e ",hess[i][j]);
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);      }
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);      printf("\n");
       fprintf(ficlog,"\n");
         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);    /* Recompute Inverse */
         }    for (i=1;i<=npar;i++)
         num[i]=atol(stra);      for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
     ludcmp(a,npar,indx,&pd);
         /*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]));*/  
     /*  printf("\n#Hessian matrix recomputed#\n");
         i=i+1;  
       }    for (j=1;j<=npar;j++) {
     }      for (i=1;i<=npar;i++) x[i]=0;
       x[j]=1;
     /*scanf("%d",i);*/      lubksb(a,npar,indx,x);
   imx=i-1; /* Number of individuals */      for (i=1;i<=npar;i++){ 
         y[i][j]=x[i];
   /* Calculation of the number of parameter from char model*/        printf("%.3e ",y[i][j]);
   Tvar=ivector(1,15);        fprintf(ficlog,"%.3e ",y[i][j]);
   Tprod=ivector(1,15);      }
   Tvaraff=ivector(1,15);      printf("\n");
   Tvard=imatrix(1,15,1,2);      fprintf(ficlog,"\n");
   Tage=ivector(1,15);          }
        */
   if (strlen(model) >1){  
     j=0, j1=0, k1=1, k2=1;    free_matrix(a,1,npar,1,npar);
     j=nbocc(model,'+');    free_matrix(y,1,npar,1,npar);
     j1=nbocc(model,'*');    free_vector(x,1,npar);
     cptcovn=j+1;    free_ivector(indx,1,npar);
     cptcovprod=j1;    free_matrix(hess,1,npar,1,npar);
      
      
     strcpy(modelsav,model);  }
     if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){  
       printf("Error. Non available option model=%s ",model);  /*************** hessian matrix ****************/
       goto end;  double hessii(double x[], double delta, int theta, double delti[], double (*func)(double []), int npar)
     }  {
        int i;
     for(i=(j+1); i>=1;i--){    int l=1, lmax=20;
       cutv(stra,strb,modelsav,'+');    double k1,k2;
       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav);    double p2[MAXPARM+1]; /* identical to x */
       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/    double res;
       /*scanf("%d",i);*/    double delt=0.0001, delts, nkhi=10.,nkhif=1., khi=1.e-4;
       if (strchr(strb,'*')) {    double fx;
         cutv(strd,strc,strb,'*');    int k=0,kmax=10;
         if (strcmp(strc,"age")==0) {    double l1;
           cptcovprod--;  
           cutv(strb,stre,strd,'V');    fx=func(x);
           Tvar[i]=atoi(stre);    for (i=1;i<=npar;i++) p2[i]=x[i];
           cptcovage++;    for(l=0 ; l <=lmax; l++){
             Tage[cptcovage]=i;      l1=pow(10,l);
             /*printf("stre=%s ", stre);*/      delts=delt;
         }      for(k=1 ; k <kmax; k=k+1){
         else if (strcmp(strd,"age")==0) {        delt = delta*(l1*k);
           cptcovprod--;        p2[theta]=x[theta] +delt;
           cutv(strb,stre,strc,'V');        k1=func(p2)-fx;
           Tvar[i]=atoi(stre);        p2[theta]=x[theta]-delt;
           cptcovage++;        k2=func(p2)-fx;
           Tage[cptcovage]=i;        /*res= (k1-2.0*fx+k2)/delt/delt; */
         }        res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
         else {        
           cutv(strb,stre,strc,'V');  #ifdef DEBUGHESS
           Tvar[i]=ncov+k1;        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);
           cutv(strb,strc,strd,'V');        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);
           Tprod[k1]=i;  #endif
           Tvard[k1][1]=atoi(strc);        /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
           Tvard[k1][2]=atoi(stre);        if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
           Tvar[cptcovn+k2]=Tvard[k1][1];          k=kmax;
           Tvar[cptcovn+k2+1]=Tvard[k1][2];        }
           for (k=1; k<=lastobs;k++)        else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
             covar[ncov+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];          k=kmax; l=lmax*10.;
           k1++;        }
           k2=k2+2;        else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
         }          delts=delt;
       }        }
       else {      }
         /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/    }
        /*  scanf("%d",i);*/    delti[theta]=delts;
       cutv(strd,strc,strb,'V');    return res; 
       Tvar[i]=atoi(strc);    
       }  }
       strcpy(modelsav,stra);    
       /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);  double hessij( double x[], double delti[], int thetai,int thetaj,double (*func)(double []),int npar)
         scanf("%d",i);*/  {
     }    int i;
 }    int l=1, l1, lmax=20;
      double k1,k2,k3,k4,res,fx;
   /*printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);    double p2[MAXPARM+1];
   printf("cptcovprod=%d ", cptcovprod);    int k;
   scanf("%d ",i);*/  
     fclose(fic);    fx=func(x);
     for (k=1; k<=2; k++) {
     /*  if(mle==1){*/      for (i=1;i<=npar;i++) p2[i]=x[i];
     if (weightopt != 1) { /* Maximisation without weights*/      p2[thetai]=x[thetai]+delti[thetai]/k;
       for(i=1;i<=n;i++) weight[i]=1.0;      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
     }      k1=func(p2)-fx;
     /*-calculation of age at interview from date of interview and age at death -*/    
     agev=matrix(1,maxwav,1,imx);      p2[thetai]=x[thetai]+delti[thetai]/k;
          p2[thetaj]=x[thetaj]-delti[thetaj]/k;
     for (i=1; i<=imx; i++)  {      k2=func(p2)-fx;
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);    
       for(m=1; (m<= maxwav); m++){      p2[thetai]=x[thetai]-delti[thetai]/k;
         if(s[m][i] >0){      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
           if (s[m][i] == nlstate+1) {      k3=func(p2)-fx;
             if(agedc[i]>0)    
               if(moisdc[i]!=99 && andc[i]!=9999)      p2[thetai]=x[thetai]-delti[thetai]/k;
               agev[m][i]=agedc[i];      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
             else {      k4=func(p2)-fx;
               if (andc[i]!=9999){      res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
               printf("Warning negative age at death: %d line:%d\n",num[i],i);  #ifdef DEBUG
               agev[m][i]=-1;      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);
               }      fprintf(ficlog,"%d %d k=%d, k1=%.12e k2=%.12e k3=%.12e k4=%.12e delti/k=%.12e deltj/k=%.12e, xi-de/k=%.12e xj-de/k=%.12e  res=%.12e k1234=%.12e,k1-2=%.12e,k3-4=%.12e\n",thetai,thetaj,k,k1,k2,k3,k4,delti[thetai]/k,delti[thetaj]/k,x[thetai]-delti[thetai]/k,x[thetaj]-delti[thetaj]/k, res,k1-k2-k3+k4,k1-k2,k3-k4);
             }  #endif
           }    }
           else if(s[m][i] !=9){ /* Should no more exist */    return res;
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);  }
             if(mint[m][i]==99 || anint[m][i]==9999)  
               agev[m][i]=1;  /************** Inverse of matrix **************/
             else if(agev[m][i] <agemin){  void ludcmp(double **a, int n, int *indx, double *d) 
               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);*/    int i,imax,j,k; 
             }    double big,dum,sum,temp; 
             else if(agev[m][i] >agemax){    double *vv; 
               agemax=agev[m][i];   
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/    vv=vector(1,n); 
             }    *d=1.0; 
             /*agev[m][i]=anint[m][i]-annais[i];*/    for (i=1;i<=n;i++) { 
             /*   agev[m][i] = age[i]+2*m;*/      big=0.0; 
           }      for (j=1;j<=n;j++) 
           else { /* =9 */        if ((temp=fabs(a[i][j])) > big) big=temp; 
             agev[m][i]=1;      if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
             s[m][i]=-1;      vv[i]=1.0/big; 
           }    } 
         }    for (j=1;j<=n;j++) { 
         else /*= 0 Unknown */      for (i=1;i<j;i++) { 
           agev[m][i]=1;        sum=a[i][j]; 
       }        for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
            a[i][j]=sum; 
     }      } 
     for (i=1; i<=imx; i++)  {      big=0.0; 
       for(m=1; (m<= maxwav); m++){      for (i=j;i<=n;i++) { 
         if (s[m][i] > (nlstate+ndeath)) {        sum=a[i][j]; 
           printf("Error: Wrong value in nlstate or ndeath\n");          for (k=1;k<j;k++) 
           goto end;          sum -= a[i][k]*a[k][j]; 
         }        a[i][j]=sum; 
       }        if ( (dum=vv[i]*fabs(sum)) >= big) { 
     }          big=dum; 
           imax=i; 
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);        } 
       } 
     free_vector(severity,1,maxwav);      if (j != imax) { 
     free_imatrix(outcome,1,maxwav+1,1,n);        for (k=1;k<=n;k++) { 
     free_vector(moisnais,1,n);          dum=a[imax][k]; 
     free_vector(annais,1,n);          a[imax][k]=a[j][k]; 
     free_matrix(mint,1,maxwav,1,n);          a[j][k]=dum; 
     free_matrix(anint,1,maxwav,1,n);        } 
     free_vector(moisdc,1,n);        *d = -(*d); 
     free_vector(andc,1,n);        vv[imax]=vv[j]; 
       } 
          indx[j]=imax; 
     wav=ivector(1,imx);      if (a[j][j] == 0.0) a[j][j]=TINY; 
     dh=imatrix(1,lastpass-firstpass+1,1,imx);      if (j != n) { 
     mw=imatrix(1,lastpass-firstpass+1,1,imx);        dum=1.0/(a[j][j]); 
            for (i=j+1;i<=n;i++) a[i][j] *= dum; 
     /* Concatenates waves */      } 
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);    } 
     free_vector(vv,1,n);  /* Doesn't work */
   ;
       Tcode=ivector(1,100);  } 
       nbcode=imatrix(0,NCOVMAX,0,NCOVMAX);  
       ncodemax[1]=1;  void lubksb(double **a, int n, int *indx, double b[]) 
       if (cptcovn > 0) tricode(Tvar,nbcode,imx);  { 
          int i,ii=0,ip,j; 
    codtab=imatrix(1,100,1,10);    double sum; 
    h=0;   
    m=pow(2,cptcoveff);    for (i=1;i<=n;i++) { 
        ip=indx[i]; 
    for(k=1;k<=cptcoveff; k++){      sum=b[ip]; 
      for(i=1; i <=(m/pow(2,k));i++){      b[ip]=b[i]; 
        for(j=1; j <= ncodemax[k]; j++){      if (ii) 
          for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){        for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
            h++;      else if (sum) ii=i; 
            if (h>m) h=1;codtab[h][k]=j;      b[i]=sum; 
          }    } 
        }    for (i=n;i>=1;i--) { 
      }      sum=b[i]; 
    }      for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
       b[i]=sum/a[i][i]; 
     } 
    /*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);  void pstamp(FILE *fichier)
      }  {
      printf("\n");    fprintf(fichier,"# %s.%s\n#%s\n#%s\n# %s", optionfilefiname,optionfilext,version,fullversion,strstart);
    }  }
    scanf("%d",i);*/  
      /************ Frequencies ********************/
    /* Calculates basic frequencies. Computes observed prevalence at single age  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[])
        and prints on file fileres'p'. */  {  /* Some frequencies */
   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax);    
     int i, m, jk, k1,i1, j1, bool, z1,j;
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    int first;
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    double ***freq; /* Frequencies */
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    double *pp, **prop;
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    double pos,posprop, k2, dateintsum=0,k2cpt=0;
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */    char fileresp[FILENAMELENGTH];
        
     /* For Powell, parameters are in a vector p[] starting at p[1]    pp=vector(1,nlstate);
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */    prop=matrix(1,nlstate,iagemin,iagemax+3);
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */    strcpy(fileresp,"p");
     strcat(fileresp,fileres);
     if(mle==1){    if((ficresp=fopen(fileresp,"w"))==NULL) {
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);      printf("Problem with prevalence resultfile: %s\n", fileresp);
     }      fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
          exit(0);
     /*--------- results files --------------*/    }
     fprintf(ficres,"\ntitle=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncov=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncov, nlstate, ndeath, maxwav, mle,weightopt,model);    freq= ma3x(-5,nlstate+ndeath,-5,nlstate+ndeath,iagemin,iagemax+3);
        j1=0;
    jk=1;    
    fprintf(ficres,"# Parameters\n");    j=cptcoveff;
    printf("# Parameters\n");    if (cptcovn<1) {j=1;ncodemax[1]=1;}
    for(i=1,jk=1; i <=nlstate; i++){  
      for(k=1; k <=(nlstate+ndeath); k++){    first=1;
        if (k != i)  
          {    for(k1=1; k1<=j;k1++){
            printf("%d%d ",i,k);      for(i1=1; i1<=ncodemax[k1];i1++){
            fprintf(ficres,"%1d%1d ",i,k);        j1++;
            for(j=1; j <=ncovmodel; j++){        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
              printf("%f ",p[jk]);          scanf("%d", i);*/
              fprintf(ficres,"%f ",p[jk]);        for (i=-5; i<=nlstate+ndeath; i++)  
              jk++;          for (jk=-5; jk<=nlstate+ndeath; jk++)  
            }            for(m=iagemin; m <= iagemax+3; m++)
            printf("\n");              freq[i][jk][m]=0;
            fprintf(ficres,"\n");  
          }      for (i=1; i<=nlstate; i++)  
      }        for(m=iagemin; m <= iagemax+3; m++)
    }          prop[i][m]=0;
  if(mle==1){        
     /* Computing hessian and covariance matrix */        dateintsum=0;
     ftolhess=ftol; /* Usually correct */        k2cpt=0;
     hesscov(matcov, p, npar, delti, ftolhess, func);        for (i=1; i<=imx; i++) {
  }          bool=1;
     fprintf(ficres,"# Scales\n");          if  (cptcovn>0) {
     printf("# Scales\n");            for (z1=1; z1<=cptcoveff; z1++) 
      for(i=1,jk=1; i <=nlstate; i++){              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
       for(j=1; j <=nlstate+ndeath; j++){                bool=0;
         if (j!=i) {          }
           fprintf(ficres,"%1d%1d",i,j);          if (bool==1){
           printf("%1d%1d",i,j);            for(m=firstpass; m<=lastpass; m++){
           for(k=1; k<=ncovmodel;k++){              k2=anint[m][i]+(mint[m][i]/12.);
             printf(" %.5e",delti[jk]);              /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
             fprintf(ficres," %.5e",delti[jk]);                if(agev[m][i]==0) agev[m][i]=iagemax+1;
             jk++;                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];
           printf("\n");                if (m<lastpass) {
           fprintf(ficres,"\n");                  freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];
         }                  freq[s[m][i]][s[m+1][i]][iagemax+3] += weight[i];
       }                }
       }                
                    if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
     k=1;                  dateintsum=dateintsum+k2;
     fprintf(ficres,"# Covariance\n");                  k2cpt++;
     printf("# Covariance\n");                }
     for(i=1;i<=npar;i++){                /*}*/
       /*  if (k>nlstate) k=1;            }
       i1=(i-1)/(ncovmodel*nlstate)+1;          }
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);        }
       printf("%s%d%d",alph[k],i1,tab[i]);*/         
       fprintf(ficres,"%3d",i);        /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
       printf("%3d",i);        pstamp(ficresp);
       for(j=1; j<=i;j++){        if  (cptcovn>0) {
         fprintf(ficres," %.5e",matcov[i][j]);          fprintf(ficresp, "\n#********** Variable "); 
         printf(" %.5e",matcov[i][j]);          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
       }          fprintf(ficresp, "**********\n#");
       fprintf(ficres,"\n");        }
       printf("\n");        for(i=1; i<=nlstate;i++) 
       k++;          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
     }        fprintf(ficresp, "\n");
            
     while((c=getc(ficpar))=='#' && c!= EOF){        for(i=iagemin; i <= iagemax+3; i++){
       ungetc(c,ficpar);          if(i==iagemax+3){
       fgets(line, MAXLINE, ficpar);            fprintf(ficlog,"Total");
       puts(line);          }else{
       fputs(line,ficparo);            if(first==1){
     }              first=0;
     ungetc(c,ficpar);              printf("See log file for details...\n");
              }
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);            fprintf(ficlog,"Age %d", i);
              }
     if (fage <= 2) {          for(jk=1; jk <=nlstate ; jk++){
       bage = agemin;            for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
       fage = agemax;              pp[jk] += freq[jk][m][i]; 
     }          }
           for(jk=1; jk <=nlstate ; jk++){
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");            for(m=-1, pos=0; m <=0 ; m++)
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);              pos += freq[jk][m][i];
             if(pp[jk]>=1.e-10){
                  if(first==1){
 /*------------ gnuplot -------------*/                printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
 chdir(pathcd);              }
   if((ficgp=fopen("graph.plt","w"))==NULL) {              fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
     printf("Problem with file graph.gp");goto end;            }else{
   }              if(first==1)
 #ifdef windows                printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
   fprintf(ficgp,"cd \"%s\" \n",pathc);              fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
 #endif            }
 m=pow(2,cptcoveff);          }
    
  /* 1eme*/          for(jk=1; jk <=nlstate ; jk++){
   for (cpt=1; cpt<= nlstate ; cpt ++) {            for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
    for (k1=1; k1<= m ; k1 ++) {              pp[jk] += freq[jk][m][i];
           }       
 #ifdef windows          for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
     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);            pos += pp[jk];
 #endif            posprop += prop[jk][i];
 #ifdef unix          }
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);          for(jk=1; jk <=nlstate ; jk++){
 #endif            if(pos>=1.e-5){
               if(first==1)
 for (i=1; i<= nlstate ; i ++) {                printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");              fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
   else fprintf(ficgp," \%%*lf (\%%*lf)");            }else{
 }              if(first==1)
     fprintf(ficgp,"\" t\"Stationary prevalence\" w l 0,\"vpl%s\" every :::%d::%d u 1:($2+2*$3) \"\%%lf",fileres,k1-1,k1-1);                printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
     for (i=1; i<= nlstate ; i ++) {              fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");            }
   else fprintf(ficgp," \%%*lf (\%%*lf)");            if( i <= iagemax){
 }              if(pos>=1.e-5){
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);                fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
      for (i=1; i<= nlstate ; i ++) {                /*probs[i][jk][j1]= pp[jk]/pos;*/
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");                /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
   else fprintf(ficgp," \%%*lf (\%%*lf)");              }
 }                else
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));                fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
 #ifdef unix            }
 fprintf(ficgp,"\nset ter gif small size 400,300");          }
 #endif          
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);          for(jk=-1; jk <=nlstate+ndeath; jk++)
    }            for(m=-1; m <=nlstate+ndeath; m++)
   }              if(freq[jk][m][i] !=0 ) {
   /*2 eme*/              if(first==1)
                 printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
   for (k1=1; k1<= m ; k1 ++) {                fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);              }
              if(i <= iagemax)
     for (i=1; i<= nlstate+1 ; i ++) {            fprintf(ficresp,"\n");
       k=2*i;          if(first==1)
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);            printf("Others in log...\n");
       for (j=1; j<= nlstate+1 ; j ++) {          fprintf(ficlog,"\n");
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");        }
   else fprintf(ficgp," \%%*lf (\%%*lf)");      }
 }      }
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");    dateintmean=dateintsum/k2cpt; 
       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);   
     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);    fclose(ficresp);
       for (j=1; j<= nlstate+1 ; j ++) {    free_ma3x(freq,-5,nlstate+ndeath,-5,nlstate+ndeath, iagemin, iagemax+3);
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");    free_vector(pp,1,nlstate);
         else fprintf(ficgp," \%%*lf (\%%*lf)");    free_matrix(prop,1,nlstate,iagemin, iagemax+3);
 }      /* End of Freq */
       fprintf(ficgp,"\" t\"\" w l 0,");  }
      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);  
       for (j=1; j<= nlstate+1 ; j ++) {  /************ Prevalence ********************/
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");  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)
   else fprintf(ficgp," \%%*lf (\%%*lf)");  {  
 }      /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");       in each health status at the date of interview (if between dateprev1 and dateprev2).
       else fprintf(ficgp,"\" t\"\" w l 0,");       We still use firstpass and lastpass as another selection.
     }    */
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);   
   }    int i, m, jk, k1, i1, j1, bool, z1,j;
      double ***freq; /* Frequencies */
   /*3eme*/    double *pp, **prop;
     double pos,posprop; 
   for (k1=1; k1<= m ; k1 ++) {    double  y2; /* in fractional years */
     for (cpt=1; cpt<= nlstate ; cpt ++) {    int iagemin, iagemax;
       k=2+nlstate*(cpt-1);  
       fprintf(ficgp,"set ter gif small size 400,300\nplot [%.f:%.f] \"e%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",agemin,fage,fileres,k1-1,k1-1,k,cpt);    iagemin= (int) agemin;
       for (i=1; i< nlstate ; i ++) {    iagemax= (int) agemax;
         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);    /*pp=vector(1,nlstate);*/
       }    prop=matrix(1,nlstate,iagemin,iagemax+3); 
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);    /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
     }    j1=0;
   }    
      j=cptcoveff;
   /* CV preval stat */    if (cptcovn<1) {j=1;ncodemax[1]=1;}
   for (k1=1; k1<= m ; k1 ++) {    
     for (cpt=1; cpt<nlstate ; cpt ++) {    for(k1=1; k1<=j;k1++){
       k=3;      for(i1=1; i1<=ncodemax[k1];i1++){
       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/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);        j1++;
       for (i=1; i< nlstate ; i ++)        
         fprintf(ficgp,"+$%d",k+i+1);        for (i=1; i<=nlstate; i++)  
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);          for(m=iagemin; m <= iagemax+3; m++)
                  prop[i][m]=0.0;
       l=3+(nlstate+ndeath)*cpt;       
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);        for (i=1; i<=imx; i++) { /* Each individual */
       for (i=1; i< nlstate ; i ++) {          bool=1;
         l=3+(nlstate+ndeath)*cpt;          if  (cptcovn>0) {
         fprintf(ficgp,"+$%d",l+i+1);            for (z1=1; z1<=cptcoveff; z1++) 
       }              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);                  bool=0;
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);          } 
     }          if (bool==1) { 
   }            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 */
   /* proba elementaires */              if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
    for(i=1,jk=1; i <=nlstate; i++){                if(agev[m][i]==0) agev[m][i]=iagemax+1;
     for(k=1; k <=(nlstate+ndeath); k++){                if(agev[m][i]==1) agev[m][i]=iagemax+2;
       if (k != i) {                if((int)agev[m][i] <iagemin || (int)agev[m][i] >iagemax+3) printf("Error on individual =%d agev[m][i]=%f m=%d\n",i, agev[m][i],m); 
         for(j=1; j <=ncovmodel; j++){                if (s[m][i]>0 && s[m][i]<=nlstate) { 
           /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/                  /*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]]);*/
           /*fprintf(ficgp,"%s",alph[1]);*/                  prop[s[m][i]][(int)agev[m][i]] += weight[i];
           fprintf(ficgp,"p%d=%f ",jk,p[jk]);                  prop[s[m][i]][iagemax+3] += weight[i]; 
           jk++;                } 
           fprintf(ficgp,"\n");              }
         }            } /* end selection of waves */
       }          }
     }        }
     }        for(i=iagemin; i <= iagemax+3; i++){  
           
   for(jk=1; jk <=m; jk++) {          for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);            posprop += prop[jk][i]; 
    i=1;          } 
    for(k2=1; k2<=nlstate; k2++) {  
      k3=i;          for(jk=1; jk <=nlstate ; jk++){     
      for(k=1; k<=(nlstate+ndeath); k++) {            if( i <=  iagemax){ 
        if (k != k2){              if(posprop>=1.e-5){ 
         fprintf(ficgp," exp(p%d+p%d*x",i,i+1);                probs[i][jk][j1]= prop[jk][i]/posprop;
 ij=1;              } else
         for(j=3; j <=ncovmodel; j++) {                printf("Warning Observed prevalence probs[%d][%d][%d]=%lf because of lack of cases\n",jk,i,j1,probs[i][jk][j1]);
           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]]]);          }/* end jk */ 
             ij++;        }/* end i */ 
           }      } /* end i1 */
           else    } /* end k1 */
           fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);    
         }    /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
           fprintf(ficgp,")/(1");    /*free_vector(pp,1,nlstate);*/
            free_matrix(prop,1,nlstate, iagemin,iagemax+3);
         for(k1=1; k1 <=nlstate; k1++){    }  /* End of prevalence */
           fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);  
 ij=1;  /************* Waves Concatenation ***************/
           for(j=3; j <=ncovmodel; j++){  
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {  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(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);  {
             ij++;    /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
           }       Death is a valid wave (if date is known).
           else       mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
             fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);       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.
           fprintf(ficgp,")");       */
         }  
         fprintf(ficgp,") t \"p%d%d\" ", k2,k);    int i, mi, m;
         if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
         i=i+ncovmodel;       double sum=0., jmean=0.;*/
        }    int first;
      }    int j, k=0,jk, ju, jl;
    }    double sum=0.;
    fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);    first=0;
   }    jmin=1e+5;
        jmax=-1;
   fclose(ficgp);    jmean=0.;
        for(i=1; i<=imx; i++){
 chdir(path);      mi=0;
     free_matrix(agev,1,maxwav,1,imx);      m=firstpass;
     free_ivector(wav,1,imx);      while(s[m][i] <= nlstate){
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);        if(s[m][i]>=1 || s[m][i]==-2 || s[m][i]==-4 || s[m][i]==-5)
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);          mw[++mi][i]=m;
            if(m >=lastpass)
     free_imatrix(s,1,maxwav+1,1,n);          break;
            else
              m++;
     free_ivector(num,1,n);      }/* end while */
     free_vector(agedc,1,n);      if (s[m][i] > nlstate){
     free_vector(weight,1,n);        mi++;     /* Death is another wave */
     /*free_matrix(covar,1,NCOVMAX,1,n);*/        /* if(mi==0)  never been interviewed correctly before death */
     fclose(ficparo);           /* Only death is a correct wave */
     fclose(ficres);        mw[mi][i]=m;
     /*  }*/      }
      
    /*________fin mle=1_________*/      wav[i]=mi;
          if(mi==0){
         nbwarn++;
          if(first==0){
     /* No more information from the sample is required now */          printf("Warning! No valid information for individual %ld line=%d (skipped) and may be others, see log file\n",num[i],i);
   /* Reads comments: lines beginning with '#' */          first=1;
   while((c=getc(ficpar))=='#' && c!= EOF){        }
     ungetc(c,ficpar);        if(first==1){
     fgets(line, MAXLINE, ficpar);          fprintf(ficlog,"Warning! No valid information for individual %ld line=%d (skipped)\n",num[i],i);
     puts(line);        }
     fputs(line,ficparo);      } /* end mi==0 */
   }    } /* End individuals */
   ungetc(c,ficpar);  
      for(i=1; i<=imx; i++){
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);      for(mi=1; mi<wav[i];mi++){
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);        if (stepm <=0)
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);          dh[mi][i]=1;
 /*--------- index.htm --------*/        else{
           if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
   strcpy(optionfilehtm,optionfile);            if (agedc[i] < 2*AGESUP) {
   strcat(optionfilehtm,".htm");              j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
   if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {              if(j==0) j=1;  /* Survives at least one month after exam */
     printf("Problem with %s \n",optionfilehtm);goto end;              else if(j<0){
   }                nberr++;
                 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]);
  fprintf(fichtm,"<body><ul> <font size=\"6\">Imach, Version 0.64b </font> <hr size=\"2\" color=\"#EC5E5E\">                j=1; /* Temporary Dangerous patch */
 Titre=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>                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);
 Total number of observations=%d <br>                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]);
 Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>                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);
 <hr  size=\"2\" color=\"#EC5E5E\">              }
 <li>Outputs files<br><br>\n              k=k+1;
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n              if (j >= jmax){
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>                jmax=j;
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>                ijmax=i;
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>              }
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>              if (j <= jmin){
         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>                jmin=j;
         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>                ijmin=i;
         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>              }
         - Standard deviation of stationary prevalences: <a href=\"vpl%s\">vpl%s</a> <br><br>",title,datafile,firstpass,lastpass,stepm, weightopt,model,imx,jmin,jmax,jmean,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres,fileres);              sum=sum+j;
               /*if (j<0) printf("j=%d num=%d \n",j,i);*/
  fprintf(fichtm," <li>Graphs</li><p>");              /*    printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
             }
  m=cptcoveff;          }
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}          else{
             j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
  j1=0;  /*        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]); */
  for(k1=1; k1<=m;k1++){  
    for(i1=1; i1<=ncodemax[k1];i1++){            k=k+1;
        j1++;            if (j >= jmax) {
        if (cptcovn > 0) {              jmax=j;
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");              ijmax=i;
          for (cpt=1; cpt<=cptcoveff;cpt++)            }
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[j1][cpt]]);            else if (j <= jmin){
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");              jmin=j;
        }              ijmin=i;
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>            }
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);                /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
        for(cpt=1; cpt<nlstate;cpt++){            /*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]);*/
          fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>            if(j<0){
 <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);              nberr++;
        }              printf("Error! Negative delay (%d) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
     for(cpt=1; cpt<=nlstate;cpt++) {              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(fichtm,"<br>- Observed and stationary prevalence (with confident            }
 interval) in state (%d): v%s%d%d.gif <br>            sum=sum+j;
 <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);            }
      }          jk= j/stepm;
      for(cpt=1; cpt<=nlstate;cpt++) {          jl= j -jk*stepm;
         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>          ju= j -(jk+1)*stepm;
 <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);          if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */
      }            if(jl==0){
      fprintf(fichtm,"\n<br>- Total life expectancy by age and              dh[mi][i]=jk;
 health expectancies in states (1) and (2): e%s%d.gif<br>              bh[mi][i]=0;
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);            }else{ /* We want a negative bias in order to only have interpolation ie
 fprintf(fichtm,"\n</body>");                    * at the price of an extra matrix product in likelihood */
    }              dh[mi][i]=jk+1;
  }              bh[mi][i]=ju;
 fclose(fichtm);            }
           }else{
   /*--------------- Prevalence limit --------------*/            if(jl <= -ju){
                dh[mi][i]=jk;
   strcpy(filerespl,"pl");              bh[mi][i]=jl;       /* bias is positive if real duration
   strcat(filerespl,fileres);                                   * is higher than the multiple of stepm and negative otherwise.
   if((ficrespl=fopen(filerespl,"w"))==NULL) {                                   */
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;            }
   }            else{
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);              dh[mi][i]=jk+1;
   fprintf(ficrespl,"#Prevalence limit\n");              bh[mi][i]=ju;
   fprintf(ficrespl,"#Age ");            }
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);            if(dh[mi][i]==0){
   fprintf(ficrespl,"\n");              dh[mi][i]=1; /* At least one step */
                bh[mi][i]=ju; /* At least one step */
   prlim=matrix(1,nlstate,1,nlstate);              /*  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);*/
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */            }
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */          } /* end if mle */
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        }
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      } /* end wave */
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */    }
   k=0;    jmean=sum/k;
   agebase=agemin;    printf("Delay (in months) between two waves Min=%d (for indiviudal %ld) Max=%d (%ld) Mean=%f\n\n ",jmin, num[ijmin], jmax, num[ijmax], jmean);
   agelim=agemax;    fprintf(ficlog,"Delay (in months) between two waves Min=%d (for indiviudal %ld) Max=%d (%ld) Mean=%f\n\n ",jmin, ijmin, jmax, ijmax, jmean);
   ftolpl=1.e-10;   }
   i1=cptcoveff;  
   if (cptcovn < 1){i1=1;}  /*********** Tricode ****************************/
   void tricode(int *Tvar, int **nbcode, int imx)
   for(cptcov=1;cptcov<=i1;cptcov++){  {
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    
         k=k+1;    /*      Tvar[i]=atoi(stre); /* find 'n' in Vn and stores in Tvar. If model=V2+V1 Tvar[1]=2 and Tvar[2]=1 */
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/  
         fprintf(ficrespl,"\n#******");    int Ndum[20],ij=1, k=0, j=0, i=0, maxncov=NCOVMAX;
         for(j=1;j<=cptcoveff;j++)    int cptcode=0;
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    cptcoveff=0; 
         fprintf(ficrespl,"******\n");   
            for (k=0; k<maxncov; k++) Ndum[k]=0;
         for (age=agebase; age<=agelim; age++){    for (k=1; k<=7; k++) ncodemax[k]=0; /* Horrible constant again */
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);  
           fprintf(ficrespl,"%.0f",age );    for (j=1; j<=(cptcovn+2*cptcovprod); j++) { /* For each covariate */
           for(i=1; i<=nlstate;i++)      for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
           fprintf(ficrespl," %.5f", prlim[i][i]);                                 modality*/ 
           fprintf(ficrespl,"\n");        ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual, might be -1*/
         }        Ndum[ij]++; /*counts the occurence of this modality */
       }        /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
     }        if (ij > cptcode) cptcode=ij; /* getting the maximum value of the modality of the covariate  (should be 0 or 1 now) 
   fclose(ficrespl);                                         Tvar[j]. If V=sex and male is 0 and 
   /*------------- h Pij x at various ages ------------*/                                         female is 1, then  cptcode=1.*/
        }
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);  
   if((ficrespij=fopen(filerespij,"w"))==NULL) {      for (i=0; i<=cptcode; i++) { /* i=-1 ?*/
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;        if(Ndum[i]!=0) ncodemax[j]++; /* Nomber of modalities of the j
   }                                         th covariate. In fact
   printf("Computing pij: result on file '%s' \n", filerespij);                                         ncodemax[j]=2
                                           (dichotom. variables only) but
   stepsize=(int) (stepm+YEARM-1)/YEARM;                                         it can be more */
   if (stepm<=24) stepsize=2;      } /* Ndum[-1] number of undefined modalities */
   
   agelim=AGESUP;      ij=1; 
   hstepm=stepsize*YEARM; /* Every year of age */      for (i=1; i<=ncodemax[j]; i++) { /* i= 1 to 2 */
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */        for (k=0; k<= maxncov; k++) { /* k=-1 ?*/
            if (Ndum[k] != 0) { /* If at least one individual responded to this modality k */
   k=0;            nbcode[Tvar[j]][ij]=k;  /* stores the modality in an array nbcode. 
   for(cptcov=1;cptcov<=i1;cptcov++){                                       k is a modality. If we have model=V1+V1*sex 
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){                                       then: nbcode[1][1]=0 ; nbcode[1][2]=1; nbcode[2][1]=0 ; nbcode[2][2]=1; */
       k=k+1;            ij++;
         fprintf(ficrespij,"\n#****** ");          }
         for(j=1;j<=cptcoveff;j++)          if (ij > ncodemax[j]) break; 
           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 */   for (k=0; k< maxncov; k++) Ndum[k]=0;
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */  
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);   for (i=1; i<=ncovmodel-2; i++) { /* -2, cste and age */
           oldm=oldms;savm=savms;     /* Listing of all covariables in statement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);       ij=Tvar[i]; /* Tvar might be -1 if status was unknown */
           fprintf(ficrespij,"# Age");     Ndum[ij]++;
           for(i=1; i<=nlstate;i++)   }
             for(j=1; j<=nlstate+ndeath;j++)  
               fprintf(ficrespij," %1d-%1d",i,j);   ij=1;
           fprintf(ficrespij,"\n");   for (i=1; i<= maxncov; i++) {
           for (h=0; h<=nhstepm; h++){     if((Ndum[i]!=0) && (i<=ncovcol)){
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );       Tvaraff[ij]=i; /*For printing */
             for(i=1; i<=nlstate;i++)       ij++;
               for(j=1; j<=nlstate+ndeath;j++)     }
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);   }
             fprintf(ficrespij,"\n");   ij--;
           }   cptcoveff=ij; /*Number of simple covariates*/
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);  }
           fprintf(ficrespij,"\n");  
         }  /*********** Health Expectancies ****************/
     }  
   }  void evsij(double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int cij, int estepm,char strstart[] )
   
   fclose(ficrespij);  {
     /* Health expectancies, no variances */
   /*---------- Health expectancies and variances ------------*/    int i, j, nhstepm, hstepm, h, nstepm, k, cptj, cptj2, i2, j2;
     int nhstepma, nstepma; /* Decreasing with age */
   strcpy(filerest,"t");    double age, agelim, hf;
   strcat(filerest,fileres);    double ***p3mat;
   if((ficrest=fopen(filerest,"w"))==NULL) {    double eip;
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;  
   }    pstamp(ficreseij);
   printf("Computing Total LEs with variances: file '%s' \n", filerest);    fprintf(ficreseij,"# (a) Life expectancies by health status at initial age and (b) health expectancies by health status at initial age\n");
     fprintf(ficreseij,"# Age");
     for(i=1; i<=nlstate;i++){
   strcpy(filerese,"e");      for(j=1; j<=nlstate;j++){
   strcat(filerese,fileres);        fprintf(ficreseij," e%1d%1d ",i,j);
   if((ficreseij=fopen(filerese,"w"))==NULL) {      }
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);      fprintf(ficreseij," e%1d. ",i);
   }    }
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);    fprintf(ficreseij,"\n");
   
  strcpy(fileresv,"v");    
   strcat(fileresv,fileres);    if(estepm < stepm){
   if((ficresvij=fopen(fileresv,"w"))==NULL) {      printf ("Problem %d lower than %d\n",estepm, stepm);
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);    }
   }    else  hstepm=estepm;   
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);    /* We compute the life expectancy from trapezoids spaced every estepm months
      * This is mainly to measure the difference between two models: for example
   k=0;     * if stepm=24 months pijx are given only every 2 years and by summing them
   for(cptcov=1;cptcov<=i1;cptcov++){     * we are calculating an estimate of the Life Expectancy assuming a linear 
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){     * progression in between and thus overestimating or underestimating according
       k=k+1;     * to the curvature of the survival function. If, for the same date, we 
       fprintf(ficrest,"\n#****** ");     * estimate the model with stepm=1 month, we can keep estepm to 24 months
       for(j=1;j<=cptcoveff;j++)     * to compare the new estimate of Life expectancy with the same linear 
         fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);     * hypothesis. A more precise result, taking into account a more precise
       fprintf(ficrest,"******\n");     * curvature will be obtained if estepm is as small as stepm. */
   
       fprintf(ficreseij,"\n#****** ");    /* For example we decided to compute the life expectancy with the smallest unit */
       for(j=1;j<=cptcoveff;j++)    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
         fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);       nhstepm is the number of hstepm from age to agelim 
       fprintf(ficreseij,"******\n");       nstepm is the number of stepm from age to agelin. 
        Look at hpijx to understand the reason of that which relies in memory size
       fprintf(ficresvij,"\n#****** ");       and note for a fixed period like estepm months */
       for(j=1;j<=cptcoveff;j++)    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
         fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);       survival function given by stepm (the optimization length). Unfortunately it
       fprintf(ficresvij,"******\n");       means that if the survival funtion is printed only each two years of age and if
        you sum them up and add 1 year (area under the trapezoids) you won't get the same 
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);       results. So we changed our mind and took the option of the best precision.
       oldm=oldms;savm=savms;    */
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);      hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);  
       oldm=oldms;savm=savms;    agelim=AGESUP;
       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);    /* If stepm=6 months */
            /* Computed by stepm unit matrices, product of hstepm matrices, stored
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);      
       fprintf(ficrest,"\n");  /* nhstepm age range expressed in number of stepm */
            nstepm=(int) rint((agelim-bage)*YEARM/stepm); /* Biggest nstepm */
       hf=1;    /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
       if (stepm >= YEARM) hf=stepm/YEARM;    /* if (stepm >= YEARM) hstepm=1;*/
       epj=vector(1,nlstate+1);    nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
       for(age=bage; age <=fage ;age++){    p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);  
         fprintf(ficrest," %.0f",age);    for (age=bage; age<=fage; age ++){ 
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){      nstepma=(int) rint((agelim-bage)*YEARM/stepm); /* Biggest nstepm */
           for(i=1, epj[j]=0.;i <=nlstate;i++) {      /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
             epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];      /* if (stepm >= YEARM) hstepm=1;*/
           }      nhstepma = nstepma/hstepm;/* Expressed in hstepm, typically nhstepma=40/4=10 */
           epj[nlstate+1] +=epj[j];  
         }      /* If stepm=6 months */
         for(i=1, vepp=0.;i <=nlstate;i++)      /* Computed by stepm unit matrices, product of hstepma matrices, stored
           for(j=1;j <=nlstate;j++)         in an array of nhstepma length: nhstepma=10, hstepm=4, stepm=6 months */
             vepp += vareij[i][j][(int)age];      
         fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));      hpxij(p3mat,nhstepma,age,hstepm,x,nlstate,stepm,oldm, savm, cij);  
         for(j=1;j <=nlstate;j++){      
           fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
         }      
         fprintf(ficrest,"\n");      printf("%d|",(int)age);fflush(stdout);
       }      fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
     }      
   }      /* Computing expectancies */
              for(i=1; i<=nlstate;i++)
  fclose(ficreseij);        for(j=1; j<=nlstate;j++)
  fclose(ficresvij);          for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
   fclose(ficrest);            eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
   fclose(ficpar);            
   free_vector(epj,1,nlstate+1);            /* 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]);*/
   /*  scanf("%d ",i); */  
           }
   /*------- Variance limit prevalence------*/    
       fprintf(ficreseij,"%3.0f",age );
 strcpy(fileresvpl,"vpl");      for(i=1; i<=nlstate;i++){
   strcat(fileresvpl,fileres);        eip=0;
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {        for(j=1; j<=nlstate;j++){
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);          eip +=eij[i][j][(int)age];
     exit(0);          fprintf(ficreseij,"%9.4f", eij[i][j][(int)age] );
   }        }
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);        fprintf(ficreseij,"%9.4f", eip );
       }
  k=0;      fprintf(ficreseij,"\n");
  for(cptcov=1;cptcov<=i1;cptcov++){      
    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){    }
      k=k+1;    free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
      fprintf(ficresvpl,"\n#****** ");    printf("\n");
      for(j=1;j<=cptcoveff;j++)    fprintf(ficlog,"\n");
        fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    
      fprintf(ficresvpl,"******\n");  }
        
      varpl=matrix(1,nlstate,(int) bage, (int) fage);  void cvevsij(double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int cij, int estepm,double delti[],double **matcov,char strstart[] )
      oldm=oldms;savm=savms;  
      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);  {
    }    /* Covariances of health expectancies eij and of total life expectancies according
  }     to initial status i, ei. .
     */
   fclose(ficresvpl);    int i, j, nhstepm, hstepm, h, nstepm, k, cptj, cptj2, i2, j2, ij, ji;
     int nhstepma, nstepma; /* Decreasing with age */
   /*---------- End : free ----------------*/    double age, agelim, hf;
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);    double ***p3matp, ***p3matm, ***varhe;
      double **dnewm,**doldm;
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);    double *xp, *xm;
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);    double **gp, **gm;
      double ***gradg, ***trgradg;
      int theta;
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);  
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);    double eip, vip;
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);  
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);    varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
      xp=vector(1,npar);
   free_matrix(matcov,1,npar,1,npar);    xm=vector(1,npar);
   free_vector(delti,1,npar);    dnewm=matrix(1,nlstate*nlstate,1,npar);
      doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);    
     pstamp(ficresstdeij);
   printf("End of Imach\n");    fprintf(ficresstdeij,"# Health expectancies with standard errors\n");
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */    fprintf(ficresstdeij,"# Age");
      for(i=1; i<=nlstate;i++){
   /* printf("Total time was %d Sec. %d uSec.\n", end_time.tv_sec -start_time.tv_sec, end_time.tv_usec -start_time.tv_usec);*/      for(j=1; j<=nlstate;j++)
   /*printf("Total time was %d uSec.\n", total_usecs);*/        fprintf(ficresstdeij," e%1d%1d (SE)",i,j);
   /*------ End -----------*/      fprintf(ficresstdeij," e%1d. ",i);
     }
  end:    fprintf(ficresstdeij,"\n");
 #ifdef windows  
  chdir(pathcd);    pstamp(ficrescveij);
 #endif    fprintf(ficrescveij,"# Subdiagonal matrix of covariances of health expectancies by age: cov(eij,ekl)\n");
  /*system("wgnuplot graph.plt");*/    fprintf(ficrescveij,"# Age");
  /*system("../gp37mgw/wgnuplot graph.plt");*/    for(i=1; i<=nlstate;i++)
  /*system("cd ../gp37mgw");*/      for(j=1; j<=nlstate;j++){
  system("..\\gp37mgw\\wgnuplot graph.plt");        cptj= (j-1)*nlstate+i;
         for(i2=1; i2<=nlstate;i2++)
 #ifdef windows          for(j2=1; j2<=nlstate;j2++){
   while (z[0] != 'q') {            cptj2= (j2-1)*nlstate+i2;
     chdir(pathcd);            if(cptj2 <= cptj)
     printf("\nType e to edit output files, c to start again, and q for exiting: ");              fprintf(ficrescveij,"  %1d%1d,%1d%1d",i,j,i2,j2);
     scanf("%s",z);          }
     if (z[0] == 'c') system("./imach");      }
     else if (z[0] == 'e') {    fprintf(ficrescveij,"\n");
       chdir(path);    
       system(optionfilehtm);    if(estepm < stepm){
     }      printf ("Problem %d lower than %d\n",estepm, stepm);
     else if (z[0] == 'q') exit(0);    }
   }    else  hstepm=estepm;   
 #endif    /* We compute the life expectancy from trapezoids spaced every estepm months
 }     * This is mainly to measure the difference between two models: for example
      * if stepm=24 months pijx are given only every 2 years and by summing them
      * we are calculating an estimate of the Life Expectancy assuming a linear 
      * progression in between and thus overestimating or underestimating according
      * to the curvature of the survival function. If, for the same date, we 
      * estimate the model with stepm=1 month, we can keep estepm to 24 months
      * to compare the new estimate of Life expectancy with the same linear 
      * hypothesis. A more precise result, taking into account a more precise
      * curvature will be obtained if estepm is as small as stepm. */
   
     /* 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. 
        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 estepm months */
     /* We decided (b) to get a life expectancy respecting the most precise curvature of the
        survival function given by stepm (the optimization length). Unfortunately it
        means that if the survival funtion is printed only each two years of age and if
        you sum them up and add 1 year (area under the trapezoids) you won't get the same 
        results. So we changed our mind and took the option of the best precision.
     */
     hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
   
     /* If stepm=6 months */
     /* nhstepm age range expressed in number of stepm */
     agelim=AGESUP;
     nstepm=(int) rint((agelim-bage)*YEARM/stepm); 
     /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
     /* if (stepm >= YEARM) hstepm=1;*/
     nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
     
     p3matp=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     p3matm=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
     trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
     gp=matrix(0,nhstepm,1,nlstate*nlstate);
     gm=matrix(0,nhstepm,1,nlstate*nlstate);
   
     for (age=bage; age<=fage; age ++){ 
       nstepma=(int) rint((agelim-bage)*YEARM/stepm); /* Biggest nstepm */
       /* Typically if 20 years nstepm = 20*12/6=40 stepm */ 
       /* if (stepm >= YEARM) hstepm=1;*/
       nhstepma = nstepma/hstepm;/* Expressed in hstepm, typically nhstepma=40/4=10 */
   
       /* If stepm=6 months */
       /* Computed by stepm unit matrices, product of hstepma matrices, stored
          in an array of nhstepma length: nhstepma=10, hstepm=4, stepm=6 months */
       
       hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
   
       /* Computing  Variances of health expectancies */
       /* Gradient is computed with plus gp and minus gm. Code is duplicated in order to
          decrease memory allocation */
       for(theta=1; theta <=npar; theta++){
         for(i=1; i<=npar; i++){ 
           xp[i] = x[i] + (i==theta ?delti[theta]:0);
           xm[i] = x[i] - (i==theta ?delti[theta]:0);
         }
         hpxij(p3matp,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, cij);  
         hpxij(p3matm,nhstepm,age,hstepm,xm,nlstate,stepm,oldm,savm, cij);  
     
         for(j=1; j<= nlstate; j++){
           for(i=1; i<=nlstate; i++){
             for(h=0; h<=nhstepm-1; h++){
               gp[h][(j-1)*nlstate + i] = (p3matp[i][j][h]+p3matp[i][j][h+1])/2.;
               gm[h][(j-1)*nlstate + i] = (p3matm[i][j][h]+p3matm[i][j][h+1])/2.;
             }
           }
         }
        
         for(ij=1; ij<= nlstate*nlstate; ij++)
           for(h=0; h<=nhstepm-1; h++){
             gradg[h][theta][ij]= (gp[h][ij]-gm[h][ij])/2./delti[theta];
           }
       }/* End theta */
       
       
       for(h=0; h<=nhstepm-1; h++)
         for(j=1; j<=nlstate*nlstate;j++)
           for(theta=1; theta <=npar; theta++)
             trgradg[h][j][theta]=gradg[h][theta][j];
       
   
        for(ij=1;ij<=nlstate*nlstate;ij++)
         for(ji=1;ji<=nlstate*nlstate;ji++)
           varhe[ij][ji][(int)age] =0.;
   
        printf("%d|",(int)age);fflush(stdout);
        fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
        for(h=0;h<=nhstepm-1;h++){
         for(k=0;k<=nhstepm-1;k++){
           matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
           matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
           for(ij=1;ij<=nlstate*nlstate;ij++)
             for(ji=1;ji<=nlstate*nlstate;ji++)
               varhe[ij][ji][(int)age] += doldm[ij][ji]*hf*hf;
         }
       }
   
       /* Computing expectancies */
       hpxij(p3matm,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, cij);  
       for(i=1; i<=nlstate;i++)
         for(j=1; j<=nlstate;j++)
           for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
             eij[i][j][(int)age] += (p3matm[i][j][h]+p3matm[i][j][h+1])/2.0*hf;
             
             /* if((int)age==70)printf("i=%2d,j=%2d,h=%2d,age=%3d,%9.4f,%9.4f,%9.4f\n",i,j,h,(int)age,p3mat[i][j][h],hf,eij[i][j][(int)age]);*/
   
           }
   
       fprintf(ficresstdeij,"%3.0f",age );
       for(i=1; i<=nlstate;i++){
         eip=0.;
         vip=0.;
         for(j=1; j<=nlstate;j++){
           eip += eij[i][j][(int)age];
           for(k=1; k<=nlstate;k++) /* Sum on j and k of cov(eij,eik) */
             vip += varhe[(j-1)*nlstate+i][(k-1)*nlstate+i][(int)age];
           fprintf(ficresstdeij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[(j-1)*nlstate+i][(j-1)*nlstate+i][(int)age]) );
         }
         fprintf(ficresstdeij," %9.4f (%.4f)", eip, sqrt(vip));
       }
       fprintf(ficresstdeij,"\n");
   
       fprintf(ficrescveij,"%3.0f",age );
       for(i=1; i<=nlstate;i++)
         for(j=1; j<=nlstate;j++){
           cptj= (j-1)*nlstate+i;
           for(i2=1; i2<=nlstate;i2++)
             for(j2=1; j2<=nlstate;j2++){
               cptj2= (j2-1)*nlstate+i2;
               if(cptj2 <= cptj)
                 fprintf(ficrescveij," %.4f", varhe[cptj][cptj2][(int)age]);
             }
         }
       fprintf(ficrescveij,"\n");
      
     }
     free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
     free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
     free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
     free_ma3x(p3matm,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     free_ma3x(p3matp,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
     printf("\n");
     fprintf(ficlog,"\n");
   
     free_vector(xm,1,npar);
     free_vector(xp,1,npar);
     free_matrix(dnewm,1,nlstate*nlstate,1,npar);
     free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
     free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
   }
   
   /************ Variance ******************/
   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[])
   {
     /* Variance of health expectancies */
     /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
     /* double **newm;*/
     double **dnewm,**doldm;
     double **dnewmp,**doldmp;
     int i, j, nhstepm, hstepm, h, nstepm ;
     int k, cptcode;
     double *xp;
     double **gp, **gm;  /* for var eij */
     double ***gradg, ***trgradg; /*for var eij */
     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;
     double ***mobaverage;
     int theta;
     char digit[4];
     char digitp[25];
   
     char fileresprobmorprev[FILENAMELENGTH];
   
     if(popbased==1){
       if(mobilav!=0)
         strcpy(digitp,"-populbased-mobilav-");
       else strcpy(digitp,"-populbased-nomobil-");
     }
     else 
       strcpy(digitp,"-stablbased-");
   
     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);
       }
     }
   
     strcpy(fileresprobmorprev,"prmorprev"); 
     sprintf(digit,"%-d",ij);
     /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
     strcat(fileresprobmorprev,digit); /* Tvar to be done */
     strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
     strcat(fileresprobmorprev,fileres);
     if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprobmorprev);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
     }
     printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
    
     fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
     pstamp(ficresprobmorprev);
     fprintf(ficresprobmorprev,"# probabilities of dying before estepm=%d months for people of exact age and weighted probabilities w1*p1j+w2*p2j+... stand dev in()\n",estepm);
     fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
     for(j=nlstate+1; j<=(nlstate+ndeath);j++){
       fprintf(ficresprobmorprev," p.%-d SE",j);
       for(i=1; i<=nlstate;i++)
         fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
     }  
     fprintf(ficresprobmorprev,"\n");
     fprintf(ficgp,"\n# Routine varevsij");
     /* fprintf(fichtm, "#Local time at start: %s", strstart);*/
     fprintf(fichtm,"\n<li><h4> Computing probabilities of dying over estepm months as a weighted average (i.e global mortality independent of initial healh state)</h4></li>\n");
     fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
   /*   } */
     varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     pstamp(ficresvij);
     fprintf(ficresvij,"# Variance and covariance of health expectancies e.j \n#  (weighted average of eij where weights are ");
     if(popbased==1)
       fprintf(ficresvij,"the age specific prevalence observed (cross-sectionally) in the population i.e cross-sectionally\n in each health state (popbased=1) (mobilav=%d\n",mobilav);
     else
       fprintf(ficresvij,"the age specific period (stable) prevalences in each health state \n");
     fprintf(ficresvij,"# Age");
     for(i=1; i<=nlstate;i++)
       for(j=1; j<=nlstate;j++)
         fprintf(ficresvij," Cov(e.%1d, e.%1d)",i,j);
     fprintf(ficresvij,"\n");
   
     xp=vector(1,npar);
     dnewm=matrix(1,nlstate,1,npar);
     doldm=matrix(1,nlstate,1,nlstate);
     dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
     doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
   
     gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
     gpp=vector(nlstate+1,nlstate+ndeath);
     gmp=vector(nlstate+1,nlstate+ndeath);
     trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
     
     if(estepm < stepm){
       printf ("Problem %d lower than %d\n",estepm, stepm);
     }
     else  hstepm=estepm;   
     /* 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. 
        nhstepm is the number of hstepm from age to agelim 
        nstepm is the number of stepm from age to agelin. 
        Look at function hpijx to understand why (it is linked to memory size questions) */
     /* We decided (b) to get a life expectancy respecting the most precise curvature of the
        survival function given by stepm (the optimization length). Unfortunately it
        means that if the survival funtion is printed every two years of age and if
        you sum them up and add 1 year (area under the trapezoids) you won't get the same 
        results. So we changed our mind and took the option of the best precision.
     */
     hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
     agelim = AGESUP;
     for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
       nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
       nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
       p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
       gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
       gp=matrix(0,nhstepm,1,nlstate);
       gm=matrix(0,nhstepm,1,nlstate);
   
   
       for(theta=1; theta <=npar; theta++){
         for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
           xp[i] = x[i] + (i==theta ?delti[theta]:0);
         }
         hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   
         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];
           }
         }
     
         for(j=1; j<= nlstate; j++){
           for(h=0; h<=nhstepm; h++){
             for(i=1, gp[h][j]=0.;i<=nlstate;i++)
               gp[h][j] += prlim[i][i]*p3mat[i][j][h];
           }
         }
         /* This for computing probability of death (h=1 means
            computed over hstepm matrices product = hstepm*stepm months) 
            as a weighted average of prlim.
         */
         for(j=nlstate+1;j<=nlstate+ndeath;j++){
           for(i=1,gpp[j]=0.; i<= nlstate; i++)
             gpp[j] += prlim[i][i]*p3mat[i][j][1];
         }    
         /* end probability of death */
   
         for(i=1; i<=npar; i++) /* Computes gradient x - delta */
           xp[i] = x[i] - (i==theta ?delti[theta]:0);
         hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
    
         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];
           }
         }
   
         for(j=1; j<= nlstate; j++){  /* Sum of wi * eij = e.j */
           for(h=0; h<=nhstepm; h++){
             for(i=1, gm[h][j]=0.;i<=nlstate;i++)
               gm[h][j] += prlim[i][i]*p3mat[i][j][h];
           }
         }
         /* This for computing probability of death (h=1 means
            computed over hstepm 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 */
   
         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,"\nunset parametric;unset label; 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; unset log 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;
     
     pstamp(ficresvpl);
     fprintf(ficresvpl,"# Standard deviation of period (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);
     pstamp(ficresprob);
     fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
     fprintf(ficresprob,"# Age");
     pstamp(ficresprobcov);
     fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
     fprintf(ficresprobcov,"# Age");
     pstamp(ficresprobcor);
     fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
     fprintf(ficresprobcor,"# 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,"\nunset parametric;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_matrix(doldm,1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
     free_matrix(dnewm,1,(nlstate)*(nlstate+ndeath),1,npar);
     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,"\
    - Period (stable) prevalence in each health state: <a href=\"%s\">%s</a> <br>\n",
              subdirf2(fileres,"pl"),subdirf2(fileres,"pl"));
      fprintf(fichtm,"\
    - (a) Life expectancies by health status at initial age, ei. (b) health expectancies by health status at initial age, eij . If one or more covariates are included, specific tables for each value of the covariate are output in sequences within the same file (estepm=%2d months): \
      <a href=\"%s\">%s</a> <br>\n",
              estepm,subdirf2(fileres,"e"),subdirf2(fileres,"e"));
      fprintf(fichtm,"\
    - Population projections by age and states: \
      <a href=\"%s\">%s</a> <br>\n</li>", subdirf2(fileres,"f"),subdirf2(fileres,"f"));
   
   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: <a href=\"%s%d1.png\">%s%d1.png</a><br> \
   <img src=\"%s%d1.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,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: <a href=\"%s%d2.png\">%s%d2.png</a><br> \
   <img src=\"%s%d2.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1); 
          /* Period (stable) prevalence in each health state */
          for(cpt=1; cpt<nlstate;cpt++){
            fprintf(fichtm,"<br>- Period (stable) prevalence in each health state : <a href=\"%s%d%d.png\">%s%d%d.png</a><br> \
   <img src=\"%s%d%d.png\">",subdirf2(optionfilefiname,"p"),cpt,jj1,subdirf2(optionfilefiname,"p"),cpt,jj1,subdirf2(optionfilefiname,"p"),cpt,jj1);
          }
        for(cpt=1; cpt<=nlstate;cpt++) {
           fprintf(fichtm,"\n<br>- Life expectancy by health state (%d) at initial age and its decomposition into health expectancies : <a href=\"%s%d%d.png\">%s%d%d.png</a> <br> \
   <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"exp"),cpt,jj1,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 health expectancies by age and <b>initial health status</b> (cov(e<sup>ij</sup>,e<sup>kl</sup>)(estepm=%2d months): \
      <a href=\"%s\">%s</a> <br>\n</li>",
              estepm,subdirf2(fileres,"cve"),subdirf2(fileres,"cve"));
    fprintf(fichtm,"\
    - (a) Health expectancies by health status at initial age (e<sup>ij</sup>) and standard errors (in parentheses) (b) life expectancies and standard errors (e<sup>i.</sup>=e<sup>i1</sup>+e<sup>i2</sup>+...)(estepm=%2d months): \
      <a href=\"%s\">%s</a> <br>\n</li>",
              estepm,subdirf2(fileres,"stde"),subdirf2(fileres,"stde"));
    fprintf(fichtm,"\
    - Variances and covariances of health expectancies by age. Status (i) based health expectancies (in state j), e<sup>ij</sup> are weighted by the period prevalences in each state i (if popbased=1, an additional computation is done using the cross-sectional prevalences, i.e population based) (estepm=%d months): <a href=\"%s\">%s</a><br>\n",
            estepm, subdirf2(fileres,"v"),subdirf2(fileres,"v"));
    fprintf(fichtm,"\
    - Total life expectancy and total health expectancies to be spent in each health state e<sup>.j</sup> with their standard errors (if popbased=1, an additional computation is done using the cross-sectional prevalences, i.e population based) (estepm=%d months): <a href=\"%s\">%s</a> <br>\n",
            estepm, subdirf2(fileres,"t"),subdirf2(fileres,"t"));
    fprintf(fichtm,"\
    - Standard deviation of period (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). If popbased=1 the smooth (due to the model) \
   true period expectancies (those weighted with period prevalences are also\
    drawn in addition to the population based expectancies computed using\
    observed and cahotic prevalences: %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 m0,cpt=0,k1=0,i=0,k=0,j=0,jk=0,k2=0,k3=0,ij=0,l=0;
     int ng=0;
   /*   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\"Period (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); */
         k=2+(nlstate+1)*(cpt-1);
         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+i,cpt,i+1);
           /*      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);*/
           
         } 
         fprintf(ficgp," ,\"%s\" every :::%d::%d u 1:%d t \"e%d.\" w l",subdirf2(fileres,"e"),k1-1,k1-1,k+nlstate,cpt);
       }
     }
     
     /* 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) {*/ /* ??? */
         if (wav[i] > 1 ) { /* ??? */
           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 linei, month, year,iout;
     int jj, ll, li, lj, lk, imk;
     int numlinepar=0; /* Current linenumber of parameter file */
     int itimes;
     int NDIM=2;
     int vpopbased=0;
   
     char ca[32], cb[32], cc[32];
     char dummy[]="                         ";
     /*  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 linetmp[MAXLINE];
       char path[MAXLINE],pathc[MAXLINE],pathcd[MAXLINE],pathtot[MAXLINE],model[MAXLINE];
     char pathr[MAXLINE], pathimach[MAXLINE]; 
     char **bp, *tok, *val; /* pathtot */
     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  *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: ");
       fgets(pathr,FILENAMELENGTH,stdin);
       i=strlen(pathr);
       if(pathr[i-1]=='\n')
         pathr[i-1]='\0';
      for (tok = pathr; tok != NULL; ){
         printf("Pathr |%s|\n",pathr);
         while ((val = strsep(&tok, "\"" )) != NULL && *val == '\0');
         printf("val= |%s| pathr=%s\n",val,pathr);
         strcpy (pathtot, val);
         if(pathr[0] == '\0') break; /* Dirty */
       }
     }
     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); /* Can be a relative path */
     if(getcwd(pathcd,MAXLINE) > 0) /* So pathcd is the full path */
       printf("Current directory %s!\n",pathcd);
     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;
     /* where is ncovprod ?*/
     ncovmodel=2+cptcovn; /*Number of variables = cptcovn + intercept + age : v1+v2+v3+v2*v4+v5*age makes 5+2=7*/
     nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
     nforce= (nlstate+ndeath-1)*nlstate; /* Number of forces ij from state i to j */
     npar= nforce*ncovmodel; /* Number of parameters like aij*/
     if(npar >MAXPARM || nlstate >NLSTATEMAX || ndeath >NDEATHMAX || ncovmodel>NCOVMAX){
       printf("Too complex model for current IMaCh: npar=(nlstate+ndeath-1)*nlstate*ncovmodel=%d >= %d(MAXPARM) or nlstate=%d >= %d(NLSTATEMAX) or ndeath=%d >= %d(NDEATHMAX) or ncovmodel=(k+age+#of+signs)=%d(NCOVMAX) >= %d\n",npar, MAXPARM, nlstate, NLSTATEMAX, ndeath, NDEATHMAX, ncovmodel, NCOVMAX);
       fprintf(ficlog,"Too complex model for current IMaCh: %d >=%d(MAXPARM) or %d >=%d(NLSTATEMAX) or %d >=%d(NDEATHMAX) or %d(NCOVMAX) >=%d\n",npar, MAXPARM, nlstate, NLSTATEMAX, ndeath, NDEATHMAX, ncovmodel, NCOVMAX);
       fflush(stdout);
       fclose (ficlog);
       goto end;
     }
     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);
       goto end;
       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 \
   It might be a problem of design; if ncovcol and the model are correct\n \
   run imach with mle=-1 to get a correct template of the parameter file.\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++)
         for(j=1; j <=npar; j++) matcov[i][j]=0.;
         
       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 while opening datafile: %s\n", datafile);goto end;
       fprintf(ficlog,"Problem while opening 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); /* s[i][j] health state for wave i and individual j */ 
     tab=ivector(1,NCOVMAX);
     ncodemax=ivector(1,8);
   
     i=1;
     linei=0;
     while ((fgets(line, MAXLINE, fic) != NULL) &&((i >= firstobs) && (i <=lastobs))) {
       linei=linei+1;
       for(j=strlen(line); j>=0;j--){  /* Untabifies line */
         if(line[j] == '\t')
           line[j] = ' ';
       }
       for(j=strlen(line)-1; (line[j]==' ')||(line[j]==10)||(line[j]==13);j--){
         ;
       };
       line[j+1]=0;  /* Trims blanks at end of line */
       if(line[0]=='#'){
         fprintf(ficlog,"Comment line\n%s\n",line);
         printf("Comment line\n%s\n",line);
         continue;
       }
       trimbb(linetmp,line); /* Trims multiple blanks in line */
       for (j=0; line[j]!='\0';j++){
         line[j]=linetmp[j];
       }
     
   
       for (j=maxwav;j>=1;j--){
         cutv(stra, strb,line,' '); 
         if(strb[0]=='.') { /* Missing status */
           lval=-1;
         }else{
           errno=0;
           lval=strtol(strb,&endptr,10); 
         /*        if (errno == ERANGE && (lval == LONG_MAX || lval == LONG_MIN))*/
           if( strb[0]=='\0' || (*endptr != '\0')){
             printf("Error reading data around '%s' at line number %ld for individual %d, '%s'\nShould be a status of wave %d. Setting maxwav=%d might be wrong.  Exiting.\n", strb, linei,i,line,j,maxwav);
             fprintf(ficlog,"Error reading data around '%s' at line number %ld for individual %d, '%s'\nShould be a status of wave %d. Setting maxwav=%d might be wrong.  Exiting.\n", strb, linei,i,line,j,maxwav);fflush(ficlog);
             goto end;
           }
         }
         s[j][i]=lval;
         
         strcpy(line,stra);
         cutv(stra, strb,line,' ');
         if(iout=sscanf(strb,"%d/%d",&month, &year) != 0){
         }
         else  if(iout=sscanf(strb,"%s.") != 0){
           month=99;
           year=9999;
         }else{
           printf("Error reading data around '%s' at line number %ld for individual %d, '%s'\nShould be a date of interview (mm/yyyy or .) at wave %d.  Exiting.\n",strb, linei,i, line,j);
           fprintf(ficlog,"Error reading data around '%s' at line number %ld for individual %d, '%s'\nShould be a date of interview (mm/yyyy or .) at wave %d.  Exiting.\n",strb, linei,i, line,j);fflush(ficlog);
           goto end;
         }
         anint[j][i]= (double) year; 
         mint[j][i]= (double)month; 
         strcpy(line,stra);
       } /* ENd Waves */
       
       cutv(stra, strb,line,' '); 
       if(iout=sscanf(strb,"%d/%d",&month, &year) != 0){
       }
       else  if(iout=sscanf(strb,"%s.",dummy) != 0){
         month=99;
         year=9999;
       }else{
         printf("Error reading data around '%s' at line number %ld for individual %d, '%s'\nShould be a date of death (mm/yyyy or .).  Exiting.\n",strb, linei,i,line);
           fprintf(ficlog,"Error reading data around '%s' at line number %ld for individual %d, '%s'\nShould be a date of death (mm/yyyy or .).  Exiting.\n",strb, linei,i,line);fflush(ficlog);
           goto end;
       }
       andc[i]=(double) year; 
       moisdc[i]=(double) month; 
       strcpy(line,stra);
       
       cutv(stra, strb,line,' '); 
       if(iout=sscanf(strb,"%d/%d",&month, &year) != 0){
       }
       else  if(iout=sscanf(strb,"%s.") != 0){
         month=99;
         year=9999;
       }else{
         printf("Error reading data around '%s' at line number %ld %s for individual %d, '%s'\nShould be a date of birth (mm/yyyy or .).  Exiting.\n",strb, linei,i,line,j);
         fprintf(ficlog,"Error reading data around '%s' at line number %ld %s for individual %d, '%s'\nShould be a date of birth (mm/yyyy or .).  Exiting.\n",strb, linei,i,line,j);fflush(ficlog);
           goto end;
       }
       annais[i]=(double)(year);
       moisnais[i]=(double)(month); 
       strcpy(line,stra);
       
       cutv(stra, strb,line,' '); 
       errno=0;
       dval=strtod(strb,&endptr); 
       if( strb[0]=='\0' || (*endptr != '\0')){
         printf("Error reading data around '%f' at line number %ld, \"%s\" for individual %d\nShould be a weight.  Exiting.\n",dval, i,line,linei);
         fprintf(ficlog,"Error reading data around '%f' at line number %ld, \"%s\" for individual %d\nShould be a weight.  Exiting.\n",dval, i,line,linei);
         fflush(ficlog);
         goto end;
       }
       weight[i]=dval; 
       strcpy(line,stra);
       
       for (j=ncovcol;j>=1;j--){
         cutv(stra, strb,line,' '); 
         if(strb[0]=='.') { /* Missing status */
           lval=-1;
         }else{
           errno=0;
           lval=strtol(strb,&endptr,10); 
           if( strb[0]=='\0' || (*endptr != '\0')){
             printf("Error reading data around '%d' at line number %ld for individual %d, '%s'\nShould be a covariate value (=0 for the reference or 1 for alternative).  Exiting.\n",lval, linei,i, line);
             fprintf(ficlog,"Error reading data around '%d' at line number %ld for individual %d, '%s'\nShould be a covariate value (=0 for the reference or 1 for alternative).  Exiting.\n",lval, linei,i, line);fflush(ficlog);
             goto end;
           }
         }
         if(lval <-1 || lval >1){
           printf("Error reading data around '%d' at line number %ld for individual %d, '%s'\n \
    Should be a value of %d(nth) covariate (0 should be the value for the reference and 1\n \
    for the alternative. IMaCh does not build design variables automatically, do it yourself.\n \
    For example, for multinomial values like 1, 2 and 3,\n \
    build V1=0 V2=0 for the reference value (1),\n \
           V1=1 V2=0 for (2) \n \
    and V1=0 V2=1 for (3). V1=1 V2=1 should not exist and the corresponding\n \
    output of IMaCh is often meaningless.\n \
    Exiting.\n",lval,linei, i,line,j);
           fprintf(ficlog,"Error reading data around '%d' at line number %ld for individual %d, '%s'\n \
    Should be a value of %d(nth) covariate (0 should be the value for the reference and 1\n \
    for the alternative. IMaCh does not build design variables automatically, do it yourself.\n \
    For example, for multinomial values like 1, 2 and 3,\n \
    build V1=0 V2=0 for the reference value (1),\n \
           V1=1 V2=0 for (2) \n \
    and V1=0 V2=1 for (3). V1=1 V2=1 should not exist and the corresponding\n \
    output of IMaCh is often meaningless.\n \
    Exiting.\n",lval,linei, i,line,j);fflush(ficlog);
           goto end;
         }
         covar[j][i]=(double)(lval);
         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;
     } /* End loop reading  data */
     fclose(fic);
     /* 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,NCOVMAX); /* Was 15 changed to NCOVMAX. 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; /* Number of covariates V1+V2+V3 =>2+1=3 */
       cptcovprod=j1; /*Number of products  V1*V2 =1 */
       
       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);fflush(ficlog);
         goto end;
       }
       
       /* This loop fills the array Tvar from the string 'model'.*/
       /* j is the number of + signs in the model V1+V2+V3 j=2 i=3 to 1 */
       for(i=(j+1); i>=1;i--){
         cutv(stra,strb,modelsav,'+'); /* keeps in strb after the first '+' 
                                        modelsav=V2+V3*age+V1+V4 strb=V3*age+V1+V4 
                                        stra=V2
                                       */ 
         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 V1+V3*age+V2 strb=V3*age*/
           cutv(strd,strc,strb,'*'); /* strd*strc  Vm*Vn: V3*age strc=age strd=V3 ; V3*V2 strc=V2, strd=V3 */
           if (strcmp(strc,"age")==0) { /* Vn*age */
             cptcovprod--;
             cutv(strb,stre,strd,'V');
             Tvar[i]=atoi(stre);  /* V1+V3*age+V2 Tvar[2]=3 */
             cptcovage++; /* Sums the number of covariates including age as a product */
             Tage[cptcovage]=i;  /* Tage[1] =2 */
             /*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 V1+V3*V2+V2  strb=V3*V2*/
             cutv(strb,stre,strc,'V'); /* strc= Vn, stre is n; strb=V3*V2 stre=3 strc=*/
             Tvar[i]=ncovcol+k1;  /* find 'n' in Vn and stores in Tvar. 
                                     If already ncovcol=2 and model=V2*V1 Tvar[1]=2+1 and Tvar[2]=2+2 etc */
             cutv(strb,strc,strd,'V'); /* strd was Vm, strc is m */
             Tprod[k1]=i;  /* Tprod[1]  */
             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);  /* modelsav=V2+V3*age+V1+V4 strb=V3*age+V1+V4 */ 
         /*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);*/
   
       /*  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 */
   
     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++){ /* scans any effective covariate */
       for(i=1; i <=(m/pow(2,k));i++){ /* i=1 to 8/1=8; i=1 to 8/2=4; i=1 to 8/8=1 */ 
         for(j=1; j <= ncodemax[k]; j++){ /* For each modality of this covariate */
           for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){  /* cpt=1 to 8/2**(3+1-1 or 3+1-3) =1 or 4 */ 
             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 codtab[h][Tvar[k]]=%d \n",h, k,j,codtab[h][k],Tvar[k],codtab[h][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,"<html><head>\n<title>IMaCh Cov %s</title></head>\n <body><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",\
             optionfilehtmcov,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model);
     }
   
     fprintf(fichtm,"<html><head>\n<title>IMaCh %s</title></head>\n <body><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\
    - Parameter file: <a href=\"%s.%s\">%s.%s</a><br>\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",\
             optionfilehtm,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model,\
             optionfilefiname,optionfilext,optionfilefiname,optionfilext,\
             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 (m=firstpass; m<=lastpass; m++)
           if (s[m][i]>nlstate) {
             dcwave[i]=m;
             /*    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;
           }else 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]=0.0268; p[NDIM]=0.083;
       /*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,pathcd); /* 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 */
       globpr=0;/* debug */
       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("%lf ",p[jk]);
               fprintf(ficlog,"%lf ",p[jk]);
               fprintf(ficres,"%lf ",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,pathcd); /* 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  (period or stable prevalence) --------------*/
     
       strcpy(filerespl,"pl");
       strcat(filerespl,fileres);
       if((ficrespl=fopen(filerespl,"w"))==NULL) {
         printf("Problem with period (stable) prevalence resultfile: %s\n", filerespl);goto end;
         fprintf(ficlog,"Problem with period (stable) prevalence resultfile: %s\n", filerespl);goto end;
       }
       printf("Computing period (stable) prevalence: result on file '%s' \n", filerespl);
       fprintf(ficlog,"Computing period (stable) prevalence: result on file '%s' \n", filerespl);
       pstamp(ficrespl);
       fprintf(ficrespl,"# Period (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;
           /* to clean */
           printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,codtab[cptcod][cptcov],nbcode);
           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*/
       pstamp(ficrespij);
       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); */
         /*      } */
       }
     
   
       /* 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);
         }
       }
   
   
       /*---------- Health expectancies, no variances ------------*/
   
       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);
       for(cptcov=1,k=0;cptcov<=i1;cptcov++){
         for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
           k=k+1; 
           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");
   
           eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
           oldm=oldms;savm=savms;
           evsij(eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm, strstart);  
         
           free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
         }
       }
       fclose(ficreseij);
   
   
       /*---------- 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 Life expectancies with their standard errors: file '%s' \n", filerest); 
       fprintf(ficlog,"Computing Total Life expectancies with their standard errors: file '%s' \n", filerest); 
   
   
       strcpy(fileresstde,"stde");
       strcat(fileresstde,fileres);
       if((ficresstdeij=fopen(fileresstde,"w"))==NULL) {
         printf("Problem with Health Exp. and std errors resultfile: %s\n", fileresstde); exit(0);
         fprintf(ficlog,"Problem with Health Exp. and std errors resultfile: %s\n", fileresstde); exit(0);
       }
       printf("Computing Health Expectancies and standard errors: result on file '%s' \n", fileresstde);
       fprintf(ficlog,"Computing Health Expectancies and standard errors: result on file '%s' \n", fileresstde);
   
       strcpy(filerescve,"cve");
       strcat(filerescve,fileres);
       if((ficrescveij=fopen(filerescve,"w"))==NULL) {
         printf("Problem with Covar. Health Exp. resultfile: %s\n", filerescve); exit(0);
         fprintf(ficlog,"Problem with Covar. Health Exp. resultfile: %s\n", filerescve); exit(0);
       }
       printf("Computing Covar. of Health Expectancies: result on file '%s' \n", filerescve);
       fprintf(ficlog,"Computing Covar. of Health Expectancies: result on file '%s' \n", filerescve);
   
       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);
   
       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(ficresstdeij,"\n#****** ");
           fprintf(ficrescveij,"\n#****** ");
           for(j=1;j<=cptcoveff;j++) {
             fprintf(ficresstdeij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
             fprintf(ficrescveij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           }
           fprintf(ficresstdeij,"******\n");
           fprintf(ficrescveij,"******\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;
           cvevsij(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);
           pstamp(ficrest);
           for(vpopbased=0; vpopbased <= popbased; vpopbased++){ /* Done for vpopbased=0 and vpopbased=1 if popbased==1*/
             oldm=oldms;savm=savms;
             varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,vpopbased,mobilav, strstart);   fprintf(ficrest,"# Total life expectancy with std error and decomposition into time to be expected in each health state\n#  (weighted average of eij where weights are ");
             if(vpopbased==1)
               fprintf(ficrest,"the age specific prevalence observed (cross-sectionally) in the population i.e cross-sectionally\n in each health state (popbased=1) (mobilav=%d)\n",mobilav);
             else
               fprintf(ficrest,"the age specific period (stable) prevalences in each health state \n");
             fprintf(ficrest,"# Age 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 (vpopbased==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(ficresstdeij);
       fclose(ficrescveij);
       fclose(ficresvij);
       fclose(ficrest);
       fclose(ficpar);
     
       /*------- Variance of period (stable) prevalence------*/   
   
       strcpy(fileresvpl,"vpl");
       strcat(fileresvpl,fileres);
       if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
         printf("Problem with variance of period (stable) prevalence  resultfile: %s\n", fileresvpl);
         exit(0);
       }
       printf("Computing Variance-covariance of period (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 */
    endfree:
     free_matrix(prlim,1,nlstate,1,nlstate);
       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_imatrix(nbcode,0,NCOVMAX,0,NCOVMAX);
       free_imatrix(codtab,1,100,1,10);
     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>\n</body></html>",strstart, strtend);
     fclose(fichtm);
     fprintf(fichtmcov,"<br>Local time at start %s<br>Local time at end   %s<br>\n</body></html>",strstart, strtend);
     fclose(fichtmcov);
     fclose(ficgp);
     fclose(ficlog);
     /*------ End -----------*/
   
   
      printf("Before Current directory %s!\n",pathcd);
      if(chdir(pathcd) != 0)
       printf("Can't move to directory %s!\n",path);
     if(getcwd(pathcd,MAXLINE) > 0)
       printf("Current directory %s!\n",pathcd);
     /*strcat(plotcmd,CHARSEPARATOR);*/
     sprintf(plotcmd,"gnuplot");
   #ifndef UNIX
     sprintf(plotcmd,"\"%sgnuplot.exe\"",pathimach);
   #endif
     if(!stat(plotcmd,&info)){
       printf("Error gnuplot program not found: %s\n",plotcmd);fflush(stdout);
       if(!stat(getenv("GNUPLOTBIN"),&info)){
         printf("Error gnuplot program not found: %s Environment GNUPLOTBIN not set.\n",plotcmd);fflush(stdout);
       }else
         strcpy(pplotcmd,plotcmd);
   #ifdef UNIX
       strcpy(plotcmd,GNUPLOTPROGRAM);
       if(!stat(plotcmd,&info)){
         printf("Error gnuplot program not found: %s\n",plotcmd);fflush(stdout);
       }else
         strcpy(pplotcmd,plotcmd);
   #endif
     }else
       strcpy(pplotcmd,plotcmd);
     
     sprintf(plotcmd,"%s %s",pplotcmd, optionfilegnuplot);
     printf("Starting graphs with: %s\n",plotcmd);fflush(stdout);
   
     if((outcmd=system(plotcmd)) != 0){
       printf("\n 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.1.133


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