Diff for /imach/src/imach.c between versions 1.11 and 1.97

version 1.11, 2001/05/17 16:07:14 version 1.97, 2004/02/20 13:25:42
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 1.97  2004/02/20 13:25:42  lievre
   individuals from different ages are interviewed on their health status    Version 0.96d. Population forecasting command line is (temporarily)
   or degree of  disability. At least a second wave of interviews    suppressed.
   ("longitudinal") should  measure each new individual health status.  
   Health expectancies are computed from the transistions observed between    Revision 1.96  2003/07/15 15:38:55  brouard
   waves and are computed for each degree of severity of disability (number    * imach.c (Repository): Errors in subdirf, 2, 3 while printing tmpout is
   of life states). More degrees you consider, more time is necessary to    rewritten within the same printf. Workaround: many printfs.
   reach the Maximum Likelihood of the parameters involved in the model.  
   The simplest model is the multinomial logistic model where pij is    Revision 1.95  2003/07/08 07:54:34  brouard
   the probabibility to be observed in state j at the second wave conditional    * imach.c (Repository):
   to be observed in state i at the first wave. Therefore the model is:    (Repository): Using imachwizard code to output a more meaningful covariance
   log(pij/pii)= aij + bij*age+ cij*sex + etc , where 'age' is age and 'sex'    matrix (cov(a12,c31) instead of numbers.
   is a covariate. If you want to have a more complex model than "constant and  
   age", you should modify the program where the markup    Revision 1.94  2003/06/27 13:00:02  brouard
     *Covariates have to be included here again* invites you to do it.    Just cleaning
   More covariates you add, less is the speed of the convergence.  
     Revision 1.93  2003/06/25 16:33:55  brouard
   The advantage that this computer programme claims, comes from that if the    (Module): On windows (cygwin) function asctime_r doesn't
   delay between waves is not identical for each individual, or if some    exist so I changed back to asctime which exists.
   individual missed an interview, the information is not rounded or lost, but    (Module): Version 0.96b
   taken into account using an interpolation or extrapolation.  
   hPijx is the probability to be    Revision 1.92  2003/06/25 16:30:45  brouard
   observed in state i at age x+h conditional to the observed state i at age    (Module): On windows (cygwin) function asctime_r doesn't
   x. The delay 'h' can be split into an exact number (nh*stepm) of    exist so I changed back to asctime which exists.
   unobserved intermediate  states. This elementary transition (by month or  
   quarter trimester, semester or year) is model as a multinomial logistic.    Revision 1.91  2003/06/25 15:30:29  brouard
   The hPx matrix is simply the matrix product of nh*stepm elementary matrices    * imach.c (Repository): Duplicated warning errors corrected.
   and the contribution of each individual to the likelihood is simply hPijx.    (Repository): Elapsed time after each iteration is now output. It
     helps to forecast when convergence will be reached. Elapsed time
   Also this programme outputs the covariance matrix of the parameters but also    is stamped in powell.  We created a new html file for the graphs
   of the life expectancies. It also computes the prevalence limits.    concerning matrix of covariance. It has extension -cov.htm.
    
   Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).    Revision 1.90  2003/06/24 12:34:15  brouard
            Institut national d'études démographiques, Paris.    (Module): Some bugs corrected for windows. Also, when
   This software have been partly granted by Euro-REVES, a concerted action    mle=-1 a template is output in file "or"mypar.txt with the design
   from the European Union.    of the covariance matrix to be input.
   It is copyrighted identically to a GNU software product, ie programme and  
   software can be distributed freely for non commercial use. Latest version    Revision 1.89  2003/06/24 12:30:52  brouard
   can be accessed at http://euroreves.ined.fr/imach .    (Module): Some bugs corrected for windows. Also, when
   **********************************************************************/    mle=-1 a template is output in file "or"mypar.txt with the design
      of the covariance matrix to be input.
 #include <math.h>  
 #include <stdio.h>    Revision 1.88  2003/06/23 17:54:56  brouard
 #include <stdlib.h>    * 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.
 #include <unistd.h>  
     Revision 1.87  2003/06/18 12:26:01  brouard
 #define MAXLINE 256    Version 0.96
 #define FILENAMELENGTH 80  
 /*#define DEBUG*/    Revision 1.86  2003/06/17 20:04:08  brouard
 #define windows    (Module): Change position of html and gnuplot routines and added
 #define GLOCK_ERROR_NOPATH              -1      /* empty path */    routine fileappend.
 #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */  
     Revision 1.85  2003/06/17 13:12:43  brouard
 #define MAXPARM 30 /* Maximum number of parameters for the optimization */    * imach.c (Repository): Check when date of death was earlier that
 #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */    current date of interview. It may happen when the death was just
     prior to the death. In this case, dh was negative and likelihood
 #define NINTERVMAX 8    was wrong (infinity). We still send an "Error" but patch by
 #define NLSTATEMAX 8 /* Maximum number of live states (for func) */    assuming that the date of death was just one stepm after the
 #define NDEATHMAX 8 /* Maximum number of dead states (for func) */    interview.
 #define NCOVMAX 8 /* Maximum number of covariates */    (Repository): Because some people have very long ID (first column)
 #define MAXN 20000    we changed int to long in num[] and we added a new lvector for
 #define YEARM 12. /* Number of months per year */    memory allocation. But we also truncated to 8 characters (left
 #define AGESUP 130    truncation)
 #define AGEBASE 40    (Repository): No more line truncation errors.
   
     Revision 1.84  2003/06/13 21:44:43  brouard
 int nvar;    * imach.c (Repository): Replace "freqsummary" at a correct
 int cptcovn, cptcovage=0, cptcoveff=0,cptcov;    place. It differs from routine "prevalence" which may be called
 int npar=NPARMAX;    many times. Probs is memory consuming and must be used with
 int nlstate=2; /* Number of live states */    parcimony.
 int ndeath=1; /* Number of dead states */    Version 0.95a3 (should output exactly the same maximization than 0.8a2)
 int ncovmodel, ncov;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */  
     Revision 1.83  2003/06/10 13:39:11  lievre
 int *wav; /* Number of waves for this individuual 0 is possible */    *** empty log message ***
 int maxwav; /* Maxim number of waves */  
 int jmin, jmax; /* min, max spacing between 2 waves */    Revision 1.82  2003/06/05 15:57:20  brouard
 int mle, weightopt;    Add log in  imach.c and  fullversion number is now printed.
 int **mw; /* mw[mi][i] is number of the mi wave for this individual */  
 int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */  */
 double jmean; /* Mean space between 2 waves */  /*
 double **oldm, **newm, **savm; /* Working pointers to matrices */     Interpolated Markov Chain
 double **oldms, **newms, **savms; /* Fixed working pointers to matrices */  
 FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest;    Short summary of the programme:
 FILE *ficgp, *fichtm;    
 FILE *ficreseij;    This program computes Healthy Life Expectancies from
   char filerese[FILENAMELENGTH];    cross-longitudinal data. Cross-longitudinal data consist in: -1- a
  FILE  *ficresvij;    first survey ("cross") where individuals from different ages are
   char fileresv[FILENAMELENGTH];    interviewed on their health status or degree of disability (in the
  FILE  *ficresvpl;    case of a health survey which is our main interest) -2- at least a
   char fileresvpl[FILENAMELENGTH];    second wave of interviews ("longitudinal") which measure each change
     (if any) in individual health status.  Health expectancies are
 #define NR_END 1    computed from the time spent in each health state according to a
 #define FREE_ARG char*    model. More health states you consider, more time is necessary to reach the
 #define FTOL 1.0e-10    Maximum Likelihood of the parameters involved in the model.  The
     simplest model is the multinomial logistic model where pij is the
 #define NRANSI    probability to be observed in state j at the second wave
 #define ITMAX 200    conditional to be observed in state i at the first wave. Therefore
     the model is: log(pij/pii)= aij + bij*age+ cij*sex + etc , where
 #define TOL 2.0e-4    'age' is age and 'sex' is a covariate. If you want to have a more
     complex model than "constant and age", you should modify the program
 #define CGOLD 0.3819660    where the markup *Covariates have to be included here again* invites
 #define ZEPS 1.0e-10    you to do it.  More covariates you add, slower the
 #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d);    convergence.
   
 #define GOLD 1.618034    The advantage of this computer programme, compared to a simple
 #define GLIMIT 100.0    multinomial logistic model, is clear when the delay between waves is not
 #define TINY 1.0e-20    identical for each individual. Also, if a individual missed an
     intermediate interview, the information is lost, but taken into
 static double maxarg1,maxarg2;    account using an interpolation or extrapolation.  
 #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))  
 #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))    hPijx is the probability to be observed in state i at age x+h
      conditional to the observed state i at age x. The delay 'h' can be
 #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))    split into an exact number (nh*stepm) of unobserved intermediate
 #define rint(a) floor(a+0.5)    states. This elementary transition (by month, quarter,
     semester or year) is modelled as a multinomial logistic.  The hPx
 static double sqrarg;    matrix is simply the matrix product of nh*stepm elementary matrices
 #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)    and the contribution of each individual to the likelihood is simply
 #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;}    hPijx.
   
 int imx;    Also this programme outputs the covariance matrix of the parameters but also
 int stepm;    of the life expectancies. It also computes the stable prevalence. 
 /* Stepm, step in month: minimum step interpolation*/    
     Authors: Nicolas Brouard (brouard@ined.fr) and Agnès Lièvre (lievre@ined.fr).
 int m,nb;             Institut national d'études démographiques, Paris.
 int *num, firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;    This software have been partly granted by Euro-REVES, a concerted action
 double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;    from the European Union.
 double **pmmij;    It is copyrighted identically to a GNU software product, ie programme and
     software can be distributed freely for non commercial use. Latest version
 double *weight;    can be accessed at http://euroreves.ined.fr/imach .
 int **s; /* Status */  
 double *agedc, **covar, idx;    Help to debug: LD_PRELOAD=/usr/local/lib/libnjamd.so ./imach foo.imach
 int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;    or better on gdb : set env LD_PRELOAD=/usr/local/lib/libnjamd.so
     
 double ftol=FTOL; /* Tolerance for computing Max Likelihood */    **********************************************************************/
 double ftolhess; /* Tolerance for computing hessian */  /*
     main
 /**************** split *************************/    read parameterfile
 static  int split( char *path, char *dirc, char *name )    read datafile
 {    concatwav
    char *s;                             /* pointer */    freqsummary
    int  l1, l2;                         /* length counters */    if (mle >= 1)
       mlikeli
    l1 = strlen( path );                 /* length of path */    print results files
    if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );    if mle==1 
    s = strrchr( path, '\\' );           /* find last / */       computes hessian
    if ( s == NULL ) {                   /* no directory, so use current */    read end of parameter file: agemin, agemax, bage, fage, estepm
 #if     defined(__bsd__)                /* get current working directory */        begin-prev-date,...
       extern char       *getwd( );    open gnuplot file
     open html file
       if ( getwd( dirc ) == NULL ) {    stable prevalence
 #else     for age prevalim()
       extern char       *getcwd( );    h Pij x
     variance of p varprob
       if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {    forecasting if prevfcast==1 prevforecast call prevalence()
 #endif    health expectancies
          return( GLOCK_ERROR_GETCWD );    Variance-covariance of DFLE
       }    prevalence()
       strcpy( name, path );             /* we've got it */     movingaverage()
    } else {                             /* strip direcotry from path */    varevsij() 
       s++;                              /* after this, the filename */    if popbased==1 varevsij(,popbased)
       l2 = strlen( s );                 /* length of filename */    total life expectancies
       if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );    Variance of stable prevalence
       strcpy( name, s );                /* save file name */   end
       strncpy( dirc, path, l1 - l2 );   /* now the directory */  */
       dirc[l1-l2] = 0;                  /* add zero */  
    }  
    l1 = strlen( dirc );                 /* length of directory */  
    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }   
    return( 0 );                         /* we're done */  #include <math.h>
 }  #include <stdio.h>
   #include <stdlib.h>
   #include <unistd.h>
 /******************************************/  
   #include <sys/time.h>
 void replace(char *s, char*t)  #include <time.h>
 {  #include "timeval.h"
   int i;  
   int lg=20;  /* #include <libintl.h> */
   i=0;  /* #define _(String) gettext (String) */
   lg=strlen(t);  
   for(i=0; i<= lg; i++) {  #define MAXLINE 256
     (s[i] = t[i]);  #define GNUPLOTPROGRAM "gnuplot"
     if (t[i]== '\\') s[i]='/';  /*#define GNUPLOTPROGRAM "..\\gp37mgw\\wgnuplot"*/
   }  #define FILENAMELENGTH 132
 }  /*#define DEBUG*/
   /*#define windows*/
 int nbocc(char *s, char occ)  #define GLOCK_ERROR_NOPATH              -1      /* empty path */
 {  #define GLOCK_ERROR_GETCWD              -2      /* cannot get cwd */
   int i,j=0;  
   int lg=20;  #define MAXPARM 30 /* Maximum number of parameters for the optimization */
   i=0;  #define NPARMAX 64 /* (nlstate+ndeath-1)*nlstate*ncovmodel */
   lg=strlen(s);  
   for(i=0; i<= lg; i++) {  #define NINTERVMAX 8
   if  (s[i] == occ ) j++;  #define NLSTATEMAX 8 /* Maximum number of live states (for func) */
   }  #define NDEATHMAX 8 /* Maximum number of dead states (for func) */
   return j;  #define NCOVMAX 8 /* Maximum number of covariates */
 }  #define MAXN 20000
   #define YEARM 12. /* Number of months per year */
 void cutv(char *u,char *v, char*t, char occ)  #define AGESUP 130
 {  #define AGEBASE 40
   int i,lg,j,p=0;  #ifdef unix
   i=0;  #define DIRSEPARATOR '/'
   for(j=0; j<=strlen(t)-1; j++) {  #define ODIRSEPARATOR '\\'
     if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;  #else
   }  #define DIRSEPARATOR '\\'
   #define ODIRSEPARATOR '/'
   lg=strlen(t);  #endif
   for(j=0; j<p; j++) {  
     (u[j] = t[j]);  /* $Id$ */
   }  /* $State$ */
      u[p]='\0';  
   char version[]="Imach version 0.96d, February 2004, INED-EUROREVES ";
    for(j=0; j<= lg; j++) {  char fullversion[]="$Revision$ $Date$"; 
     if (j>=(p+1))(v[j-p-1] = t[j]);  int erreur, nberr=0, nbwarn=0; /* Error number, number of errors number of warnings  */
   }  int nvar;
 }  int cptcovn=0, cptcovage=0, cptcoveff=0,cptcov;
   int npar=NPARMAX;
 /********************** nrerror ********************/  int nlstate=2; /* Number of live states */
   int ndeath=1; /* Number of dead states */
 void nrerror(char error_text[])  int ncovmodel, ncovcol;     /* Total number of covariables including constant a12*1 +b12*x ncovmodel=2 */
 {  int popbased=0;
   fprintf(stderr,"ERREUR ...\n");  
   fprintf(stderr,"%s\n",error_text);  int *wav; /* Number of waves for this individuual 0 is possible */
   exit(1);  int maxwav; /* Maxim number of waves */
 }  int jmin, jmax; /* min, max spacing between 2 waves */
 /*********************** vector *******************/  int gipmx, gsw; /* Global variables on the number of contributions 
 double *vector(int nl, int nh)                     to the likelihood and the sum of weights (done by funcone)*/
 {  int mle, weightopt;
   double *v;  int **mw; /* mw[mi][i] is number of the mi wave for this individual */
   v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));  int **dh; /* dh[mi][i] is number of steps between mi,mi+1 for this individual */
   if (!v) nrerror("allocation failure in vector");  int **bh; /* bh[mi][i] is the bias (+ or -) for this individual if the delay between
   return v-nl+NR_END;             * wave mi and wave mi+1 is not an exact multiple of stepm. */
 }  double jmean; /* Mean space between 2 waves */
   double **oldm, **newm, **savm; /* Working pointers to matrices */
 /************************ free vector ******************/  double **oldms, **newms, **savms; /* Fixed working pointers to matrices */
 void free_vector(double*v, int nl, int nh)  FILE *fic,*ficpar, *ficparo,*ficres,  *ficrespl, *ficrespij, *ficrest,*ficresf,*ficrespop;
 {  FILE *ficlog, *ficrespow;
   free((FREE_ARG)(v+nl-NR_END));  int globpr; /* Global variable for printing or not */
 }  double fretone; /* Only one call to likelihood */
   long ipmx; /* Number of contributions */
 /************************ivector *******************************/  double sw; /* Sum of weights */
 int *ivector(long nl,long nh)  char fileresilk[FILENAMELENGTH]; /* File of individual contributions to the likelihood */
 {  FILE *ficresilk;
   int *v;  FILE *ficgp,*ficresprob,*ficpop, *ficresprobcov, *ficresprobcor;
   v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));  FILE *ficresprobmorprev;
   if (!v) nrerror("allocation failure in ivector");  FILE *fichtm, *fichtmcov; /* Html File */
   return v-nl+NR_END;  FILE *ficreseij;
 }  char filerese[FILENAMELENGTH];
   FILE  *ficresvij;
 /******************free ivector **************************/  char fileresv[FILENAMELENGTH];
 void free_ivector(int *v, long nl, long nh)  FILE  *ficresvpl;
 {  char fileresvpl[FILENAMELENGTH];
   free((FREE_ARG)(v+nl-NR_END));  char title[MAXLINE];
 }  char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH];
   char optionfilext[10], optionfilefiname[FILENAMELENGTH], plotcmd[FILENAMELENGTH];
 /******************* imatrix *******************************/  char tmpout[FILENAMELENGTH],  tmpout2[FILENAMELENGTH]; 
 int **imatrix(long nrl, long nrh, long ncl, long nch)  char command[FILENAMELENGTH];
      /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */  int  outcmd=0;
 {  
   long i, nrow=nrh-nrl+1,ncol=nch-ncl+1;  char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH], rfileres[FILENAMELENGTH];
   int **m;  
    char filelog[FILENAMELENGTH]; /* Log file */
   /* allocate pointers to rows */  char filerest[FILENAMELENGTH];
   m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*)));  char fileregp[FILENAMELENGTH];
   if (!m) nrerror("allocation failure 1 in matrix()");  char popfile[FILENAMELENGTH];
   m += NR_END;  
   m -= nrl;  char optionfilegnuplot[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH], optionfilehtmcov[FILENAMELENGTH] ;
    
    struct timeval start_time, end_time, curr_time, last_time, forecast_time;
   /* allocate rows and set pointers to them */  struct timezone tzp;
   m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int)));  extern int gettimeofday();
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  struct tm tmg, tm, tmf, *gmtime(), *localtime();
   m[nrl] += NR_END;  long time_value;
   m[nrl] -= ncl;  extern long time();
    char strcurr[80], strfor[80];
   for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol;  
    #define NR_END 1
   /* return pointer to array of pointers to rows */  #define FREE_ARG char*
   return m;  #define FTOL 1.0e-10
 }  
   #define NRANSI 
 /****************** free_imatrix *************************/  #define ITMAX 200 
 void free_imatrix(m,nrl,nrh,ncl,nch)  
       int **m;  #define TOL 2.0e-4 
       long nch,ncl,nrh,nrl;  
      /* free an int matrix allocated by imatrix() */  #define CGOLD 0.3819660 
 {  #define ZEPS 1.0e-10 
   free((FREE_ARG) (m[nrl]+ncl-NR_END));  #define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d); 
   free((FREE_ARG) (m+nrl-NR_END));  
 }  #define GOLD 1.618034 
   #define GLIMIT 100.0 
 /******************* matrix *******************************/  #define TINY 1.0e-20 
 double **matrix(long nrl, long nrh, long ncl, long nch)  
 {  static double maxarg1,maxarg2;
   long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;  #define FMAX(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)>(maxarg2)? (maxarg1):(maxarg2))
   double **m;  #define FMIN(a,b) (maxarg1=(a),maxarg2=(b),(maxarg1)<(maxarg2)? (maxarg1):(maxarg2))
     
   m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  #define SIGN(a,b) ((b)>0.0 ? fabs(a) : -fabs(a))
   if (!m) nrerror("allocation failure 1 in matrix()");  #define rint(a) floor(a+0.5)
   m += NR_END;  
   m -= nrl;  static double sqrarg;
   #define SQR(a) ((sqrarg=(a)) == 0.0 ? 0.0 :sqrarg*sqrarg)
   m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));  #define SWAP(a,b) {temp=(a);(a)=(b);(b)=temp;} 
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");  
   m[nrl] += NR_END;  int imx; 
   m[nrl] -= ncl;  int stepm;
   /* Stepm, step in month: minimum step interpolation*/
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;  
   return m;  int estepm;
 }  /* Estepm, step in month to interpolate survival function in order to approximate Life Expectancy*/
   
 /*************************free matrix ************************/  int m,nb;
 void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)  long *num;
 {  int firstpass=0, lastpass=4,*cod, *ncodemax, *Tage;
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  double **agev,*moisnais, *annais, *moisdc, *andc,**mint, **anint;
   free((FREE_ARG)(m+nrl-NR_END));  double **pmmij, ***probs;
 }  double dateintmean=0;
   
 /******************* ma3x *******************************/  double *weight;
 double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)  int **s; /* Status */
 {  double *agedc, **covar, idx;
   long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;  int **nbcode, *Tcode, *Tvar, **codtab, **Tvard, *Tprod, cptcovprod, *Tvaraff;
   double ***m;  
   double ftol=FTOL; /* Tolerance for computing Max Likelihood */
   m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));  double ftolhess; /* Tolerance for computing hessian */
   if (!m) nrerror("allocation failure 1 in matrix()");  
   m += NR_END;  /**************** split *************************/
   m -= nrl;  static  int split( char *path, char *dirc, char *name, char *ext, char *finame )
   {
   m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));    char  *ss;                            /* pointer */
   if (!m[nrl]) nrerror("allocation failure 2 in matrix()");    int   l1, l2;                         /* length counters */
   m[nrl] += NR_END;  
   m[nrl] -= ncl;    l1 = strlen(path );                   /* length of path */
     if ( l1 == 0 ) return( GLOCK_ERROR_NOPATH );
   for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;    ss= strrchr( path, DIRSEPARATOR );            /* find last / */
     if ( ss == NULL ) {                   /* no directory, so use current */
   m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));      /*if(strrchr(path, ODIRSEPARATOR )==NULL)
   if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");        printf("Warning you should use %s as a separator\n",DIRSEPARATOR);*/
   m[nrl][ncl] += NR_END;      /* get current working directory */
   m[nrl][ncl] -= nll;      /*    extern  char* getcwd ( char *buf , int len);*/
   for (j=ncl+1; j<=nch; j++)      if ( getcwd( dirc, FILENAME_MAX ) == NULL ) {
     m[nrl][j]=m[nrl][j-1]+nlay;        return( GLOCK_ERROR_GETCWD );
        }
   for (i=nrl+1; i<=nrh; i++) {      strcpy( name, path );               /* we've got it */
     m[i][ncl]=m[i-1l][ncl]+ncol*nlay;    } else {                              /* strip direcotry from path */
     for (j=ncl+1; j<=nch; j++)      ss++;                               /* after this, the filename */
       m[i][j]=m[i][j-1]+nlay;      l2 = strlen( ss );                  /* length of filename */
   }      if ( l2 == 0 ) return( GLOCK_ERROR_NOPATH );
   return m;      strcpy( name, ss );         /* save file name */
 }      strncpy( dirc, path, l1 - l2 );     /* now the directory */
       dirc[l1-l2] = 0;                    /* add zero */
 /*************************free ma3x ************************/    }
 void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)    l1 = strlen( dirc );                  /* length of directory */
 {    /*#ifdef windows
   free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));    if ( dirc[l1-1] != '\\' ) { dirc[l1] = '\\'; dirc[l1+1] = 0; }
   free((FREE_ARG)(m[nrl]+ncl-NR_END));  #else
   free((FREE_ARG)(m+nrl-NR_END));    if ( dirc[l1-1] != '/' ) { dirc[l1] = '/'; dirc[l1+1] = 0; }
 }  #endif
     */
 /***************** f1dim *************************/    ss = strrchr( name, '.' );            /* find last / */
 extern int ncom;    ss++;
 extern double *pcom,*xicom;    strcpy(ext,ss);                       /* save extension */
 extern double (*nrfunc)(double []);    l1= strlen( name);
      l2= strlen(ss)+1;
 double f1dim(double x)    strncpy( finame, name, l1-l2);
 {    finame[l1-l2]= 0;
   int j;    return( 0 );                          /* we're done */
   double f;  }
   double *xt;  
    
   xt=vector(1,ncom);  /******************************************/
   for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j];  
   f=(*nrfunc)(xt);  void replace_back_to_slash(char *s, char*t)
   free_vector(xt,1,ncom);  {
   return f;    int i;
 }    int lg=0;
     i=0;
 /*****************brent *************************/    lg=strlen(t);
 double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin)    for(i=0; i<= lg; i++) {
 {      (s[i] = t[i]);
   int iter;      if (t[i]== '\\') s[i]='/';
   double a,b,d,etemp;    }
   double fu,fv,fw,fx;  }
   double ftemp;  
   double p,q,r,tol1,tol2,u,v,w,x,xm;  int nbocc(char *s, char occ)
   double e=0.0;  {
      int i,j=0;
   a=(ax < cx ? ax : cx);    int lg=20;
   b=(ax > cx ? ax : cx);    i=0;
   x=w=v=bx;    lg=strlen(s);
   fw=fv=fx=(*f)(x);    for(i=0; i<= lg; i++) {
   for (iter=1;iter<=ITMAX;iter++) {    if  (s[i] == occ ) j++;
     xm=0.5*(a+b);    }
     tol2=2.0*(tol1=tol*fabs(x)+ZEPS);    return j;
     /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/  }
     printf(".");fflush(stdout);  
 #ifdef DEBUG  void cutv(char *u,char *v, char*t, char occ)
     printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);  {
     /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */    /* cuts string t into u and v where u is ended by char occ excluding it
 #endif       and v is after occ excluding it too : ex cutv(u,v,"abcdef2ghi2j",2)
     if (fabs(x-xm) <= (tol2-0.5*(b-a))){       gives u="abcedf" and v="ghi2j" */
       *xmin=x;    int i,lg,j,p=0;
       return fx;    i=0;
     }    for(j=0; j<=strlen(t)-1; j++) {
     ftemp=fu;      if((t[j]!= occ) && (t[j+1]== occ)) p=j+1;
     if (fabs(e) > tol1) {    }
       r=(x-w)*(fx-fv);  
       q=(x-v)*(fx-fw);    lg=strlen(t);
       p=(x-v)*q-(x-w)*r;    for(j=0; j<p; j++) {
       q=2.0*(q-r);      (u[j] = t[j]);
       if (q > 0.0) p = -p;    }
       q=fabs(q);       u[p]='\0';
       etemp=e;  
       e=d;     for(j=0; j<= lg; j++) {
       if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x))      if (j>=(p+1))(v[j-p-1] = t[j]);
         d=CGOLD*(e=(x >= xm ? a-x : b-x));    }
       else {  }
         d=p/q;  
         u=x+d;  /********************** nrerror ********************/
         if (u-a < tol2 || b-u < tol2)  
           d=SIGN(tol1,xm-x);  void nrerror(char error_text[])
       }  {
     } else {    fprintf(stderr,"ERREUR ...\n");
       d=CGOLD*(e=(x >= xm ? a-x : b-x));    fprintf(stderr,"%s\n",error_text);
     }    exit(EXIT_FAILURE);
     u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d));  }
     fu=(*f)(u);  /*********************** vector *******************/
     if (fu <= fx) {  double *vector(int nl, int nh)
       if (u >= x) a=x; else b=x;  {
       SHFT(v,w,x,u)    double *v;
         SHFT(fv,fw,fx,fu)    v=(double *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(double)));
         } else {    if (!v) nrerror("allocation failure in vector");
           if (u < x) a=u; else b=u;    return v-nl+NR_END;
           if (fu <= fw || w == x) {  }
             v=w;  
             w=u;  /************************ free vector ******************/
             fv=fw;  void free_vector(double*v, int nl, int nh)
             fw=fu;  {
           } else if (fu <= fv || v == x || v == w) {    free((FREE_ARG)(v+nl-NR_END));
             v=u;  }
             fv=fu;  
           }  /************************ivector *******************************/
         }  int *ivector(long nl,long nh)
   }  {
   nrerror("Too many iterations in brent");    int *v;
   *xmin=x;    v=(int *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(int)));
   return fx;    if (!v) nrerror("allocation failure in ivector");
 }    return v-nl+NR_END;
   }
 /****************** mnbrak ***********************/  
   /******************free ivector **************************/
 void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc,  void free_ivector(int *v, long nl, long nh)
             double (*func)(double))  {
 {    free((FREE_ARG)(v+nl-NR_END));
   double ulim,u,r,q, dum;  }
   double fu;  
    /************************lvector *******************************/
   *fa=(*func)(*ax);  long *lvector(long nl,long nh)
   *fb=(*func)(*bx);  {
   if (*fb > *fa) {    long *v;
     SHFT(dum,*ax,*bx,dum)    v=(long *) malloc((size_t)((nh-nl+1+NR_END)*sizeof(long)));
       SHFT(dum,*fb,*fa,dum)    if (!v) nrerror("allocation failure in ivector");
       }    return v-nl+NR_END;
   *cx=(*bx)+GOLD*(*bx-*ax);  }
   *fc=(*func)(*cx);  
   while (*fb > *fc) {  /******************free lvector **************************/
     r=(*bx-*ax)*(*fb-*fc);  void free_lvector(long *v, long nl, long nh)
     q=(*bx-*cx)*(*fb-*fa);  {
     u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/    free((FREE_ARG)(v+nl-NR_END));
       (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r));  }
     ulim=(*bx)+GLIMIT*(*cx-*bx);  
     if ((*bx-u)*(u-*cx) > 0.0) {  /******************* imatrix *******************************/
       fu=(*func)(u);  int **imatrix(long nrl, long nrh, long ncl, long nch) 
     } else if ((*cx-u)*(u-ulim) > 0.0) {       /* allocate a int matrix with subscript range m[nrl..nrh][ncl..nch] */ 
       fu=(*func)(u);  { 
       if (fu < *fc) {    long i, nrow=nrh-nrl+1,ncol=nch-ncl+1; 
         SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx))    int **m; 
           SHFT(*fb,*fc,fu,(*func)(u))    
           }    /* allocate pointers to rows */ 
     } else if ((u-ulim)*(ulim-*cx) >= 0.0) {    m=(int **) malloc((size_t)((nrow+NR_END)*sizeof(int*))); 
       u=ulim;    if (!m) nrerror("allocation failure 1 in matrix()"); 
       fu=(*func)(u);    m += NR_END; 
     } else {    m -= nrl; 
       u=(*cx)+GOLD*(*cx-*bx);    
       fu=(*func)(u);    
     }    /* allocate rows and set pointers to them */ 
     SHFT(*ax,*bx,*cx,u)    m[nrl]=(int *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(int))); 
       SHFT(*fa,*fb,*fc,fu)    if (!m[nrl]) nrerror("allocation failure 2 in matrix()"); 
       }    m[nrl] += NR_END; 
 }    m[nrl] -= ncl; 
     
 /*************** linmin ************************/    for(i=nrl+1;i<=nrh;i++) m[i]=m[i-1]+ncol; 
     
 int ncom;    /* return pointer to array of pointers to rows */ 
 double *pcom,*xicom;    return m; 
 double (*nrfunc)(double []);  } 
    
 void linmin(double p[], double xi[], int n, double *fret,double (*func)(double []))  /****************** free_imatrix *************************/
 {  void free_imatrix(m,nrl,nrh,ncl,nch)
   double brent(double ax, double bx, double cx,        int **m;
                double (*f)(double), double tol, double *xmin);        long nch,ncl,nrh,nrl; 
   double f1dim(double x);       /* free an int matrix allocated by imatrix() */ 
   void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb,  { 
               double *fc, double (*func)(double));    free((FREE_ARG) (m[nrl]+ncl-NR_END)); 
   int j;    free((FREE_ARG) (m+nrl-NR_END)); 
   double xx,xmin,bx,ax;  } 
   double fx,fb,fa;  
    /******************* matrix *******************************/
   ncom=n;  double **matrix(long nrl, long nrh, long ncl, long nch)
   pcom=vector(1,n);  {
   xicom=vector(1,n);    long i, nrow=nrh-nrl+1, ncol=nch-ncl+1;
   nrfunc=func;    double **m;
   for (j=1;j<=n;j++) {  
     pcom[j]=p[j];    m=(double **) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
     xicom[j]=xi[j];    if (!m) nrerror("allocation failure 1 in matrix()");
   }    m += NR_END;
   ax=0.0;    m -= nrl;
   xx=1.0;  
   mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim);    m[nrl]=(double *) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
   *fret=brent(ax,xx,bx,f1dim,TOL,&xmin);    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
 #ifdef DEBUG    m[nrl] += NR_END;
   printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);    m[nrl] -= ncl;
 #endif  
   for (j=1;j<=n;j++) {    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
     xi[j] *= xmin;    return m;
     p[j] += xi[j];    /* print *(*(m+1)+70) or print m[1][70]; print m+1 or print &(m[1]) 
   }     */
   free_vector(xicom,1,n);  }
   free_vector(pcom,1,n);  
 }  /*************************free matrix ************************/
   void free_matrix(double **m, long nrl, long nrh, long ncl, long nch)
 /*************** powell ************************/  {
 void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,    free((FREE_ARG)(m[nrl]+ncl-NR_END));
             double (*func)(double []))    free((FREE_ARG)(m+nrl-NR_END));
 {  }
   void linmin(double p[], double xi[], int n, double *fret,  
               double (*func)(double []));  /******************* ma3x *******************************/
   int i,ibig,j;  double ***ma3x(long nrl, long nrh, long ncl, long nch, long nll, long nlh)
   double del,t,*pt,*ptt,*xit;  {
   double fp,fptt;    long i, j, nrow=nrh-nrl+1, ncol=nch-ncl+1, nlay=nlh-nll+1;
   double *xits;    double ***m;
   pt=vector(1,n);  
   ptt=vector(1,n);    m=(double ***) malloc((size_t)((nrow+NR_END)*sizeof(double*)));
   xit=vector(1,n);    if (!m) nrerror("allocation failure 1 in matrix()");
   xits=vector(1,n);    m += NR_END;
   *fret=(*func)(p);    m -= nrl;
   for (j=1;j<=n;j++) pt[j]=p[j];  
   for (*iter=1;;++(*iter)) {    m[nrl]=(double **) malloc((size_t)((nrow*ncol+NR_END)*sizeof(double)));
     fp=(*fret);    if (!m[nrl]) nrerror("allocation failure 2 in matrix()");
     ibig=0;    m[nrl] += NR_END;
     del=0.0;    m[nrl] -= ncl;
     printf("\nPowell iter=%d -2*LL=%.12f",*iter,*fret);  
     for (i=1;i<=n;i++)    for (i=nrl+1; i<=nrh; i++) m[i]=m[i-1]+ncol;
       printf(" %d %.12f",i, p[i]);  
     printf("\n");    m[nrl][ncl]=(double *) malloc((size_t)((nrow*ncol*nlay+NR_END)*sizeof(double)));
     for (i=1;i<=n;i++) {    if (!m[nrl][ncl]) nrerror("allocation failure 3 in matrix()");
       for (j=1;j<=n;j++) xit[j]=xi[j][i];    m[nrl][ncl] += NR_END;
       fptt=(*fret);    m[nrl][ncl] -= nll;
 #ifdef DEBUG    for (j=ncl+1; j<=nch; j++) 
       printf("fret=%lf \n",*fret);      m[nrl][j]=m[nrl][j-1]+nlay;
 #endif    
       printf("%d",i);fflush(stdout);    for (i=nrl+1; i<=nrh; i++) {
       linmin(p,xit,n,fret,func);      m[i][ncl]=m[i-1l][ncl]+ncol*nlay;
       if (fabs(fptt-(*fret)) > del) {      for (j=ncl+1; j<=nch; j++) 
         del=fabs(fptt-(*fret));        m[i][j]=m[i][j-1]+nlay;
         ibig=i;    }
       }    return m; 
 #ifdef DEBUG    /*  gdb: p *(m+1) <=> p m[1] and p (m+1) <=> p (m+1) <=> p &(m[1])
       printf("%d %.12e",i,(*fret));             &(m[i][j][k]) <=> *((*(m+i) + j)+k)
       for (j=1;j<=n;j++) {    */
         xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);  }
         printf(" x(%d)=%.12e",j,xit[j]);  
       }  /*************************free ma3x ************************/
       for(j=1;j<=n;j++)  void free_ma3x(double ***m, long nrl, long nrh, long ncl, long nch,long nll, long nlh)
         printf(" p=%.12e",p[j]);  {
       printf("\n");    free((FREE_ARG)(m[nrl][ncl]+ nll-NR_END));
 #endif    free((FREE_ARG)(m[nrl]+ncl-NR_END));
     }    free((FREE_ARG)(m+nrl-NR_END));
     if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {  }
 #ifdef DEBUG  
       int k[2],l;  /*************** function subdirf ***********/
       k[0]=1;  char *subdirf(char fileres[])
       k[1]=-1;  {
       printf("Max: %.12e",(*func)(p));    /* Caution optionfilefiname is hidden */
       for (j=1;j<=n;j++)    strcpy(tmpout,optionfilefiname);
         printf(" %.12e",p[j]);    strcat(tmpout,"/"); /* Add to the right */
       printf("\n");    strcat(tmpout,fileres);
       for(l=0;l<=1;l++) {    return tmpout;
         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]);  /*************** function subdirf2 ***********/
         }  char *subdirf2(char fileres[], char *preop)
         printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));  {
       }    
 #endif    /* Caution optionfilefiname is hidden */
     strcpy(tmpout,optionfilefiname);
     strcat(tmpout,"/");
       free_vector(xit,1,n);    strcat(tmpout,preop);
       free_vector(xits,1,n);    strcat(tmpout,fileres);
       free_vector(ptt,1,n);    return tmpout;
       free_vector(pt,1,n);  }
       return;  
     }  /*************** function subdirf3 ***********/
     if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");  char *subdirf3(char fileres[], char *preop, char *preop2)
     for (j=1;j<=n;j++) {  {
       ptt[j]=2.0*p[j]-pt[j];    
       xit[j]=p[j]-pt[j];    /* Caution optionfilefiname is hidden */
       pt[j]=p[j];    strcpy(tmpout,optionfilefiname);
     }    strcat(tmpout,"/");
     fptt=(*func)(ptt);    strcat(tmpout,preop);
     if (fptt < fp) {    strcat(tmpout,preop2);
       t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);    strcat(tmpout,fileres);
       if (t < 0.0) {    return tmpout;
         linmin(p,xit,n,fret,func);  }
         for (j=1;j<=n;j++) {  
           xi[j][ibig]=xi[j][n];  /***************** f1dim *************************/
           xi[j][n]=xit[j];  extern int ncom; 
         }  extern double *pcom,*xicom;
 #ifdef DEBUG  extern double (*nrfunc)(double []); 
         printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);   
         for(j=1;j<=n;j++)  double f1dim(double x) 
           printf(" %.12e",xit[j]);  { 
         printf("\n");    int j; 
 #endif    double f;
       }    double *xt; 
     }   
   }    xt=vector(1,ncom); 
 }    for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; 
     f=(*nrfunc)(xt); 
 /**** Prevalence limit ****************/    free_vector(xt,1,ncom); 
     return f; 
 double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)  } 
 {  
   /* Computes the prevalence limit in each live state at age x by left multiplying the unit  /*****************brent *************************/
      matrix by transitions matrix until convergence is reached */  double brent(double ax, double bx, double cx, double (*f)(double), double tol,  double *xmin) 
   { 
   int i, ii,j,k;    int iter; 
   double min, max, maxmin, maxmax,sumnew=0.;    double a,b,d,etemp;
   double **matprod2();    double fu,fv,fw,fx;
   double **out, cov[NCOVMAX], **pmij();    double ftemp;
   double **newm;    double p,q,r,tol1,tol2,u,v,w,x,xm; 
   double agefin, delaymax=50 ; /* Max number of years to converge */    double e=0.0; 
    
   for (ii=1;ii<=nlstate+ndeath;ii++)    a=(ax < cx ? ax : cx); 
     for (j=1;j<=nlstate+ndeath;j++){    b=(ax > cx ? ax : cx); 
       oldm[ii][j]=(ii==j ? 1.0 : 0.0);    x=w=v=bx; 
     }    fw=fv=fx=(*f)(x); 
     for (iter=1;iter<=ITMAX;iter++) { 
    cov[1]=1.;      xm=0.5*(a+b); 
        tol2=2.0*(tol1=tol*fabs(x)+ZEPS); 
  /* Even if hstepm = 1, at least one multiplication by the unit matrix */      /*          if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret)))*/
   for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){      printf(".");fflush(stdout);
     newm=savm;      fprintf(ficlog,".");fflush(ficlog);
     /* Covariates have to be included here again */  #ifdef DEBUG
      cov[2]=agefin;      printf("br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
        fprintf(ficlog,"br %d,x=%.10e xm=%.10e b=%.10e a=%.10e tol=%.10e tol1=%.10e tol2=%.10e x-xm=%.10e fx=%.12e fu=%.12e,fw=%.12e,ftemp=%.12e,ftol=%.12e\n",iter,x,xm,b,a,tol,tol1,tol2,(x-xm),fx,fu,fw,ftemp,ftol);
       for (k=1; k<=cptcovn;k++) {      /*          if ((fabs(x-xm) <= (tol2-0.5*(b-a)))||(2.0*fabs(fu-ftemp) <= ftol*1.e-2*(fabs(fu)+fabs(ftemp)))) { */
         cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];  #endif
         /*printf("ij=%d Tvar[k]=%d nbcode=%d cov=%lf\n",ij, Tvar[k],nbcode[Tvar[k]][codtab[ij][Tvar[k]]],cov[2+k]);*/      if (fabs(x-xm) <= (tol2-0.5*(b-a))){ 
       }        *xmin=x; 
       for (k=1; k<=cptcovage;k++)        return fx; 
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];      } 
       for (k=1; k<=cptcovprod;k++)      ftemp=fu;
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];      if (fabs(e) > tol1) { 
         r=(x-w)*(fx-fv); 
       /*printf("ij=%d cptcovprod=%d tvar=%d ", ij, cptcovprod, Tvar[1]);*/        q=(x-v)*(fx-fw); 
       /*printf("ij=%d cov[3]=%lf cov[4]=%lf \n",ij, cov[3],cov[4]);*/        p=(x-v)*q-(x-w)*r; 
         q=2.0*(q-r); 
     out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);        if (q > 0.0) p = -p; 
         q=fabs(q); 
     savm=oldm;        etemp=e; 
     oldm=newm;        e=d; 
     maxmax=0.;        if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a-x) || p >= q*(b-x)) 
     for(j=1;j<=nlstate;j++){          d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
       min=1.;        else { 
       max=0.;          d=p/q; 
       for(i=1; i<=nlstate; i++) {          u=x+d; 
         sumnew=0;          if (u-a < tol2 || b-u < tol2) 
         for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];            d=SIGN(tol1,xm-x); 
         prlim[i][j]= newm[i][j]/(1-sumnew);        } 
         max=FMAX(max,prlim[i][j]);      } else { 
         min=FMIN(min,prlim[i][j]);        d=CGOLD*(e=(x >= xm ? a-x : b-x)); 
       }      } 
       maxmin=max-min;      u=(fabs(d) >= tol1 ? x+d : x+SIGN(tol1,d)); 
       maxmax=FMAX(maxmax,maxmin);      fu=(*f)(u); 
     }      if (fu <= fx) { 
     if(maxmax < ftolpl){        if (u >= x) a=x; else b=x; 
       return prlim;        SHFT(v,w,x,u) 
     }          SHFT(fv,fw,fx,fu) 
   }          } else { 
 }            if (u < x) a=u; else b=u; 
             if (fu <= fw || w == x) { 
 /*************** transition probabilities **********/              v=w; 
               w=u; 
 double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )              fv=fw; 
 {              fw=fu; 
   double s1, s2;            } else if (fu <= fv || v == x || v == w) { 
   /*double t34;*/              v=u; 
   int i,j,j1, nc, ii, jj;              fv=fu; 
             } 
     for(i=1; i<= nlstate; i++){          } 
     for(j=1; j<i;j++){    } 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){    nrerror("Too many iterations in brent"); 
         /*s2 += param[i][j][nc]*cov[nc];*/    *xmin=x; 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];    return fx; 
         /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/  } 
       }  
       ps[i][j]=s2;  /****************** mnbrak ***********************/
       /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/  
     }  void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc, 
     for(j=i+1; j<=nlstate+ndeath;j++){              double (*func)(double)) 
       for (nc=1, s2=0.;nc <=ncovmodel; nc++){  { 
         s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];    double ulim,u,r,q, dum;
         /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/    double fu; 
       }   
       ps[i][j]=s2;    *fa=(*func)(*ax); 
     }    *fb=(*func)(*bx); 
   }    if (*fb > *fa) { 
   for(i=1; i<= nlstate; i++){      SHFT(dum,*ax,*bx,dum) 
      s1=0;        SHFT(dum,*fb,*fa,dum) 
     for(j=1; j<i; j++)        } 
       s1+=exp(ps[i][j]);    *cx=(*bx)+GOLD*(*bx-*ax); 
     for(j=i+1; j<=nlstate+ndeath; j++)    *fc=(*func)(*cx); 
       s1+=exp(ps[i][j]);    while (*fb > *fc) { 
     ps[i][i]=1./(s1+1.);      r=(*bx-*ax)*(*fb-*fc); 
     for(j=1; j<i; j++)      q=(*bx-*cx)*(*fb-*fa); 
       ps[i][j]= exp(ps[i][j])*ps[i][i];      u=(*bx)-((*bx-*cx)*q-(*bx-*ax)*r)/ 
     for(j=i+1; j<=nlstate+ndeath; j++)        (2.0*SIGN(FMAX(fabs(q-r),TINY),q-r)); 
       ps[i][j]= exp(ps[i][j])*ps[i][i];      ulim=(*bx)+GLIMIT*(*cx-*bx); 
     /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */      if ((*bx-u)*(u-*cx) > 0.0) { 
   } /* end i */        fu=(*func)(u); 
       } else if ((*cx-u)*(u-ulim) > 0.0) { 
   for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){        fu=(*func)(u); 
     for(jj=1; jj<= nlstate+ndeath; jj++){        if (fu < *fc) { 
       ps[ii][jj]=0;          SHFT(*bx,*cx,u,*cx+GOLD*(*cx-*bx)) 
       ps[ii][ii]=1;            SHFT(*fb,*fc,fu,(*func)(u)) 
     }            } 
   }      } else if ((u-ulim)*(ulim-*cx) >= 0.0) { 
         u=ulim; 
   /*   for(ii=1; ii<= nlstate+ndeath; ii++){        fu=(*func)(u); 
     for(jj=1; jj<= nlstate+ndeath; jj++){      } else { 
      printf("%lf ",ps[ii][jj]);        u=(*cx)+GOLD*(*cx-*bx); 
    }        fu=(*func)(u); 
     printf("\n ");      } 
     }      SHFT(*ax,*bx,*cx,u) 
     printf("\n ");printf("%lf ",cov[2]);*/        SHFT(*fa,*fb,*fc,fu) 
 /*        } 
   for(i=1; i<= npar; i++) printf("%f ",x[i]);  } 
   goto end;*/  
     return ps;  /*************** linmin ************************/
 }  
   int ncom; 
 /**************** Product of 2 matrices ******************/  double *pcom,*xicom;
   double (*nrfunc)(double []); 
 double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)   
 {  void linmin(double p[], double xi[], int n, double *fret,double (*func)(double [])) 
   /* Computes the matric product of in(1,nrh-nrl+1)(1,nch-ncl+1) times  { 
      b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */    double brent(double ax, double bx, double cx, 
   /* in, b, out are matrice of pointers which should have been initialized                 double (*f)(double), double tol, double *xmin); 
      before: only the contents of out is modified. The function returns    double f1dim(double x); 
      a pointer to pointers identical to out */    void mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, 
   long i, j, k;                double *fc, double (*func)(double)); 
   for(i=nrl; i<= nrh; i++)    int j; 
     for(k=ncolol; k<=ncoloh; k++)    double xx,xmin,bx,ax; 
       for(j=ncl,out[i][k]=0.; j<=nch; j++)    double fx,fb,fa;
         out[i][k] +=in[i][j]*b[j][k];   
     ncom=n; 
   return out;    pcom=vector(1,n); 
 }    xicom=vector(1,n); 
     nrfunc=func; 
     for (j=1;j<=n;j++) { 
 /************* Higher Matrix Product ***************/      pcom[j]=p[j]; 
       xicom[j]=xi[j]; 
 double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )    } 
 {    ax=0.0; 
   /* Computes the transition matrix starting at age 'age' over 'nhstepm*hstepm*stepm' month    xx=1.0; 
      duration (i.e. until    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,f1dim); 
      age (in years)  age+nhstepm*stepm/12) by multiplying nhstepm*hstepm matrices.    *fret=brent(ax,xx,bx,f1dim,TOL,&xmin); 
      Output is stored in matrix po[i][j][h] for h every 'hstepm' step  #ifdef DEBUG
      (typically every 2 years instead of every month which is too big).    printf("retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
      Model is determined by parameters x and covariates have to be    fprintf(ficlog,"retour brent fret=%.12e xmin=%.12e\n",*fret,xmin);
      included manually here.  #endif
     for (j=1;j<=n;j++) { 
      */      xi[j] *= xmin; 
       p[j] += xi[j]; 
   int i, j, d, h, k;    } 
   double **out, cov[NCOVMAX];    free_vector(xicom,1,n); 
   double **newm;    free_vector(pcom,1,n); 
   } 
   /* Hstepm could be zero and should return the unit matrix */  
   for (i=1;i<=nlstate+ndeath;i++)  char *asc_diff_time(long time_sec, char ascdiff[])
     for (j=1;j<=nlstate+ndeath;j++){  {
       oldm[i][j]=(i==j ? 1.0 : 0.0);    long sec_left, days, hours, minutes;
       po[i][j][0]=(i==j ? 1.0 : 0.0);    days = (time_sec) / (60*60*24);
     }    sec_left = (time_sec) % (60*60*24);
   /* Even if hstepm = 1, at least one multiplication by the unit matrix */    hours = (sec_left) / (60*60) ;
   for(h=1; h <=nhstepm; h++){    sec_left = (sec_left) %(60*60);
     for(d=1; d <=hstepm; d++){    minutes = (sec_left) /60;
       newm=savm;    sec_left = (sec_left) % (60);
       /* Covariates have to be included here again */    sprintf(ascdiff,"%d day(s) %d hour(s) %d minute(s) %d second(s)",days, hours, minutes, sec_left);  
       cov[1]=1.;    return ascdiff;
       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++)  /*************** powell ************************/
         cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];  void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret, 
    for (k=1; k<=cptcovprod;k++)              double (*func)(double [])) 
         cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];  { 
     void linmin(double p[], double xi[], int n, double *fret, 
                 double (*func)(double [])); 
       /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/    int i,ibig,j; 
       /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/    double del,t,*pt,*ptt,*xit;
       out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath,    double fp,fptt;
                    pmij(pmmij,cov,ncovmodel,x,nlstate));    double *xits;
       savm=oldm;    int niterf, itmp;
       oldm=newm;  
     }    pt=vector(1,n); 
     for(i=1; i<=nlstate+ndeath; i++)    ptt=vector(1,n); 
       for(j=1;j<=nlstate+ndeath;j++) {    xit=vector(1,n); 
         po[i][j][h]=newm[i][j];    xits=vector(1,n); 
         /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);    *fret=(*func)(p); 
          */    for (j=1;j<=n;j++) pt[j]=p[j]; 
       }    for (*iter=1;;++(*iter)) { 
   } /* end h */      fp=(*fret); 
   return po;      ibig=0; 
 }      del=0.0; 
       last_time=curr_time;
       (void) gettimeofday(&curr_time,&tzp);
 /*************** log-likelihood *************/      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);
 double func( double *x)      fprintf(ficlog,"\nPowell iter=%d -2*LL=%.12f %ld sec. %ld sec.",*iter,*fret, curr_time.tv_sec-last_time.tv_sec, curr_time.tv_sec-start_time.tv_sec);
 {      fprintf(ficrespow,"%d %.12f %ld",*iter,*fret,curr_time.tv_sec-start_time.tv_sec);
   int i, ii, j, k, mi, d, kk;      for (i=1;i<=n;i++) {
   double l, ll[NLSTATEMAX], cov[NCOVMAX];        printf(" %d %.12f",i, p[i]);
   double **out;        fprintf(ficlog," %d %.12lf",i, p[i]);
   double sw; /* Sum of weights */        fprintf(ficrespow," %.12lf", p[i]);
   double lli; /* Individual log likelihood */      }
   long ipmx;      printf("\n");
   /*extern weight */      fprintf(ficlog,"\n");
   /* We are differentiating ll according to initial status */      fprintf(ficrespow,"\n");fflush(ficrespow);
   /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/      if(*iter <=3){
   /*for(i=1;i<imx;i++)        tm = *localtime(&curr_time.tv_sec);
     printf(" %d\n",s[4][i]);        strcpy(strcurr,asctime(&tmf));
   */  /*       asctime_r(&tm,strcurr); */
   cov[1]=1.;        forecast_time=curr_time;
         itmp = strlen(strcurr);
   for(k=1; k<=nlstate; k++) ll[k]=0.;        if(strcurr[itmp-1]=='\n')
   for (i=1,ipmx=0, sw=0.; i<=imx; i++){          strcurr[itmp-1]='\0';
     for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];        printf("\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
     for(mi=1; mi<= wav[i]-1; mi++){        fprintf(ficlog,"\nConsidering the time needed for this last iteration #%d: %ld seconds,\n",*iter,curr_time.tv_sec-last_time.tv_sec);
       for (ii=1;ii<=nlstate+ndeath;ii++)        for(niterf=10;niterf<=30;niterf+=10){
         for (j=1;j<=nlstate+ndeath;j++) oldm[ii][j]=(ii==j ? 1.0 : 0.0);          forecast_time.tv_sec=curr_time.tv_sec+(niterf-*iter)*(curr_time.tv_sec-last_time.tv_sec);
       for(d=0; d<dh[mi][i]; d++){          tmf = *localtime(&forecast_time.tv_sec);
         newm=savm;  /*      asctime_r(&tmf,strfor); */
         cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;          strcpy(strfor,asctime(&tmf));
         for (kk=1; kk<=cptcovage;kk++) {          itmp = strlen(strfor);
           cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];          if(strfor[itmp-1]=='\n')
         }          strfor[itmp-1]='\0';
                  printf("   - if your program needs %d iterations to converge, convergence will be \n   reached in %s or\n   on %s (current time is %s);\n",niterf, asc_diff_time(forecast_time.tv_sec-curr_time.tv_sec,tmpout),strfor,strcurr);
         out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,          fprintf(ficlog,"   - if your program needs %d iterations to converge, convergence will be \n   reached in %s or\n   on %s (current time is %s);\n",niterf, asc_diff_time(forecast_time.tv_sec-curr_time.tv_sec,tmpout),strfor,strcurr);
                      1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));        }
         savm=oldm;      }
         oldm=newm;      for (i=1;i<=n;i++) { 
                for (j=1;j<=n;j++) xit[j]=xi[j][i]; 
                fptt=(*fret); 
       } /* end mult */  #ifdef DEBUG
              printf("fret=%lf \n",*fret);
       lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);        fprintf(ficlog,"fret=%lf \n",*fret);
       /* printf(" %f ",out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/  #endif
       ipmx +=1;        printf("%d",i);fflush(stdout);
       sw += weight[i];        fprintf(ficlog,"%d",i);fflush(ficlog);
       ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;        linmin(p,xit,n,fret,func); 
     } /* end of wave */        if (fabs(fptt-(*fret)) > del) { 
   } /* end of individual */          del=fabs(fptt-(*fret)); 
           ibig=i; 
   for(k=1,l=0.; k<=nlstate; k++) l += ll[k];        } 
   /* printf("l1=%f l2=%f ",ll[1],ll[2]); */  #ifdef DEBUG
   l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */        printf("%d %.12e",i,(*fret));
   return -l;        fprintf(ficlog,"%d %.12e",i,(*fret));
 }        for (j=1;j<=n;j++) {
           xits[j]=FMAX(fabs(p[j]-pt[j]),1.e-5);
           printf(" x(%d)=%.12e",j,xit[j]);
 /*********** Maximum Likelihood Estimation ***************/          fprintf(ficlog," x(%d)=%.12e",j,xit[j]);
         }
 void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))        for(j=1;j<=n;j++) {
 {          printf(" p=%.12e",p[j]);
   int i,j, iter;          fprintf(ficlog," p=%.12e",p[j]);
   double **xi,*delti;        }
   double fret;        printf("\n");
   xi=matrix(1,npar,1,npar);        fprintf(ficlog,"\n");
   for (i=1;i<=npar;i++)  #endif
     for (j=1;j<=npar;j++)      } 
       xi[i][j]=(i==j ? 1.0 : 0.0);      if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
   printf("Powell\n");  #ifdef DEBUG
   powell(p,xi,npar,ftol,&iter,&fret,func);        int k[2],l;
         k[0]=1;
    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));        k[1]=-1;
   fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f ",iter,func(p));        printf("Max: %.12e",(*func)(p));
         fprintf(ficlog,"Max: %.12e",(*func)(p));
 }        for (j=1;j<=n;j++) {
           printf(" %.12e",p[j]);
 /**** Computes Hessian and covariance matrix ***/          fprintf(ficlog," %.12e",p[j]);
 void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))        }
 {        printf("\n");
   double  **a,**y,*x,pd;        fprintf(ficlog,"\n");
   double **hess;        for(l=0;l<=1;l++) {
   int i, j,jk;          for (j=1;j<=n;j++) {
   int *indx;            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]);
   double hessii(double p[], double delta, int theta, double delti[]);            fprintf(ficlog,"l=%d j=%d ptt=%.12e, xits=%.12e, p=%.12e, xit=%.12e", l,j,ptt[j],xits[j],p[j],xit[j]);
   double hessij(double p[], double delti[], int i, int j);          }
   void lubksb(double **a, int npar, int *indx, double b[]) ;          printf("func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
   void ludcmp(double **a, int npar, int *indx, double *d) ;          fprintf(ficlog,"func(ptt)=%.12e, deriv=%.12e\n",(*func)(ptt),(ptt[j]-p[j])/((*func)(ptt)-(*func)(p)));
         }
   #endif
   hess=matrix(1,npar,1,npar);  
   
   printf("\nCalculation of the hessian matrix. Wait...\n");        free_vector(xit,1,n); 
   for (i=1;i<=npar;i++){        free_vector(xits,1,n); 
     printf("%d",i);fflush(stdout);        free_vector(ptt,1,n); 
     hess[i][i]=hessii(p,ftolhess,i,delti);        free_vector(pt,1,n); 
     /*printf(" %f ",p[i]);*/        return; 
   }      } 
       if (*iter == ITMAX) nrerror("powell exceeding maximum iterations."); 
   for (i=1;i<=npar;i++) {      for (j=1;j<=n;j++) { 
     for (j=1;j<=npar;j++)  {        ptt[j]=2.0*p[j]-pt[j]; 
       if (j>i) {        xit[j]=p[j]-pt[j]; 
         printf(".%d%d",i,j);fflush(stdout);        pt[j]=p[j]; 
         hess[i][j]=hessij(p,delti,i,j);      } 
         hess[j][i]=hess[i][j];      fptt=(*func)(ptt); 
       }      if (fptt < fp) { 
     }        t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt); 
   }        if (t < 0.0) { 
   printf("\n");          linmin(p,xit,n,fret,func); 
           for (j=1;j<=n;j++) { 
   printf("\nInverting the hessian to get the covariance matrix. Wait...\n");            xi[j][ibig]=xi[j][n]; 
              xi[j][n]=xit[j]; 
   a=matrix(1,npar,1,npar);          }
   y=matrix(1,npar,1,npar);  #ifdef DEBUG
   x=vector(1,npar);          printf("Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
   indx=ivector(1,npar);          fprintf(ficlog,"Direction changed  last moved %d in place of ibig=%d, new last is the average:\n",n,ibig);
   for (i=1;i<=npar;i++)          for(j=1;j<=n;j++){
     for (j=1;j<=npar;j++) a[i][j]=hess[i][j];            printf(" %.12e",xit[j]);
   ludcmp(a,npar,indx,&pd);            fprintf(ficlog," %.12e",xit[j]);
           }
   for (j=1;j<=npar;j++) {          printf("\n");
     for (i=1;i<=npar;i++) x[i]=0;          fprintf(ficlog,"\n");
     x[j]=1;  #endif
     lubksb(a,npar,indx,x);        }
     for (i=1;i<=npar;i++){      } 
       matcov[i][j]=x[i];    } 
     }  } 
   }  
   /**** Prevalence limit (stable prevalence)  ****************/
   printf("\n#Hessian matrix#\n");  
   for (i=1;i<=npar;i++) {  double **prevalim(double **prlim, int nlstate, double x[], double age, double **oldm, double **savm, double ftolpl, int ij)
     for (j=1;j<=npar;j++) {  {
       printf("%.3e ",hess[i][j]);    /* Computes the prevalence limit in each live state at age x by left multiplying the unit
     }       matrix by transitions matrix until convergence is reached */
     printf("\n");  
   }    int i, ii,j,k;
     double min, max, maxmin, maxmax,sumnew=0.;
   /* Recompute Inverse */    double **matprod2();
   for (i=1;i<=npar;i++)    double **out, cov[NCOVMAX], **pmij();
     for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];    double **newm;
   ludcmp(a,npar,indx,&pd);    double agefin, delaymax=50 ; /* Max number of years to converge */
   
   /*  printf("\n#Hessian matrix recomputed#\n");    for (ii=1;ii<=nlstate+ndeath;ii++)
       for (j=1;j<=nlstate+ndeath;j++){
   for (j=1;j<=npar;j++) {        oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     for (i=1;i<=npar;i++) x[i]=0;      }
     x[j]=1;  
     lubksb(a,npar,indx,x);     cov[1]=1.;
     for (i=1;i<=npar;i++){   
       y[i][j]=x[i];   /* Even if hstepm = 1, at least one multiplication by the unit matrix */
       printf("%.3e ",y[i][j]);    for(agefin=age-stepm/YEARM; agefin>=age-delaymax; agefin=agefin-stepm/YEARM){
     }      newm=savm;
     printf("\n");      /* Covariates have to be included here again */
   }       cov[2]=agefin;
   */    
         for (k=1; k<=cptcovn;k++) {
   free_matrix(a,1,npar,1,npar);          cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
   free_matrix(y,1,npar,1,npar);          /*      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]]);*/
   free_vector(x,1,npar);        }
   free_ivector(indx,1,npar);        for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
   free_matrix(hess,1,npar,1,npar);        for (k=1; k<=cptcovprod;k++)
           cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
   
 }        /*printf("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]);*/
 /*************** hessian matrix ****************/        /*printf("ij=%d cov[3]=%lf \n",ij, cov[3]);*/
 double hessii( double x[], double delta, int theta, double delti[])      out=matprod2(newm, pmij(pmmij,cov,ncovmodel,x,nlstate),1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, oldm);
 {  
   int i;      savm=oldm;
   int l=1, lmax=20;      oldm=newm;
   double k1,k2;      maxmax=0.;
   double p2[NPARMAX+1];      for(j=1;j<=nlstate;j++){
   double res;        min=1.;
   double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;        max=0.;
   double fx;        for(i=1; i<=nlstate; i++) {
   int k=0,kmax=10;          sumnew=0;
   double l1;          for(k=1; k<=ndeath; k++) sumnew+=newm[i][nlstate+k];
           prlim[i][j]= newm[i][j]/(1-sumnew);
   fx=func(x);          max=FMAX(max,prlim[i][j]);
   for (i=1;i<=npar;i++) p2[i]=x[i];          min=FMIN(min,prlim[i][j]);
   for(l=0 ; l <=lmax; l++){        }
     l1=pow(10,l);        maxmin=max-min;
     delts=delt;        maxmax=FMAX(maxmax,maxmin);
     for(k=1 ; k <kmax; k=k+1){      }
       delt = delta*(l1*k);      if(maxmax < ftolpl){
       p2[theta]=x[theta] +delt;        return prlim;
       k1=func(p2)-fx;      }
       p2[theta]=x[theta]-delt;    }
       k2=func(p2)-fx;  }
       /*res= (k1-2.0*fx+k2)/delt/delt; */  
       res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */  /*************** transition probabilities ***************/ 
        
 #ifdef DEBUG  double **pmij(double **ps, double *cov, int ncovmodel, double *x, int nlstate )
       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);  {
 #endif    double s1, s2;
       /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */    /*double t34;*/
       if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){    int i,j,j1, nc, ii, jj;
         k=kmax;  
       }      for(i=1; i<= nlstate; i++){
       else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */      for(j=1; j<i;j++){
         k=kmax; l=lmax*10.;        for (nc=1, s2=0.;nc <=ncovmodel; nc++){
       }          /*s2 += param[i][j][nc]*cov[nc];*/
       else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){          s2 += x[(i-1)*nlstate*ncovmodel+(j-1)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
         delts=delt;          /*printf("Int j<i s1=%.17e, s2=%.17e\n",s1,s2);*/
       }        }
     }        ps[i][j]=s2;
   }        /*printf("s1=%.17e, s2=%.17e\n",s1,s2);*/
   delti[theta]=delts;      }
   return res;      for(j=i+1; j<=nlstate+ndeath;j++){
          for (nc=1, s2=0.;nc <=ncovmodel; nc++){
 }          s2 += x[(i-1)*nlstate*ncovmodel+(j-2)*ncovmodel+nc+(i-1)*(ndeath-1)*ncovmodel]*cov[nc];
           /*printf("Int j>i s1=%.17e, s2=%.17e %lx %lx\n",s1,s2,s1,s2);*/
 double hessij( double x[], double delti[], int thetai,int thetaj)        }
 {        ps[i][j]=s2;
   int i;      }
   int l=1, l1, lmax=20;    }
   double k1,k2,k3,k4,res,fx;      /*ps[3][2]=1;*/
   double p2[NPARMAX+1];  
   int k;    for(i=1; i<= nlstate; i++){
        s1=0;
   fx=func(x);      for(j=1; j<i; j++)
   for (k=1; k<=2; k++) {        s1+=exp(ps[i][j]);
     for (i=1;i<=npar;i++) p2[i]=x[i];      for(j=i+1; j<=nlstate+ndeath; j++)
     p2[thetai]=x[thetai]+delti[thetai]/k;        s1+=exp(ps[i][j]);
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;      ps[i][i]=1./(s1+1.);
     k1=func(p2)-fx;      for(j=1; j<i; j++)
          ps[i][j]= exp(ps[i][j])*ps[i][i];
     p2[thetai]=x[thetai]+delti[thetai]/k;      for(j=i+1; j<=nlstate+ndeath; j++)
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;        ps[i][j]= exp(ps[i][j])*ps[i][i];
     k2=func(p2)-fx;      /* ps[i][nlstate+1]=1.-s1- ps[i][i];*/ /* Sum should be 1 */
      } /* end i */
     p2[thetai]=x[thetai]-delti[thetai]/k;  
     p2[thetaj]=x[thetaj]+delti[thetaj]/k;    for(ii=nlstate+1; ii<= nlstate+ndeath; ii++){
     k3=func(p2)-fx;      for(jj=1; jj<= nlstate+ndeath; jj++){
          ps[ii][jj]=0;
     p2[thetai]=x[thetai]-delti[thetai]/k;        ps[ii][ii]=1;
     p2[thetaj]=x[thetaj]-delti[thetaj]/k;      }
     k4=func(p2)-fx;    }
     res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */  
 #ifdef DEBUG  
     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);    /*   for(ii=1; ii<= nlstate+ndeath; ii++){
 #endif      for(jj=1; jj<= nlstate+ndeath; jj++){
   }       printf("%lf ",ps[ii][jj]);
   return res;     }
 }      printf("\n ");
       }
 /************** Inverse of matrix **************/      printf("\n ");printf("%lf ",cov[2]);*/
 void ludcmp(double **a, int n, int *indx, double *d)  /*
 {    for(i=1; i<= npar; i++) printf("%f ",x[i]);
   int i,imax,j,k;    goto end;*/
   double big,dum,sum,temp;      return ps;
   double *vv;  }
    
   vv=vector(1,n);  /**************** Product of 2 matrices ******************/
   *d=1.0;  
   for (i=1;i<=n;i++) {  double **matprod2(double **out, double **in,long nrl, long nrh, long ncl, long nch, long ncolol, long ncoloh, double **b)
     big=0.0;  {
     for (j=1;j<=n;j++)    /* Computes the matrix product of in(1,nrh-nrl+1)(1,nch-ncl+1) times
       if ((temp=fabs(a[i][j])) > big) big=temp;       b(1,nch-ncl+1)(1,ncoloh-ncolol+1) into out(...) */
     if (big == 0.0) nrerror("Singular matrix in routine ludcmp");    /* in, b, out are matrice of pointers which should have been initialized 
     vv[i]=1.0/big;       before: only the contents of out is modified. The function returns
   }       a pointer to pointers identical to out */
   for (j=1;j<=n;j++) {    long i, j, k;
     for (i=1;i<j;i++) {    for(i=nrl; i<= nrh; i++)
       sum=a[i][j];      for(k=ncolol; k<=ncoloh; k++)
       for (k=1;k<i;k++) sum -= a[i][k]*a[k][j];        for(j=ncl,out[i][k]=0.; j<=nch; j++)
       a[i][j]=sum;          out[i][k] +=in[i][j]*b[j][k];
     }  
     big=0.0;    return out;
     for (i=j;i<=n;i++) {  }
       sum=a[i][j];  
       for (k=1;k<j;k++)  
         sum -= a[i][k]*a[k][j];  /************* Higher Matrix Product ***************/
       a[i][j]=sum;  
       if ( (dum=vv[i]*fabs(sum)) >= big) {  double ***hpxij(double ***po, int nhstepm, double age, int hstepm, double *x, int nlstate, int stepm, double **oldm, double **savm, int ij )
         big=dum;  {
         imax=i;    /* Computes the transition matrix starting at age 'age' over 
       }       'nhstepm*hstepm*stepm' months (i.e. until
     }       age (in years)  age+nhstepm*hstepm*stepm/12) by multiplying 
     if (j != imax) {       nhstepm*hstepm matrices. 
       for (k=1;k<=n;k++) {       Output is stored in matrix po[i][j][h] for h every 'hstepm' step 
         dum=a[imax][k];       (typically every 2 years instead of every month which is too big 
         a[imax][k]=a[j][k];       for the memory).
         a[j][k]=dum;       Model is determined by parameters x and covariates have to be 
       }       included manually here. 
       *d = -(*d);  
       vv[imax]=vv[j];       */
     }  
     indx[j]=imax;    int i, j, d, h, k;
     if (a[j][j] == 0.0) a[j][j]=TINY;    double **out, cov[NCOVMAX];
     if (j != n) {    double **newm;
       dum=1.0/(a[j][j]);  
       for (i=j+1;i<=n;i++) a[i][j] *= dum;    /* Hstepm could be zero and should return the unit matrix */
     }    for (i=1;i<=nlstate+ndeath;i++)
   }      for (j=1;j<=nlstate+ndeath;j++){
   free_vector(vv,1,n);  /* Doesn't work */        oldm[i][j]=(i==j ? 1.0 : 0.0);
 ;        po[i][j][0]=(i==j ? 1.0 : 0.0);
 }      }
     /* Even if hstepm = 1, at least one multiplication by the unit matrix */
 void lubksb(double **a, int n, int *indx, double b[])    for(h=1; h <=nhstepm; h++){
 {      for(d=1; d <=hstepm; d++){
   int i,ii=0,ip,j;        newm=savm;
   double sum;        /* Covariates have to be included here again */
          cov[1]=1.;
   for (i=1;i<=n;i++) {        cov[2]=age+((h-1)*hstepm + (d-1))*stepm/YEARM;
     ip=indx[i];        for (k=1; k<=cptcovn;k++) cov[2+k]=nbcode[Tvar[k]][codtab[ij][Tvar[k]]];
     sum=b[ip];        for (k=1; k<=cptcovage;k++)
     b[ip]=b[i];          cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
     if (ii)        for (k=1; k<=cptcovprod;k++)
       for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j];          cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
     else if (sum) ii=i;  
     b[i]=sum;  
   }        /*printf("hxi cptcov=%d cptcode=%d\n",cptcov,cptcode);*/
   for (i=n;i>=1;i--) {        /*printf("h=%d d=%d age=%f cov=%f\n",h,d,age,cov[2]);*/
     sum=b[i];        out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,1,nlstate+ndeath, 
     for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j];                     pmij(pmmij,cov,ncovmodel,x,nlstate));
     b[i]=sum/a[i][i];        savm=oldm;
   }        oldm=newm;
 }      }
       for(i=1; i<=nlstate+ndeath; i++)
 /************ Frequencies ********************/        for(j=1;j<=nlstate+ndeath;j++) {
 void  freqsummary(char fileres[], int agemin, int agemax, int **s, double **agev, int nlstate, int imx, int *Tvar, int **nbcode, int *ncodemax)          po[i][j][h]=newm[i][j];
 {  /* Some frequencies */          /*printf("i=%d j=%d h=%d po[i][j][h]=%f ",i,j,h,po[i][j][h]);
             */
   int i, m, jk, k1, i1, j1, bool, z1,z2,j;        }
   double ***freq; /* Frequencies */    } /* end h */
   double *pp;    return po;
   double pos;  }
   FILE *ficresp;  
   char fileresp[FILENAMELENGTH];  
   /*************** log-likelihood *************/
   pp=vector(1,nlstate);  double func( double *x)
   {
   strcpy(fileresp,"p");    int i, ii, j, k, mi, d, kk;
   strcat(fileresp,fileres);    double l, ll[NLSTATEMAX], cov[NCOVMAX];
   if((ficresp=fopen(fileresp,"w"))==NULL) {    double **out;
     printf("Problem with prevalence resultfile: %s\n", fileresp);    double sw; /* Sum of weights */
     exit(0);    double lli; /* Individual log likelihood */
   }    int s1, s2;
   freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,agemin,agemax+3);    double bbh, survp;
   j1=0;    long ipmx;
     /*extern weight */
   j=cptcoveff;    /* We are differentiating ll according to initial status */
   if (cptcovn<1) {j=1;ncodemax[1]=1;}    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
     /*for(i=1;i<imx;i++) 
   for(k1=1; k1<=j;k1++){      printf(" %d\n",s[4][i]);
    for(i1=1; i1<=ncodemax[k1];i1++){    */
        j1++;    cov[1]=1.;
        /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);  
          scanf("%d", i);*/    for(k=1; k<=nlstate; k++) ll[k]=0.;
         for (i=-1; i<=nlstate+ndeath; i++)    
          for (jk=-1; jk<=nlstate+ndeath; jk++)      if(mle==1){
            for(m=agemin; m <= agemax+3; m++)      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
              freq[i][jk][m]=0;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
                for(mi=1; mi<= wav[i]-1; mi++){
        for (i=1; i<=imx; i++) {          for (ii=1;ii<=nlstate+ndeath;ii++)
          bool=1;            for (j=1;j<=nlstate+ndeath;j++){
          if  (cptcovn>0) {              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
            for (z1=1; z1<=cptcoveff; z1++)              savm[ii][j]=(ii==j ? 1.0 : 0.0);
              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]])            }
                bool=0;          for(d=0; d<dh[mi][i]; d++){
          }            newm=savm;
           if (bool==1) {            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
            for(m=firstpass; m<=lastpass-1; m++){            for (kk=1; kk<=cptcovage;kk++) {
              if(agev[m][i]==0) agev[m][i]=agemax+1;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
              if(agev[m][i]==1) agev[m][i]=agemax+2;            }
              freq[s[m][i]][s[m+1][i]][(int)agev[m][i]] += weight[i];            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
              freq[s[m][i]][s[m+1][i]][(int) agemax+3] += weight[i];                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
            }            savm=oldm;
          }            oldm=newm;
        }          } /* end mult */
         if  (cptcovn>0) {        
          fprintf(ficresp, "\n#********** Variable ");          /*lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]);*/ /* Original formula */
          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);          /* But now since version 0.9 we anticipate for bias and large stepm.
        fprintf(ficresp, "**********\n#");           * If stepm is larger than one month (smallest stepm) and if the exact delay 
         }           * (in months) between two waves is not a multiple of stepm, we rounded to 
        for(i=1; i<=nlstate;i++)           * the nearest (and in case of equal distance, to the lowest) interval but now
          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);           * we keep into memory the bias bh[mi][i] and also the previous matrix product
        fprintf(ficresp, "\n");           * (i.e to dh[mi][i]-1) saved in 'savm'. The we inter(extra)polate the
                   * probability in order to take into account the bias as a fraction of the way
   for(i=(int)agemin; i <= (int)agemax+3; i++){           * from savm to out if bh is neagtive or even beyond if bh is positive. bh varies
     if(i==(int)agemax+3)           * -stepm/2 to stepm/2 .
       printf("Total");           * For stepm=1 the results are the same as for previous versions of Imach.
     else           * For stepm > 1 the results are less biased than in previous versions. 
       printf("Age %d", i);           */
     for(jk=1; jk <=nlstate ; jk++){          s1=s[mw[mi][i]][i];
       for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)          s2=s[mw[mi+1][i]][i];
         pp[jk] += freq[jk][m][i];          bbh=(double)bh[mi][i]/(double)stepm; 
     }          /* bias is positive if real duration
     for(jk=1; jk <=nlstate ; jk++){           * is higher than the multiple of stepm and negative otherwise.
       for(m=-1, pos=0; m <=0 ; m++)           */
         pos += freq[jk][m][i];          /* lli= (savm[s1][s2]>1.e-8 ?(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]):log((1.+bbh)*out[s1][s2]));*/
       if(pp[jk]>=1.e-10)          if( s2 > nlstate){ 
         printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);            /* i.e. if s2 is a death state and if the date of death is known then the contribution
       else               to the likelihood is the probability to die between last step unit time and current 
         printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);               step unit time, which is also the differences between probability to die before dh 
     }               and probability to die before dh-stepm . 
     for(jk=1; jk <=nlstate ; jk++){               In version up to 0.92 likelihood was computed
       for(m=1, pp[jk]=0; m <=nlstate+ndeath; m++)          as if date of death was unknown. Death was treated as any other
         pp[jk] += freq[jk][m][i];          health state: the date of the interview describes the actual state
     }          and not the date of a change in health state. The former idea was
     for(jk=1,pos=0; jk <=nlstate ; jk++)          to consider that at each interview the state was recorded
       pos += pp[jk];          (healthy, disable or death) and IMaCh was corrected; but when we
     for(jk=1; jk <=nlstate ; jk++){          introduced the exact date of death then we should have modified
       if(pos>=1.e-5)          the contribution of an exact death to the likelihood. This new
         printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);          contribution is smaller and very dependent of the step unit
       else          stepm. It is no more the probability to die between last interview
         printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);          and month of death but the probability to survive from last
       if( i <= (int) agemax){          interview up to one month before death multiplied by the
         if(pos>=1.e-5)          probability to die within a month. Thanks to Chris
           fprintf(ficresp," %d %.5f %.0f %.0f",i,pp[jk]/pos, pp[jk],pos);          Jackson for correcting this bug.  Former versions increased
       else          mortality artificially. The bad side is that we add another loop
           fprintf(ficresp," %d NaNq %.0f %.0f",i,pp[jk],pos);          which slows down the processing. The difference can be up to 10%
       }          lower mortality.
     }            */
     for(jk=-1; jk <=nlstate+ndeath; jk++)            lli=log(out[s1][s2] - savm[s1][s2]);
       for(m=-1; m <=nlstate+ndeath; m++)          }else{
         if(freq[jk][m][i] !=0 ) printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);            lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
     if(i <= (int) agemax)            /*  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 */
       fprintf(ficresp,"\n");          } 
     printf("\n");          /*lli=(1.+bbh)*log(out[s1][s2])- bbh*log(savm[s1][s2]);*/
     }          /*if(lli ==000.0)*/
     }          /*printf("bbh= %f lli=%f savm=%f out=%f %d\n",bbh,lli,savm[s1][s2], out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]],i); */
  }          ipmx +=1;
            sw += weight[i];
   fclose(ficresp);          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath,(int) agemin,(int) agemax+3);        } /* end of wave */
   free_vector(pp,1,nlstate);      } /* end of individual */
     }  else if(mle==2){
 }  /* End of Freq */      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
         for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
 /************* Waves Concatenation ***************/        for(mi=1; mi<= wav[i]-1; mi++){
           for (ii=1;ii<=nlstate+ndeath;ii++)
 void  concatwav(int wav[], int **dh, int **mw, int **s, double *agedc, double **agev, int  firstpass, int lastpass, int imx, int nlstate, int stepm)            for (j=1;j<=nlstate+ndeath;j++){
 {              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
   /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.              savm[ii][j]=(ii==j ? 1.0 : 0.0);
      Death is a valid wave (if date is known).            }
      mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i          for(d=0; d<=dh[mi][i]; d++){
      dh[m][i] of dh[mw[mi][i][i] is the delay between two effective waves m=mw[mi][i]            newm=savm;
      and mw[mi+1][i]. dh depends on stepm.            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];
   int i, mi, m;            }
   /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
      double sum=0., jmean=0.;*/                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
             savm=oldm;
   int j, k=0,jk, ju, jl;            oldm=newm;
   double sum=0.;          } /* end mult */
   jmin=1e+5;        
   jmax=-1;          s1=s[mw[mi][i]][i];
   jmean=0.;          s2=s[mw[mi+1][i]][i];
   for(i=1; i<=imx; i++){          bbh=(double)bh[mi][i]/(double)stepm; 
     mi=0;          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 */
     m=firstpass;          ipmx +=1;
     while(s[m][i] <= nlstate){          sw += weight[i];
       if(s[m][i]>=1)          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
         mw[++mi][i]=m;        } /* end of wave */
       if(m >=lastpass)      } /* end of individual */
         break;    }  else if(mle==3){  /* exponential inter-extrapolation */
       else      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
         m++;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
     }/* end while */        for(mi=1; mi<= wav[i]-1; mi++){
     if (s[m][i] > nlstate){          for (ii=1;ii<=nlstate+ndeath;ii++)
       mi++;     /* Death is another wave */            for (j=1;j<=nlstate+ndeath;j++){
       /* if(mi==0)  never been interviewed correctly before death */              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
          /* Only death is a correct wave */              savm[ii][j]=(ii==j ? 1.0 : 0.0);
       mw[mi][i]=m;            }
     }          for(d=0; d<dh[mi][i]; d++){
             newm=savm;
     wav[i]=mi;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
     if(mi==0)            for (kk=1; kk<=cptcovage;kk++) {
       printf("Warning, no any valid information for:%d line=%d\n",num[i],i);              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
   }            }
             out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
   for(i=1; i<=imx; i++){                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
     for(mi=1; mi<wav[i];mi++){            savm=oldm;
       if (stepm <=0)            oldm=newm;
         dh[mi][i]=1;          } /* end mult */
       else{        
         if (s[mw[mi+1][i]][i] > nlstate) {          s1=s[mw[mi][i]][i];
           if (agedc[i] < 2*AGESUP) {          s2=s[mw[mi+1][i]][i];
           j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12);          bbh=(double)bh[mi][i]/(double)stepm; 
           if(j==0) j=1;  /* Survives at least one month after exam */          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 */
           k=k+1;          ipmx +=1;
           if (j >= jmax) jmax=j;          sw += weight[i];
           if (j <= jmin) jmin=j;          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
           sum=sum+j;        } /* end of wave */
           if (j<0) printf("j=%d num=%d ",j,i);      } /* end of individual */
           }    }else if (mle==4){  /* ml=4 no inter-extrapolation */
         }      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
         else{        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
           j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));        for(mi=1; mi<= wav[i]-1; mi++){
           k=k+1;          for (ii=1;ii<=nlstate+ndeath;ii++)
           if (j >= jmax) jmax=j;            for (j=1;j<=nlstate+ndeath;j++){
           else if (j <= jmin)jmin=j;              oldm[ii][j]=(ii==j ? 1.0 : 0.0);
           sum=sum+j;              savm[ii][j]=(ii==j ? 1.0 : 0.0);
         }            }
         jk= j/stepm;          for(d=0; d<dh[mi][i]; d++){
         jl= j -jk*stepm;            newm=savm;
         ju= j -(jk+1)*stepm;            cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
         if(jl <= -ju)            for (kk=1; kk<=cptcovage;kk++) {
           dh[mi][i]=jk;              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
         else            }
           dh[mi][i]=jk+1;          
         if(dh[mi][i]==0)            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
           dh[mi][i]=1; /* At least one step */                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
       }            savm=oldm;
     }            oldm=newm;
   }          } /* end mult */
   jmean=sum/k;        
   printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);          s1=s[mw[mi][i]][i];
 }          s2=s[mw[mi+1][i]][i];
 /*********** Tricode ****************************/          if( s2 > nlstate){ 
 void tricode(int *Tvar, int **nbcode, int imx)            lli=log(out[s1][s2] - savm[s1][s2]);
 {          }else{
   int Ndum[20],ij=1, k, j, i;            lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
   int cptcode=0;          }
   cptcoveff=0;          ipmx +=1;
            sw += weight[i];
   for (k=0; k<19; k++) Ndum[k]=0;          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
   for (k=1; k<=7; k++) ncodemax[k]=0;  /*      printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */
         } /* end of wave */
   for (j=1; j<=(cptcovn+2*cptcovprod); j++) {      } /* end of individual */
     for (i=1; i<=imx; i++) {    }else{  /* ml=5 no inter-extrapolation no jackson =0.8a */
       ij=(int)(covar[Tvar[j]][i]);      for (i=1,ipmx=0, sw=0.; i<=imx; i++){
       Ndum[ij]++;        for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
       /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/        for(mi=1; mi<= wav[i]-1; mi++){
       if (ij > cptcode) cptcode=ij;          for (ii=1;ii<=nlstate+ndeath;ii++)
     }            for (j=1;j<=nlstate+ndeath;j++){
               oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     for (i=0; i<=cptcode; i++) {              savm[ii][j]=(ii==j ? 1.0 : 0.0);
       if(Ndum[i]!=0) ncodemax[j]++;            }
     }          for(d=0; d<dh[mi][i]; d++){
     ij=1;            newm=savm;
             cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
             for (kk=1; kk<=cptcovage;kk++) {
     for (i=1; i<=ncodemax[j]; i++) {              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
       for (k=0; k<=19; k++) {            }
         if (Ndum[k] != 0) {          
           nbcode[Tvar[j]][ij]=k;            out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
           ij++;                         1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
         }            savm=oldm;
         if (ij > ncodemax[j]) break;            oldm=newm;
       }            } /* end mult */
     }        
   }            s1=s[mw[mi][i]][i];
           s2=s[mw[mi+1][i]][i];
  for (k=0; k<19; k++) Ndum[k]=0;          lli=log(out[s[mw[mi][i]][i]][s[mw[mi+1][i]][i]]); /* Original formula */
           ipmx +=1;
  for (i=1; i<=ncovmodel; i++) {          sw += weight[i];
       ij=Tvar[i];          ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
       Ndum[ij]++;          /*printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]);*/
     }        } /* end of wave */
       } /* end of individual */
  ij=1;    } /* End of if */
  for (i=1; i<=10; i++) {    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
    if((Ndum[i]!=0) && (i<=ncov)){    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
      Tvaraff[ij]=i;    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
      ij++;    return -l;
    }  }
  }  
    /*************** log-likelihood *************/
     cptcoveff=ij-1;  double funcone( double *x)
 }  {
     /* Same as likeli but slower because of a lot of printf and if */
 /*********** Health Expectancies ****************/    int i, ii, j, k, mi, d, kk;
     double l, ll[NLSTATEMAX], cov[NCOVMAX];
 void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij)    double **out;
 {    double lli; /* Individual log likelihood */
   /* Health expectancies */    double llt;
   int i, j, nhstepm, hstepm, h;    int s1, s2;
   double age, agelim,hf;    double bbh, survp;
   double ***p3mat;    /*extern weight */
      /* We are differentiating ll according to initial status */
   fprintf(ficreseij,"# Health expectancies\n");    /*  for (i=1;i<=npar;i++) printf("%f ", x[i]);*/
   fprintf(ficreseij,"# Age");    /*for(i=1;i<imx;i++) 
   for(i=1; i<=nlstate;i++)      printf(" %d\n",s[4][i]);
     for(j=1; j<=nlstate;j++)    */
       fprintf(ficreseij," %1d-%1d",i,j);    cov[1]=1.;
   fprintf(ficreseij,"\n");  
     for(k=1; k<=nlstate; k++) ll[k]=0.;
   hstepm=1*YEARM; /*  Every j years of age (in month) */  
   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++){
       for (k=1; k<=cptcovn;k++) cov[2+k]=covar[Tvar[k]][i];
   agelim=AGESUP;      for(mi=1; mi<= wav[i]-1; mi++){
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */        for (ii=1;ii<=nlstate+ndeath;ii++)
     /* nhstepm age range expressed in number of stepm */          for (j=1;j<=nlstate+ndeath;j++){
     nhstepm=(int) rint((agelim-age)*YEARM/stepm);            oldm[ii][j]=(ii==j ? 1.0 : 0.0);
     /* Typically if 20 years = 20*12/6=40 stepm */            savm[ii][j]=(ii==j ? 1.0 : 0.0);
     if (stepm >= YEARM) hstepm=1;          }
     nhstepm = nhstepm/hstepm;/* Expressed in hstepm, typically 40/4=10 */        for(d=0; d<dh[mi][i]; d++){
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          newm=savm;
     /* Computed by stepm unit matrices, product of hstepm matrices, stored          cov[2]=agev[mw[mi][i]][i]+d*stepm/YEARM;
        in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */          for (kk=1; kk<=cptcovage;kk++) {
     hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);              cov[Tage[kk]+2]=covar[Tvar[Tage[kk]]][i]*cov[2];
           }
           out=matprod2(newm,oldm,1,nlstate+ndeath,1,nlstate+ndeath,
     for(i=1; i<=nlstate;i++)                       1,nlstate+ndeath,pmij(pmmij,cov,ncovmodel,x,nlstate));
       for(j=1; j<=nlstate;j++)          savm=oldm;
         for (h=0, eij[i][j][(int)age]=0; h<=nhstepm; h++){          oldm=newm;
           eij[i][j][(int)age] +=p3mat[i][j][h];        } /* end mult */
         }        
            s1=s[mw[mi][i]][i];
     hf=1;        s2=s[mw[mi+1][i]][i];
     if (stepm >= YEARM) hf=stepm/YEARM;        bbh=(double)bh[mi][i]/(double)stepm; 
     fprintf(ficreseij,"%.0f",age );        /* bias is positive if real duration
     for(i=1; i<=nlstate;i++)         * is higher than the multiple of stepm and negative otherwise.
       for(j=1; j<=nlstate;j++){         */
         fprintf(ficreseij," %.4f", hf*eij[i][j][(int)age]);        if( s2 > nlstate && (mle <5) ){  /* Jackson */
       }          lli=log(out[s1][s2] - savm[s1][s2]);
     fprintf(ficreseij,"\n");        } else if (mle==1){
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);          lli= log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]); /* linear interpolation */
   }        } else if(mle==2){
 }          lli= (savm[s1][s2]>(double)1.e-8 ?log((1.+bbh)*out[s1][s2]- bbh*savm[s1][s2]):log((1.+bbh)*out[s1][s2])); /* linear interpolation */
         } else if(mle==3){  /* exponential inter-extrapolation */
 /************ Variance ******************/          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 */
 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)        } else if (mle==4){  /* mle=4 no inter-extrapolation */
 {          lli=log(out[s1][s2]); /* Original formula */
   /* Variance of health expectancies */        } else{  /* ml>=5 no inter-extrapolation no jackson =0.8a */
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/          lli=log(out[s1][s2]); /* Original formula */
   double **newm;        } /* End of if */
   double **dnewm,**doldm;        ipmx +=1;
   int i, j, nhstepm, hstepm, h;        sw += weight[i];
   int k, cptcode;        ll[s[mw[mi][i]][i]] += 2*weight[i]*lli;
    double *xp;  /*       printf("i=%6d s1=%1d s2=%1d mi=%1d mw=%1d dh=%3d prob=%10.6f w=%6.4f out=%10.6f sav=%10.6f\n",i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],out[s1][s2],savm[s1][s2]); */
   double **gp, **gm;        if(globpr){
   double ***gradg, ***trgradg;          fprintf(ficresilk,"%9d %6d %1d %1d %1d %1d %3d %10.6f %6.4f\
   double ***p3mat;   %10.6f %10.6f %10.6f ", \
   double age,agelim;                  num[i],i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],
   int theta;                  2*weight[i]*lli,out[s1][s2],savm[s1][s2]);
           for(k=1,llt=0.,l=0.; k<=nlstate; k++){
    fprintf(ficresvij,"# Covariances of life expectancies\n");            llt +=ll[k]*gipmx/gsw;
   fprintf(ficresvij,"# Age");            fprintf(ficresilk," %10.6f",-ll[k]*gipmx/gsw);
   for(i=1; i<=nlstate;i++)          }
     for(j=1; j<=nlstate;j++)          fprintf(ficresilk," %10.6f\n", -llt);
       fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);        }
   fprintf(ficresvij,"\n");      } /* end of wave */
     } /* end of individual */
   xp=vector(1,npar);    for(k=1,l=0.; k<=nlstate; k++) l += ll[k];
   dnewm=matrix(1,nlstate,1,npar);    /* printf("l1=%f l2=%f ",ll[1],ll[2]); */
   doldm=matrix(1,nlstate,1,nlstate);    l= l*ipmx/sw; /* To get the same order of magnitude as if weight=1 for every body */
      if(globpr==0){ /* First time we count the contributions and weights */
   hstepm=1*YEARM; /* Every year of age */      gipmx=ipmx;
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */      gsw=sw;
   agelim = AGESUP;    }
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */    return -l;
     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 */  
     p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);  /*************** function likelione ***********/
     gradg=ma3x(0,nhstepm,1,npar,1,nlstate);  void likelione(FILE *ficres,double p[], int npar, int nlstate, int *globpri, long *ipmx, double *sw, double *fretone, double (*funcone)(double []))
     gp=matrix(0,nhstepm,1,nlstate);  {
     gm=matrix(0,nhstepm,1,nlstate);    /* This routine should help understanding what is done with 
        the selection of individuals/waves and
     for(theta=1; theta <=npar; theta++){       to check the exact contribution to the likelihood.
       for(i=1; i<=npar; i++){ /* Computes gradient */       Plotting could be done.
         xp[i] = x[i] + (i==theta ?delti[theta]:0);     */
       }    int k;
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);    
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    if(*globpri !=0){ /* Just counts and sums, no printings */
       for(j=1; j<= nlstate; j++){      strcpy(fileresilk,"ilk"); 
         for(h=0; h<=nhstepm; h++){      strcat(fileresilk,fileres);
           for(i=1, gp[h][j]=0.;i<=nlstate;i++)      if((ficresilk=fopen(fileresilk,"w"))==NULL) {
             gp[h][j] += prlim[i][i]*p3mat[i][j][h];        printf("Problem with resultfile: %s\n", fileresilk);
         }        fprintf(ficlog,"Problem with resultfile: %s\n", fileresilk);
       }      }
          fprintf(ficresilk, "#individual(line's_record) s1 s2 wave# effective_wave# number_of_matrices_product pij weight -2ln(pij)*weight 0pij_x 0pij_(x-stepm) cumulating_loglikeli_by_health_state(reweighted=-2ll*weightXnumber_of_contribs/sum_of_weights) and_total\n");
       for(i=1; i<=npar; i++) /* Computes gradient */      fprintf(ficresilk, "#num_i i s1 s2 mi mw dh likeli weight 2wlli out sav ");
         xp[i] = x[i] - (i==theta ?delti[theta]:0);      /*  i,s1,s2,mi,mw[mi][i],dh[mi][i],exp(lli),weight[i],2*weight[i]*lli,out[s1][s2],savm[s1][s2]); */
       hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);        for(k=1; k<=nlstate; k++) 
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);        fprintf(ficresilk," -2*gipw/gsw*weight*ll[%d]++",k);
       for(j=1; j<= nlstate; j++){      fprintf(ficresilk," -2*gipw/gsw*weight*ll(total)\n");
         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];    *fretone=(*funcone)(p);
         }    if(*globpri !=0){
       }      fclose(ficresilk);
       for(j=1; j<= nlstate; j++)      fprintf(fichtm,"\n<br>File of contributions to the likelihood: <a href=\"%s\">%s</a><br>\n",subdirf(fileresilk),subdirf(fileresilk));
         for(h=0; h<=nhstepm; h++){      fflush(fichtm); 
           gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];    } 
         }    return;
     } /* End theta */  }
   
     trgradg =ma3x(0,nhstepm,1,nlstate,1,npar);  
   /*********** Maximum Likelihood Estimation ***************/
     for(h=0; h<=nhstepm; h++)  
       for(j=1; j<=nlstate;j++)  void mlikeli(FILE *ficres,double p[], int npar, int ncovmodel, int nlstate, double ftol, double (*func)(double []))
         for(theta=1; theta <=npar; theta++)  {
           trgradg[h][j][theta]=gradg[h][theta][j];    int i,j, iter;
     double **xi;
     for(i=1;i<=nlstate;i++)    double fret;
       for(j=1;j<=nlstate;j++)    double fretone; /* Only one call to likelihood */
         vareij[i][j][(int)age] =0.;    char filerespow[FILENAMELENGTH];
     for(h=0;h<=nhstepm;h++){    xi=matrix(1,npar,1,npar);
       for(k=0;k<=nhstepm;k++){    for (i=1;i<=npar;i++)
         matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);      for (j=1;j<=npar;j++)
         matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);        xi[i][j]=(i==j ? 1.0 : 0.0);
         for(i=1;i<=nlstate;i++)    printf("Powell\n");  fprintf(ficlog,"Powell\n");
           for(j=1;j<=nlstate;j++)    strcpy(filerespow,"pow"); 
             vareij[i][j][(int)age] += doldm[i][j];    strcat(filerespow,fileres);
       }    if((ficrespow=fopen(filerespow,"w"))==NULL) {
     }      printf("Problem with resultfile: %s\n", filerespow);
     h=1;      fprintf(ficlog,"Problem with resultfile: %s\n", filerespow);
     if (stepm >= YEARM) h=stepm/YEARM;    }
     fprintf(ficresvij,"%.0f ",age );    fprintf(ficrespow,"# Powell\n# iter -2*LL");
     for(i=1; i<=nlstate;i++)    for (i=1;i<=nlstate;i++)
       for(j=1; j<=nlstate;j++){      for(j=1;j<=nlstate+ndeath;j++)
         fprintf(ficresvij," %.4f", h*vareij[i][j][(int)age]);        if(j!=i)fprintf(ficrespow," p%1d%1d",i,j);
       }    fprintf(ficrespow,"\n");
     fprintf(ficresvij,"\n");  
     free_matrix(gp,0,nhstepm,1,nlstate);    powell(p,xi,npar,ftol,&iter,&fret,func);
     free_matrix(gm,0,nhstepm,1,nlstate);  
     free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);    fclose(ficrespow);
     free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);    printf("\n#Number of iterations = %d, -2 Log likelihood = %.12f\n",iter,func(p));
     free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    fprintf(ficlog,"\n#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
   } /* End age */    fprintf(ficres,"#Number of iterations = %d, -2 Log likelihood = %.12f \n",iter,func(p));
    
   free_vector(xp,1,npar);  }
   free_matrix(doldm,1,nlstate,1,npar);  
   free_matrix(dnewm,1,nlstate,1,nlstate);  /**** Computes Hessian and covariance matrix ***/
   void hesscov(double **matcov, double p[], int npar, double delti[], double ftolhess, double (*func)(double []))
 }  {
     double  **a,**y,*x,pd;
 /************ Variance of prevlim ******************/    double **hess;
 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)    int i, j,jk;
 {    int *indx;
   /* Variance of prevalence limit */  
   /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/    double hessii(double p[], double delta, int theta, double delti[]);
   double **newm;    double hessij(double p[], double delti[], int i, int j);
   double **dnewm,**doldm;    void lubksb(double **a, int npar, int *indx, double b[]) ;
   int i, j, nhstepm, hstepm;    void ludcmp(double **a, int npar, int *indx, double *d) ;
   int k, cptcode;  
   double *xp;    hess=matrix(1,npar,1,npar);
   double *gp, *gm;  
   double **gradg, **trgradg;    printf("\nCalculation of the hessian matrix. Wait...\n");
   double age,agelim;    fprintf(ficlog,"\nCalculation of the hessian matrix. Wait...\n");
   int theta;    for (i=1;i<=npar;i++){
          printf("%d",i);fflush(stdout);
   fprintf(ficresvpl,"# Standard deviation of prevalences limit\n");      fprintf(ficlog,"%d",i);fflush(ficlog);
   fprintf(ficresvpl,"# Age");      hess[i][i]=hessii(p,ftolhess,i,delti);
   for(i=1; i<=nlstate;i++)      /*printf(" %f ",p[i]);*/
       fprintf(ficresvpl," %1d-%1d",i,i);      /*printf(" %lf ",hess[i][i]);*/
   fprintf(ficresvpl,"\n");    }
     
   xp=vector(1,npar);    for (i=1;i<=npar;i++) {
   dnewm=matrix(1,nlstate,1,npar);      for (j=1;j<=npar;j++)  {
   doldm=matrix(1,nlstate,1,nlstate);        if (j>i) { 
            printf(".%d%d",i,j);fflush(stdout);
   hstepm=1*YEARM; /* Every year of age */          fprintf(ficlog,".%d%d",i,j);fflush(ficlog);
   hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */          hess[i][j]=hessij(p,delti,i,j);
   agelim = AGESUP;          hess[j][i]=hess[i][j];    
   for (age=bage; age<=fage; age ++){ /* If stepm=6 months */          /*printf(" %lf ",hess[i][j]);*/
     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);    printf("\n");
     gp=vector(1,nlstate);    fprintf(ficlog,"\n");
     gm=vector(1,nlstate);  
     printf("\nInverting the hessian to get the covariance matrix. Wait...\n");
     for(theta=1; theta <=npar; theta++){    fprintf(ficlog,"\nInverting the hessian to get the covariance matrix. Wait...\n");
       for(i=1; i<=npar; i++){ /* Computes gradient */    
         xp[i] = x[i] + (i==theta ?delti[theta]:0);    a=matrix(1,npar,1,npar);
       }    y=matrix(1,npar,1,npar);
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    x=vector(1,npar);
       for(i=1;i<=nlstate;i++)    indx=ivector(1,npar);
         gp[i] = prlim[i][i];    for (i=1;i<=npar;i++)
          for (j=1;j<=npar;j++) a[i][j]=hess[i][j];
       for(i=1; i<=npar; i++) /* Computes gradient */    ludcmp(a,npar,indx,&pd);
         xp[i] = x[i] - (i==theta ?delti[theta]:0);  
       prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);    for (j=1;j<=npar;j++) {
       for(i=1;i<=nlstate;i++)      for (i=1;i<=npar;i++) x[i]=0;
         gm[i] = prlim[i][i];      x[j]=1;
       lubksb(a,npar,indx,x);
       for(i=1;i<=nlstate;i++)      for (i=1;i<=npar;i++){ 
         gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];        matcov[i][j]=x[i];
     } /* End theta */      }
     }
     trgradg =matrix(1,nlstate,1,npar);  
     printf("\n#Hessian matrix#\n");
     for(j=1; j<=nlstate;j++)    fprintf(ficlog,"\n#Hessian matrix#\n");
       for(theta=1; theta <=npar; theta++)    for (i=1;i<=npar;i++) { 
         trgradg[j][theta]=gradg[theta][j];      for (j=1;j<=npar;j++) { 
         printf("%.3e ",hess[i][j]);
     for(i=1;i<=nlstate;i++)        fprintf(ficlog,"%.3e ",hess[i][j]);
       varpl[i][(int)age] =0.;      }
     matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);      printf("\n");
     matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);      fprintf(ficlog,"\n");
     for(i=1;i<=nlstate;i++)    }
       varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */  
     /* Recompute Inverse */
     fprintf(ficresvpl,"%.0f ",age );    for (i=1;i<=npar;i++)
     for(i=1; i<=nlstate;i++)      for (j=1;j<=npar;j++) a[i][j]=matcov[i][j];
       fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));    ludcmp(a,npar,indx,&pd);
     fprintf(ficresvpl,"\n");  
     free_vector(gp,1,nlstate);    /*  printf("\n#Hessian matrix recomputed#\n");
     free_vector(gm,1,nlstate);  
     free_matrix(gradg,1,npar,1,nlstate);    for (j=1;j<=npar;j++) {
     free_matrix(trgradg,1,nlstate,1,npar);      for (i=1;i<=npar;i++) x[i]=0;
   } /* End age */      x[j]=1;
       lubksb(a,npar,indx,x);
   free_vector(xp,1,npar);      for (i=1;i<=npar;i++){ 
   free_matrix(doldm,1,nlstate,1,npar);        y[i][j]=x[i];
   free_matrix(dnewm,1,nlstate,1,nlstate);        printf("%.3e ",y[i][j]);
         fprintf(ficlog,"%.3e ",y[i][j]);
 }      }
       printf("\n");
       fprintf(ficlog,"\n");
     }
 /***********************************************/    */
 /**************** Main Program *****************/  
 /***********************************************/    free_matrix(a,1,npar,1,npar);
     free_matrix(y,1,npar,1,npar);
 /*int main(int argc, char *argv[])*/    free_vector(x,1,npar);
 int main()    free_ivector(indx,1,npar);
 {    free_matrix(hess,1,npar,1,npar);
   
   int i,j, k, n=MAXN,iter,m,size,cptcode, cptcod;  
   double agedeb, agefin,hf;  }
   double agemin=1.e20, agemax=-1.e20;  
   /*************** hessian matrix ****************/
   double fret;  double hessii( double x[], double delta, int theta, double delti[])
   double **xi,tmp,delta;  {
     int i;
   double dum; /* Dummy variable */    int l=1, lmax=20;
   double ***p3mat;    double k1,k2;
   int *indx;    double p2[NPARMAX+1];
   char line[MAXLINE], linepar[MAXLINE];    double res;
   char title[MAXLINE];    double delt, delts, nkhi=10.,nkhif=1., khi=1.e-4;
   char optionfile[FILENAMELENGTH], datafile[FILENAMELENGTH],  filerespl[FILENAMELENGTH], optionfilehtm[FILENAMELENGTH];    double fx;
   char fileres[FILENAMELENGTH], filerespij[FILENAMELENGTH], filereso[FILENAMELENGTH];    int k=0,kmax=10;
   char filerest[FILENAMELENGTH];    double l1;
   char fileregp[FILENAMELENGTH];  
   char path[80],pathc[80],pathcd[80],pathtot[80],model[20];    fx=func(x);
   int firstobs=1, lastobs=10;    for (i=1;i<=npar;i++) p2[i]=x[i];
   int sdeb, sfin; /* Status at beginning and end */    for(l=0 ; l <=lmax; l++){
   int c,  h , cpt,l;      l1=pow(10,l);
   int ju,jl, mi;      delts=delt;
   int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;      for(k=1 ; k <kmax; k=k+1){
   int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,**adl,*tab;        delt = delta*(l1*k);
          p2[theta]=x[theta] +delt;
   int hstepm, nhstepm;        k1=func(p2)-fx;
   double bage, fage, age, agelim, agebase;        p2[theta]=x[theta]-delt;
   double ftolpl=FTOL;        k2=func(p2)-fx;
   double **prlim;        /*res= (k1-2.0*fx+k2)/delt/delt; */
   double *severity;        res= (k1+k2)/delt/delt/2.; /* Divided by because L and not 2*L */
   double ***param; /* Matrix of parameters */        
   double  *p;  #ifdef DEBUG
   double **matcov; /* Matrix of covariance */        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);
   double ***delti3; /* Scale */        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);
   double *delti; /* Scale */  #endif
   double ***eij, ***vareij;        /*if(fabs(k1-2.0*fx+k2) <1.e-13){ */
   double **varpl; /* Variances of prevalence limits by age */        if((k1 <khi/nkhi/2.) || (k2 <khi/nkhi/2.)){
   double *epj, vepp;          k=kmax;
   char version[80]="Imach version 64b, May 2001, INED-EUROREVES ";        }
   char *alph[]={"a","a","b","c","d","e"}, str[4];        else if((k1 >khi/nkhif) || (k2 >khi/nkhif)){ /* Keeps lastvalue before 3.84/2 KHI2 5% 1d.f. */
           k=kmax; l=lmax*10.;
   char z[1]="c", occ;        }
 #include <sys/time.h>        else if((k1 >khi/nkhi) || (k2 >khi/nkhi)){ 
 #include <time.h>          delts=delt;
   char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];        }
   /* long total_usecs;      }
   struct timeval start_time, end_time;    }
      delti[theta]=delts;
   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */    return res; 
     
   }
   printf("\nIMACH, Version 0.64b");  
   printf("\nEnter the parameter file name: ");  double hessij( double x[], double delti[], int thetai,int thetaj)
   {
 #ifdef windows    int i;
   scanf("%s",pathtot);    int l=1, l1, lmax=20;
   getcwd(pathcd, size);    double k1,k2,k3,k4,res,fx;
   /*cygwin_split_path(pathtot,path,optionfile);    double p2[NPARMAX+1];
     printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/    int k;
   /* cutv(path,optionfile,pathtot,'\\');*/  
     fx=func(x);
 split(pathtot, path,optionfile);    for (k=1; k<=2; k++) {
   chdir(path);      for (i=1;i<=npar;i++) p2[i]=x[i];
   replace(pathc,path);      p2[thetai]=x[thetai]+delti[thetai]/k;
 #endif      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
 #ifdef unix      k1=func(p2)-fx;
   scanf("%s",optionfile);    
 #endif      p2[thetai]=x[thetai]+delti[thetai]/k;
       p2[thetaj]=x[thetaj]-delti[thetaj]/k;
 /*-------- arguments in the command line --------*/      k2=func(p2)-fx;
     
   strcpy(fileres,"r");      p2[thetai]=x[thetai]-delti[thetai]/k;
   strcat(fileres, optionfile);      p2[thetaj]=x[thetaj]+delti[thetaj]/k;
       k3=func(p2)-fx;
   /*---------arguments file --------*/    
       p2[thetai]=x[thetai]-delti[thetai]/k;
   if((ficpar=fopen(optionfile,"r"))==NULL)    {      p2[thetaj]=x[thetaj]-delti[thetaj]/k;
     printf("Problem with optionfile %s\n",optionfile);      k4=func(p2)-fx;
     goto end;      res=(k1-k2-k3+k4)/4.0/delti[thetai]*k/delti[thetaj]*k/2.; /* Because of L not 2*L */
   }  #ifdef DEBUG
       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);
   strcpy(filereso,"o");      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);
   strcat(filereso,fileres);  #endif
   if((ficparo=fopen(filereso,"w"))==NULL) {    }
     printf("Problem with Output resultfile: %s\n", filereso);goto end;    return res;
   }  }
   
   /* Reads comments: lines beginning with '#' */  /************** Inverse of matrix **************/
   while((c=getc(ficpar))=='#' && c!= EOF){  void ludcmp(double **a, int n, int *indx, double *d) 
     ungetc(c,ficpar);  { 
     fgets(line, MAXLINE, ficpar);    int i,imax,j,k; 
     puts(line);    double big,dum,sum,temp; 
     fputs(line,ficparo);    double *vv; 
   }   
   ungetc(c,ficpar);    vv=vector(1,n); 
     *d=1.0; 
   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);    for (i=1;i<=n;i++) { 
   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);      big=0.0; 
   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);      for (j=1;j<=n;j++) 
         if ((temp=fabs(a[i][j])) > big) big=temp; 
   covar=matrix(0,NCOVMAX,1,n);      if (big == 0.0) nrerror("Singular matrix in routine ludcmp"); 
   cptcovn=0;      vv[i]=1.0/big; 
   if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;    } 
     for (j=1;j<=n;j++) { 
   ncovmodel=2+cptcovn;      for (i=1;i<j;i++) { 
   nvar=ncovmodel-1; /* Suppressing age as a basic covariate */        sum=a[i][j]; 
          for (k=1;k<i;k++) sum -= a[i][k]*a[k][j]; 
   /* Read guess parameters */        a[i][j]=sum; 
   /* Reads comments: lines beginning with '#' */      } 
   while((c=getc(ficpar))=='#' && c!= EOF){      big=0.0; 
     ungetc(c,ficpar);      for (i=j;i<=n;i++) { 
     fgets(line, MAXLINE, ficpar);        sum=a[i][j]; 
     puts(line);        for (k=1;k<j;k++) 
     fputs(line,ficparo);          sum -= a[i][k]*a[k][j]; 
   }        a[i][j]=sum; 
   ungetc(c,ficpar);        if ( (dum=vv[i]*fabs(sum)) >= big) { 
            big=dum; 
   param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);          imax=i; 
     for(i=1; i <=nlstate; i++)        } 
     for(j=1; j <=nlstate+ndeath-1; j++){      } 
       fscanf(ficpar,"%1d%1d",&i1,&j1);      if (j != imax) { 
       fprintf(ficparo,"%1d%1d",i1,j1);        for (k=1;k<=n;k++) { 
       printf("%1d%1d",i,j);          dum=a[imax][k]; 
       for(k=1; k<=ncovmodel;k++){          a[imax][k]=a[j][k]; 
         fscanf(ficpar," %lf",&param[i][j][k]);          a[j][k]=dum; 
         printf(" %lf",param[i][j][k]);        } 
         fprintf(ficparo," %lf",param[i][j][k]);        *d = -(*d); 
       }        vv[imax]=vv[j]; 
       fscanf(ficpar,"\n");      } 
       printf("\n");      indx[j]=imax; 
       fprintf(ficparo,"\n");      if (a[j][j] == 0.0) a[j][j]=TINY; 
     }      if (j != n) { 
          dum=1.0/(a[j][j]); 
   npar= (nlstate+ndeath-1)*nlstate*ncovmodel;        for (i=j+1;i<=n;i++) a[i][j] *= dum; 
   p=param[1][1];      } 
      } 
   /* Reads comments: lines beginning with '#' */    free_vector(vv,1,n);  /* Doesn't work */
   while((c=getc(ficpar))=='#' && c!= EOF){  ;
     ungetc(c,ficpar);  } 
     fgets(line, MAXLINE, ficpar);  
     puts(line);  void lubksb(double **a, int n, int *indx, double b[]) 
     fputs(line,ficparo);  { 
   }    int i,ii=0,ip,j; 
   ungetc(c,ficpar);    double sum; 
    
   delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);    for (i=1;i<=n;i++) { 
   delti=vector(1,npar); /* Scale of each paramater (output from hesscov) */      ip=indx[i]; 
   for(i=1; i <=nlstate; i++){      sum=b[ip]; 
     for(j=1; j <=nlstate+ndeath-1; j++){      b[ip]=b[i]; 
       fscanf(ficpar,"%1d%1d",&i1,&j1);      if (ii) 
       printf("%1d%1d",i,j);        for (j=ii;j<=i-1;j++) sum -= a[i][j]*b[j]; 
       fprintf(ficparo,"%1d%1d",i1,j1);      else if (sum) ii=i; 
       for(k=1; k<=ncovmodel;k++){      b[i]=sum; 
         fscanf(ficpar,"%le",&delti3[i][j][k]);    } 
         printf(" %le",delti3[i][j][k]);    for (i=n;i>=1;i--) { 
         fprintf(ficparo," %le",delti3[i][j][k]);      sum=b[i]; 
       }      for (j=i+1;j<=n;j++) sum -= a[i][j]*b[j]; 
       fscanf(ficpar,"\n");      b[i]=sum/a[i][i]; 
       printf("\n");    } 
       fprintf(ficparo,"\n");  } 
     }  
   }  /************ Frequencies ********************/
   delti=delti3[1][1];  void  freqsummary(char fileres[], int iagemin, int iagemax, int **s, double **agev, int nlstate, int imx, int *Tvaraff, int **nbcode, int *ncodemax,double **mint,double **anint)
    {  /* Some frequencies */
   /* Reads comments: lines beginning with '#' */    
   while((c=getc(ficpar))=='#' && c!= EOF){    int i, m, jk, k1,i1, j1, bool, z1,z2,j;
     ungetc(c,ficpar);    int first;
     fgets(line, MAXLINE, ficpar);    double ***freq; /* Frequencies */
     puts(line);    double *pp, **prop;
     fputs(line,ficparo);    double pos,posprop, k2, dateintsum=0,k2cpt=0;
   }    FILE *ficresp;
   ungetc(c,ficpar);    char fileresp[FILENAMELENGTH];
      
   matcov=matrix(1,npar,1,npar);    pp=vector(1,nlstate);
   for(i=1; i <=npar; i++){    prop=matrix(1,nlstate,iagemin,iagemax+3);
     fscanf(ficpar,"%s",&str);    strcpy(fileresp,"p");
     printf("%s",str);    strcat(fileresp,fileres);
     fprintf(ficparo,"%s",str);    if((ficresp=fopen(fileresp,"w"))==NULL) {
     for(j=1; j <=i; j++){      printf("Problem with prevalence resultfile: %s\n", fileresp);
       fscanf(ficpar," %le",&matcov[i][j]);      fprintf(ficlog,"Problem with prevalence resultfile: %s\n", fileresp);
       printf(" %.5le",matcov[i][j]);      exit(0);
       fprintf(ficparo," %.5le",matcov[i][j]);    }
     }    freq= ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);
     fscanf(ficpar,"\n");    j1=0;
     printf("\n");    
     fprintf(ficparo,"\n");    j=cptcoveff;
   }    if (cptcovn<1) {j=1;ncodemax[1]=1;}
   for(i=1; i <=npar; i++)  
     for(j=i+1;j<=npar;j++)    first=1;
       matcov[i][j]=matcov[j][i];  
        for(k1=1; k1<=j;k1++){
   printf("\n");      for(i1=1; i1<=ncodemax[k1];i1++){
         j1++;
         /*printf("cptcoveff=%d Tvaraff=%d", cptcoveff,Tvaraff[1]);
     /*-------- data file ----------*/          scanf("%d", i);*/
     if((ficres =fopen(fileres,"w"))==NULL) {        for (i=-1; i<=nlstate+ndeath; i++)  
       printf("Problem with resultfile: %s\n", fileres);goto end;          for (jk=-1; jk<=nlstate+ndeath; jk++)  
     }            for(m=iagemin; m <= iagemax+3; m++)
     fprintf(ficres,"#%s\n",version);              freq[i][jk][m]=0;
      
     if((fic=fopen(datafile,"r"))==NULL)    {      for (i=1; i<=nlstate; i++)  
       printf("Problem with datafile: %s\n", datafile);goto end;        for(m=iagemin; m <= iagemax+3; m++)
     }          prop[i][m]=0;
         
     n= lastobs;        dateintsum=0;
     severity = vector(1,maxwav);        k2cpt=0;
     outcome=imatrix(1,maxwav+1,1,n);        for (i=1; i<=imx; i++) {
     num=ivector(1,n);          bool=1;
     moisnais=vector(1,n);          if  (cptcovn>0) {
     annais=vector(1,n);            for (z1=1; z1<=cptcoveff; z1++) 
     moisdc=vector(1,n);              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
     andc=vector(1,n);                bool=0;
     agedc=vector(1,n);          }
     cod=ivector(1,n);          if (bool==1){
     weight=vector(1,n);            for(m=firstpass; m<=lastpass; m++){
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */              k2=anint[m][i]+(mint[m][i]/12.);
     mint=matrix(1,maxwav,1,n);              /*if ((k2>=dateprev1) && (k2<=dateprev2)) {*/
     anint=matrix(1,maxwav,1,n);                if(agev[m][i]==0) agev[m][i]=iagemax+1;
     s=imatrix(1,maxwav+1,1,n);                if(agev[m][i]==1) agev[m][i]=iagemax+2;
     adl=imatrix(1,maxwav+1,1,n);                    if (s[m][i]>0 && s[m][i]<=nlstate) prop[s[m][i]][(int)agev[m][i]] += weight[i];
     tab=ivector(1,NCOVMAX);                if (m<lastpass) {
     ncodemax=ivector(1,8);                  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];
     i=1;                }
     while (fgets(line, MAXLINE, fic) != NULL)    {                
       if ((i >= firstobs) && (i <=lastobs)) {                if ((agev[m][i]>1) && (agev[m][i]< (iagemax+3))) {
                          dateintsum=dateintsum+k2;
         for (j=maxwav;j>=1;j--){                  k2cpt++;
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb);                }
           strcpy(line,stra);                /*}*/
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);            }
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);          }
         }        }
                 
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);        /*      fprintf(ficresp, "#Count between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);  
         if  (cptcovn>0) {
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);          fprintf(ficresp, "\n#********** Variable "); 
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);          for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresp, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresp, "**********\n#");
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);        }
         for (j=ncov;j>=1;j--){        for(i=1; i<=nlstate;i++) 
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);          fprintf(ficresp, " Age Prev(%d) N(%d) N",i,i);
         }        fprintf(ficresp, "\n");
         num[i]=atol(stra);        
         for(i=iagemin; i <= iagemax+3; i++){
         /*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]));*/          if(i==iagemax+3){
             fprintf(ficlog,"Total");
         i=i+1;          }else{
       }            if(first==1){
     }              first=0;
               printf("See log file for details...\n");
     /*scanf("%d",i);*/            }
   imx=i-1; /* Number of individuals */            fprintf(ficlog,"Age %d", i);
           }
   /* Calculation of the number of parameter from char model*/          for(jk=1; jk <=nlstate ; jk++){
   Tvar=ivector(1,15);            for(m=-1, pp[jk]=0; m <=nlstate+ndeath ; m++)
   Tprod=ivector(1,15);              pp[jk] += freq[jk][m][i]; 
   Tvaraff=ivector(1,15);          }
   Tvard=imatrix(1,15,1,2);          for(jk=1; jk <=nlstate ; jk++){
   Tage=ivector(1,15);                  for(m=-1, pos=0; m <=0 ; m++)
                  pos += freq[jk][m][i];
   if (strlen(model) >1){            if(pp[jk]>=1.e-10){
     j=0, j1=0, k1=1, k2=1;              if(first==1){
     j=nbocc(model,'+');              printf(" %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
     j1=nbocc(model,'*');              }
     cptcovn=j+1;              fprintf(ficlog," %d.=%.0f loss[%d]=%.1f%%",jk,pp[jk],jk,100*pos/pp[jk]);
     cptcovprod=j1;            }else{
                  if(first==1)
                    printf(" %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
     strcpy(modelsav,model);              fprintf(ficlog," %d.=%.0f loss[%d]=NaNQ%%",jk,pp[jk],jk);
     if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){            }
       printf("Error. Non available option model=%s ",model);          }
       goto end;  
     }          for(jk=1; jk <=nlstate ; jk++){
                for(m=0, pp[jk]=0; m <=nlstate+ndeath; m++)
     for(i=(j+1); i>=1;i--){              pp[jk] += freq[jk][m][i];
       cutv(stra,strb,modelsav,'+');          }       
       if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav);          for(jk=1,pos=0,posprop=0; jk <=nlstate ; jk++){
       /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/            pos += pp[jk];
       /*scanf("%d",i);*/            posprop += prop[jk][i];
       if (strchr(strb,'*')) {          }
         cutv(strd,strc,strb,'*');          for(jk=1; jk <=nlstate ; jk++){
         if (strcmp(strc,"age")==0) {            if(pos>=1.e-5){
           cptcovprod--;              if(first==1)
           cutv(strb,stre,strd,'V');                printf(" %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
           Tvar[i]=atoi(stre);              fprintf(ficlog," %d.=%.0f prev[%d]=%.1f%%",jk,pp[jk],jk,100*pp[jk]/pos);
           cptcovage++;            }else{
             Tage[cptcovage]=i;              if(first==1)
             /*printf("stre=%s ", stre);*/                printf(" %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
         }              fprintf(ficlog," %d.=%.0f prev[%d]=NaNQ%%",jk,pp[jk],jk);
         else if (strcmp(strd,"age")==0) {            }
           cptcovprod--;            if( i <= iagemax){
           cutv(strb,stre,strc,'V');              if(pos>=1.e-5){
           Tvar[i]=atoi(stre);                fprintf(ficresp," %d %.5f %.0f %.0f",i,prop[jk][i]/posprop, prop[jk][i],posprop);
           cptcovage++;                /*probs[i][jk][j1]= pp[jk]/pos;*/
           Tage[cptcovage]=i;                /*printf("\ni=%d jk=%d j1=%d %.5f %.0f %.0f %f",i,jk,j1,pp[jk]/pos, pp[jk],pos,probs[i][jk][j1]);*/
         }              }
         else {              else
           cutv(strb,stre,strc,'V');                fprintf(ficresp," %d NaNq %.0f %.0f",i,prop[jk][i],posprop);
           Tvar[i]=ncov+k1;            }
           cutv(strb,strc,strd,'V');          }
           Tprod[k1]=i;          
           Tvard[k1][1]=atoi(strc);          for(jk=-1; jk <=nlstate+ndeath; jk++)
           Tvard[k1][2]=atoi(stre);            for(m=-1; m <=nlstate+ndeath; m++)
           Tvar[cptcovn+k2]=Tvard[k1][1];              if(freq[jk][m][i] !=0 ) {
           Tvar[cptcovn+k2+1]=Tvard[k1][2];              if(first==1)
           for (k=1; k<=lastobs;k++)                printf(" %d%d=%.0f",jk,m,freq[jk][m][i]);
             covar[ncov+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];                fprintf(ficlog," %d%d=%.0f",jk,m,freq[jk][m][i]);
           k1++;              }
           k2=k2+2;          if(i <= iagemax)
         }            fprintf(ficresp,"\n");
       }          if(first==1)
       else {            printf("Others in log...\n");
         /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/          fprintf(ficlog,"\n");
        /*  scanf("%d",i);*/        }
       cutv(strd,strc,strb,'V');      }
       Tvar[i]=atoi(strc);    }
       }    dateintmean=dateintsum/k2cpt; 
       strcpy(modelsav,stra);     
       /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);    fclose(ficresp);
         scanf("%d",i);*/    free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);
     }    free_vector(pp,1,nlstate);
 }    free_matrix(prop,1,nlstate,iagemin, iagemax+3);
      /* End of Freq */
   /*printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);  }
   printf("cptcovprod=%d ", cptcovprod);  
   scanf("%d ",i);*/  /************ Prevalence ********************/
     fclose(fic);  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)
   {  
     /*  if(mle==1){*/    /* Compute observed prevalence between dateprev1 and dateprev2 by counting the number of people
     if (weightopt != 1) { /* Maximisation without weights*/       in each health status at the date of interview (if between dateprev1 and dateprev2).
       for(i=1;i<=n;i++) weight[i]=1.0;       We still use firstpass and lastpass as another selection.
     }    */
     /*-calculation of age at interview from date of interview and age at death -*/   
     agev=matrix(1,maxwav,1,imx);    int i, m, jk, k1, i1, j1, bool, z1,z2,j;
        double ***freq; /* Frequencies */
     for (i=1; i<=imx; i++)  {    double *pp, **prop;
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);    double pos,posprop; 
       for(m=1; (m<= maxwav); m++){    double  y2; /* in fractional years */
         if(s[m][i] >0){    int iagemin, iagemax;
           if (s[m][i] == nlstate+1) {  
             if(agedc[i]>0)    iagemin= (int) agemin;
               if(moisdc[i]!=99 && andc[i]!=9999)    iagemax= (int) agemax;
               agev[m][i]=agedc[i];    /*pp=vector(1,nlstate);*/
             else {    prop=matrix(1,nlstate,iagemin,iagemax+3); 
               if (andc[i]!=9999){    /*  freq=ma3x(-1,nlstate+ndeath,-1,nlstate+ndeath,iagemin,iagemax+3);*/
               printf("Warning negative age at death: %d line:%d\n",num[i],i);    j1=0;
               agev[m][i]=-1;    
               }    j=cptcoveff;
             }    if (cptcovn<1) {j=1;ncodemax[1]=1;}
           }    
           else if(s[m][i] !=9){ /* Should no more exist */    for(k1=1; k1<=j;k1++){
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);      for(i1=1; i1<=ncodemax[k1];i1++){
             if(mint[m][i]==99 || anint[m][i]==9999)        j1++;
               agev[m][i]=1;        
             else if(agev[m][i] <agemin){        for (i=1; i<=nlstate; i++)  
               agemin=agev[m][i];          for(m=iagemin; m <= iagemax+3; m++)
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/            prop[i][m]=0.0;
             }       
             else if(agev[m][i] >agemax){        for (i=1; i<=imx; i++) { /* Each individual */
               agemax=agev[m][i];          bool=1;
              /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/          if  (cptcovn>0) {
             }            for (z1=1; z1<=cptcoveff; z1++) 
             /*agev[m][i]=anint[m][i]-annais[i];*/              if (covar[Tvaraff[z1]][i]!= nbcode[Tvaraff[z1]][codtab[j1][z1]]) 
             /*   agev[m][i] = age[i]+2*m;*/                bool=0;
           }          } 
           else { /* =9 */          if (bool==1) { 
             agev[m][i]=1;            for(m=firstpass; m<=lastpass; m++){/* Other selection (we can limit to certain interviews*/
             s[m][i]=-1;              y2=anint[m][i]+(mint[m][i]/12.); /* Fractional date in year */
           }              if ((y2>=dateprev1) && (y2<=dateprev2)) { /* Here is the main selection (fractional years) */
         }                if(agev[m][i]==0) agev[m][i]=iagemax+1;
         else /*= 0 Unknown */                if(agev[m][i]==1) agev[m][i]=iagemax+2;
           agev[m][i]=1;                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); 
       }                if (s[m][i]>0 && s[m][i]<=nlstate) { 
                      /*if(i>4620) printf(" i=%d m=%d s[m][i]=%d (int)agev[m][i]=%d weight[i]=%f prop=%f\n",i,m,s[m][i],(int)agev[m][m],weight[i],prop[s[m][i]][(int)agev[m][i]]);*/
     }                  prop[s[m][i]][(int)agev[m][i]] += weight[i];
     for (i=1; i<=imx; i++)  {                  prop[s[m][i]][iagemax+3] += weight[i]; 
       for(m=1; (m<= maxwav); m++){                } 
         if (s[m][i] > (nlstate+ndeath)) {              }
           printf("Error: Wrong value in nlstate or ndeath\n");              } /* end selection of waves */
           goto end;          }
         }        }
       }        for(i=iagemin; i <= iagemax+3; i++){  
     }          
           for(jk=1,posprop=0; jk <=nlstate ; jk++) { 
 printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);            posprop += prop[jk][i]; 
           } 
     free_vector(severity,1,maxwav);  
     free_imatrix(outcome,1,maxwav+1,1,n);          for(jk=1; jk <=nlstate ; jk++){     
     free_vector(moisnais,1,n);            if( i <=  iagemax){ 
     free_vector(annais,1,n);              if(posprop>=1.e-5){ 
     free_matrix(mint,1,maxwav,1,n);                probs[i][jk][j1]= prop[jk][i]/posprop;
     free_matrix(anint,1,maxwav,1,n);              } 
     free_vector(moisdc,1,n);            } 
     free_vector(andc,1,n);          }/* end jk */ 
         }/* end i */ 
          } /* end i1 */
     wav=ivector(1,imx);    } /* end k1 */
     dh=imatrix(1,lastpass-firstpass+1,1,imx);    
     mw=imatrix(1,lastpass-firstpass+1,1,imx);    /*  free_ma3x(freq,-1,nlstate+ndeath,-1,nlstate+ndeath, iagemin, iagemax+3);*/
        /*free_vector(pp,1,nlstate);*/
     /* Concatenates waves */    free_matrix(prop,1,nlstate, iagemin,iagemax+3);
       concatwav(wav, dh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);  }  /* End of prevalence */
   
   /************* Waves Concatenation ***************/
       Tcode=ivector(1,100);  
       nbcode=imatrix(0,NCOVMAX,0,NCOVMAX);  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)
       ncodemax[1]=1;  {
       if (cptcovn > 0) tricode(Tvar,nbcode,imx);    /* Concatenates waves: wav[i] is the number of effective (useful waves) of individual i.
             Death is a valid wave (if date is known).
    codtab=imatrix(1,100,1,10);       mw[mi][i] is the mi (mi=1 to wav[i])  effective wave of individual i
    h=0;       dh[m][i] or dh[mw[mi][i]][i] is the delay between two effective waves m=mw[mi][i]
    m=pow(2,cptcoveff);       and mw[mi+1][i]. dh depends on stepm.
         */
    for(k=1;k<=cptcoveff; k++){  
      for(i=1; i <=(m/pow(2,k));i++){    int i, mi, m;
        for(j=1; j <= ncodemax[k]; j++){    /* int j, k=0,jk, ju, jl,jmin=1e+5, jmax=-1;
          for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){       double sum=0., jmean=0.;*/
            h++;    int first;
            if (h>m) h=1;codtab[h][k]=j;    int j, k=0,jk, ju, jl;
          }    double sum=0.;
        }    first=0;
      }    jmin=1e+5;
    }    jmax=-1;
     jmean=0.;
     for(i=1; i<=imx; i++){
    /*for(i=1; i <=m ;i++){      mi=0;
      for(k=1; k <=cptcovn; k++){      m=firstpass;
        printf("i=%d k=%d %d %d",i,k,codtab[i][k], cptcoveff);      while(s[m][i] <= nlstate){
      }        if(s[m][i]>=1)
      printf("\n");          mw[++mi][i]=m;
    }        if(m >=lastpass)
    scanf("%d",i);*/          break;
            else
    /* Calculates basic frequencies. Computes observed prevalence at single age          m++;
        and prints on file fileres'p'. */      }/* end while */
   freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvar,nbcode, ncodemax);      if (s[m][i] > nlstate){
         mi++;     /* Death is another wave */
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        /* if(mi==0)  never been interviewed correctly before death */
     oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */           /* Only death is a correct wave */
     newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */        mw[mi][i]=m;
     savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */      }
     oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */  
          wav[i]=mi;
     /* For Powell, parameters are in a vector p[] starting at p[1]      if(mi==0){
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */        nbwarn++;
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */        if(first==0){
           printf("Warning! None valid information for:%ld line=%d (skipped) and may be others, see log file\n",num[i],i);
     if(mle==1){          first=1;
     mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);        }
     }        if(first==1){
              fprintf(ficlog,"Warning! None valid information for:%ld line=%d (skipped)\n",num[i],i);
     /*--------- 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);      } /* end mi==0 */
        } /* End individuals */
    jk=1;  
    fprintf(ficres,"# Parameters\n");    for(i=1; i<=imx; i++){
    printf("# Parameters\n");      for(mi=1; mi<wav[i];mi++){
    for(i=1,jk=1; i <=nlstate; i++){        if (stepm <=0)
      for(k=1; k <=(nlstate+ndeath); k++){          dh[mi][i]=1;
        if (k != i)        else{
          {          if (s[mw[mi+1][i]][i] > nlstate) { /* A death */
            printf("%d%d ",i,k);            if (agedc[i] < 2*AGESUP) {
            fprintf(ficres,"%1d%1d ",i,k);              j= rint(agedc[i]*12-agev[mw[mi][i]][i]*12); 
            for(j=1; j <=ncovmodel; j++){              if(j==0) j=1;  /* Survives at least one month after exam */
              printf("%f ",p[jk]);              else if(j<0){
              fprintf(ficres,"%f ",p[jk]);                nberr++;
              jk++;                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]);
            }                j=1; /* Temporary Dangerous patch */
            printf("\n");                printf("   We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview.\n  You MUST fix the contradiction between dates.\n",stepm);
            fprintf(ficres,"\n");                fprintf(ficlog,"Error! Negative delay (%d to death) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
          }                fprintf(ficlog,"   We assumed that the date of interview was correct (and not the date of death) and postponed the death %d month(s) (one stepm) after the interview.\n  You MUST fix the contradiction between dates.\n",stepm);
      }              }
    }              k=k+1;
  if(mle==1){              if (j >= jmax) jmax=j;
     /* Computing hessian and covariance matrix */              if (j <= jmin) jmin=j;
     ftolhess=ftol; /* Usually correct */              sum=sum+j;
     hesscov(matcov, p, npar, delti, ftolhess, func);              /*if (j<0) printf("j=%d num=%d \n",j,i);*/
  }              /*    printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
     fprintf(ficres,"# Scales\n");            }
     printf("# Scales\n");          }
      for(i=1,jk=1; i <=nlstate; i++){          else{
       for(j=1; j <=nlstate+ndeath; j++){            j= rint( (agev[mw[mi+1][i]][i]*12 - agev[mw[mi][i]][i]*12));
         if (j!=i) {            /*      printf("%d %d %d %d\n", s[mw[mi][i]][i] ,s[mw[mi+1][i]][i],j,i);*/
           fprintf(ficres,"%1d%1d",i,j);            k=k+1;
           printf("%1d%1d",i,j);            if (j >= jmax) jmax=j;
           for(k=1; k<=ncovmodel;k++){            else if (j <= jmin)jmin=j;
             printf(" %.5e",delti[jk]);            /*        if (j<10) printf("j=%d jmin=%d num=%d ",j,jmin,i); */
             fprintf(ficres," %.5e",delti[jk]);            /*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]);*/
             jk++;            if(j<0){
           }              nberr++;
           printf("\n");              printf("Error! Negative delay (%d) between waves %d and %d of individual %ld at line %d who is aged %.1f with statuses from %d to %d\n ",j,mw[mi][i],mw[mi+1][i],num[i], i,agev[mw[mi][i]][i],s[mw[mi][i]][i] ,s[mw[mi+1][i]][i]);
           fprintf(ficres,"\n");              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]);
         }            }
       }            sum=sum+j;
       }          }
              jk= j/stepm;
     k=1;          jl= j -jk*stepm;
     fprintf(ficres,"# Covariance\n");          ju= j -(jk+1)*stepm;
     printf("# Covariance\n");          if(mle <=1){ /* only if we use a the linear-interpoloation pseudo-likelihood */
     for(i=1;i<=npar;i++){            if(jl==0){
       /*  if (k>nlstate) k=1;              dh[mi][i]=jk;
       i1=(i-1)/(ncovmodel*nlstate)+1;              bh[mi][i]=0;
       fprintf(ficres,"%s%d%d",alph[k],i1,tab[i]);            }else{ /* We want a negative bias in order to only have interpolation ie
       printf("%s%d%d",alph[k],i1,tab[i]);*/                    * at the price of an extra matrix product in likelihood */
       fprintf(ficres,"%3d",i);              dh[mi][i]=jk+1;
       printf("%3d",i);              bh[mi][i]=ju;
       for(j=1; j<=i;j++){            }
         fprintf(ficres," %.5e",matcov[i][j]);          }else{
         printf(" %.5e",matcov[i][j]);            if(jl <= -ju){
       }              dh[mi][i]=jk;
       fprintf(ficres,"\n");              bh[mi][i]=jl;       /* bias is positive if real duration
       printf("\n");                                   * is higher than the multiple of stepm and negative otherwise.
       k++;                                   */
     }            }
                else{
     while((c=getc(ficpar))=='#' && c!= EOF){              dh[mi][i]=jk+1;
       ungetc(c,ficpar);              bh[mi][i]=ju;
       fgets(line, MAXLINE, ficpar);            }
       puts(line);            if(dh[mi][i]==0){
       fputs(line,ficparo);              dh[mi][i]=1; /* At least one step */
     }              bh[mi][i]=ju; /* At least one step */
     ungetc(c,ficpar);              /*  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);*/
              }
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);          } /* end if mle */
            }
     if (fage <= 2) {      } /* end wave */
       bage = agemin;    }
       fage = agemax;    jmean=sum/k;
     }    printf("Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
     fprintf(ficlog,"Delay (in months) between two waves Min=%d Max=%d Mean=%f\n\n ",jmin, jmax,jmean);
     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\n",agemin,agemax,bage,fage);  
   /*********** Tricode ****************************/
      void tricode(int *Tvar, int **nbcode, int imx)
 /*------------ gnuplot -------------*/  {
 chdir(pathcd);    
   if((ficgp=fopen("graph.plt","w"))==NULL) {    int Ndum[20],ij=1, k, j, i, maxncov=19;
     printf("Problem with file graph.gp");goto end;    int cptcode=0;
   }    cptcoveff=0; 
 #ifdef windows   
   fprintf(ficgp,"cd \"%s\" \n",pathc);    for (k=0; k<maxncov; k++) Ndum[k]=0;
 #endif    for (k=1; k<=7; k++) ncodemax[k]=0;
 m=pow(2,cptcoveff);  
      for (j=1; j<=(cptcovn+2*cptcovprod); j++) {
  /* 1eme*/      for (i=1; i<=imx; i++) { /*reads the data file to get the maximum 
   for (cpt=1; cpt<= nlstate ; cpt ++) {                                 modality*/ 
    for (k1=1; k1<= m ; k1 ++) {        ij=(int)(covar[Tvar[j]][i]); /* ij is the modality of this individual*/
         Ndum[ij]++; /*store the modality */
 #ifdef windows        /*printf("i=%d ij=%d Ndum[ij]=%d imx=%d",i,ij,Ndum[ij],imx);*/
     fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nset ter gif small size 400,300\nplot [%.f:%.f] \"vpl%s\" every :::%d::%d u 1:2 \"\%%lf",agemin,fage,fileres,k1-1,k1-1);        if (ij > cptcode) cptcode=ij; /* getting the maximum of covariable 
 #endif                                         Tvar[j]. If V=sex and male is 0 and 
 #ifdef unix                                         female is 1, then  cptcode=1.*/
 fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \nplot [%.f:%.f] \"vpl%s\" u 1:2 \"\%%lf",agemin,fage,fileres);      }
 #endif  
       for (i=0; i<=cptcode; i++) {
 for (i=1; i<= nlstate ; i ++) {        if(Ndum[i]!=0) ncodemax[j]++; /* Nomber of modalities of the j th covariates. In fact ncodemax[j]=2 (dichotom. variables) but it can be more */
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");      }
   else fprintf(ficgp," \%%*lf (\%%*lf)");  
 }      ij=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);      for (i=1; i<=ncodemax[j]; i++) {
     for (i=1; i<= nlstate ; i ++) {        for (k=0; k<= maxncov; k++) {
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");          if (Ndum[k] != 0) {
   else fprintf(ficgp," \%%*lf (\%%*lf)");            nbcode[Tvar[j]][ij]=k; 
 }            /* store the modality in an array. k is a modality. If we have model=V1+V1*sex then: nbcode[1][1]=0 ; nbcode[1][2]=1; nbcode[2][1]=0 ; nbcode[2][2]=1; */
   fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"vpl%s\" every :::%d::%d u 1:($2-2*$3) \"\%%lf",fileres,k1-1,k1-1);            
      for (i=1; i<= nlstate ; i ++) {            ij++;
   if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");          }
   else fprintf(ficgp," \%%*lf (\%%*lf)");          if (ij > ncodemax[j]) break; 
 }          }  
      fprintf(ficgp,"\" t\"\" w l 1,\"p%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",fileres,k1-1,k1-1,2+4*(cpt-1));      } 
 #ifdef unix    }  
 fprintf(ficgp,"\nset ter gif small size 400,300");  
 #endif   for (k=0; k< maxncov; k++) Ndum[k]=0;
 fprintf(ficgp,"\nset out \"v%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);  
    }   for (i=1; i<=ncovmodel-2; i++) { 
   }     /* Listing of all covariables in staement model to see if some covariates appear twice. For example, V1 appears twice in V1+V1*V2.*/
   /*2 eme*/     ij=Tvar[i];
      Ndum[ij]++;
   for (k1=1; k1<= m ; k1 ++) {   }
     fprintf(ficgp,"set ylabel \"Years\" \nset ter gif small size 400,300\nplot [%.f:%.f] ",agemin,fage);  
       ij=1;
     for (i=1; i<= nlstate+1 ; i ++) {   for (i=1; i<= maxncov; i++) {
       k=2*i;     if((Ndum[i]!=0) && (i<=ncovcol)){
       fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:2 \"\%%lf",fileres,k1-1,k1-1);       Tvaraff[ij]=i; /*For printing */
       for (j=1; j<= nlstate+1 ; j ++) {       ij++;
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");     }
   else fprintf(ficgp," \%%*lf (\%%*lf)");   }
 }     
       if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");   cptcoveff=ij-1; /*Number of simple covariates*/
       else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);  }
     fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",fileres,k1-1,k1-1);  
       for (j=1; j<= nlstate+1 ; j ++) {  /*********** Health Expectancies ****************/
         if (j==i) fprintf(ficgp," \%%lf (\%%lf)");  
         else fprintf(ficgp," \%%*lf (\%%*lf)");  void evsij(char fileres[], double ***eij, double x[], int nlstate, int stepm, int bage, int fage, double **oldm, double **savm, int ij, int estepm,double delti[],double **matcov )
 }    
       fprintf(ficgp,"\" t\"\" w l 0,");  {
      fprintf(ficgp,"\"t%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",fileres,k1-1,k1-1);    /* Health expectancies */
       for (j=1; j<= nlstate+1 ; j ++) {    int i, j, nhstepm, hstepm, h, nstepm, k, cptj;
   if (j==i) fprintf(ficgp," \%%lf (\%%lf)");    double age, agelim, hf;
   else fprintf(ficgp," \%%*lf (\%%*lf)");    double ***p3mat,***varhe;
 }      double **dnewm,**doldm;
       if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");    double *xp;
       else fprintf(ficgp,"\" t\"\" w l 0,");    double **gp, **gm;
     }    double ***gradg, ***trgradg;
     fprintf(ficgp,"\nset out \"e%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),k1);    int theta;
   }  
      varhe=ma3x(1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int) fage);
   /*3eme*/    xp=vector(1,npar);
     dnewm=matrix(1,nlstate*nlstate,1,npar);
   for (k1=1; k1<= m ; k1 ++) {    doldm=matrix(1,nlstate*nlstate,1,nlstate*nlstate);
     for (cpt=1; cpt<= nlstate ; cpt ++) {    
       k=2+nlstate*(cpt-1);    fprintf(ficreseij,"# Health expectancies\n");
       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);    fprintf(ficreseij,"# Age");
       for (i=1; i< nlstate ; i ++) {    for(i=1; i<=nlstate;i++)
         fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",fileres,k1-1,k1-1,k+i,cpt,i+1);      for(j=1; j<=nlstate;j++)
       }        fprintf(ficreseij," %1d-%1d (SE)",i,j);
       fprintf(ficgp,"\nset out \"exp%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);    fprintf(ficreseij,"\n");
     }  
   }    if(estepm < stepm){
        printf ("Problem %d lower than %d\n",estepm, stepm);
   /* CV preval stat */    }
   for (k1=1; k1<= m ; k1 ++) {    else  hstepm=estepm;   
     for (cpt=1; cpt<nlstate ; cpt ++) {    /* We compute the life expectancy from trapezoids spaced every estepm months
       k=3;     * This is mainly to measure the difference between two models: for example
       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/($%d",agemin,agemax,fileres,k1,k+cpt+1,k+1);     * if stepm=24 months pijx are given only every 2 years and by summing them
       for (i=1; i< nlstate ; i ++)     * we are calculating an estimate of the Life Expectancy assuming a linear 
         fprintf(ficgp,"+$%d",k+i+1);     * progression in between and thus overestimating or underestimating according
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);     * to the curvature of the survival function. If, for the same date, we 
           * estimate the model with stepm=1 month, we can keep estepm to 24 months
       l=3+(nlstate+ndeath)*cpt;     * to compare the new estimate of Life expectancy with the same linear 
       fprintf(ficgp,",\"pij%s\" u ($1==%d ? ($3):1/0):($%d/($%d",fileres,k1,l+cpt+1,l+1);     * hypothesis. A more precise result, taking into account a more precise
       for (i=1; i< nlstate ; i ++) {     * curvature will be obtained if estepm is as small as stepm. */
         l=3+(nlstate+ndeath)*cpt;  
         fprintf(ficgp,"+$%d",l+i+1);    /* For example we decided to compute the life expectancy with the smallest unit */
       }    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
       fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);         nhstepm is the number of hstepm from age to agelim 
       fprintf(ficgp,"set out \"p%s%d%d.gif\" \nreplot\n\n",strtok(optionfile, "."),cpt,k1);       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
   /* proba elementaires */       survival function given by stepm (the optimization length). Unfortunately it
    for(i=1,jk=1; i <=nlstate; i++){       means that if the survival funtion is printed only each two years of age and if
     for(k=1; k <=(nlstate+ndeath); k++){       you sum them up and add 1 year (area under the trapezoids) you won't get the same 
       if (k != i) {       results. So we changed our mind and took the option of the best precision.
         for(j=1; j <=ncovmodel; j++){    */
           /*fprintf(ficgp,"%s%1d%1d=%f ",alph[j],i,k,p[jk]);*/    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
           /*fprintf(ficgp,"%s",alph[1]);*/  
           fprintf(ficgp,"p%d=%f ",jk,p[jk]);    agelim=AGESUP;
           jk++;    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
           fprintf(ficgp,"\n");      /* nhstepm age range expressed in number of stepm */
         }      nstepm=(int) rint((agelim-age)*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 */
       p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
   for(jk=1; jk <=m; jk++) {      gradg=ma3x(0,nhstepm,1,npar,1,nlstate*nlstate);
   fprintf(ficgp,"\nset ter gif small size 400,300\nset log y\nplot  [%.f:%.f] ",agemin,agemax);      gp=matrix(0,nhstepm,1,nlstate*nlstate);
    i=1;      gm=matrix(0,nhstepm,1,nlstate*nlstate);
    for(k2=1; k2<=nlstate; k2++) {  
      k3=i;      /* Computed by stepm unit matrices, product of hstepm matrices, stored
      for(k=1; k<=(nlstate+ndeath); k++) {         in an array of nhstepm length: nhstepm=10, hstepm=4, stepm=6 months */
        if (k != k2){      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm, savm, ij);  
         fprintf(ficgp," exp(p%d+p%d*x",i,i+1);   
 ij=1;  
         for(j=3; j <=ncovmodel; j++) {      hf=hstepm*stepm/YEARM;  /* Duration of hstepm expressed in year unit. */
           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]]]);      /* Computing  Variances of health expectancies */
             ij++;  
           }       for(theta=1; theta <=npar; theta++){
           else        for(i=1; i<=npar; i++){ 
           fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);          xp[i] = x[i] + (i==theta ?delti[theta]:0);
         }        }
           fprintf(ficgp,")/(1");        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
            
         for(k1=1; k1 <=nlstate; k1++){          cptj=0;
           fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);        for(j=1; j<= nlstate; j++){
 ij=1;          for(i=1; i<=nlstate; i++){
           for(j=3; j <=ncovmodel; j++){            cptj=cptj+1;
           if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {            for(h=0, gp[h][cptj]=0.; h<=nhstepm-1; h++){
             fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);              gp[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/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,")");        for(i=1; i<=npar; i++) 
         }          xp[i] = x[i] - (i==theta ?delti[theta]:0);
         fprintf(ficgp,") t \"p%d%d\" ", k2,k);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
         if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");        
         i=i+ncovmodel;        cptj=0;
        }        for(j=1; j<= nlstate; j++){
      }          for(i=1;i<=nlstate;i++){
    }            cptj=cptj+1;
    fprintf(ficgp,"\nset out \"pe%s%d.gif\" \nreplot\n\n",strtok(optionfile, "."),jk);            for(h=0, gm[h][cptj]=0.; h<=nhstepm-1; h++){
   }  
                  gm[h][cptj] = (p3mat[i][j][h]+p3mat[i][j][h+1])/2.;
   fclose(ficgp);            }
              }
 chdir(path);        }
     free_matrix(agev,1,maxwav,1,imx);        for(j=1; j<= nlstate*nlstate; j++)
     free_ivector(wav,1,imx);          for(h=0; h<=nhstepm-1; h++){
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);            gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);          }
           } 
     free_imatrix(s,1,maxwav+1,1,n);     
      /* End theta */
      
     free_ivector(num,1,n);       trgradg =ma3x(0,nhstepm,1,nlstate*nlstate,1,npar);
     free_vector(agedc,1,n);  
     free_vector(weight,1,n);       for(h=0; h<=nhstepm-1; h++)
     /*free_matrix(covar,1,NCOVMAX,1,n);*/        for(j=1; j<=nlstate*nlstate;j++)
     fclose(ficparo);          for(theta=1; theta <=npar; theta++)
     fclose(ficres);            trgradg[h][j][theta]=gradg[h][theta][j];
     /*  }*/       
      
    /*________fin mle=1_________*/       for(i=1;i<=nlstate*nlstate;i++)
            for(j=1;j<=nlstate*nlstate;j++)
           varhe[i][j][(int)age] =0.;
    
     /* No more information from the sample is required now */       printf("%d|",(int)age);fflush(stdout);
   /* Reads comments: lines beginning with '#' */       fprintf(ficlog,"%d|",(int)age);fflush(ficlog);
   while((c=getc(ficpar))=='#' && c!= EOF){       for(h=0;h<=nhstepm-1;h++){
     ungetc(c,ficpar);        for(k=0;k<=nhstepm-1;k++){
     fgets(line, MAXLINE, ficpar);          matprod2(dnewm,trgradg[h],1,nlstate*nlstate,1,npar,1,npar,matcov);
     puts(line);          matprod2(doldm,dnewm,1,nlstate*nlstate,1,npar,1,nlstate*nlstate,gradg[k]);
     fputs(line,ficparo);          for(i=1;i<=nlstate*nlstate;i++)
   }            for(j=1;j<=nlstate*nlstate;j++)
   ungetc(c,ficpar);              varhe[i][j][(int)age] += doldm[i][j]*hf*hf;
          }
   fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf\n",&agemin,&agemax, &bage, &fage);      }
   printf("agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax, bage, fage);      /* Computing expectancies */
   fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f\n",agemin,agemax,bage,fage);      for(i=1; i<=nlstate;i++)
 /*--------- index.htm --------*/        for(j=1; j<=nlstate;j++)
           for (h=0, eij[i][j][(int)age]=0; h<=nhstepm-1; h++){
   strcpy(optionfilehtm,optionfile);            eij[i][j][(int)age] += (p3mat[i][j][h]+p3mat[i][j][h+1])/2.0*hf;
   strcat(optionfilehtm,".htm");            
   if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {  /* if((int)age==70)printf("i=%2d,j=%2d,h=%2d,age=%3d,%9.4f,%9.4f,%9.4f\n",i,j,h,(int)age,p3mat[i][j][h],hf,eij[i][j][(int)age]);*/
     printf("Problem with %s \n",optionfilehtm);goto end;  
   }          }
   
  fprintf(fichtm,"<body><ul> <font size=\"6\">Imach, Version 0.64b </font> <hr size=\"2\" color=\"#EC5E5E\">      fprintf(ficreseij,"%3.0f",age );
 Titre=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>      cptj=0;
 Total number of observations=%d <br>      for(i=1; i<=nlstate;i++)
 Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>        for(j=1; j<=nlstate;j++){
 <hr  size=\"2\" color=\"#EC5E5E\">          cptj++;
 <li>Outputs files<br><br>\n          fprintf(ficreseij," %9.4f (%.4f)", eij[i][j][(int)age], sqrt(varhe[cptj][cptj][(int)age]) );
         - Observed prevalence in each state: <a href=\"p%s\">p%s</a> <br>\n        }
 - Estimated parameters and the covariance matrix: <a href=\"%s\">%s</a> <br>      fprintf(ficreseij,"\n");
         - Stationary prevalence in each state: <a href=\"pl%s\">pl%s</a> <br>     
         - Transition probabilities: <a href=\"pij%s\">pij%s</a><br>      free_matrix(gm,0,nhstepm,1,nlstate*nlstate);
         - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>      free_matrix(gp,0,nhstepm,1,nlstate*nlstate);
         - Life expectancies by age and initial health status: <a href=\"e%s\">e%s</a> <br>      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate*nlstate);
         - Variances of life expectancies by age and initial health status: <a href=\"v%s\">v%s</a><br>      free_ma3x(trgradg,0,nhstepm,1,nlstate*nlstate,1,npar);
         - Health expectancies with their variances: <a href=\"t%s\">t%s</a> <br>      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
         - 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);    }
     printf("\n");
  fprintf(fichtm," <li>Graphs</li><p>");    fprintf(ficlog,"\n");
   
  m=cptcoveff;    free_vector(xp,1,npar);
  if (cptcovn < 1) {m=1;ncodemax[1]=1;}    free_matrix(dnewm,1,nlstate*nlstate,1,npar);
     free_matrix(doldm,1,nlstate*nlstate,1,nlstate*nlstate);
  j1=0;    free_ma3x(varhe,1,nlstate*nlstate,1,nlstate*nlstate,(int) bage, (int)fage);
  for(k1=1; k1<=m;k1++){  }
    for(i1=1; i1<=ncodemax[k1];i1++){  
        j1++;  /************ Variance ******************/
        if (cptcovn > 0) {  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)
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");  {
          for (cpt=1; cpt<=cptcoveff;cpt++)    /* Variance of health expectancies */
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[j1][cpt]]);    /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double ** savm,double ftolpl);*/
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");    /* double **newm;*/
        }    double **dnewm,**doldm;
        fprintf(fichtm,"<br>- Probabilities: pe%s%d.gif<br>    double **dnewmp,**doldmp;
 <img src=\"pe%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);        int i, j, nhstepm, hstepm, h, nstepm ;
        for(cpt=1; cpt<nlstate;cpt++){    int k, cptcode;
          fprintf(fichtm,"<br>- Prevalence of disability : p%s%d%d.gif<br>    double *xp;
 <img src=\"p%s%d%d.gif\">",strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);    double **gp, **gm;  /* for var eij */
        }    double ***gradg, ***trgradg; /*for var eij */
     for(cpt=1; cpt<=nlstate;cpt++) {    double **gradgp, **trgradgp; /* for var p point j */
        fprintf(fichtm,"<br>- Observed and stationary prevalence (with confident    double *gpp, *gmp; /* for var p point j */
 interval) in state (%d): v%s%d%d.gif <br>    double **varppt; /* for var p point j nlstate to nlstate+ndeath */
 <img src=\"v%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);      double ***p3mat;
      }    double age,agelim, hf;
      for(cpt=1; cpt<=nlstate;cpt++) {    double ***mobaverage;
         fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): exp%s%d%d.gif <br>    int theta;
 <img src=\"exp%s%d%d.gif\">",cpt,strtok(optionfile, "."),cpt,j1,strtok(optionfile, "."),cpt,j1);    char digit[4];
      }    char digitp[25];
      fprintf(fichtm,"\n<br>- Total life expectancy by age and  
 health expectancies in states (1) and (2): e%s%d.gif<br>    char fileresprobmorprev[FILENAMELENGTH];
 <img src=\"e%s%d.gif\">",strtok(optionfile, "."),j1,strtok(optionfile, "."),j1);  
 fprintf(fichtm,"\n</body>");    if(popbased==1){
    }      if(mobilav!=0)
  }        strcpy(digitp,"-populbased-mobilav-");
 fclose(fichtm);      else strcpy(digitp,"-populbased-nomobil-");
     }
   /*--------------- Prevalence limit --------------*/    else 
        strcpy(digitp,"-stablbased-");
   strcpy(filerespl,"pl");  
   strcat(filerespl,fileres);    if (mobilav!=0) {
   if((ficrespl=fopen(filerespl,"w"))==NULL) {      mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     printf("Problem with Prev limit resultfile: %s\n", filerespl);goto end;      if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
   }        fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
   printf("Computing prevalence limit: result on file '%s' \n", filerespl);        printf(" Error in movingaverage mobilav=%d\n",mobilav);
   fprintf(ficrespl,"#Prevalence limit\n");      }
   fprintf(ficrespl,"#Age ");    }
   for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);  
   fprintf(ficrespl,"\n");    strcpy(fileresprobmorprev,"prmorprev"); 
      sprintf(digit,"%-d",ij);
   prlim=matrix(1,nlstate,1,nlstate);    /*printf("DIGIT=%s, ij=%d ijr=%-d|\n",digit, ij,ij);*/
   pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    strcat(fileresprobmorprev,digit); /* Tvar to be done */
   oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    strcat(fileresprobmorprev,digitp); /* Popbased or not, mobilav or not */
   newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    strcat(fileresprobmorprev,fileres);
   savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */    if((ficresprobmorprev=fopen(fileresprobmorprev,"w"))==NULL) {
   oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */      printf("Problem with resultfile: %s\n", fileresprobmorprev);
   k=0;      fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobmorprev);
   agebase=agemin;    }
   agelim=agemax;    printf("Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
   ftolpl=1.e-10;    fprintf(ficlog,"Computing total mortality p.j=w1*p1j+w2*p2j+..: result on file '%s' \n",fileresprobmorprev);
   i1=cptcoveff;    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);
   if (cptcovn < 1){i1=1;}    fprintf(ficresprobmorprev,"# Age cov=%-d",ij);
     for(j=nlstate+1; j<=(nlstate+ndeath);j++){
   for(cptcov=1;cptcov<=i1;cptcov++){      fprintf(ficresprobmorprev," p.%-d SE",j);
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){      for(i=1; i<=nlstate;i++)
         k=k+1;        fprintf(ficresprobmorprev," w%1d p%-d%-d",i,i,j);
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/    }  
         fprintf(ficrespl,"\n#******");    fprintf(ficresprobmorprev,"\n");
         for(j=1;j<=cptcoveff;j++)    fprintf(ficgp,"\n# Routine varevsij");
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);    fprintf(fichtm,"\n<li><h4> Computing probabilities of dying over estepm months as a weighted average (i.e global mortality independent of initial healh state)</h4></li>\n");
         fprintf(ficrespl,"******\n");    fprintf(fichtm,"\n<br>%s  <br>\n",digitp);
          /*   } */
         for (age=agebase; age<=agelim; age++){    varppt = matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);  
           fprintf(ficrespl,"%.0f",age );    fprintf(ficresvij,"# Variance and covariance of health expectancies e.j \n#  (weighted average of eij where weights are the stable prevalence in health states i\n");
           for(i=1; i<=nlstate;i++)    fprintf(ficresvij,"# Age");
           fprintf(ficrespl," %.5f", prlim[i][i]);    for(i=1; i<=nlstate;i++)
           fprintf(ficrespl,"\n");      for(j=1; j<=nlstate;j++)
         }        fprintf(ficresvij," Cov(e%1d, e%1d)",i,j);
       }    fprintf(ficresvij,"\n");
     }  
   fclose(ficrespl);    xp=vector(1,npar);
   /*------------- h Pij x at various ages ------------*/    dnewm=matrix(1,nlstate,1,npar);
      doldm=matrix(1,nlstate,1,nlstate);
   strcpy(filerespij,"pij");  strcat(filerespij,fileres);    dnewmp= matrix(nlstate+1,nlstate+ndeath,1,npar);
   if((ficrespij=fopen(filerespij,"w"))==NULL) {    doldmp= matrix(nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     printf("Problem with Pij resultfile: %s\n", filerespij);goto end;  
   }    gradgp=matrix(1,npar,nlstate+1,nlstate+ndeath);
   printf("Computing pij: result on file '%s' \n", filerespij);    gpp=vector(nlstate+1,nlstate+ndeath);
      gmp=vector(nlstate+1,nlstate+ndeath);
   stepsize=(int) (stepm+YEARM-1)/YEARM;    trgradgp =matrix(nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
   if (stepm<=24) stepsize=2;    
     if(estepm < stepm){
   agelim=AGESUP;      printf ("Problem %d lower than %d\n",estepm, stepm);
   hstepm=stepsize*YEARM; /* Every year of age */    }
   hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */    else  hstepm=estepm;   
      /* For example we decided to compute the life expectancy with the smallest unit */
   k=0;    /* hstepm beeing the number of stepms, if hstepm=1 the length of hstepm is stepm. 
   for(cptcov=1;cptcov<=i1;cptcov++){       nhstepm is the number of hstepm from age to agelim 
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){       nstepm is the number of stepm from age to agelin. 
       k=k+1;       Look at hpijx to understand the reason of that which relies in memory size
         fprintf(ficrespij,"\n#****** ");       and note for a fixed period like k years */
         for(j=1;j<=cptcoveff;j++)    /* We decided (b) to get a life expectancy respecting the most precise curvature of the
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);       survival function given by stepm (the optimization length). Unfortunately it
         fprintf(ficrespij,"******\n");       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 
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */       results. So we changed our mind and took the option of the best precision.
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */    */
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */    hstepm=hstepm/stepm; /* Typically in stepm units, if stepm=6 & estepm=24 , = 24/6 months = 4 */ 
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);    agelim = AGESUP;
           oldm=oldms;savm=savms;    for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);        nstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
           fprintf(ficrespij,"# Age");      nhstepm = nstepm/hstepm;/* Expressed in hstepm, typically nhstepm=40/4=10 */
           for(i=1; i<=nlstate;i++)      p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             for(j=1; j<=nlstate+ndeath;j++)      gradg=ma3x(0,nhstepm,1,npar,1,nlstate);
               fprintf(ficrespij," %1d-%1d",i,j);      gp=matrix(0,nhstepm,1,nlstate);
           fprintf(ficrespij,"\n");      gm=matrix(0,nhstepm,1,nlstate);
           for (h=0; h<=nhstepm; h++){  
             fprintf(ficrespij,"%d %.0f %.0f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );  
             for(i=1; i<=nlstate;i++)      for(theta=1; theta <=npar; theta++){
               for(j=1; j<=nlstate+ndeath;j++)        for(i=1; i<=npar; i++){ /* Computes gradient x + delta*/
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);          xp[i] = x[i] + (i==theta ?delti[theta]:0);
             fprintf(ficrespij,"\n");        }
           }        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);        prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
           fprintf(ficrespij,"\n");  
         }        if (popbased==1) {
     }          if(mobilav ==0){
   }            for(i=1; i<=nlstate;i++)
               prlim[i][i]=probs[(int)age][i][ij];
   fclose(ficrespij);          }else{ /* mobilav */ 
             for(i=1; i<=nlstate;i++)
   /*---------- Health expectancies and variances ------------*/              prlim[i][i]=mobaverage[(int)age][i][ij];
           }
   strcpy(filerest,"t");        }
   strcat(filerest,fileres);    
   if((ficrest=fopen(filerest,"w"))==NULL) {        for(j=1; j<= nlstate; j++){
     printf("Problem with total LE resultfile: %s\n", filerest);goto end;          for(h=0; h<=nhstepm; h++){
   }            for(i=1, gp[h][j]=0.;i<=nlstate;i++)
   printf("Computing Total LEs with variances: file '%s' \n", filerest);              gp[h][j] += prlim[i][i]*p3mat[i][j][h];
           }
         }
   strcpy(filerese,"e");        /* This for computing probability of death (h=1 means
   strcat(filerese,fileres);           computed over hstepm matrices product = hstepm*stepm months) 
   if((ficreseij=fopen(filerese,"w"))==NULL) {           as a weighted average of prlim.
     printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);        */
   }        for(j=nlstate+1;j<=nlstate+ndeath;j++){
   printf("Computing Health Expectancies: result on file '%s' \n", filerese);          for(i=1,gpp[j]=0.; i<= nlstate; i++)
             gpp[j] += prlim[i][i]*p3mat[i][j][1];
  strcpy(fileresv,"v");        }    
   strcat(fileresv,fileres);        /* end probability of death */
   if((ficresvij=fopen(fileresv,"w"))==NULL) {  
     printf("Problem with variance resultfile: %s\n", fileresv);exit(0);        for(i=1; i<=npar; i++) /* Computes gradient x - delta */
   }          xp[i] = x[i] - (i==theta ?delti[theta]:0);
   printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);        hpxij(p3mat,nhstepm,age,hstepm,xp,nlstate,stepm,oldm,savm, ij);  
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
   k=0;   
   for(cptcov=1;cptcov<=i1;cptcov++){        if (popbased==1) {
     for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){          if(mobilav ==0){
       k=k+1;            for(i=1; i<=nlstate;i++)
       fprintf(ficrest,"\n#****** ");              prlim[i][i]=probs[(int)age][i][ij];
       for(j=1;j<=cptcoveff;j++)          }else{ /* mobilav */ 
         fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);            for(i=1; i<=nlstate;i++)
       fprintf(ficrest,"******\n");              prlim[i][i]=mobaverage[(int)age][i][ij];
           }
       fprintf(ficreseij,"\n#****** ");        }
       for(j=1;j<=cptcoveff;j++)  
         fprintf(ficreseij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);        for(j=1; j<= nlstate; j++){
       fprintf(ficreseij,"******\n");          for(h=0; h<=nhstepm; h++){
             for(i=1, gm[h][j]=0.;i<=nlstate;i++)
       fprintf(ficresvij,"\n#****** ");              gm[h][j] += prlim[i][i]*p3mat[i][j][h];
       for(j=1;j<=cptcoveff;j++)          }
         fprintf(ficresvij,"V%d=%d ",j,nbcode[j][codtab[k][j]]);        }
       fprintf(ficresvij,"******\n");        /* This for computing probability of death (h=1 means
            computed over hstepm matrices product = hstepm*stepm months) 
       eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);           as a weighted average of prlim.
       oldm=oldms;savm=savms;        */
       evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k);          for(j=nlstate+1;j<=nlstate+ndeath;j++){
       vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);          for(i=1,gmp[j]=0.; i<= nlstate; i++)
       oldm=oldms;savm=savms;           gmp[j] += prlim[i][i]*p3mat[i][j][1];
       varevsij(fileres, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);        }    
              /* end probability of death */
       fprintf(ficrest,"#Total LEs with variances: e.. (std) ");  
       for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);        for(j=1; j<= nlstate; j++) /* vareij */
       fprintf(ficrest,"\n");          for(h=0; h<=nhstepm; h++){
                    gradg[h][theta][j]= (gp[h][j]-gm[h][j])/2./delti[theta];
       hf=1;          }
       if (stepm >= YEARM) hf=stepm/YEARM;  
       epj=vector(1,nlstate+1);        for(j=nlstate+1; j<= nlstate+ndeath; j++){ /* var mu */
       for(age=bage; age <=fage ;age++){          gradgp[theta][j]= (gpp[j]-gmp[j])/2./delti[theta];
         prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);        }
         fprintf(ficrest," %.0f",age);  
         for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){      } /* End theta */
           for(i=1, epj[j]=0.;i <=nlstate;i++) {  
             epj[j] += prlim[i][i]*hf*eij[i][j][(int)age];      trgradg =ma3x(0,nhstepm,1,nlstate,1,npar); /* veij */
           }  
           epj[nlstate+1] +=epj[j];      for(h=0; h<=nhstepm; h++) /* veij */
         }        for(j=1; j<=nlstate;j++)
         for(i=1, vepp=0.;i <=nlstate;i++)          for(theta=1; theta <=npar; theta++)
           for(j=1;j <=nlstate;j++)            trgradg[h][j][theta]=gradg[h][theta][j];
             vepp += vareij[i][j][(int)age];  
         fprintf(ficrest," %.2f (%.2f)", epj[nlstate+1],hf*sqrt(vepp));      for(j=nlstate+1; j<=nlstate+ndeath;j++) /* mu */
         for(j=1;j <=nlstate;j++){        for(theta=1; theta <=npar; theta++)
           fprintf(ficrest," %.2f (%.2f)", epj[j],hf*sqrt(vareij[j][j][(int)age]));          trgradgp[j][theta]=gradgp[theta][j];
         }    
         fprintf(ficrest,"\n");  
       }      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.;
  fclose(ficreseij);  
  fclose(ficresvij);      for(h=0;h<=nhstepm;h++){
   fclose(ficrest);        for(k=0;k<=nhstepm;k++){
   fclose(ficpar);          matprod2(dnewm,trgradg[h],1,nlstate,1,npar,1,npar,matcov);
   free_vector(epj,1,nlstate+1);          matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg[k]);
   /*  scanf("%d ",i); */          for(i=1;i<=nlstate;i++)
             for(j=1;j<=nlstate;j++)
   /*------- Variance limit prevalence------*/                vareij[i][j][(int)age] += doldm[i][j]*hf*hf;
         }
 strcpy(fileresvpl,"vpl");      }
   strcat(fileresvpl,fileres);    
   if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {      /* pptj */
     printf("Problem with variance prev lim resultfile: %s\n", fileresvpl);      matprod2(dnewmp,trgradgp,nlstate+1,nlstate+ndeath,1,npar,1,npar,matcov);
     exit(0);      matprod2(doldmp,dnewmp,nlstate+1,nlstate+ndeath,1,npar,nlstate+1,nlstate+ndeath,gradgp);
   }      for(j=nlstate+1;j<=nlstate+ndeath;j++)
   printf("Computing Variance-covariance of Prevalence limit: file '%s' \n", fileresvpl);        for(i=nlstate+1;i<=nlstate+ndeath;i++)
           varppt[j][i]=doldmp[j][i];
  k=0;      /* end ppptj */
  for(cptcov=1;cptcov<=i1;cptcov++){      /*  x centered again */
    for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){      hpxij(p3mat,nhstepm,age,hstepm,x,nlstate,stepm,oldm,savm, ij);  
      k=k+1;      prevalim(prlim,nlstate,x,age,oldm,savm,ftolpl,ij);
      fprintf(ficresvpl,"\n#****** ");   
      for(j=1;j<=cptcoveff;j++)      if (popbased==1) {
        fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);        if(mobilav ==0){
      fprintf(ficresvpl,"******\n");          for(i=1; i<=nlstate;i++)
                  prlim[i][i]=probs[(int)age][i][ij];
      varpl=matrix(1,nlstate,(int) bage, (int) fage);        }else{ /* mobilav */ 
      oldm=oldms;savm=savms;          for(i=1; i<=nlstate;i++)
      varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);            prlim[i][i]=mobaverage[(int)age][i][ij];
    }        }
  }      }
                
   fclose(ficresvpl);      /* This for computing probability of death (h=1 means
          computed over hstepm (estepm) matrices product = hstepm*stepm months) 
   /*---------- End : free ----------------*/         as a weighted average of prlim.
   free_matrix(varpl,1,nlstate,(int) bage, (int)fage);      */
        for(j=nlstate+1;j<=nlstate+ndeath;j++){
   free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);        for(i=1,gmp[j]=0.;i<= nlstate; i++) 
   free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);          gmp[j] += prlim[i][i]*p3mat[i][j][1]; 
        }    
        /* end probability of death */
   free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);  
   free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);      fprintf(ficresprobmorprev,"%3d %d ",(int) age, ij);
   free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);      for(j=nlstate+1; j<=(nlstate+ndeath);j++){
   free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);        fprintf(ficresprobmorprev," %11.3e %11.3e",gmp[j], sqrt(varppt[j][j]));
          for(i=1; i<=nlstate;i++){
   free_matrix(matcov,1,npar,1,npar);          fprintf(ficresprobmorprev," %11.3e %11.3e ",prlim[i][i],p3mat[i][j][1]);
   free_vector(delti,1,npar);        }
        } 
   free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);      fprintf(ficresprobmorprev,"\n");
   
   printf("End of Imach\n");      fprintf(ficresvij,"%.0f ",age );
   /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */      for(i=1; i<=nlstate;i++)
          for(j=1; j<=nlstate;j++){
   /* printf("Total time was %d Sec. %d uSec.\n", end_time.tv_sec -start_time.tv_sec, end_time.tv_usec -start_time.tv_usec);*/          fprintf(ficresvij," %.4f", vareij[i][j][(int)age]);
   /*printf("Total time was %d uSec.\n", total_usecs);*/        }
   /*------ End -----------*/      fprintf(ficresvij,"\n");
       free_matrix(gp,0,nhstepm,1,nlstate);
  end:      free_matrix(gm,0,nhstepm,1,nlstate);
 #ifdef windows      free_ma3x(gradg,0,nhstepm,1,npar,1,nlstate);
  chdir(pathcd);      free_ma3x(trgradg,0,nhstepm,1,nlstate,1,npar);
 #endif      free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
  /*system("wgnuplot graph.plt");*/    } /* End age */
  /*system("../gp37mgw/wgnuplot graph.plt");*/    free_vector(gpp,nlstate+1,nlstate+ndeath);
  /*system("cd ../gp37mgw");*/    free_vector(gmp,nlstate+1,nlstate+ndeath);
  system("..\\gp37mgw\\wgnuplot graph.plt");    free_matrix(gradgp,1,npar,nlstate+1,nlstate+ndeath);
     free_matrix(trgradgp,nlstate+1,nlstate+ndeath,1,npar); /* mu or p point j*/
 #ifdef windows    fprintf(ficgp,"\nset noparametric;set nolabel; set ter png small;set size 0.65, 0.65");
   while (z[0] != 'q') {    /* for(j=nlstate+1; j<= nlstate+ndeath; j++){ *//* Only the first actually */
     chdir(pathcd);    fprintf(ficgp,"\n set log y; set nolog x;set xlabel \"Age\"; set ylabel \"Force of mortality (year-1)\";");
     printf("\nType e to edit output files, c to start again, and q for exiting: ");  /*   fprintf(ficgp,"\n plot \"%s\"  u 1:($3*%6.3f) not w l 1 ",fileresprobmorprev,YEARM/estepm); */
     scanf("%s",z);  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)*%6.3f) t \"95\%% interval\" w l 2 ",fileresprobmorprev,YEARM/estepm); */
     if (z[0] == 'c') system("./imach");  /*   fprintf(ficgp,"\n replot \"%s\"  u 1:(($3-1.96*$4)*%6.3f) not w l 2 ",fileresprobmorprev,YEARM/estepm); */
     else if (z[0] == 'e') {    fprintf(ficgp,"\n plot \"%s\"  u 1:($3) not w l 1 ",subdirf(fileresprobmorprev));
       chdir(path);    fprintf(ficgp,"\n replot \"%s\"  u 1:(($3+1.96*$4)) t \"95\%% interval\" w l 2 ",subdirf(fileresprobmorprev));
       system(optionfilehtm);    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));
     else if (z[0] == 'q') exit(0);    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);
 #endif  */
 }  /*   fprintf(ficgp,"\nset out \"varmuptjgr%s%s%s.png\";replot;",digitp,optionfilefiname,digit); */
     fprintf(ficgp,"\nset out \"%s%s.png\";replot;\n",subdirf3(optionfilefiname,"varmuptjgr",digitp),digit);
   
     free_vector(xp,1,npar);
     free_matrix(doldm,1,nlstate,1,nlstate);
     free_matrix(dnewm,1,nlstate,1,npar);
     free_matrix(doldmp,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     free_matrix(dnewmp,nlstate+1,nlstate+ndeath,1,npar);
     free_matrix(varppt,nlstate+1,nlstate+ndeath,nlstate+1,nlstate+ndeath);
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     fclose(ficresprobmorprev);
     fflush(ficgp);
     fflush(fichtm); 
   }  /* end varevsij */
   
   /************ Variance of prevlim ******************/
   void varprevlim(char fileres[], double **varpl, double **matcov, double x[], double delti[], int nlstate, int stepm, double bage, double fage, double **oldm, double **savm, double **prlim, double ftolpl, int ij)
   {
     /* Variance of prevalence limit */
     /*  double **prevalim(double **prlim, int nlstate, double *xp, double age, double **oldm, double **savm,double ftolpl);*/
     double **newm;
     double **dnewm,**doldm;
     int i, j, nhstepm, hstepm;
     int k, cptcode;
     double *xp;
     double *gp, *gm;
     double **gradg, **trgradg;
     double age,agelim;
     int theta;
      
     fprintf(ficresvpl,"# Standard deviation of stable prevalences \n");
     fprintf(ficresvpl,"# Age");
     for(i=1; i<=nlstate;i++)
         fprintf(ficresvpl," %1d-%1d",i,i);
     fprintf(ficresvpl,"\n");
   
     xp=vector(1,npar);
     dnewm=matrix(1,nlstate,1,npar);
     doldm=matrix(1,nlstate,1,nlstate);
     
     hstepm=1*YEARM; /* Every year of age */
     hstepm=hstepm/stepm; /* Typically in stepm units, if j= 2 years, = 2/6 months = 4 */ 
     agelim = AGESUP;
     for (age=bage; age<=fage; age ++){ /* If stepm=6 months */
       nhstepm=(int) rint((agelim-age)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
       if (stepm >= YEARM) hstepm=1;
       nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
       gradg=matrix(1,npar,1,nlstate);
       gp=vector(1,nlstate);
       gm=vector(1,nlstate);
   
       for(theta=1; theta <=npar; theta++){
         for(i=1; i<=npar; i++){ /* Computes gradient */
           xp[i] = x[i] + (i==theta ?delti[theta]:0);
         }
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
         for(i=1;i<=nlstate;i++)
           gp[i] = prlim[i][i];
       
         for(i=1; i<=npar; i++) /* Computes gradient */
           xp[i] = x[i] - (i==theta ?delti[theta]:0);
         prevalim(prlim,nlstate,xp,age,oldm,savm,ftolpl,ij);
         for(i=1;i<=nlstate;i++)
           gm[i] = prlim[i][i];
   
         for(i=1;i<=nlstate;i++)
           gradg[theta][i]= (gp[i]-gm[i])/2./delti[theta];
       } /* End theta */
   
       trgradg =matrix(1,nlstate,1,npar);
   
       for(j=1; j<=nlstate;j++)
         for(theta=1; theta <=npar; theta++)
           trgradg[j][theta]=gradg[theta][j];
   
       for(i=1;i<=nlstate;i++)
         varpl[i][(int)age] =0.;
       matprod2(dnewm,trgradg,1,nlstate,1,npar,1,npar,matcov);
       matprod2(doldm,dnewm,1,nlstate,1,npar,1,nlstate,gradg);
       for(i=1;i<=nlstate;i++)
         varpl[i][(int)age] = doldm[i][i]; /* Covariances are useless */
   
       fprintf(ficresvpl,"%.0f ",age );
       for(i=1; i<=nlstate;i++)
         fprintf(ficresvpl," %.5f (%.5f)",prlim[i][i],sqrt(varpl[i][(int)age]));
       fprintf(ficresvpl,"\n");
       free_vector(gp,1,nlstate);
       free_vector(gm,1,nlstate);
       free_matrix(gradg,1,npar,1,nlstate);
       free_matrix(trgradg,1,nlstate,1,npar);
     } /* End age */
   
     free_vector(xp,1,npar);
     free_matrix(doldm,1,nlstate,1,npar);
     free_matrix(dnewm,1,nlstate,1,nlstate);
   
   }
   
   /************ Variance of one-step probabilities  ******************/
   void varprob(char optionfilefiname[], double **matcov, double x[], double delti[], int nlstate, double bage, double fage, int ij, int *Tvar, int **nbcode, int *ncodemax)
   {
     int i, j=0,  i1, k1, l1, t, tj;
     int k2, l2, j1,  z1;
     int k=0,l, cptcode;
     int first=1, first1;
     double cv12, mu1, mu2, lc1, lc2, v12, v21, v11, v22,v1,v2, c12, tnalp;
     double **dnewm,**doldm;
     double *xp;
     double *gp, *gm;
     double **gradg, **trgradg;
     double **mu;
     double age,agelim, cov[NCOVMAX];
     double std=2.0; /* Number of standard deviation wide of confidence ellipsoids */
     int theta;
     char fileresprob[FILENAMELENGTH];
     char fileresprobcov[FILENAMELENGTH];
     char fileresprobcor[FILENAMELENGTH];
   
     double ***varpij;
   
     strcpy(fileresprob,"prob"); 
     strcat(fileresprob,fileres);
     if((ficresprob=fopen(fileresprob,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprob);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprob);
     }
     strcpy(fileresprobcov,"probcov"); 
     strcat(fileresprobcov,fileres);
     if((ficresprobcov=fopen(fileresprobcov,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprobcov);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcov);
     }
     strcpy(fileresprobcor,"probcor"); 
     strcat(fileresprobcor,fileres);
     if((ficresprobcor=fopen(fileresprobcor,"w"))==NULL) {
       printf("Problem with resultfile: %s\n", fileresprobcor);
       fprintf(ficlog,"Problem with resultfile: %s\n", fileresprobcor);
     }
     printf("Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     fprintf(ficlog,"Computing standard deviation of one-step probabilities: result on file '%s' \n",fileresprob);
     printf("Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
     fprintf(ficlog,"Computing matrix of variance covariance of one-step probabilities: result on file '%s' \n",fileresprobcov);
     printf("and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
     fprintf(ficlog,"and correlation matrix of one-step probabilities: result on file '%s' \n",fileresprobcor);
     
     fprintf(ficresprob,"#One-step probabilities and stand. devi in ()\n");
     fprintf(ficresprob,"# Age");
     fprintf(ficresprobcov,"#One-step probabilities and covariance matrix\n");
     fprintf(ficresprobcov,"# Age");
     fprintf(ficresprobcor,"#One-step probabilities and correlation matrix\n");
     fprintf(ficresprobcov,"# Age");
   
   
     for(i=1; i<=nlstate;i++)
       for(j=1; j<=(nlstate+ndeath);j++){
         fprintf(ficresprob," p%1d-%1d (SE)",i,j);
         fprintf(ficresprobcov," p%1d-%1d ",i,j);
         fprintf(ficresprobcor," p%1d-%1d ",i,j);
       }  
    /* fprintf(ficresprob,"\n");
     fprintf(ficresprobcov,"\n");
     fprintf(ficresprobcor,"\n");
    */
    xp=vector(1,npar);
     dnewm=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
     doldm=matrix(1,(nlstate)*(nlstate+ndeath),1,(nlstate)*(nlstate+ndeath));
     mu=matrix(1,(nlstate)*(nlstate+ndeath), (int) bage, (int)fage);
     varpij=ma3x(1,nlstate*(nlstate+ndeath),1,nlstate*(nlstate+ndeath),(int) bage, (int) fage);
     first=1;
     fprintf(ficgp,"\n# Routine varprob");
     fprintf(fichtm,"\n<li><h4> Computing and drawing one step probabilities with their confidence intervals</h4></li>\n");
     fprintf(fichtm,"\n");
   
     fprintf(fichtm,"\n<li><h4> <a href=\"%s\">Matrix of variance-covariance of pairs of step probabilities (drawings)</a></h4></li>\n",optionfilehtmcov);
     fprintf(fichtmcov,"\n<h4>Matrix of variance-covariance of pairs of step probabilities</h4>\n\
     file %s<br>\n",optionfilehtmcov);
     fprintf(fichtmcov,"\nEllipsoids of confidence centered on point (p<inf>ij</inf>, p<inf>kl</inf>) are estimated\
   and drawn. It helps understanding how is the covariance between two incidences.\
    They are expressed in year<sup>-1</sup> in order to be less dependent of stepm.<br>\n");
     fprintf(fichtmcov,"\n<br> Contour plot corresponding to x'cov<sup>-1</sup>x = 4 (where x is the column vector (pij,pkl)) are drawn. \
   It can be understood this way: if pij and pkl where uncorrelated the (2x2) matrix of covariance \
   would have been (1/(var pij), 0 , 0, 1/(var pkl)), and the confidence interval would be 2 \
   standard deviations wide on each axis. <br>\
    Now, if both incidences are correlated (usual case) we diagonalised the inverse of the covariance matrix\
    and made the appropriate rotation to look at the uncorrelated principal directions.<br>\
   To be simple, these graphs help to understand the significativity of each parameter in relation to a second other one.<br> \n");
   
     cov[1]=1;
     tj=cptcoveff;
     if (cptcovn<1) {tj=1;ncodemax[1]=1;}
     j1=0;
     for(t=1; t<=tj;t++){
       for(i1=1; i1<=ncodemax[t];i1++){ 
         j1++;
         if  (cptcovn>0) {
           fprintf(ficresprob, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprob, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprob, "**********\n#\n");
           fprintf(ficresprobcov, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcov, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprobcov, "**********\n#\n");
           
           fprintf(ficgp, "\n#********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficgp, " V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficgp, "**********\n#\n");
           
           
           fprintf(fichtmcov, "\n<hr  size=\"2\" color=\"#EC5E5E\">********** Variable "); 
           for (z1=1; z1<=cptcoveff; z1++) fprintf(fichtm, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(fichtmcov, "**********\n<hr size=\"2\" color=\"#EC5E5E\">");
           
           fprintf(ficresprobcor, "\n#********** Variable ");    
           for (z1=1; z1<=cptcoveff; z1++) fprintf(ficresprobcor, "V%d=%d ",Tvaraff[z1],nbcode[Tvaraff[z1]][codtab[j1][z1]]);
           fprintf(ficresprobcor, "**********\n#");    
         }
         
         for (age=bage; age<=fage; age ++){ 
           cov[2]=age;
           for (k=1; k<=cptcovn;k++) {
             cov[2+k]=nbcode[Tvar[k]][codtab[j1][Tvar[k]]];
           }
           for (k=1; k<=cptcovage;k++) cov[2+Tage[k]]=cov[2+Tage[k]]*cov[2];
           for (k=1; k<=cptcovprod;k++)
             cov[2+Tprod[k]]=nbcode[Tvard[k][1]][codtab[ij][Tvard[k][1]]]*nbcode[Tvard[k][2]][codtab[ij][Tvard[k][2]]];
           
           gradg=matrix(1,npar,1,(nlstate)*(nlstate+ndeath));
           trgradg=matrix(1,(nlstate)*(nlstate+ndeath),1,npar);
           gp=vector(1,(nlstate)*(nlstate+ndeath));
           gm=vector(1,(nlstate)*(nlstate+ndeath));
       
           for(theta=1; theta <=npar; theta++){
             for(i=1; i<=npar; i++)
               xp[i] = x[i] + (i==theta ?delti[theta]:(double)0);
             
             pmij(pmmij,cov,ncovmodel,xp,nlstate);
             
             k=0;
             for(i=1; i<= (nlstate); i++){
               for(j=1; j<=(nlstate+ndeath);j++){
                 k=k+1;
                 gp[k]=pmmij[i][j];
               }
             }
             
             for(i=1; i<=npar; i++)
               xp[i] = x[i] - (i==theta ?delti[theta]:(double)0);
       
             pmij(pmmij,cov,ncovmodel,xp,nlstate);
             k=0;
             for(i=1; i<=(nlstate); i++){
               for(j=1; j<=(nlstate+ndeath);j++){
                 k=k+1;
                 gm[k]=pmmij[i][j];
               }
             }
        
             for(i=1; i<= (nlstate)*(nlstate+ndeath); i++) 
               gradg[theta][i]=(gp[i]-gm[i])/(double)2./delti[theta];  
           }
   
           for(j=1; j<=(nlstate)*(nlstate+ndeath);j++)
             for(theta=1; theta <=npar; theta++)
               trgradg[j][theta]=gradg[theta][j];
           
           matprod2(dnewm,trgradg,1,(nlstate)*(nlstate+ndeath),1,npar,1,npar,matcov); 
           matprod2(doldm,dnewm,1,(nlstate)*(nlstate+ndeath),1,npar,1,(nlstate)*(nlstate+ndeath),gradg);
           free_vector(gp,1,(nlstate+ndeath)*(nlstate+ndeath));
           free_vector(gm,1,(nlstate+ndeath)*(nlstate+ndeath));
           free_matrix(trgradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
           free_matrix(gradg,1,(nlstate+ndeath)*(nlstate+ndeath),1,npar);
   
           pmij(pmmij,cov,ncovmodel,x,nlstate);
           
           k=0;
           for(i=1; i<=(nlstate); i++){
             for(j=1; j<=(nlstate+ndeath);j++){
               k=k+1;
               mu[k][(int) age]=pmmij[i][j];
             }
           }
           for(i=1;i<=(nlstate)*(nlstate+ndeath);i++)
             for(j=1;j<=(nlstate)*(nlstate+ndeath);j++)
               varpij[i][j][(int)age] = doldm[i][j];
   
           /*printf("\n%d ",(int)age);
             for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
             printf("%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
             fprintf(ficlog,"%e [%e ;%e] ",gm[i],gm[i]-2*sqrt(doldm[i][i]),gm[i]+2*sqrt(doldm[i][i]));
             }*/
   
           fprintf(ficresprob,"\n%d ",(int)age);
           fprintf(ficresprobcov,"\n%d ",(int)age);
           fprintf(ficresprobcor,"\n%d ",(int)age);
   
           for (i=1; i<=(nlstate)*(nlstate+ndeath);i++)
             fprintf(ficresprob,"%11.3e (%11.3e) ",mu[i][(int) age],sqrt(varpij[i][i][(int)age]));
           for (i=1; i<=(nlstate)*(nlstate+ndeath);i++){
             fprintf(ficresprobcov,"%11.3e ",mu[i][(int) age]);
             fprintf(ficresprobcor,"%11.3e ",mu[i][(int) age]);
           }
           i=0;
           for (k=1; k<=(nlstate);k++){
             for (l=1; l<=(nlstate+ndeath);l++){ 
               i=i++;
               fprintf(ficresprobcov,"\n%d %d-%d",(int)age,k,l);
               fprintf(ficresprobcor,"\n%d %d-%d",(int)age,k,l);
               for (j=1; j<=i;j++){
                 fprintf(ficresprobcov," %11.3e",varpij[i][j][(int)age]);
                 fprintf(ficresprobcor," %11.3e",varpij[i][j][(int) age]/sqrt(varpij[i][i][(int) age])/sqrt(varpij[j][j][(int)age]));
               }
             }
           }/* end of loop for state */
         } /* end of loop for age */
   
         /* Confidence intervalle of pij  */
         /*
           fprintf(ficgp,"\nset noparametric;unset label");
           fprintf(ficgp,"\nset log y;unset log x; set xlabel \"Age\";set ylabel \"probability (year-1)\"");
           fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
           fprintf(fichtm,"\n<br>Probability with  confidence intervals expressed in year<sup>-1</sup> :<a href=\"pijgr%s.png\">pijgr%s.png</A>, ",optionfilefiname,optionfilefiname);
           fprintf(fichtm,"\n<br><img src=\"pijgr%s.png\"> ",optionfilefiname);
           fprintf(ficgp,"\nset out \"pijgr%s.png\"",optionfilefiname);
           fprintf(ficgp,"\nplot \"%s\" every :::%d::%d u 1:2 \"\%%lf",k1,k2,xfilevarprob);
         */
   
         /* Drawing ellipsoids of confidence of two variables p(k1-l1,k2-l2)*/
         first1=1;
         for (k2=1; k2<=(nlstate);k2++){
           for (l2=1; l2<=(nlstate+ndeath);l2++){ 
             if(l2==k2) continue;
             j=(k2-1)*(nlstate+ndeath)+l2;
             for (k1=1; k1<=(nlstate);k1++){
               for (l1=1; l1<=(nlstate+ndeath);l1++){ 
                 if(l1==k1) continue;
                 i=(k1-1)*(nlstate+ndeath)+l1;
                 if(i<=j) continue;
                 for (age=bage; age<=fage; age ++){ 
                   if ((int)age %5==0){
                     v1=varpij[i][i][(int)age]/stepm*YEARM/stepm*YEARM;
                     v2=varpij[j][j][(int)age]/stepm*YEARM/stepm*YEARM;
                     cv12=varpij[i][j][(int)age]/stepm*YEARM/stepm*YEARM;
                     mu1=mu[i][(int) age]/stepm*YEARM ;
                     mu2=mu[j][(int) age]/stepm*YEARM;
                     c12=cv12/sqrt(v1*v2);
                     /* Computing eigen value of matrix of covariance */
                     lc1=((v1+v2)+sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
                     lc2=((v1+v2)-sqrt((v1+v2)*(v1+v2) - 4*(v1*v2-cv12*cv12)))/2.;
                     /* Eigen vectors */
                     v11=(1./sqrt(1+(v1-lc1)*(v1-lc1)/cv12/cv12));
                     /*v21=sqrt(1.-v11*v11); *//* error */
                     v21=(lc1-v1)/cv12*v11;
                     v12=-v21;
                     v22=v11;
                     tnalp=v21/v11;
                     if(first1==1){
                       first1=0;
                       printf("%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tang %.3f\nOthers in log...\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
                     }
                     fprintf(ficlog,"%d %d%d-%d%d mu %.4e %.4e Var %.4e %.4e cor %.3f cov %.4e Eig %.3e %.3e 1stv %.3f %.3f tan %.3f\n",(int) age,k1,l1,k2,l2,mu1,mu2,v1,v2,c12,cv12,lc1,lc2,v11,v21,tnalp);
                     /*printf(fignu*/
                     /* mu1+ v11*lc1*cost + v12*lc2*sin(t) */
                     /* mu2+ v21*lc1*cost + v22*lc2*sin(t) */
                     if(first==1){
                       first=0;
                       fprintf(ficgp,"\nset parametric;unset label");
                       fprintf(ficgp,"\nset log y;set log x; set xlabel \"p%1d%1d (year-1)\";set ylabel \"p%1d%1d (year-1)\"",k1,l1,k2,l2);
                       fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65");
                       fprintf(fichtmcov,"\n<br>Ellipsoids of confidence cov(p%1d%1d,p%1d%1d) expressed in year<sup>-1</sup>\
    :<a href=\"%s%d%1d%1d-%1d%1d.png\">\
   %s%d%1d%1d-%1d%1d.png</A>, ",k1,l1,k2,l2,\
                               subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2,\
                               subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(fichtmcov,"\n<br><img src=\"%s%d%1d%1d-%1d%1d.png\"> ",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(fichtmcov,"\n<br> Correlation at age %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\"",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                       fprintf(ficgp,"\nplot [-pi:pi] %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }else{
                       first=0;
                       fprintf(fichtmcov," %d (%.3f),",(int) age, c12);
                       fprintf(ficgp,"\n# Age %d, p%1d%1d - p%1d%1d",(int) age, k1,l1,k2,l2);
                       fprintf(ficgp,"\nset label \"%d\" at %11.3e,%11.3e center",(int) age, mu1,mu2);
                       fprintf(ficgp,"\nreplot %11.3e+ %.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)), %11.3e +%.3f*(%11.3e*%11.3e*cos(t)+%11.3e*%11.3e*sin(t)) not",\
                               mu1,std,v11,sqrt(lc1),v12,sqrt(lc2),\
                               mu2,std,v21,sqrt(lc1),v22,sqrt(lc2));
                     }/* if first */
                   } /* age mod 5 */
                 } /* end loop age */
                 fprintf(ficgp,"\nset out \"%s%d%1d%1d-%1d%1d.png\";replot;",subdirf2(optionfilefiname,"varpijgr"), j1,k1,l1,k2,l2);
                 first=1;
               } /*l12 */
             } /* k12 */
           } /*l1 */
         }/* k1 */
       } /* loop covariates */
     }
     free_ma3x(varpij,1,nlstate,1,nlstate+ndeath,(int) bage, (int)fage);
     free_matrix(mu,1,(nlstate+ndeath)*(nlstate+ndeath),(int) bage, (int)fage);
     free_vector(xp,1,npar);
     fclose(ficresprob);
     fclose(ficresprobcov);
     fclose(ficresprobcor);
     fflush(ficgp);
     fflush(fichtmcov);
   }
   
   
   /******************* Printing html file ***********/
   void printinghtml(char fileres[], char title[], char datafile[], int firstpass, \
                     int lastpass, int stepm, int weightopt, char model[],\
                     int imx,int jmin, int jmax, double jmeanint,char rfileres[],\
                     int popforecast, int estepm ,\
                     double jprev1, double mprev1,double anprev1, \
                     double jprev2, double mprev2,double anprev2){
     int jj1, k1, i1, cpt;
   
      fprintf(fichtm,"<ul><li><h4>Result files (first order: no variance)</h4>\n \
    - Observed prevalence in each state (during the period defined between %.lf/%.lf/%.lf and %.lf/%.lf/%.lf): <a href=\"%s\">%s</a> <br>\n ",
              jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,subdirf2(fileres,"p"),subdirf2(fileres,"p"));
      fprintf(fichtm,"\
    - Estimated transition probabilities over %d (stepm) months: <a href=\"%s\">%s</a><br>\n ",
              stepm,subdirf2(fileres,"pij"),subdirf2(fileres,"pij"));
      fprintf(fichtm,"\
    - Stable prevalence in each health state: <a href=\"%s\">%s</a> <br>\n",
              subdirf2(fileres,"pl"),subdirf2(fileres,"pl"));
      fprintf(fichtm,"\
    - Life expectancies by age and initial health status (estepm=%2d months): \
      <a href=\"%s\">%s</a> <br>\n</li>",
              estepm,subdirf2(fileres,"e"),subdirf2(fileres,"e"));
   
   fprintf(fichtm," \n<ul><li><b>Graphs</b></li><p>");
   
    m=cptcoveff;
    if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   
    jj1=0;
    for(k1=1; k1<=m;k1++){
      for(i1=1; i1<=ncodemax[k1];i1++){
        jj1++;
        if (cptcovn > 0) {
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
          for (cpt=1; cpt<=cptcoveff;cpt++) 
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
        }
        /* Pij */
        fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i, %d (stepm) months before: %s%d1.png<br> \
   <img src=\"%s%d1.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1);     
        /* Quasi-incidences */
        fprintf(fichtm,"<br>- Pij or Conditional probabilities to be observed in state j being in state i %d (stepm) months\
    before but expressed in per year i.e. quasi incidences if stepm is small and probabilities too: %s%d2.png<br> \
   <img src=\"%s%d2.png\">",stepm,subdirf2(optionfilefiname,"pe"),jj1,subdirf2(optionfilefiname,"pe"),jj1); 
          /* Stable prevalence in each health state */
          for(cpt=1; cpt<nlstate;cpt++){
            fprintf(fichtm,"<br>- Stable prevalence in each health state : p%s%d%d.png<br> \
   <img src=\"%s%d%d.png\">",subdirf2(optionfilefiname,"p"),cpt,jj1,subdirf2(optionfilefiname,"p"),cpt,jj1);
          }
        for(cpt=1; cpt<=nlstate;cpt++) {
           fprintf(fichtm,"\n<br>- Health life expectancies by age and initial health state (%d): %s%d%d.png <br> \
   <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"exp"),cpt,jj1,subdirf2(optionfilefiname,"exp"),cpt,jj1);
        }
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
   
   
    fprintf(fichtm,"\
   \n<br><li><h4> Result files (second order: variances)</h4>\n\
    - Parameter file with estimated parameters and covariance matrix: <a href=\"%s\">%s</a> <br>\n", rfileres,rfileres);
   
    fprintf(fichtm," - Variance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"prob"),subdirf2(fileres,"prob"));
    fprintf(fichtm,"\
    - Variance-covariance of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"probcov"),subdirf2(fileres,"probcov"));
   
    fprintf(fichtm,"\
    - Correlation matrix of one-step probabilities: <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"probcor"),subdirf2(fileres,"probcor"));
    fprintf(fichtm,"\
    - Variances and covariances of life expectancies by age and initial health status (estepm=%d months): <a href=\"%s\">%s</a><br>\n",
            estepm, subdirf2(fileres,"v"),subdirf2(fileres,"v"));
    fprintf(fichtm,"\
    - Health expectancies with their variances (no covariance): <a href=\"%s\">%s</a> <br>\n",
            subdirf2(fileres,"t"),subdirf2(fileres,"t"));
    fprintf(fichtm,"\
    - Standard deviation of stable prevalences: <a href=\"%s\">%s</a> <br>\n",\
            subdirf2(fileres,"vpl"),subdirf2(fileres,"vpl"));
   
   /*  if(popforecast==1) fprintf(fichtm,"\n */
   /*  - Prevalences forecasting: <a href=\"f%s\">f%s</a> <br>\n */
   /*  - Population forecasting (if popforecast=1): <a href=\"pop%s\">pop%s</a> <br>\n */
   /*      <br>",fileres,fileres,fileres,fileres); */
   /*  else  */
   /*    fprintf(fichtm,"\n No population forecast: popforecast = %d (instead of 1) or stepm = %d (instead of 1) or model=%s (instead of .)<br><br></li>\n",popforecast, stepm, model); */
    fflush(fichtm);
    fprintf(fichtm," <ul><li><b>Graphs</b></li><p>");
   
    m=cptcoveff;
    if (cptcovn < 1) {m=1;ncodemax[1]=1;}
   
    jj1=0;
    for(k1=1; k1<=m;k1++){
      for(i1=1; i1<=ncodemax[k1];i1++){
        jj1++;
        if (cptcovn > 0) {
          fprintf(fichtm,"<hr  size=\"2\" color=\"#EC5E5E\">************ Results for covariates");
          for (cpt=1; cpt<=cptcoveff;cpt++) 
            fprintf(fichtm," V%d=%d ",Tvaraff[cpt],nbcode[Tvaraff[cpt]][codtab[jj1][cpt]]);
          fprintf(fichtm," ************\n<hr size=\"2\" color=\"#EC5E5E\">");
        }
        for(cpt=1; cpt<=nlstate;cpt++) {
          fprintf(fichtm,"<br>- Observed (cross-sectional) and period (incidence based) \
   prevalence (with 95%% confidence interval) in state (%d): %s%d%d.png <br>\
   <img src=\"%s%d%d.png\">",cpt,subdirf2(optionfilefiname,"v"),cpt,jj1,subdirf2(optionfilefiname,"v"),cpt,jj1);  
        }
        fprintf(fichtm,"\n<br>- Total life expectancy by age and \
   health expectancies in states (1) and (2): %s%d.png<br>\
   <img src=\"%s%d.png\">",subdirf2(optionfilefiname,"e"),jj1,subdirf2(optionfilefiname,"e"),jj1);
      } /* end i1 */
    }/* End k1 */
    fprintf(fichtm,"</ul>");
    fflush(fichtm);
   }
   
   /******************* Gnuplot file **************/
   void printinggnuplot(char fileres[], char optionfilefiname[], double ageminpar, double agemaxpar, double fage , char pathc[], double p[]){
   
     char dirfileres[132],optfileres[132];
     int m,cpt,k1,i,k,j,jk,k2,k3,ij,l;
     int ng;
   /*   if((ficgp=fopen(optionfilegnuplot,"a"))==NULL) { */
   /*     printf("Problem with file %s",optionfilegnuplot); */
   /*     fprintf(ficlog,"Problem with file %s",optionfilegnuplot); */
   /*   } */
   
     /*#ifdef windows */
     fprintf(ficgp,"cd \"%s\" \n",pathc);
       /*#endif */
     m=pow(2,cptcoveff);
   
     strcpy(dirfileres,optionfilefiname);
     strcpy(optfileres,"vpl");
    /* 1eme*/
     for (cpt=1; cpt<= nlstate ; cpt ++) {
      for (k1=1; k1<= m ; k1 ++) {
        fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"v"),cpt,k1);
        fprintf(ficgp,"\n#set out \"v%s%d%d.png\" \n",optionfilefiname,cpt,k1);
        fprintf(ficgp,"set xlabel \"Age\" \n\
   set ylabel \"Probability\" \n\
   set ter png small\n\
   set size 0.65,0.65\n\
   plot [%.f:%.f] \"%s\" every :::%d::%d u 1:2 \"\%%lf",ageminpar,fage,subdirf2(fileres,"vpl"),k1-1,k1-1);
   
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        }
        fprintf(ficgp,"\" t\"Stable prevalence\" w l 0,\"%s\" every :::%d::%d u 1:($2+1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1);
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        } 
        fprintf(ficgp,"\" t\"95\%% CI\" w l 1,\"%s\" every :::%d::%d u 1:($2-1.96*$3) \"\%%lf",subdirf2(fileres,"vpl"),k1-1,k1-1); 
        for (i=1; i<= nlstate ; i ++) {
          if (i==cpt) fprintf(ficgp," \%%lf (\%%lf)");
          else fprintf(ficgp," \%%*lf (\%%*lf)");
        }  
        fprintf(ficgp,"\" t\"\" w l 1,\"%s\" every :::%d::%d u 1:($%d) t\"Observed prevalence \" w l 2",subdirf2(fileres,"p"),k1-1,k1-1,2+4*(cpt-1));
      }
     }
     /*2 eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       fprintf(ficgp,"\nset out \"%s%d.png\" \n",subdirf2(optionfilefiname,"e"),k1);
       fprintf(ficgp,"set ylabel \"Years\" \nset ter png small\nset size 0.65,0.65\nplot [%.f:%.f] ",ageminpar,fage);
       
       for (i=1; i<= nlstate+1 ; i ++) {
         k=2*i;
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:2 \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         if (i== 1) fprintf(ficgp,"\" t\"TLE\" w l ,");
         else fprintf(ficgp,"\" t\"LE in state (%d)\" w l ,",i-1);
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2-$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         fprintf(ficgp,"\" t\"\" w l 0,");
         fprintf(ficgp,"\"%s\" every :::%d::%d u 1:($2+$3*2) \"\%%lf",subdirf2(fileres,"t"),k1-1,k1-1);
         for (j=1; j<= nlstate+1 ; j ++) {
           if (j==i) fprintf(ficgp," \%%lf (\%%lf)");
           else fprintf(ficgp," \%%*lf (\%%*lf)");
         }   
         if (i== (nlstate+1)) fprintf(ficgp,"\" t\"\" w l 0");
         else fprintf(ficgp,"\" t\"\" w l 0,");
       }
     }
     
     /*3eme*/
     
     for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<= nlstate ; cpt ++) {
         k=2+nlstate*(2*cpt-2);
         fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"exp"),cpt,k1);
         fprintf(ficgp,"set ter png small\n\
   set size 0.65,0.65\n\
   plot [%.f:%.f] \"%s\" every :::%d::%d u 1:%d t \"e%d1\" w l",ageminpar,fage,subdirf2(fileres,"e"),k1-1,k1-1,k,cpt);
         /*fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d-2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
           for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
           fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
           fprintf(ficgp,",\"e%s\" every :::%d::%d u 1:($%d+2*$%d) \"\%%lf ",fileres,k1-1,k1-1,k,k+1);
           for (i=1; i<= nlstate*2 ; i ++) fprintf(ficgp,"\%%lf (\%%lf) ");
           fprintf(ficgp,"\" t \"e%d1\" w l",cpt);
           
         */
         for (i=1; i< nlstate ; i ++) {
           fprintf(ficgp," ,\"%s\" every :::%d::%d u 1:%d t \"e%d%d\" w l",subdirf2(fileres,"e"),k1-1,k1-1,k+2*i,cpt,i+1);
           
         } 
       }
     }
     
     /* CV preval stable (period) */
     for (k1=1; k1<= m ; k1 ++) { 
       for (cpt=1; cpt<=nlstate ; cpt ++) {
         k=3;
         fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"p"),cpt,k1);
         fprintf(ficgp,"set xlabel \"Age\" \nset ylabel \"Probability\" \n\
   set ter png small\nset size 0.65,0.65\n\
   unset log y\n\
   plot [%.f:%.f] \"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",ageminpar,agemaxpar,subdirf2(fileres,"pij"),k1,k+cpt+1,k+1);
         
         for (i=1; i< nlstate ; i ++)
           fprintf(ficgp,"+$%d",k+i+1);
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l",cpt,cpt+1);
         
         l=3+(nlstate+ndeath)*cpt;
         fprintf(ficgp,",\"%s\" u ($1==%d ? ($3):1/0):($%d/($%d",subdirf2(fileres,"pij"),k1,l+cpt+1,l+1);
         for (i=1; i< nlstate ; i ++) {
           l=3+(nlstate+ndeath)*cpt;
           fprintf(ficgp,"+$%d",l+i+1);
         }
         fprintf(ficgp,")) t\"prev(%d,%d)\" w l\n",cpt+1,cpt+1);   
       } 
     }  
     
     /* proba elementaires */
     for(i=1,jk=1; i <=nlstate; i++){
       for(k=1; k <=(nlstate+ndeath); k++){
         if (k != i) {
           for(j=1; j <=ncovmodel; j++){
             fprintf(ficgp,"p%d=%f ",jk,p[jk]);
             jk++; 
             fprintf(ficgp,"\n");
           }
         }
       }
      }
   
      for(ng=1; ng<=2;ng++){ /* Number of graphics: first is probabilities second is incidence per year*/
        for(jk=1; jk <=m; jk++) {
          fprintf(ficgp,"\nset out \"%s%d%d.png\" \n",subdirf2(optionfilefiname,"pe"),jk,ng); 
          if (ng==2)
            fprintf(ficgp,"\nset ylabel \"Quasi-incidence per year\"\n");
          else
            fprintf(ficgp,"\nset title \"Probability\"\n");
          fprintf(ficgp,"\nset ter png small\nset size 0.65,0.65\nset log y\nplot  [%.f:%.f] ",ageminpar,agemaxpar);
          i=1;
          for(k2=1; k2<=nlstate; k2++) {
            k3=i;
            for(k=1; k<=(nlstate+ndeath); k++) {
              if (k != k2){
                if(ng==2)
                  fprintf(ficgp," %f*exp(p%d+p%d*x",YEARM/stepm,i,i+1);
                else
                  fprintf(ficgp," exp(p%d+p%d*x",i,i+1);
                ij=1;
                for(j=3; j <=ncovmodel; j++) {
                  if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
                    fprintf(ficgp,"+p%d*%d*x",i+j-1,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
                    ij++;
                  }
                  else
                    fprintf(ficgp,"+p%d*%d",i+j-1,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                }
                fprintf(ficgp,")/(1");
                
                for(k1=1; k1 <=nlstate; k1++){   
                  fprintf(ficgp,"+exp(p%d+p%d*x",k3+(k1-1)*ncovmodel,k3+(k1-1)*ncovmodel+1);
                  ij=1;
                  for(j=3; j <=ncovmodel; j++){
                    if(((j-2)==Tage[ij]) &&(ij <=cptcovage)) {
                      fprintf(ficgp,"+p%d*%d*x",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][Tvar[j-2]]]);
                      ij++;
                    }
                    else
                      fprintf(ficgp,"+p%d*%d",k3+(k1-1)*ncovmodel+1+j-2,nbcode[Tvar[j-2]][codtab[jk][j-2]]);
                  }
                  fprintf(ficgp,")");
                }
                fprintf(ficgp,") t \"p%d%d\" ", k2,k);
                if ((k+k2)!= (nlstate*2+ndeath)) fprintf(ficgp,",");
                i=i+ncovmodel;
              }
            } /* end k */
          } /* end k2 */
        } /* end jk */
      } /* end ng */
      fflush(ficgp); 
   }  /* end gnuplot */
   
   
   /*************** Moving average **************/
   int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav){
   
     int i, cpt, cptcod;
     int modcovmax =1;
     int mobilavrange, mob;
     double age;
   
     modcovmax=2*cptcoveff;/* Max number of modalities. We suppose 
                              a covariate has 2 modalities */
     if (cptcovn<1) modcovmax=1; /* At least 1 pass */
   
     if(mobilav==1||mobilav ==3 ||mobilav==5 ||mobilav== 7){
       if(mobilav==1) mobilavrange=5; /* default */
       else mobilavrange=mobilav;
       for (age=bage; age<=fage; age++)
         for (i=1; i<=nlstate;i++)
           for (cptcod=1;cptcod<=modcovmax;cptcod++)
             mobaverage[(int)age][i][cptcod]=probs[(int)age][i][cptcod];
       /* We keep the original values on the extreme ages bage, fage and for 
          fage+1 and bage-1 we use a 3 terms moving average; for fage+2 bage+2
          we use a 5 terms etc. until the borders are no more concerned. 
       */ 
       for (mob=3;mob <=mobilavrange;mob=mob+2){
         for (age=bage+(mob-1)/2; age<=fage-(mob-1)/2; age++){
           for (i=1; i<=nlstate;i++){
             for (cptcod=1;cptcod<=modcovmax;cptcod++){
               mobaverage[(int)age][i][cptcod] =probs[(int)age][i][cptcod];
                 for (cpt=1;cpt<=(mob-1)/2;cpt++){
                   mobaverage[(int)age][i][cptcod] +=probs[(int)age-cpt][i][cptcod];
                   mobaverage[(int)age][i][cptcod] +=probs[(int)age+cpt][i][cptcod];
                 }
               mobaverage[(int)age][i][cptcod]=mobaverage[(int)age][i][cptcod]/mob;
             }
           }
         }/* end age */
       }/* end mob */
     }else return -1;
     return 0;
   }/* End movingaverage */
   
   
   /************** Forecasting ******************/
   prevforecast(char fileres[], double anproj1, double mproj1, double jproj1, double ageminpar, double agemax, double dateprev1, double dateprev2, int mobilav, double bage, double fage, int firstpass, int lastpass, double anproj2, double p[], int cptcoveff){
     /* proj1, year, month, day of starting projection 
        agemin, agemax range of age
        dateprev1 dateprev2 range of dates during which prevalence is computed
        anproj2 year of en of projection (same day and month as proj1).
     */
     int yearp, stepsize, hstepm, nhstepm, j, k, c, cptcod, i, h, i1;
     int *popage;
     double agec; /* generic age */
     double agelim, ppij, yp,yp1,yp2,jprojmean,mprojmean,anprojmean;
     double *popeffectif,*popcount;
     double ***p3mat;
     double ***mobaverage;
     char fileresf[FILENAMELENGTH];
   
     agelim=AGESUP;
     prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
    
     strcpy(fileresf,"f"); 
     strcat(fileresf,fileres);
     if((ficresf=fopen(fileresf,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", fileresf);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", fileresf);
     }
     printf("Computing forecasting: result on file '%s' \n", fileresf);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", fileresf);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     if(estepm < stepm){
       printf ("Problem %d lower than %d\n",estepm, stepm);
     }
     else  hstepm=estepm;   
   
     hstepm=hstepm/stepm; 
     yp1=modf(dateintmean,&yp);/* extracts integral of datemean in yp  and
                                  fractional in yp1 */
     anprojmean=yp;
     yp2=modf((yp1*12),&yp);
     mprojmean=yp;
     yp1=modf((yp2*30.5),&yp);
     jprojmean=yp;
     if(jprojmean==0) jprojmean=1;
     if(mprojmean==0) jprojmean=1;
   
     i1=cptcoveff;
     if (cptcovn < 1){i1=1;}
     
     fprintf(ficresf,"# Mean day of interviews %.lf/%.lf/%.lf (%.2f) between %.2f and %.2f \n",jprojmean,mprojmean,anprojmean,dateintmean,dateprev1,dateprev2); 
     
     fprintf(ficresf,"#****** Routine prevforecast **\n");
   
   /*            if (h==(int)(YEARM*yearp)){ */
     for(cptcov=1, k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficresf,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficresf," V%d=%d, hpijx=probability over h years, hp.jx is weighted by observed prev ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficresf,"******\n");
         fprintf(ficresf,"# Covariate valuofcovar yearproj age");
         for(j=1; j<=nlstate+ndeath;j++){ 
           for(i=1; i<=nlstate;i++)              
             fprintf(ficresf," p%d%d",i,j);
           fprintf(ficresf," p.%d",j);
         }
         for (yearp=0; yearp<=(anproj2-anproj1);yearp +=stepsize) { 
           fprintf(ficresf,"\n");
           fprintf(ficresf,"\n# Forecasting at date %.lf/%.lf/%.lf ",jproj1,mproj1,anproj1+yearp);   
   
           for (agec=fage; agec>=(ageminpar-1); agec--){ 
             nhstepm=(int) rint((agelim-agec)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agec,hstepm,p,nlstate,stepm,oldm,savm, k);  
           
             for (h=0; h<=nhstepm; h++){
               if (h*hstepm/YEARM*stepm ==yearp) {
                 fprintf(ficresf,"\n");
                 for(j=1;j<=cptcoveff;j++) 
                   fprintf(ficresf,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
                 fprintf(ficresf,"%.f %.f ",anproj1+yearp,agec+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 ppij=0.;
                 for(i=1; i<=nlstate;i++) {
                   if (mobilav==1) 
                     ppij=ppij+p3mat[i][j][h]*mobaverage[(int)agec][i][cptcod];
                   else {
                     ppij=ppij+p3mat[i][j][h]*probs[(int)(agec)][i][cptcod];
                   }
                   if (h*hstepm/YEARM*stepm== yearp) {
                     fprintf(ficresf," %.3f", p3mat[i][j][h]);
                   }
                 } /* end i */
                 if (h*hstepm/YEARM*stepm==yearp) {
                   fprintf(ficresf," %.3f", ppij);
                 }
               }/* end j */
             } /* end h */
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           } /* end agec */
         } /* end yearp */
       } /* end cptcod */
     } /* end  cptcov */
          
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     fclose(ficresf);
   }
   
   /************** Forecasting *****not tested NB*************/
   populforecast(char fileres[], double anpyram,double mpyram,double jpyram,double ageminpar, double agemax,double dateprev1, double dateprev2, int mobilav, double agedeb, double fage, int popforecast, char popfile[], double anpyram1,double p[], int i2){
     
     int cpt, stepsize, hstepm, nhstepm, j,k,c, cptcod, i,h;
     int *popage;
     double calagedatem, agelim, kk1, kk2;
     double *popeffectif,*popcount;
     double ***p3mat,***tabpop,***tabpopprev;
     double ***mobaverage;
     char filerespop[FILENAMELENGTH];
   
     tabpop= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     tabpopprev= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     agelim=AGESUP;
     calagedatem=(anpyram+mpyram/12.+jpyram/365.-dateintmean)*YEARM;
     
     prevalence(probs, ageminpar, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     
     
     strcpy(filerespop,"pop"); 
     strcat(filerespop,fileres);
     if((ficrespop=fopen(filerespop,"w"))==NULL) {
       printf("Problem with forecast resultfile: %s\n", filerespop);
       fprintf(ficlog,"Problem with forecast resultfile: %s\n", filerespop);
     }
     printf("Computing forecasting: result on file '%s' \n", filerespop);
     fprintf(ficlog,"Computing forecasting: result on file '%s' \n", filerespop);
   
     if (cptcoveff==0) ncodemax[cptcoveff]=1;
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, ageminpar, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     if (stepm<=12) stepsize=1;
     
     agelim=AGESUP;
     
     hstepm=1;
     hstepm=hstepm/stepm; 
     
     if (popforecast==1) {
       if((ficpop=fopen(popfile,"r"))==NULL) {
         printf("Problem with population file : %s\n",popfile);exit(0);
         fprintf(ficlog,"Problem with population file : %s\n",popfile);exit(0);
       } 
       popage=ivector(0,AGESUP);
       popeffectif=vector(0,AGESUP);
       popcount=vector(0,AGESUP);
       
       i=1;   
       while ((c=fscanf(ficpop,"%d %lf\n",&popage[i],&popcount[i])) != EOF) i=i+1;
      
       imx=i;
       for (i=1; i<imx;i++) popeffectif[popage[i]]=popcount[i];
     }
   
     for(cptcov=1,k=0;cptcov<=i2;cptcov++){
      for(cptcod=1;cptcod<=ncodemax[cptcoveff];cptcod++){
         k=k+1;
         fprintf(ficrespop,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficrespop," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficrespop,"******\n");
         fprintf(ficrespop,"# Age");
         for(j=1; j<=nlstate+ndeath;j++) fprintf(ficrespop," P.%d",j);
         if (popforecast==1)  fprintf(ficrespop," [Population]");
         
         for (cpt=0; cpt<=0;cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
           
             for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
                 fprintf(ficrespop,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   if (mobilav==1) 
                     kk1=kk1+p3mat[i][j][h]*mobaverage[(int)agedeb+1][i][cptcod];
                   else {
                     kk1=kk1+p3mat[i][j][h]*probs[(int)(agedeb+1)][i][cptcod];
                   }
                 }
                 if (h==(int)(calagedatem+12*cpt)){
                   tabpop[(int)(agedeb)][j][cptcod]=kk1;
                     /*fprintf(ficrespop," %.3f", kk1);
                       if (popforecast==1) fprintf(ficrespop," [%.f]", kk1*popeffectif[(int)agedeb+1]);*/
                 }
               }
               for(i=1; i<=nlstate;i++){
                 kk1=0.;
                   for(j=1; j<=nlstate;j++){
                     kk1= kk1+tabpop[(int)(agedeb)][j][cptcod]; 
                   }
                     tabpopprev[(int)(agedeb)][i][cptcod]=tabpop[(int)(agedeb)][i][cptcod]/kk1*popeffectif[(int)(agedeb+(calagedatem+12*cpt)*hstepm/YEARM*stepm-1)];
               }
   
               if (h==(int)(calagedatem+12*cpt)) for(j=1; j<=nlstate;j++) 
                 fprintf(ficrespop," %15.2f",tabpopprev[(int)(agedeb+1)][j][cptcod]);
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
    
     /******/
   
         for (cpt=1; cpt<=(anpyram1-anpyram);cpt++) { 
           fprintf(ficrespop,"\n\n# Forecasting at date %.lf/%.lf/%.lf ",jpyram,mpyram,anpyram+cpt);   
           for (agedeb=(fage-((int)calagedatem %12/12.)); agedeb>=(ageminpar-((int)calagedatem %12)/12.); agedeb--){ 
             nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); 
             nhstepm = nhstepm/hstepm; 
             
             p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
             oldm=oldms;savm=savms;
             hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
             for (h=0; h<=nhstepm; h++){
               if (h==(int) (calagedatem+YEARM*cpt)) {
                 fprintf(ficresf,"\n %3.f ",agedeb+h*hstepm/YEARM*stepm);
               } 
               for(j=1; j<=nlstate+ndeath;j++) {
                 kk1=0.;kk2=0;
                 for(i=1; i<=nlstate;i++) {              
                   kk1=kk1+p3mat[i][j][h]*tabpopprev[(int)agedeb+1][i][cptcod];    
                 }
                 if (h==(int)(calagedatem+12*cpt)) fprintf(ficresf," %15.2f", kk1);        
               }
             }
             free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           }
         }
      } 
     }
    
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     if (popforecast==1) {
       free_ivector(popage,0,AGESUP);
       free_vector(popeffectif,0,AGESUP);
       free_vector(popcount,0,AGESUP);
     }
     free_ma3x(tabpop,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     free_ma3x(tabpopprev,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     fclose(ficrespop);
   } /* End of popforecast */
   
   int fileappend(FILE *fichier, char *optionfich)
   {
     if((fichier=fopen(optionfich,"a"))==NULL) {
       printf("Problem with file: %s\n", optionfich);
       fprintf(ficlog,"Problem with file: %s\n", optionfich);
       return (0);
     }
     fflush(fichier);
     return (1);
   }
   
   
   /**************** function prwizard **********************/
   void prwizard(int ncovmodel, int nlstate, int ndeath,  char model[], FILE *ficparo)
   {
   
     /* Wizard to print covariance matrix template */
   
     char ca[32], cb[32], cc[32];
     int i,j, k, l, li, lj, lk, ll, jj, npar, itimes;
     int numlinepar;
   
     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     fprintf(ficparo,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     for(i=1; i <=nlstate; i++){
       jj=0;
       for(j=1; j <=nlstate+ndeath; j++){
         if(j==i) continue;
         jj++;
         /*ca[0]= k+'a'-1;ca[1]='\0';*/
         printf("%1d%1d",i,j);
         fprintf(ficparo,"%1d%1d",i,j);
         for(k=1; k<=ncovmodel;k++){
           /*        printf(" %lf",param[i][j][k]); */
           /*        fprintf(ficparo," %lf",param[i][j][k]); */
           printf(" 0.");
           fprintf(ficparo," 0.");
         }
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     printf("# Scales (for hessian or gradient estimation)\n");
     fprintf(ficparo,"# Scales (for hessian or gradient estimation)\n");
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/ 
     for(i=1; i <=nlstate; i++){
       jj=0;
       for(j=1; j <=nlstate+ndeath; j++){
         if(j==i) continue;
         jj++;
         fprintf(ficparo,"%1d%1d",i,j);
         printf("%1d%1d",i,j);
         fflush(stdout);
         for(k=1; k<=ncovmodel;k++){
           /*      printf(" %le",delti3[i][j][k]); */
           /*      fprintf(ficparo," %le",delti3[i][j][k]); */
           printf(" 0.");
           fprintf(ficparo," 0.");
         }
         numlinepar++;
         printf("\n");
         fprintf(ficparo,"\n");
       }
     }
     printf("# Covariance matrix\n");
   /* # 121 Var(a12)\n\ */
   /* # 122 Cov(b12,a12) Var(b12)\n\ */
   /* # 131 Cov(a13,a12) Cov(a13,b12, Var(a13)\n\ */
   /* # 132 Cov(b13,a12) Cov(b13,b12, Cov(b13,a13) Var(b13)\n\ */
   /* # 212 Cov(a21,a12) Cov(a21,b12, Cov(a21,a13) Cov(a21,b13) Var(a21)\n\ */
   /* # 212 Cov(b21,a12) Cov(b21,b12, Cov(b21,a13) Cov(b21,b13) Cov(b21,a21) Var(b21)\n\ */
   /* # 232 Cov(a23,a12) Cov(a23,b12, Cov(a23,a13) Cov(a23,b13) Cov(a23,a21) Cov(a23,b21) Var(a23)\n\ */
   /* # 232 Cov(b23,a12) Cov(b23,b12) ... Var (b23)\n" */
     fflush(stdout);
     fprintf(ficparo,"# Covariance matrix\n");
     /* # 121 Var(a12)\n\ */
     /* # 122 Cov(b12,a12) Var(b12)\n\ */
     /* #   ...\n\ */
     /* # 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n" */
     
     for(itimes=1;itimes<=2;itimes++){
       jj=0;
       for(i=1; i <=nlstate; i++){
         for(j=1; j <=nlstate+ndeath; j++){
           if(j==i) continue;
           for(k=1; k<=ncovmodel;k++){
             jj++;
             ca[0]= k+'a'-1;ca[1]='\0';
             if(itimes==1){
               printf("#%1d%1d%d",i,j,k);
               fprintf(ficparo,"#%1d%1d%d",i,j,k);
             }else{
               printf("%1d%1d%d",i,j,k);
               fprintf(ficparo,"%1d%1d%d",i,j,k);
               /*  printf(" %.5le",matcov[i][j]); */
             }
             ll=0;
             for(li=1;li <=nlstate; li++){
               for(lj=1;lj <=nlstate+ndeath; lj++){
                 if(lj==li) continue;
                 for(lk=1;lk<=ncovmodel;lk++){
                   ll++;
                   if(ll<=jj){
                     cb[0]= lk +'a'-1;cb[1]='\0';
                     if(ll<jj){
                       if(itimes==1){
                         printf(" Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                         fprintf(ficparo," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                       }else{
                         printf(" 0.");
                         fprintf(ficparo," 0.");
                       }
                     }else{
                       if(itimes==1){
                         printf(" Var(%s%1d%1d)",ca,i,j);
                         fprintf(ficparo," Var(%s%1d%1d)",ca,i,j);
                       }else{
                         printf(" 0.");
                         fprintf(ficparo," 0.");
                       }
                     }
                   }
                 } /* end lk */
               } /* end lj */
             } /* end li */
             printf("\n");
             fprintf(ficparo,"\n");
             numlinepar++;
           } /* end k*/
         } /*end j */
       } /* end i */
     } /* end itimes */
   
   } /* end of prwizard */
   
   
   /***********************************************/
   /**************** Main Program *****************/
   /***********************************************/
   
   int main(int argc, char *argv[])
   {
     int movingaverage(double ***probs, double bage,double fage, double ***mobaverage, int mobilav);
     int i,j, k, n=MAXN,iter,m,size=100,cptcode, cptcod;
     int jj, ll, li, lj, lk, imk;
     int numlinepar=0; /* Current linenumber of parameter file */
     int itimes;
   
     char ca[32], cb[32], cc[32];
     /*  FILE *fichtm; *//* Html File */
     /* FILE *ficgp;*/ /*Gnuplot File */
     double agedeb, agefin,hf;
     double ageminpar=1.e20,agemin=1.e20, agemaxpar=-1.e20, agemax=-1.e20;
   
     double fret;
     double **xi,tmp,delta;
   
     double dum; /* Dummy variable */
     double ***p3mat;
     double ***mobaverage;
     int *indx;
     char line[MAXLINE], linepar[MAXLINE];
     char path[MAXLINE],pathc[MAXLINE],pathcd[MAXLINE],pathtot[MAXLINE],model[MAXLINE];
     char pathr[MAXLINE]; 
     int firstobs=1, lastobs=10;
     int sdeb, sfin; /* Status at beginning and end */
     int c,  h , cpt,l;
     int ju,jl, mi;
     int i1,j1, k1,k2,k3,jk,aa,bb, stepsize, ij;
     int jnais,jdc,jint4,jint1,jint2,jint3,**outcome,*tab; 
     int mobilavproj=0 , prevfcast=0 ; /* moving average of prev, If prevfcast=1 prevalence projection */
     int mobilav=0,popforecast=0;
     int hstepm, nhstepm;
     double jprev1=1, mprev1=1,anprev1=2000,jprev2=1, mprev2=1,anprev2=2000;
     double jpyram=1, mpyram=1,anpyram=2000,jpyram1=1, mpyram1=1,anpyram1=2000;
   
     double bage, fage, age, agelim, agebase;
     double ftolpl=FTOL;
     double **prlim;
     double *severity;
     double ***param; /* Matrix of parameters */
     double  *p;
     double **matcov; /* Matrix of covariance */
     double ***delti3; /* Scale */
     double *delti; /* Scale */
     double ***eij, ***vareij;
     double **varpl; /* Variances of prevalence limits by age */
     double *epj, vepp;
     double kk1, kk2;
     double dateprev1, dateprev2,jproj1=1,mproj1=1,anproj1=2000,jproj2=1,mproj2=1,anproj2=2000;
   
     char *alph[]={"a","a","b","c","d","e"}, str[4];
   
   
     char z[1]="c", occ;
   
     char stra[80], strb[80], strc[80], strd[80],stre[80],modelsav[80];
     char strstart[80], *strt, strtend[80];
     char *stratrunc;
     int lstra;
   
     long total_usecs;
    
   /*   setlocale (LC_ALL, ""); */
   /*   bindtextdomain (PACKAGE, LOCALEDIR); */
   /*   textdomain (PACKAGE); */
   /*   setlocale (LC_CTYPE, ""); */
   /*   setlocale (LC_MESSAGES, ""); */
   
     /*   gettimeofday(&start_time, (struct timezone*)0); */ /* at first time */
     (void) gettimeofday(&start_time,&tzp);
     curr_time=start_time;
     tm = *localtime(&start_time.tv_sec);
     tmg = *gmtime(&start_time.tv_sec);
     strcpy(strstart,asctime(&tm));
   
   /*  printf("Localtime (at start)=%s",strstart); */
   /*  tp.tv_sec = tp.tv_sec +86400; */
   /*  tm = *localtime(&start_time.tv_sec); */
   /*   tmg.tm_year=tmg.tm_year +dsign*dyear; */
   /*   tmg.tm_mon=tmg.tm_mon +dsign*dmonth; */
   /*   tmg.tm_hour=tmg.tm_hour + 1; */
   /*   tp.tv_sec = mktime(&tmg); */
   /*   strt=asctime(&tmg); */
   /*   printf("Time(after) =%s",strstart);  */
   /*  (void) time (&time_value);
   *  printf("time=%d,t-=%d\n",time_value,time_value-86400);
   *  tm = *localtime(&time_value);
   *  strstart=asctime(&tm);
   *  printf("tim_value=%d,asctime=%s\n",time_value,strstart); 
   */
   
     nberr=0; /* Number of errors and warnings */
     nbwarn=0;
     getcwd(pathcd, size);
   
     printf("\n%s\n%s",version,fullversion);
     if(argc <=1){
       printf("\nEnter the parameter file name: ");
       scanf("%s",pathtot);
     }
     else{
       strcpy(pathtot,argv[1]);
     }
     /*if(getcwd(pathcd, MAXLINE)!= NULL)printf ("Error pathcd\n");*/
     /*cygwin_split_path(pathtot,path,optionfile);
       printf("pathtot=%s, path=%s, optionfile=%s\n",pathtot,path,optionfile);*/
     /* cutv(path,optionfile,pathtot,'\\');*/
   
     split(pathtot,path,optionfile,optionfilext,optionfilefiname);
     printf("pathtot=%s,\npath=%s,\noptionfile=%s \noptionfilext=%s \noptionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
     chdir(path);
     strcpy(command,"mkdir ");
     strcat(command,optionfilefiname);
     if((outcmd=system(command)) != 0){
       printf("Problem creating directory or it already exists %s%s, err=%d\n",path,optionfilefiname,outcmd);
       /* fprintf(ficlog,"Problem creating directory %s%s\n",path,optionfilefiname); */
       /* fclose(ficlog); */
   /*     exit(1); */
     }
   /*   if((imk=mkdir(optionfilefiname))<0){ */
   /*     perror("mkdir"); */
   /*   } */
   
     /*-------- arguments in the command line --------*/
   
     /* Log file */
     strcat(filelog, optionfilefiname);
     strcat(filelog,".log");    /* */
     if((ficlog=fopen(filelog,"w"))==NULL)    {
       printf("Problem with logfile %s\n",filelog);
       goto end;
     }
     fprintf(ficlog,"Log filename:%s\n",filelog);
     fprintf(ficlog,"\n%s\n%s",version,fullversion);
     fprintf(ficlog,"\nEnter the parameter file name: ");
     fprintf(ficlog,"pathtot=%s\n\
    path=%s \n\
    optionfile=%s\n\
    optionfilext=%s\n\
    optionfilefiname=%s\n",pathtot,path,optionfile,optionfilext,optionfilefiname);
   
     printf("Local time (at start):%s",strstart);
     fprintf(ficlog,"Local time (at start): %s",strstart);
     fflush(ficlog);
   /*   (void) gettimeofday(&curr_time,&tzp); */
   /*   printf("Elapsed time %d\n", asc_diff_time(curr_time.tv_sec-start_time.tv_sec,tmpout)); */
   
     /* */
     strcpy(fileres,"r");
     strcat(fileres, optionfilefiname);
     strcat(fileres,".txt");    /* Other files have txt extension */
   
     /*---------arguments file --------*/
   
     if((ficpar=fopen(optionfile,"r"))==NULL)    {
       printf("Problem with optionfile %s\n",optionfile);
       fprintf(ficlog,"Problem with optionfile %s\n",optionfile);
       fflush(ficlog);
       goto end;
     }
   
   
   
     strcpy(filereso,"o");
     strcat(filereso,fileres);
     if((ficparo=fopen(filereso,"w"))==NULL) { /* opened on subdirectory */
       printf("Problem with Output resultfile: %s\n", filereso);
       fprintf(ficlog,"Problem with Output resultfile: %s\n", filereso);
       fflush(ficlog);
       goto end;
     }
   
     /* Reads comments: lines beginning with '#' */
     numlinepar=0;
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%lf stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d model=%s\n",title, datafile, &lastobs, &firstpass,&lastpass,&ftol, &stepm, &ncovcol, &nlstate,&ndeath, &maxwav, &mle, &weightopt,model);
     numlinepar++;
     printf("title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate,ndeath, maxwav, mle, weightopt,model);
     fprintf(ficparo,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fprintf(ficlog,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle=%d weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol,stepm,ncovcol,nlstate,ndeath,maxwav, mle, weightopt,model);
     fflush(ficlog);
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
      
     covar=matrix(0,NCOVMAX,1,n); 
     cptcovn=0; /*Number of covariates, i.e. number of '+' in model statement*/
     if (strlen(model)>1) cptcovn=nbocc(model,'+')+1;
   
     ncovmodel=2+cptcovn; /*Number of variables = cptcovn + intercept + age */
     nvar=ncovmodel-1; /* Suppressing age as a basic covariate */
    
     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);
       fclose (ficparo);
       fclose (ficlog);
       exit(0);
     }
     /* Read guess parameters */
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     param= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     for(i=1; i <=nlstate; i++){
       j=0;
       for(jj=1; jj <=nlstate+ndeath; jj++){
         if(jj==i) continue;
         j++;
         fscanf(ficpar,"%1d%1d",&i1,&j1);
         if ((i1 != i) && (j1 != j)){
           printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
           exit(1);
         }
         fprintf(ficparo,"%1d%1d",i1,j1);
         if(mle==1)
           printf("%1d%1d",i,j);
         fprintf(ficlog,"%1d%1d",i,j);
         for(k=1; k<=ncovmodel;k++){
           fscanf(ficpar," %lf",&param[i][j][k]);
           if(mle==1){
             printf(" %lf",param[i][j][k]);
             fprintf(ficlog," %lf",param[i][j][k]);
           }
           else
             fprintf(ficlog," %lf",param[i][j][k]);
           fprintf(ficparo," %lf",param[i][j][k]);
         }
         fscanf(ficpar,"\n");
         numlinepar++;
         if(mle==1)
           printf("\n");
         fprintf(ficlog,"\n");
         fprintf(ficparo,"\n");
       }
     }  
     fflush(ficlog);
   
     npar= (nlstate+ndeath-1)*nlstate*ncovmodel; /* Number of parameters*/
   
     p=param[1][1];
     
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
   
     delti3= ma3x(1,nlstate,1,nlstate+ndeath-1,1,ncovmodel);
     /* delti=vector(1,npar); *//* Scale of each paramater (output from hesscov) */
     for(i=1; i <=nlstate; i++){
       for(j=1; j <=nlstate+ndeath-1; j++){
         fscanf(ficpar,"%1d%1d",&i1,&j1);
         if ((i1-i)*(j1-j)!=0){
           printf("Error in line parameters number %d, %1d%1d instead of %1d%1d \n",numlinepar, i,j, i1, j1);
           exit(1);
         }
         printf("%1d%1d",i,j);
         fprintf(ficparo,"%1d%1d",i1,j1);
         fprintf(ficlog,"%1d%1d",i1,j1);
         for(k=1; k<=ncovmodel;k++){
           fscanf(ficpar,"%le",&delti3[i][j][k]);
           printf(" %le",delti3[i][j][k]);
           fprintf(ficparo," %le",delti3[i][j][k]);
           fprintf(ficlog," %le",delti3[i][j][k]);
         }
         fscanf(ficpar,"\n");
         numlinepar++;
         printf("\n");
         fprintf(ficparo,"\n");
         fprintf(ficlog,"\n");
       }
     }
     fflush(ficlog);
   
     delti=delti3[1][1];
   
   
     /* free_ma3x(delti3,1,nlstate,1,nlstate+ndeath-1,1,ncovmodel); */ /* Hasn't to to freed here otherwise delti is no more allocated */
     
     /* Reads comments: lines beginning with '#' */
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       numlinepar++;
       puts(line);
       fputs(line,ficparo);
       fputs(line,ficlog);
     }
     ungetc(c,ficpar);
     
     matcov=matrix(1,npar,1,npar);
     for(i=1; i <=npar; i++){
       fscanf(ficpar,"%s",&str);
       if(mle==1)
         printf("%s",str);
       fprintf(ficlog,"%s",str);
       fprintf(ficparo,"%s",str);
       for(j=1; j <=i; j++){
         fscanf(ficpar," %le",&matcov[i][j]);
         if(mle==1){
           printf(" %.5le",matcov[i][j]);
         }
         fprintf(ficlog," %.5le",matcov[i][j]);
         fprintf(ficparo," %.5le",matcov[i][j]);
       }
       fscanf(ficpar,"\n");
       numlinepar++;
       if(mle==1)
         printf("\n");
       fprintf(ficlog,"\n");
       fprintf(ficparo,"\n");
     }
     for(i=1; i <=npar; i++)
       for(j=i+1;j<=npar;j++)
         matcov[i][j]=matcov[j][i];
      
     if(mle==1)
       printf("\n");
     fprintf(ficlog,"\n");
   
     fflush(ficlog);
   
     /*-------- Rewriting paramater file ----------*/
     strcpy(rfileres,"r");    /* "Rparameterfile */
     strcat(rfileres,optionfilefiname);    /* Parameter file first name*/
     strcat(rfileres,".");    /* */
     strcat(rfileres,optionfilext);    /* Other files have txt extension */
     if((ficres =fopen(rfileres,"w"))==NULL) {
       printf("Problem writing new parameter file: %s\n", fileres);goto end;
       fprintf(ficlog,"Problem writing new parameter file: %s\n", fileres);goto end;
     }
     fprintf(ficres,"#%s\n",version);
       
     /*-------- data file ----------*/
     if((fic=fopen(datafile,"r"))==NULL)    {
       printf("Problem with datafile: %s\n", datafile);goto end;
       fprintf(ficlog,"Problem with datafile: %s\n", datafile);goto end;
     }
   
     n= lastobs;
     severity = vector(1,maxwav);
     outcome=imatrix(1,maxwav+1,1,n);
     num=lvector(1,n);
     moisnais=vector(1,n);
     annais=vector(1,n);
     moisdc=vector(1,n);
     andc=vector(1,n);
     agedc=vector(1,n);
     cod=ivector(1,n);
     weight=vector(1,n);
     for(i=1;i<=n;i++) weight[i]=1.0; /* Equal weights, 1 by default */
     mint=matrix(1,maxwav,1,n);
     anint=matrix(1,maxwav,1,n);
     s=imatrix(1,maxwav+1,1,n);
     tab=ivector(1,NCOVMAX);
     ncodemax=ivector(1,8);
   
     i=1;
     while (fgets(line, MAXLINE, fic) != NULL)    {
       if ((i >= firstobs) && (i <=lastobs)) {
           
         for (j=maxwav;j>=1;j--){
           cutv(stra, strb,line,' '); s[j][i]=atoi(strb); 
           strcpy(line,stra);
           cutv(stra, strb,line,'/'); anint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
           cutv(stra, strb,line,' '); mint[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         }
           
         cutv(stra, strb,line,'/'); andc[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisdc[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,'/'); annais[i]=(double)(atoi(strb)); strcpy(line,stra);
         cutv(stra, strb,line,' '); moisnais[i]=(double)(atoi(strb)); strcpy(line,stra);
   
         cutv(stra, strb,line,' '); weight[i]=(double)(atoi(strb)); strcpy(line,stra);
         for (j=ncovcol;j>=1;j--){
           cutv(stra, strb,line,' '); covar[j][i]=(double)(atoi(strb)); strcpy(line,stra);
         } 
         lstra=strlen(stra);
         if(lstra > 9){ /* More than 2**32 or max of what printf can write with %ld */
           stratrunc = &(stra[lstra-9]);
           num[i]=atol(stratrunc);
         }
         else
           num[i]=atol(stra);
           
         /*if((s[2][i]==2) && (s[3][i]==-1)&&(s[4][i]==9)){
           printf("%ld %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]),weight[i], (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i])); ij=ij+1;}*/
   
         i=i+1;
       }
     }
     /* printf("ii=%d", ij);
        scanf("%d",i);*/
     imx=i-1; /* Number of individuals */
   
     /* for (i=1; i<=imx; i++){
       if ((s[1][i]==3) && (s[2][i]==2)) s[2][i]=3;
       if ((s[2][i]==3) && (s[3][i]==2)) s[3][i]=3;
       if ((s[3][i]==3) && (s[4][i]==2)) s[4][i]=3;
       }*/
      /*  for (i=1; i<=imx; i++){
        if (s[4][i]==9)  s[4][i]=-1; 
        printf("%ld %.lf %.lf %.lf %.lf/%.lf %.lf/%.lf %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d %.lf/%.lf %d\n",num[i],(covar[1][i]), (covar[2][i]), (weight[i]), (moisnais[i]), (annais[i]), (moisdc[i]), (andc[i]), (mint[1][i]), (anint[1][i]), (s[1][i]),  (mint[2][i]), (anint[2][i]), (s[2][i]),  (mint[3][i]), (anint[3][i]), (s[3][i]),  (mint[4][i]), (anint[4][i]), (s[4][i]));}*/
     
    for (i=1; i<=imx; i++)
    
      /*if ((s[3][i]==3) ||  (s[4][i]==3)) weight[i]=0.08;
        else weight[i]=1;*/
   
     /* Calculation of the number of parameter from char model*/
     Tvar=ivector(1,15); /* stores the number n of the covariates in Vm+Vn at 1 and m at 2 */
     Tprod=ivector(1,15); 
     Tvaraff=ivector(1,15); 
     Tvard=imatrix(1,15,1,2);
     Tage=ivector(1,15);      
      
     if (strlen(model) >1){ /* If there is at least 1 covariate */
       j=0, j1=0, k1=1, k2=1;
       j=nbocc(model,'+'); /* j=Number of '+' */
       j1=nbocc(model,'*'); /* j1=Number of '*' */
       cptcovn=j+1; 
       cptcovprod=j1; /*Number of products */
       
       strcpy(modelsav,model); 
       if ((strcmp(model,"age")==0) || (strcmp(model,"age*age")==0)){
         printf("Error. Non available option model=%s ",model);
         fprintf(ficlog,"Error. Non available option model=%s ",model);
         goto end;
       }
       
       /* This loop fills the array Tvar from the string 'model'.*/
   
       for(i=(j+1); i>=1;i--){
         cutv(stra,strb,modelsav,'+'); /* keeps in strb after the last + */ 
         if (nbocc(modelsav,'+')==0) strcpy(strb,modelsav); /* and analyzes it */
         /*      printf("i=%d a=%s b=%s sav=%s\n",i, stra,strb,modelsav);*/
         /*scanf("%d",i);*/
         if (strchr(strb,'*')) {  /* Model includes a product */
           cutv(strd,strc,strb,'*'); /* strd*strc  Vm*Vn (if not *age)*/
           if (strcmp(strc,"age")==0) { /* Vn*age */
             cptcovprod--;
             cutv(strb,stre,strd,'V');
             Tvar[i]=atoi(stre); /* computes n in Vn and stores in Tvar*/
             cptcovage++;
               Tage[cptcovage]=i;
               /*printf("stre=%s ", stre);*/
           }
           else if (strcmp(strd,"age")==0) { /* or age*Vn */
             cptcovprod--;
             cutv(strb,stre,strc,'V');
             Tvar[i]=atoi(stre);
             cptcovage++;
             Tage[cptcovage]=i;
           }
           else {  /* Age is not in the model */
             cutv(strb,stre,strc,'V'); /* strc= Vn, stre is n*/
             Tvar[i]=ncovcol+k1;
             cutv(strb,strc,strd,'V'); /* strd was Vm, strc is m */
             Tprod[k1]=i;
             Tvard[k1][1]=atoi(strc); /* m*/
             Tvard[k1][2]=atoi(stre); /* n */
             Tvar[cptcovn+k2]=Tvard[k1][1];
             Tvar[cptcovn+k2+1]=Tvard[k1][2]; 
             for (k=1; k<=lastobs;k++) 
               covar[ncovcol+k1][k]=covar[atoi(stre)][k]*covar[atoi(strc)][k];
             k1++;
             k2=k2+2;
           }
         }
         else { /* no more sum */
           /*printf("d=%s c=%s b=%s\n", strd,strc,strb);*/
          /*  scanf("%d",i);*/
         cutv(strd,strc,strb,'V');
         Tvar[i]=atoi(strc);
         }
         strcpy(modelsav,stra);  
         /*printf("a=%s b=%s sav=%s\n", stra,strb,modelsav);
           scanf("%d",i);*/
       } /* end of loop + */
     } /* end model */
     
     /*The number n of Vn is stored in Tvar. cptcovage =number of age covariate. Tage gives the position of age. cptcovprod= number of products.
       If model=V1+V1*age then Tvar[1]=1 Tvar[2]=1 cptcovage=1 Tage[1]=2 cptcovprod=0*/
   
     /* printf("tvar1=%d tvar2=%d tvar3=%d cptcovage=%d Tage=%d",Tvar[1],Tvar[2],Tvar[3],cptcovage,Tage[1]);
     printf("cptcovprod=%d ", cptcovprod);
     fprintf(ficlog,"cptcovprod=%d ", cptcovprod);
   
     scanf("%d ",i);
     fclose(fic);*/
   
       /*  if(mle==1){*/
     if (weightopt != 1) { /* Maximisation without weights*/
       for(i=1;i<=n;i++) weight[i]=1.0;
     }
       /*-calculation of age at interview from date of interview and age at death -*/
     agev=matrix(1,maxwav,1,imx);
   
     for (i=1; i<=imx; i++) {
       for(m=2; (m<= maxwav); m++) {
         if (((int)mint[m][i]== 99) && (s[m][i] <= nlstate)){
           anint[m][i]=9999;
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]==9999 && s[m][i]>nlstate){
           nberr++;
           printf("Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           fprintf(ficlog,"Error! Date of death (month %2d and year %4d) of individual %ld on line %d was unknown, you must set an arbitrary year of death or he/she is skipped and results are biased\n",(int)moisdc[i],(int)andc[i],num[i],i);
           s[m][i]=-1;
         }
         if((int)moisdc[i]==99 && (int)andc[i]!=9999 && s[m][i]>nlstate){
           nberr++;
           printf("Error! Month of death of individual %ld on line %d was unknown %2d, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,(int)moisdc[i]); 
           fprintf(ficlog,"Error! Month of death of individual %ld on line %d was unknown %f, you should set it otherwise the information on the death is skipped and results are biased.\n",num[i],i,moisdc[i]); 
           s[m][i]=-1; /* We prefer to skip it (and to skip it in version 0.8a1 too */
         }
       }
     }
   
     for (i=1; i<=imx; i++)  {
       agedc[i]=(moisdc[i]/12.+andc[i])-(moisnais[i]/12.+annais[i]);
       for(m=firstpass; (m<= lastpass); m++){
         if(s[m][i] >0){
           if (s[m][i] >= nlstate+1) {
             if(agedc[i]>0)
               if((int)moisdc[i]!=99 && (int)andc[i]!=9999)
                 agev[m][i]=agedc[i];
             /*if(moisdc[i]==99 && andc[i]==9999) s[m][i]=-1;*/
               else {
                 if ((int)andc[i]!=9999){
                   nbwarn++;
                   printf("Warning negative age at death: %ld line:%d\n",num[i],i);
                   fprintf(ficlog,"Warning negative age at death: %ld line:%d\n",num[i],i);
                   agev[m][i]=-1;
                 }
               }
           }
           else if(s[m][i] !=9){ /* Standard case, age in fractional
                                    years but with the precision of a
                                    month */
             agev[m][i]=(mint[m][i]/12.+1./24.+anint[m][i])-(moisnais[i]/12.+1./24.+annais[i]);
             if((int)mint[m][i]==99 || (int)anint[m][i]==9999)
               agev[m][i]=1;
             else if(agev[m][i] <agemin){ 
               agemin=agev[m][i];
               /*printf(" Min anint[%d][%d]=%.2f annais[%d]=%.2f, agemin=%.2f\n",m,i,anint[m][i], i,annais[i], agemin);*/
             }
             else if(agev[m][i] >agemax){
               agemax=agev[m][i];
               /* printf(" anint[%d][%d]=%.0f annais[%d]=%.0f, agemax=%.0f\n",m,i,anint[m][i], i,annais[i], agemax);*/
             }
             /*agev[m][i]=anint[m][i]-annais[i];*/
             /*     agev[m][i] = age[i]+2*m;*/
           }
           else { /* =9 */
             agev[m][i]=1;
             s[m][i]=-1;
           }
         }
         else /*= 0 Unknown */
           agev[m][i]=1;
       }
       
     }
     for (i=1; i<=imx; i++)  {
       for(m=firstpass; (m<=lastpass); m++){
         if (s[m][i] > (nlstate+ndeath)) {
           nberr++;
           printf("Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           fprintf(ficlog,"Error: on wave %d of individual %d status %d > (nlstate+ndeath)=(%d+%d)=%d\n",m,i,s[m][i],nlstate, ndeath, nlstate+ndeath);     
           goto end;
         }
       }
     }
   
     /*for (i=1; i<=imx; i++){
     for (m=firstpass; (m<lastpass); m++){
        printf("%ld %d %.lf %d %d\n", num[i],(covar[1][i]),agev[m][i],s[m][i],s[m+1][i]);
   }
   
   }*/
   
   
     printf("Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax);
     fprintf(ficlog,"Total number of individuals= %d, Agemin = %.2f, Agemax= %.2f\n\n", imx, agemin, agemax); 
   
     free_vector(severity,1,maxwav);
     free_imatrix(outcome,1,maxwav+1,1,n);
     free_vector(moisnais,1,n);
     free_vector(annais,1,n);
     /* free_matrix(mint,1,maxwav,1,n);
        free_matrix(anint,1,maxwav,1,n);*/
     free_vector(moisdc,1,n);
     free_vector(andc,1,n);
   
      
     wav=ivector(1,imx);
     dh=imatrix(1,lastpass-firstpass+1,1,imx);
     bh=imatrix(1,lastpass-firstpass+1,1,imx);
     mw=imatrix(1,lastpass-firstpass+1,1,imx);
      
     /* Concatenates waves */
     concatwav(wav, dh, bh, mw, s, agedc, agev,  firstpass, lastpass, imx, nlstate, stepm);
   
     /* Routine tricode is to calculate cptcoveff (real number of unique covariates) and to associate covariable number and modality */
   
     Tcode=ivector(1,100);
     nbcode=imatrix(0,NCOVMAX,0,NCOVMAX); 
     ncodemax[1]=1;
     if (cptcovn > 0) tricode(Tvar,nbcode,imx);
         
     codtab=imatrix(1,100,1,10); /* Cross tabulation to get the order of 
                                    the estimations*/
     h=0;
     m=pow(2,cptcoveff);
    
     for(k=1;k<=cptcoveff; k++){
       for(i=1; i <=(m/pow(2,k));i++){
         for(j=1; j <= ncodemax[k]; j++){
           for(cpt=1; cpt <=(m/pow(2,cptcoveff+1-k)); cpt++){
             h++;
             if (h>m) h=1;codtab[h][k]=j;codtab[h][Tvar[k]]=j;
             /*  printf("h=%d k=%d j=%d codtab[h][k]=%d tvar[k]=%d \n",h, k,j,codtab[h][k],Tvar[k]);*/
           } 
         }
       }
     } 
     /* printf("codtab[1][2]=%d codtab[2][2]=%d",codtab[1][2],codtab[2][2]); 
        codtab[1][2]=1;codtab[2][2]=2; */
     /* for(i=1; i <=m ;i++){ 
        for(k=1; k <=cptcovn; k++){
        printf("i=%d k=%d %d %d ",i,k,codtab[i][k], cptcoveff);
        }
        printf("\n");
        }
        scanf("%d",i);*/
       
     /*------------ gnuplot -------------*/
     strcpy(optionfilegnuplot,optionfilefiname);
     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 */
     strcat(optionfilehtm,".htm");
     if((fichtm=fopen(optionfilehtm,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtm), exit(0);
     }
   
     strcpy(optionfilehtmcov,optionfilefiname); /* Only for matrix of covariance */
     strcat(optionfilehtmcov,"-cov.htm");
     if((fichtmcov=fopen(optionfilehtmcov,"w"))==NULL)    {
       printf("Problem with %s \n",optionfilehtmcov), exit(0);
     }
     else{
     fprintf(fichtmcov,"<body>\n<title>IMaCh Cov %s</title>\n <font size=\"2\">%s <br> %s</font> \
   <hr size=\"2\" color=\"#EC5E5E\"> \n\
   Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n",\
             fileres,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model);
     }
   
     fprintf(fichtm,"<body>\n<title>IMaCh %s</title>\n <font size=\"2\">%s <br> %s</font> \
   <hr size=\"2\" color=\"#EC5E5E\"> \n\
   Title=%s <br>Datafile=%s Firstpass=%d Lastpass=%d Stepm=%d Weight=%d Model=%s<br>\n\
   \n\
   <hr  size=\"2\" color=\"#EC5E5E\">\
    <ul><li><h4>Parameter files</h4>\n\
    - Copy of the parameter file: <a href=\"o%s\">o%s</a><br>\n\
    - Log file of the run: <a href=\"%s\">%s</a><br>\n\
    - Gnuplot file name: <a href=\"%s\">%s</a><br>\n\
    - Date and time at start: %s</ul>\n",\
             fileres,version,fullversion,title,datafile,firstpass,lastpass,stepm, weightopt, model,\
             fileres,fileres,\
             filelog,filelog,optionfilegnuplot,optionfilegnuplot,strstart);
     fflush(fichtm);
   
     strcpy(pathr,path);
     strcat(pathr,optionfilefiname);
     chdir(optionfilefiname); /* Move to directory named optionfile */
     
     /* Calculates basic frequencies. Computes observed prevalence at single age
        and prints on file fileres'p'. */
     freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);
   
     fprintf(fichtm,"\n");
     fprintf(fichtm,"<br>Total number of observations=%d <br>\n\
   Youngest age at first (selected) pass %.2f, oldest age %.2f<br>\n\
   Interval (in months) between two waves: Min=%d Max=%d Mean=%.2lf<br>\n",\
             imx,agemin,agemax,jmin,jmax,jmean);
     pmmij= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       newms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       savms= matrix(1,nlstate+ndeath,1,nlstate+ndeath); /* creation */
       oldm=oldms; newm=newms; savm=savms; /* Keeps fixed addresses to free */
       
      
     /* For Powell, parameters are in a vector p[] starting at p[1]
        so we point p on param[1][1] so that p[1] maps on param[1][1][1] */
     p=param[1][1]; /* *(*(*(param +1)+1)+0) */
   
     globpr=0; /* To get the number ipmx of contributions and the sum of weights*/
     likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
     printf("First Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
     for (k=1; k<=npar;k++)
       printf(" %d %8.5f",k,p[k]);
     printf("\n");
     globpr=1; /* to print the contributions */
     likelione(ficres, p, npar, nlstate, &globpr, &ipmx, &sw, &fretone, funcone); /* Prints the contributions to the likelihood */
     printf("Second Likeli=%12.6f ipmx=%ld sw=%12.6f",fretone,ipmx,sw);
     for (k=1; k<=npar;k++)
       printf(" %d %8.5f",k,p[k]);
     printf("\n");
     if(mle>=1){ /* Could be 1 or 2 */
       mlikeli(ficres,p, npar, ncovmodel, nlstate, ftol, func);
     }
       
     /*--------- results files --------------*/
     fprintf(ficres,"title=%s datafile=%s lastobs=%d firstpass=%d lastpass=%d\nftol=%e stepm=%d ncovcol=%d nlstate=%d ndeath=%d maxwav=%d mle= 0 weight=%d\nmodel=%s\n", title, datafile, lastobs, firstpass,lastpass,ftol, stepm, ncovcol, nlstate, ndeath, maxwav, weightopt,model);
     
   
     fprintf(ficres,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     printf("# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     fprintf(ficlog,"# Parameters nlstate*nlstate*ncov a12*1 + b12 * age + ...\n");
     for(i=1,jk=1; i <=nlstate; i++){
       for(k=1; k <=(nlstate+ndeath); k++){
         if (k != i) {
           printf("%d%d ",i,k);
           fprintf(ficlog,"%d%d ",i,k);
           fprintf(ficres,"%1d%1d ",i,k);
           for(j=1; j <=ncovmodel; j++){
             printf("%f ",p[jk]);
             fprintf(ficlog,"%f ",p[jk]);
             fprintf(ficres,"%f ",p[jk]);
             jk++; 
           }
           printf("\n");
           fprintf(ficlog,"\n");
           fprintf(ficres,"\n");
         }
       }
     }
     if(mle!=0){
       /* Computing hessian and covariance matrix */
       ftolhess=ftol; /* Usually correct */
       hesscov(matcov, p, npar, delti, ftolhess, func);
     }
     fprintf(ficres,"# Scales (for hessian or gradient estimation)\n");
     printf("# Scales (for hessian or gradient estimation)\n");
     fprintf(ficlog,"# Scales (for hessian or gradient estimation)\n");
     for(i=1,jk=1; i <=nlstate; i++){
       for(j=1; j <=nlstate+ndeath; j++){
         if (j!=i) {
           fprintf(ficres,"%1d%1d",i,j);
           printf("%1d%1d",i,j);
           fprintf(ficlog,"%1d%1d",i,j);
           for(k=1; k<=ncovmodel;k++){
             printf(" %.5e",delti[jk]);
             fprintf(ficlog," %.5e",delti[jk]);
             fprintf(ficres," %.5e",delti[jk]);
             jk++;
           }
           printf("\n");
           fprintf(ficlog,"\n");
           fprintf(ficres,"\n");
         }
       }
     }
      
     fprintf(ficres,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     if(mle>=1)
       printf("# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
     fprintf(ficlog,"# Covariance matrix \n# 121 Var(a12)\n# 122 Cov(b12,a12) Var(b12)\n#   ...\n# 232 Cov(b23,a12)  Cov(b23,b12) ... Var (b23)\n");
   /* # 121 Var(a12)\n\ */
   /* # 122 Cov(b12,a12) Var(b12)\n\ */
   /* # 131 Cov(a13,a12) Cov(a13,b12, Var(a13)\n\ */
   /* # 132 Cov(b13,a12) Cov(b13,b12, Cov(b13,a13) Var(b13)\n\ */
   /* # 212 Cov(a21,a12) Cov(a21,b12, Cov(a21,a13) Cov(a21,b13) Var(a21)\n\ */
   /* # 212 Cov(b21,a12) Cov(b21,b12, Cov(b21,a13) Cov(b21,b13) Cov(b21,a21) Var(b21)\n\ */
   /* # 232 Cov(a23,a12) Cov(a23,b12, Cov(a23,a13) Cov(a23,b13) Cov(a23,a21) Cov(a23,b21) Var(a23)\n\ */
   /* # 232 Cov(b23,a12) Cov(b23,b12) ... Var (b23)\n" */
   
   
   /* Just to have a covariance matrix which will be more understandable
      even is we still don't want to manage dictionary of variables
   */
     for(itimes=1;itimes<=2;itimes++){
       jj=0;
       for(i=1; i <=nlstate; i++){
         for(j=1; j <=nlstate+ndeath; j++){
           if(j==i) continue;
           for(k=1; k<=ncovmodel;k++){
             jj++;
             ca[0]= k+'a'-1;ca[1]='\0';
             if(itimes==1){
               if(mle>=1)
                 printf("#%1d%1d%d",i,j,k);
               fprintf(ficlog,"#%1d%1d%d",i,j,k);
               fprintf(ficres,"#%1d%1d%d",i,j,k);
             }else{
               if(mle>=1)
                 printf("%1d%1d%d",i,j,k);
               fprintf(ficlog,"%1d%1d%d",i,j,k);
               fprintf(ficres,"%1d%1d%d",i,j,k);
             }
             ll=0;
             for(li=1;li <=nlstate; li++){
               for(lj=1;lj <=nlstate+ndeath; lj++){
                 if(lj==li) continue;
                 for(lk=1;lk<=ncovmodel;lk++){
                   ll++;
                   if(ll<=jj){
                     cb[0]= lk +'a'-1;cb[1]='\0';
                     if(ll<jj){
                       if(itimes==1){
                         if(mle>=1)
                           printf(" Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                         fprintf(ficlog," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                         fprintf(ficres," Cov(%s%1d%1d,%s%1d%1d)",ca,i,j,cb, li,lj);
                       }else{
                         if(mle>=1)
                           printf(" %.5e",matcov[jj][ll]); 
                         fprintf(ficlog," %.5e",matcov[jj][ll]); 
                         fprintf(ficres," %.5e",matcov[jj][ll]); 
                       }
                     }else{
                       if(itimes==1){
                         if(mle>=1)
                           printf(" Var(%s%1d%1d)",ca,i,j);
                         fprintf(ficlog," Var(%s%1d%1d)",ca,i,j);
                         fprintf(ficres," Var(%s%1d%1d)",ca,i,j);
                       }else{
                         if(mle>=1)
                           printf(" %.5e",matcov[jj][ll]); 
                         fprintf(ficlog," %.5e",matcov[jj][ll]); 
                         fprintf(ficres," %.5e",matcov[jj][ll]); 
                       }
                     }
                   }
                 } /* end lk */
               } /* end lj */
             } /* end li */
             if(mle>=1)
               printf("\n");
             fprintf(ficlog,"\n");
             fprintf(ficres,"\n");
             numlinepar++;
           } /* end k*/
         } /*end j */
       } /* end i */
     } /* end itimes */
   
     fflush(ficlog);
     fflush(ficres);
   
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     estepm=0;
     fscanf(ficpar,"agemin=%lf agemax=%lf bage=%lf fage=%lf estepm=%d\n",&ageminpar,&agemaxpar, &bage, &fage, &estepm);
     if (estepm==0 || estepm < stepm) estepm=stepm;
     if (fage <= 2) {
       bage = ageminpar;
       fage = agemaxpar;
     }
      
     fprintf(ficres,"# agemin agemax for life expectancy, bage fage (if mle==0 ie no data nor Max likelihood).\n");
     fprintf(ficres,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
     fprintf(ficparo,"agemin=%.0f agemax=%.0f bage=%.0f fage=%.0f estepm=%d\n",ageminpar,agemaxpar,bage,fage, estepm);
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
     
     fscanf(ficpar,"begin-prev-date=%lf/%lf/%lf end-prev-date=%lf/%lf/%lf mov_average=%d\n",&jprev1, &mprev1,&anprev1,&jprev2, &mprev2,&anprev2,&mobilav);
     fprintf(ficparo,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     fprintf(ficres,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     printf("begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
     fprintf(ficlog,"begin-prev-date=%.lf/%.lf/%.lf end-prev-date=%.lf/%.lf/%.lf mov_average=%d\n",jprev1, mprev1,anprev1,jprev2, mprev2,anprev2,mobilav);
      
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
    
   
     dateprev1=anprev1+(mprev1-1)/12.+(jprev1-1)/365.;
     dateprev2=anprev2+(mprev2-1)/12.+(jprev2-1)/365.;
   
     fscanf(ficpar,"pop_based=%d\n",&popbased);
     fprintf(ficparo,"pop_based=%d\n",popbased);   
     fprintf(ficres,"pop_based=%d\n",popbased);   
     
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     fscanf(ficpar,"prevforecast=%d starting-proj-date=%lf/%lf/%lf final-proj-date=%lf/%lf/%lf mobil_average=%d\n",&prevfcast,&jproj1,&mproj1,&anproj1,&jproj2,&mproj2,&anproj2,&mobilavproj);
     fprintf(ficparo,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     printf("prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     fprintf(ficlog,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     fprintf(ficres,"prevforecast=%d starting-proj-date=%.lf/%.lf/%.lf final-proj-date=%.lf/%.lf/%.lf mobil_average=%d\n",prevfcast,jproj1,mproj1,anproj1,jproj2,mproj2,anproj2,mobilavproj);
     /* day and month of proj2 are not used but only year anproj2.*/
   
     while((c=getc(ficpar))=='#' && c!= EOF){
       ungetc(c,ficpar);
       fgets(line, MAXLINE, ficpar);
       puts(line);
       fputs(line,ficparo);
     }
     ungetc(c,ficpar);
   
     /*  fscanf(ficpar,"popforecast=%d popfile=%s popfiledate=%lf/%lf/%lf last-popfiledate=%lf/%lf/%lf\n",&popforecast,popfile,&jpyram,&mpyram,&anpyram,&jpyram1,&mpyram1,&anpyram1);
     fprintf(ficparo,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);
     fprintf(ficres,"popforecast=%d popfile=%s popfiledate=%.lf/%.lf/%.lf last-popfiledate=%.lf/%.lf/%.lf\n",popforecast,popfile,jpyram,mpyram,anpyram,jpyram1,mpyram1,anpyram1);*/
   
     /*  freqsummary(fileres, agemin, agemax, s, agev, nlstate, imx,Tvaraff,nbcode, ncodemax,mint,anint);*/
     /*,dateprev1,dateprev2,jprev1, mprev1,anprev1,jprev2, mprev2,anprev2);*/
   
     replace_back_to_slash(pathc,path); /* Even gnuplot wants a / */
     printinggnuplot(fileres, optionfilefiname,ageminpar,agemaxpar,fage, pathc,p);
   
     printinghtml(fileres,title,datafile, firstpass, lastpass, stepm, weightopt,\
                  model,imx,jmin,jmax,jmean,rfileres,popforecast,estepm,\
                  jprev1,mprev1,anprev1,jprev2,mprev2,anprev2);
    
     /*------------ free_vector  -------------*/
     /*  chdir(path); */
    
     free_ivector(wav,1,imx);
     free_imatrix(dh,1,lastpass-firstpass+1,1,imx);
     free_imatrix(bh,1,lastpass-firstpass+1,1,imx);
     free_imatrix(mw,1,lastpass-firstpass+1,1,imx);   
     free_lvector(num,1,n);
     free_vector(agedc,1,n);
     /*free_matrix(covar,0,NCOVMAX,1,n);*/
     /*free_matrix(covar,1,NCOVMAX,1,n);*/
     fclose(ficparo);
     fclose(ficres);
   
   
     /*--------------- Prevalence limit  (stable prevalence) --------------*/
     
     strcpy(filerespl,"pl");
     strcat(filerespl,fileres);
     if((ficrespl=fopen(filerespl,"w"))==NULL) {
       printf("Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
       fprintf(ficlog,"Problem with stable prevalence resultfile: %s\n", filerespl);goto end;
     }
     printf("Computing stable prevalence: result on file '%s' \n", filerespl);
     fprintf(ficlog,"Computing stable prevalence: result on file '%s' \n", filerespl);
     fprintf(ficrespl,"#Stable prevalence \n");
     fprintf(ficrespl,"#Age ");
     for(i=1; i<=nlstate;i++) fprintf(ficrespl,"%d-%d ",i,i);
     fprintf(ficrespl,"\n");
     
     prlim=matrix(1,nlstate,1,nlstate);
   
     agebase=ageminpar;
     agelim=agemaxpar;
     ftolpl=1.e-10;
     i1=cptcoveff;
     if (cptcovn < 1){i1=1;}
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         /*printf("cptcov=%d cptcod=%d codtab=%d nbcode=%d\n",cptcov, cptcod,Tcode[cptcode],codtab[cptcod][cptcov]);*/
         fprintf(ficrespl,"\n#******");
         printf("\n#******");
         fprintf(ficlog,"\n#******");
         for(j=1;j<=cptcoveff;j++) {
           fprintf(ficrespl," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           printf(" V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           fprintf(ficlog," V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         }
         fprintf(ficrespl,"******\n");
         printf("******\n");
         fprintf(ficlog,"******\n");
           
         for (age=agebase; age<=agelim; age++){
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
           fprintf(ficrespl,"%.0f ",age );
           for(j=1;j<=cptcoveff;j++)
             fprintf(ficrespl,"%d %d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
           for(i=1; i<=nlstate;i++)
             fprintf(ficrespl," %.5f", prlim[i][i]);
           fprintf(ficrespl,"\n");
         }
       }
     }
     fclose(ficrespl);
   
     /*------------- h Pij x at various ages ------------*/
     
     strcpy(filerespij,"pij");  strcat(filerespij,fileres);
     if((ficrespij=fopen(filerespij,"w"))==NULL) {
       printf("Problem with Pij resultfile: %s\n", filerespij);goto end;
       fprintf(ficlog,"Problem with Pij resultfile: %s\n", filerespij);goto end;
     }
     printf("Computing pij: result on file '%s' \n", filerespij);
     fprintf(ficlog,"Computing pij: result on file '%s' \n", filerespij);
     
     stepsize=(int) (stepm+YEARM-1)/YEARM;
     /*if (stepm<=24) stepsize=2;*/
   
     agelim=AGESUP;
     hstepm=stepsize*YEARM; /* Every year of age */
     hstepm=hstepm/stepm; /* Typically 2 years, = 2/6 months = 4 */ 
   
     /* hstepm=1;   aff par mois*/
   
     fprintf(ficrespij,"#****** h Pij x Probability to be in state j at age x+h being in i at x ");
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         fprintf(ficrespij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficrespij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficrespij,"******\n");
           
         for (agedeb=fage; agedeb>=bage; agedeb--){ /* If stepm=6 months */
           nhstepm=(int) rint((agelim-agedeb)*YEARM/stepm); /* Typically 20 years = 20*12/6=40 */ 
           nhstepm = nhstepm/hstepm; /* Typically 40/4=10 */
   
           /*        nhstepm=nhstepm*YEARM; aff par mois*/
   
           p3mat=ma3x(1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           oldm=oldms;savm=savms;
           hpxij(p3mat,nhstepm,agedeb,hstepm,p,nlstate,stepm,oldm,savm, k);  
           fprintf(ficrespij,"# Cov Agex agex+h hpijx with i,j=");
           for(i=1; i<=nlstate;i++)
             for(j=1; j<=nlstate+ndeath;j++)
               fprintf(ficrespij," %1d-%1d",i,j);
           fprintf(ficrespij,"\n");
           for (h=0; h<=nhstepm; h++){
             fprintf(ficrespij,"%d %3.f %3.f",k,agedeb, agedeb+ h*hstepm/YEARM*stepm );
             for(i=1; i<=nlstate;i++)
               for(j=1; j<=nlstate+ndeath;j++)
                 fprintf(ficrespij," %.5f", p3mat[i][j][h]);
             fprintf(ficrespij,"\n");
           }
           free_ma3x(p3mat,1,nlstate+ndeath,1, nlstate+ndeath, 0,nhstepm);
           fprintf(ficrespij,"\n");
         }
       }
     }
   
     varprob(optionfilefiname, matcov, p, delti, nlstate, bage, fage,k,Tvar,nbcode, ncodemax);
   
     fclose(ficrespij);
   
     probs= ma3x(1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
     for(i=1;i<=AGESUP;i++)
       for(j=1;j<=NCOVMAX;j++)
         for(k=1;k<=NCOVMAX;k++)
           probs[i][j][k]=0.;
   
     /*---------- Forecasting ------------------*/
     /*if((stepm == 1) && (strcmp(model,".")==0)){*/
     if(prevfcast==1){
       /*    if(stepm ==1){*/
         prevforecast(fileres, anproj1, mproj1, jproj1, agemin, agemax, dateprev1, dateprev2, mobilavproj, bage, fage, firstpass, lastpass, anproj2, p, cptcoveff);
         /* (popforecast==1) populforecast(fileres, anpyram,mpyram,jpyram, agemin,agemax, dateprev1, dateprev2,mobilav, agedeb, fage, popforecast, popfile, anpyram1,p, i1);*/
   /*      }  */
   /*      else{ */
   /*        erreur=108; */
   /*        printf("Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
   /*        fprintf(ficlog,"Warning %d!! You can only forecast the prevalences if the optimization\n  has been performed with stepm = 1 (month) instead of %d or model=. instead of '%s'\n", erreur, stepm, model); */
   /*      } */
     }
     
   
     /*---------- Health expectancies and variances ------------*/
   
     strcpy(filerest,"t");
     strcat(filerest,fileres);
     if((ficrest=fopen(filerest,"w"))==NULL) {
       printf("Problem with total LE resultfile: %s\n", filerest);goto end;
       fprintf(ficlog,"Problem with total LE resultfile: %s\n", filerest);goto end;
     }
     printf("Computing Total LEs with variances: file '%s' \n", filerest); 
     fprintf(ficlog,"Computing Total LEs with variances: file '%s' \n", filerest); 
   
   
     strcpy(filerese,"e");
     strcat(filerese,fileres);
     if((ficreseij=fopen(filerese,"w"))==NULL) {
       printf("Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
       fprintf(ficlog,"Problem with Health Exp. resultfile: %s\n", filerese); exit(0);
     }
     printf("Computing Health Expectancies: result on file '%s' \n", filerese);
     fprintf(ficlog,"Computing Health Expectancies: result on file '%s' \n", filerese);
   
     strcpy(fileresv,"v");
     strcat(fileresv,fileres);
     if((ficresvij=fopen(fileresv,"w"))==NULL) {
       printf("Problem with variance resultfile: %s\n", fileresv);exit(0);
       fprintf(ficlog,"Problem with variance resultfile: %s\n", fileresv);exit(0);
     }
     printf("Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
     fprintf(ficlog,"Computing Variance-covariance of DFLEs: file '%s' \n", fileresv);
   
     /* Computes prevalence between agemin (i.e minimal age computed) and no more ageminpar */
     prevalence(probs, agemin, agemax, s, agev, nlstate, imx, Tvar, nbcode, ncodemax, mint, anint, dateprev1, dateprev2, firstpass, lastpass);
     /*  printf("ageminpar=%f, agemax=%f, s[lastpass][imx]=%d, agev[lastpass][imx]=%f, nlstate=%d, imx=%d,  mint[lastpass][imx]=%f, anint[lastpass][imx]=%f,dateprev1=%f, dateprev2=%f, firstpass=%d, lastpass=%d\n",\
   ageminpar, agemax, s[lastpass][imx], agev[lastpass][imx], nlstate, imx, mint[lastpass][imx],anint[lastpass][imx], dateprev1, dateprev2, firstpass, lastpass);
     */
   
     if (mobilav!=0) {
       mobaverage= ma3x(1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
       if (movingaverage(probs, bage, fage, mobaverage,mobilav)!=0){
         fprintf(ficlog," Error in movingaverage mobilav=%d\n",mobilav);
         printf(" Error in movingaverage mobilav=%d\n",mobilav);
       }
     }
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1; 
         fprintf(ficrest,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficrest,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficrest,"******\n");
   
         fprintf(ficreseij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficreseij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficreseij,"******\n");
   
         fprintf(ficresvij,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficresvij,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficresvij,"******\n");
   
         eij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         evsij(fileres, eij, p, nlstate, stepm, (int) bage, (int)fage, oldm, savm, k, estepm, delti, matcov);  
    
         vareij=ma3x(1,nlstate,1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,0, mobilav);
         if(popbased==1){
           varevsij(optionfilefiname, vareij, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k, estepm, cptcov,cptcod,popbased,mobilav);
         }
   
    
         fprintf(ficrest,"#Total LEs with variances: e.. (std) ");
         for (i=1;i<=nlstate;i++) fprintf(ficrest,"e.%d (std) ",i);
         fprintf(ficrest,"\n");
   
         epj=vector(1,nlstate+1);
         for(age=bage; age <=fage ;age++){
           prevalim(prlim, nlstate, p, age, oldm, savm,ftolpl,k);
           if (popbased==1) {
             if(mobilav ==0){
               for(i=1; i<=nlstate;i++)
                 prlim[i][i]=probs[(int)age][i][k];
             }else{ /* mobilav */ 
               for(i=1; i<=nlstate;i++)
                 prlim[i][i]=mobaverage[(int)age][i][k];
             }
           }
           
           fprintf(ficrest," %4.0f",age);
           for(j=1, epj[nlstate+1]=0.;j <=nlstate;j++){
             for(i=1, epj[j]=0.;i <=nlstate;i++) {
               epj[j] += prlim[i][i]*eij[i][j][(int)age];
               /*  printf("%lf %lf ", prlim[i][i] ,eij[i][j][(int)age]);*/
             }
             epj[nlstate+1] +=epj[j];
           }
   
           for(i=1, vepp=0.;i <=nlstate;i++)
             for(j=1;j <=nlstate;j++)
               vepp += vareij[i][j][(int)age];
           fprintf(ficrest," %7.3f (%7.3f)", epj[nlstate+1],sqrt(vepp));
           for(j=1;j <=nlstate;j++){
             fprintf(ficrest," %7.3f (%7.3f)", epj[j],sqrt(vareij[j][j][(int)age]));
           }
           fprintf(ficrest,"\n");
         }
         free_ma3x(eij,1,nlstate,1,nlstate,(int) bage, (int)fage);
         free_ma3x(vareij,1,nlstate,1,nlstate,(int) bage, (int)fage);
         free_vector(epj,1,nlstate+1);
       }
     }
     free_vector(weight,1,n);
     free_imatrix(Tvard,1,15,1,2);
     free_imatrix(s,1,maxwav+1,1,n);
     free_matrix(anint,1,maxwav,1,n); 
     free_matrix(mint,1,maxwav,1,n);
     free_ivector(cod,1,n);
     free_ivector(tab,1,NCOVMAX);
     fclose(ficreseij);
     fclose(ficresvij);
     fclose(ficrest);
     fclose(ficpar);
     
     /*------- Variance of stable prevalence------*/   
   
     strcpy(fileresvpl,"vpl");
     strcat(fileresvpl,fileres);
     if((ficresvpl=fopen(fileresvpl,"w"))==NULL) {
       printf("Problem with variance of stable prevalence  resultfile: %s\n", fileresvpl);
       exit(0);
     }
     printf("Computing Variance-covariance of stable prevalence: file '%s' \n", fileresvpl);
   
     for(cptcov=1,k=0;cptcov<=i1;cptcov++){
       for(cptcod=1;cptcod<=ncodemax[cptcov];cptcod++){
         k=k+1;
         fprintf(ficresvpl,"\n#****** ");
         for(j=1;j<=cptcoveff;j++) 
           fprintf(ficresvpl,"V%d=%d ",Tvaraff[j],nbcode[Tvaraff[j]][codtab[k][j]]);
         fprintf(ficresvpl,"******\n");
         
         varpl=matrix(1,nlstate,(int) bage, (int) fage);
         oldm=oldms;savm=savms;
         varprevlim(fileres, varpl, matcov, p, delti, nlstate, stepm, (int) bage, (int) fage, oldm, savm, prlim, ftolpl,k);
         free_matrix(varpl,1,nlstate,(int) bage, (int)fage);
       }
     }
   
     fclose(ficresvpl);
   
     /*---------- End : free ----------------*/
     free_matrix(pmmij,1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(oldms, 1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(newms, 1,nlstate+ndeath,1,nlstate+ndeath);
     free_matrix(savms, 1,nlstate+ndeath,1,nlstate+ndeath);
     
     free_matrix(covar,0,NCOVMAX,1,n);
     free_matrix(matcov,1,npar,1,npar);
     /*free_vector(delti,1,npar);*/
     free_ma3x(delti3,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel); 
     free_matrix(agev,1,maxwav,1,imx);
     free_ma3x(param,1,nlstate,1, nlstate+ndeath-1,1,ncovmodel);
     if (mobilav!=0) free_ma3x(mobaverage,1, AGESUP,1,NCOVMAX, 1,NCOVMAX);
     free_ma3x(probs,1,AGESUP,1,NCOVMAX, 1,NCOVMAX);
   
     free_ivector(ncodemax,1,8);
     free_ivector(Tvar,1,15);
     free_ivector(Tprod,1,15);
     free_ivector(Tvaraff,1,15);
     free_ivector(Tage,1,15);
     free_ivector(Tcode,1,100);
   
     fflush(fichtm);
     fflush(ficgp);
     
   
     if((nberr >0) || (nbwarn>0)){
       printf("End of Imach with %d errors and/or %d warnings\n",nberr,nbwarn);
       fprintf(ficlog,"End of Imach with %d errors and/or warnings %d\n",nberr,nbwarn);
     }else{
       printf("End of Imach\n");
       fprintf(ficlog,"End of Imach\n");
     }
     printf("See log file on %s\n",filelog);
     /*  gettimeofday(&end_time, (struct timezone*)0);*/  /* after time */
     (void) gettimeofday(&end_time,&tzp);
     tm = *localtime(&end_time.tv_sec);
     tmg = *gmtime(&end_time.tv_sec);
     strcpy(strtend,asctime(&tm));
     printf("Local time at start %s\nLocaltime at end   %s",strstart, strtend); 
     fprintf(ficlog,"Local time at start %s\nLocal time at end   %s\n",strstart, strtend); 
     printf("Total time used %s\n", asc_diff_time(end_time.tv_sec -start_time.tv_sec,tmpout));
   
     printf("Total time was %d Sec.\n", end_time.tv_sec -start_time.tv_sec);
     fprintf(ficlog,"Total time used %s\n", asc_diff_time(end_time.tv_sec -start_time.tv_sec,tmpout));
     fprintf(ficlog,"Total time was %d Sec.\n", end_time.tv_sec -start_time.tv_sec);
     /*  printf("Total time was %d uSec.\n", total_usecs);*/
   /*   if(fileappend(fichtm,optionfilehtm)){ */
     fprintf(fichtm,"<br>Local time at start %s<br>Local time at end   %s<br>",strstart, strtend);
     fclose(fichtm);
     fclose(fichtmcov);
     fclose(ficgp);
     fclose(ficlog);
     /*------ End -----------*/
   
     chdir(path);
     strcpy(plotcmd,GNUPLOTPROGRAM);
     strcat(plotcmd," ");
     strcat(plotcmd,optionfilegnuplot);
     printf("Starting graphs with: %s",plotcmd);fflush(stdout);
     if((outcmd=system(plotcmd)) != 0){
       printf(" Problem with gnuplot\n");
     }
     printf(" Wait...");
     while (z[0] != 'q') {
       /* chdir(path); */
       printf("\nType e to edit output files, g to graph again and q for exiting: ");
       scanf("%s",z);
   /*     if (z[0] == 'c') system("./imach"); */
       if (z[0] == 'e') 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.1.97


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